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MAINT: Include missing sids when raising NoDataForSid

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This commit is contained in:
Andrew Daniels 2018-09-28 14:17:24 -04:00 committed by Scott Sanderson
parent a7db215bbe
commit 924f81c410
1 changed files with 8 additions and 2 deletions
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10
zipline/data/hdf5_daily_bars.py
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@ -493,8 +493,14 @@ class HDF5DailyBarReader(SessionBarReader):
If one or more of the provided asset identifiers are not
contained in the daily bars.
"""
if not np.in1d(assets, self.sids).all():
raise NoDataForSid()
missing_sids = np.setdiff1d(assets, self.sids)
if len(missing_sids):
raise NoDataForSid(
'Assets not contained in daily pricing file: {}'.format(
missing_sids
)
)
def _validate_timestamp(self, ts):
if ts.asm8 not in self.dates: