Accessing Strategy Parameters

Laurent Michelizza

Hi,

I would like to access the strategy parameters for a project I am working on.

However when trying to do so, I get the following:

ort.Test.params
Out[25]: backtrader.metabase.AutoInfoClass_LineRoot_LineMultiple_LineSeries_LineIterator_DataAccessor_StrategyBase_Strategy_Test1

So as a workaround, I put my parameters in a dictionary "parameters" and then passed these parameters as a tuple to params, see below:

   parameters = {'param1': 1}
   params = tuple(parameters.items())

This seems to be working but I am curious to know if there is a better/more elegant way of doing this?

Thanks!

backtrader

@laurent-michelizza said in Accessing Strategy Parameters:

 parameters = {'param1': 1}
 params = tuple(parameters.items())

This seems to go in the opposite direction of accessing the params

The params class/instance has the following methods (see metabase.py)

    def isdefault(self, pname):

    def notdefault(self, pname):

    def _get(self, name, default=None):

    @classmethod
    def _getkwargsdefault(cls):

    @classmethod
    def _getkeys(cls):

    @classmethod
    def _getdefaults(cls):

    @classmethod
    def _getitems(cls):

    @classmethod
    def _gettuple(cls):

    def _getkwargs(self, skip_=False):

    def _getvalues(self):

backtrader

@laurent-michelizza said in Accessing Strategy Parameters:

   parameters = {'param1': 1}
   params = tuple(parameters.items())

Furthermore, you may find several samples that show that parameters can also be defined as a dictionary. There is no need for that conversion. A tuple ensures ordering (which can also be achieved with a collections.OrderedDict for example) should it it be needed.

Laurent Michelizza

That works thanks!

kojinakata

@Laurent-Michelizza Did you provide the params like below?

class TestStrategy(bt.Strategy):
    params = (
        ('maperiod', 15),
        ('printlog', False),
    )

I have been trying to access the best performing strategy's parameters but wasn't able to:

cerebro.optstrategy(TestStrategy, maperiod=range(10, 32))

results = cerebro.run(maxcpus=4)
print("Number of strategies tested: {}".format(len(results)))

strat_return_df = pd.DataFrame()
for i, strat_result in enumerate(results):
    print("strat_parameters - {}: {}".format(i, strat_result.params()))

But I get the error:

AttributeError: 'list' object has no attribute 'params'

Any help is appreciated!

GozatSwing

Try asking results, you'll see it's a list, what you want is results[0] I think.

backtrader

What is returned and in which format is documented: https://www.backtrader.com/docu/cerebro/