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MAINT: Print benchmark return value to assertion message.

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For when the attempted midnight fails, print more information about the
returns for debugging.
This commit is contained in:
Eddie Hebert
2015-02-26 13:31:04 -05:00
parent e908fa9f5c
commit faf856a736
1 changed files with 7 additions and 4 deletions
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zipline/finance/performance/tracker.py
+7 -4
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@@ -319,10 +319,13 @@ class PerformanceTracker(object):
midnight = event.dt
if midnight not in self.all_benchmark_returns.index:
raise AssertionError(("Date %s not allocated in "
"all_benchmark_returns. Calendar "
"seems to mismatch with benchmark."
% midnight))
raise AssertionError(
("Date %s not allocated in all_benchmark_returns. "
"Calendar seems to mismatch with benchmark. "
"Benchmark container is=%s" %
(midnight,
self.all_benchmark_returns.index)))
self.all_benchmark_returns[midnight] = event.returns
def check_upcoming_dividends(self, midnight_of_date_that_just_ended):