Pyfolio tries to cache data inside the package which is not always writable

[adzuci]

Related to #125

@CaptainKanuk found that if pyfolio doesn't have access to write to it's directory certain functions are broken.

plot_rolling_risk_factors() won't work in this case unless we have pyfolio cache data in somewhere like ~/.pyfolio which follows a similar pattern to ~/.zipline

[adzuci]

I think the change to https://github.com/quantopian/pyfolio/blob/master/pyfolio/utils.py#L51 should be something like:

return join(expanduser("~"), '.zipline', 'data', name)

after adding expanduser after line 21.

[twiecki]

Ping @llllllllll. @richafrank said you could help with this.

[twiecki]

Closed with #241.