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MAINT: improve error message in pipeline engine for misaligned dates #2131

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merged 1 commit into from Mar 29, 2018
Merged

MAINT: improve error message in pipeline engine for misaligned dates #2131

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15 changes: 13 additions & 2 deletions zipline/pipeline/engine.py
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Expand Up @@ -379,8 +379,19 @@ def _compute_root_mask(self, start_date, end_date, extra_rows):
include_start_date=False
)

assert lifetimes.index[extra_rows] == start_date
assert lifetimes.index[-1] == end_date
if lifetimes.index[extra_rows] != start_date:
raise ValueError(
'The first date of the lifetimes matrix does not match the'
' start date of the pipeline. Did you forget to align the'
' start_date to the trading calendar?'
)
if lifetimes.index[-1] != end_date:
raise ValueError(
'The last date of the lifetimes matrix does not match the'
' start date of the pipeline. Did you forget to align the'
' end_date to the trading calendar?'
)

if not lifetimes.columns.unique:
columns = lifetimes.columns
duplicated = columns[columns.duplicated()].unique()
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