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Merge pull request #1558 from quantopian/add-detail-to-history-calendar-mismatch

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MAINT: Add more info to history calendar KeyError.
This commit is contained in:
Eddie Hebert
2016-10-26 15:12:08 -04:00
committed by GitHub
parent f1929342d9 cd36e3702f
commit df2a091937
1 changed files with 10 additions and 3 deletions
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zipline/data/history_loader.py
+10 -3
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@@ -395,9 +395,16 @@ class HistoryLoader(with_metaclass(ABCMeta)):
start = dts[0]
offset = 0
start_ix = self._calendar.get_loc(start)
end_ix = self._calendar.get_loc(end)
try:
start_ix = self._calendar.get_loc(start)
except KeyError:
raise KeyError("{0} not in calendar [{1}...{2}]".format(
start, self._calendar[0], self._calendar[-1]))
try:
end_ix = self._calendar.get_loc(end)
except KeyError:
raise KeyError("{0} not in calendar [{1}...{2}]".format(
end, self._calendar[0], self._calendar[-1]))
cal = self._calendar
prefetch_end_ix = min(end_ix + self._prefetch_length, len(cal) - 1)
prefetch_end = cal[prefetch_end_ix]