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optimization and sharperatio and periodstats analyzers
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Hi,
when I am using SharpeRatio or PeriodStats analyzers with optimization, I get the following error
TypeError: __init__() missing 9 required positional arguments: 'status', 'dt', 'barlen', 'size', 'price', 'value', 'pnl', 'pnlcomm', and 'tz'
Both analyzers are based on TimeReturn which does not give any error if added as analyzer.
Any feedback would be really helpful.
Thanks
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Include the code in TradeHistory Class:
def __reduce__(self): return (self.__class__, (self.status.status, self.status.dt, self.status.barlen, self.status.size, self.status.price, self.status.value, self.status.pnl, self.status.pnlcomm, self.status.tz,))