mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 04:08:41 +08:00
Delaney Granizo-Mackenzie
3521a11ed4
Previously, calling order() in initalize resulted in a weird stack trace. It now returns a well formulated error that is readable to the user through the API. Adding a slippage kwarg to test_algorithm and simfactor was necessary because slippage can only be called during init. Previously initaliazed was never set to true and calls to init-only function were sprinkled around the code in non-init sections. Code changes were to enforce init-only rules.
154 lines
4.1 KiB
Python
154 lines
4.1 KiB
Python
#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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class ZiplineError(Exception):
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msg = None
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def __init__(self, *args, **kwargs):
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self.args = args
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self.kwargs = kwargs
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self.message = str(self)
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def __str__(self):
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msg = self.msg.format(**self.kwargs)
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return msg
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__unicode__ = __str__
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__repr__ = __str__
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class WrongDataForTransform(ZiplineError):
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"""
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Raised whenever a rolling transform is called on an event that
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does not have the necessary properties.
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"""
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msg = "{transform} requires {fields}. Event cannot be processed."
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class UnsupportedSlippageModel(ZiplineError):
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"""
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Raised if a user script calls the override_slippage magic
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with a slipage object that isn't a VolumeShareSlippage or
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FixedSlipapge
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"""
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msg = """
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You attempted to override slippage with an unsupported class. \
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Please use VolumeShareSlippage or FixedSlippage.
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""".strip()
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class OverrideSlippagePostInit(ZiplineError):
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# Raised if a users script calls override_slippage magic
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# after the initialize method has returned.
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msg = """
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You attempted to override slippage outside of `initialize`. \
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You may only call override_slippage in your initialize method.
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""".strip()
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class RegisterTradingControlPostInit(ZiplineError):
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# Raised if a user's script register's a trading control after initialize
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# has been run.
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msg = """
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You attempted to set a trading control outside of `initialize`. \
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Trading controls may only be set in your initialize method.
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""".strip()
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class UnsupportedCommissionModel(ZiplineError):
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"""
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Raised if a user script calls the override_commission magic
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with a commission object that isn't a PerShare, PerTrade or
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PerDollar commission
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"""
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msg = """
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You attempted to override commission with an unsupported class. \
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Please use PerShare or PerTrade.
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""".strip()
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class OverrideCommissionPostInit(ZiplineError):
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"""
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Raised if a users script calls override_commission magic
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after the initialize method has returned.
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"""
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msg = """
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You attempted to override commission outside of `initialize`. \
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You may only call override_commission in your initialize method.
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""".strip()
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class TransactionWithNoVolume(ZiplineError):
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"""
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Raised if a transact call returns a transaction with zero volume.
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"""
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msg = """
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Transaction {txn} has a volume of zero.
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""".strip()
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class TransactionWithWrongDirection(ZiplineError):
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"""
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Raised if a transact call returns a transaction with a direction that
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does not match the order.
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"""
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msg = """
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Transaction {txn} not in same direction as corresponding order {order}.
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""".strip()
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class TransactionWithNoAmount(ZiplineError):
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"""
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Raised if a transact call returns a transaction with zero amount.
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"""
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msg = """
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Transaction {txn} has an amount of zero.
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""".strip()
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class TransactionVolumeExceedsOrder(ZiplineError):
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"""
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Raised if a transact call returns a transaction with a volume greater than
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the corresponding order.
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"""
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msg = """
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Transaction volume of {txn} exceeds the order volume of {order}.
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""".strip()
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class UnsupportedOrderParameters(ZiplineError):
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"""
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Raised if a set of mutually exclusive parameters are passed to an order
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call.
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"""
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msg = "{msg}"
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class OrderDuringInitialize(ZiplineError):
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"""
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Raised if order is called during initialize()
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"""
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msg = "{msg}"
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class TradingControlViolation(ZiplineError):
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"""
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Raised if an order would violate a constraint set by a TradingControl.
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"""
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msg = """
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Order for {amount} shares of {sid} violates trading constraint {constraint}.
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""".strip()
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