BUG: sys.exc_clear is py2 only.

zipline/utils/compat.py

@@ -1,4 +1,5 @@
 from six import PY2
+import sys
 
 
 if PY2:
@@ -8,9 +9,17 @@ if PY2:
     mappingproxy.argtypes = [py_object]
     mappingproxy.restype = py_object
 
+    def exc_clear():
+        sys.exc_clear()
+
 else:
     from types import MappingProxyType as mappingproxy
 
+    def exc_clear():
+        # exc_clear was removed in Python 3. The except statement automatically
+        # clears the exception.
+        pass
+
 
 unicode = type(u'')