Handle too many requests exception from market source

bleunguts · Jan 27, 2024 · ba22dd6 · ba22dd6
1 parent 2548d1a
commit ba22dd6
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Showing 3 changed files with 40 additions and 16 deletions.
diff --git a/ProjectX.GatewayAPI/Controllers/BacktestServiceController.cs b/ProjectX.GatewayAPI/Controllers/BacktestServiceController.cs
@@ -37,17 +37,25 @@ public async Task<IEnumerable<StrategyChartData>> Get(string ticker, DateTime fr
         bool isReinvest = false;
         MovingAverageImpl movingAverageImpl = MovingAverageImpl.BollingerBandsImpl;
 
-        var marketPrices = await _stockMarketSource.GetPrices(ticker, fromDate, toDate);
-        var pnlRanking = _backtestService.ComputeLongShortPnlFull(marketPrices, notional, new TradingStrategy(TradingStrategyType.MeanReversion, isReinvest));
-        var maximumProfitStrategy = pnlRanking.OrderByDescending(p => p.pnlCum).First();
-
-        int movingWindow = maximumProfitStrategy.movingWindow;
-        double signalIn = maximumProfitStrategy.zin;
-        double signalOut = maximumProfitStrategy.zout;
-
-        var smoothenedSignals = await _stockSignalService.GetSignalUsingMovingAverageByDefault(ticker, fromDate, toDate, movingWindow, movingAverageImpl);
-        List<StrategyPnl> pnlForMaximumProfit = _backtestService.ComputeLongShortPnl(smoothenedSignals, notional, signalIn, signalOut, new TradingStrategy(TradingStrategyType.MeanReversion, isReinvest)).ToList();
-        var data = pnlForMaximumProfit.Select(p => new StrategyChartData(p.Date.ToString("ddMMyy"), p.PnLCum, p.PnLCumHold));
-        return data;
+        try
+        {
+            var marketPrices = await _stockMarketSource.GetPrices(ticker, fromDate, toDate);
+            var pnlRanking = _backtestService.ComputeLongShortPnlFull(marketPrices, notional, new TradingStrategy(TradingStrategyType.MeanReversion, isReinvest));
+            var maximumProfitStrategy = pnlRanking.OrderByDescending(p => p.pnlCum).First();
+
+            int movingWindow = maximumProfitStrategy.movingWindow;
+            double signalIn = maximumProfitStrategy.zin;
+            double signalOut = maximumProfitStrategy.zout;
+
+            var smoothenedSignals = await _stockSignalService.GetSignalUsingMovingAverageByDefault(ticker, fromDate, toDate, movingWindow, movingAverageImpl);
+            List<StrategyPnl> pnlForMaximumProfit = _backtestService.ComputeLongShortPnl(smoothenedSignals, notional, signalIn, signalOut, new TradingStrategy(TradingStrategyType.MeanReversion, isReinvest)).ToList();
+            var data = pnlForMaximumProfit.Select(p => new StrategyChartData(p.Date.ToString("ddMMyy"), p.PnLCum, p.PnLCumHold));
+            return data;
+        }
+        catch(Exception exp)
+        {
+            _logger.LogError($"Cannot GetLongShort Strategy for {ticker}, {fromDate} {toDate} {notional}, Reason: {exp.Message}");
+            throw;
+        }
     }
 }
diff --git a/Web/src/TradingStrategyStore.ts b/Web/src/TradingStrategyStore.ts
@@ -39,7 +39,12 @@ export class TradingStrategyStore
             runInAction(() => {
                 this.transport        
                     .fetchLongShortStrategy(symbol)
-                    .then((res) => this.data = ((res as AxiosResponse<never, never>).data as ChartData[]));
+                    .then((res) => this.data = ((res as AxiosResponse<never, never>).data as ChartData[]))
+                    .catch((e) => {
+                        console.log(`Error occurred whilst loading new symbol... ${e}`);
+                        this.symbol = `ERROR LOADING SYMBOL..`;
+                        this.data = FakeStrategyPlaceholder;
+                    });
 
                 console.log(`Symbol: ${symbol} loaded, data length: ${this.data.length}`);
             })

diff --git a/Web/src/components/layout/StockNews.tsx b/Web/src/components/layout/StockNews.tsx
@@ -74,23 +74,34 @@ export default function StockNews() {
     const handleDoubleClick = () => {
         setStockSymbol("");
     }
+
     function prettify(changesPercentage: string): string {
         return changesPercentage.includes('.') ?
                 changesPercentage.substring(0, changesPercentage.indexOf('.') + 2)
                 :
                 changesPercentage;
     }
 
+    const stockSymbols: Array<string> = [
+        'AAPL',
+        'IBM',
+        'BTCUSD'
+    ];
+
     return (
         <>
             <Grid container direction="row" spacing={1.5} alignItems="center" justifyContent="flex-end" alignContent='center'>
                 <Grid item><Typography variant="h6" align="center" gutterBottom>Stock Symbol:</Typography></Grid>
                 <Grid item>
                     <input id="stockSymbol" type="text" size={6} disabled={false} value={stockSymbol} onChange={handleStockSymbolChange} list="datalist" onDoubleClick={handleDoubleClick}/>
                     <datalist id="datalist">
-                        <option value="AAPL">AAPL</option>
-                        <option value="IBM">IBM</option>
-                        <option value="BTCUSD">BTCUSD</option>
+                        { 
+                            stockSymbols.map(function(s) {
+                                return (
+                                    <option value={s}>{s}</option>
+                                )
+                            })
+                        }
                     </datalist>
                 </Grid>
                 <Grid item><Button disabled={false} onClick={handleStrategize}>STRATEGIZE</Button></Grid>