update_system_backtests AttributeError: 'RawData' object has no attribute 'get_demeanded_factor_value' #1173
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Hi guys, I'm trying to get my implementation up and running with the ultimate goal of using a dynamic optimised system for live trading. My next step is to run rob_system for test trading to produce positions but disable automated order generation. So far I have followed the production guide from prerequisites through creating adjusted prices in Arctic, and Scheduling. I am having trouble with the Live production backtest step. Following the backtest guide, I'm able to produce a backtest with the following code and copying Rob's config.yaml in the systems/provided/rob_system into my private_config.yaml. I also have a copy of Rob's config as "rob_system.yaml" in the private directory. But when I run the update_system_backtests script, I get an Attribute error at {'type': 'base_system', 'stage': 'rules', 'instrument_code': 'AEX'} Calculating raw forecast AEX for skewabs180; "AttributeError: 'RawData' object has no attribute 'get_demeanded_factor_value'". Full tracelog at the bottom of post. Here are my strategy settings in private_config Settings in private_control_config Hoping someone can help point me in the right direction. Thanks in advance! Frank |
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Answered by
tgibson11
Jun 1, 2023
Replies: 3 comments 1 reply
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The short answer is that run_dynamic_optimized_system is not setup to work with Rob's system config. If you look at run_dynamic_optimized_system, you'll see this: If you look at rob_system/run_system.py, you'll see this: Notice that there are some differences. If you are going to use his system config, you also need to use his system classes. I would suggest making a copy of run_dynamic_optimized_system and modify the system creation code, or import the futures_system method from rob_system/run_system instead of using the local one. Then of course you'd want to update your config to point to your new run script instead of the provided one. |
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1 reply
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Thanks so much, that did the trick! I really appreciate you and oldlore's timely help. |
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Answer selected by
frankcodespoorly
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I ran into the same problem a while back. My very simplistic and inelegant solution was to copy the individual rules from his rawdata.py file to the one in systems/rawdata.py. I think there may have been 1 or 2 additional imports required but it works. tgibson11's solution is probably better in the long-run. |
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resolved |
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The short answer is that run_dynamic_optimized_system is not setup to work with Rob's system config.
If you look at run_dynamic_optimized_system, you'll see this:
If you look at rob_system/run_system.py, you'll see this: