Optstrategy and PivotPoint indicator pickle error

Benjamin Kesby

Adding the pivot point indicator to a strategy results in a pickle error:

File "/opt/emeraldmine/backtest.py", line 61, in run
    runs = self.cerebro.run(stdstats=stdstats)
  File "/usr/local/lib/python3.7/dist-packages/backtrader/cerebro.py", line 1143, in run
    for r in pool.imap(self, iterstrats):
  File "/usr/lib/python3.7/multiprocessing/pool.py", line 748, in next
    raise value
multiprocessing.pool.MaybeEncodingError: Error sending result: '[<emeraldmine.strategies.pivot.PivotBase object at 0x7f9e3bea7710>]'. Reason: 'PicklingError("Can't pickle <class 'backtrader.metabase.LinesCoupler_0'>: attribute lookup LinesCoupler_0 on backtrader.metabase failed")'

The strategy contains nothing but the initialising of the pivot point indicator with in init():

class PivotBase(BaseStrategy):
    """Base strategy using built in PivotPoint indicator that uses 2 timeframes."""
    params = dict(
        open=False,
        close=False
    )

    def __init__(self):
        self.pivot = btind.PivotPoint(self.data1)
        # # CrossOvers

    def next(self):
        pass

if __name__ == "__main__":
    pass

This only happens when running optstrategy, obviously because of the pickling, any directions on a fix?

vladisld

Please take a look at the following post: https://community.backtrader.com/topic/1977/multiprocessing-pool-maybeencodingerror

Could this be relevant?

backtrader

The sample code is incomplete but the presence of

@Benjamin-Kesby said in Optstrategy and PivotPoint indicator pickle error:

if __name__ == "__main__":
    pass

does clearly point in the direction indicated by @vladisld and the scoping problems that pickle has. The solution would be the same as the one outlined in the referenced post.

Benjamin Kesby

OK thank you, does this mean I cant keep strategies in separate files and import them? I have also wrapped a backtrader script in a class to allow for some easier configuration/ automation but i guess thats not possible with optstrategy also? Finally why would this error only occur with pivot points. All other indicators i've used so far do not create such an error.