fix: resolve 429 rate limit errors with API backoff and correct timezone handling for 09:30 candle

main.py

@@ -74,23 +74,46 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
     
     if now.hour == 9 and now.minute >= 45:
         logger.info(f"Evaluating opening candle for {yf_ticker}...")
-        if strategy.check_setup():
+        
+        # Retry loop: wait for yfinance to publish the 09:30-09:45 candle
+        setup_found = False
+        max_retries = 12
+        for attempt in range(max_retries):
+            if strategy.check_setup():
+                setup_found = True
+                break
+            elif attempt < max_retries - 1:
+                logger.debug(f"Data not ready for {yf_ticker} yet, waiting 15s...")
+                time.sleep(15)
+                
+        if setup_found:
             params = strategy.get_trade_params()
             params['ticker'] = t212_ticker
             
-            # Fetch Account Balance to calculate risk
-            try:
-                account_info = client.get_account_info()
-                virtual_balance = float(os.getenv("VIRTUAL_STARTING_BALANCE", 0))
-                
-                if virtual_balance > 0:
-                    risk_amount = virtual_balance * 0.01
-                else:
-                    available_cash = account_info.get('cash', {}).get('availableToTrade', 1000)
-                    risk_amount = available_cash * 0.01
-            except Exception as e:
-                logger.error(f"Failed to fetch account info for risk calculation: {e}. Defaulting to £2.50 risk.")
-                risk_amount = 2.50
+            # Anti-thundering-herd: Random jitter to prevent 429s from parallel threads
+            import random
+            time.sleep(random.uniform(0.1, 3.0))
+            
+            # Fetch Account Balance to calculate risk with backoff
+            risk_amount = 2.50 # Fallback
+            for attempt in range(3):
+                try:
+                    account_info = client.get_account_info()
+                    virtual_balance = float(os.getenv("VIRTUAL_STARTING_BALANCE", 0))
+                    
+                    if virtual_balance > 0:
+                        risk_amount = virtual_balance * 0.01
+                    else:
+                        available_cash = account_info.get('cash', {}).get('availableToTrade', 1000)
+                        risk_amount = available_cash * 0.01
+                    break # Success
+                except Exception as e:
+                    if '429' in str(e):
+                        logger.warning(f"Rate limited on account fetch for {yf_ticker}. Retrying in {2**(attempt+1)}s...")
+                        time.sleep(2**(attempt+1))
+                    else:
+                        logger.error(f"Failed to fetch account info: {e}. Defaulting to £2.50 risk.")
+                        break
 
             if execution.execute_trade(params, target_risk_amount=risk_amount):
                 # monitor_and_bracket is blocking, wait for fill (times out at 11:00)

scripts/verify_last_week.py

@@ -0,0 +1,8 @@
+import pandas as pd
+import yfinance as yf
+from scripts.backtest import backtest_ticker
+
+print("Running historical check for the last 5 trading days...")
+for ticker in ["NFLX", "AMZN", "AAPL"]:
+    res = backtest_ticker(ticker, days=5, quiet=False)
+    print("="*60)

src/strategy/scanner.py

@@ -40,14 +40,20 @@ def scan_for_candidates(tickers: List[str] = DEFAULT_TICKERS, min_price: float =
                 
             df.ta.atr(length=14, append=True)
             
-            latest = df.iloc[-1]
+            # Safely get the close price, falling back to yesterday if today's is NaN (common at exactly 09:30)
+            close_price = df['Close'].iloc[-1]
+            if pd.isna(close_price) and len(df) > 1:
+                close_price = df['Close'].iloc[-2]
+                
             yesterday_atr = df['ATRr_14'].iloc[-2]
             
-            close_price = latest['Close']
+            # Safely get avg volume
             avg_volume = df['Volume'].tail(14).mean()
+            if pd.isna(avg_volume):
+                avg_volume = 0
             
             # Filters
-            if close_price < min_price or avg_volume < min_volume or pd.isna(yesterday_atr):
+            if pd.isna(close_price) or close_price < min_price or avg_volume < min_volume or pd.isna(yesterday_atr):
                 continue
                 
             atr_percent = (yesterday_atr / close_price) * 100

src/strategy/touch_turn.py

@@ -59,6 +59,12 @@ class TouchTurnStrategy:
         if isinstance(intraday_data.columns, pd.MultiIndex):
             intraday_data.columns = intraday_data.columns.droplevel(1)
             
+        # Timezone Correction: Convert the index to Eastern Time before filtering
+        if intraday_data.index.tz is None:
+            intraday_data.index = intraday_data.index.tz_localize('UTC').tz_convert(self.tz)
+        else:
+            intraday_data.index = intraday_data.index.tz_convert(self.tz)
+            
         # The first candle of the session (09:30)
         opening_candle = intraday_data.between_time('09:30', '09:30')
         if opening_candle.empty:

test_order.py

@@ -0,0 +1,36 @@
+import os
+import logging
+from dotenv import load_dotenv
+from src.api.client import Trading212Client
+
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+def test_order():
+    load_dotenv()
+    api_key_id = os.getenv("TRADING212_API_KEY_ID")
+    api_key = os.getenv("TRADING212_API_KEY")
+    base_url = os.getenv("TRADING212_BASE_URL", "https://demo.trading212.com/api/v0/")
+
+    client = Trading212Client(api_key_id, api_key, base_url)
+    
+    logger.info("Attempting to place a test Limit Order (Buy 0.1 AAPL @ $1.00)...")
+    try:
+        # We place a limit order far away from the current price so it won't fill
+        response = client.place_limit_order("AAPL_US_EQ", 0.1, 1.00)
+        logger.info(f"Success! Response: {response}")
+        
+        # If successful, immediately cancel it
+        order_id = response.get('id')
+        if order_id:
+            logger.info(f"Cancelling test order {order_id}...")
+            client.cancel_order(order_id)
+            logger.info("Cancelled.")
+    except Exception as e:
+        logger.error(f"Failed: {e}")
+        # If it's a requests HTTPError, let's print the raw response text for debugging
+        if hasattr(e, 'response') and e.response is not None:
+            logger.error(f"API Response Body: {e.response.text}")
+
+if __name__ == "__main__":
+    test_order()