added data missing handling

alphamind/model/data_preparing.py

@@ -15,6 +15,7 @@ from PyFin.api import makeSchedule
 from PyFin.api import BizDayConventions
 from PyFin.api import DateGeneration
 from PyFin.api import advanceDateByCalendar
+from PyFin.api import pyFinAssert
 from PyFin.DateUtilities import Period
 from alphamind.data.transformer import Transformer
 from alphamind.data.engines.sqlengine import SqlEngine
@@ -291,6 +292,7 @@ def fetch_train_phase(engine,
         _merge_df(engine, transformer.names, factor_df, return_df, universe, dates, risk_model, neutralized_risk)
 
     if dates[-1] == dt.datetime.strptime(ref_date, '%Y-%m-%d'):
+        pyFinAssert(len(dates) >= 2, ValueError, "No previous data for training for the date {0}".format(ref_date))
         end = dates[-2]
         start = dates[-batch - 1] if batch <= len(dates) - 1 else dates[0]
     else: