Fix ThetaData request error propagation

Author: grzesir

lumibot/tools/thetadata_helper.py

@@ -1605,6 +1605,9 @@ def get_request(url: str, headers: dict, querystring: dict, username: str, passw
             except ThetaDataConnectionError as exc:
                 logger.error("Theta Data connection failed after supervised restarts: %s", exc)
                 raise
+            except ValueError:
+                # Preserve deliberate ValueError signals (e.g., ThetaData error_type responses)
+                raise
             except Exception as e:
                 logger.warning(f"Exception during request (attempt {counter + 1}): {e}")
                 check_connection(username=username, password=password, wait_for_connection=True)
@@ -1614,7 +1617,7 @@ def get_request(url: str, headers: dict, querystring: dict, username: str, passw
 
             counter += 1
             if counter > 1:
-                raise ThetaDataConnectionError("Unable to connect to Theta Data after repeated retries.")
+                raise ValueError("Cannot connect to Theta Data!")
 
         # Store this page's response data
         page_count += 1

tests/test_thetadata_helper.py

@@ -881,7 +881,13 @@ def test_get_request_error_in_json(mock_get, mock_check_connection):
         password="test_password",
         wait_for_connection=True,
     )
-    assert mock_check_connection.call_count == 5
+    assert mock_check_connection.call_count == 2
+    first_call_kwargs = mock_check_connection.call_args_list[0].kwargs
+    assert first_call_kwargs == {
+        "username": "test_user",
+        "password": "test_password",
+        "wait_for_connection": False,
+    }
 
 
 @patch('lumibot.tools.thetadata_helper.check_connection')
@@ -907,6 +913,44 @@ def test_get_request_exception_handling(mock_get, mock_check_connection):
     assert mock_check_connection.call_count == 3
 
 
+
+@patch('lumibot.tools.thetadata_helper.start_theta_data_client')
+@patch('lumibot.tools.thetadata_helper.check_connection')
+def test_get_request_consecutive_474_triggers_restarts(mock_check_connection, mock_start_client, monkeypatch):
+    mock_check_connection.return_value = (object(), True)
+
+    responses = [MagicMock(status_code=474, text='Connection lost to Theta Data MDDS.') for _ in range(9)]
+
+    def fake_get(*args, **kwargs):
+        if not responses:
+            raise AssertionError('Test exhausted mock responses unexpectedly')
+        return responses.pop(0)
+
+    monkeypatch.setattr(thetadata_helper.requests, 'get', fake_get)
+    monkeypatch.setattr(thetadata_helper.time, 'sleep', lambda *args, **kwargs: None)
+    monkeypatch.setattr(thetadata_helper, 'BOOT_GRACE_PERIOD', 0, raising=False)
+    monkeypatch.setattr(thetadata_helper, 'CONNECTION_RETRY_SLEEP', 0, raising=False)
+
+    with pytest.raises(ValueError, match='Cannot connect to Theta Data!'):
+        thetadata_helper.get_request(
+            url='http://test.com',
+            headers={'Authorization': 'Bearer test_token'},
+            querystring={'param1': 'value1'},
+            username='test_user',
+            password='test_password',
+        )
+
+    assert mock_start_client.call_count == 3
+    # Initial liveness probe plus retry coordination checks
+    assert mock_check_connection.call_count > 3
+    first_call_kwargs = mock_check_connection.call_args_list[0].kwargs
+    assert first_call_kwargs == {
+        'username': 'test_user',
+        'password': 'test_password',
+        'wait_for_connection': False,
+    }
+
+
 @patch('lumibot.tools.thetadata_helper.get_request')
 def test_get_historical_data_stock(mock_get_request):
     # Arrange