BUG: Handle _Array properties when pickling

Author: kernc

backtesting/_util.py

@@ -56,6 +56,16 @@ def __array_finalize__(self, obj):
             self.name = getattr(obj, 'name', '')
             self._opts = getattr(obj, '_opts', {})
 
+    # Make sure properties name and _opts are carried over
+    # when (un-)pickling.
+    def __reduce__(self):
+        value = super().__reduce__()
+        return value[:2] + (value[2] + (self.__dict__,),)
+
+    def __setstate__(self, state):
+        self.__dict__.update(state[-1])
+        super().__setstate__(state[:-1])
+
     def __bool__(self):
         try:
             return bool(self[-1])

backtesting/test/_test.py

@@ -4,6 +4,7 @@
 import time
 import unittest
 import warnings
+from concurrent.futures.process import ProcessPoolExecutor
 from contextlib import contextmanager
 from glob import glob
 from runpy import run_path
@@ -899,6 +900,11 @@ def next(self):
 
         Backtest(GOOG.iloc[:20], S).run()
 
+    def test_indicators_picklable(self):
+        with ProcessPoolExecutor() as executor:
+            stats = executor.submit(Backtest.run, Backtest(SHORT_DATA, SmaCross)).result()
+        assert stats._strategy._indicators[0]._opts, '._opts and .name were not unpickled'
+
 
 class TestDocs(TestCase):
     DOCS_DIR = os.path.join(os.path.dirname(__file__), '..', '..', 'doc')