quantopian/zipline — pull request #33 by richafrank (2012-11-30 20:15:49+00:00)
Title: Handle missing historical data more elegantly

Updated the search for treasury data when there is none for the test end date. It could be that the end date is not a trading day, or we could just be missing treasury data. In either case, we try to recover more gracefully now, by searching as far as possible and maybe logging a warning.

Similarly, if there is no benchmark data for the test end date, look for the next trading day. If we really have no data, blow up with our own explicit exception, instead of overflowing in our search for dates in the future.