BUG: Fixes bcolz padding to not always pad 390 minutes

If minutes already exist for the last existing day, adjust the number of
minutes padded to account for them. Previously we would always pad 390,
leading to a mismatch in the number of rows.

tests/data/test_minute_bars.py

@@ -475,7 +475,9 @@ class BcolzMinuteBarTestCase(TestCase):
         self.assertEqual(last_date, TEST_CALENDAR_START)
 
         freq = self.market_opens.index.freq
-        minute = self.market_opens[TEST_CALENDAR_START + freq]
+        day = TEST_CALENDAR_START + freq
+        minute = self.market_opens[day]
+
         data = DataFrame(
             data={
                 'open': [15.0],
@@ -507,6 +509,15 @@ class BcolzMinuteBarTestCase(TestCase):
 
         self.assertEquals(100.0, volume_price)
 
+        # Check that if we then pad the rest of this day, we end up with
+        # 2 days worth of minutes.
+        self.writer.pad(sid, day)
+
+        self.assertEqual(
+            len(self.writer._ensure_ctable(sid)),
+            self.writer._minutes_per_day * 2,
+        )
+
     def test_nans(self):
         """
         Test writing empty data.

zipline/data/minute_bars.py

@@ -393,7 +393,12 @@ class BcolzMinuteBarWriter(object):
         return bcolz.ctable(rootdir=sidpath, mode='a')
 
     def _zerofill(self, table, numdays):
-        num_to_prepend = numdays * self._minutes_per_day
+        # Compute the number of minutes to be filled, accounting for the
+        # possibility of a partial day's worth of minutes existing for
+        # the previous day.
+        minute_offset = len(table) % self._minutes_per_day
+        num_to_prepend = numdays * self._minutes_per_day - minute_offset
+
         prepend_array = np.zeros(num_to_prepend, np.uint32)
         # Fill all OHLCV with zeros.
         table.append([prepend_array] * 5)