Stepped stop loss

[bibinvargheset]

i was trying to use stepped stop loss got an error, please advice how to solve?

from numba import njit

@njit
def adjust_sl_func_nb(c):
    current_profit = (c.val_price_now - c.init_price) / c.init_price
    if current_profit >= 0.25:
        return current_profit*0.8, True
    elif current_profit >= 0.20:
        return 0.15, True
    elif current_profit >= 0.15:
        return 0.07, True
    elif current_profit >= 0.05:
        return 0.01, True
    return c.curr_stop, c.curr_trail

    pf = vbt.Portfolio.from_signals(symbol_data.close, entries=symbol_data.Entry, freq="D",
                                    init_cash=100_000, fees=0.0025, slippage=0.0025, adjust_sl_func_nb=adjust_sl_func_nb)

Traceback (most recent call last):
File "G:\python.venv.algotraderzerodha\lib\site-packages\IPython\core\interactiveshell.py", line 3441, in run_code
exec(code_obj, self.user_global_ns, self.user_ns)
File "", line 34, in
pf = vbt.Portfolio.from_signals(symbol_data.close, entries=symbol_data.Entry, freq="D",
File "G:\python.venv.algotraderzerodha\lib\site-packages\vectorbt\portfolio\base.py", line 1278, in from_signals
order_records, log_records = nb.simulate_from_signals_nb(
File "G:\python.venv.algotraderzerodha\lib\site-packages\numba\core\dispatcher.py", line 420, in _compile_for_args
error_rewrite(e, 'typing')
File "G:\python.venv.algotraderzerodha\lib\site-packages\numba\core\dispatcher.py", line 361, in error_rewrite
raise e.with_traceback(None)
numba.core.errors.TypingError: Failed in nopython mode pipeline (step: nopython frontend)
Internal error at <numba.core.typeinfer.CallConstraint object at 0x000001E3D80C36D0>.
too many positional arguments
During: resolving callee type: type(CPUDispatcher(<function adjust_sl_func_nb at 0x000001E3BD8E0550>))
During: typing of call at G:\python.venv.algotraderzerodha\lib\site-packages\vectorbt\portfolio\nb.py (3304)
Enable logging at debug level for details.
File ".....venv.algotraderzerodha\lib\site-packages\vectorbt\portfolio\nb.py", line 3304:
def simulate_from_signals_nb(target_shape: tp.Shape,

# Adjust stops
sl_init_stop[col], sl_init_trail[col] = adjust_sl_func_nb(
^

vbt.Portfolio.from_signals(symbol_data.close, entries=symbol_data.Entry, freq="D",
init_cash=100_000, fees=0.0025, slippage=0.0025)
vbt.Portfolio.from_signals(symbol_data.close, entries=symbol_data.Entry, freq="D",
init_cash=100_000, fees=0.0025, slippage=0.0025,sl_stop=0.05, sl_trail=True, tp_stop=0.2)

are working okay

[polakowo]

Are you using 0.20.0? If not, you need to update.

[bibinvargheset]

ok

[bibinvargheset]

After upgrade

import vectorbt as vbt
Traceback (most recent call last):
File "G:\python.venv.algotraderzerodha\lib\site-packages\IPython\core\interactiveshell.py", line 3441, in run_code
exec(code_obj, self.user_global_ns, self.user_ns)
File "", line 1, in
import vectorbt as vbt
File "C:\Program Files\JetBrains\PyCharm 2021.1.3\plugins\python\helpers\pydev_pydev_bundle\pydev_import_hook.py", line 21, in do_import
module = self.system_import(name, *args, **kwargs)
File "G:\python.venv.algotraderzerodha\lib\site-packages\vectorbt_init.py", line 621, in
from vectorbt.indicators import *
File "C:\Program Files\JetBrains\PyCharm 2021.1.3\plugins\python\helpers\pydev_pydev_bundle\pydev_import_hook.py", line 21, in do_import
module = self.system_import(name, *args, **kwargs)
File "G:\python.venv.algotraderzerodha\lib\site-packages\vectorbt\indicators_init.py", line 6, in
from vectorbt.indicators.factory import IndicatorFactory
File "C:\Program Files\JetBrains\PyCharm 2021.1.3\plugins\python\helpers\pydev_pydev_bundle\pydev_import_hook.py", line 21, in do_import
module = self._system_import(name, *args, **kwargs)
File "G:\python.venv.algotraderzerodha\lib\site-packages\vectorbt\indicators\factory.py", line 1148, in
from vectorbt.generic.accessors import BaseAccessor
File "C:\Program Files\JetBrains\PyCharm 2021.1.3\plugins\python\helpers\pydev_pydev_bundle\pydev_import_hook.py", line 21, in do_import
module = self._system_import(name, *args, **kwargs)
File "G:\python.venv.algotraderzerodha\lib\site-packages\vectorbt\generic\accessors.py", line 260, in
nb_config = Config(
File "G:\python.venv.algotraderzerodha\lib\site-packages\vectorbt\utils\config.py", line 393, in init
dct = copy_dict(dict(dct), **copy_kwargs)
File "G:\python.venv.algotraderzerodha\lib\site-packages\vectorbt\utils\config.py", line 117, in copy_dict
return deepcopy(dct)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 146, in deepcopy
y = copier(x, memo)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 230, in _deepcopy_dict
y[deepcopy(key, memo)] = deepcopy(value, memo)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 146, in deepcopy
y = copier(x, memo)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 230, in _deepcopy_dict
y[deepcopy(key, memo)] = deepcopy(value, memo)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 172, in deepcopy
y = _reconstruct(x, memo, *rv)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 264, in _reconstruct
y = func(*args)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 263, in
args = (deepcopy(arg, memo) for arg in args)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 172, in deepcopy
y = _reconstruct(x, memo, *rv)
File "C:\Users\bibin\AppData\Local\Programs\Python\Python39\lib\copy.py", line 264, in _reconstruct
y = func(*args)
File "G:\python.venv.algotraderzerodha\lib\site-packages\numba\core\serialize.py", line 208, in _unpickle__CustomPickled
ctor, states = loads(serialized)
File "G:\python.venv.algotraderzerodha\lib\site-packages\twisted\persisted\styles.py", line 68, in unpickleMethod
methodFunction = _methodFunction(im_class, im_name)
File "G:\python.venv.algotraderzerodha\lib\site-packages\twisted\persisted\styles.py", line 48, in _methodFunction
methodObject = getattr(classObject, methodName)
AttributeError: type object 'type' has no attribute '_rebuild'

[polakowo]

I released 0.20.1 which attempts to fix this but seems like a typical Windows issue. You can try 0.20.1. And please post questions that appear to be bugs in issues rather than discussions.