ENH: Well formed exception for any value passed to OrderStyle

This commit adds support for arbitrary objects in addition to NaN
and infinity values. The object well be returned in string format
as part of the error message.

tests/test_execution_styles.py

@@ -62,7 +62,18 @@ class ExecutionStyleTestCase(TestCase):
         for delta in range(1, 10)
     ]
 
-    INVALID_PRICES = [(-1,), (-1.0,), (0 - epsilon,), (float('nan'),)]
+    class ArbitraryObject():
+        def __str__(self):
+            return """This should yield a bad order error when
+            passed as a stop or limit price."""
+
+    INVALID_PRICES = [
+        (-1,),
+        (-1.0,),
+        (0 - epsilon,),
+        (float('nan'),),
+        (ArbitraryObject(),),
+    ]
 
     def setUp(self):
         setup_logger(self)

zipline/finance/execution.py

@@ -21,7 +21,7 @@
 
 import zipline.utils.math_utils as zp_math
 
-from math import isnan
+from numpy import isfinite
 
 from zipline.errors import BadOrderParameters
 
@@ -82,16 +82,8 @@ def __init__(self, limit_price, exchange=None):
         Store the given price.
         """
 
-        if isnan(limit_price):
-            raise BadOrderParameters(
-                msg="""Attempted to place an order with a limit price
-                of NaN."""
-            )
+        check_stoplimit_prices(limit_price, 'limit')
 
-        if limit_price < 0:
-            raise BadOrderParameters(
-                msg="Can't place a limit with a negative price."
-            )
         self.limit_price = limit_price
         self._exchange = exchange
 
@@ -112,16 +104,8 @@ def __init__(self, stop_price, exchange=None):
         Store the given price.
         """
 
-        if isnan(stop_price):
-            raise BadOrderParameters(
-                msg="""Attempted to place an order with a stop price
-                of NaN."""
-            )
+        check_stoplimit_prices(stop_price, 'stop')
 
-        if stop_price < 0:
-            raise BadOrderParameters(
-                msg="Can't place a stop order with a negative price."
-            )
         self.stop_price = stop_price
         self._exchange = exchange
 
@@ -142,25 +126,9 @@ def __init__(self, limit_price, stop_price, exchange=None):
         Store the given prices
         """
 
-        if isnan(limit_price):
-            raise BadOrderParameters(
-                msg="""Attempted to place an order with a limit price
-                of NaN."""
-            )
-        if isnan(stop_price):
-            raise BadOrderParameters(
-                msg="""Attempted to place an order with a stop price
-                of NaN."""
-            )
+        check_stoplimit_prices(limit_price, 'limit')
 
-        if limit_price < 0:
-            raise BadOrderParameters(
-                msg="Can't place a limit with a negative price."
-            )
-        if stop_price < 0:
-            raise BadOrderParameters(
-                msg="Can't place a stop order with a negative price."
-            )
+        check_stoplimit_prices(stop_price, 'stop')
 
         self.limit_price = limit_price
         self.stop_price = stop_price
@@ -201,3 +169,26 @@ def asymmetric_round_price_to_penny(price, prefer_round_down,
     if zp_math.tolerant_equals(rounded, 0.0):
         return 0.0
     return rounded
+
+
+# Check to make sure the stop/limit prices are reasonable and raise
+# an exception if not.
+def check_stoplimit_prices(price, label):
+    try:
+        if not isfinite(price):
+            raise BadOrderParameters(
+                msg="""Attempted to place an order with a {} price
+                of {}.""".format(label, price)
+            )
+    # This catches arbitrary objects
+    except TypeError:
+        raise BadOrderParameters(
+            msg="""Attempted to place an order with a {} price
+            of {}.""".format(label, price)
+        )
+
+    if price < 0:
+        raise BadOrderParameters(
+            msg="""Can't place a {} order
+             with a negative price.""".format(label)
+        )