Merge pull request #1129 from quantopian/empty-lists

BUG: support passing an empty list to `data` methods.

tests/test_algorithm.py

@@ -1905,6 +1905,21 @@ def handle_data(context, data):
 
         self.assertEqual(expected, cm.exception.args[0])
 
+    def test_empty_asset_list_to_history(self):
+        algo = TradingAlgorithm(
+            script=dedent("""
+                def initialize(context):
+                    pass
+
+                def handle_data(context, data):
+                    data.history([], "price", 5, '1d')
+                """),
+            sim_params=self.sim_params,
+            env=self.env
+        )
+
+        algo.run(self.data_portal)
+
 
 class TestGetDatetime(TestCase):
 

zipline/_protocol.pyx

@@ -62,18 +62,17 @@ cdef class check_parameters(object):
                                     " '%s'" % (func.__name__, field))
 
             # verify type of each arg
-            i = 0
-            while i < (len(args) - 1):
-                arg = args[i + 1]
+            for i, arg in enumerate(args[1:]):
                 expected_type = self.types[i]
 
                 if isinstance(arg, expected_type):
-                    i += 1
                     continue
 
                 elif (i == 0 or i == 1) and _is_iterable(arg):
+                    if len(arg) == 0:
+                        continue
+
                     if isinstance(arg[0], expected_type):
-                        i += 1
                         continue
 
                 expected_type_name = expected_type.__name__ \
@@ -91,6 +90,9 @@ cdef class check_parameters(object):
                 if isinstance(arg, self.keys_to_types[keyword]):
                     continue
                 elif keyword in ('assets', 'fields') and _is_iterable(arg):
+                    if len(arg) == 0:
+                        continue
+
                     if isinstance(arg[0], self.keys_to_types[i]):
                         continue