BUG: in relation to issue #77, catching the remaining warnings

catalyst/exchange/asset_finder_exchange.py

@@ -41,11 +41,11 @@ class AssetFinderExchange(object):
         SidsNotFound
             When a requested sid is not found and default_none=False.
         """
-        for sid in sids:
-            if sid in self._asset_cache:
-                log.debug('got asset from cache: {}'.format(sid))
-            else:
-                log.debug('fetching asset: {}'.format(sid))
+        # for sid in sids:
+        #     if sid in self._asset_cache:
+        #         log.debug('got asset from cache: {}'.format(sid))
+        #     else:
+        #         log.debug('fetching asset: {}'.format(sid))
         return list()
 
     def lookup_symbol(self, symbol, exchange, as_of_date=None, fuzzy=False):

catalyst/finance/risk/cumulative.py

@@ -196,8 +196,8 @@ class RiskMetricsCumulative(object):
             self.benchmark_cumulative_returns[dt_loc] = cum_returns(
                 self.benchmark_returns
             )[-1]
-        except Exception as e:
-            log.debug('cumulative returns error: {}'.format(e))
+        except Exception:
+            self.benchmark_cumulative_returns[dt_loc] = 0
 
         benchmark_cumulative_returns_to_date = \
             self.benchmark_cumulative_returns[:dt_loc + 1]

catalyst/finance/risk/period.py

@@ -14,6 +14,7 @@
 # limitations under the License.
 
 import functools
+import warnings
 
 import logbook
 
@@ -78,8 +79,14 @@ class RiskMetricsPeriod(object):
         self.calculate_metrics()
 
     def calculate_metrics(self):
-        self.benchmark_period_returns = \
-            cum_returns(self.benchmark_returns).iloc[-1]
+        warnings.filterwarnings('error')
+
+        try:
+            self.benchmark_period_returns = \
+                cum_returns(self.benchmark_returns).iloc[-1]
+        except Exception:
+            # TODO: why is there an error
+            self.benchmark_period_returns = 0
 
         self.algorithm_period_returns = \
             cum_returns(self.algorithm_returns).iloc[-1]
@@ -152,6 +159,8 @@ class RiskMetricsPeriod(object):
         self.max_drawdown = max_drawdown(self.algorithm_returns.values)
         self.max_leverage = self.calculate_max_leverage()
 
+        warnings.resetwarnings()
+
     def to_dict(self):
         """
         Creates a dictionary representing the state of the risk report.