Alpaca Rejected to Order & Moonshot Backtest Error; Version 2.6

Technical Help
#1

Alpaca Live Rejection:

Thought it might be a delisted stock, but confirmed I have the an alpaca securities only filter applied, so it's in alpaca's acceptable securities.
WARNING Alpaca rejected order to buy 1054 FIBBG000J1HC10: asset PLM is not tradable (error code 40010001)

Moonshot Backtest:

HTTPError: ('500 Server Error: INTERNAL SERVER ERROR for url: http://houston/moonshot/backtests.csv?strategies=Strat&start_date=2008-01-01&end_date=2021-01-01&segment=A&no_cache=True', {'status': 'error', 'msg': '('500 Server Error: Internal Server Error for url: [http://houston/realtime/databases](http://houston/realtime/databases/)', {'status': 'error', 'msg': 'an unhandled exception occurred, please check flightlog for the traceback', 'error': '(psycopg2.OperationalError) could not translate host name "postgres" to address: Name or service not known\n\n(Background on this error at: [Error Messages — SQLAlchemy 1.4 Documentation)](Error Messages — SQLAlchemy 1.4 Documentation)/)'})'})

All similar backtests have ran fine. No realtime services being used on my end, just usstock-1d-bundle. Also re-ran on local & cloud install. Waited overnight to see if it was a temp error, but persisteted into the day.

Detailed Logs:

Jul 16 13:01:34 162.210.108.201 quantrocket.realtime ERROR Traceback (most recent call last):

Jul 16 13:01:34 162.210.108.201 urllib3.connectionpool DEBUG Starting new HTTP connection (1): houston:80 .....

Jul 16 13:01:44 162.210.108.201 quantrocket.realtime ERROR sqlalchemy.exc.OperationalError: (psycopg2.OperationalError) could not translate host name "postgres" to address: Name or service not known

Jul 16 13:01:44 162.210.108.201 urllib3.connectionpool DEBUG http://houston:80 "GET /version HTTP/1.1" 200 20

Jul 16 13:01:44 162.210.108.201 quantrocket.realtime ERROR

Jul 16 13:01:44 162.210.108.201 urllib3.connectionpool DEBUG http://houston:80 "GET /version HTTP/1.1" 200 20

Jul 16 13:01:44 162.210.108.201 quantrocket.realtime ERROR (Background on this error at: Error Messages — SQLAlchemy 1.4 Documentation)

Jul 16 13:01:44 162.210.108.201 urllib3.connectionpool DEBUG http://houston:80 "GET /version HTTP/1.1" 200 20

Jul 16 13:01:44 162.210.108.201 quantrocket.realtime ERROR

Jul 16 13:01:44 162.210.108.201 urllib3.connectionpool DEBUG http://houston:80 "GET /version HTTP/1.1" 200 20

#2

Please check Alpaca resources/channels for help understanding their error messages ("asset is not tradable").

#3

I did, it brings me here which just says some assets only do data consumption & tradable=false.
The issue mentioned is that the filter already checks these via:

Are they in Alpaca's available security database

are_alpaca_securities = get_securities_reindexed_like(closes, "alpaca_AssetId").loc["alpaca_AssetId"].notnull()

Signals are only generated on alpaca securities. This would potentially indicate that:

  1. QR is getting a stale data ingestion from Alpaca since Alpaca is denying execution on some SIDS that the filter is approving as tradeable.
  2. SID mapping from Alpaca's Ticker PLM is incorrectly mapping to SID FIBBG000J1HC10.
  3. Alpaca has a broken pipeline with some tradeable=True but in reality they're not. I can't test this as I can't see how QR is pulling from Alpaca to check tradeable=True. Potential issue in this discussion.

Why is --sids returning all XASE tickers, while --symbols returns the single request?

image
image1758×974 90.5 KB