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BUG: Catch all missing data exceptions when computing dividend ratios #1507

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Merged
merged 2 commits into from
Sep 22, 2016
Merged

BUG: Catch all missing data exceptions when computing dividend ratios #1507

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2c90d0d
BUG: Catch all missing data exceptions when computing dividend ratios
Sep 22, 2016
4e45a4d
Makes NoDataBeforeDate and NoDataAfterDate subclass NoDataOnDate
Sep 22, 2016
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4 changes: 2 additions & 2 deletions zipline/data/bar_reader.py
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Original file line number Diff line number Diff line change
Expand Up @@ -22,11 +22,11 @@ class NoDataOnDate(Exception):
pass


class NoDataBeforeDate(Exception):
class NoDataBeforeDate(NoDataOnDate):
pass


class NoDataAfterDate(Exception):
class NoDataAfterDate(NoDataOnDate):
pass


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6 changes: 3 additions & 3 deletions zipline/data/us_equity_pricing.py
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Expand Up @@ -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
Expand Down Expand Up @@ -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
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