Exception when running optimize with optreturn=False

vbs

I am experiencing crashes when trying to run an optimization. I reduced it to quite a simple test case to reproduce the error:

import datetime

import backtrader as bt


class TestStrategy(bt.Strategy):
    params = (
        ('period', 15),
        ('printdata', True),
        ('printops', True),
    )


if __name__ == '__main__':
    cerebro = bt.Cerebro(maxcpus=0, optreturn=False)

    cerebro.optstrategy(TestStrategy, period=[5, 6, 7])

    data = bt.feeds.YahooFinanceCSVData(
        dataname=r"..\datas\nvda-1999-2014.txt",
        fromdate=datetime.datetime(2000, 1, 1),
        todate=datetime.datetime(2002, 12, 31),
        reverse=False,
        swapcloses=True,
    )
    cerebro.adddata(data)

    data = bt.feeds.YahooFinanceCSVData(
        dataname=r"..\datas\orcl-1995-2014.txt",
        fromdate=datetime.datetime(2000, 1, 1),
        todate=datetime.datetime(2002, 12, 31),
        reverse=False,
        swapcloses=True,
    )
    cerebro.adddata(data)

    cerebro.run()

This is the result:

(qrawler) C:\Users\Robin\Projects\backtrader\tests>python test_multidata_optimize.py
Exception in thread Thread-3:
Traceback (most recent call last):
  File "C:\Users\Robin\Miniconda3\envs\qrawler\lib\threading.py", line 916, in _bootstrap_inner
    self.run()
  File "C:\Users\Robin\Miniconda3\envs\qrawler\lib\threading.py", line 864, in run
    self._target(*self._args, **self._kwargs)
  File "C:\Users\Robin\Miniconda3\envs\qrawler\lib\multiprocessing\pool.py", line 463, in _handle_results
    task = get()
  File "C:\Users\Robin\Miniconda3\envs\qrawler\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_32f0d39362e84be2898055ff9eaf034a' on <module 'backtrader.lineseries' from 'c:\\users\\robin\\projects\\backtrader\\backtrader\\lineseries.py'>

My Python:

(qrawler) C:\Users\Robin\Projects\backtrader\tests>python -V
Python 3.6.9 :: Anaconda, Inc.

Any idea whats wrong on my end or actually backtrader's fault?

backtrader

Disable the observers with stdstats=False

vbs

Thank you, yes I know, but then all observers are gone :)

vbs

I think I fixed it. Seems to work with the observers.

AiPower Trader

Please could you let us know what you did to fix this, I'm having the same issue.

vladisld

I think the following commit in @vbs fork fixes the issue with pickling the DataTrades observer (together with two commits after it):

https://github.com/verybadsoldier/backtrader/commit/546a2e4bbb80a5ef3edb677f88d28643c35243bb

However, it would be great if @vbs could comment about technical details of the fix.