From a7188187e65dbb684a93fb3851c852e72ab48d6c Mon Sep 17 00:00:00 2001
From: Thomas Wiecki <thomas.wiecki@gmail.com>
Date: Tue, 10 Feb 2015 14:54:52 +0100
Subject: [PATCH] DEV Add preemptive check that benchmark return exists.

---
 zipline/finance/performance/tracker.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py
index 17b1bde2..c5ea27a4 100644
--- a/zipline/finance/performance/tracker.py
+++ b/zipline/finance/performance/tracker.py
@@ -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):