MAINT: Add custom exception for incompatible history frequency specification.

tests/test_history.py

@@ -26,6 +26,7 @@ from zipline.protocol import BarData
 import zipline.utils.factory as factory
 from zipline import TradingAlgorithm
 from zipline.finance.trading import SimulationParameters, TradingEnvironment
+from zipline.errors import IncompatibleHistoryFrequency
 
 from zipline.sources import RandomWalkSource, DataFrameSource
 
@@ -412,7 +413,7 @@ def handle_data(context, data):
         sim_params = factory.create_simulation_parameters(
             start=start, end=end)
 
-        with self.assertRaises(ValueError):
+        with self.assertRaises(IncompatibleHistoryFrequency):
             TradingAlgorithm(
                 script=algo_text,
                 data_frequency='daily',

zipline/errors.py

@@ -159,3 +159,13 @@ class TradingControlViolation(ZiplineError):
     msg = """
 Order for {amount} shares of {sid} violates trading constraint {constraint}.
 """.strip()
+
+
+class IncompatibleHistoryFrequency(ZiplineError):
+    """
+    Raised when a frequency is given to history which is not supported.
+    At least, not yet.
+    """
+    msg = """
+Minute history requires minute frequency input data.
+Either use daily history or provide minute frequency data.""".strip()

zipline/history/history.py

@@ -20,6 +20,7 @@ import pandas as pd
 import re
 
 from zipline.finance import trading
+from zipline.errors import IncompatibleHistoryFrequency
 
 
 def parse_freq_str(freq_str):
@@ -248,8 +249,7 @@ class HistorySpec(object):
         if isinstance(frequency, str):
             frequency = Frequency(frequency, daily_at_midnight)
         if frequency.unit_str == 'm' and data_frequency == 'daily':
-            raise ValueError('Minute history requires minute frequency input data.\
-Either use daily history or provide minute frequency data.')
+            raise IncompatibleHistoryFrequency()
 
         # The frequency at which the data is sampled.
         self.frequency = frequency