From 7aeaa69acf1998986d1001e8d59d24ce3be64283 Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Mon, 10 Feb 2014 21:02:01 -0500
Subject: [PATCH] BUG: Prevent minute emission from crashing at end of
 available data.

The next day calculation was causing an error when a minute
emission algorithm reached the end of available data.

Instead of a generic exception when available data is reached,
raise and catch a named exception so that the tradesimulation loop
can skip over, since the next market close is not needed at the end.
---
 zipline/finance/trading.py      |  9 ++++++++-
 zipline/gens/tradesimulation.py | 14 ++++++++++----
 2 files changed, 18 insertions(+), 5 deletions(-)

diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index 98a0fcea..4a6473ca 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -66,6 +66,13 @@ log = logbook.Logger('Trading')
 environment = None
 
 
+class NoFurtherDataError(Exception):
+    """
+    Thrown when next trading is attempted at the end of available data.
+    """
+    pass
+
+
 class TradingEnvironment(object):
 
     def __init__(
@@ -175,7 +182,7 @@ class TradingEnvironment(object):
         next_open = self.next_trading_day(start_date)
 
         if next_open is None:
-            raise Exception(
+            raise NoFurtherDataError(
                 "Attempt to backtest beyond available history. \
 Last successful date: %s" % self.last_trading_day)
 
diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py
index c95b63de..2f053134 100644
--- a/zipline/gens/tradesimulation.py
+++ b/zipline/gens/tradesimulation.py
@@ -189,10 +189,16 @@ class AlgorithmSimulator(object):
                             tp = self.algo.perf_tracker.todays_performance
                             tp.rollover()
                             if mkt_close <= self.algo.perf_tracker.last_close:
-                                _, mkt_close = \
-                                    trading.environment.next_open_and_close(
-                                        mkt_close
-                                    )
+                                try:
+                                    _, mkt_close = \
+                                        trading.environment.\
+                                        next_open_and_close(
+                                            mkt_close
+                                        )
+                                except trading.NoFurtherDataError:
+                                    # If at the end of backtest history,
+                                    # skip advancing market close.
+                                    pass
                                 self.algo.perf_tracker.handle_intraday_close()
 
                     self.algo.portfolio_needs_update = True