mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-07 13:50:51 +08:00
MAINT: Improve message for return mismatch by including current dt.
Based on work from @fawce's simulation loop work.
This commit is contained in:
@@ -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)
|
||||
|
||||
|
||||
Reference in New Issue
Block a user