From 7d615c5af5539f754558089e79688c8d3e7c35ac Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Thu, 25 Apr 2013 16:48:19 -0400 Subject: [PATCH] MAINT: Improve message for return mismatch by including current dt. Based on work from @fawce's simulation loop work. --- zipline/finance/risk.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py index bf558201..023d7b97 100644 --- a/zipline/finance/risk.py +++ b/zipline/finance/risk.py @@ -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)