notify_store : Create Events when Connection Failed

[mics]

WORKING
I have setup notify_store to clear stop orders when I manually close a position using the brokers platform. This works.

NOT WORKING
I want to send close positions and open orders when a connection has failed. I often found that the system continues to send orders after a time out even through BT has stopped. This can result in accumulated positions.

When either a 'Connection Failed' or 'Timed Out' is received by notify_store, I'd like to run through the process shown below:

• read my *.ini file to find position size prior to connection issue
• send a close order
• send a cancel stop loss
• write to *.ini file to signal connection failed
• runstop

I've test the sequence above by placing it under if 'external transaction MARKET_ORDER' in msg: and it works. It reads ini file, closes positions, writes ini file and then reloads cerebro as a subprocess in the parent program. However, when it is placed in if 'V20ConnectionError' in msg: or if 'timed out' in msg: I receive the following error:

if 'external transaction MARKET_ORDER' in msg:
TypeError: argument of type 'V20ConnectionError' is not iterable

Is this not possible, or does it need to be used as a callback (which I'm not familiar using)?

Appreciate any thoughts you have.

NOTIFY_STORE CODE:

def notify_store(self, msg, *args, **kwargs):

    print('*' * 5, 'STORE NOTIF:', msg)

    ### IF MANUAL CLOSE TRADE VIA PLATFORM, THEN CANCEL STOP LOSS --- THIS WORKS
    
    if 'external transaction MARKET_ORDER' in msg:
        print('msg = external transaction')

        try:
            cancel = self.cancel(self.stop_ord) #CANCEL STOP LOSS
            print('CANCEL STOP LOSS')
            return
            
        except AttributeError:
            print('NO STOP LOSS TO CANCEL')
            return
            
        else:
            print('NOT SURE IF STOP LOSS CURRENTLY OPEN')
            return


    ### CONNECTION FAILED --- THIS DOES NOT WORK
    
    if 'V20ConnectionError' in msg:
    
        print('CONNECTION FAILED')
        
        #READ INI FILE TO GET POSTION SIZE
        bt_file.read_trade_ini(self)
        
        print('TRY TO CLOSE POSITION')
        self.close(size=self.position_size)
        print('POSITION CLOSED. TRY TO CANCEL STOP LOSS')
        self.cancel(self.stop_ord)
        print('CANCEL STOP LOSS')

        bt_file.reload_write(self)    #CREATE SHUTDOWN & RELOAD TRIGGER IN INI FILE
        
        print('STOPPING BACKTRADER')
        self.env.runstop()
        press('enter')
        return
        
        
        
    if 'timed out' in msg: ### TIMED OUT --- THIS DOES NOT WORK
    
        print('TIMED OUT')
        
        #READ INI FILE TO GET POSTION SIZE
        bt_file.read_trade_ini(self)
        
        print('TRY TO CLOSE POSITION')
        self.close(size=self.position_size)
        print('POSITION CLOSED. TRY TO CANCEL STOP LOSS')
        self.cancel(self.stop_ord)
        print('CANCEL STOP LOSS')
    
        bt_file.reload_write(self)    #CREATE SHUTDOWN & RELOAD TRIGGER IN INI FILE
        print('STOPPING BACKTRADER')
        self.env.runstop()
        press('enter')
        return

[mics]

SOLVED

Never underestimate the power of perseverance.

---

The following is my modified notify_store(). This is tested with OANDA.

What it does:

• If a manual trade occurs via the broker platform with 'external transaction MARKET_ORDER' then try to cancel stop_loss if one exists.

• All other notify_store errors:

  • Try to send sms alert (using Twillio account) with error to my mobile
  • Get position size from my *ini file (Note: on each cycle through next() I store critical system/trade data in an *.ini file). Position is queried from *.ini instead of broker because connection may not allow getting position from broker
  • Try close order with position size
  • Try cancel stop loss
  • Write SHUTDOWN signal to *ini file to let parent program know BT has failed
  • Stop BT

• The parent program will see that BT (as a subprocess) has failed and shut down. It will kill the BT subprocess and reload it.

• BT reloads and during __init__ looks to see if there is already existing system/trade data in the *.ini file. If True then the old system/trade data is reloaded, otherwise a fresh start is required.

import backtrader as bt
import signal
from keyboard import press
from actions.sms_send import SendSMS
from ini.ini_reader import bt_file

def notify_store(self, msg, *args, **kwargs):

    print('*' * 5, 'STORE NOTIF:', msg)

    
    if 'external transaction MARKET_ORDER' in msg:
        print('msg = external transaction')

        try:
            cancel = self.cancel(self.stop_ord) #CANCEL STOP LOSS
            print('CANCEL STOP LOSS')
            return
            
        except AttributeError:
            print('NO STOP LOSS TO CANCEL')
        returnsdg
            
        else:
        
            print('NOT SURE IF STOP LOSS CURRENTLY OPEN')
            message = SendSMS.client.messages.create(
                from_='+xxxxxxxxxx',
                to='+xxxxxxxxxx',
                body=('FAILED TO CANCEL STOP LOSS: CHECK ON PLATFORM'))
            return
            
    else:
        print('CONNECTION FAILED')
        
        print('SEND SMS')
        try:
            message = SendSMS.client.messages.create(
                from_='+xxxxxxxxxx',
                to='+xxxxxxxxxx',
                body=('SHUT DOWN: CLOSING POSITIONS & RELOADING: {}'.format(msg)))
        except:
            pass
        print('SMS SENT')
        
        print('GET POSITION SIZE FROM INI FILE')
        time.sleep(2)
        #READ INI TO GET POSTION SIZE. CANNOT GET POSITION SIZE FROM BROKER IF CONNECTION INTERUPTED
        bt_file.read_trade_ini(self)
        time.sleep(2)
        print('INI FILE READ')
        print('POSITION SIZE: ' + str(self.position_size)) #self.position_size IS READ FROM THE INI FILE AND GETS UPDATED ON EACH next()
       

        print('TRY TO CLOSE POSITION')
        time.sleep(2)
        try:
           self.close(size=self.position_size) #SEND A CLOSE ORDER. THIS WILL WORK IF API CONNECTION RE-ESTABLISHED, EVEN IF BT HAS STALLED
        except:
            pass
        time.sleep(2)
        print('POSITION CLOSED. TRY TO CANCEL STOP LOSS')
        try:
            self.cancel(self.stop_ord) #SEND A CANCEL STOP LOSS ORDER. THIS WILL WORK IF API CONNECTION RE-ESTABLISHED, EVEN IF BT HAS STALLED
        except:
            pass
        print('CANCEL STOP LOSS')

    
        time.sleep(2)
        bt_file.reload_write(self)    #CREATE SHUTDOWN/RELOAD TRIGGER IN INI FILE FOR PARRENT PROGRAM TO RECEIVE
        time.sleep(2)
        print('STOPPING BACKTRADER')
        self.env.runstop()  #SHUT DOWN BACKTRADER
        press('enter')
        return #EXIT BACKTRADER

What other ideas have people used to deal with connection failures?