Backtrader issue - optstrategy AttributeError: module 'collections' has no attribute 'Iterable'

Question

I'm trying to optimize my strategy on Backtrader with python but keeps getting this error and i can't find anything on the web showing why I'm getting it. My code is simple and loosely based on the quick start examples:

from alpaca_trade_api.rest import REST, TimeFrame, TimeFrameUnit
import backtrader as bt
from config import API_KEY, SECRET_KEY

class EMACross(bt.Strategy):

    params = dict(
        ema_short_period=5,
        ema_long_period=10
    )

    def __init__(self):
        self.order = None
        self.short_ma = bt.indicators.ExponentialMovingAverage(period=self.p.ema_short_period)
        self.long_ma = bt.indicators.ExponentialMovingAverage(period=self.p.ema_long_period)

        self.crossover = bt.ind.CrossOver(self.short_ma, self.long_ma)  # crossover signal
        self.crossdown = bt.ind.CrossDown(self.short_ma, self.long_ma)

        self.crossdown.plotinfo.subplot = False
        self.crossover.plotinfo.subplot = False

    def next(self):
        self.log('Close, %.2f' % self.data.close[0])

        if self.position.size > 0:
            if self.crossdown > 0:
                self.log('SELL CREATE, %.2f' % self.data.close[0])
                self.close()
        else:
            if self.crossover > 0:
                self.log('BUY CREATE, %.2f' % self.data.close[0])
                self.buy()

    def log(self, txt, dt=None):
        dt = dt or self.data.datetime.datetime()
        print('%s, %s' % (dt.isoformat(), txt))

    def stop(self):
        self.log('(short EMA Period %2d) (long EMA Period %2d) Ending Value %.2f' %
                 (self.p.ema_short_period, self.p.ema_long_period, self.broker.getvalue()))


rest_api = REST(API_KEY, SECRET_KEY, 'https://paper-api.alpaca.markets')


def run_backtest(strategy, symbols, start, end, timeframe, cash=100000):
    # initialize backtrader broker
    cerebro = bt.Cerebro()
    cerebro.broker.setcash(cash)
    cerebro.addsizer(bt.sizers.PercentSizer, percents=90)

    cerebro.optstrategy(strategy, ema_short_period=4, ema_long_period=6)

    # historical data request
    if type(symbols) == str:
        symbol = symbols
        alpaca_data = rest_api.get_bars(symbol, timeframe, start, end, adjustment='all').df
        data = bt.feeds.PandasData(dataname=alpaca_data, name=symbol)
        cerebro.adddata(data)
    elif type(symbols) == list or type(symbols) == set:
        for symbol in symbols:
            alpaca_data = rest_api.get_bars(symbol, timeframe, start, end, adjustment='all').df
            data = bt.feeds.PandasData(dataname=alpaca_data, name=symbol)
            cerebro.adddata(data)

    # run
    initial_portfolio_value = cerebro.broker.getvalue()
    print(f'Starting Portfolio Value: {initial_portfolio_value}')
    results = cerebro.run()
    final_portfolio_value = cerebro.broker.getvalue()
    print(
        f'Final Portfolio Value: {final_portfolio_value} ---> Return: {(final_portfolio_value / initial_portfolio_value - 1) * 100}%')


run_backtest(EMACross, 'QQQ', '2018-01-01', '2022-01-01', TimeFrame(1, TimeFrameUnit.Day))

Running the script, i get this error:

Traceback (most recent call last):
  File "/Users/usrname/PycharmProjects/test3/main.py", line 79, in <module>
    run_backtest(EMACross, 'QQQ', '2018-01-01', '2022-01-01', TimeFrame(1, TimeFrameUnit.Day))
  File "/Users/usrname/PycharmProjects/test3/main.py", line 54, in run_backtest
    cerebro.optstrategy(strategy, ema_short_period=4, ema_long_period=6)
  File "/Users/usrname/PycharmProjects/test3/venv/lib/python3.10/site-packages/backtrader/cerebro.py", line 893, in optstrategy
    vals = self.iterize(kwargs.values())
  File "/Users/usrname/PycharmProjects/test3/venv/lib/python3.10/site-packages/backtrader/cerebro.py", line 333, in iterize
    elif not isinstance(elem, collections.Iterable):
AttributeError: module 'collections' has no attribute 'Iterable'

Process finished with exit code 1

When running the script without optstrategy() but rather with addstrategy(), evrything is working great. Only when changing to optstrategy is when i'm getting this error.

I also tried to run the same code on Google colab (with optstrategy() method) and everything worked great there, so this got me really puzzled...

I'm running python 3.10 with PyCharm CE on macOS.

Answer 1

Try downgrading from python 3.10 to python 3.8 version