MAINT: Use numpy testing method instead of assertTrue.

So that when the test fails, the comparison is in a more readable
format.
ENH: Enable minute bar data with TALib transform.

Add a `bars` keyword arg, as is used with BatchTransform.

Also, instead of overwriting the window_length kwarg with timeperiod,
always use the lookback value from the created TALib function,
as timeperiod will be an input into that value if it exists.

Calculate `window_length` in minute mode so that there are enough
days to cover the minutes in the timeperiod.
ENH: Move blotter call to after handle_data() and add fill_delay option.
ENH: Add flag fill_delay kwarg to TradingAlgorithm.
BUG: Prevent algorithm init failure due to missing fill_delay.

Provide a default value for data_frequency, choosing 'daily',
so that the fill_delay is set even when a data_frequency value
is not in kwargs.

This does open up a place for disjointedness if the sim_params that
is passed to run does not match the data_frequency set during initialize.
Merge ability to specify timing of fills.

From PR #186
STY: Remove extra lines between statements.
BUG: Enable return values on first day using minute TALib functions.

Set the `compute_only_full` to False so that the 'is window full' logic
is delegated to the TALib's lookback function.
If the window is not full to the `timeperiod` or other lookback setting,
then TALib returns a `np.nan`.

Also, fix the bars/data_frequency not being passed to the BatchTransform
init.
This further shows need to create a minute test for TALib transforms.
MAINT: Make TALib zipline_wrapper a module level function.

Prepare for making the zipline_wrapper operate on multiple sids,
as the needed nested logic will get cramped within the nested function.

Also, should help clearly define the inputs of the zipline_wrapper
function that are needed before it is passed to the BatchTransform
constructor.
ENH: Enable TALib transforms to perform on multiple stocks.

The TALib transform only supported operating on the first value
of a given batch transform panel row.

Instead of returning the one value, even if an panel with multiple
sids was provided, return a dictionary that maps stock to TALib
result.
TST: Update talib example for compatibility with multiple sids.

To support mulitple sids the TALib transforms now return a dict,
instead of a float. Accordingly, the TALib example script now needs
to index into the transform result.
MAINT: Move batch transform into a dedicated module.

Break the BatchTransform class and decorator function into a
separate module, with hope that it makes it easier to zero in on
batch transform logic.
BUG: Fix duplicated values for multi-stock TALib transform.

A multi-stock TALib transform was returning the same value for
all stocks, specifically the value for the first stock in the panel.

Index into the datapanel using `sid` instead of using the `[0:]`
index which was used when only supporting one sid.
MAINT: Upgrade pep8, pyflakes
BUG: Revert "Merge ability to specify timing of fills."

This reverts commit e3a9ca27b177a45ee4ae0f7f6d808b7e410fd6ac, reversing
changes made to 3d8bdeb42971d5507fee221ccac00295612ff076.

Conflicts:
	zipline/gens/tradesimulation.py

The aforementioned change needs a revert because it caused a 'doubling'
of orders, since the portfolio is not updated until after handle_data
is called a second time after an order has been processed.

The flexibility of fill_delay is still desired, but remove for now,
favoring reverting back to existing behavior over trying ot fix the
fill_delay logic.
DOC: Fix documentation compilation warnings; improve output formatting

Fix warnings when compiling the docs.
Removes the documentation of the default types, which already gets
included automatically and was wrong because not kept in sync with the
function signature.

Changed, the formatting to the Sphinx formatting.
This looks much better in the compiled documents, but does make the
source a bit harder to read.
BUG: Fix get_benchmark_returns.

It should calculate the return off the pervious day's close, instead
of current day's open.
ENH: Added early closes to trading environment

specifically, expected 1 PM closes since 1993
TST: Added testing of order timings and price.
TST: Move risk tests to their own module.

Will be adding the Excel spreadsheet answer key, a dedicatetd
directory for risk should help make clear why and where the spreadsheet
is used.