From 2816b96650b46c2a18859b95527cda0edb5de1d6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 6 Feb 2020 20:26:04 +0100
Subject: [PATCH] Create strategy_wrapper to call user-defined code with

---
 freqtrade/exceptions.py                |  7 +++++++
 freqtrade/strategy/interface.py        | 25 ++++++++--------------
 freqtrade/strategy/strategy_wrapper.py | 29 ++++++++++++++++++++++++++
 tests/strategy/test_interface.py       |  4 ++--
 4 files changed, 47 insertions(+), 18 deletions(-)
 create mode 100644 freqtrade/strategy/strategy_wrapper.py

diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index 2f05ddb57..553a691ef 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -35,3 +35,10 @@ class TemporaryError(FreqtradeException):
     This could happen when an exchange is congested, unavailable, or the user
     has networking problems. Usually resolves itself after a time.
     """
+
+
+class StrategyError(FreqtradeException):
+    """
+    Errors with custom user-code deteced.
+    Usually caused by errors in the strategy.
+    """
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6e15c5183..c20bf0218 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -3,21 +3,22 @@ IStrategy interface
 This module defines the interface to apply for strategies
 """
 import logging
+import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timezone
 from enum import Enum
 from typing import Dict, List, NamedTuple, Optional, Tuple
-import warnings
 
 import arrow
 from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.exceptions import StrategyError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.persistence import Trade
+from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -255,20 +256,12 @@ class IStrategy(ABC):
             return False, False
 
         try:
-            dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair})
-        except ValueError as error:
-            logger.warning(
-                'Unable to analyze ticker for pair %s: %s',
-                pair,
-                str(error)
-            )
-            return False, False
-        except Exception as error:
-            logger.exception(
-                'Unexpected error when analyzing ticker for pair %s: %s',
-                pair,
-                str(error)
-            )
+            dataframe = strategy_safe_wrapper(
+                self._analyze_ticker_internal, message=""
+                )(dataframe, {'pair': pair})
+        except StrategyError as error:
+            logger.warning(f"Unable to analyze ticker for pair {pair}: {error}")
+
             return False, False
 
         if dataframe.empty:
diff --git a/freqtrade/strategy/strategy_wrapper.py b/freqtrade/strategy/strategy_wrapper.py
new file mode 100644
index 000000000..61c986732
--- /dev/null
+++ b/freqtrade/strategy/strategy_wrapper.py
@@ -0,0 +1,29 @@
+import logging
+
+from freqtrade.exceptions import StrategyError
+
+logger = logging.getLogger(__name__)
+
+
+def strategy_safe_wrapper(f, message: str, default_retval=None):
+    def wrapper(*args, **kwargs):
+        try:
+            return f(*args, **kwargs)
+        except ValueError as error:
+            logger.warning(
+                f"{message}"
+                f"Strategy caused the following exception: {error}"
+                f"{f}"
+            )
+            if not default_retval:
+                raise StrategyError(str(error)) from error
+            return default_retval
+        except Exception as error:
+            logger.exception(
+                f"Unexpected error {error} calling {f}"
+            )
+            if not default_retval:
+                raise StrategyError(str(error)) from error
+            return default_retval
+
+    return wrapper
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 89c38bda1..2959fe62c 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -10,8 +10,8 @@ from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.persistence import Trade
-from tests.conftest import get_patched_exchange, log_has
 from freqtrade.strategy.default_strategy import DefaultStrategy
+from tests.conftest import get_patched_exchange, log_has, log_has_re
 
 # Avoid to reinit the same object again and again
 _STRATEGY = DefaultStrategy(config={})
@@ -65,7 +65,7 @@ def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_hi
     )
     assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
                                                   ticker_history)
-    assert log_has('Unable to analyze ticker for pair foo: xyz', caplog)
+    assert log_has_re(r'Strategy caused the following exception: xyz.*', caplog)
 
 
 def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):