3. Exception when use optstrategy together addwriter
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Exception when use optstrategy together addwriter


  • I'm trying to use the bt.WriterFile but for some reason when I add this option together with cerebro.optstrategy I receive the following exception:

    Traceback (most recent call last):
  File "/Users/phxz/Dropbox/Trading/backtrader/training/sample.py", line 24, in <module>
    cerebro.run()
  File "/Users/phxz/Dropbox/Trading/backtrader/venv/lib/python3.7/site-packages/backtrader-1.9.70.122-py3.7.egg/backtrader/cerebro.py", line 1143, in run
    for r in pool.imap(self, iterstrats):
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/multiprocessing/pool.py", line 774, in next
    raise value
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/multiprocessing/pool.py", line 457, in _handle_tasks
    put(task)
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/multiprocessing/connection.py", line 206, in send
    self._send_bytes(_ForkingPickler.dumps(obj))
  File "/Library/Frameworks/Python.framework/Versions/3.7/lib/python3.7/multiprocessing/reduction.py", line 51, in dumps
    cls(buf, protocol).dump(obj)
TypeError: cannot serialize '_io.TextIOWrapper' object

    Commenting both optstrategy or addwriter the code works perfectly!

    import backtrader as bt
from datetime import datetime

class SmaCross(bt.SignalStrategy):
    params = (('pfast', 10), ('pslow', 30),)

    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
        self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))


cerebro = bt.Cerebro()

data = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
                                 todate=datetime(2012, 12, 31))
cerebro.adddata(data)
cerebro.optstrategy(
    SmaCross,
    pfast=range(6, 16, 2),
    pslow=range(15, 40, 5),
)
cerebro.addstrategy(SmaCross)
#cerebro.addwriter(bt.WriterFile, csv=True, out="test")
cerebro.run()

    import backtrader as bt
from datetime import datetime

class SmaCross(bt.SignalStrategy):
    params = (('pfast', 10), ('pslow', 30),)

    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
        self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))


cerebro = bt.Cerebro()

data = bt.feeds.YahooFinanceData(dataname='MSFT', fromdate=datetime(2011, 1, 1),
                                 todate=datetime(2012, 12, 31))
cerebro.adddata(data)
cerebro.optstrategy(
    SmaCross,
    pfast=range(6, 16, 2),
    pslow=range(15, 40, 5),
)
cerebro.addstrategy(SmaCross)
cerebro.addwriter(bt.WriterFile, csv=True, out="test")
cerebro.run()
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     1 Reply
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    administrators

    @phxz said in Exception when use optstrategy together addwriter:

    I'm trying to use the bt.WriterFile but for some reason

    It's not for some reason.

    @phxz said in Exception when use optstrategy together addwriter:

    TypeError: cannot serialize '_io.TextIOWrapper' object

    @phxz said in Exception when use optstrategy together addwriter:

    cerebro.addwriter(bt.WriterFile, csv=True, out="test")

    Multiple processes would be writing to the same file ... you'd better complain to the devils of multiple concurrent processes or to the operating system vendor.

    0 

  • import backtrader as bt
from datetime import datetime

class SmaCross(bt.SignalStrategy):
    params = (('pfast', 10), ('pslow', 30),)

    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=self.p.pfast), bt.ind.SMA(period=self.p.pslow)
        self.signal_add(bt.SIGNAL_LONG, bt.ind.CrossOver(sma1, sma2))


cerebro = bt.Cerebro(maxcpus=1, writer=True)

data = bt.feeds.YahooFinanceData(dataname='MSFT', 
                                 fromdate=datetime(2011, 1, 1),
                                 todate=datetime(2012, 12, 31))
cerebro.adddata(data)
cerebro.optstrategy(
    SmaCross,
    pfast=range(6, 16, 2),
    pslow=range(15, 40, 5),
)
cerebro.addstrategy(SmaCross)
cerebro.addwriter(bt.WriterFile, csv=True, out="test")
cerebro.run()

    I was able to save the data after enable maxcpus=1 and set the writer opt as a True.

    0