From 6897536317c813917605c12568b5a70cdcb9848c Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Thu, 6 Aug 2015 11:11:54 -0400 Subject: [PATCH] DEV: Raise useful error if we get dupe assets. --- zipline/modelling/engine.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/zipline/modelling/engine.py b/zipline/modelling/engine.py index 579eb97b..911e5bc3 100644 --- a/zipline/modelling/engine.py +++ b/zipline/modelling/engine.py @@ -325,6 +325,10 @@ class SimpleFFCEngine(object): ) assert lifetimes.index[extra_rows] == start_date assert lifetimes.index[-1] == end_date + if not lifetimes.columns.unique: + columns = lifetimes.columns + duplicated = columns[columns.duplicated()].unique() + raise AssertionError("Duplicated sids: %d" % duplicated) # Filter out columns that didn't exist between the requested start and # end dates.