multiprocessing.pool.MaybeEncodingError

franklili

In Linux, when I added optstrategy, there was a error:
Traceback (most recent call last):
File "ema_mean_reversion.py", line 355, in <module>
results = cerebro.run()
File "/home/ubuntu/anaconda3/lib/python3.7/site-packages/backtrader/cerebro.py", line 1143, in run
for r in pool.imap(self, iterstrats):
File "/home/ubuntu/anaconda3/lib/python3.7/multiprocessing/pool.py", line 748, in next
raise value
multiprocessing.pool.MaybeEncodingError: Error sending result: '[<main.EmaMeanReversionStrategy object at 0x7f4ab7de6b38>]'. Reason: 'PicklingError("Can't pickle <class'main.EmaMeanReversionStrategy'>: it's not the same object as__main__.EmaMeanReversionStrategy")'
this is my codes:

class EmaMeanReversionStrategy(bt.Strategy):
    params = (
        ('emaperiod', 750),
        ('printlog', False),
        ('upper', 3.0),
        ('lower', - 2.7)
    )
    def __init__(self):
        self.dataclose = self.datas[0].close
        self.ema = bt.indicators.ExponentialMovingAverage(
                self.datas[0], period=self.params.emaperiod)
        self.dpce = (self.dataclose / self.ema - 1) * 100
        
        .....
if __name__ == '__main__':
    cerebro = bt.Cerebro(optreturn=False)
    cerebro.optstrategy(EmaMeanReversionStrategy, upper = np.arange(2.0, 4.0, 0.2))
    cerebro.addobserver(bt.observers.DrawDown)
    cerebro.addsizer(bt.sizers.PercentSizer, percents = 95)
    dataframe = pd.read_csv('bitfinex_BTCUSD_min_20180601_20190531.csv', index_col=0, parse_dates=True)
    dataframe['openinterest'] = 0
    fromdate = datetime.datetime(2018, 12, 1, 0, 1)
    fromdate_str = fromdate.strftime('%Y/%m/%d')
    todate = datetime.datetime(2019, 5, 31, 23, 59)
    todate_str = todate.strftime('%Y/%m/%d')
    data = bt.feeds.PandasData(dataname=dataframe,
        fromdate = fromdate,
        todate = todate,
        timeframe = bt.TimeFrame.Minutes
        )
    # Add the Data Feed to Cerebro
    cerebro.adddata(data, name = 'BTCUSD')
    # Set our desired cash start
    cerebro.broker.setcash(100000.0)
    # Set the commission
    cerebro.broker.setcommission(commission=0.0035)
    results = cerebro.run()

backtrader

@franklili said in multiprocessing.pool.MaybeEncodingError:

multiprocessing.pool.MaybeEncodingError: Error sending result: '[<main.EmaMeanReversionStrategy object at 0x7f4ab7de6b38>]'. Reason: 'PicklingError("Can't pickle <class'main.EmaMeanReversionStrategy'>: it's not the same object as__main__.EmaMeanReversionStrategy")'

This multiprocessing error has to do with scoping in Python, hence the ("it's not the same ...") It is a well-known pickling problem.

My guess is that you have to take the core out of if __name___ ... and put it into a function of its own.