MAINT/TEST: Clarify test_events.

- Refer to ``sessions`` instead of periods.
- Use ``toolz.concat`` instead of an O(N ** 2) sequence of appends.

tests/events/test_events.py

@@ -21,6 +21,7 @@ from nose_parameterized import parameterized
 import pandas as pd
 from six import iteritems
 from six.moves import range, map
+from toolz import concat
 
 import zipline.utils.events
 from zipline.utils.calendars import get_calendar