Optimization error when multiple data feed

RY 93

While carrying out optimization with multiple data feed I am getting threading(pickling) error.
I have added multiple data feed in this way:

backtester = bt.Cerebro(maxcpus = 6)
data0 = bt.feeds.GenericCSVData(dataname=inFilePath0,
                                            datetime=0,
                                            open=1,
                                            high=2,
                                            low=3,
                                            close=4,
                                            volume=5,
                                            openinterest=-1,
                                            timeframe=bt.TimeFrame.Ticks,
                                            dtformat="%m/%d/%Y %H:%M",
                                            tmformat='%H:%M',
                                            )

backtester.resampledata(
                dataname=data0,
                timeframe=timeFrameInfo.tframes[timeframe],
                compression=compression)

data1 = bt.feeds.GenericCSVData(dataname=inFilePath0,
                                            datetime=0,
                                            open=1,
                                            high=2,
                                            low=3,
                                            close=4,
                                            volume=5,
                                            openinterest=-1,
                                            timeframe=bt.TimeFrame.Ticks,
                                            dtformat="%m/%d/%Y %H:%M", 
                                            )

backtester.resampledata(
                dataname=data1,
                timeframe=timeFrameInfo.tframes["daily"],
                compression=1)

Using optimization with these data I am getting this error:

Exception in thread Thread-3:
Traceback (most recent call last):
  File "C:\ProgramData\Anaconda2\envs\Python36\lib\threading.py", line 916, in _bootstrap_inner
    self.run()
  File "C:\ProgramData\Anaconda2\envs\Python36\lib\threading.py", line 864, in run
    self._target(*self._args, **self._kwargs)
  File "C:\ProgramData\Anaconda2\envs\Python36\lib\multiprocessing\pool.py", line 463, in _handle_results
    task = get()
  File "C:\ProgramData\Anaconda2\envs\Python36\lib\multiprocessing\connection.py", line 251, in recv
    return _ForkingPickler.loads(buf.getbuffer())
AttributeError: Can't get attribute 'Lines_LineSeries_LineIterator_DataAccessor_ObserverBase_Observer_DataTrades_a45e1dc626d14c80b0da9e30da5b6b0c' on <module 'backtrader.lineseries' from 'C:\\ProgramData\\Anaconda2\\envs\\Python36\\lib\\site-packages\\backtrader\\lineseries.py'>

If I remove the second data feed(data1), code runs perfectly fine.

Yufeng Xin

You may try to use

timeframe = bt.TimeFrame.Daily

in backtester.resampledata()
I'm new here, I don't know if this could work, but, emmmm, have a try, maybe it's good.

RY 93

@yufeng-xin Thanks.
But I got the actual problem(I am assuming it, may be I am wrong also). Actually I am using the second datafeed only for indicator calculation and thus it has not any observer(BuySell,CashValue etc.).So I am thinking that after the code completetion it is trying to fetch these values and thus giving this error.
So when I put this for optimization:

bt.Cerebro(maxcpus = 8, stdstats = False))

it worked.

backtrader

@ry-93 said in Optimization error when multiple data feed:

stdstats = False

This disables the addition of observers, and the Datatrades observer is the one which cannot be pickled.