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View Code? Open in Web Editor NEWPython framework optimized for running backtests on multiple asset portfolios
License: MIT License
Python framework optimized for running backtests on multiple asset portfolios
License: MIT License
BrokenProcessPool Traceback (most recent call last)
Cell In[6], line 14
11 returns = result.returns
12 return [*v, returns.iloc[0], returns.iloc[-1], qs.stats.max_drawdown(returns) * 100, qs.stats.cagr(returns) * 100, qs.stats.sharpe(returns)]
---> 14 optimization_results = process_map(run, list(product(*values)))
15 optimization_results = pd.DataFrame(optimization_results, columns=[*parameters,'Initial Capital','Cumulative Return','Max Drawdown (%)','CAGR (%)','Sharpe Ratio'])
16 optimization_results.set_index([*parameters], inplace=True)
File e:\ML_projects\backtesters\btester-master.venv\Lib\site-packages\tqdm\contrib\concurrent.py:105, in process_map(fn, *iterables, **tqdm_kwargs)
103 tqdm_kwargs = tqdm_kwargs.copy()
104 tqdm_kwargs["lock_name"] = "mp_lock"
--> 105 return _executor_map(ProcessPoolExecutor, fn, *iterables, **tqdm_kwargs)
File e:\ML_projects\backtesters\btester-master.venv\Lib\site-packages\tqdm\contrib\concurrent.py:51, in _executor_map(PoolExecutor, fn, *iterables, **tqdm_kwargs)
47 with ensure_lock(tqdm_class, lock_name=lock_name) as lk:
48 # share lock in case workers are already using tqdm
49 with PoolExecutor(max_workers=max_workers, initializer=tqdm_class.set_lock,
50 initargs=(lk,)) as ex:
---> 51 return list(tqdm_class(ex.map(fn, *iterables, chunksize=chunksize), **kwargs))
File e:\ML_projects\backtesters\btester-master.venv\Lib\site-packages\tqdm\std.py:1181, in tqdm.iter(self)
1178 time = self._time
1180 try:
-> 1181 for obj in iterable:
1182 yield obj
1183 # Update and possibly print the progressbar.
1184 # Note: does not call self.update(1) for speed optimisation.
File C:\Program Files\Python312\Lib\concurrent\futures\process.py:608, in _chain_from_iterable_of_lists(iterable)
602 def _chain_from_iterable_of_lists(iterable):
603 """
604 Specialized implementation of itertools.chain.from_iterable.
605 Each item in iterable should be a list. This function is
606 careful not to keep references to yielded objects.
607 """
--> 608 for element in iterable:
609 element.reverse()
610 while element:
File C:\Program Files\Python312\Lib\concurrent\futures_base.py:619, in Executor.map..result_iterator()
616 while fs:
617 # Careful not to keep a reference to the popped future
618 if timeout is None:
--> 619 yield _result_or_cancel(fs.pop())
620 else:
621 yield _result_or_cancel(fs.pop(), end_time - time.monotonic())
File C:\Program Files\Python312\Lib\concurrent\futures_base.py:317, in _result_or_cancel(failed resolving arguments)
315 try:
316 try:
--> 317 return fut.result(timeout)
318 finally:
319 fut.cancel()
File C:\Program Files\Python312\Lib\concurrent\futures_base.py:456, in Future.result(self, timeout)
454 raise CancelledError()
455 elif self._state == FINISHED:
--> 456 return self.__get_result()
457 else:
458 raise TimeoutError()
File C:\Program Files\Python312\Lib\concurrent\futures_base.py:401, in Future.__get_result(self)
399 if self._exception:
400 try:
--> 401 raise self._exception
402 finally:
403 # Break a reference cycle with the exception in self._exception
404 self = None
BrokenProcessPool: A process in the process pool was terminated abruptly while the future was running or pending.
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