Improved Python Error message

[AlexCatarino]

Expected Behavior

We receive the exact location of the message

 self.SetHoldings("SPY", 1 / None)
                         ~~^~~
 in main.py: line 11

Actual Behavior

We read the following:

self.SetHoldings("SPY" in main.py: line 11

Potential Solution

Review the error parser to process Python 3.11 new format.

Reproducing the Problem

# region imports
from AlgorithmImports import *
# endregion

class CasualYellowGreenPenguin(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2022, 10, 8)
        self.AddEquity("SPY")

    def OnData(self, data: Slice):
        self.SetHoldings("SPY", 1 / None)

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue

[AlexCatarino]

There is another case where we receive this message:
Runtime Error: 'NoneType' object is not iterable

for:

class EnergeticBlackOwl(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2024, 5, 1)
        self.add_equity("SPY")
        self.add_alpha(MyAlphaModel())

class MyAlphaModel(AlphaModel):
    def update(self, algorithm, data):
        return

the bug here is that update must return a list, and we don't have the full stack trace which we can only see in the syslog:

2024-05-08T12:12:48.4386968Z ERROR:: Extensions.SetRuntimeError(): Extensions.SetRuntimeError(): RuntimeError at 05/01/2024 13:31:00 UTC. Context: OnData Python.Runtime.PythonException: 'NoneType' object is not iterable
   at Python.Runtime.PythonException.ThrowLastAsClrException() in \src\runtime\PythonException.cs:line 52
   at Python.Runtime.PythonException.ThrowIfIsNull(NewReference& ob) in \src\runtime\PythonException.cs:line 470
   at Python.Runtime.PyIter.GetIter(PyObject iterable) in \src\runtime\PythonTypes\PyIter.cs:line 58
   at Python.Runtime.PyObject.GetIterator() in \src\runtime\PythonTypes\PyObject.cs:line 770
   at QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper.Update(QCAlgorithm algorithm, Slice data)+MoveNext() in /Algorithm/Alphas/AlphaModelPythonWrapper.cs:line 81