Solved backtrader multiprocessing.pool.MaybeEncodingError 解决多个数据源和optstrategy的问题

1. 代碼問題

idx = cerebro.optstrategy(SwingStrategy, bar_executed_exist=days_step, drop_down_exist=-3, target_price_exist=8, rebound_exist=3, swing_period=days_step)

for ucode, data0 in underlying.items():
    cerebro.adddata(data0, name=ucode)
    
thestrats = cerebro.run(maxcpus=8)

a. 使用optstrategy優化策略

b. 插入adddata多組數據

c. 執行maxcpus=8多線程

 

2. 報錯

multiprocessing.pool.MaybeEncodingError: Error sending result: '[<backtrader.cerebro.OptReturn object at 0x00000245B18776D8>]'. Reason: 'PicklingError("Can't pickle <class 'backtrader.metabase.AutoInfoClass_7555baaa62804eda80c93bd4267445d7_2800.HK'>: attribute lookup AutoInfoClass_7555baaa62804eda80c93bd4267445d7_2800.HK on backtrader.metabase failed",)'

 

3. 解決

thestrats = cerebro.run(maxcpus=1)

　　由於多線程時執行多組數據會出錯，所以強制禁止多線程

 

Update 2022-12-06

Backtrader - multiprocessing.pool.MaybeEncodingError: Error sending result