ENH: make BcolzMinuteBarWriter.write take iterable

Updates the BcolzMinuteBarWriter.write api to allow users to pass their
data as a stream instead of requiring that they loop over their data
externally. This matches the API presented by BcolzDailyBarWriter.

zipline/testing/core.py

@@ -349,7 +349,7 @@ def make_trade_data_for_asset_info(dates,
         )
 
         if writer:
-            writer.write(sid, df)
+            writer.write_sid(sid, df)
 
         trade_data[sid] = df
 
@@ -424,8 +424,8 @@ def write_minute_data(env, tempdir, minutes, sids):
 
 def create_minute_bar_data(minutes, sids):
     length = len(minutes)
-    return {
-        sid: pd.DataFrame(
+    for sid_idx, sid in enumerate(sids):
+        yield sid, pd.DataFrame(
             {
                 'open': np.arange(length) + 10 + sid_idx,
                 'high': np.arange(length) + 15 + sid_idx,
@@ -435,8 +435,6 @@ def create_minute_bar_data(minutes, sids):
             },
             index=minutes,
         )
-        for sid_idx, sid in enumerate(sids)
-    }
 
 
 def create_daily_bar_data(trading_days, sids):
@@ -492,20 +490,17 @@ def create_data_portal(env, tempdir, sim_params, sids, adjustment_reader=None):
         )
 
 
-def write_bcolz_minute_data(env, days, path, df_dict):
+def write_bcolz_minute_data(env, days, path, data):
     market_opens = env.open_and_closes.market_open.loc[days]
     market_closes = env.open_and_closes.market_close.loc[days]
 
-    writer = BcolzMinuteBarWriter(
+    BcolzMinuteBarWriter(
         days[0],
         path,
         market_opens,
         market_closes,
         US_EQUITIES_MINUTES_PER_DAY
-    )
-
-    for sid, df in iteritems(df_dict):
-        writer.write(sid, df)
+    ).write(data)
 
 
 def create_minute_df_for_asset(env,

zipline/testing/fixtures.py

@@ -6,7 +6,7 @@ from contextlib2 import ExitStack
 from logbook import NullHandler, Logger
 from nose_parameterized import parameterized
 from pandas.util.testing import assert_series_equal
-from six import with_metaclass, iteritems
+from six import with_metaclass
 from toolz import flip
 import numpy as np
 import pandas as pd
@@ -681,7 +681,7 @@ class WithBcolzMinuteBarReader(WithTradingEnvironment, WithTmpDir):
 
     Methods
     -------
-    make_minute_bar_data() -> dict[int -> pd.DataFrame]
+    make_minute_bar_data() -> iterable[(int, pd.DataFrame)]
         A class method that returns a dict mapping sid to dataframe
         which will be written to the bcolz files that the class's
         ``BcolzMinuteBarReader`` will read from. By default this creates
@@ -734,9 +734,7 @@ class WithBcolzMinuteBarReader(WithTradingEnvironment, WithTmpDir):
             cls.env.open_and_closes.market_close.loc[days],
             US_EQUITIES_MINUTES_PER_DAY
         )
-        cls.bcolz_minute_bar_data = cls.make_minute_bar_data()
-        for sid, df in iteritems(cls.bcolz_minute_bar_data):
-            writer.write(sid, df)
+        writer.write(cls.make_minute_bar_data())
 
         cls.bcolz_minute_bar_reader = BcolzMinuteBarReader(p)