Bug: can't get attribute on lineseries.

duality_

If I use optstrategy and use more than one adddata, then I get this exception:

Exception in thread Thread-3:
Traceback (most recent call last):
  File "/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/lib/python3.6/threading.py", line 916, in _bootstrap_inner
    self.run()
  File "/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/lib/python3.6/threading.py", line 864, in run
    self._target(*self._args, **self._kwargs)
  File "/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/lib/python3.6/multiprocessing/pool.py", line 463, in _handle_results
    task = get()
  File "/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/lib/python3.6/multiprocessing/connection.py", line 251, in recv
    return _ForkingPickler.loads(buf.getbuffer())
AttributeError: Can't get attribute 'Lines_LineSeries_LineIterator_DataAccessor_ObserverBase_Observer_DataTrades_fa578223e8c04a48bdb681098956aac8' on <module 'backtrader.lineseries' from '/usr/local/lib/python3.6/site-packages/backtrader/lineseries.py'>

If I change either of the above things (either add only one data or use addstrategy), I don't get this error.

Here's my code:

from __future__ import (absolute_import, division, print_function, unicode_literals)

import backtrader as bt

from strategies.sma_crossover import SMA_CrossOver
from strategies.strategy_container import StrategyContainer
from api import crypto_data

data_spec = [
        {"symbol": "BTC/USD", "exchange": "CCCAGG", "res": "day", "length": 365},
        {"symbol": "ETH/USD", "exchange": "CCCAGG", "res": "day", "length": 365},
]

StrategyContainer.register(SMA_CrossOver)

# cerebro
cerebro = bt.Cerebro()
cerebro.broker.setcash(100000.0)
cerebro.broker.setcommission(commission=0.001)
cerebro.addanalyzer(bt.analyzers.PyFolio)
cerebro.optstrategy(StrategyContainer, strategy_index=StrategyContainer.indices())

# data
for d in data_spec:
    data = crypto_data.get_feed(d["symbol"], exchange=d["exchange"], resolution=d["res"], length=d["length"])
    cerebro.adddata(data, name=d["symbol"])
results = cerebro.run()

What could be the reason for this?

backtrader

Where is the bug?

duality_

Yes, that's what I'm asking.

duality_

It might be in backtrader or more likely in my code. Any ideas?

duality_

I get the same problem if I switch optreturn of Cerebro from the default of True to False.

duality_

I simplified the example so it's really easy to read and follows most of the conventions that the Backtrader's samples also take.

Here's the simplified code with the same problems as above. Why does this happen?

from __future__ import (absolute_import, division, print_function, unicode_literals)

import datetime

import backtrader as bt
import backtrader.feeds as btfeeds
import backtrader.indicators as btind


def run():
    cerebro = bt.Cerebro(optreturn=False)
    StrategyContainer.register(SMA_CrossOver)
    cerebro.optstrategy(StrategyContainer, strategy_index=StrategyContainer.indices())

    data0 = btfeeds.YahooFinanceCSVData(dataname='../../datas/daily-PEP.csv', fromdate=datetime.datetime(1997, 1, 1), todate=datetime.datetime(1998, 1, 1))
    cerebro.adddata(data0)
    cerebro.adddata(data0)

    # run
    results = cerebro.run()


class StrategyContainer(object):
    _strategies = []
    @classmethod
    def register(cls, strategy):
        cls._strategies.append(strategy)
    @classmethod
    def indices(cls):
        return range(len(cls._strategies))
    def __new__(cls, *args, **kwargs):
        strategy_index = kwargs.pop('strategy_index')
        obj = cls._strategies[strategy_index](*args, **kwargs)
        return obj


class SMA_CrossOver(bt.Strategy):
    pass


run()