Improve error messages for datetime vs date operations in Python algorithms

Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj

@@ -32,7 +32,7 @@
     <DebugType>portable</DebugType>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Fuzzy" Version="3.6.0" />
     <PackageReference Include="Accord.MachineLearning" Version="3.6.0" />

Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj

@@ -29,7 +29,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Math" Version="3.6.0" />
     <PackageReference Include="Accord.Statistics" Version="3.6.0" />

Algorithm.Python/QuantConnect.Algorithm.Python.csproj

@@ -37,7 +37,7 @@
     <Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
   </ItemGroup>
   <ItemGroup>
     <Content Include="OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py" />

Algorithm/QuantConnect.Algorithm.csproj

@@ -29,7 +29,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.2" />
     <PackageReference Include="NodaTime" Version="3.0.5" />

AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj

@@ -28,7 +28,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="NodaTime" Version="3.0.5" />
   </ItemGroup>
   <ItemGroup>

Common/Exceptions/DatetimeDateComparisonPythonExceptionInterpreter.cs

@@ -0,0 +1,59 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using Python.Runtime;
+using QuantConnect.Util;
+
+namespace QuantConnect.Exceptions
+{
+    /// <summary>
+    /// Interprets TypeError exceptions raised when comparing datetime.datetime and datetime.date objects
+    /// </summary>
+    public class DatetimeDateComparisonPythonExceptionInterpreter : PythonExceptionInterpreter
+    {
+        /// <summary>
+        /// Determines the order that an instance of this class should be called
+        /// </summary>
+        public override int Order => 0;
+
+        /// <summary>
+        /// Determines if this interpreter should be applied to the specified exception.
+        /// </summary>
+        /// <param name="exception">The exception to check</param>
+        /// <returns>True if the exception can be interpreted, false otherwise</returns>
+        public override bool CanInterpret(Exception exception)
+        {
+            return base.CanInterpret(exception) &&
+                exception.Message.Contains(Messages.DatetimeDateComparisonPythonExceptionInterpreter.CantCompareExpectedSubstring);
+        }
+
+        /// <summary>
+        /// Interprets the specified exception into a new exception
+        /// </summary>
+        /// <param name="exception">The exception to be interpreted</param>
+        /// <param name="innerInterpreter">An interpreter that should be applied to the inner exception.</param>
+        /// <returns>The interpreted exception</returns>
+        public override Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
+        {
+            var pe = (PythonException)exception;
+
+            var message = Messages.DatetimeDateComparisonPythonExceptionInterpreter.InvalidDatetimeDateComparison;
+            message += PythonUtil.PythonExceptionStackParser(pe.StackTrace);
+
+            return new Exception(message, pe);
+        }
+    }
+}

Common/Exceptions/UnsupportedOperandPythonExceptionInterpreter.cs

@@ -52,6 +52,10 @@ public override Exception Interpret(Exception exception, IExceptionInterpreter i
 
             var types = pe.Message.Split(':')[1].Trim();
             var message = Messages.UnsupportedOperandPythonExceptionInterpreter.InvalidObjectTypesForOperation(types);
+            if (types.Contains("'datetime.datetime'") && types.Contains("'datetime.date'"))
+            {
+                message += Messages.UnsupportedOperandPythonExceptionInterpreter.DatetimeDateOperationHint;
+            }
             message += PythonUtil.PythonExceptionStackParser(pe.StackTrace);
 
             return new Exception(message, pe);

Common/Messages/Messages.Exceptions.cs

@@ -203,6 +203,30 @@ public static string InvalidObjectTypesForOperation(string types)
                 return $@"Trying to perform a summation, subtraction, multiplication or division between {
                     types} objects throws a TypeError exception. To prevent the exception, ensure that both values share the same type.";
             }
+
+            /// <summary>
+            /// Hint appended when the invalid operands are a datetime.datetime and a datetime.date
+            /// </summary>
+            public static string DatetimeDateOperationHint =
+                " To operate between them, use the date part of the datetime value, e.g.: (expiry.date() - today).days or self.time.date().";
+        }
+
+        /// <summary>
+        /// Provides user-facing messages for the <see cref="Exceptions.DatetimeDateComparisonPythonExceptionInterpreter"/> class and its consumers or related classes
+        /// </summary>
+        public static class DatetimeDateComparisonPythonExceptionInterpreter
+        {
+            /// <summary>
+            /// Expected substring of the TypeError raised when comparing a datetime.datetime with a datetime.date
+            /// </summary>
+            public static string CantCompareExpectedSubstring = "can't compare datetime.datetime to datetime.date";
+
+            /// <summary>
+            /// User-facing message for datetime.datetime vs datetime.date comparisons
+            /// </summary>
+            public static string InvalidDatetimeDateComparison =
+                "Trying to compare 'datetime.datetime' and 'datetime.date' objects throws a TypeError exception. " +
+                "To prevent the exception, compare using the date part of the datetime value, e.g.: self.time.date() <= some_date.";
         }
     }
 }

Common/QuantConnect.csproj

@@ -35,7 +35,7 @@
     <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
   </Target>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="CloneExtensions" Version="1.3.0" />
     <PackageReference Include="fasterflect" Version="3.0.0" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />

Engine/QuantConnect.Lean.Engine.csproj

@@ -41,7 +41,7 @@
     <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
   </Target>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="fasterflect" Version="3.0.0" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.2" />

Indicators/QuantConnect.Indicators.csproj

@@ -31,7 +31,7 @@
     <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
   </Target>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
   </ItemGroup>
   <ItemGroup>

Report/QuantConnect.Report.csproj

@@ -39,7 +39,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="Deedle" Version="2.1.0" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.2" />

Research/QuantConnect.Research.csproj

@@ -34,7 +34,7 @@
     <PackageReference Include="Plotly.NET" Version="5.1.0" />
     <PackageReference Include="Plotly.NET.CSharp" Version="0.13.0" />
     <PackageReference Include="Plotly.NET.Interactive" Version="5.0.0" />
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="NodaTime" Version="3.0.5" />
   </ItemGroup>
   <ItemGroup>

Tests/Common/Exceptions/DatetimeDateComparisonPythonExceptionInterpreterTests.cs

@@ -0,0 +1,114 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using NUnit.Framework;
+using NUnit.Framework.Constraints;
+using Python.Runtime;
+using QuantConnect.Exceptions;
+using System;
+using System.Collections.Generic;
+
+namespace QuantConnect.Tests.Common.Exceptions
+{
+    [TestFixture]
+    public class DatetimeDateComparisonPythonExceptionInterpreterTests
+    {
+        private PythonException _comparisonException;
+        private PythonException _unsupportedOperandException;
+
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            using (Py.GIL())
+            {
+                var module = Py.Import("Test_PythonExceptionInterpreter");
+                dynamic algorithm = module.GetAttr("Test_PythonExceptionInterpreter").Invoke();
+
+                try
+                {
+                    // x = datetime(2020, 1, 2) < date(2020, 1, 1)
+                    algorithm.datetime_date_comparison();
+                }
+                catch (PythonException pythonException)
+                {
+                    _comparisonException = pythonException;
+                }
+
+                try
+                {
+                    // x = None + "Pepe Grillo"
+                    algorithm.unsupported_operand();
+                }
+                catch (PythonException pythonException)
+                {
+                    _unsupportedOperandException = pythonException;
+                }
+            }
+        }
+
+        [Test]
+        public void StackInterpreterRewritesComparisonErrorWithDateHint()
+        {
+            var interpreter = StackExceptionInterpreter.CreateFromAssemblies();
+            var interpreted = interpreter.Interpret(_comparisonException, NullExceptionInterpreter.Instance);
+            Assert.IsTrue(interpreted.Message.Contains(".date()"), interpreted.Message);
+            Assert.IsTrue(interpreted.Message.Contains("x = datetime(2020, 1, 2) < date(2020, 1, 1)"), interpreted.Message);
+        }
+
+        [Test]
+        [TestCase(typeof(Exception), ExpectedResult = false)]
+        [TestCase(typeof(KeyNotFoundException), ExpectedResult = false)]
+        [TestCase(typeof(DivideByZeroException), ExpectedResult = false)]
+        [TestCase(typeof(InvalidOperationException), ExpectedResult = false)]
+        [TestCase(typeof(PythonException), ExpectedResult = true)]
+        public bool CanInterpretReturnsTrueForOnlyDatetimeDateComparisonPythonExceptionType(Type exceptionType)
+        {
+            var exception = CreateExceptionFromType(exceptionType);
+            return new DatetimeDateComparisonPythonExceptionInterpreter().CanInterpret(exception);
+        }
+
+        [Test]
+        public void CanInterpretReturnsFalseForOtherTypeErrors()
+        {
+            Assert.IsFalse(new DatetimeDateComparisonPythonExceptionInterpreter().CanInterpret(_unsupportedOperandException));
+            Assert.IsFalse(new UnsupportedOperandPythonExceptionInterpreter().CanInterpret(_comparisonException));
+        }
+
+        [Test]
+        [TestCase(typeof(Exception), true)]
+        [TestCase(typeof(KeyNotFoundException), true)]
+        [TestCase(typeof(DivideByZeroException), true)]
+        [TestCase(typeof(InvalidOperationException), true)]
+        [TestCase(typeof(PythonException), false)]
+        public void InterpretThrowsForNonDatetimeDateComparisonPythonExceptionTypes(Type exceptionType, bool expectThrow)
+        {
+            var exception = CreateExceptionFromType(exceptionType);
+            var interpreter = new DatetimeDateComparisonPythonExceptionInterpreter();
+            var constraint = expectThrow ? (IResolveConstraint)Throws.Exception : Throws.Nothing;
+            Assert.That(() => interpreter.Interpret(exception, NullExceptionInterpreter.Instance), constraint);
+        }
+
+        [Test]
+        public void InterpretedMessageContainsGuidanceAndStackInformation()
+        {
+            var interpreted = new DatetimeDateComparisonPythonExceptionInterpreter().Interpret(_comparisonException, NullExceptionInterpreter.Instance);
+            Assert.IsTrue(interpreted.Message.Contains(
+                Messages.DatetimeDateComparisonPythonExceptionInterpreter.InvalidDatetimeDateComparison), interpreted.Message);
+            Assert.IsTrue(interpreted.Message.Contains("x = datetime(2020, 1, 2) < date(2020, 1, 1)"), interpreted.Message);
+        }
+
+        private Exception CreateExceptionFromType(Type type) => type == typeof(PythonException) ? _comparisonException : (Exception)Activator.CreateInstance(type);
+    }
+}

Tests/Common/Exceptions/UnsupportedOperandPythonExceptionInterpreterTests.cs

@@ -26,6 +26,8 @@ namespace QuantConnect.Tests.Common.Exceptions
     public class UnsupportedOperandPythonExceptionInterpreterTests
     {
         private PythonException _pythonException;
+        private PythonException _datetimeDateException;
+        private PythonException _dateDatetimeException;
 
         [OneTimeSetUp]
         public void Setup()
@@ -44,6 +46,26 @@ public void Setup()
                 {
                     _pythonException = pythonException;
                 }
+
+                try
+                {
+                    // x = datetime(2020, 1, 2) - date(2020, 1, 1)
+                    algorithm.unsupported_operand_datetime_date();
+                }
+                catch (PythonException pythonException)
+                {
+                    _datetimeDateException = pythonException;
+                }
+
+                try
+                {
+                    // x = date(2020, 1, 1) - datetime(2020, 1, 2)
+                    algorithm.unsupported_operand_date_datetime();
+                }
+                catch (PythonException pythonException)
+                {
+                    _dateDatetimeException = pythonException;
+                }
             }
         }
 
@@ -73,6 +95,24 @@ public void InterpretThrowsForNonUnsupportedOperandPythonExceptionTypes(Type exc
             Assert.That(() => interpreter.Interpret(exception, NullExceptionInterpreter.Instance), constraint);
         }
 
+        [Test]
+        [TestCase(true)]
+        [TestCase(false)]
+        public void AppendsDateHintForDatetimeDateOperands(bool datetimeFirst)
+        {
+            var exception = datetimeFirst ? _datetimeDateException : _dateDatetimeException;
+            var interpreted = new UnsupportedOperandPythonExceptionInterpreter().Interpret(exception, NullExceptionInterpreter.Instance);
+            Assert.IsTrue(interpreted.Message.Contains("'datetime.datetime'"), interpreted.Message);
+            Assert.IsTrue(interpreted.Message.Contains(".date()"), interpreted.Message);
+        }
+
+        [Test]
+        public void DoesNotAppendDateHintForOtherOperands()
+        {
+            var interpreted = new UnsupportedOperandPythonExceptionInterpreter().Interpret(_pythonException, NullExceptionInterpreter.Instance);
+            Assert.IsFalse(interpreted.Message.Contains(".date()"), interpreted.Message);
+        }
+
         [Test]
         public void VerifyMessageContainsStackTraceInformation()
         {

Tests/QuantConnect.Tests.csproj

@@ -31,7 +31,7 @@
   </PropertyGroup>
   <Import Project="$(SolutionDir)\.nuget\NuGet.targets" Condition="Exists('$(SolutionDir)\.nuget\NuGet.targets')" />
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.64" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.65" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Math" Version="3.6.0" />
     <PackageReference Include="Common.Logging" Version="3.4.1" />

Tests/RegressionAlgorithms/Test_PythonExceptionInterpreter.py

@@ -32,6 +32,15 @@ def no_method_match_rsi(self):
     def unsupported_operand(self):
         x = None + "Pepe Grillo"
 
+    def unsupported_operand_datetime_date(self):
+        x = datetime(2020, 1, 2) - date(2020, 1, 1)
+
+    def unsupported_operand_date_datetime(self):
+        x = date(2020, 1, 1) - datetime(2020, 1, 2)
+
+    def datetime_date_comparison(self):
+        x = datetime(2020, 1, 2) < date(2020, 1, 1)
+
     def module_not_found(self):
         from MissingClrNamespace.Distributions import Normal