Calling strategy from strategy leads to maximum recursion depth error
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:
class BaseStrategy(backtrader.Strategy): @abstractmethod def analyse_ticker(self): pass
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()
from trader.executor import BaseStrategy class LevelsStrategy(BaseStrategy): def analyse_ticker(self): return 0.0
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()
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?
Carlus Remod last edited by
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