Plotting with Optimizer not working

dracount

Hi,

I am having trouble with getting plotting to work:

I have tried:

    print('run begin')
    optimized_runs = cerebro.run(maxcpus=1)
    print('runs completed: ' + str(len(optimized_runs)))
    optimized_runs[0][0].plot()

with error
return getattr(self.lines, name) AttributeError: 'Lines_LineSeries_LineIterator_DataAccessor_Strateg' object has no attribute 'plot'

also:

    print('run begin')
    optimized_runs = cerebro.run(maxcpus=1)
    print('runs completed: ' + str(len(optimized_runs)))
    #optimized_runs[0][0].plot()

    for optimized_run in optimized_runs:
        optimized_run.plot()

with error: AttributeError: 'list' object has no attribute 'plot'

and

    print('run begin')
    optimized_runs = cerebro.run(maxcpus=1)
    print('runs completed: ' + str(len(optimized_runs)))
    
    for optimized_run in optimized_runs:
        for strategy in optimized_run:
            strategy.plot()

with error
AttributeError: 'Lines_LineSeries_LineIterator_DataAccessor_Strateg' object has no attribute 'plot'

Any help would be greatly appreciated!

Thank you

vladisld

Not sure plotting was designed to work with optstrategy: https://community.backtrader.com/topic/409/optstrategy-and-plotting

Kevin Parker

I've just taken a look at backtrader yesterday, I believe you need to take the strategy again into a new cerbro instance and plot that.

For example:

...

results = cerebro.optstrategy(SomeStrategy, ...)

results_ordered = []

for run in results:
    for strategy in run:
        print('--> Params', strategy.params)
        results_ordered.append(strategy)

results_ordered = sorted(results_ordered, key=lambda x: x.broker.get_value(), reverse=True)

for strategy in results_ordered:
    print('--> Strategy {} {}', strategy.broker.get_value(), strategy.params.__dict__)

cerebro = bt.Cerebro()

cerebro.addstrategy(SomeStrategy, **results_ordered[0].params.__dict__)
cerebro.adddata(data)
cerebro.run()
cerebro.plot()

Kevin Parker

@Kevin-Parker

So this is wrong, not sure why the first strategy result in run is a new instance of MyStrategy, with the defaults, but it is.

    results_ordered = []
            
            for run in results:
                results_ordered.append(run[1])
             
            results_ordered = sorted(results_ordered, key=lambda x: x.broker.get_value(), reverse=True)
            
            for result in results_ordered[:10]:
                print('--> Result', result.broker.get_value(), result.params.__dict__)
            
            print('--> Winning strategy %s %s' % (results_ordered[0].broker.get_value(), results_ordered[0].params.__dict__))

dracount

@Kevin-Parker Thanks for the tip - please let me know if you work it out

Kevin Parker

@dracount I did, see the code example.