MAINT: Restricts dates to trading calendar in risk comparison test.

Converts the risk iterative and batch comparison tests to use
the trading environments next date, instead of just advancing by day,
so that the returns being passed into the RiskMetrics in the unit
test are using the same trading calendar as the internal checks for
trading days.

Fixes a case where empty return periods were being into
`calculate_period_returns`

Clearing the way for the pandas based optimization of the risk module.