Improve python exception parsing (QuantConnect#5831)

* Improve python exception parsing

- Improve python exception parsing adding support for line shift. Adding
  unit tests

* PythonException revert change

* Centralized and normalize algorithm runtime handling

* Adding support for C# line and file exception report

Common/Brokerages/DefaultBrokerageMessageHandler.cs

@@ -82,8 +82,8 @@ public void Handle(BrokerageMessageEvent message)
                     break;
 
                 case BrokerageMessageType.Error:
-                    _algorithm.Error($"Brokerage Error: {message.Message}");
-                    _algorithm.RunTimeError = new Exception(message.Message);
+                    // unexpected error, we need to close down shop
+                    _algorithm.SetRuntimeError(new Exception(message.Message), "Brokerage Error");
                     break;
 
                 case BrokerageMessageType.Disconnect:
@@ -181,9 +181,8 @@ private void CheckReconnected(BrokerageMessageEvent message)
             if (!_connected)
             {
                 Log.Error("DefaultBrokerageMessageHandler.Handle(): Still disconnected, goodbye.");
-                _algorithm.Error($"Brokerage Disconnect: {message.Message}");
-                _algorithm.RunTimeError = new Exception(message.Message);
+                _algorithm.SetRuntimeError(new Exception(message.Message), "Brokerage Disconnect");
             }
         }
     }
-}
+}

Common/Exceptions/DllNotFoundPythonExceptionInterpreter.cs

@@ -14,7 +14,6 @@
 */
 
 using System;
-using QuantConnect.Util;
 
 namespace QuantConnect.Exceptions
 {
@@ -64,4 +63,4 @@ public Exception Interpret(Exception exception, IExceptionInterpreter innerInter
             return new DllNotFoundException(message, dnfe);
         }
     }
-}
+}

Common/Exceptions/InvalidTokenPythonExceptionInterpreter.cs

@@ -15,29 +15,27 @@
 
 using System;
 using Python.Runtime;
-using QuantConnect.Util;
 
 namespace QuantConnect.Exceptions
 {
     /// <summary>
     /// Interprets <see cref="InvalidTokenPythonExceptionInterpreter"/> instances
     /// </summary>
-    public class InvalidTokenPythonExceptionInterpreter : IExceptionInterpreter
+    public class InvalidTokenPythonExceptionInterpreter : PythonExceptionInterpreter
     {
         /// <summary>
         /// Determines the order that an instance of this class should be called
         /// </summary>
-        public int Order => 0;
+        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 bool CanInterpret(Exception exception)
+        public override bool CanInterpret(Exception exception)
         {
-            return
-                exception?.GetType() == typeof(PythonException) &&
+            return base.CanInterpret(exception) &&
                 exception.Message.Contains("SyntaxError") &&
                 exception.Message.Contains("invalid token");
         }
@@ -48,7 +46,7 @@ public bool CanInterpret(Exception exception)
         /// <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 Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
+        public override Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
         {
             var pe = (PythonException)exception;
 
@@ -58,4 +56,4 @@ public Exception Interpret(Exception exception, IExceptionInterpreter innerInter
             return new Exception($"{message}{Environment.NewLine}  in {errorLine}{Environment.NewLine}", pe);
         }
     }
-}
+}

Common/Exceptions/KeyErrorPythonExceptionInterpreter.cs

@@ -14,31 +14,30 @@
 */
 
 using System;
-using System.Collections.Generic;
 using Python.Runtime;
 using QuantConnect.Util;
+using System.Collections.Generic;
 
 namespace QuantConnect.Exceptions
 {
     /// <summary>
     /// Interprets <see cref="KeyErrorPythonExceptionInterpreter"/> instances
     /// </summary>
-    public class KeyErrorPythonExceptionInterpreter : IExceptionInterpreter
+    public class KeyErrorPythonExceptionInterpreter : PythonExceptionInterpreter
     {
         /// <summary>
         /// Determines the order that an instance of this class should be called
         /// </summary>
-        public int Order => 0;
+        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 bool CanInterpret(Exception exception)
+        public override bool CanInterpret(Exception exception)
         {
-            return 
-                exception?.GetType() == typeof(PythonException) &&
+            return base.CanInterpret(exception) &&
                 exception.Message.Contains("KeyError");
         }
         /// <summary>
@@ -47,7 +46,7 @@ public bool CanInterpret(Exception exception)
         /// <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 Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
+        public override Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
         {
             var pe = (PythonException)exception;
 
@@ -67,4 +66,4 @@ public Exception Interpret(Exception exception, IExceptionInterpreter innerInter
             return new KeyNotFoundException(message, pe);
         }
     }
-}
+}

Common/Exceptions/NoMethodMatchPythonExceptionInterpreter.cs

@@ -22,22 +22,21 @@ namespace QuantConnect.Exceptions
     /// <summary>
     /// Interprets <see cref="NoMethodMatchPythonExceptionInterpreter"/> instances
     /// </summary>
-    public class NoMethodMatchPythonExceptionInterpreter : IExceptionInterpreter
+    public class NoMethodMatchPythonExceptionInterpreter : PythonExceptionInterpreter
     {
         /// <summary>
         /// Determines the order that an instance of this class should be called
         /// </summary>
-        public int Order => 0;
+        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 bool CanInterpret(Exception exception)
+        public override bool CanInterpret(Exception exception)
         {
-            return
-                exception?.GetType() == typeof(PythonException) &&
+            return base.CanInterpret(exception) &&
                 exception.Message.Contains("TypeError") &&
                 exception.Message.Contains("No method match");
         }
@@ -48,7 +47,7 @@ public bool CanInterpret(Exception exception)
         /// <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 Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
+        public override Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
         {
             var pe = (PythonException)exception;
 
@@ -61,4 +60,4 @@ public Exception Interpret(Exception exception, IExceptionInterpreter innerInter
             return new MissingMethodException(message, pe);
         }
     }
-}
+}

Common/Exceptions/PythonExceptionInterpreter.cs

@@ -27,27 +27,26 @@ public class PythonExceptionInterpreter : IExceptionInterpreter
         /// <summary>
         /// Determines the order that an instance of this class should be called
         /// </summary>
-        public int Order => int.MaxValue;
+        public virtual int Order => int.MaxValue - 1;
 
         /// <summary>
         /// Determines if this interpreter should be applied to the specified exception. f
         /// </summary>
         /// <param name="exception">The exception to check</param>
         /// <returns>True if the exception can be interpreted, false otherwise</returns>
-        public bool CanInterpret(Exception exception) => exception?.GetType() == typeof(PythonException);
+        public virtual bool CanInterpret(Exception exception) => exception?.GetType() == typeof(PythonException);
 
         /// <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 Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
+        public virtual Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
         {
             var pe = (PythonException)exception;
 
-            var message = pe.Message + PythonUtil.PythonExceptionStackParser(pe.StackTrace);
-            return new Exception(message, pe);
+            return new Exception(PythonUtil.PythonExceptionParser(pe), pe);
         }
     }
-}
+}

Common/Exceptions/StackExceptionInterpreter.cs

@@ -14,10 +14,10 @@
 */
 
 using System;
-using System.Collections.Generic;
 using System.Linq;
 using System.Reflection;
 using QuantConnect.Logging;
+using System.Collections.Generic;
 
 namespace QuantConnect.Exceptions
 {
@@ -28,6 +28,12 @@ public class StackExceptionInterpreter : IExceptionInterpreter
     {
         private readonly List<IExceptionInterpreter> _interpreters;
 
+        /// <summary>
+        /// Stack interpreter instance
+        /// </summary>
+        public static readonly Lazy<StackExceptionInterpreter> Instance = new Lazy<StackExceptionInterpreter>(
+            () => StackExceptionInterpreter.CreateFromAssemblies(AppDomain.CurrentDomain.GetAssemblies()));
+
         /// <summary>
         /// Determines the order that an instance of this class should be called
         /// </summary>
@@ -66,7 +72,7 @@ public bool CanInterpret(Exception exception)
         /// configured in the <see cref="StackExceptionInterpreter"/>. Individual implementations *may* ignore
         /// this value if required.</param>
         /// <returns>The interpreted exception</returns>
-        public Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
+        public Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter = null)
         {
             if (exception == null)
             {

Common/Exceptions/SystemExceptionInterpreter.cs

@@ -0,0 +1,76 @@
+/*
+ * 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 System.Text.RegularExpressions;
+
+namespace QuantConnect.Exceptions
+{
+    /// <summary>
+    /// Base handler that will try get an exception file and line
+    /// </summary>
+    public class SystemExceptionInterpreter : IExceptionInterpreter
+    {
+        private static Regex FileAndLineRegex = new Regex("(\\w+.cs:line \\d+)", RegexOptions.Compiled);
+
+        /// <summary>
+        /// Determines the order that an instance of this class should be called
+        /// </summary>
+        public int Order => int.MaxValue;
+
+        /// <summary>
+        /// Determines if this interpreter should be applied to the specified exception. f
+        /// </summary>
+        /// <param name="exception">The exception to check</param>
+        /// <returns>True if the exception can be interpreted, false otherwise</returns>
+        public bool CanInterpret(Exception exception) => true;
+
+        /// <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 Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
+        {
+            if (!TryGetLineAndFile(exception.StackTrace, out var fileAndLine))
+            {
+                return exception;
+            }
+            return new Exception(exception.Message + fileAndLine, exception);
+        }
+
+        /// <summary>
+        /// Helper method to get the file and line from a C# stacktrace
+        /// </summary>
+        public static bool TryGetLineAndFile(string stackTrace, out string fileAndLine)
+        {
+            fileAndLine = null;
+            if (stackTrace != null)
+            {
+                var match = FileAndLineRegex.Match(stackTrace);
+                if (match.Success)
+                {
+                    foreach (Match lineCapture in match.Captures)
+                    {
+                        fileAndLine = $" in {lineCapture.Groups[1].Value}" ;
+                        return true;
+                    }
+                }
+            }
+            return false;
+        }
+    }
+}

Common/Exceptions/UnsupportedOperandPythonExceptionInterpreter.cs

@@ -22,22 +22,21 @@ namespace QuantConnect.Exceptions
     /// <summary>
     /// Interprets <see cref="UnsupportedOperandPythonExceptionInterpreter"/> instances
     /// </summary>
-    public class UnsupportedOperandPythonExceptionInterpreter : IExceptionInterpreter
+    public class UnsupportedOperandPythonExceptionInterpreter : PythonExceptionInterpreter
     {
         /// <summary>
         /// Determines the order that an instance of this class should be called
         /// </summary>
-        public int Order => 0;
+        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 bool CanInterpret(Exception exception)
+        public override bool CanInterpret(Exception exception)
         {
-            return 
-                exception?.GetType() == typeof(PythonException) &&
+            return base.CanInterpret(exception) &&
                 exception.Message.Contains("TypeError") &&
                 exception.Message.Contains("unsupported operand type");
         }
@@ -48,7 +47,7 @@ public bool CanInterpret(Exception exception)
         /// <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 Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
+        public override Exception Interpret(Exception exception, IExceptionInterpreter innerInterpreter)
         {
             var pe = (PythonException)exception;
 
@@ -59,4 +58,4 @@ public Exception Interpret(Exception exception, IExceptionInterpreter innerInter
             return new Exception(message, pe);
         }
     }
-}
+}

Common/Extensions.cs

@@ -54,6 +54,7 @@
 using NodaTime.TimeZones;
 using QuantConnect.Configuration;
 using QuantConnect.Data.Auxiliary;
+using QuantConnect.Exceptions;
 using QuantConnect.Securities.FutureOption;
 using QuantConnect.Securities.Option;
 
@@ -2982,6 +2983,17 @@ public static OrderDirection GetOrderDirection(decimal quantity)
             }
         }
 
+        /// <summary>
+        /// Helper method to set an algorithm runtime exception in a normalized fashion
+        /// </summary>
+        public static void SetRuntimeError(this IAlgorithm algorithm, Exception exception, string context)
+        {
+            Log.Error(exception, $"Extensions.SetRuntimeError(): RuntimeError at {algorithm.UtcTime} UTC. Context: {context}");
+            exception = StackExceptionInterpreter.Instance.Value.Interpret(exception);
+            algorithm.RunTimeError = exception;
+            algorithm.SetStatus(AlgorithmStatus.RuntimeError);
+        }
+
         /// <summary>
         /// Creates a <see cref="OptionChainUniverse"/> for a given symbol
         /// </summary>