auwsom
commented
4 years ago I solved my secondary errors. The original title may still refer to the websocket Stack overflow in unmanaged: IP: 0x6dbf32, fault addr: 0x7f7818106ff8error when in Debug, which may be happening in Release.
However, the Error 1 from above was caused by not changing the algo file back from Python when setting the language back to CSharp in config.json for debugging. And Error 2 seems to be caused when I created a bash alias for the Launcher.exe which cant be called from the root dir: "mono /root/Lean/Launcher/bin/Release/QuantConnect.Lean.Launcher.exe".
I should have used a subshell for the alias:
( cd /root/Lean/Launcher/bin/Debug/ ; mono ./QuantConnect.Lean.Launcher.exe )
gsalaz98
jaredbroad
Hello, as the title says. I assume other brokerage APIs exit in a way that doesn't loop websocket errors, or will this timeout? It should exit so that the container that it is running in can still be used. I may be able to manually kill the mono job at trading day end as a workaround.
Using Docker Hub image with CSharp BasicAlgo in Debug. (sorry for the horrible formatting)
Ah.. and then I get another error when trying to run it again. I will paste the at the very end, but it may need a separate Issue, because this is the third separate build I've seen it in. I happens the second time I run the Launcher.exe. It looks something to do with the data storage and retrieval [T]. It does not occur with backtesting. But I'm pretty sure if I build yet another image from scratch it will run the first time but not the second. That is with only changes to the config.js for the 'environment' to 'live-alpaca' and setting the two Alpaca API keys.
EDIT: so the Release version runs without the websocket error loop, which makes sense if the Debug is verbosely reporting them. It also isn't breaking on the second run. I will try again after it has been run with live data connection tomorrow and update.
Here are the errors as Gists for readability: error 1 error 2.FromAsyncTrim<System.IO.Stream, System.IO.Stream/ReadWriteParameters> (System.IO.Stream,System.IO.Stream/ReadWriteParameters,System.Func:0
at System.IO.Stream.BeginEndReadAsync (byte[],int,int) [0x00000] in :0
at System.IO.Stream.ReadAsync (byte[],int,int,System.Threading.CancellationToken) [0x00009] in :0
at Mono.Net.Security.MobileAuthenticatedStream/d66.MoveNext () [0x00094] in :0
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder`1.Start<Mono.Net.Security.MobileAuthenticatedStream/d 66> (Mono.Net.Security.MobileAuthenticatedStream/d66&) [0x0002c] in :0
at Mono.Net.Security.MobileAuthenticatedStream.InnerRead (bool,int,System.Threading.CancellationToken) [0x0003b] in :0
at (wrapper remoting-invoke-with-check) Mono.Net.Security.MobileAuthenticatedStream.InnerRead (bool,int,System.Threading.CancellationToken) [0x00034] in :0
at Mono.Net.Security.AsyncProtocolRequest/d 25.MoveNext () [0x00040] in :0
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder>.Start<Mono.Net.Security.AsyncProtocolRequest/d25> (Mono.Net.Security.AsyncProtocolRequest/d 25&) [0x0002c] in
:0
at Mono.Net.Security.AsyncProtocolRequest.InnerRead (System.Threading.CancellationToken) [0x0002b] in :0
at Mono.Net.Security.AsyncProtocolRequest/d24.MoveNext () [0x0002f] in :0
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder.Start<Mono.Net.Security.AsyncProtocolRequest/d 24> (Mono.Net.Security.AsyncProtocolRequest/d24&) [0x0002c] in :0
at Mono.Net.Security.AsyncProtocolRequest.ProcessOperation (System.Threading.CancellationToken) [0x0002b] in :0
at Mono.Net.Security.AsyncProtocolRequest/d 23.MoveNext () [0x0002a] in :0
at System.Runtime.CompilerServices.AsyncTaskMethodBuilder.Start<Mono.Net.Security.MobileAuthenticatedStream/d58> (Mono.Net.Security.MobileAuthenticatedStream/d 58&) [0x0002c] in <b0e1ad7573a24fd5a9f2af9595e677e7
20200317 19:59:10.561 Trace:: LiveTradingResultHandler.SendStatusUpdate(): Running 20200317 19:59:10.581 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 3/17/2020 12:00:00 AM Stop: 12/31/2050 12:00:00 AM 20200317 19:59:10.587 Trace:: ProcessVolatilityHistoryRequirements(): Updating volatility models with historical data... 20200317 19:59:10.670 Trace:: Debug: Launching analysis for BasicTemplateFrameworkAlgorithm with LEAN Engine v2.4.0.0 20200317 19:59:11.137 Trace:: AlpacaBrokerage.Subscribe(): SPY 20200317 19:59:11.138 Trace:: DataManager.AddSubscription(): Added SPY,SPY,Minute,TradeBar,Trade,Adjusted. Start: 3/17/2020 7:59:11 PM. End: 12/31/2050 5:00:00 AM 20200317 19:59:11.146 Trace:: DataManager.AddSubscription(): Added SPY,SPY,Minute,TradeBar,Trade,Adjusted. Start: 3/17/2020 7:58:00 PM. End: 12/31/2050 5:00:00 AM 20200317 19:59:11.146 Trace:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed SPY,SPY,Minute,TradeBar,Trade,Adjusted 20200317 20:00:00.190 Trace:: BrokerageTransactionHandler.Process(): 03/17/2020 20:00:00 UTC: Submit Order: (1) - OrderId: 1 (BrokerId: ) New MarketOnOpen order for 386 units of SPY Status: Unprocessed 20200317 20:00:00.194 Trace:: Total margin information: TotalMarginUsed: 0.00, MarginRemaining: 98197.42 20200317 20:00:00.199 Trace:: Order request margin information: MarginUsed: 0.00MarginRemaining: 98197.42 20200317 20:00:00.359 Trace:: BrokerageTransactionHandler.OrderStatusChanged(): Time: 03/17/2020 20:00:00 OrderID: 1 Symbol: SPY Status: Invalid Message: Error placing order: OPG order rejected, must be submitted after 7:00pm and before 09:28am ET BrokerI d: 20200317 20:00:00.199 Trace:: Order request margin information: MarginUsed: 0.00MarginRemaining: 98197.42 20200317 20:00:00.359 Trace:: BrokerageTransactionHandler.OrderStatusChanged(): Time: 03/17/2020 20:00:00 OrderID: 1 Symbol: SPY Status: Invalid Message: Error placing order: OPG order rejected, must be submitted after 7:00pm and before 09:28am ET BrokerI d: 20200317 20:00:00.365 Trace:: LiveTradingResultHandler.OrderEvent(): Time: 03/17/2020 20:00:00 OrderID: 1 Symbol: SPY Status: Invalid Message: Error placing order: OPG order rejected, must be submitted after 7:00pm and before 09:28am ET 20200317 20:00:00.366 Trace:: Brokerage.OnMessage(): Warning - Code: -1 - Error placing order: OPG order rejected, must be submitted after 7:00pm and before 09:28am ET 20200317 20:00:00.460 Trace:: Debug: New Order Event: Time: 03/17/2020 20:00:00 OrderID: 1 Symbol: SPY Status: Invalid Message: Error placing order: OPG order rejected, must be submitted after 7:00pm and before 09:28am ET 20200317 20:00:01.262 ERROR:: Brokerage Warning: Error placing order: OPG order rejected, must be submitted after 7:00pm and before 09:28am ET 20200317 20:00:11.045 Trace:: Isolator.ExecuteWithTimeLimit(): Used: 35, Sample: 62, App: 319, CurrentTimeStepElapsed: 00:00.000 Stack overflow in unmanaged: IP: 0x6dbf32, fault addr: 0x7f7818106ff8 Stack overflow: IP: 0x7f784137e4fa, fault addr: 0x7f78180feff0 Stacktrace: at <unknown> <0xffffffff> at System.Net.Sockets.Socket.QueueIOSelectorJob (System.Threading.SemaphoreSlim,intptr,System.IOSelectorJob) [0x0003e] in <a360a10e096b4659a9142a244ddaea3e>:0 <...> at System.Net.Sockets.Socket.BeginReceive (byte[],int,int,System.Net.Sockets.SocketFlags,System.Net.Sockets.SocketError&,System.AsyncCallback,object) [0x0005c] in <a360a10e096b4659a9142a244ddaea3e>:0 at System.Net.Sockets.Socket.BeginReceive (byte[],int,int,System.Net.Sockets.SocketFlags,System.AsyncCallback,object) [0x00000] in <a360a10e096b4659a9142a244ddaea3e>:0 at System.Net.Sockets.NetworkStream.BeginRead (byte[],int,int,System.AsyncCallback,object) [0x0009b] in <a360a10e096b4659a9142a244ddaea3e>:0 at System.IO.Stream/<>c.<BeginEndReadAsync>b__43_0 (System.IO.Stream,System.IO.Stream/ReadWriteParameters,System.AsyncCallback,object) [0x00000] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0 at System.Threading.Tasks.TaskFactory15<System.IO.Stream, System.IO.Stream/ReadWriteParameters, System.AsyncC allback, object, System.IAsyncResult>,System.Func3<System.IO.Stream, System.IAsyncResult, int>) [0x00008] in1<System.Nullable11<Mono.Net.Security.AsyncProtocolResult>.Start<Mono.Net.Security.AsyncProtocolRequest/<StartOperation>d__23> (Mono.Net.Security.AsyncProtocolRequest/<StartOperation>d__23&) [0x0002c] in <b0e1ad75 73a24fd5a9f2af9595e677e7>:0 at Mono.Net.Security.AsyncProtocolRequest.StartOperation (System.Threading.CancellationToken) [0x0002b] in <a360a10e096b4659a9142a244ddaea3e>:0 at Mono.Net.Security.MobileAuthenticatedStream/<StartOperation>d__58.MoveNext () [0x000b4] in <a360a10e096b4659a9142a244ddaea3e>:0 at System.Runtime.CompilerServices.AsyncTaskMethodBuilder120200317 20:14:15.287 Trace:: Config.GetValue(): debug-mode - Using default value: False 20200317 20:14:15.297 Trace:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value: 20200317 20:14:15.300 Trace:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: /root/Lean/Launcher/bin/Debug/ 20200317 20:14:15.357 Trace:: Python for .NET Assembly: Python.Runtime, Version=1.0.5.29, Culture=neutral, PublicKeyToken=null 20200317 20:14:15.373 Trace:: Python for .NET Assembly: nPython, Version=1.0.5.29, Culture=neutral, PublicKeyToken=null 20200317 20:14:15.377 Trace:: Config.Get(): Configuration key not found. Key: log-handler - Using default value: CompositeLogHandler 20200317 20:14:15.404 Trace:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data/ 20200317 20:14:15.406 Trace:: Config.Get(): Configuration key not found. Key: version-id - Using default value: 20200317 20:14:15.406 Trace:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: ../../../Data/ 20200317 20:14:15.406 Trace:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.4.0.0 Mode: DEBUG (64bit) 20200317 20:14:15.407 Trace:: Engine.Main(): Started 8:14 PM 20200317 20:14:15.409 Trace:: Config.Get(): Configuration key not found. Key: api-access-token - Using default value: 20200317 20:14:15.412 Trace:: Config.GetValue(): job-user-id - Using default value: 0 20200317 20:14:15.412 Trace:: Config.GetValue(): job-project-id - Using default value: 0 20200317 20:14:15.413 Trace:: Config.Get(): Configuration key not found. Key: algorithm-language - Using default value: Unhandled Exception: System.Reflection.TargetInvocationException: Exception has been thrown by the target of an invocation. ---> System.ArgumentException: Must specify valid information for parsing in the string. at System.Enum+EnumResult.SetFailure (System.Enum+ParseFailureKind failure, System.String failureMessageID, System.Object failureMessageFormatArgument) [0x00023] in:0
at System.Enum.TryParseEnum (System.Type enumType, System.String value, System.Boolean ignoreCase, System.Enum+EnumResult& parseResult) [0x00077] in :0
at System.Enum.Parse (System.Type enumType, System.String value, System.Boolean ignoreCase) [0x00010] in :0
at System.Enum.Parse (System.Type enumType, System.String value) [0x00000] in :0
at QuantConnect.Queues.JobQueue..ctor () [0x00040] in :0
at (wrapper managed-to-native) System.Reflection.MonoCMethod.InternalInvoke(System.Reflection.MonoCMethod,object,object[],System.Exception&)
at System.Reflection.MonoCMethod.InternalInvoke (System.Object obj, System.Object[] parameters) [0x00002] in :0
--- End of inner exception stack trace ---
at System.Reflection.MonoCMethod.InternalInvoke (System.Object obj, System.Object[] parameters) [0x00014] in :0
at System.RuntimeType.CreateInstanceMono (System.Boolean nonPublic) [0x000a8] in :0
at System.RuntimeType.CreateInstanceSlow (System.Boolean publicOnly, System.Boolean skipCheckThis, System.Boolean fillCache, System.Threading.StackCrawlMark& stackMark) [0x00009] in :0
at System.RuntimeType.CreateInstanceDefaultCtor (System.Boolean publicOnly, System.Boolean skipCheckThis, System.Boolean fillCache, System.Threading.StackCrawlMark& stackMark) [0x00027] in :0
at System.Activator.CreateInstance (System.Type type, System.Boolean nonPublic) [0x00020] in :0
at System.Activator.CreateInstance (System.Type type) [0x00000] in :0
at QuantConnect.Util.Composer.GetExportedValueByTypeName[T] (System.String typeName) [0x000c3] in :0
at QuantConnect.Lean.Engine.LeanEngineSystemHandlers.FromConfiguration (QuantConnect.Util.Composer composer) [0x00011] in <6def4409f4ed4a548d84a0f6c71a0dc0>:0
at QuantConnect.Lean.Launcher.Program.Main (System.String[] args) [0x00113] in <80168248cd9d4a8693fd5fb8958c9ff8>:0
[ERROR] FATAL UNHANDLED EXCEPTION: System.Reflection.TargetInvocationException: Exception has been thrown by the target of an invocation. ---> System.ArgumentException: Must specify valid information for parsing in the string.
at System.Enum+EnumResult.SetFailure (System.Enum+ParseFailureKind failure, System.String failureMessageID, System.Object failureMessageFormatArgument) [0x00023] in :0
at System.Enum.TryParseEnum (System.Type enumType, System.String value, System.Boolean ignoreCase, System.Enum+EnumResult& parseResult) [0x00077] in :0
at System.Enum.Parse (System.Type enumType, System.String value, System.Boolean ignoreCase) [0x00010] in :0
at System.Enum.Parse (System.Type enumType, System.String value) [0x00000] in :0
at QuantConnect.Queues.JobQueue..ctor () [0x00040] in :0
at (wrapper managed-to-native) System.Reflection.MonoCMethod.InternalInvoke(System.Reflection.MonoCMethod,object,object[],System.Exception&)
at System.Reflection.MonoCMethod.InternalInvoke (System.Object obj, System.Object[] parameters) [0x00002] in :0
--- End of inner exception stack trace ---
at System.Reflection.MonoCMethod.InternalInvoke (System.Object obj, System.Object[] parameters) [0x00014] in :0
at System.RuntimeType.CreateInstanceMono (System.Boolean nonPublic) [0x000a8] in :0
at System.RuntimeType.CreateInstanceSlow (System.Boolean publicOnly, System.Boolean skipCheckThis, System.Boolean fillCache, System.Threading.StackCrawlMark& stackMark) [0x00009] in :0
at System.RuntimeType.CreateInstanceDefaultCtor (System.Boolean publicOnly, System.Boolean skipCheckThis, System.Boolean fillCache, System.Threading.StackCrawlMark& stackMark) [0x00027] in :0
at System.Activator.CreateInstance (System.Type type, System.Boolean nonPublic) [0x00020] in :0
at System.Activator.CreateInstance (System.Type type) [0x00000] in :0
at QuantConnect.Util.Composer.GetExportedValueByTypeName[T] (System.String typeName) [0x000c3] in :0
at QuantConnect.Lean.Engine.LeanEngineSystemHandlers.FromConfiguration (QuantConnect.Util.Composer composer) [0x00011] in <6def4409f4ed4a548d84a0f6c71a0dc0>:0
at QuantConnect.Lean.Launcher.Program.Main (System.String[] args) [0x00113] in <80168248cd9d4a8693fd5fb8958c9ff8>:0