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The commission model '{given_model}' only supports {supported_asset_types}.
""".strip()
class UnsupportedCancelPolicy(ZiplineError):
"""
Raised if a user script calls set_cancel_policy with an object that isn't
a CancelPolicy.
"""
msg = """
You attempted to set the cancel policy with an unsupported class. Please use
an instance of CancelPolicy.
""".strip()
class SetCommissionPostInit(ZiplineError):
"""
Raised if a users script calls set_commission magic
after the initialize method has returned.
"""
msg = """
You attempted to override commission outside of `initialize`. \
You may only call 'set_commission' in your initialize method.
""".strip()
class TransactionWithNoVolume(ZiplineError):
"""
Raised if a transact call returns a transaction with zero volume.
"""
msg = """
Transaction {txn} has a volume of zero.
msg = ('Unable to find bundle data for exchange {exchange} and '
'data frequency {data_frequency}.'
'Please ingest some price data.'
'See `catalyst ingest-exchange --help` for details.').strip()
class TempBundleNotFoundError(ZiplineError):
msg = ('Temporary bundle not found in: {path}.').strip()
class EmptyValuesInBundleError(ZiplineError):
msg = ('{name} with end minute {end_minute} has empty rows '
'in ranges: {dates}').strip()
class PricingDataBeforeTradingError(ZiplineError):
msg = ('Pricing data for trading pairs {symbols} on exchange {exchange} '
'starts on {first_trading_day}, but you are either trying to trade '
'or retrieve pricing data on {dt}. Adjust your dates accordingly.'
).strip()
class PricingDataNotLoadedError(ZiplineError):
msg = ('Missing data for {exchange} {symbols} in date range '
'[{start_dt} - {end_dt}]'
'\nPlease run: `catalyst ingest-exchange -x {exchange} -f '
'{data_frequency} -i {symbol_list}`. See catalyst documentation '
'for details.').strip()
class PricingDataValueError(ZiplineError):
msg = ('Unable to retrieve pricing data for {exchange} {symbol} '
'Total {currency} amount on {exchange} is lower than the cash '
'reserved for this algo: {free} < {cash}. While trades can be made on '
'the exchange accounts outside of the algo, exchange must have enough '
'free {currency} to cover the algo cash.'
).strip()
class LastCandleTooEarlyError(ZiplineError):
msg = (
'The trade date of the last candle {last_traded} is before the '
'specified end date minus one candle {end_dt}. Please verify how '
'{exchange} calculates the start date of OHLCV candles.'
).strip()
class TickerNotFoundError(ZiplineError):
msg = (
'Unable to fetch ticker for {symbol} on {exchange}.'
).strip()
class BalanceNotFoundError(ZiplineError):
msg = (
'{currency} not found in account balance on {exchange}: {balances}.'
).strip()
class BalanceTooLowError(ZiplineError):
msg = (
'Balance for {currency} on {exchange} too low: {free} < {amount}. '
'Positions have likely been sold outside of this algorithm. Please '
"Expected a list of strings as a class-level attribute for "
"{termname}.params, but got {value} instead."
)
class DTypeNotSpecified(ZiplineError):
"""
Raised if a user attempts to construct a term without specifying dtype and
that term does not have class-level default dtype.
"""
msg = (
"{termname} requires a dtype, but no dtype was passed."
)
class NotDType(ZiplineError):
"""
Raised when a pipeline Term is constructed with a dtype that isn't a numpy
dtype object.
"""
msg = (
"{termname} expected a numpy dtype "
"object for a dtype, but got {dtype} instead."
)
class UnsupportedDType(ZiplineError):
"""
Raised when a pipeline Term is constructed with a dtype that's not
supported.
"""
msg = (
msg = (
'Order type `{order_type}` not currency supported by Catalyst. '
'Please use `limit` or `market` orders only.'
).strip()
class NotEnoughCapitalError(ZiplineError):
msg = (
'Not enough capital on exchange {exchange} for trading. Each '
'exchange should contain at least as much {base_currency} '
'as the specified `capital_base`. The current balance {balance} is '
'lower than the `capital_base`: {capital_base}'
).strip()
class NotEnoughCashError(ZiplineError):
msg = (
'Total {currency} amount on {exchange} is lower than the cash '
'reserved for this algo: {free} < {cash}. While trades can be made on '
'the exchange accounts outside of the algo, exchange must have enough '
'free {currency} to cover the algo cash.'
).strip()
class LastCandleTooEarlyError(ZiplineError):
msg = (
'The trade date of the last candle {last_traded} is before the '
'specified end date minus one candle {end_dt}. Please verify how '
'{exchange} calculates the start date of OHLCV candles.'
).strip()
class UnsupportedHistoryFrequencyError(ZiplineError):
msg = (
'{exchange} does not support candle frequency {freq}, please choose '
'from: {freqs}.'
).strip()
class InvalidHistoryTimeframeError(ZiplineError):
msg = (
'CCXT timeframe {timeframe} not supported by the exchange.'
).strip()
class MismatchingFrequencyError(ZiplineError):
msg = (
'Bar aggregate frequency {frequency} not compatible with '
'data frequency {data_frequency}.'
).strip()
class InvalidSymbolError(ZiplineError):
msg = (
'Invalid trading pair symbol: {symbol}. '
'Catalyst symbols must follow this convention: '
'[Market Currency]_[Base Currency]. For example: eth_usd, btc_usd, '
'neo_eth, ubq_btc. Error details: {error}'
).strip()
class InvalidOrderStyle(ZiplineError):
msg = """
Transaction {txn} has an amount of zero.
""".strip()
class TransactionVolumeExceedsOrder(ZiplineError):
"""
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(ZiplineError):
"""
Raised if a set of mutually exclusive parameters are passed to an order
call.
"""
msg = "{msg}"
class CannotOrderDelistedAsset(ZiplineError):
"""
Raised if an order is for a delisted asset.
"""
msg = "{msg}"
class BadOrderParameters(ZiplineError):
"""
callable_, args, starargs, kwargs
)
# Empty argument that will not match with any actual arguments.
missing_arg = Argument(object(), object())
for expected, provided in zip_longest(expected_arg_list,
args,
fillvalue=missing_arg):
if not expected.matches(provided):
raise MismatchedArguments(
callable_, args, starargs, kwargs
)
class BadCallable(TypeError, AssertionError, ZiplineError):
"""
The given callable is not structured in the expected way.
"""
_lambda_name = (lambda: None).__name__
def __init__(self, callable_, args, starargs, kwargs):
self.callable_ = callable_
self.args = args
self.starargs = starargs
self.kwargsname = kwargs
self.kwargs = {}
def format_callable(self):
if self.callable_.__name__ == self._lambda_name:
fmt = '%s %s'
msg = (
"Cannot add column {column_name!r} with term {term}. Adding slices or "
"single-column-output terms as pipeline columns is not currently "
"supported."
)
class NonSliceableTerm(ZiplineError):
"""
Raised when attempting to index into a non-sliceable term, e.g. instances
of `catalyst.pipeline.term.LoadableTerm`.
"""
msg = "Taking slices of {term} is not currently supported."
class IncompatibleTerms(ZiplineError):
"""
Raised when trying to compute correlations/regressions between two 2D
factors with different masks.
"""
msg = (
"{term_1} and {term_2} must have the same mask in order to compute "
"correlations and regressions asset-wise."
return "No future contracts found for sids: {sids}."
return "No future contract found for sid: {sids[0]}."
class ConsumeAssetMetaDataError(ZiplineError):
"""
Raised when AssetFinder.consume() is called on an invalid object.
"""
msg = """
AssetFinder can not consume metadata of type {obj}. Metadata must be a dict, a
DataFrame, or a tables.Table. If the provided metadata is a Table, the rows
must contain both or one of 'sid' or 'symbol'.
""".strip()
class MapAssetIdentifierIndexError(ZiplineError):
"""
Raised when AssetMetaData.map_identifier_index_to_sids() is called on an
index of invalid objects.
"""
msg = """
AssetFinder can not map an index with values of type {obj}. Asset indices of
DataFrames or Panels must be integer sids, string symbols, or Asset objects.
""".strip()
class SidAssignmentError(ZiplineError):
"""
Raised when an AssetFinder tries to build an Asset that does not have a sid
and that AssetFinder is not permitted to assign sids.
"""
msg = """