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

# Optimizer gives me " only size-1 arrays can be converted to Python scalars" error

• I've been trying to optimize a new strategy that I have based off of previous strategies. The previous strategies work, but the new one gives me an error saying "only size-1 arrays can be converted to Python scalars" from inside cerebro.run(). Does anybody have an idea of what would be causing this?

The optimizer works when I put a single value into the parameter instead of using np.arange. for bbfactor So it's most likely an issue with that, but I can't figure out what's going on.

``````import datetime
from strategies import *
import numpy as np

cerebro = bt.Cerebro(optreturn=False)

data = bt.feeds.GenericCSVData(
dataname=tickerSymbol + '_'+ Interval + '_data.csv',

fromdate = datetime.datetime(2019, 10, 1),
todate = datetime.date.today(),

nullvalue=0.0,

dtformat=('%Y-%m-%d'),

datetime=0,
open=1,
high=2,
low=3,
close=4,
volume=5,
openinterest=-1
)

cerebro.optstrategy(BB_EMA, emaperiod=np.arange(20,40,5), bbperiod=np.arange(20,40,5),
bbfactor=np.arange(1,4,1))

#Default position size
cerebro.broker.setcash(10000.0)

if __name__ == '__main__':
optimized_runs = cerebro.run()

final_results_list = []
print('EMA Period|BB Period|BB factor|   PnL|               SQN') # for SQN analysis

for run in optimized_runs:
for strategy in run:
PnL = round(strategy.broker.get_value() - 10000,2)
sqn = strategy.analyzers.SQN.get_analysis()

sqnF = '{:<10}|{:<9}|{:<9}|{:<6}|{:<18}'
final_results_list.append([strategy.params.emaperiod,
strategy.params.bbperiod,
strategy.params.bbfactor,
PnL, sqn['sqn']])

sort_by_sharpe = sorted(final_results_list, key=lambda x: x[3], reverse=True)
filter(None, sort_by_sharpe)
#print(sort_by_sharpe)
for line in sort_by_sharpe[:5]:
if line is not None:
print(sqnF.format(*line))

print('\n1.6 - 1.9 Below average \n2.0 - 2.4 Average \n2.5 - 2.9 Good \n3.0 - 5.0 Excellent \n5.1 - 6.9 Superb \n7.0 - Holy Grail')
``````

Error log:

``````---------------------------------------------------------------------------
RemoteTraceback                           Traceback (most recent call last)
RemoteTraceback:
"""
Traceback (most recent call last):
File "C:\Users\David\Anaconda3\lib\multiprocessing\pool.py", line 119, in worker
result = (True, func(*args, **kwds))
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1007, in __call__
return self.runstrategies(iterstrat, predata=predata)
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1293, in runstrategies
self._runonce(runstrats)
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\cerebro.py", line 1652, in _runonce
strat._once()
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\lineiterator.py", line 297, in _once
indicator._once()
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\lineiterator.py", line 297, in _once
indicator._once()
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\linebuffer.py", line 630, in _once
self.oncestart(self._minperiod - 1, self._minperiod)
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\lineroot.py", line 165, in oncestart
self.once(start, end)
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\linebuffer.py", line 758, in once
self._once_val_op(start, end)
File "C:\Users\David\Anaconda3\lib\site-packages\backtrader\linebuffer.py", line 793, in _once_val_op
dst[i] = op(srca[i], srcb)
TypeError: only size-1 arrays can be converted to Python scalars
"""

The above exception was the direct cause of the following exception:

TypeError                                 Traceback (most recent call last)
<ipython-input-4-2f6d49262766> in <module>
51
52 if __name__ == '__main__':
---> 53     optimized_runs = cerebro.run()
54
55     final_results_list = []

1141
1142             pool = multiprocessing.Pool(self.p.maxcpus or None)
-> 1143             for r in pool.imap(self, iterstrats):
1144                 self.runstrats.append(r)
1145                 for cb in self.optcbs:

~\Anaconda3\lib\multiprocessing\pool.py in next(self, timeout)
733         if success:
734             return value
--> 735         raise value
736
737     __next__ = next                    # XXX

TypeError: only size-1 arrays can be converted to Python scalars
``````

• could you please share the code the BB_EMA strategy - at least its `__init__` method - so that we could see how the indicators we defined and/or line operations were used.

});