MAINT: Improve message for return mismatch by including current dt.

Based on work from @fawce's simulation loop work.
This commit is contained in:
Eddie Hebert
2013-04-25 16:48:19 -04:00
parent 2cc6764b90
commit 7d615c5af5
+3 -2
View File
@@ -587,12 +587,13 @@ class RiskMetricsIterative(RiskMetricsBase):
if(len(self.benchmark_returns) != len(self.algorithm_returns)):
message = "Mismatch between benchmark_returns ({bm_count}) and \
algorithm_returns ({algo_count}) in range {start} : {end}"
algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
message = message.format(
bm_count=len(self.benchmark_returns),
algo_count=len(self.algorithm_returns),
start=self.start_date,
end=self.end_date
end=self.end_date,
dt=dt
)
raise Exception(message)