Merge pull request robcarver17#983 from tgibson11/missing-data-2

Don't pass missing_data into analyse_for_tick function

Author: robcarver17

sysexecution/algos/algo.py

@@ -1,7 +1,7 @@
 from copy import copy
 from dataclasses import dataclass
 
-from syscore.exceptions import missingContract
+from syscore.exceptions import missingContract, missingData
 from syscore.constants import missing_data, arg_not_supplied
 from sysexecution.orders.named_order_objects import missing_order
 
@@ -165,21 +165,21 @@ def get_market_data_for_order_modifies_ticker_object(
         log = contract_order.log_with_attributes(self.data.log)
 
         # Get the first 'reference' tick
-        reference_tick = (
-            ticker_object.wait_for_valid_bid_and_ask_and_return_current_tick(
-                wait_time_seconds=10
+        try:
+            reference_tick = (
+                ticker_object.wait_for_valid_bid_and_ask_and_return_current_tick(
+                    wait_time_seconds=10
+                )
             )
-        )
-
-        tick_analysis = ticker_object.analyse_for_tick(reference_tick)
-
-        if tick_analysis is missing_data:
+        except missingData:
             log.warn(
                 "Can't get market data for %s so not trading with limit order %s"
                 % (contract_order.instrument_code, str(contract_order))
             )
             return missing_data
 
+        tick_analysis = ticker_object.analyse_for_tick(reference_tick)
+
         ticker_object.clear_and_add_reference_as_first_tick(reference_tick)
 
         # These prices will be used for limit price purposes

sysexecution/tick_data.py

@@ -250,7 +250,7 @@ def analyse_for_tick(
         if tick is arg_not_supplied:
             tick = self.current_tick()
 
-        if tick is missing_data or qty is arg_not_supplied:
+        if qty is arg_not_supplied:
             return missing_data
 
         results = analyse_tick(tick, qty, replace_qty_nans=replace_qty_nans)
@@ -261,9 +261,13 @@ def wait_for_valid_bid_and_ask_and_analyse_current_tick(
         self, qty: int = arg_not_supplied, wait_time_seconds: int = 10
     ) -> oneTick:
 
-        current_tick = self.wait_for_valid_bid_and_ask_and_return_current_tick(
-            wait_time_seconds=wait_time_seconds
-        )
+        try:
+            current_tick = self.wait_for_valid_bid_and_ask_and_return_current_tick(
+                wait_time_seconds=wait_time_seconds
+            )
+        except missingData:
+            return missing_data
+
         analysis = self.analyse_for_tick(current_tick, qty=qty)
 
         return analysis
@@ -275,7 +279,7 @@ def wait_for_valid_bid_and_ask_and_return_current_tick(
         timer = quickTimer(wait_time_seconds)
         while waiting:
             if timer.finished:
-                return missing_data
+                raise missingData
             self.refresh()
             last_bid = self.bid()
             last_ask = self.ask()