Title: Add more robust error handling and retry logic to fetch_binance_ohlcv
Body:
The fetch_binance_ohlcv function in backtesting_tool.py includes a basic response.raise_for_status() call, which raises an exception for HTTP error codes (4xx, 5xx). However, this might not be sufficient for handling transient errors or API rate limiting.
Enhancements could include:
- Retry Logic: Implement a retry mechanism (using libraries like
requests or tenacity) with exponential backoff to handle temporary network issues or API rate limits. This will make the code more resilient.
- Specific Exception Handling: Catch specific exceptions from the
requests library (e.g., requests.exceptions.ConnectionError, requests.exceptions.Timeout) and handle them appropriately (e.g., log the error and retry, or exit gracefully).
- Rate Limit Handling: Check the response headers for rate limit information (e.g.,
X-RateLimit-Remaining, X-RateLimit-Limit, Retry-After) and pause execution if the rate limit is exceeded.
- Logging: Implement robust logging to track errors, warnings, and other relevant information about the API requests.
Here is an example of error handling and retries:
import requests
import pandas as pd
import time
from requests.exceptions import RequestException
def fetch_binance_ohlcv(symbol, interval='1d', limit=365, max_retries=3):
base_url = "https://api.binance.us/api/v3/klines"
params = {"symbol": symbol.upper(), "interval": interval, "limit": limit}
for attempt in range(max_retries):
try:
response = requests.get(base_url, params=params)
response.raise_for_status() # Raise HTTPError for bad responses (4xx or 5xx)
data = response.json()
df = pd.DataFrame(data, columns=[
"timestamp", "open", "high", "low", "close", "volume",
"close_time", "quote_asset_volume", "trades",
"taker_buy_base", "taker_buy_quote", "ignore"
])
df["timestamp"] = pd.to_datetime(df["timestamp"], unit='ms')
df.set_index("timestamp", inplace=True)
for col in ["open", "high", "low", "close", "volume"]:
df[col] = df[col].astype(float)
return df[["close"]]
except RequestException as e:
print(f"Attempt {attempt + 1} failed: {e}")
if attempt < max_retries - 1:
wait_time = 2 ** attempt # Exponential backoff
print(f"Retrying in {wait_time} seconds...")
time.sleep(wait_time)
else:
print(f"Max retries reached. Unable to fetch data for {symbol}.")
return None # Or raise the exception if appropriate
return None # Return None if all retries fail
File: strategy-update-backtest.py
Title: Add more robust error handling and retry logic to
fetch_binance_ohlcvBody:
The
fetch_binance_ohlcvfunction inbacktesting_tool.pyincludes a basicresponse.raise_for_status()call, which raises an exception for HTTP error codes (4xx, 5xx). However, this might not be sufficient for handling transient errors or API rate limiting.Enhancements could include:
requestsortenacity) with exponential backoff to handle temporary network issues or API rate limits. This will make the code more resilient.requestslibrary (e.g.,requests.exceptions.ConnectionError,requests.exceptions.Timeout) and handle them appropriately (e.g., log the error and retry, or exit gracefully).X-RateLimit-Remaining,X-RateLimit-Limit,Retry-After) and pause execution if the rate limit is exceeded.Here is an example of error handling and retries:
File: strategy-update-backtest.py