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MAINT: Log more information on history update failure.

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Log the field and algo datetime when the update of the return frame
fails; re-raise the error until the when and why of the value error is
understood.
This commit is contained in:
Eddie Hebert
2014-08-05 00:05:54 -04:00
parent c12304ce40
commit 3c8363722e
1 changed files with 24 additions and 10 deletions
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zipline/history/history_container.py
+24 -10
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@@ -14,6 +14,7 @@
# limitations under the License.
from itertools import groupby
import logbook
import numpy as np
import pandas as pd
@@ -25,6 +26,8 @@ from . history import (
from zipline.utils.data import RollingPanel
logger = logbook.Logger('History Container')
# The closing price is referred to by multiple names,
# allow both for price rollover logic etc.
@@ -469,16 +472,27 @@ class HistoryContainer(object):
if digest_frame is not None:
return_frame.ix[:-1] = digest_frame.ix[:]
if field == 'volume':
return_frame.ix[algo_dt] = buffer_frame.fillna(0).sum()
elif field == 'high':
return_frame.ix[algo_dt] = buffer_frame.max()
elif field == 'low':
return_frame.ix[algo_dt] = buffer_frame.min()
elif field == 'open_price':
return_frame.ix[algo_dt] = buffer_frame.iloc[0]
else:
return_frame.ix[algo_dt] = buffer_frame.loc[algo_dt]
try:
if field == 'volume':
return_frame.ix[algo_dt] = buffer_frame.fillna(0).sum()
elif field == 'high':
return_frame.ix[algo_dt] = buffer_frame.max()
elif field == 'low':
return_frame.ix[algo_dt] = buffer_frame.min()
elif field == 'open_price':
return_frame.ix[algo_dt] = buffer_frame.iloc[0]
else:
return_frame.ix[algo_dt] = buffer_frame.loc[algo_dt]
except ValueError as err:
# Log the field and algo datetime when history updates fail, to get
# more information about under what conditions a ValueError is
# raised when building the return frame..
logger.error(
"Error updating history for field={0} at algo_dt={1}".format(
field, algo_dt))
# Currently, re-raise the the error, but consider letting this
# condition be a pass.
raise err
# Returning a copy of the DataFrame so that we don't crash if the user
# adds columns to the frame. Ideally we would just drop any added