fix bug where trading environment enters infinite loop on invalid dates

zipline/finance/trading.py

@@ -183,13 +183,21 @@ class TradingEnvironment(object):
         self.period_trading_days = None
         self.max_drawdown = max_drawdown
 
+        assert self.period_start <= self.period_end, \
+            "Period start falls after period end."       
+
         for bm in benchmark_returns:
             self.trading_days.append(bm.date)
             self.trading_day_map[bm.date] = bm
 
+        assert self.period_start <= self.trading_days[-1], \
+            "Period start falls after the last known trading day."
+        assert self.period_end >= self.trading_days[0], \
+            "Period end falls before the first known trading day."
+
         self.first_open = self.calculate_first_open()
         self.last_close = self.calculate_last_close()
-
+        
         self.prior_day_open = self.calculate_prior_day_open()
 
     def calculate_first_open(self):

zipline/gens/transform.py

@@ -161,9 +161,6 @@ class EventWindow:
                 "Market-aware mode only works with full-day windows."
             self.all_holidays = deque(non_trading_days)
             self.cur_holidays = deque()
-            # Keeping a copy of days as a timedelta makes it easier
-            # to track holidays.
-            self.delta = timedelta(days=self.days)
 
         # Non-market-aware mode requires a timedelta.
         else:

zipline/lines.py

@@ -181,7 +181,7 @@ class SimulatedTrading(object):
             else:
                 log.warning("Sending SIGINT")
                 os.kill(ppid, SIGINT)
-
+        
     def handle_exception(self, exc):
         if isinstance(exc, CancelSignal):
             # signal from monitor of an orderly shutdown,
@@ -208,9 +208,8 @@ class SimulatedTrading(object):
                     exc_type.__name__,
                     exc_value.message
                 )
-
+            
             self.results_socket.send(msg)
-
         except:
             log.exception("Exception while reporting simulation exception.")