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Fix datetime index on resample #333

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@jho jho commented Feb 9, 2022

The _resample method in AlpacaStore.get_aggs_from_alpaca was crashing on an empty DataFrame and also was using ._raw on the EntityList response which looks like it doesn't guarantee setting of the timestamp column as a DateTimeIndex. Both of these conditions would cause TypeError: Index must be DatetimeIndex to be raised on backfill.

I also added some debug logging that is helpful in diagnosing these issues. The project has no real tests so logging is at least useful to do some basic debugging.

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