Gahow Wang
e55c4ffbdb
On 2026-10-12 the Gateway answered account requests but every bar request timed out from 09:50 to 10:24 ET: make gateway reported OK, so the Gateway was never restarted, and six retries 5 minutes apart gave up after 35 minutes. The data came back only with the Gateway's daily restart. ibkr-quant gateway --history also requires SPY daily bars within 30 s; the trade job's ExecStartPre passes it, so ensure-gateway.sh restarts a Gateway whose data farm is down. The trade job now retries every 10 minutes until about 15:30 ET (34 starts in 6 h) instead of giving up after 35 minutes. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
86 lines
4.1 KiB
Python
86 lines
4.1 KiB
Python
import asyncio
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import dataclasses
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from pathlib import Path
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from unittest.mock import AsyncMock, Mock
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import pytest
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from ib_async import Stock
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from ibkr_quant import cli
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from ibkr_quant.broker import AccountState, Broker
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from ibkr_quant.config import load_config
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@pytest.mark.parametrize(
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"mode, error, price, expected, absent",
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[
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(3, (10197, "No market data during competing live session"), None,
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"Log out of the competing live market-data session", "set ib.market_data_type = 3"),
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(1, (10197, "No market data during competing live session"), None,
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"changing ib.market_data_type cannot resolve this session conflict", "set ib.market_data_type = 3"),
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(1, (354, "Requested market data is not subscribed"), None,
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"set ib.market_data_type = 3", "competing live market-data session"),
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(3, (354, "Requested market data is not subscribed"), None,
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"Delayed data is already requested", "set ib.market_data_type = 3"),
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(3, None, None, "no valid snapshot received", "set ib.market_data_type = 3"),
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(3, None, 600.0, "SPY snapshot 600.00 (requested market_data_type=3)", "no SPY price"),
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],
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)
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def test_check_explains_snapshot_result(monkeypatch, capsys, mode, error, price, expected, absent):
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cfg = load_config(Path(__file__).resolve().parents[1] / "config.toml")
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cfg = dataclasses.replace(cfg, ib=dataclasses.replace(cfg.ib, market_data_type=mode))
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async def run():
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broker = Broker(cfg.ib)
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listeners = len(broker.ib.errorEvent)
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contract = Stock("SPY", "SMART", "USD", conId=756733)
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monkeypatch.setattr(Broker, "__aenter__", AsyncMock(return_value=broker))
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monkeypatch.setattr(Broker, "__aexit__", AsyncMock(return_value=None))
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monkeypatch.setattr(cli, "Broker", lambda _: broker)
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monkeypatch.setattr(broker, "account_state", AsyncMock(return_value=AccountState("DU123", 1000, 1000, [])))
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monkeypatch.setattr(broker, "open_trades", AsyncMock(return_value=[]))
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monkeypatch.setattr(broker, "qualify_stocks", AsyncMock(return_value=({"SPY": contract}, [])))
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monkeypatch.setattr(broker.ib.client, "getReqId", Mock(return_value=59))
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def respond(req_id, *args):
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# Exercise ib_async's real request completion and errorEvent path.
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if error:
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broker.ib.wrapper.error(req_id, *error, "")
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else:
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if price is not None:
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broker.ib.wrapper.priceSizeTick(req_id, 4, price, 1)
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broker.ib.wrapper.tickSnapshotEnd(req_id)
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monkeypatch.setattr(broker.ib.client, "reqMktData", respond)
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await cli.check(cfg)
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assert len(broker.ib.errorEvent) == listeners
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asyncio.run(run())
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output = capsys.readouterr().out
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assert "0 open orders" in output
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assert expected in output
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assert absent not in output
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if error:
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assert f"IBKR {error[0]}: {error[1]}" in output
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@pytest.mark.parametrize("bars, ok", [(0, False), (5, True)])
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def test_gateway_probe_requires_historical_bars(monkeypatch, capsys, bars, ok):
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import pandas as pd
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cfg = load_config(Path(__file__).resolve().parents[1] / "config.toml")
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broker = Broker(cfg.ib)
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broker.account = "DU123"
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frame = pd.DataFrame({"date": pd.date_range("2026-10-06", periods=bars), "symbol": "SPY", "close": 1.0})
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monkeypatch.setattr(Broker, "__aenter__", AsyncMock(return_value=broker))
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monkeypatch.setattr(Broker, "__aexit__", AsyncMock(return_value=None))
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monkeypatch.setattr(cli, "Broker", lambda _: broker)
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monkeypatch.setattr(broker.ib.client, "serverVersion", Mock(return_value=178))
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monkeypatch.setattr(broker, "qualify_stocks", AsyncMock(return_value=({"SPY": Stock("SPY", "SMART", "USD")}, [])))
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monkeypatch.setattr(broker, "daily_bars", AsyncMock(return_value=(frame, [] if bars else ["SPY"])))
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if ok:
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asyncio.run(cli.probe_gateway(cfg, history=True))
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assert "historical data OK" in capsys.readouterr().out
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else:
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with pytest.raises(SystemExit, match="historical data farm"):
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asyncio.run(cli.probe_gateway(cfg, history=True))
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