It looks similar in shape to a tent caterpillar that can be found in western Canada but its much to bright in color. its an infestation year for them this year. Here's an article about it https://www.theglobeandmail.com/canada/article-caterpillars-are-infesting-canadians-yards-but-researchers-say-not/
Found this site you might try..looks to me to be some sort of skipper.