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MAINT: Add assertion for incompatible history freq specification. Supplying 1m frequency to history but only providing daily source data resulted in an odd non-descript exception. This adds a specific check and raises a more informative exception.

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Thomas Wiecki
2014-09-17 15:04:37 +02:00
parent 7eb1d719ed
commit 011f072fe2
4 changed files with 52 additions and 18 deletions
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zipline/algorithm.py
+4 -2
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@@ -841,10 +841,12 @@ class TradingAlgorithm(object):
@api_method
def add_history(self, bar_count, frequency, field,
ffill=True):
daily_at_midnight = (self.sim_params.data_frequency == 'daily')
data_frequency = self.sim_params.data_frequency
daily_at_midnight = (data_frequency == 'daily')
history_spec = HistorySpec(bar_count, frequency, field, ffill,
daily_at_midnight=daily_at_midnight)
daily_at_midnight=daily_at_midnight,
data_frequency=data_frequency)
self.history_specs[history_spec.key_str] = history_spec
@api_method