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Can't we construct another strategy on top of the strategy's strategy? I want to construct a grandparent-parent-child structure.
If the example(Strategy_Combination.ipynb) is modified and executed, the following error occurs.
AttributeError Traceback (most recent call last)
/tmp/ipykernel_2097621/4242092674.py in <module>
6 )
7
----> 8 res = bt.run(combined_test)
~/venv/algo/lib/python3.8/site-packages/bt/backtest.py in run(*backtests)
26 # run each backtest
27 for bkt in backtests:
---> 28 bkt.run()
29
30 return Result(*backtests)
~/venv/algo/lib/python3.8/site-packages/bt/backtest.py in run(self)
252
253 # update strategy
--> 254 self.strategy.update(dt)
255
256 if not self.strategy.bankrupt:
~/venv/algo/lib/python3.8/site-packages/bt/core.cpython-38-x86_64-linux-gnu.so in bt.core.StrategyBase.update()
~/venv/algo/lib/python3.8/site-packages/bt/core.cpython-38-x86_64-linux-gnu.so in bt.core.StrategyBase.update()
~/venv/algo/lib/python3.8/site-packages/bt/core.cpython-38-x86_64-linux-gnu.so in bt.core.Strategy.run()
~/venv/algo/lib/python3.8/site-packages/bt/core.cpython-38-x86_64-linux-gnu.so in bt.core.Strategy.run()
~/venv/algo/lib/python3.8/site-packages/bt/core.cpython-38-x86_64-linux-gnu.so in bt.core.AlgoStack.__call__()
~/venv/algo/lib/python3.8/site-packages/bt/algos.py in __call__(self, target)
1813
1814 # Now update
-> 1815 target.root.update(target.now)
1816
1817 return True
~/venv/algo/lib/python3.8/site-packages/bt/core.cpython-38-x86_64-linux-gnu.so in bt.core.StrategyBase.update()
~/venv/algo/lib/python3.8/site-packages/bt/core.cpython-38-x86_64-linux-gnu.so in bt.core.StrategyBase.update()
~/venv/algo/lib/python3.8/site-packages/bt/core.cpython-38-x86_64-linux-gnu.so in bt.core.StrategyBase.update()
AttributeError: 'Strategy' object has no attribute '_values'
Anyone who has tried, please help.
Thank you.
The text was updated successfully, but these errors were encountered:
Hello.
Can't we construct another strategy on top of the strategy's strategy? I want to construct a grandparent-parent-child structure.
If the example(
Strategy_Combination.ipynb
) is modified and executed, the following error occurs.Anyone who has tried, please help.
Thank you.
The text was updated successfully, but these errors were encountered: