Reported here: https://github.com/bitcoin/bitcoin/pull/10244#issuecomment-378035305

Travis log here: https://travis-ci.org/bitcoin/bitcoin/jobs/361243719#L2810

Note the JSON exception:

```
test_framework.authproxy.JSONRPCException: The mempool was not loaded yet (-1) 
```

That exception was introduced here: https://github.com/bitcoin/bitcoin/commit/cb1e319fe9e198c9c5cf5236fe9af5a3d748b9e8#diff-a0c8f511d90e83aa9b5857e819ced344R1617

cc @jtimon 
bool fMissingData = !(pindexTest->nStatus & BLOCK_HAVE_DATA);
            if (fFailedChain || fMissingData) {
                
                if (fFailedChain && (pindexBestInvalid == nullptr || pindexNew->nChainWork > pindexBestInvalid->nChainWork))
                    pindexBestInvalid = pindexNew;
                CBlockIndex *pindexFailed = pindexNew;
                
                while (pindexTest != pindexFailed) {
                    if (fFailedChain) {
                        pindexFailed->nStatus |= BLOCK_FAILED_CHILD;
                    } else if (fMissingData) {
                        
                        
                        
                        mapBlocksUnlinked.insert(std::make_pair(pindexFailed->pprev, pindexFailed));
                    }
                    setBlockIndexCandidates.erase(pindexFailed);
                    pindexFailed = pindexFailed->pprev;
                }
                setBlockIndexCandidates.erase(pindexTest);
                fInvalidAncestor = true;
                break;
            }
            pindexTest = pindexTest->pprev;
        }
        if (!fInvalidAncestor)
            return pindexNew;
    } while(true);
}
void CChainState::PruneBlockIndexCandidates() {