Add symbol to __all__

Currently symbol is not in __all__. So added it.
STY: PEP8 fixes.
TST: Disable talib default params test.

The data zipline_transform.window is always evaluating to empty,
thus the actual checks are not being used because of the
`if not data` done before running the `asserts`.

This behavior should be fixed, and we should either remove the
`not data` check, or bubble up that the check is being hit too
many times; but in the meantime, disabling this test which takes
a non-trivial amount of time to run.

When run as an algorithm, outside of unit tests the talib wrapper
does work, so the cause of the window always being empty may be to
due to the machinery of the unit test.
MAINT: Use current_data instead of last_sale_price

It seems more clear to get price values from
`self.trading_client.current_data[sid].price` than
from `self.portfolio.positions[sid].last_sale_price`.

The two values are the same, so this is just a readability change,
but it is also the same behavior as in `self.order_value()` and it's
good to have them all be the same.
BUG: Fix misalignment of downside series calc when using exact dates.

An oddity that was exposed while working on making the return series
passed to the risk module more exact, the series comparison between
the returns and mean returns was unbalanced, because the mean returns
were not masked down to the downside data points; however, in most,
if not all cases this was papered over by the call to `.valid()`
MAINT: Change variable name in test transforms comprehension.

Using `n` conflicts with using `n` in an interactive debugger, like
pdb. Use `name` instead.
MAINT: Remove unused setup from trading calendar test.

The values in the setup are unused in the test suite, so remove.

Also remove imports.
BUG: Random source did not generate last days' event
BUG: Prevent out of sync market closes in performance tracker.

In situations where the performance tracker has been reset or patched
to handle state juggling with warming up live data, the `market_close`
member of the performance tracker could end up out of sync with the
current algo time as determined by the

The symptom was dividends never triggering, because the end of day
checks would not match the current time.

Fix by having the tradesimulation loop be responsible, in minute/minute
mode, for advancing the market close and passing that value to the
performance tracker, instead of having the market close advanced by
the performance tracker as well.
ENH: Remove dependency on benchmark for trading day calendar.

Instead of the benchmarks' index, use the trading calendar to
populate the environment's trading days.

Remove `extra_date` field, since unlike the benchmarks list,
the trading calendar can generate future dates, so dates for
current day trading do not need to be appended.

Motivations:
- The source for the open and close/early close calendar and the
  trading day calendar is now the same, which should help prevent
  potential issues due to misalignment.
- Allows configurations where the benchmark is provided as a
  generator based data source to need to supply a second benchmark
  list just to populate dates.
First pass at making cumulative risk metrics match 1 year period.
Account for shifted columns in answer_key

Answer key had added so more columns for insight in to
the returns.
Update values since metrics have changed.
Use minute data for minute emission data.

Discovered when using [:dt] instead of .valid() to get
the current returns.
Create first day stats.
Handle first day return.
Use mean returns and treasury for sortino calculation.
Update indexes for answer key with Sortino.
Read downside risk.

Also fix sortino issues.
Use cumulative mean returns for comparison with dailies.

In downside risk.

Also hold on to the downside risk.