Dynamic parameters passed to cerebro.optstrategy()

lampalork

Dear All,
I'm familiar with the following syntax:

cerebro.optstrategy(MyHolyGrailStrategy, period=range(1, 20), )

But how can I call optstrategy when the parameters to be optimized and their respective ranges are only known at runtime?
For addstrategy(), I'm using something like

cerebro.addstrategy(MyHolyGrailStrategy, parameters)

where parameters is a dictionnary that is received by the _init method of my strategy

def __init__(self, params):

But the same approach does not seem to be working here.

Many thanks in advance
Kind regards,
Lamp'

lampalork

ok, found what I was looking for. For the benefits of others...

d = {'period': [14, 16, 20 , 22, 25, 30], 'period2': [33, 39]}
cerebro.addstrategy(MyHolyGrailStrategy, *[], **d)

cheers

backtrader

Just to be clear, what have you exactly found?

The signature for addstrategy and optstrategy is clear an documented. It taks *args and *kwargs and where possible some of the keyword arguments are incorporated to the declarative built-in params (see below). The rest is given verbatim to the strategy.

Docs - Cerebro - https://www.backtrader.com/docu/cerebro/

Note: you probably didn't want to use addstrategy in your last post, given that you obviously pass a combination of parameters meant for optimization.

@lampalork said in Dynamic parameters passed to cerebro.optstrategy():

For addstrategy(), I'm using something like
cerebro.addstrategy(MyHolyGrailStrategy, parameters)
where parameters is a dictionary that is received by the __init__ method of my strategy
def __init__(self, params):

That pattern for example goes against the declarative params provided as a built-in by backtrader and brings absolutely no benefit.

Docs - Concepts - Parameters - https://www.backtrader.com/docu/concepts/#parameters

lampalork

yes, my bad. I meant this:

d = {'period': [14, 16, 20 , 22, 25, 30], 'period2': [33, 39]}
cerebro.optstrategy(MyHolyGrailStrategy, *[], **d)

@lampalork said in Dynamic parameters passed to cerebro.optstrategy():

d = {'period': [14, 16, 20 , 22, 25, 30], 'period2': [33, 39]}
cerebro.addstrategy(MyHolyGrailStrategy, *[], **d)