Calling strategy from strategy leads to maximum recursion depth error

[traderbob]

Hi, i am currently struggling with a problem I can't find the solution too.

The basic idea is the following:
I have a BaseStrategy which inherits from backtrader.Strategy
I have a PivotStrategy class which inherits from BaseStrategy
I have a LevelStrategy class which inherits from BaseStrategy

The LevelStrategy contains code to analyse some candlestick patterns around key levels

Now, in PivotStrategy I want to call an analysis method of LevelStrategy if the current price is around a pivot level to see if the price action gives any indication of breakout or reversal.

If I use the following code I get the error message shown below:

• executor.py:

class BaseStrategy(backtrader.Strategy):

    @abstractmethod
    def analyse_ticker(self):
        pass

• PivotStrategy.py:

from trader.executor import BaseStrategy
from trader.strategies.LevelStrategy import LevelsStrategy

class PivotStrategy(BaseStrategy):
    def __init__(self, alert_only: bool = False):
        super().__init__()

    def analyse_ticker(self):
         # Do stuff
         ls = LevelsStrategy()
         return_value = ls.apply_strategy()
         return return_value

    def next(self):
         self.analyse_ticker()

• LevelStrategy.py:

from trader.executor import BaseStrategy
class LevelsStrategy(BaseStrategy):

    def analyse_ticker(self):
        return 0.0

• backtester.py:

import backtrader as bt
from trader.strategies.PivotStrategy import PivotStrategy

if __name__ == "__main__":

    cerebro = bt.Cerebro()

    data = bt.feeds.GenericCSVData(dataname='data.csv',
                                   headers=True, dtformat=('%Y-%m-%dT%H:%M:%S%z'), timeframe=bt.TimeFrame.Minutes,
                                   datetime=1, open=2, high=3, low=4, close=5, volume=6, tz=pytz.timezone('UTC'))

    cerebro.adddata(data)
    cerebro.addstrategy(PivotStrategy)
    cerebro.addsizer(bt.sizers.SizerFix, stake=3)

    cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='mysharpe')
    cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name="mytrades")

    start_portfolio_value = cerebro.broker.getvalue()
    thestrats = cerebro.run()

The stacktrace:

Traceback (most recent call last):
  File ".../pycharm/plugins/python/helpers/pydev/_pydevd_bundle/pydevd_trace_dispatch_regular.py", line 422, in __call__
    if not is_stepping and frame_cache_key in cache_skips:
RecursionError: maximum recursion depth exceeded in comparison
Fatal Python error: Cannot recover from stack overflow.
Python runtime state: initialized

Thread 0x00007feba7b38640 (most recent call first):
  File "/usr/lib/python3.8/threading.py", line 306 in wait
  File "/usr/lib/python3.8/threading.py", line 558 in wait
  File ".../pycharm/plugins/python/helpers/pydev/pydevd.py", line 150 in _on_run
  File ".../pycharm/plugins/python/helpers/pydev/_pydevd_bundle/pydevd_comm.py", line 218 in run
  File "/usr/lib/python3.8/threading.py", line 932 in _bootstrap_inner
  File "/usr/lib/python3.8/threading.py", line 890 in _bootstrap

Current thread 0x00007febc7a67740 (most recent call first):
  File ".../pycharm/plugins/python/helpers/pydev/_pydevd_bundle/pydevd_trace_dispatch_regular.py", line 422 in __call__
  File ".../venv/lib/python3.8/site-packages/backtrader/lineroot.py", line 304 in _stage1
  File ".../venv/lib/python3.8/site-packages/backtrader/lineiterator.py", line 189 in _stage1
  File ".../venv/lib/python3.8/site-packages/backtrader/lineiterator.py", line 196 in _stage1
....

I have already identified that the problem is the code 'ls = LevelsStrategy()'. If I remove that line and the following one, the execution runs through.

However, currently I can't think of a solution.

Any ideas on how to implement this?

Thank you.

[Carlus Remod]

Cupcake made at home are a lot more than just a delicious dessert. They can be an interesting and fun activity that you and your family can enjoy together to make Cupcake Delivery Sydney. Cupcakes make great party favors, teach children about kitchen hygiene, help with math skills, and much more!