BUG: fix data.py regression
get_data_famafrench was not returning any data because of an incorrect slice 
and read + splitlines != readlines for zipfiles

@jreback look ok?
 this bug was actually caught by a doc build
 interesting...guess it could be worth it to add in doc builds to travis?
 Yep the docs function nicely as smoke tests. 
 loook ok to me
