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errors.py
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208 lines (153 loc) · 4.87 KB
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# -*- coding: utf-8 -*-
class QError(Exception):
msg = None
def __init__(self, *args, **kwargs):
self.args = args
self.kwargs = kwargs
self.message = str(self)
def __str__(self):
msg = self.msg.format(**self.kwargs)
return msg
__unicode__ = __str__
__repr__ = __str__
class InvalidRPCClientArguments(QError):
msg = "RPC远程调用的参数类型必须是dict, 但传入的参数类型是{argtype}"
class TradingError(QError):
"""
"""
msg = "交易警告：{err}"
class DataFormatError(QError):
"""
"""
msg = "{type}--错误的数据格式！"
class DataFieldError(QError):
"""
"""
msg = "错误的数据字段: {error_fields}\n正确的字段为: {right_fields} "
class FileDoesNotExist(QError):
"""
当本地文件不存在的时候触发。
"""
msg = "不存在文件:{file}"
class PeriodTypeError(QError):
msg = "不存在该周期！ -- {period}"
class DataAlignError(QError):
msg = "数据没有对齐！"
class SeriesIndexError(QError):
msg = "序列变量索引越界！"
class BreakConstError(QError):
msg = "不能对常量赋值！"
class ArgumentError(QError):
msg = "参数错误！"
class WrongDataForTransform(QError):
"""
Raised whenever a rolling transform is called on an event that
does not have the necessary properties.
"""
msg = "{transform} requires {fields}. Event cannot be processed."
class UnsupportedSlippageModel(QError):
"""
Raised if a user script calls the override_slippage magic
with a slipage object that isn't a VolumeShareSlippage or
FixedSlipapge
"""
msg = """
You attempted to override slippage with an unsupported class. \
Please use VolumeShareSlippage or FixedSlippage.
""".strip()
class OverrideSlippagePostInit(QError):
# Raised if a users script calls override_slippage magic
# after the initialize method has returned.
msg = """
You attempted to override slippage outside of `initialize`. \
You may only call override_slippage in your initialize method.
""".strip()
class RegisterTradingControlPostInit(QError):
# Raised if a user's script register's a trading control after initialize
# has been run.
msg = """
You attempted to set a trading control outside of `initialize`. \
Trading controls may only be set in your initialize method.
""".strip()
class UnsupportedCommissionModel(QError):
"""
Raised if a user script calls the override_commission magic
with a commission object that isn't a PerShare, PerTrade or
PerDollar commission
"""
msg = """
You attempted to override commission with an unsupported class. \
Please use PerShare or PerTrade.
""".strip()
class OverrideCommissionPostInit(QError):
"""
Raised if a users script calls override_commission magic
after the initialize method has returned.
"""
msg = """
You attempted to override commission outside of `initialize`. \
You may only call override_commission in your initialize method.
""".strip()
class TransactionWithNoVolume(QError):
"""
Raised if a transact call returns a transaction with zero volume.
"""
msg = """
Transaction {txn} has a volume of zero.
""".strip()
class TransactionWithWrongDirection(QError):
"""
Raised if a transact call returns a transaction with a direction that
does not match the order.
"""
msg = """
Transaction {txn} not in same direction as corresponding order {order}.
""".strip()
class TransactionWithNoAmount(QError):
"""
Raised if a transact call returns a transaction with zero amount.
"""
msg = """
Transaction {txn} has an amount of zero.
""".strip()
class TransactionVolumeExceedsOrder(QError):
"""
Raised if a transact call returns a transaction with a volume greater than
the corresponding order.
"""
msg = """
Transaction volume of {txn} exceeds the order volume of {order}.
""".strip()
class UnsupportedOrderParameters(QError):
"""
Raised if a set of mutually exclusive parameters are passed to an order
call.
"""
msg = "{msg}"
class BadOrderParameters(QError):
"""
Raised if any impossible parameters (nan, negative limit/stop)
are passed to an order call.
"""
msg = "{msg}"
class OrderDuringInitialize(QError):
"""
Raised if order is called during initialize()
"""
msg = "{msg}"
class TradingControlViolation(QError):
"""
Raised if an order would violate a constraint set by a TradingControl.
"""
msg = """
Order for {amount} shares of {sid} violates trading constraint {constraint}.
""".strip()
class IncompatibleHistoryFrequency(QError):
"""
Raised when a frequency is given to history which is not supported.
At least, not yet.
"""
msg = """
Requested history at frequency '{frequency}' cannot be created with data
at frequency '{data_frequency}'.
""".strip()