How to check the legality of parameters before running the test?

junyiliu

I backtest a double moving average strategy and want to optimize the two parameter, shortma and longma with the following code

strategies = cerebro.optstrategy(DoubleMA,
                   shortma=range(5,30,5),longma=range(15, 50, 1)

Obviously, shortma shall be small than longma, otherwise the strategy is meaningless. How should i add some code to check the legality of parameters in the __init__ , once the parameters is invalid, the strategy go the stop .

backtrader

This is covered by raising a exception during __init__. See Docs - Exceptions

import backtrader as bt

class Strategy(bt.Strategy):

    def __init__(self):
        if something_goes_wrong():
            raise bt.StrategySkipError