Error handling improvements

catalyst/examples/buy_the_dip_live.py

@@ -29,7 +29,7 @@ def initialize(context):
 
 
 def handle_data(context, data):
-    log.info('handling bar {data}'.format(data=data))
+    log.info('handling bar {}'.format(data.current_dt))
     # price_history = data.history(symbol('iot_usd'),
     #                     fields='price',
     #                     bar_count=20,
@@ -129,8 +129,8 @@ def analyze(context, stats):
 
 exchange_conn = dict(
     name='bitfinex',
-    key='',
-    secret=b'',
+    key='yCN1b2LsLpjt8jmS4xi2ZZSfW9DRq4r9h2Aa9WOrKFr',
+    secret=b'VOW6R7zbmBGsLh49FIK76qkHrwr2ovNb4FQ1N1d3cyC',
     base_currency='usd'
 )
 run_algorithm(

catalyst/exchange/algorithm_exchange.py

@@ -29,7 +29,7 @@ from catalyst.utils.api_support import (
 
 from catalyst.utils.calendars.trading_calendar import days_at_time
 from catalyst.exchange.exchange_errors import (
-    ExchangeRequestError
+    ExchangeRequestError,
 )
 
 log = logbook.Logger("ExchangeTradingAlgorithm")
@@ -164,6 +164,8 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
             if attempt_index < self.retry_check_open_orders:
                 sleep(self.retry_delay)
                 return self._check_open_orders(attempt_index + 1)
+            else:
+                return list()
 
     def handle_data(self, data):
         if not self.is_running:
@@ -222,6 +224,8 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
                 return self._order(
                     asset, amount, limit_price, stop_price, style,
                     attempt_index + 1)
+            else:
+                return None
 
     @api_method
     @disallowed_in_before_trading_start(OrderInBeforeTradingStart())
@@ -255,6 +259,8 @@ class ExchangeTradingAlgorithm(TradingAlgorithm):
             if attempt_index < self.retry_get_open_orders:
                 sleep(self.retry_delay)
                 return self._get_open_orders(asset, attempt_index + 1)
+            else:
+                return []
 
     @error_keywords(sid='Keyword argument `sid` is no longer supported for '
                         'get_open_orders. Use `asset` instead.')

catalyst/exchange/exchange_errors.py

@@ -7,6 +7,12 @@ class ExchangeRequestError(ZiplineError):
     ).strip()
 
 
+class ExchangeRequestErrorTooManyAttempts(ZiplineError):
+    msg = (
+        'Request failed: {error}, giving up after {attempts} attempts'
+    ).strip()
+
+
 class InvalidHistoryFrequencyError(ZiplineError):
     msg = (
         'History frequency {frequency} not supported by the exchange.'

catalyst/utils/run_algo.py

@@ -3,6 +3,7 @@ import re
 from runpy import run_path
 import sys
 import warnings
+from time import sleep
 
 import pandas as pd
 
@@ -39,6 +40,10 @@ from catalyst.exchange.data_portal_exchange import DataPortalExchange
 from catalyst.exchange.bitfinex import Bitfinex
 from catalyst.exchange.asset_finder_exchange import AssetFinderExchange
 from catalyst.exchange.exchange_portfolio import PortfolioMemoryStore
+from catalyst.exchange.exchange_errors import (
+    ExchangeRequestError,
+    ExchangeRequestErrorTooManyAttempts
+)
 from logbook import Logger
 
 log = Logger('run_algo')
@@ -246,14 +251,35 @@ def _run(handle_data,
                 first_trading_day=pd.to_datetime('today', utc=True)
             )
             choose_loader = None
+
+            def fetch_portfolio(attempt_index=0):
+                """
+                Fetch the portfolio for the exchange
+                We can't continue on error because it is required to bootstrap
+                the algorithm.
+                :param attempt_index:
+                :return:
+                """
+                try:
+                    return exchange.portfolio
+                except ExchangeRequestError as e:
+                    if attempt_index < 20:
+                        sleep(5)
+                        return fetch_portfolio(attempt_index + 1)
+                    else:
+                        raise ExchangeRequestErrorTooManyAttempts(
+                            attempts=attempt_index,
+                            error=e
+                        )
+
+            portfolio = fetch_portfolio()
             sim_params = create_simulation_parameters(
                 start=start,
                 end=end,
-                capital_base=exchange.portfolio.starting_cash,
+                capital_base=portfolio.starting_cash,
                 emission_rate='minute',
                 data_frequency='minute'
             )
-            # sim_params = None
         else:
             env = TradingEnvironment(environ=environ)
             choose_loader = None