How to loop throug cerebro?

chhrissi2909

Hello,

I am trying to backtest some stocks at ones. To solve this I want to loop through the cerebro for every stock in the code.

When I do that, than the code perfectly runs and calculates my resuluts, but when the code goes into the second loop, than I get an error message like this:

Traceback (most recent call last):
  File "d:\Desktop\DonchianMT5Data_alle_Stocks.py", line 309, in <module>
    results = cerebro.run(tradehistory=True)
  File "C:\Python\lib\site-packages\backtrader\cerebro.py", line 1127, in run
    runstrat = self.runstrategies(iterstrat)
  File "C:\Python\lib\site-packages\backtrader\cerebro.py", line 1257, in runstrategies
    strat._addanalyzer(ancls, *anargs, **ankwargs)
  File "C:\Python\lib\site-packages\backtrader\strategy.py", line 247, in _addanalyzer
    analyzer = ancls(*anargs, **ankwargs)
TypeError: 'list' object is not callable
PS D:\Desktop>

the code in the cerebro part looks like this:


symbolpfad = "D:\Desktop\ZigZag Freelancer\MT5_Daten\SPX_Symbole komplett1.csv"
symbolliste = pd.read_csv(symbolpfad)
if __name__ == '__main__':
    ## ----------------------------------------------- Prepare Backtestfeed -----------------------------------------------
    # Find Data.
    for i in range(len(symbolliste)):
        cerebro = bt.Cerebro()
        datapath = "D:/Desktop/ZigZag/strategy/data_Tiingo/SPX/"+symbolliste.Symbol[i]+".csv"
        data_df = pd.read_csv(datapath,
                                index_col=0, 
                                usecols=["time", "open","high", "low", "close"])
        data_df.index = pd.to_datetime(data_df.index)
        feed = bt.feeds.PandasData(dataname=data_df) 
        cerebro.adddata(feed)
        cerebro.broker.setcash(STARTING_CAP)
        cerebro.broker.setcommission(commission=COMMISSION, leverage=2)

        # Add Analyzers
        cerebro.addanalyzer(MaxDD, _name='max_dd')
        cerebro.addanalyzer(HitRate, _name='hit_rate')
        cerebro.addanalyzer(TotalTrades, _name='total_trades')
        cerebro.addanalyzer(trade_list, _name='trade_list')
        cerebro.addanalyzer(btanalyzers.SharpeRatio, _name='sharpe', riskfreerate=0.0)
        cerebro.addstrategy(NoStrategy, period_high=DONCHIAN_HIGH,
                                        period_low=DONCHIAN_LOW,
                                        lookback=0,
                                        risk=RISK,
                                        Einstiegs_Puffer=EINSTIEGS_PUFFER,
                                        Ausstiegs_Puffer=AUSSTIEGS_PUFFER,
                                        Use_TSL_close=USE_TSL_CLOSE)

        ## Run Backtest ---------------------------------------------------
        # Print out the starting conditions
        print('Starting Portfolio Value: %.2f' % cerebro.broker.getvalue())
        # Run over everything
        results = cerebro.run(tradehistory=True)
        # Print out the final result
        print('Final Portfolio Value: %.2f' % cerebro.broker.getvalue())
        rendite = round(( (cerebro.broker.getvalue()/STARTING_CAP) - 1)*100,2)
        # Print Analyzers

        # Plot
        trade_list = results[0].analyzers.trade_list.get_analysis()
        tabulate(trade_list, headers="keys")
        #print (tabulate(trade_list, headers="keys"))
        
        trade_list_df = pd.DataFrame(trade_list) 
        print(trade_list_df)

Is it even possible to loop through cerebro for more than 20 Stocks an save the resuluts f.e. in a excel?
If yes, what is wrong with my code?

best regards
Chrsitian

chhrissi2909

@chhrissi2909 line 309 is this line:

results = cerebro.run(tradehistory=True)

run-out

@chhrissi2909 said in How to loop throug cerebro?:

File "C:\Python\lib\site-packages\backtrader\strategy.py", line 247, in _addanalyzer
analyzer = ancls(*anargs, **ankwargs)
TypeError: 'list' object is not callable

This error has shown up for me from time to time, usually when my backtest has no trades. This will be in your anlyzers. Turn off all your analyzers and see if the backtest runs. If so, turn on the analyzers one by one to find the culprit.

chhrissi2909

@run-out Yes you are right. This is because of the trade_list.

If I comment the trade_list results out like this...

        #trade_list = results[0].analyzers.trade_list.get_analysis()
        #tabulate(trade_list, headers="keys")

... than the code works fine. But I need the results of the trade list. (this is why I make the backtest ^^)

chhrissi2909

@run-out Hey I found the error!!!

here I found the solution: https://community.backtrader.com/topic/2582/run-multiple-data-in-for-loop

I gave my trade_list class an other name. In my example I gave it the name "Trade_The_List" and than I replaced it in the analyzer like this:

cerebro.addanalyzer(Trade_The_List, _name='trade_list')

now it works :)

thank you for your help!