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    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    backtesting error from getvaluesize:

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    • A
      azuric last edited by

      ---------------------------------------------------------------------------
      ValueError                                Traceback (most recent call last)
      <ipython-input-414-3bfb3089a414> in <module>
           11 #cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name='myTradesStats')
           12 #cerebro.broker.setcommission(commission=0.001)
      ---> 13 results = cerebro.run()
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/cerebro.py in run(self, **kwargs)
         1125             # let's skip process "spawning"
         1126             for iterstrat in iterstrats:
      -> 1127                 runstrat = self.runstrategies(iterstrat)
         1128                 self.runstrats.append(runstrat)
         1129                 if self._dooptimize:
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/cerebro.py in runstrategies(self, iterstrat, predata)
         1291                     self._runonce_old(runstrats)
         1292                 else:
      -> 1293                     self._runonce(runstrats)
         1294             else:
         1295                 if self.p.oldsync:
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/cerebro.py in _runonce(self, runstrats)
         1686                         return
         1687 
      -> 1688             self._brokernotify()
         1689             if self._event_stop:  # stop if requested
         1690                 return
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/cerebro.py in _brokernotify(self)
         1358         notification to the strategy
         1359         '''
      -> 1360         self._broker.next()
         1361         while True:
         1362             order = self._broker.get_notification()
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/brokers/bbroker.py in next(self)
         1219 
         1220             else:
      -> 1221                 self._try_exec(order)
         1222                 if order.alive():
         1223                     self.pending.append(order)
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/brokers/bbroker.py in _try_exec(self, order)
         1065 
         1066         if order.exectype == Order.Market:
      -> 1067             self._try_exec_market(order, popen, phigh, plow)
         1068 
         1069         elif order.exectype == Order.Close:
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/brokers/bbroker.py in _try_exec_market(self, order, popen, phigh, plow)
          875             p = self._slip_down(plow, exprice, doslip=self.p.slip_open)
          876 
      --> 877         self._execute(order, ago=0, price=p, dtcoc=dtcoc)
          878 
          879     def _try_exec_close(self, order, pclose):
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/brokers/bbroker.py in _execute(self, order, ago, price, cash, position, dtcoc)
          749             # Adjust to returned value for closed items & acquired opened items
          750             if self.p.shortcash:
      --> 751                 closedvalue = comminfo.getvaluesize(-closed, pprice_orig)
          752             else:
          753                 closedvalue = comminfo.getoperationcost(closed, pprice_orig)
      
      /data/NFS/akhil/python-env/lib64/python3.6/site-packages/backtrader/comminfo.py in getvaluesize(self, size, price)
          210             return abs(size) * self.get_margin(price)
          211 
      --> 212         return size * price
          213 
          214     def getvalue(self, position, price):
      
      ValueError: cannot copy sequence with size 1047 to array axis with dimension 8954
      ![alt text](image url)
      

      Can anyone help with this?

      1 Reply Last reply Reply Quote 0
      • M
        Mexflubber last edited by

        I'm facing the same issue, did you discover a fix or the root cause ?

        1 Reply Last reply Reply Quote 0
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