mirror of
https://github.com/wassname/catalyst.git
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890762bde7
- added exceptions in place of asserts for expected fields for rolling transforms. - removed assertions with Messages in favor of typed exceptions.
85 lines
2.4 KiB
Python
85 lines
2.4 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 after the simulation has \
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started. You may only call override_slippage in your initialize \
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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 or
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PerTrade 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 after the simulation has \
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started. You may only call override_commission in your initialize \
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method.
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""".strip()
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