added name and message to exception message

tests/test_exception_handling.py

@@ -3,7 +3,7 @@ import zmq
 from unittest2 import TestCase
 from collections import defaultdict
 
-from zipline.test_algorithms import ExceptionAlgorithm
+from zipline.test_algorithms import ExceptionAlgorithm, DivByZeroAlgorithm
 from zipline.finance.trading import SIMULATION_STYLE
 from zipline.core.devsimulator import AddressAllocator
 from zipline.lines import SimulatedTrading
@@ -54,7 +54,9 @@ class ExceptionTestCase(TestCase):
         output, _ = drain_zipline(self, zipline)
         self.assertEqual(len(output), 1)
         self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
-        payload = output[-1]['payload']['stack']
+        payload = output[-1]['payload']
+        self.assertTrue(payload['date'])
+        del payload['date']
         check(self, payload, INITIALIZE_TB)
 
         self.assertTrue(zipline.sim.ready())
@@ -79,12 +81,37 @@ class ExceptionTestCase(TestCase):
 
         self.assertEqual(len(output), 1)
         self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
-        payload = output[-1]['payload']['stack']
+        payload = output[-1]['payload']
+        self.assertTrue(payload['date'])
+        del payload['date']
         check(self, payload, HANDLE_DATA_TB)
 
         self.assertTrue(zipline.sim.ready())
         self.assertFalse(zipline.sim.exception)
 
+    def test_zerodivision_exception_in_handle_data(self):
+
+        # Simulation
+        # ----------
+        self.zipline_test_config['algorithm'] = \
+                DivByZeroAlgorithm(
+                    self.zipline_test_config['sid']
+                )
+
+        zipline = SimulatedTrading.create_test_zipline(
+            **self.zipline_test_config
+        )
+
+        output, _ = drain_zipline(self, zipline)
+        self.assertEqual(len(output), 5)
+        self.assertEqual(output[-1]['prefix'], 'EXCEPTION')
+        payload = output[-1]['payload']
+        self.assertTrue(payload['date'])
+        del payload['date']
+        check(self, payload, ZERO_DIV_TB)
+
+        self.assertTrue(zipline.sim.ready())
+        self.assertFalse(zipline.sim.exception)
 
         # TODO:
         #   - define more zipline failure modes: exception in other
@@ -94,66 +121,77 @@ class ExceptionTestCase(TestCase):
 
 
 INITIALIZE_TB =\
-[{'filename': '/zipline/core/component.py',
-  'line': 'self._run()',
-  'lineno': 204,
-  'method': 'run'},
- {'filename': '/zipline/core/component.py',
-  'line': 'self.loop()',
-  'lineno': 195,
-  'method': '_run'},
- {'filename': '/zipline/core/component.py',
-  'line': 'self.do_work()',
-  'lineno': 235,
-  'method': 'loop'},
- {'filename': '/zipline/components/tradesimulation.py',
-  'line': 'self.initialize_algo()',
-  'lineno': 97,
-  'method': 'do_work'},
- {'filename': '/zipline/components/tradesimulation.py',
-  'line': 'self.do_op(self.algorithm.initialize)',
-  'lineno': 80,
-  'method': 'initialize_algo'},
- {'filename': '/zipline/components/tradesimulation.py',
-  'line': 'callable_op(*args, **kwargs)',
-  'lineno': 206,
-  'method': 'do_op'},
- {'filename': '/zipline/test_algorithms.py',
-  'line': 'raise Exception("Algo exception in initialize")',
-  'lineno': 166,
-  'method': 'initialize'}]
-
+{'message': 'Algo exception in initialize',
+ 'name': 'Exception',
+ 'stack': [{'filename': '/zipline/core/component.py', 'line': 'self._run()', 'lineno': 204, 'method': 'run'},
+           {'filename': '/zipline/core/component.py', 'line': 'self.loop()', 'lineno': 195, 'method': '_run'},
+           {'filename': '/zipline/core/component.py', 'line': 'self.do_work()', 'lineno': 235, 'method': 'loop'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'self.initialize_algo()',
+            'lineno': 97,
+            'method': 'do_work'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'self.do_op(self.algorithm.initialize)',
+            'lineno': 80,
+            'method': 'initialize_algo'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'callable_op(*args, **kwargs)',
+            'lineno': 210,
+            'method': 'do_op'},
+           {'filename': '/zipline/test_algorithms.py',
+            'line': 'raise Exception("Algo exception in initialize")',
+            'lineno': 166,
+            'method': 'initialize'}]}
 
 HANDLE_DATA_TB =\
-[{'filename': '/zipline/core/component.py',
-  'line': 'self._run()',
-  'lineno': 204,
-  'method': 'run'},
- {'filename': '/zipline/core/component.py',
-  'line': 'self.loop()',
-  'lineno': 195,
-  'method': '_run'},
- {'filename': '/zipline/core/component.py',
-  'line': 'self.do_work()',
-  'lineno': 235,
-  'method': 'loop'},
- {'filename': '/zipline/components/tradesimulation.py',
-  'line': 'self.process_event(event)',
-  'lineno': 116,
-  'method': 'do_work'},
- {'filename': '/zipline/components/tradesimulation.py',
-  'line': 'self.run_algorithm()',
-  'lineno': 164,
-  'method': 'process_event'},
- {'filename': '/zipline/components/tradesimulation.py',
-  'line': 'self.do_op(self.algorithm.handle_data, data)',
-  'lineno': 186,
-  'method': 'run_algorithm'},
- {'filename': '/zipline/components/tradesimulation.py',
-  'line': 'callable_op(*args, **kwargs)',
-  'lineno': 206,
-  'method': 'do_op'},
- {'filename': '/zipline/test_algorithms.py',
-  'line': 'raise Exception("Algo exception in handle_data")',
-  'lineno': 187,
-  'method': 'handle_data'}]
+{
+ 'message': 'Algo exception in handle_data',
+ 'name': 'Exception',
+ 'stack': [{'filename': '/zipline/core/component.py', 'line': 'self._run()', 'lineno': 204, 'method': 'run'},
+           {'filename': '/zipline/core/component.py', 'line': 'self.loop()', 'lineno': 195, 'method': '_run'},
+           {'filename': '/zipline/core/component.py', 'line': 'self.do_work()', 'lineno': 235, 'method': 'loop'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'self.process_event(event)',
+            'lineno': 116,
+            'method': 'do_work'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'self.run_algorithm()',
+            'lineno': 164,
+            'method': 'process_event'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'self.do_op(self.algorithm.handle_data, data)',
+            'lineno': 186,
+            'method': 'run_algorithm'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'callable_op(*args, **kwargs)',
+            'lineno': 210,
+            'method': 'do_op'},
+           {'filename': '/zipline/test_algorithms.py',
+            'line': 'raise Exception("Algo exception in handle_data")',
+            'lineno': 187,
+            'method': 'handle_data'}]}
+
+
+ZERO_DIV_TB= \
+{'message': 'integer division or modulo by zero',
+ 'name': 'ZeroDivisionError',
+ 'stack': [{'filename': '/zipline/core/component.py', 'line': 'self._run()', 'lineno': 204, 'method': 'run'},
+           {'filename': '/zipline/core/component.py', 'line': 'self.loop()', 'lineno': 195, 'method': '_run'},
+           {'filename': '/zipline/core/component.py', 'line': 'self.do_work()', 'lineno': 235, 'method': 'loop'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'self.process_event(event)',
+            'lineno': 116,
+            'method': 'do_work'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'self.run_algorithm()',
+            'lineno': 164,
+            'method': 'process_event'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'self.do_op(self.algorithm.handle_data, data)',
+            'lineno': 186,
+            'method': 'run_algorithm'},
+           {'filename': '/zipline/components/tradesimulation.py',
+            'line': 'callable_op(*args, **kwargs)',
+            'lineno': 210,
+            'method': 'do_op'},
+           {'filename': '/zipline/test_algorithms.py', 'line': '5/0', 'lineno': 218, 'method': 'handle_data'}]}

zipline/components/tradesimulation.py

@@ -188,7 +188,11 @@ class TradeSimulationClient(Component):
     def exception_callback(self, exc_type, exc_value, exc_traceback):
         if self.results_socket:
             log.info("Sending exception frame")
-            msg = zp.EXCEPTION_FRAME(exc_traceback)
+            msg = zp.EXCEPTION_FRAME(
+                exc_traceback,
+                exc_type.__name__,
+                exc_value.message
+            )
             self.out_socket.send(msg)
 
     def do_op(self, callable_op, *args, **kwargs):

zipline/core/monitor.py

@@ -145,6 +145,9 @@ class Controller(object):
 
         self.state = CONTROL_STATES.INIT
 
+        # TODO: keep the exitfunc? the corresponding override on clean
+        # exit is commented out currently.
+        #
         # Interpreter SIDE EFFECT
         # -----------------------
         # The last breathe of the interpreter will assume that we've

zipline/protocol.py

@@ -522,7 +522,7 @@ def convert_transactions(transactions):
 def RISK_FRAME(risk):
     return BT_UPDATE_FRAME('RISK', risk)
 
-def EXCEPTION_FRAME(exception_tb):
+def EXCEPTION_FRAME(exception_tb, name, message):
     stack_list = traceback.extract_tb(exception_tb)
     rlist = []
     for stack in stack_list:
@@ -535,8 +535,10 @@ def EXCEPTION_FRAME(exception_tb):
         }
         rlist.append(rstack)
     result = {
-        'date'  : epoch_now(),
-        'stack' : rlist
+        'date'      : epoch_now(),
+        'stack'     : rlist,
+        'name'      : name,
+        'message'   : message
     }
 
     return BT_UPDATE_FRAME('EXCEPTION', result)

zipline/test_algorithms.py

@@ -194,6 +194,34 @@ class ExceptionAlgorithm(object):
         else:
             return [self.sid]
 
+class DivByZeroAlgorithm():
+
+    def __init__(self, sid):
+        self.sid = sid
+        self.incr = 0
+
+    def initialize(self):
+        pass
+
+    def set_order(self, order_callable):
+        pass
+
+    def set_logger(self, logger):
+        pass
+
+    def set_portfolio(self, portfolio):
+        pass
+
+    def handle_data(self, data):
+        self.incr += 1
+        if self.incr > 4:
+            5/0
+        pass
+
+    def get_sid_filter(self):
+        return [self.sid]
+
+
 class TestPrintAlgorithm():
 
     def __init__(self, sid):