Restore Python's builtin Exception shadowed by AlgorithmImports star imports

Common/AlgorithmImports.py

@@ -99,5 +99,10 @@
 import math
 import json
 
+# "from System import *" shadows Python's builtin Exception with System.Exception, whose
+# except clauses do not catch Python exceptions (TypeError, KeyError, ...).
+# Restore the builtin; "import System" gives explicit access to the CLR type if needed.
+from builtins import Exception
+
 QCAlgorithmFramework = QCAlgorithm
 QCAlgorithmFrameworkBridge = QCAlgorithm

Tests/Python/AlgorithmImportsTests.cs

@@ -0,0 +1,111 @@
+/*
+ * 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 NUnit.Framework;
+
+namespace QuantConnect.Tests.Python
+{
+    [TestFixture]
+    public class AlgorithmImportsTests
+    {
+        private PyObject _module;
+
+        [OneTimeSetUp]
+        public void Setup()
+        {
+            using (Py.GIL())
+            {
+                _module = PyModule.FromString("AlgorithmImportsTests", @"
+from AlgorithmImports import *
+import builtins
+import AlgorithmImports
+
+def exception_is_the_python_builtin():
+    return Exception is builtins.Exception
+
+def except_clause_catches_python_exceptions():
+    try:
+        raise TypeError('expected')
+    except Exception:
+        return True
+    except BaseException:
+        return False
+
+def except_clause_catches_clr_exceptions(action):
+    try:
+        action()
+    except Exception:
+        return True
+    except BaseException:
+        return False
+
+def shadowed_builtin_names():
+    return [name for name, value in vars(AlgorithmImports).items()
+            if not name.startswith('_') and getattr(builtins, name, value) is not value]
+");
+            }
+        }
+
+        [OneTimeTearDown]
+        public void TearDown()
+        {
+            using (Py.GIL())
+            {
+                _module.Dispose();
+            }
+        }
+
+        [Test]
+        public void ExceptionIsThePythonBuiltinException()
+        {
+            using (Py.GIL())
+            {
+                Assert.IsTrue(_module.GetAttr("exception_is_the_python_builtin").Invoke().As<bool>());
+            }
+        }
+
+        [Test]
+        public void ExceptClauseCatchesPythonExceptions()
+        {
+            using (Py.GIL())
+            {
+                Assert.IsTrue(_module.GetAttr("except_clause_catches_python_exceptions").Invoke().As<bool>());
+            }
+        }
+
+        [Test]
+        public void ExceptClauseCatchesClrExceptions()
+        {
+            using (Py.GIL())
+            {
+                Action action = () => throw new ArgumentException("thrown from C#");
+                Assert.IsTrue(_module.GetAttr("except_clause_catches_clr_exceptions").Invoke(action.ToPython()).As<bool>());
+            }
+        }
+
+        [Test]
+        public void StarImportsDoNotShadowPythonBuiltins()
+        {
+            using (Py.GIL())
+            {
+                var shadowed = _module.GetAttr("shadowed_builtin_names").Invoke().As<string[]>();
+                Assert.IsEmpty(shadowed, $"Python builtins shadowed by AlgorithmImports: {string.Join(", ", shadowed)}");
+            }
+        }
+    }
+}