cerebro.optstrategy() failing with maxcpus > 1 (pickle error)

tomasrollo

Hi all,

I'm getting a pickle error when trying to use cerebro.optstrategy() with maxcpus > 1 (or entirely without the parameter):

Traceback (most recent call last):
  File "backtrader/mybacktrader.py", line 239, in <module>
    results = cerebro.run(stdstats=False)
  File "/home/rollo/anaconda2/envs/crypto_27/lib/python2.7/site-packages/backtrader/cerebro.py", line 1143, in run
    for r in pool.imap(self, iterstrats):
  File "/home/rollo/anaconda2/envs/crypto_27/lib/python2.7/multiprocessing/pool.py", line 673, in next
    raise value
cPickle.PicklingError: Can't pickle <type 'function'>: attribute lookup __builtin__.function failed

Here's how I instantiate cerebro and add my strategy to optimize:

cerebro = bt.Cerebro(tradehistory=True, maxcpus=1, optreturn=True, optdatas=True, preload=True, runonce=True)
cerebro.optstrategy(strategy_class, **strategy_parameters)

It only works with maxcpus=1

Using the latest version of backtrader (1.9.64.122).

Has anybody met with such error? I've searched the forums but haven't found anything similar.

Thanks
T.

backtrader

@tomasrollo said in cerebro.optstrategy() failing with maxcpus > 1 (pickle error):

  File "/home/rollo/anaconda2/envs/crypto_27/lib/python2.7/multiprocessing/pool.py", line 673, in next
    raise value
cPickle.PicklingError: Can't pickle <type 'function'>: attribute lookup __builtin__.function failed

This part of the trace seems to indicate it is related to specific code present in one of your next methods (probably in the strategy, although the trace isn't detailed enough to be able to assert that)

The raise value would seem to be in your code, but the guess is: it is actually inside the function which cannot be pickled.