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MAINT: Add more info to history calendar KeyError.

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There have been cases where the requested start or end date is not in
the history calendar.

Add the beginning and of the calendar to the KeyError to give more
detail to figure out root cause.
This commit is contained in:
Eddie Hebert
2016-10-26 14:10:32 -04:00
parent 642e404982
commit 9294e39ea0
1 changed files with 10 additions and 3 deletions
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zipline/data/history_loader.py
+10 -3
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@@ -395,9 +395,16 @@ class HistoryLoader(with_metaclass(ABCMeta)):
start = dts[0]
offset = 0
start_ix = self._calendar.get_loc(start)
end_ix = self._calendar.get_loc(end)
try:
start_ix = self._calendar.get_loc(start)
except KeyError:
raise KeyError("{0} not in calendar [{1}...{2}]".format(
start, self._calendar[0], self._calendar[-1]))
try:
end_ix = self._calendar.get_loc(end)
except KeyError:
raise KeyError("{0} not in calendar [{1}...{2}]".format(
end, self._calendar[0], self._calendar[-1]))
cal = self._calendar
prefetch_end_ix = min(end_ix + self._prefetch_length, len(cal) - 1)
prefetch_end = cal[prefetch_end_ix]