Threading Error in cerebro.run(maxcpus=...)

LisaWalters

Successfully ran the strategy selection code in https://www.backtrader.com/blog/posts/2016-10-29-strategy-selection/strategy-selection/ (regardless of the value assigned to maxcpus).

So, I extended the code to my needs.

In my code, when maxcpus parameter in cerebro.run(maxcpus = ...) is greater than 1, the error shown below would occur (it's a threading error). No errors occur when maxcpus = 1 and the run completes smoothly.

Any idea as to what I should look at to find the source of the error?

Changing the value of optreturn in cerebro.run(..) has no effect on this error.

Should I change to another version of pickling/pickler?

> python stratsel.py



Starting Portfolio Value: 1000.00
Exception in thread Thread-3:
Traceback (most recent call last):
  File "/Users/d/opt/anaconda3/envs/myenv/lib/python3.7/threading.py", line 926, in _bootstrap_inner
    self.run()
  File "/Users/d/opt/anaconda3/envs/myenv/lib/python3.7/threading.py", line 870, in run
    self._target(*self._args, **self._kwargs)
  File "/Users/d/opt/anaconda3/envs/myenv/lib/python3.7/multiprocessing/pool.py", line 470, in _handle_results
    task = get()
  File "/Users/d/opt/anaconda3/envs/myenv/lib/python3.7/multiprocessing/connection.py", line 251, in recv
    return _ForkingPickler.loads(buf.getbuffer())
AttributeError: Can't get attribute 'Lines_LineSeries_LineIterator_DataAccessor_ObserverBase_Observer_DataTrades_7a5dc4c5b1604837b6655d447e5ae1e0' on <module 'backtrader.lineseries' from '/Users/d/opt/anaconda3/envs/myenv/lib/python3.7/site-packages/backtrader/lineseries.py'>

vladisld

Please try to set the stdstats parameter to False:

bt.Cerebro(maxcpus = ..., stdstats = False))

This will disable the standard observers that are automatically added to your strategy by default. More here

Also see the following posts:

https://community.backtrader.com/topic/1252/optimization-error-when-multiple-data-feed/3
https://community.backtrader.com/topic/2265/exception-when-running-optimize-with-optreturn-false/6

LisaWalters

@vladisld Thank you. Yes, the solution proposed resolved the error. I guess those facing this issue will have to manually add the observers they desire.