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Author SHA1 Message Date
Gud Boi 137aee510b Warn instead of raise on `start_dt`-trimmed frames
Downgrade the `start_dt`-trimming check in `open_history_client()`
from a `RuntimeError` raise to a warning log, allowing the caller
to still receive a (shorter) frame of bars (though we may need to still
specially handle such cases in the backfiller's biz logic layer).

Deats,
- add `trimmed_bars.size` guard to skip check on empty results.
- change condition to `>=` and log a warning with the short-frame
  size instead of raising.
- comment-out `raise RuntimeError` and breakpoint for future
  removal once confident.
- add docstring-style comment on `start_dt=` kwarg noting that
  `Client.bars()` doesn't truly support it (uses duration-style
  queries internally).

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-03-03 16:24:38 -05:00
Gud Boi 433db3a140 Handle ambiguous futes contracts in `get_fute()`
Use (the only available in `ib_async`) `returnAll=True` in
`qualifyContractsAsync()` calls within `get_fute()` and handle the case
where IB returns a list of ambiguous contract matches instead of
a single result.

Deats,
- add `returnAll=True` to both `ContFuture` and `Future`
  qualification calls.
- add `isinstance(con, list)` check after unpacking first result
  to detect ambiguous contract sets.
- log warning with input params and matched contracts when
  ambiguous.
- update return type annot to `Contract|list[Contract]`.

Also,
- handle list-of-contracts case in `find_contracts()` by unpacking
  `*contracts` into the `qualifyContractsAsync()` call.
- reformat `qualifyContractsAsync()` calls to multiline style.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-03-03 16:19:59 -05:00
Gud Boi 6fa805b0a4 Fall back to `Contract.exchange` in `has_holiday()`
Use `con.exchange` as fallback when `con.primaryExchange` is empty
in `has_holiday()` to handle contracts like futures that don't
always set a `primaryExchange`.

Deats,
- extract `con: Contract` from `con_deats.contract` for reuse.
- use `con.primaryExchange or con.exchange` to ensure a valid
  exchange code is always passed to the calendar lookup.
- add `Contract` to `TYPE_CHECKING` imports.

(this commit msg was generated in some part by [`claude-code`][claude-code-gh])
[claude-code-gh]: https://github.com/anthropics/claude-code
2026-03-03 15:50:27 -05:00
3 changed files with 79 additions and 28 deletions

View File

@ -768,26 +768,48 @@ class Client:
expiry: str = '',
front: bool = False,
) -> Contract:
) -> Contract|list[Contract]:
'''
Get an unqualifed contract for the current "continous"
future.
When input params result in a so called "ambiguous contract"
situation, we return the list of all matches provided by,
`IB.qualifyContractsAsync(..., returnAll=True)`
'''
# it's the "front" contract returned here
if front:
con = (await self.ib.qualifyContractsAsync(
ContFuture(symbol, exchange=exchange)
))[0]
else:
cons = (await self.ib.qualifyContractsAsync(
Future(
symbol,
exchange=exchange,
lastTradeDateOrContractMonth=expiry,
cons = (
await self.ib.qualifyContractsAsync(
ContFuture(symbol, exchange=exchange),
returnAll=True,
)
))
con = cons[0]
)
else:
cons = (
await self.ib.qualifyContractsAsync(
Future(
symbol,
exchange=exchange,
lastTradeDateOrContractMonth=expiry,
),
returnAll=True,
)
)
con = cons[0]
if isinstance(con, list):
log.warning(
f'{len(con)!r} futes cons matched for input params,\n'
f'symbol={symbol!r}\n'
f'exchange={exchange!r}\n'
f'expiry={expiry!r}\n'
f'\n'
f'cons:\n'
f'{con!r}\n'
)
return con
@ -912,11 +934,17 @@ class Client:
)
exch = 'SMART' if not exch else exch
contracts: list[Contract] = [con]
if isinstance(con, list):
contracts: list[Contract] = con
else:
contracts: list[Contract] = [con]
if qualify:
try:
contracts: list[Contract] = (
await self.ib.qualifyContractsAsync(con)
await self.ib.qualifyContractsAsync(
*contracts
)
)
except RequestError as err:
msg = err.message

View File

@ -201,6 +201,15 @@ async def open_history_client(
fqme,
timeframe,
end_dt=end_dt,
# XXX WARNING, we don't actually use this inside
# `Client.bars()` since it isn't really supported,
# the API instead supports a "duration" of time style
# from the `end_dt` (or at least that was the best
# way to get it working sanely)..
#
# SO, with that in mind be aware that any downstream
# logic based on this may be mostly futile Xp
start_dt=start_dt,
)
latency = time.time() - query_start
@ -278,19 +287,27 @@ async def open_history_client(
trimmed_bars = bars_array[
bars_array['time'] >= start_dt.timestamp()
]
if (
trimmed_first_dt := from_timestamp(trimmed_bars['time'][0])
!=
start_dt
):
# TODO! rm this once we're more confident it never hits!
# breakpoint()
raise RuntimeError(
f'OHLC-bars array start is gt `start_dt` limit !!\n'
f'start_dt: {start_dt}\n'
f'first_dt: {first_dt}\n'
f'trimmed_first_dt: {trimmed_first_dt}\n'
)
# XXX, should NEVER get HERE!
if trimmed_bars.size:
trimmed_first_dt: datetime = from_timestamp(trimmed_bars['time'][0])
if (
trimmed_first_dt
>=
start_dt
):
msg: str = (
f'OHLC-bars array start is gt `start_dt` limit !!\n'
f'start_dt: {start_dt}\n'
f'first_dt: {first_dt}\n'
f'trimmed_first_dt: {trimmed_first_dt}\n'
f'\n'
f'Delivering shorted frame of {trimmed_bars.size!r}\n'
)
log.warning(msg)
# TODO! rm this once we're more confident it
# never breaks anything (in the caller)!
# breakpoint()
# raise RuntimeError(msg)
# XXX, overwrite with start_dt-limited frame
bars_array = trimmed_bars

View File

@ -43,6 +43,7 @@ from pendulum import (
if TYPE_CHECKING:
from ib_async import (
TradingSession,
Contract,
ContractDetails,
)
from exchange_calendars.exchange_calendars import (
@ -82,7 +83,12 @@ def has_holiday(
'''
tz: str = con_deats.timeZoneId
exch: str = con_deats.contract.primaryExchange
con: Contract = con_deats.contract
exch: str = (
con.primaryExchange
or
con.exchange
)
# XXX, ad-hoc handle any IB exchange which are non-std
# via lookup table..