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jhonabreuljhonabreul
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Improve error messages for unsupported Python objects in user-facing APIs (#9607)
* Improve error message when consolidator period Python object is unsupported * Make unsupported consolidator period error message more concise * Apply descriptive Python conversion errors to other user-facing sites and add QuoteBarConsolidator.FromResolution * List available overloads in unsupported Python argument error messages * Update QuantConnect.pythonnet to 2.0.61 * Update overload hint test expectations to Python-typed signatures * Exclude PyObject overloads from error hints and update to Python annotation style * Move PyObject overload filtering from consumers into MethodSignatureFormatter * Update Python alpha model name expectations for Python-style enum rendering
1 parent 046fb45 commit c283231

31 files changed

Lines changed: 255 additions & 30 deletions

‎Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj‎

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@@ -32,7 +32,7 @@
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<DebugType>portable</DebugType>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.60" />
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.61" />
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<PackageReference Include="Accord" Version="3.6.0" />
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<PackageReference Include="Accord.Fuzzy" Version="3.6.0" />
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<PackageReference Include="Accord.MachineLearning" Version="3.6.0" />

‎Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj‎

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@@ -29,7 +29,7 @@
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<PackageLicenseFile>LICENSE</PackageLicenseFile>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.60" />
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.61" />
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<PackageReference Include="Accord" Version="3.6.0" />
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<PackageReference Include="Accord.Math" Version="3.6.0" />
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<PackageReference Include="Accord.Statistics" Version="3.6.0" />

‎Algorithm.Framework/Selection/ScheduledUniverseSelectionModel.cs‎

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@@ -90,7 +90,12 @@ public ScheduledUniverseSelectionModel(IDateRule dateRule, ITimeRule timeRule, P
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public ScheduledUniverseSelectionModel(DateTimeZone timeZone, IDateRule dateRule, ITimeRule timeRule, PyObject selector, UniverseSettings settings = null)
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{
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Func<DateTime, object> func;
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selector.TrySafeAs(out func);
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if (!selector.TrySafeAs(out func))
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{
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throw new ArgumentException(
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$"Unable to create a scheduled universe selector from {selector.ToDisplayString()}: it is not a function. " +
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"Please provide a function that takes the firing date time and returns the selected symbols.");
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}
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_timeZone = timeZone;
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_dateRule = dateRule;
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_timeRule = timeRule;

‎Algorithm.Python/QuantConnect.Algorithm.Python.csproj‎

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@@ -37,7 +37,7 @@
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<Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
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</ItemGroup>
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<ItemGroup>
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.60" />
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.61" />
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</ItemGroup>
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<ItemGroup>
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<Content Include="OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py" />

‎Algorithm/QCAlgorithm.Python.cs‎

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@@ -1375,7 +1375,18 @@ public void SetBenchmark(PyObject benchmark)
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SetBenchmark(pyBenchmark);
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return;
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}
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SetBenchmark((Symbol)benchmark.AsManagedObject(typeof(Symbol)));
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try
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{
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SetBenchmark((Symbol)benchmark.AsManagedObject(typeof(Symbol)));
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}
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catch (InvalidCastException exception)
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{
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throw new ArgumentException(
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$"Unable to set the benchmark from {benchmark.ToDisplayString()}: it is not a supported benchmark type. " +
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MethodSignatureFormatter.FormatOverloads(typeof(QCAlgorithm).GetMethods().Where(m => m.Name == nameof(SetBenchmark))),
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exception);
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}
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}
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}
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‎Algorithm/QuantConnect.Algorithm.csproj‎

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@@ -29,7 +29,7 @@
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<PackageLicenseFile>LICENSE</PackageLicenseFile>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.60" />
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.61" />
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<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
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<PackageReference Include="Newtonsoft.Json" Version="13.0.2" />
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<PackageReference Include="NodaTime" Version="3.0.5" />

‎AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj‎

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@@ -28,7 +28,7 @@
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<PackageLicenseFile>LICENSE</PackageLicenseFile>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.60" />
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<PackageReference Include="QuantConnect.pythonnet" Version="2.0.61" />
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<PackageReference Include="NodaTime" Version="3.0.5" />
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</ItemGroup>
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<ItemGroup>

‎Common/Data/Consolidators/BaseDataConsolidator.cs‎

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@@ -25,7 +25,7 @@ namespace QuantConnect.Data.Consolidators
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public class BaseDataConsolidator : TradeBarConsolidatorBase<BaseData>
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{
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/// <summary>
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/// Create a new TickConsolidator for the desired resolution
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/// Create a new BaseDataConsolidator for the desired resolution
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/// </summary>
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/// <param name="resolution">The resolution desired</param>
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/// <returns>A consolidator that produces data on the resolution interval</returns>

‎Common/Data/Consolidators/PeriodCountConsolidatorBase.cs‎

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Original file line numberDiff line numberDiff line change
@@ -103,8 +103,20 @@ protected PeriodCountConsolidatorBase(Func<DateTime, CalendarInfo> func)
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/// </summary>
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/// <param name="pyObject">Python object that defines either a function object that defines the start time of a consolidated data or a timespan</param>
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protected PeriodCountConsolidatorBase(PyObject pyObject)
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: this(GetPeriodSpecificationFromPyObject(pyObject))
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{
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try
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{
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_periodSpecification = GetPeriodSpecificationFromPyObject(pyObject);
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}
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catch (InvalidCastException exception)
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{
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var type = GetType();
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throw new ArgumentException(
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$"Unable to create a consolidator period from {pyObject.ToDisplayString()}: it is not a supported period type. " +
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MethodSignatureFormatter.FormatOverloads(type.GetConstructors(), displayName: type.Name),
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exception);
118+
}
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_period = _periodSpecification.Period;
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}
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/// <summary>

‎Common/Data/Consolidators/QuoteBarConsolidator.cs‎

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@@ -25,6 +25,16 @@ namespace QuantConnect.Data.Consolidators
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/// </summary>
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public class QuoteBarConsolidator : PeriodCountConsolidatorBase<QuoteBar, QuoteBar>
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{
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/// <summary>
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/// Create a new QuoteBarConsolidator for the desired resolution
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/// </summary>
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/// <param name="resolution">The resolution desired</param>
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/// <returns>A consolidator that produces data on the resolution interval</returns>
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public static QuoteBarConsolidator FromResolution(Resolution resolution)
34+
{
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return new QuoteBarConsolidator(resolution.ToTimeSpan());
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="QuoteBarConsolidator"/> class
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/// </summary>

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