def fail(self, sid, amount):
"""
Raise a TradingControlViolation with information about the failure.
"""
raise TradingControlViolation(sid=sid,
amount=amount,
constraint=repr(self))
def fail(self, asset, amount, datetime):
"""
Raise a TradingControlViolation with information about the failure.
"""
raise TradingControlViolation(asset=asset,
amount=amount,
datetime=datetime,
constraint=repr(self))
def fail(self, asset, amount, datetime, metadata=None):
"""
Raise a TradingControlViolation with information about the failure.
If dynamic information should be displayed as well, pass it in via
`metadata`.
"""
constraint = repr(self)
if metadata:
constraint = "{constraint} (Metadata: {metadata})".format(
constraint=constraint, metadata=metadata)
raise TradingControlViolation(asset=asset,
amount=amount,
datetime=datetime,
constraint=constraint)
def handle_violation(self, asset, amount, datetime, metadata=None):
"""
Handle a TradingControlViolation, either by raising or logging and
error with information about the failure.
If dynamic information should be displayed as well, pass it in via
`metadata`.
"""
constraint = self._constraint_msg(metadata)
if self.on_error == 'fail':
raise TradingControlViolation(
asset=asset,
amount=amount,
datetime=datetime,
constraint=constraint)
elif self.on_error == 'log':
log.error("Order for {amount} shares of {asset} at {dt} "
"violates trading constraint {constraint}",
amount=amount, asset=asset, dt=datetime,
constraint=constraint)