BLD: Updated conda files. Adds support for windows builds.
BLD: Add six as dependency.
DOC: Add @sdrdis to contributors.
BLD: Remove duplicate six entry.
TST: Change cumulative risk test to use some style as rest of suite.

Change the algorithm volatility test to use the same iterkv style
as the rest of the suite, as it was useful to be able to zero in
on the offending date when debugging changes to the risk module.
TST: Standardize order of test assert params.

So that the np.assert_almost_equals messages have the correct
ACTUAL and DESIRED values in all messages.
BUG: Fix numerous cumulative and period risk calculations.

The calculations that are expected to change are:
- cumulative.beta
- cumulative.alpha
- cumulative.information
- cumulative.sharpe
- period.sortino

* Explanation of how risk calculations are changing

** Risk Fixes for Both Period and Cumulative

*** Downside Risk

   Use sample instead of population for standard deviation.

   Add a rounding factor, so that if the two values are close for a given
   dt, that they do not count as a downside value, which would throw off
   the denominator of the standard deviation of the downside diffs.

*** Standard Deviation Type

    Across the board the standard deviation has been standardized to using
    a 'sample' calculation, whereas before cumulative risk was monstly using
    'population'. Using `ddof=1` with `np.std` calculates as if the values
    are a sample.

** Cumulative Risk Fixes

*** Beta

   Use the daily algorithm returns and benchmarks instead of annualized
   mean returns.

*** Volatility

   Use sample instead of population with standard deviation.

   The volatility is an input to other calculations so this change affects
   Sharpe and Information ratio calculations.

*** Information Ratio

   The benchmark returns input is changed from annualized benchmark returns
   to the annualized mean returns.

*** Alpha

   The benchmark returns input is changed from annualized benchmark returns
   to the annualized mean returns.

** Period Risk Fixes

*** Sortino

    Use the downside risk of the daily return vs. the mean algorithm returns
    for the minimum acceptable return instead of the treasury return.

    The above required adding the calculation of the mean algorithm returns
    for period risk.

    Also, use algorithm_period_returns and tresaury_period_return as the
    cumulative Sortino does, instead of using algorithm returns for both
    inputs into the Sortino calculation.

* Other Supporting Changes

** answer_key

   Add new mappings for downside risk and Sortino as well as
   re-address the index mappings because of changes to the answer key
   spread sheet.

** test_risk_cumulative

   Change the decimal precision to expect higher precision.
   The calculations are now more aligned with the answer key, so we can
   expect higher precision. In particular now that the standard deviation
   type matches everywhere in both the Python implementation and the answer
   sheet, the precision of the first value no longer has to be glossed over.

** test_events_through_risk

  Change the results which are used as a canary for risk changes,
  since we do expect Sharpe to change with this change..
BUG: Fix change of type of period.sharpe

The factoring out of the Sharpe calculation changed behavior
so that both period and cumulative return nans when there is
no volatility; however before that change period returned 0.0.

This breaks existing consumers which expected a non-nan value
for period results.

Smooth out that change by checking the value after the sharpe
has been calculated and reset nan's to 0.0
DOC: Update link to latest risk answer key.
PERF: Remove the drop of 'null return' from cumulative returns.

The check of existence of the null return key, and the drop of said
return on every single bar was adding unneeded CPU time when an
algorithm was run with minute emissions.

Instead, add the 0.0 return with an index of the trading day before
the start date.

The removal of the `null return` was mainly in place so that the
period calculation was not crashing on a non-date index value;
with the index as a date, the period return can also approximate
volatility (even though the that volatility has high noise-to-signal
strength because it uses only two values as an input.)
PERF: Reduce number of times the downside mask is created.

Assign the downside mask, `rets < mar` to a value instead of
calculating the downsides twice.
STY: Conform indentation to current flake8 recommendation.

The lines will be moved back when flake8, pyflakes, and pep8 are
all upgraded to latest.
MAINT: Remove unneeded parameter to cumulative.calculate_alpha

The method was using a mix of the `dt` parameter and `self.latest_dt`.
Use `self.latest_dt` to conform with the rest of the module.
BLD: Add bumpversion config.
BLD: Wrong version in __init__.py
Bump version: 0.6.0 → 0.6.1
BLD: Conda zipline fixes.
MAINT: Clean up set_algo_instance usage in TradingAlgorithm.

TradingAlgorithm always uses set_algo_instance in pairs of
set_algo_instance(self) and set_algo_instance(None).  Refactoring this to use a
context manager.