Improve implicit conversion failure message

- Improve string to Symbol implicit conversion exceptions message
2020-04-17 20:50:40 -03:00
parent 0b3ecea4d7
commit fa819126c9
6 changed files with 172 additions and 3 deletions
@@ -0,0 +1,45 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from clr import AddReference
+AddReference("System")
+AddReference("QuantConnect.Algorithm")
+AddReference("QuantConnect.Common")
+
+from System import *
+from QuantConnect import *
+from QuantConnect.Algorithm import *
+
+### <summary>
+### Related to GH issue 4275, reproduces a failed string to symbol implicit conversion asserting the exception
+### thrown contains the used ticker
+### </summary>
+class StringToSymbolImplicitConversionRegressionAlgorithm(QCAlgorithm):
+    def Initialize(self):
+        '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
+        self.SetStartDate(2013,10, 7)
+        self.SetEndDate(2013,10, 8)
+
+        self.AddEquity("SPY", Resolution.Minute)
+
+    def OnData(self, data):
+        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
+
+        Arguments:
+            data: Slice object keyed by symbol containing the stock data
+        '''
+        try:
+            self.MarketOrder("PEPE", 1)
+        except Exception as exception:
+            if "This asset symbol (PEPE 0) was not found in your security list" in str(exception) and not self.Portfolio.Invested:
+                self.SetHoldings("SPY", 1)