From bd7f3ad1008ee65375fe657c5aee3dbf04a8e0a0 Mon Sep 17 00:00:00 2001
From: Scott Sanderson <ssanderson@quantopian.com>
Date: Mon, 30 Jan 2017 22:13:18 -0500
Subject: [PATCH] MAINT: Raise LookupError instead of KeyError.

KeyError calls __repr__ on its input, which makes it really unpleasant
to read multi-line strings.
---
 zipline/utils/pandas_utils.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/zipline/utils/pandas_utils.py b/zipline/utils/pandas_utils.py
index 141b46b0..ccac273a 100644
--- a/zipline/utils/pandas_utils.py
+++ b/zipline/utils/pandas_utils.py
@@ -118,9 +118,7 @@ def find_in_sorted_index(dts, dt):
     """
     ix = dts.searchsorted(dt)
     if dts[ix] != dt:
-        raise KeyError(
-            "{0} is not in calendar [{1} ... {2}]".format(dt, dts[0], dts[-1])
-        )
+        raise LookupError("{dt} is not in {dts}".format(dt=dt, dts=dts))
     return ix