From 33c23af503f635b1e1998120836d44674d91a7da Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Thu, 13 Jun 2013 16:15:00 -0400 Subject: [PATCH] BUG: Do not try to set non-existent items. --- zipline/transforms/utils.py | 2 ++ 1 file changed, 2 insertions(+) diff --git a/zipline/transforms/utils.py b/zipline/transforms/utils.py index 4b40768b..db3f1d7d 100644 --- a/zipline/transforms/utils.py +++ b/zipline/transforms/utils.py @@ -520,6 +520,8 @@ class BatchTransform(object): if self.supplemental_data: for item in data.items: # axes[1] (minor axis) will be a date stamp + if item not in self.supplemental_data.major_axis: + continue for dt in data.axes[1]: try: supplemental_for_date = self.supplemental_data[dt]