DOC: Add more information to IncompatibleHistoryFrequency message.

zipline/errors.py

@@ -167,5 +167,6 @@ class IncompatibleHistoryFrequency(ZiplineError):
     At least, not yet.
     """
     msg = """
-Minute history requires minute frequency input data.
-Either use daily history or provide minute frequency data.""".strip()
+Requested history at frequency '{frequency}' cannot be created with data
+at frequency '{data_frequency}'.
+""".strip()

zipline/history/history.py

@@ -249,7 +249,10 @@ class HistorySpec(object):
         if isinstance(frequency, str):
             frequency = Frequency(frequency, daily_at_midnight)
         if frequency.unit_str == 'm' and data_frequency == 'daily':
-            raise IncompatibleHistoryFrequency()
+            raise IncompatibleHistoryFrequency(
+                frequency=frequency.unit_str,
+                data_frequency=data_frequency,
+            )
 
         # The frequency at which the data is sampled.
         self.frequency = frequency