Passing params to my strategy

Rapha

Hi there,

I am in the process of segmenting and packaging different part of my code, and the backtrader part containing my strategy (class ML_strategy(bt.Strategy)) is now isolated from the rest of in a package (backtest).

For this reason, I need to pass the params to my strategy without defining them in the class as I used to do:

class ML_strategy(bt.Strategy):
    params = (('target_n_positions', 20),
              ('min_n_positions', 5),
              ('min_position_value', 2000),
              ('rebalancing_frequency', 'daily'),
              ('rebalancing_direction', 'long'),
              ('verbose', False))

I have tried two methods, which both give me some errors:

Setting the class variables this way from my main.py:

            backtest.ML_strategy.params = (('target_n_positions', 20),
                                           ('min_n_positions', 5),
                                           ('min_position_value', 2000),
                                           ('rebalancing_frequency','daily'),
                                           ('rebalancing_direction','long'),
                                           ('verbose', False))

            cerebro.addstrategy(backtest.ML_strategy)

which gives me the following error:

File "C:\Users\rapha\Documents\GitHub\algorithms\venv\lib\site-packages\backtrader\metabase.py", line 283, in donew
  params = cls.params()
TypeError: 'tuple' object is not callable

Providing the instance variables in addstrategy:

cerebro.addstrategy(backtest.ML_strategy,target_n_positions=20,min_n_positions=5,min_position_value=2000,rebalancing_frequency='daily',rebalancing_direction='long',verbose=False)

which gives me the following error:

File "C:\Users\rapha\Documents\GitHub\algorithms\venv\lib\site-packages\backtrader\metabase.py", line 283, in donew
  params = cls.params()
TypeError: 'tuple' object is not callable

Additional information: I have switch to Python 3.10. I used to work on python 3.6 for backtrader, not sure if that might be the causing the issue as well.

Any idea on what I might be doing wrong here?

Thanks in advance
Rapha

BorutF

@rapha It is possible that it is about the Python version change.

params = dict(
      target_n_positions=20
)

You could try by defining the params inside in a dict, as shown above.

When I run both the tuple and dict approaches work, but who knows. I run backtrader in a environment in 3.8, as I have found some troubles with the newer versions.