@jonny8 This post might prove useful. https://community.backtrader.com/topic/308/how-do-i-normalize-volume-on-resampled-data

@crunchypickle

Good call.

I used cProfile to do it. https://towardsdatascience.com/how-to-profile-your-code-in-python-e70c834fad89

There is a execution difference of 20% but it does not seem to come from min max or ceil, I assume it is due to the roc calculation in the init.

Thank you chrunchypickle!

@Jonny8 said in Init data gets not recalculated in optstrategy:

pnl = cerebro.broker.get_value() - globalparams["cash"]

Just a note:

I'm not sure it is a good idea to query the info from the original Cerebro instance's broker.

In multi-CPU case the original Cerebro instance's broker is not updated. In single CPU case (as in the code above), although the same broker instance is used for all the optimization parameter permutation runs, the broker state is reset for each permutation. So querying the broker in this case will return the value for the last optimization run.

It is better to rely only on the data gathered by the analyzers.

@run-out

@.@
with zero

strategy notify_timer with tid 0, when 2014-11-03 00:00:00 _getminperstatus 199 timer next --------------------------------------------------------------------------- ZeroDivisionError Traceback (most recent call last) <ipython-input-10-5014d2b5e44f> in <module> 134 # <<<Execute starting section>>> 135 if __name__ == '__main__': --> 136 run() <ipython-input-10-5014d2b5e44f> in run(args) 106 timeframe=bt.TimeFrame.NoTimeFrame) 107 --> 108 results = cerebro.run(maxcpus=1)#maxcpu=1 otherwise pickling multiprocessing errors 109 110 # <<<Performance analysing section section>>> c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\cerebro.py in run(self, **kwargs) 1125 # let's skip process "spawning" 1126 for iterstrat in iterstrats: -> 1127 runstrat = self.runstrategies(iterstrat) 1128 self.runstrats.append(runstrat) 1129 if self._dooptimize: c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\cerebro.py in runstrategies(self, iterstrat, predata) 1296 self._runnext_old(runstrats) 1297 else: -> 1298 self._runnext(runstrats) 1299 1300 for strat in runstrats: c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\cerebro.py in _runnext(self, runstrats) 1628 self._check_timers(runstrats, dt0, cheat=False) 1629 for strat in runstrats: -> 1630 strat._next() 1631 if self._event_stop: # stop if requested 1632 return c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\strategy.py in _next(self) 345 346 def _next(self): --> 347 super(Strategy, self)._next() 348 349 minperstatus = self._getminperstatus() c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\lineiterator.py in _next(self) 261 262 for indicator in self._lineiterators[LineIterator.IndType]: --> 263 indicator._next() 264 265 self._notify() c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\lineiterator.py in _next(self) 261 262 for indicator in self._lineiterators[LineIterator.IndType]: --> 263 indicator._next() 264 265 self._notify() c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\linebuffer.py in _next(self) 619 elif clock_len == self._minperiod: 620 # only called for the 1st value --> 621 self.nextstart() 622 else: 623 self.prenext() c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\lineroot.py in nextstart(self) 142 calling next 143 ''' --> 144 self.next() 145 146 def next(self): c:\users\mmd\appdata\local\programs\python\python36\lib\site-packages\backtrader\linebuffer.py in next(self) 742 def next(self): 743 if self.bline: --> 744 self[0] = self.operation(self.a[0], self.b[0]) 745 elif not self.r: 746 if not self.btime: ZeroDivisionError: float division by zero

@run-out

Thanks again for the long reply!
I just tried cheat on open, but the result is the same.
I thought about including a buy margin and it seems this is the way to go... for that example...
Hence, i assume the orders are not done by theirs reference numbers otherwise order 75 would not be canceled?

Best