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TST: Add tests for winsorize factor

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Ana Ruelas
2017-03-07 17:14:27 -05:00
parent 309ec73faa
commit b4e97bc9d8
4 changed files with 236 additions and 58 deletions
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zipline/errors.py
+2 -2
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@@ -570,8 +570,8 @@ class BadPercentileBounds(ZiplineError):
are invalid.
"""
msg = (
"Percentile bounds must fall between 0.0 and 100.0, and min must be "
"less than max."
"Percentile bounds must fall between 0.0 and {upper_bound}, and min "
"must be less than max."
"\nInputs were min={min_percentile}, max={max_percentile}."
)