ENH: teach BarData about current session's minutes

tests/test_bar_data.py

@@ -234,6 +234,18 @@ class TestMinuteBarData(WithCreateBarData,
                 bar_data.current_session
             )
 
+    def test_current_session_minutes(self):
+        first_day_minutes = self.trading_calendar.minutes_for_session(
+            self.equity_minute_bar_days[0]
+        )
+
+        for minute in first_day_minutes:
+            bar_data = self.create_bardata(lambda: minute)
+            np.testing.assert_array_equal(
+                first_day_minutes,
+                bar_data.current_session_minutes
+            )
+
     def test_minute_before_assets_trading(self):
         # grab minutes that include the day before the asset start
         minutes = self.trading_calendar.minutes_for_session(

zipline/_protocol.pyx

@@ -757,6 +757,12 @@ cdef class BarData:
                 direction="next"
             )
 
+    property current_session_minutes:
+        def __get__(self):
+            return self._trading_calendar.minutes_for_session(
+                self.current_session
+            )
+
     #################
     # OLD API SUPPORT
     #################