Error handling improvements

catalyst/examples/buy_the_dip_live.py

@@ -37,18 +37,18 @@ def handle_data(context, data):
     #                     bar_count=20,
     #                     frequency='1d'
     #                     )
-    ohlc = data.history(context.asset,
-                        fields=['price', 'volume'],
-                        bar_count=120,
-                        frequency='1m'
-                        )
+    # ohlc = data.history(context.asset,
+    #                     fields=['price', 'volume'],
+    #                     bar_count=120,
+    #                     frequency='1m'
+    #                     )
     # ohlc = data.history([context.asset, symbol('iot_usd')],
     #                     fields=['price', 'volume'],
     #                     bar_count=20,
     #                     frequency='1d'
     #                     )
 
-    hist_price = ohlc['price']
+    # hist_price = ohlc['price']
 
     cash = context.portfolio.cash
     log.info('base currency available: {cash}'.format(cash=cash))

catalyst/exchange/algorithm_exchange.py

@@ -11,6 +11,7 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 from datetime import time
+from time import sleep
 import logbook
 
 import catalyst.protocol as zp
@@ -129,7 +130,7 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
                 'update portfolio attempt {}: {}'.format(attempt_index, e)
             )
             if attempt_index < self.retry_update_portfolio:
-                time.sleep(self.retry_delay)
+                sleep(self.retry_delay)
                 self._update_portfolio(attempt_index + 1)
 
     def _check_open_orders(self, attempt_index=0):
@@ -140,7 +141,7 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
                 'check open orders attempt {}: {}'.format(attempt_index, e)
             )
             if attempt_index < self.retry_check_open_orders:
-                time.sleep(self.retry_delay)
+                sleep(self.retry_delay)
                 return self._check_open_orders(attempt_index + 1)
 
     def handle_data(self, data):
@@ -174,7 +175,7 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
                 'order attempt {}: {}'.format(attempt_index, e)
             )
             if attempt_index < self.retry_order:
-                time.sleep(self.retry_delay)
+                sleep(self.retry_delay)
                 return self._order(
                     asset, amount, limit_price, stop_price, style,
                     attempt_index + 1)

catalyst/exchange/exchange_clock.py

@@ -15,6 +15,8 @@ from time import sleep
 
 from logbook import Logger
 import pandas as pd
+import signal
+import sys
 
 from catalyst.gens.sim_engine import (
     BAR,
@@ -57,6 +59,13 @@ class ExchangeClock(object):
         self._before_trading_start_bar_yielded = True
 
     def __iter__(self):
+        def signal_handler(signal, frame):
+            log.info('You pressed Ctrl+C!')
+            # yield pd.Timestamp.utcnow(), BAR
+            sys.exit(0)
+
+        signal.signal(signal.SIGINT, signal_handler)
+
         yield pd.Timestamp.utcnow(), SESSION_START
 
         while True: