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.