Adds a suite of new functions for querying data from the trading calendar.

These include:
      `previous_trading_day`
      `minutes_for_days_in_range` (minutely version of `days_in_range`)
      `previous_open_and_close` (inverse of `next_open_and_close`)
      `next_market_minute`
      `previous_market_minute`
      `open_close_window` (get a range of opens/closes with slicing semantics)
      `market_minute_window` (get a range of minutes with slicing semantics)

Also refactors `test_finance` to move `TradingEnvironment` tests into their own
TestCase.

Overhauls `HistoryContainer` in prep for support of more than one frequency.

Major changes:

   - Methods/variables referring to "day" have been renamed/generalized.
     - `current_day_panel` became `buffer_panel`, which is now a `RollingPanel`
     - `prior_day_panel` became a dictionary mapping `Frequency` objects to
       "digest panels", which are instances of `RollingPanel`.

   - Hard-coded daily rollover replaced with a notion of a "current window" for
     each unique frequency managed by the panel.

     - When the end of the current window is reached for a given frequency, we
       compute an aggregate bar (code refers to this as a "digest"), which is
       appended to a panel associated with that frequency.

     - Window rollover dates are managed by a pair of dictionaries,
       `cur_window_starts` and `cur_window_closes`.  The `Frequency` class is
       responsible for computing window bounds based on the open/close of the
       previous window.

   - Semantic change to the `open_price` field: `open_price` now always
     contains the price of the first trade occurring in the given window.
     Previously it contained the price of the first minute in the window,
     returning NaN it the security happened not to trade in the first minute.

Fixes an issue where, if `ffill=False`, `get_history` would return nans for
every entry in the history frame except the last one.