Exception while optimizing

zuj

I am trying to optimize a strategy. It is working fine when I am using indicators such as AnnualReturn, Drawdown but whenever I use Sharpe or Sharpe_A, it throws the following exception and starts running endlessly.

Starting Portfolio Value: 100000.00
Exception in thread Thread-75:
Traceback (most recent call last):
  File "/usr/lib/python3.6/threading.py", line 916, in _bootstrap_inner
    self.run()
  File "/usr/lib/python3.6/threading.py", line 864, in run
    self._target(*self._args, **self._kwargs)
  File "/usr/lib/python3.6/multiprocessing/pool.py", line 463, in _handle_results
    task = get()
  File "/usr/lib/python3.6/multiprocessing/connection.py", line 251, in recv
    return _ForkingPickler.loads(buf.getbuffer())
AttributeError: Can't get attribute 'Lines_LineSeries_LineIterator_DataAccessor_ObserverBase_Observer_DataTrades_a179e3eb9e354bd68d683450f934ee8a' on <module 'backtrader.lineseries' from '/usr/local/lib/python3.6/dist-packages/backtrader/lineseries.py'>

I think that this might be because of some deadlock due to multiprocessing. How can I correct this?

vladisld

@zuj Please take a look at the following post:
https://community.backtrader.com/topic/3090/threading-error-in-cerebro-run-maxcpus/2

and the links inside - this is a known issue with several possible solutions.

zuj

@vladisld Setting stdstats=False throws another error because some analyzer that is required uses this. The only way I am getting rid of the current error is by using maxcpus=1. So, there is no multithreading usage in my optimization which sucks. Can you please suggest any other way?

vladisld

@zuj Setting the maxcpus=1 is only a workaround. There is another link inside the link above suggesting the actual fix:

https://community.backtrader.com/topic/2265/exception-when-running-optimize-with-optreturn-false/6