MAINT: Add more info to history calendar KeyError.

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.

zipline/data/history_loader.py

@@ -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]