ExchangeTradingAlgorithmBacktest object has no attribute interrupt_algorithm

[gatapia]

I'm trying to use interrupt_algorithm to kill a backtest (live=False) but I get this error:

AttributeError: 'ExchangeTradingAlgorithmBacktest' object has no attribute 'interrupt_algorithm'

The code I use is:

import pandas as pd
from catalyst.utils.run_algo import run_algorithm
from catalyst.api import symbol
from datetime import datetime
import pytz

def initialize(context):
    context.i = 0

def handle_data(context, data):
    prices = data.history(symbol('btc_usd'), fields=['close'],bar_count=1,frequency='1T')    
    context.i = context.i + 1
    if context.i == 3: context.interrupt_algorithm()

start_end = datetime(2018, 1, 1, 0, 0, 0, 0, pytz.utc)
run_algorithm(
    capital_base=3000,
    initialize=initialize,
    handle_data=handle_data,
    exchange_name='bitfinex',
    algo_namespace='Test candles',
    base_currency='usd',
    data_frequency='minute',
    live=False,        
    start=start_end,
    end=start_end)

If this is not the appropriate way to programatically stop a backtest what is the correct way?

[lenak25]

@gatapia currently the correct way to stop backtest is to define an end date :)
The interrupt_algorithm method is defined for live mode only.
Do you feel that an alternative stop mechanism is required in backtest?

[gatapia]

Hi @lenak25,

I have a fair bit of validation within my algo, and if one of my conditions is violated I would like to report this and stop the algo. I would like this behaviour to be consistent between live and backtest but its not critical. I mean currently calling context.interrupt_algorithm() does kill the backtest (with has no attribute exception), its just not very graceful and also inconsistent with live mode.

So this could be considered a low priority enhancement request. But I do think that it is important for backtest and live should be consistent where possible.

[gatapia]

Also, algorithms in cython have problems relying on Exceptions, since Exceptions and cython really suck. Which is another issue I have.

[lenak25]

@gatapia , thanks for your inputs.
We will take this into consideration when planning our next releases.