I am experiencing crashes when trying to run an optimization. I reduced it to quite a simple test case to reproduce the error:
import datetime
import backtrader as bt
class TestStrategy(bt.Strategy):
params = (
('period', 15),
('printdata', True),
('printops', True),
)
if __name__ == '__main__':
cerebro = bt.Cerebro(maxcpus=0, optreturn=False)
cerebro.optstrategy(TestStrategy, period=[5, 6, 7])
data = bt.feeds.YahooFinanceCSVData(
dataname=r"..\datas\nvda-1999-2014.txt",
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2002, 12, 31),
reverse=False,
swapcloses=True,
)
cerebro.adddata(data)
data = bt.feeds.YahooFinanceCSVData(
dataname=r"..\datas\orcl-1995-2014.txt",
fromdate=datetime.datetime(2000, 1, 1),
todate=datetime.datetime(2002, 12, 31),
reverse=False,
swapcloses=True,
)
cerebro.adddata(data)
cerebro.run()
This is the result:
(qrawler) C:\Users\Robin\Projects\backtrader\tests>python test_multidata_optimize.py
Exception in thread Thread-3:
Traceback (most recent call last):
File "C:\Users\Robin\Miniconda3\envs\qrawler\lib\threading.py", line 916, in _bootstrap_inner
self.run()
File "C:\Users\Robin\Miniconda3\envs\qrawler\lib\threading.py", line 864, in run
self._target(*self._args, **self._kwargs)
File "C:\Users\Robin\Miniconda3\envs\qrawler\lib\multiprocessing\pool.py", line 463, in _handle_results
task = get()
File "C:\Users\Robin\Miniconda3\envs\qrawler\lib\multiprocessing\connection.py", line 251, in recv
return _ForkingPickler.loads(buf.getbuffer())
AttributeError: Can't get attribute 'Lines_LineSeries_LineIterator_DataAccessor_ObserverBase_Observer_DataTrades_32f0d39362e84be2898055ff9eaf034a' on <module 'backtrader.lineseries' from 'c:\\users\\robin\\projects\\backtrader\\backtrader\\lineseries.py'>
My Python:
(qrawler) C:\Users\Robin\Projects\backtrader\tests>python -V
Python 3.6.9 :: Anaconda, Inc.
Any idea whats wrong on my end or actually backtrader's fault?
