Merge pull request #1202 from quantopian/keep-yelling-at-joe

Keep yelling at joe

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],
+                    close_col,
                     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)
@@ -128,15 +128,13 @@ class BollingerBandsTestCase(WithTechnicalFactor, ZiplineTestCase):
             closes,
         )
 
-        assert_equal(
-            result.upper,
-            expected_upper,
-        )
-        assert_equal(
-            result.middle,
-            expected_middle,
-        )
-        assert_equal(
-            result.lower,
-            expected_lower,
-        )
+        assert_equal(result.upper, expected_upper)
+        assert_equal(result.middle, expected_middle)
+        assert_equal(result.lower, expected_lower)
+
+    def test_bollinger_bands_output_ordering(self):
+        bbands = BollingerBands(window_length=5, k=2)
+        lower, middle, upper = bbands
+        self.assertIs(lower, bbands.lower)
+        self.assertIs(middle, bbands.middle)
+        self.assertIs(upper, bbands.upper)