From c4b69d6223bd6257b932cab7f90a4fa8abb66273 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Fri, 13 May 2016 14:32:21 -0400 Subject: [PATCH] TEST: Don't mask unexpected exceptions from TALIB. We know when we expect the error to be raised. --- tests/pipeline/test_technical.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/tests/pipeline/test_technical.py b/tests/pipeline/test_technical.py index 17b7f015..597aa84c 100644 --- a/tests/pipeline/test_technical.py +++ b/tests/pipeline/test_technical.py @@ -72,17 +72,17 @@ class BollingerBandsTestCase(WithTechnicalFactor, ZiplineTestCase): middle_cols = [] upper_cols = [] for n in range(self.nassets): - try: + close_col = closes[:, n] + if np.isnan(close_col).all(): + # ta-lib doesn't deal well with all nans. + upper, middle, lower = [np.full(self.ndays, np.nan)] * 3 + else: upper, middle, lower = talib.BBANDS( closes[:, n], window_length, k, k, ) - except Exception: - # If the input array is all nan then talib raises an instance - # of Exception. - upper, middle, lower = [np.full(self.ndays, np.nan)] * 3 upper_cols.append(upper) middle_cols.append(middle)