@tianjixuetu
Thanks. Your analysis is really helpful for me.

Ah Alright.
It is better to apply

date2num

Solved my problem though.

Hi BT community,
I need help regarding extending Pandas Datafeed:

My dataframe looks like this :

 	open 	high 	low 	close 	volume 	expiry
time_stamp 						
2015-04-01 09:15:00 	18250.00 	18315.00 	18226.15 	18295.00 	222650 	2015-04-30
2015-04-01 09:30:00 	18295.00 	18299.50 	18261.55 	18278.00 	66875 	2015-04-30
2015-04-01 09:45:00 	18275.20 	18358.95 	18266.95 	18345.05 	162800 	2015-04-30
2015-04-01 10:00:00 	18345.05 	18390.00 	18332.60 	18374.95 	146525 	2015-04-30
2015-04-01 10:15:00 	18375.00 	18411.65 	18361.35 	18383.20 	119875 	2015-04-30

I have tried to figure this out by myself but would love help .

class custom(bt.feeds.PandasData):
    
    lines = ('open', 'high', 'low', 'close', 'volume',
             'expiry',
            )
    
    params = (
        ('open', -1),
        ('high', -1),
        ('low', -1),
        ('close', -1),
        ('volume', -1),
        ('expiry', -1),
    )

How can I use string/datetime as lines ?

@backtrader
Thanks for your help but I found out that even for 1 cpu the memory usage keeps increasing.
I think it keeps adding data in each and every step of simulation.

@backtrader
Thank you for helping me out in this.
Actual problem is memory usage as you said.
The memory usage keep rising while multiprocessing.
Although this is not an issue in Backtrader, I would like to know your suggestion on how to deal with this.

From my point of view there could be 2 solutions for these,
1st ) Increasing Swap
2nd ) Re-run the optimisation program every time after n number of simulations(200 in this case).

Hi BT community,
I am a huge fan of BT and using the platform from last 6 months.

Recently I tried strategy optimisation using Muti-processors and It worked fine for smaller range of backtest.
It works fine for around 100 counts but after it stops working.

Starting Backtest
Starting optimisation
Killed
(base) aadhunik@aadhunik:~/Desktop$ Process ForkPoolWorker-3:
Traceback (most recent call last):
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/pool.py", line 127, in worker
    put((job, i, result))
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/queues.py", line 364, in put
    self._writer.send_bytes(obj)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 200, in send_bytes
    self._send_bytes(m[offset:offset + size])
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 397, in _send_bytes
    self._send(header)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 368, in _send
    n = write(self._handle, buf)
BrokenPipeError: [Errno 32] Broken pipe

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/process.py", line 297, in _bootstrap
    self.run()
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/process.py", line 99, in run
    self._target(*self._args, **self._kwargs)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/pool.py", line 132, in worker
    put((job, i, (False, wrapped)))
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/queues.py", line 364, in put
    self._writer.send_bytes(obj)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 200, in send_bytes
    self._send_bytes(m[offset:offset + size])
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 404, in _send_bytes
    self._send(header + buf)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 368, in _send
    n = write(self._handle, buf)
BrokenPipeError: [Errno 32] Broken pipe
Process ForkPoolWorker-2:
Traceback (most recent call last):
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/pool.py", line 127, in worker
    put((job, i, result))
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/queues.py", line 364, in put
    self._writer.send_bytes(obj)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 200, in send_bytes
    self._send_bytes(m[offset:offset + size])
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 397, in _send_bytes
    self._send(header)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 368, in _send
    n = write(self._handle, buf)
BrokenPipeError: [Errno 32] Broken pipe

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/process.py", line 297, in _bootstrap
    self.run()
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/process.py", line 99, in run
    self._target(*self._args, **self._kwargs)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/pool.py", line 132, in worker
    put((job, i, (False, wrapped)))
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/queues.py", line 364, in put
    self._writer.send_bytes(obj)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 200, in send_bytes
    self._send_bytes(m[offset:offset + size])
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 404, in _send_bytes
    self._send(header + buf)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 368, in _send
    n = write(self._handle, buf)
BrokenPipeError: [Errno 32] Broken pipe
Process ForkPoolWorker-1:
Traceback (most recent call last):
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/pool.py", line 127, in worker
    put((job, i, result))
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/queues.py", line 364, in put
    self._writer.send_bytes(obj)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 200, in send_bytes
    self._send_bytes(m[offset:offset + size])
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 397, in _send_bytes
    self._send(header)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 368, in _send
    n = write(self._handle, buf)
BrokenPipeError: [Errno 32] Broken pipe

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/process.py", line 297, in _bootstrap
    self.run()
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/process.py", line 99, in run
    self._target(*self._args, **self._kwargs)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/pool.py", line 132, in worker
    put((job, i, (False, wrapped)))
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/queues.py", line 364, in put
    self._writer.send_bytes(obj)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 200, in send_bytes
    self._send_bytes(m[offset:offset + size])
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 404, in _send_bytes
    self._send(header + buf)
  File "/home/aadhunik/anaconda3/lib/python3.7/multiprocessing/connection.py", line 368, in _send
    n = write(self._handle, buf)
BrokenPipeError: [Errno 32] Broken pipe

I have a 12 core I7 processor and Initially I though it can be resolved by lowering the cpu counts but it don't work even for

cerebro = Cerebro(optreturn=False, maxcpus=2)
cerebro.optstrategy(
    
        testStrategy,
         fast=8,
         slow=range(9, 21),
         dcperiod=range(10, 31),
        trperiod=12,
         volumep=range(5, 20),
    
     )