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BUG: Correct method for finding security lists directory
The correct thing to look at to figure out where the root of the zipline tree is, is `zipline.__file__`, not `zipline.__path__`. The latter could contain multiple directories in it, and is not intended to be `os.path.join()`ed as the previous code was doing.
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@@ -8,7 +8,7 @@ import zipline
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DATE_FORMAT = "%Y%m%d"
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zipline_dir = os.path.join(*zipline.__path__)
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zipline_dir = os.path.dirname(zipline.__file__)
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SECURITY_LISTS_DIR = os.path.join(zipline_dir, 'resources', 'security_lists')
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