assumption that all callables define __name__ attribute:

[arunavo4]

@kernc I am working an issue where I need to use the abstract module of talib

from backtesting import Backtest, Strategy
from backtesting.lib import crossover

from backtesting.test import GOOG
from talib import abstract


class SmaCross(Strategy):
    def init(self):
        Ind = abstract.Function('sma')
        inputs = {
            'open': self.data.Open,
            'high': self.data.High,
            'low': self.data.Low,
            'close': self.data.Close,
            'volume': self.data.Volume
        }
        self.ma1 = self.I(Ind, inputs, 10)
        self.ma2 = self.I(Ind, inputs, 20)

    def next(self):
        if crossover(self.ma1, self.ma2):
            self.buy()
        elif crossover(self.ma2, self.ma1):
            self.sell()


bt = Backtest(GOOG, SmaCross,
              cash=10000, commission=.002)
print(bt.run())
bt.plot()

I need this feature as I am dynamically getting Indicators using just function name

Running this ends up in this error

Traceback (most recent call last):
  File "/home/skywalker/PycharmProjects/backtester/backtest.py", line 30, in <module>
    print(bt.run())
  File "/home/skywalker/PycharmProjects/backtester/venv/lib/python3.8/site-packages/backtesting/backtesting.py", line 692, in run
    strategy.init()
  File "/home/skywalker/PycharmProjects/backtester/backtest.py", line 18, in init
    self.ma1 = self.I(Ind, inputs, 10)
  File "/home/skywalker/PycharmProjects/backtester/venv/lib/python3.8/site-packages/backtesting/backtesting.py", line 118, in I
    func_name = _as_str(func)
  File "/home/skywalker/PycharmProjects/backtester/venv/lib/python3.8/site-packages/backtesting/_util.py", line 24, in _as_str
    name = value.__name__.replace('<lambda>', 'λ')
AttributeError: 'Function' object has no attribute '__name__'

The issue seems to be way the function is constructed later in the backtesting.py

        if name is None:
            params = ','.join(filter(None, map(_as_str, chain(args, kwargs.values()))))
            func_name = _as_str(func)
            name = ('{}({})' if params else '{}').format(func_name, params)

Any tips on how to get around it?

• Backtesting version: latest master

[arunavo4]

@kernc Is there a way to get around this?

[kernc]

The assumption is here:

backtesting.py/backtesting/_util.py

Lines 23 to 24 in 0436e56

	if callable(value):
	name = value.__name__.replace('<lambda>', 'λ')

talib.abstract.Function objects, as passed to Strategy.I(), are callable, but they don't have .__name__. We have to accommodate for that fact so that the interpreter isn't crashed, rather that some other, suitable name is used instead.

[kernc]

getattr(value, '__name__', alternative)

or some such. But what is the alternative?

[arunavo4]

@kernc Thanks for the valuable Tip I found a way To solve it. Rather found the alternative you asked for.

    if callable(value):
        try:
            name = value.__name__.replace('<lambda>', 'λ')
        except AttributeError:
            name = getattr(value, '__name__', repr(value))

[arunavo4]

After this, I Tested To make sure Everything worked correctly

class SmaCross(Strategy):
    def init(self):
        Ind = abstract.Function('sma')
        inputs = {
            'open': self.data.Open,
            'high': self.data.High,
            'low': self.data.Low,
            'close': self.data.Close,
            'volume': self.data.Volume
        }
        self.ma1 = self.I(Ind, inputs, 10)
        self.ma2 = self.I(Ind, inputs, 20)

    def next(self):
        if crossover(self.ma1, self.ma2):
            self.buy()
        elif crossover(self.ma2, self.ma1):
            self.sell()


bt = Backtest(GOOG, SmaCross,
              cash=10000, commission=.002)
print(bt.run())

Results

Start                     2004-08-19 00:00:00
End                       2013-03-01 00:00:00
Duration                   3116 days 00:00:00
Exposure [%]                          94.2875
Equity Final [$]                      69665.1
Equity Peak [$]                       69722.1
Return [%]                            596.651
Buy & Hold Return [%]                 703.458
Max. Drawdown [%]                    -33.6059
Avg. Drawdown [%]                    -5.62833
Max. Drawdown Duration      689 days 00:00:00
Avg. Drawdown Duration       41 days 00:00:00
# Trades                                   93
Win Rate [%]                          53.7634
Best Trade [%]                        56.9786
Worst Trade [%]                      -17.0259
Avg. Trade [%]                        2.44454
Max. Trade Duration         121 days 00:00:00
Avg. Trade Duration          32 days 00:00:00
Expectancy [%]                        6.91837
SQN                                   1.77227
Sharpe Ratio                         0.220629
Sortino Ratio                        0.541607
Calmar Ratio                        0.0727415
_strategy                            SmaCross
dtype: object

The Results are the same as the normal way of doing it as mentioned in your README.md

[kernc]

repr of that object doesn't make an ideal indicator name, though. You might notice it if you do the plot ...

>>> repr(talib.abstract.Function('sma'))                                                             
"{'name': 'SMA', 'group': 'Overlap Studies', 'display_name': 'Simple Moving Average', 'function_flags': ['Output scale same as input'], 'input_names': OrderedDict([('price', 'close')]), 'parameters': OrderedDict([('timeperiod', 30)]), 'output_flags': OrderedDict([('real', ['Line'])]), 'output_names': ['real']}"

[arunavo4]

@kernc ok I after more digging I found that rather than defining the std __name__ attribute there is something usable

>>> SMA = abstract.Function('sma')
>>> SMA.__dict__
{'_Function__name': b'SMA', '_Function__namestr': 'SMA', '_Function__info': {'name': 'SMA', 'group': 'Overlap Studies',............................}
>>> SMA._Function__namestr
SMA

[kernc]

abstract.Function.__name is a mangled private member; it shouldn't be used in other code.

So this won't work. It's also too specific to talib, and we need a more generic fix, such as something derived on repr(), the convention talib seems to be offending.

[arunavo4]

@kernc I understand your concern. But I could not find anything else that would work as a replacement for this in talib.

[arunavo4]

@kernc perfect solution