3. cerebro.plot() ValueError: Maximum allowed size exceeded error
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cerebro.plot() ValueError: Maximum allowed size exceeded error

  • A

    Hello,
    I'm trying just to plot the candles, and get bombed by a "ValueError: Maximum allowed size exceeded" out of cerebro.plot().
    same code with strategy that actually byes and sells plots just fine!

    my code:

    from datetime import datetime
import backtrader as bt

class testStrategy(bt.Strategy):

    def log(self, txt, dt=None):
        ''' Logging function for this strategy'''
        dt = dt or self.datas[0].datetime.date(0)
        print('%s, %s' % (dt.isoformat(), txt))

    def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close

    def next(self):
        # Simply log the closing price of the series from the reference
        self.log('Close, %.2f' % self.dataclose[0])


cerebro = bt.Cerebro()  # create a "Cerebro" engine instance

# Create a data feed
data = bt.feeds.YahooFinanceData(dataname='MSFT',
                                 fromdate=datetime(2011, 1, 1),
                                 todate=datetime(2011, 1, 31))

cerebro.adddata(data)  # Add the data feed

cerebro.addstrategy(testStrategy)  # Add the trading strategy
cerebro.run()  # run it all
print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
cerebro.plot(style='candlestick', barup='green', bardown='red')  # and plot it with a single command

    Any help/idea what I'm doing wring?
    Thanks
    Avy

    0
  • J

    I can run that code without issues on cli and on ipython nb. that error typically means something does not fit in memory allocated for it. it could be an array exceeding the size or you system running out of memory. I would test in a different machine or update to latest python version etc..

    1
  • A

    Thanks. Forgot to mention - I'm using PyCharm.
    The funny thing it that the code breaks only when there is no single completed transaction (i.e. no self.buy() and self.sell() in the strategy). Adding even a single transaction that is getting executed 'cures' the problem. This is a 'poor man's workaround' I'm now using....
    Avy

    0

  • Experiencing the same issue. For some Python/Matplotlib versions the issue seems to be triggered by bt.observers.Trades - see https://community.backtrader.com/topic/3310/recommended-python-version-plotting-issues-on-3-8-5/2

    This is NOT a memory issue.

    0
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