createbatch image tool + send to telefram enrichment

This commit is contained in:
David Brazda
2024-02-11 12:37:19 +07:00
parent 2ba492ead2
commit 04cf2e2ba2
6 changed files with 58 additions and 15 deletions

View File

@ -13,6 +13,7 @@ from collections import defaultdict
from pandas import to_datetime
from msgpack.ext import Timestamp
import time
from traceback import format_exc
def convert_historical_bars(daily_bars):
"""Converts a list of daily bars into a dictionary with the specified keys.
@ -124,5 +125,5 @@ def get_historical_bars(symbol: str, time_from: datetime, time_to: datetime, tim
time.sleep(backoff_factor * (2 ** attempt))
print("All attempts to fetch historical bar data failed.")
send_to_telegram(f"Failed to fetch historical bar data after {max_retries} retries. Last exception: {last_exception}")
raise Exception(f"Failed to fetch historical bar data after {max_retries} retries. Last exception: {last_exception}")
send_to_telegram(f"Failed to fetch historical bar data after {max_retries} retries. Last exception: {str(last_exception)} and {format_exc()}")
raise Exception(f"Failed to fetch historical bar data after {max_retries} retries. Last exception: {str(last_exception)} and {format_exc()}")

View File

@ -29,6 +29,7 @@ import numpy as np
from alpaca.trading.requests import GetCalendarRequest
from alpaca.trading.client import TradingClient
import time as timepkg
from traceback import format_exc
#Alpaca Calendar wrapper with retry
def fetch_calendar_data(start, end, max_retries=5, backoff_factor=1):
@ -60,8 +61,8 @@ def fetch_calendar_data(start, end, max_retries=5, backoff_factor=1):
timepkg.sleep(backoff_factor * (2 ** attempt))
richprint("****All attempts to fetch calendar data failed.****")
send_to_telegram(f"FETCH_CALENDER_DATA_FAILED. {last_exception} BACKEST STOPPED" )
raise ConnectionError(f"Failed to fetch calendar data after {max_retries} retries. Last exception: {last_exception}")
send_to_telegram(f"FETCH_CALENDER_DATA_FAILED. {str(last_exception)} and {format_exc()} BACKEST STOPPED" )
raise ConnectionError(f"Failed to fetch calendar data after {max_retries} retries. Last exception: {str(last_exception)} and {format_exc()}")
def concatenate_weekdays(weekday_filter):
# Mapping of weekdays where 0 is Monday and 6 is Sunday