BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507)

This allows us to catch and handle all three of these exceptions in
`calc_dividend_ratios`.

Author: Andrew Daniels

zipline/data/bar_reader.py

@@ -22,11 +22,11 @@ class NoDataOnDate(Exception):
     pass
 
 
-class NoDataBeforeDate(Exception):
+class NoDataBeforeDate(NoDataOnDate):
     pass
 
 
-class NoDataAfterDate(Exception):
+class NoDataAfterDate(NoDataOnDate):
     pass
 
 

zipline/data/us_equity_pricing.py

@@ -634,15 +634,15 @@ def get_last_traded_dt(self, asset, day):
         while True:
             try:
                 ix = self.sid_day_index(asset, search_day)
-            except NoDataOnDate:
-                return None
             except NoDataBeforeDate:
                 return None
             except NoDataAfterDate:
                 prev_day_ix = self.sessions.get_loc(search_day) - 1
                 if prev_day_ix > -1:
                     search_day = self.sessions[prev_day_ix]
                 continue
+            except NoDataOnDate:
+                return None
             if volumes[ix] != 0:
                 return search_day
             prev_day_ix = self.sessions.get_loc(search_day) - 1
@@ -965,7 +965,7 @@ def calc_dividend_ratios(self, dividends):
                 dtype=[
                     ('sid', uint32),
                     ('effective_date', uint32),
-                    ('ratio',  float64),
+                    ('ratio', float64),
                 ],
             ))
         ex_dates = dividends.ex_date.values