Optimization Exceptions on Windows 10 and Anaconda 3

Praveen Baratam

Exiting with the following error. Please help!

..Exception in thread Thread-3:
Traceback (most recent call last):
  File "C:\ProgramData\Anaconda3\lib\threading.py", line 916, in _bootstrap_inner
    self.run()
  File "C:\ProgramData\Anaconda3\lib\threading.py", line 864, in run
    self._target(*self._args, **self._kwargs)
  File "C:\ProgramData\Anaconda3\lib\multiprocessing\pool.py", line 429, in _handle_results
    task = get()
  File "C:\ProgramData\Anaconda3\lib\multiprocessing\connection.py", line 251, in recv
    return _ForkingPickler.loads(buf.getbuffer())
TypeError: __init__() missing 9 required positional arguments: 'status', 'dt', 'barlen', 'size', 'price', 'value', 'pnl', 'pnlcomm', and 'tz'

backtrader

It's an error message. More cannot be said.

CptanPanic

I am currently debugging a similar error in Linux, my current work around is to set maxcpus=1 when creating Cerebro()

Praveen Baratam

@CptanPanic - I found that maxcpus=1 hack to override multiprocessing for timebeing.

But without parallelism, python+backtrader is too slow for Optimization and Walkforward Analysis

For instance, I am trying to replicate my strategies from another platform (C#) and it is atleast 20 times slower on python+backtrader without multiprocessing.

Praveen Baratam

This is the error I am getting on Ubuntu with Python 2.7.. May be this can explain a but more ...

Exception in thread Thread-3:
Traceback (most recent call last):
  File "/usr/lib/python2.7/threading.py", line 810, in __bootstrap_inner
    self.run()
  File "/usr/lib/python2.7/threading.py", line 763, in run
    self.__target(*self.__args, **self.__kwargs)
  File "/usr/lib/python2.7/multiprocessing/pool.py", line 380, in _handle_results
    task = get()
TypeError: ('__init__() takes exactly 10 arguments (2 given)', <class 'backtrader.trade.TradeHistory'>, ([['status', AutoOrderedDict([('status', 1), ('dt', 732713.9999999999), ('barlen', 0), ('size', -1800), ('price', 6120.873), ('value', 991581.426), ('pnl', 0.0), ('pnlcomm', 0.0), ('tz', None)])], ['event', AutoOrderedDict([('order', <backtrader.order.SellOrder object at 0x7f8c5de9c190>), ('size', -1800), ('price', 6120.873), ('commission', 1101.7571400000002)])]],))

Praveen Baratam

I removed all dependencies related to tradehistory inside my strategies and then multiprocessing works as expected.

CptanPanic

You are on to something. I currently had 3 analyzers, Calmar, Returns, and PyFolio. Multicore fails if I enable Calmar or Pyfolio. @backtrader Any ideas?

Praveen Baratam

In the error trace I posted earlier, I saw the signature of TradeHistory so I tried to do away with it. Mine was an easy fix. Check your error traces and see if you can remove/fix something.

André Tavares

Include the code in TradeHistory Class:

def __reduce__(self):
    return (self.__class__, (self.status.status, self.status.dt, self.status.barlen, self.status.size,
                             self.status.price, self.status.value, self.status.pnl, self.status.pnlcomm,
                             self.status.tz,))