Runtime error when using Python datetime with tzinfo as History request start and end times #7760
Description
Expected Behavior
Framework should not through a Runtime error
Actual Behavior
Framework throws the following runtime error:
[ERROR] FATAL UNHANDLED EXCEPTION:Unhandled exception. System.NullReferenceException: Object reference not set to an instance of an object., at Python.Runtime.NewReferenceExtensions.Borrow(NewReference& reference) in D:\QuantConnect\MyLean\pythonnet\src\runtime\Native\NewReference.cs:line 165, at Python.Runtime.Converter.ToPrimitive(BorrowedReference value, Type obType, Object& result, Boolean setError, TypeCode tc, Boolean& usedImplicit) in D:\QuantConnect\MyLean\pythonnet\src\runtime\Converter.cs:line 771, at Python.Runtime.Converter.ToManagedValue(BorrowedReference value, Type obType, Object& result, Boolean setError, Boolean& usedImplicit) in D:\QuantConnect\MyLean\pythonnet\src\runtime\Converter.cs:line 671, at Python.Runtime.MethodBinder.Bind(BorrowedReference inst, BorrowedReference args, BorrowedReference kw, MethodBase info) in D:\QuantConnect\MyLean\pythonnet\src\runtime\MethodBinder.cs:line 632, at Python.Runtime.MethodBinder.Invoke(BorrowedReference inst, BorrowedReference args, BorrowedReference kw, MethodBase info, MethodInfo[] methodinfo) in D:\QuantConnect\MyLean\pythonnet\src\runtime\MethodBinder.cs:line 868, at Python.Runtime.MethodObject.Invoke(BorrowedReference target, BorrowedReference args, BorrowedReference kw, MethodBase info) in D:\QuantConnect\MyLean\pythonnet\src\runtime\Types\MethodObject.cs:line 73, at Python.Runtime.MethodBinding.tp_call(BorrowedReference ob, BorrowedReference args, BorrowedReference kw) in D:\QuantConnect\MyLean\pythonnet\src\runtime\Types\MethodBinding.cs:line 243,runLauncher.sh: line 17: 7 Aborted (core dumped) dotnet QuantConnect.Lean.Launcher.dll --data-folder /Data --config /QuantConnect/backtesting/airlock/config.json --results-destination-folder /QuantConnect/backtesting/airlock/
Potential Solution
don't add tz info to the datetime objects:
start_time = datetime(2024, 1, 8, 1, 0)
end_time = datetime(2024, 1, 8, 8, 0)
But then how to ensure correct timezone?
Reproducing the Problem
Try to run this code:
# region imports
from AlgorithmImports import *
# endregion
from datetime import datetime, time
from datetime import timedelta
import pytz
class BreakoutAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2024, 1, 8) # Set the backtest start date
self.SetEndDate(2024, 1, 8) # Set the backtest end date
self.SetCash(100000) # Set the initial cash balance
self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin)
self.symbol_minute = self.AddEquity("AMD", Resolution.Minute, extendedMarketHours=True,
dataNormalizationMode=DataNormalizationMode.Raw).Symbol
tzinfo=pytz.timezone('America/New_York')
start_time = datetime(2024, 1, 8, 1, 0, tzinfo=tzinfo)
end_time = datetime(2024, 1, 8, 8, 0, tzinfo=tzinfo)
self.Debug(f"start_time: {start_time}, end_time: {end_time}")
history = self.History([self.symbol_minute], start_time, end_time, Resolution.Minute, True, True)
if not history.empty:
self.Debug(f"history length: {len(history.loc[self.symbol_minute])}")
self.Debug(f"first time: {history.loc[self.symbol_minute].head(1).index}")
self.Debug(f"last time: {history.loc[self.symbol_minute].tail(1).index}")
def OnData(self, data: Slice):
pass
System Information
In the QuantConnect cloud system, using VS Code
Checklist
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masterbranch - I have confirmed that this is not a duplicate issue by searching issues
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