MAINT/TEST: Clarify test_events.
MAINT/TEST: Clarify test_events.

- Refer to ``sessions`` instead of periods.
- Use ``toolz.concat`` instead of an O(N ** 2) sequence of appends.

enigmampc/catalyst,quantopian/zipline,bartosh/zipline,Scapogo/zipline,florentchandelier/zipline,florentchandelier/zipline,alphaBenj/zipline,enigmampc/catalyst,Scapogo/zipline,humdings/zipline,alphaBenj/zipline,humdings/zipline,bartosh/zipline,quantopian/zipline