TypeError: error() takes 2 positional arguments but 4 were given

dongiulio

Hello,

I'm switching my strategy to paper trading on interactivebrokers, the strangest thing is happening, this is my error as logged:

--------------------

---> pavement.run
Traceback (most recent call last):
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/ext/EClientSocket.py", line 958, in placeOrder
    self.send(order.m_tif)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/lib/overloading.py", line 82, in __call__
    return func(*args)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/ext/EClientSocket.py", line 1754, in send_1
    self.m_dos.write(val)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/lib/__init__.py", line 152, in write
    send(pack('!c', char))
BrokenPipeError: [Errno 32] Broken pipe

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/paver/tasks.py", line 201, in _run_task
    return do_task()
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/paver/tasks.py", line 198, in do_task
    return func(**kw)
  File "pavement.py", line 133, in run
    raise SystemExit(main([CODE_DIRECTORY] + args))
  File "/Users/me/Documents/me/trading/trader/trader/main.py", line 79, in main
    raise error
  File "/Users/me/Documents/me/trading/trader/trader/main.py", line 76, in main
    action(options)
  File "/Users/me/Documents/me/trading/trader/trader/main.py", line 40, in _live
    live.run()
  File "/Users/me/Documents/me/trading/trader/trader/live.py", line 59, in run
    self.stats = self.cerebro.run()
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/cerebro.py", line 1298, in runstrategies
    self._runnext(runstrats)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/cerebro.py", line 1630, in _runnext
    strat._next()
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/strategy.py", line 347, in _next
    super(Strategy, self)._next()
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/lineiterator.py", line 271, in _next
    self.next()
  File "/Users/me/Documents/me/trading/trader/trader/strategies/BankTradingStrategy.py", line 190, in next
    self.short_trade = self.place_short()
  File "/Users/me/Documents/me/trading/trader/trader/strategies/BankTradingStrategy.py", line 115, in place_short
    limitprice=price - limitdistance)
  File "/Users/me/Documents/me/trading/trader/trader/SupportStrategy.py", line 43, in sell_bracket
    orders = super(SupportStrategy, self).sell_bracket(**kargs)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/strategy.py", line 1217, in sell_bracket
    o = self.sell(**kargs)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/strategy.py", line 969, in sell
    **kwargs)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/brokers/ibbroker.py", line 391, in sell
    return self.submit(order)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/brokers/ibbroker.py", line 337, in submit
    self.ib.placeOrder(order.m_orderId, order.data.tradecontract, order)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/backtrader/stores/ibstore.py", line 1286, in placeOrder
    self.conn.placeOrder(orderid, contract, order)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/lib/__init__.py", line 60, in inner
    return func(*args, **kwds)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/ext/EClientSocket.py", line 1155, in placeOrder
    self.error_0(id, EClientErrors.FAIL_SEND_ORDER, str(e))
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/lib/__init__.py", line 60, in inner
    return func(*args, **kwds)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/ext/EClientSocket.py", line 1709, in error_0
    self.m_anyWrapper.error(id, errorCode, errorMsg)
  File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/lib/overloading.py", line 82, in __call__
    return func(*args)
TypeError: error() takes 2 positional arguments but 4 were given

I can reproduce this with:

        (Pdb) self.sell_bracket(price= 1.1350936200039081, exectype= 4, stopprice= 1.1373796835411358, limitprice= 1.1298980210556635)
        *** TypeError: error() takes 2 positional arguments but 4 were given
        (Pdb) self.sell_bracket(price= 1.1350936200039081, exectype= 4, stopprice= 1.1373796835411358, limitprice= 1.1298980210556635)
        [<backtrader.brokers.ibbroker.IBOrder object at 0x12b0b9668>, <backtrader.brokers.ibbroker.IBOrder object at 0x12b0b9908>, <backtrader.brokers.ibbroker.IBOrder object at 0x12b0b9ac8>]
        (Pdb)

basically sell_bracket fails only at the first call. the following ones see no problems

any ideas?

backtrader

You could let us know that exectype=4 is StopLimit which differs from the standard Limit which is shown by Interactive Brokers for bracket oerder.

@dongiulio said in TypeError: error() takes 2 positional arguments but 4 were given:

File "/Users/me/Documents/me/trading/trader/trader_venv/lib/python3.7/site-packages/ib/ext/EClientSocket.py", line 1155, in placeOrder
    self.error_0(id, EClientErrors.FAIL_SEND_ORDER, str(e))

You could then look at this, which means the order wasn't sent and Interactive Brokers is probably giving you a huge warning and the TWS console is showing something, including orders which may have been created but not sent.

Since you try again, TWS interprets you are ok with the huge ignored warning.

dongiulio

Apologies for the late response, somehow I ran out of free time for this project, and was busy with something else.

@backtrader said in TypeError: error() takes 2 positional arguments but 4 were given:

You could let us know that exectype=4 is StopLimit which differs from the standard Limit which is shown by Interactive Brokers for bracket oerder.

exectype=4 is the result of exectype=bt.Order.StopLimit, I got that value by copy pasting the params for the method call.

You could then look at this, which means the order wasn't sent and Interactive Brokers is probably giving you a huge warning and the TWS console is showing something, including orders which may have been created but not sent.
Since you try again, TWS interprets you are ok with the huge ignored warning.

I checked on TWS log, it complains about number format,

2019-03-15 17:00:59.175 [HR] ERROR [JTS-EServerSocket-372] - [35:62:76:1:0:0:0:ERR] Client socket broken - 
java.lang.NumberFormatException: For input string: "1.132"
  at java.lang.NumberFormatException.forInputString(NumberFormatException.java:65)
  at java.lang.Integer.parseInt(Integer.java:580)
  at java.lang.Integer.parseInt(Integer.java:615)
  at jextend.bb.p(bb.java:908)
  at jextend.dI.aZ(dI.java:2517)
  at jextend.dI.run(dI.java:2114)
  at java.lang.Thread.run(Thread.java:748)

obviously my entry price (1.132) is not an Int, I'm not sure how should I represent my entry price as an int.

dongiulio

found my issue:

A StopLimit order requires the plimit parameter, to specify at which price to activate the limit order, somehow I managed to get through backtesting without setting it, but interactive broker didn't like it.

apologies for the noise.