DEV Add preemptive check that benchmark return exists.

2026-07-14 11:15:09 +08:00 · 2015-02-10 14:54:52 +01:00
parent 999f21e5ae
commit a7188187e6
1 changed files with 5 additions and 0 deletions
@@ -312,6 +312,11 @@ class PerformanceTracker(object):
            else:
                midnight = event.dt

+            if midnight not in self.all_benchmark_returns.index:
+                raise AssertionError(("Date %s not allocated in  "
+                                      "all_benchmark_returns. Calendar "
+                                      "seems to mismatch with benchmark."
+                                      % midnight))
            self.all_benchmark_returns[midnight] = event.returns

    def check_upcoming_dividends(self, midnight_of_date_that_just_ended):