Merge remote-tracking branch 'origin/concurrent-exchanges' into concurrent-exchanges

catalyst/exchange/bundle_utils.py

@@ -12,7 +12,7 @@ import pytz
 from catalyst.data.bundles import from_bundle_ingest_dirname
 from catalyst.data.bundles.core import download_without_progress
 from catalyst.exchange.exchange_errors import ApiCandlesError, \
-    PricingDataBeforeTradingError
+    PricingDataBeforeTradingError, NoDataAvailableOnExchange
 from catalyst.exchange.exchange_utils import get_exchange_bundles_folder
 from catalyst.utils.deprecate import deprecated
 from catalyst.utils.paths import data_path
@@ -134,10 +134,17 @@ def get_adj_dates(start, end, assets, data_frequency):
     if end is None or (last_entry is not None and end > last_entry):
         end = last_entry
 
-    if start >= end:
+    if end is None:
+         raise NoDataAvailableOnExchange(
+            exchange=asset.exchange.title(),
+            symbol=[asset.symbol.encode('utf-8')],
+            data_frequency=data_frequency,
+            )
+
+    if end is None or start >= end:
         raise PricingDataBeforeTradingError(
-            symbols=[asset.symbol],
-            exchange=asset.exchange,
+            symbols=[asset.symbol.encode('utf-8')],
+            exchange=asset.exchange.title(),
             first_trading_day=earliest_trade,
             dt=end
         )

catalyst/exchange/data_portal_exchange.py

@@ -301,7 +301,7 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
         reader = bundle.get_reader(data_frequency)
         if reader is None:
             raise BundleNotFoundError(
-                exchange=exchange.name,
+                exchange=exchange.name.title(),
                 data_frequency=data_frequency
             )
 
@@ -321,9 +321,10 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
             raise PricingDataNotLoadedError(
                 field=field,
                 first_trading_day=first_trading_day,
-                exchange=exchange.name,
+                exchange=exchange.name.title(),
                 symbols=symbols,
-                symbol_list=symbol_list
+                symbol_list=symbol_list,
+                data_frequency=data_frequency
             )
 
         series = dict()
@@ -340,7 +341,7 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
         if dt < first_trading_day:
             raise PricingDataBeforeTradingError(
                 first_trading_day=first_trading_day,
-                exchange=assets[0].exchange,
+                exchange=assets[0].exchange.title(),
                 symbols=[asset.symbol.encode('utf-8') for asset in assets],
                 dt=dt,
             )
@@ -365,10 +366,11 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
                 raise PricingDataNotLoadedError(
                     field=field,
                     first_trading_day=self._get_first_trading_day(assets),
-                    exchange=exchange.name,
+                    exchange=exchange.name.title(),
                     symbols=[asset.symbol.encode('utf-8') for asset in assets],
                     symbol_list=''.join(
-                        [asset.symbol.encode('utf-8') for asset in assets])
+                        [asset.symbol.encode('utf-8') for asset in assets]),
+                    data_frequency=data_frequency
                 )
 
             return values

catalyst/exchange/exchange.py

@@ -130,7 +130,7 @@ class Exchange:
 
         if not symbol:
             raise ValueError('Currency %s not supported by exchange %s' %
-                             (asset['symbol'], self.name))
+                             (asset['symbol'], self.name.title()))
 
         return symbol
 
@@ -174,10 +174,10 @@ class Exchange:
                 asset = self.assets[key]
 
         if not asset:
-            supported_symbols = [pair.symbol for pair in self.assets.values()]
+            supported_symbols = [pair.symbol.encode('utf-8') for pair in self.assets.values()]
             raise SymbolNotFoundOnExchange(
                 symbol=symbol,
-                exchange=self.name,
+                exchange=self.name.title(),
                 supported_symbols=supported_symbols
             )
 
@@ -529,7 +529,7 @@ class Exchange:
         reader = self.bundle.get_reader(data_frequency)
         if reader is None:
             raise BundleNotFoundError(
-                exchange=self.name,
+                exchange=self.name.title(),
                 data_frequency=data_frequency
             )
 
@@ -570,7 +570,7 @@ class Exchange:
             elif field == 'volume':
                 agg = 'sum'
             else:
-                raise ValueError('invalid field')
+                raise ValueError('Invalid field.')
 
             df = df.resample('{}T'.format(candle_size)).agg(agg)
 
@@ -592,7 +592,7 @@ class Exchange:
         if base_position_available is None:
             raise BaseCurrencyNotFoundError(
                 base_currency=self.base_currency,
-                exchange=self.name
+                exchange=self.name.title()
             )
 
         portfolio = self._portfolio
@@ -682,7 +682,7 @@ class Exchange:
             style = ExchangeStopOrder(stop_price, exchange=self.name)
 
         elif style is not None:
-            raise InvalidOrderStyle(exchange=self.name,
+            raise InvalidOrderStyle(exchange=self.name.title(),
                                     style=style.__class__.__name__)
         else:
             raise ValueError('Incomplete order data.')

catalyst/exchange/exchange_errors.py

@@ -4,7 +4,7 @@ from catalyst.errors import ZiplineError
 
 def silent_except_hook(exctype, excvalue, exctraceback):
     if exctype in [PricingDataBeforeTradingError, PricingDataNotLoadedError,
-                   SymbolNotFoundOnExchange, ]:
+                   SymbolNotFoundOnExchange, NoDataAvailableOnExchange, ]:
         fn = traceback.extract_tb(exctraceback)[-1][0]
         ln = traceback.extract_tb(exctraceback)[-1][1]
         print "Error traceback: {1} (line {2})\n" \
@@ -197,9 +197,14 @@ class PricingDataNotLoadedError(ZiplineError):
            'exchange {exchange} since {first_trading_day} is unavailable. '
            'The bundle data is either out-of-date or has not been loaded yet. '
            'Please ingest data using the command '
-           '`catalyst ingest-exchange -x {exchange} -i {symbol_list}`. '
+           '`catalyst ingest-exchange -x {exchange} -f {data_frequency} -i {symbol_list}`. '
            'See catalyst documentation for details.').strip()
 
 
 class ApiCandlesError(ZiplineError):
     msg = ('Unable to fetch candles from the remote API: {error}.').strip()
+
+class NoDataAvailableOnExchange(ZiplineError):
+    msg = ('Requested data for trading pair {symbol} is not available on exchange {exchange} '
+           'in `{data_frequency}` frequency at this time. '
+           'Check `http://enigma.co/catalyst/status` for market coverage.').strip()