Fix the issue of live algo restart after checkOpenPositions #4
Description
Some of the logs have been added already that would result in a solution for this but so far this has not been solved.
The issue seems to happen later in the day on SPXic strat.
Here are the logs:
2024-06-12 20:05:00 DEBUG -> SPXExecutionModel.Execute: SPXExecutionModel -> Execute -> checkOpenPositions 2024-06-12 20:05:01 Runtime Error: (datetime.date(2024, 6, 12),) 2024-06-12 20:05:01 Runtime Error: (datetime.date(2024, 6, 12),): StackTrace: (datetime.date(2024, 6, 12),)
2024-06-12 20:04:54 DEBUG -> SPXExecutionModel.Execute: SPXExecutionModel -> Execute -> checkOpenPositions 2024-06-12 20:05:00 DEBUG -> SPXic.update: SPXic -> update -> start 2024-06-12 20:05:00 DEBUG -> SPXic.update: Is Warming Up: False 2024-06-12 20:05:00 DEBUG -> SPXic.update: Is Market Open: True 2024-06-12 20:05:00 DEBUG -> SPXic.update: Time: 16:05:00.800799 2024-06-12 20:05:00 DEBUG -> CentralAlgorithm.ManageRisk: SPXicMonitor -> ManageRisk -> start 2024-06-12 20:05:00 DEBUG -> CentralAlgorithm.ManageRisk: SPXicMonitor -> ManageRisk -> preManageRisk 2024-06-12 20:05:00 DEBUG -> SPXExecutionModel.Execute: SPXExecutionModel -> Execute -> targets: QuantConnect.Algorithm.Framework.Portfolio.IPortfolioTarget[] 2024-06-12 20:05:00 DEBUG -> SPXExecutionModel.Execute: SPXExecutionModel -> Execute -> targets count: 0 2024-06-12 20:05:00 DEBUG -> SPXExecutionModel.Execute: SPXExecutionModel -> Execute -> workingOrders: {} 2024-06-12 20:05:00 DEBUG -> SPXExecutionModel.Execute: SPXExecutionModel -> Execute -> allPositions: {1: Position(orderId=1, orderTag='CallCreditSpread-1', strategy=, strategyTag='SPXic', strategyId='CallCreditSpread', expiryStr='2024-06-12', expiry=datetime.datetime(2024, 6, 12, 0, 0), linkedOrderTag=None, targetPremium=None, orderQuantity=10, maxOrderQuantity=10, targetProfit=None, legs=[Leg(key='shortCall', expiry=datetime.datetime(2024, 6, 12, 16, 0), contractSide=-1, symbol=, quantity=0, strike=5475.0, contract=), Leg(key='longCall', expiry=datetime.datetime(2024, 6, 12, 16, 0), contractSide=1, symbol=, quantity=0, strike=5485.0, contract=)], contractSide={: -1, : 1}, openOrder=OrderType(premium=0.0, fills=0, limitOrderExpiryDttm=datetime.datetime(2024, 6, 12, 12, 35, 0, 800952), limitOrderPrice=1.0, bidAskSpread=0.1499999999999999, midPrice=0.8750000000000001, midPriceMin=0.0, midPriceMax=1.0000000000000004, limitPrice=0.0, fillPrice=0.0, openPremium=0.0, stalePrice=False, filled=False, maxLoss=-10.0, transactionIds=[41, 42], priceProgressList=[0.92, 0.92, 0.92, 0.92, 1.0, 1.0, 0.98, 0.98, 0.9, 0.9, 0.88]), closeOrder=OrderType(premium=0.0, fills=0, limitOrderExpiryDttm='', limitOrderPrice=0.0, bidAskSpread=0.0, midPrice=0.0, midPriceMin=0.0, midPriceMax=0.0, limitPrice=0.0, fillPrice=0.0, openPremium=0.0, stalePrice=False, filled=False, maxLoss=0.0, transactionIds=[], priceProgressList=[]), openDttm=datetime.datetime(2024, 6, 12, 12, 30, 0, 800952), openDt='2024-06-12', openDTE=0, openOrderMidPrice=0.93, openOrderMidPriceMin=0.93, openOrderMidPriceMax=0.93, openOrderBidAskSpread=0.15000000000000013, openOrderLimitPrice=1.0, openPremium=0.0, underlyingPriceAtOpen=5432.11, openFilledDttm=0.0, openStalePrice=False, orderMidPrice=0.0, limitOrderPrice=0.0, bidAskSpread=0.0, positionPnL=0.0, closeDttm='', closeDt='', closeDTE=nan, closeOrderMidPrice=0.0, closeOrderMidPriceMin=0.0, closeOrderMidPriceMax=0.0, closeOrderBidAskSpread=nan, closeOrderLimitPrice=0.0, closePremium=0.0, underlyingPriceAtClose=nan, underlyingPriceAtOrderClose=nan, DIT=0, closeStalePrice=False, closeReason=[], PnL=0.0, PnLMin=0.0, PnLMax=0.0, PnLMinDIT=0.0, PnLMaxDIT=0.0, orderCancelled=True, filled=False, limitOrder=True, priceProgressList=[]), 2: Position(orderId=2, orderTag='PutCreditSpread-2', strategy=, strategyTag='SPXic', strategyId='PutCreditSpread', expiryStr='2024-06-12', expiry=datetime.datetime(2024, 6, 12, 0, 0), linkedOrderTag=None, targetPremium=None, orderQuantity=10, maxOrderQuantity=10, targetProfit=None, legs=[Leg(key='shortPut', expiry=datetime.datetime(2024, 6, 12, 16, 0), contractSide=-1, symbol=, quantity=0, strike=5385.0, contract=), Leg(key='longPut', expiry=datetime.datetime(2024, 6, 12, 16, 0), contractSide=1, symbol=, quantity=0, strike=5375.0, contract=)], contractSide={: -1, : 1}, openOrder=OrderType(premium=0.0, fills=0, limitOrderExpiryDttm=datetime.datetime(2024, 6, 12, 12, 35, 0, 800952), limitOrderPrice=1.0, bidAskSpread=0.15000000000000036, midPrice=1.0250000000000004, midPriceMin=0.0, midPriceMax=1.0750000000000002, limitPrice=0.0, fillPrice=0.0, openPremium=0.0, stalePrice=False, filled=False, maxLoss=-10.0, transactionIds=[43, 44], priceProgressList=[1.08, 1.08, 1.05, 1.05, 1.0, 1.0, 1.0, 1.0, 1.08, 1.08, 1.03]), closeOrder=OrderType(premium=0.0, fills=0, limitOrderExpiryDttm='', limitOrderPrice=0.0, bidAskSpread=0.0, midPrice=0.0, midPriceMin=0.0, midPriceMax=0.0, limitPrice=0.0, fillPrice=0.0, openPremium=0.0, stalePrice=False, filled=False, maxLoss=0.0, transactionIds=[], priceProgressList=[]), openDttm=datetime.datetime(2024, 6, 12, 12, 30, 0, 800952), openDt='2024-06-12', openDTE=0, openOrderMidPrice=1.08, openOrderMidPriceMin=1.08, openOrderMidPriceMax=1.08, openOrderBidAskSpread=0.15000000000000036, openOrderLimitPrice=1.0, openPremium=0.0, underlyingPriceAtOpen=5432.11, openFilledDttm=0.0, openStalePrice=False, orderMidPrice=0.0, limitOrderPrice=0.0, bidAskSpread=0.0, positionPnL=0.0, closeDttm='', closeDt='', closeDTE=nan, closeOrderMidPrice=0.0, closeOrderMidPriceMin=0.0, closeOrderMidPriceMax=0.0, closeOrderBidAskSpread=nan, closeOrderLimitPrice=0.0, closePremium=0.0, underlyingPriceAtClose=nan, underlyingPriceAtOrderClose=nan, DIT=0, closeStalePrice=False, closeReason=[], PnL=0.0, PnLMin=0.0, PnLMax=0.0, PnLMinDIT=0.0, PnLMaxDIT=0.0, orderCancelled=True, filled=False, limitOrder=True, priceProgressList=[]), 3: Position(orderId=3, orderTag='CallCreditSpread-3', strategy=, strategyTag='SPXic', strategyId='CallCreditSpread', expiryStr='2024-06-12', expiry=datetime.datetime(2024, 6, 12, 0, 0), linkedOrderTag=None, targetPremium=None, orderQuantity=10, maxOrderQuantity=10, targetProfit=None, legs=[Leg(key='shortCall', expiry=datetime.datetime(2024, 6, 12, 16, 0), contractSide=-1, symbol=, quantity=0, strike=5470.0, contract=), Leg(key='longCall', expiry=datetime.datetime(2024, 6, 12, 16, 0), contractSide=1, symbol=, quantity=0, strike=5480.0, contract=)], contractSide={: -1, : 1}, openOrder=OrderType(premium=0.0, fills=0, limitOrderExpiryDttm=datetime.datetime(2024, 6, 12, 13, 35, 0, 800753), limitOrderPrice=1.0, bidAskSpread=0.15000000000000013, midPrice=1.1250000000000004, midPriceMin=0.0, midPriceMax=1.175, limitPrice=0.0, fillPrice=0.0, openPremium=0.0, stalePrice=False, filled=False, maxLoss=-10.0, transactionIds=[85, 86], priceProgressList=[1.18, 1.18, 1.12, 1.12, 1.03, 1.03, 1.02, 1.02, 1.08, 1.08, 1.13]), closeOrder=OrderType(premium=0.0, fills=0, limitOrderExpiryDttm='', limitOrderPrice=0.0, bidAskSpread=0.0, midPrice=0.0, midPriceMin=0.0, midPriceMax=0.0, limitPrice=0.0, fillPrice=0.0, openPremium=0.0, stalePrice=False, filled=False, maxLoss=0.0, transactionIds=[], priceProgressList=[]), openDttm=datetime.datetime(2024, 6, 12, 13, 30, 0, 800753), openDt='2024-06-12', openDTE=0, openOrderMidPrice=1.18, openOrderMidPriceMin=1.18, openOrderMidPriceMax=1.18, openOrderBidAskSpread=0.1499999999999999, openOrderLimitPrice=1.0, openPremium=0.0, underlyingPriceAtOpen=5432.33, openFilledDttm=0.0, openStalePrice=False, orderMidPrice=0.0, limitOrderPrice=0.0, bidAskSpread=0.0, positionPnL=0.0, closeDttm='', closeDt='', closeDTE=nan, closeOrderMidPrice=0.0, closeOrderMidPriceMin=0.0, closeOrderMidPriceMax=0.0, closeOrderBidAskSpread=nan, closeOrderLimitPrice=0.0, closePremium=0.0, underlyingPriceAtClose=nan, underlyingPriceAtOrderClose=nan, DIT=0, closeStalePrice=False, closeReason=[], PnL=0.0, PnLMin=0.0, PnLMax=0.0, PnLMinDIT=0.0, PnLMaxDIT=0.0, orderCancelled=True, filled=False, limitOrder=True, priceProgressList=[]), 4: Position(orderId=4, orderTag='PutCreditSpread-4', strategy=, strategyTag='SPXic', strategyId='PutCreditSpread', expiryStr='2024-06-12', expiry=datetime.datetime(2024, 6, 12, 0, 0), linkedOrderTag=None, targetPremium=None, orderQuantity=10, maxOrderQuantity=10, targetProfit=None, legs=[Leg(key='shortPut', expiry=datetime.datetime(2024, 6, 12, 16, 0), contractSide=-1, symbol=, quantity=0, strike=5390.0, contract= SPXExecutionModel.Execute: SPXExecutionModel -> Execute -> checkOpenPositions 2024-06-12 20:05:01 Runtime Error: (datetime.date(2024, 6, 12),) 2024-06-12 20:05:01 Runtime Error: (datetime.date(2024, 6, 12),): StackTrace: (datetime.date(2024, 6, 12),) 2024-06-12 20:08:51 Launching analysis for L-b9ccfdacb5c0d0e9b7361caa24c37f1b with LEAN Engine v2.5.0.0.16478 2024-06-12 20:08:56 Interactive Brokers Brokerage account base currency: USD 2024-06-12 20:08:56 Will use UniverseSettings for automatically added securities for open orders and holdings. UniverseSettings: Resolution = Minute; Leverage = default; FillForward = True; ExtendedHours = False 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.Setup: SetupBaseStructure -> Setup 2024-06-12 20:08:56 DEBUG -> SPXic.__init__: SPXic -> __init__ 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.AddUnderlying: SetupBaseStructure -> AddUnderlying -> Ticker: SPX 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.CompleteSecurityInitializer: SetupBaseStructure -> CompleteSecurityInitializer -> Security: SPX 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.CompleteSecurityInitializer: SetupBaseStructure -> CompleteSecurityInitializer -> Security: ?SPXW 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.AddUnderlying: SetupBaseStructure -> AddUnderlying -> Underlying: SPX 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.AddUnderlying: SetupBaseStructure -> AddUnderlying -> Option: ?SPXW 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.AddUnderlying: SetupBaseStructure -> AddUnderlying -> Benchmark: QuantConnect.Benchmarks.SecurityBenchmark 2024-06-12 20:08:56 DEBUG -> SPXic.__init__: SPXic -> __init__ -> AddUnderlying 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.__init__: OptionsPortfolioConstruction -> __init__ 2024-06-12 20:08:56 DEBUG -> SPXExecutionModel.__init__: SPXExecutionModel -> __init__ 2024-06-12 20:08:56 DEBUG -> CentralAlgorithm.__init__: SPXicMonitor -> __init__ ```This is the runtime error message:
2024-06-12 20:05:00 DEBUG -> SPXExecutionModel.Execute: SPXExecutionModel -> Execute -> checkOpenPositions
2024-06-12 20:05:01 Runtime Error: (datetime.date(2024, 6, 12),)
2024-06-12 20:05:01 Runtime Error: (datetime.date(2024, 6, 12),): StackTrace: (datetime.date(2024, 6, 12),)