nits (add msg)

Author: aangelo9

causal_automl/download_eia_data.py

@@ -83,9 +83,9 @@ def filter_series(
             hdbg.dassert_in(
                 key,
                 df.columns,
-                "Facet '%s' not found in data columns=%s",
-                key,
-                list(df.columns),
+                msg=(
+                    f"Facet '{key}' not found in data columns={list(df.columns)}"
+                ),
             )
             df = df[df[key] == val]
         if df.empty: