Can't pickle: it's not the same object as

André

Hi,

I can't use optstrategy due to the following error:

_pickle.PicklingError: Can't pickle <class 'backtrader.lineseries.Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_AbstractDataBase_DataBase_PandasData'>: it's not the same object as backtrader.lineseries.Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_AbstractDataBase_DataBase_PandasData

class PandasData(bt.feed.DataBase):
    params = (
        # Possible values for datetime (must always be present)
        #  None : datetime is the "index" in the Pandas Dataframe
        #  -1 : autodetect position or case-wise equal name
        #  >= 0 : numeric index to the colum in the pandas dataframe
        #  string : column name (as index) in the pandas dataframe
        ('datetime', None),

        # Possible values below:
        #  None : column not present
        #  -1 : autodetect position or case-wise equal name
        #  >= 0 : numeric index to the colum in the pandas dataframe
        #  string : column name (as index) in the pandas dataframe
        ('open', -1),
        ('high', -1),
        ('low', -1),
        ('close', -1),
        ('volume', -1),
        ('openinterest', None),
    )

def runstrat(data=None):

    cerebro = bt.Cerebro()
    cerebro.broker.set_cash(1000)
    cerebro.optstrategy(Strategy_MA, period=range(0, 5))
    cerebro.adddata(data)

    results = cerebro.run()


if __name__ == '__main__':
    dataframe = pd.read_json('data.json')
    data = bt.feeds.PandasData(dataname=dataframe)
    runstrat(data)

Can anyone tell me what's wrong with this code? If I replace optstrategy with addstrategy it works.

André

I found the problem.

Instead of bt.feeds.PandasData, I had to use my PandasClass class
The name PandasData had to be renamed to PandasClass2. There was a conflict with the internal one.