Backtest perpetually running, can't interrupt kernel/pandas data

guwop

I'm running into an issue where upon running a backtest, ipython will keep in a state of running with the asterisk [*] and no amount of spamming the interrupt kernel button will stop it. Restarting the kernel works, but I don't understand where the issue is originating. One idea of origin is that I am trying to feed pandas data, and it's fully possible that I'm not implementing it correctly. The strategy isn't anything special, it's simply the moving average cross taken from the quickstart page. My dataframe (ps) looks like this:

And the rest of my code is:

from __future__ import (absolute_import, division, print_function,
                    unicode_literals)

import datetime  # For datetime objects
import os.path  # To manage paths
import sys  # To find out the script name (in argv[0])
import MySQLdb
import pandas as pd

# Import the backtrader platform
import backtrader as bt
import backtrader.feeds as btfeeds


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

    def log(self, txt, dt=None, doprint=False):
    ''' Logging function fot this strategy'''
        if self.params.printlog or doprint:
            dt = dt or self.datas[0].datetime.date(0)
            print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

        # To keep track of pending orders and buy price/commission
        self.order = None
        self.buyprice = None
        self.buycomm = None

        # Add a MovingAverageSimple indicator
        self.sma = bt.indicators.SimpleMovingAverage(
            self.datas[0], period=self.params.maperiod)

    def notify_order(self, order):
        if order.status in [order.Submitted, order.Accepted]:
            # Buy/Sell order submitted/accepted to/by broker - Nothing to do
            return

        # Check if an order has been completed
        # Attention: broker could reject order if not enough cash
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(
                    'BUY EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                    (order.executed.price,
                     order.executed.value,
                     order.executed.comm))

                self.buyprice = order.executed.price
                self.buycomm = order.executed.comm
            else:  # Sell
                self.log('SELL EXECUTED, Price: %.2f, Cost: %.2f, Comm %.2f' %
                         (order.executed.price,
                          order.executed.value,
                          order.executed.comm))

            self.bar_executed = len(self)

        elif order.status in [order.Canceled, order.Margin, order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')

        # Write down: no pending order
        self.order = None

    def notify_trade(self, trade):
        if not trade.isclosed:
            return

        self.log('OPERATION PROFIT, GROSS %.2f, NET %.2f' %
                 (trade.pnl, trade.pnlcomm))

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])

        # Check if an order is pending ... if yes, we cannot send a 2nd one
        if self.order:
            return

        # Check if we are in the market
        if not self.position:

            # Not yet ... we MIGHT BUY if ...
            if self.dataclose[0] > self.sma[0]:

                # BUY, BUY, BUY!!! (with all possible default parameters)
                self.log('BUY CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.buy()

        else:

            if self.dataclose[0] < self.sma[0]:
                # SELL, SELL, SELL!!! (with all possible default parameters)
                self.log('SELL CREATE, %.2f' % self.dataclose[0])

                # Keep track of the created order to avoid a 2nd order
                self.order = self.sell()

    def stop(self):
        self.log('(MA Period %2d) Ending Value %.2f' %
                 (self.params.maperiod, self.broker.getvalue()), doprint=True)


if __name__ == '__main__':
# Create a cerebro entity
cerebro = bt.Cerebro()

# Add a strategy
strats = cerebro.optstrategy(
    TestStrategy,
    maperiod=range(10, 31))

# Datas are in a subfolder of the samples. Need to find where the script is
# because it could have been called from anywhere
#modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
#datapath = os.path.join(modpath, '../../datas/orcl-1995-2014.txt')


# Create a Data Feed
data = btfeeds.PandasData(dataname=ps)

# Add the Data Feed to Cerebro
cerebro.adddata(data)

# Set our desired cash start
cerebro.broker.setcash(1000000.0)

# Add a FixedSize sizer according to the stake
cerebro.addsizer(bt.sizers.FixedSize, stake=10)

# Set the commission
cerebro.broker.setcommission(commission=0.0)

# Run over everything
cerebro.run()

If anybody has experienced this before or has any suggestions I'd love to hear about it, I'll be working all night. Thanks.

EDIT: I have additionally tried setting the index to the datetime and running again, still no change

backtrader

In your description you have omitted the most important point: "You are optimizing the strategy". Even if you see it so, it is no longer the sample script with just a change in the data feed.

The Kernel is known to hijack the start process of Python and have problems with multiprocessing

This is a known problem and has nothing to do with backtrader: https://community.backtrader.com/topic/744/optstrategy-not-working-in-jupyter

guwop

@backtrader, Thank you for the explanation. I was just getting ready to post an update saying that it's working now. I started over from scratch, converted my data to csv, copy & pasted through the quickstart page, and everything has been going smoothly.