Running of buy and hold example strategy generates NotImplementedError: Could not find signature for display: <long>

[andrexmt]

After setting up QSTrader using the instructions in the readme file, I attempted to run the example buy_and_hold_backtest.py. This generated the error:

Traceback (most recent call last):
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeEngine\Lib\site-packages\qstrader\examples\buy_and_hold_backtest.py", line 85, in <module>
    main()
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeengine\lib\site-packages\click\core.py", line 716, in __call__
    return self.main(*args, **kwargs)
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeengine\lib\site-packages\click\core.py", line 696, in main
    rv = self.invoke(ctx)
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeengine\lib\site-packages\click\core.py", line 889, in invoke
    return ctx.invoke(self.callback, **ctx.params)
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeengine\lib\site-packages\click\core.py", line 534, in invoke
    return callback(*args, **kwargs)
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeEngine\Lib\site-packages\qstrader\examples\buy_and_hold_backtest.py", line 81, in main
    run(config, testing, tickers, filename)
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeEngine\Lib\site-packages\qstrader\examples\buy_and_hold_backtest.py", line 65, in run
    results = backtest.simulate_trading(testing=testing)
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeengine\lib\site-packages\qstrader\trading_session\backtest.py", line 68, in simulate_trading
    self._run_backtest()
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeengine\lib\site-packages\qstrader\trading_session\backtest.py", line 54, in _run_backtest
    self.statistics.update(event.time, self.portfolio_handler)
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeengine\lib\site-packages\qstrader\statistics\simple.py", line 50, in update
    current_equity = PriceParser.display(portfolio_handler.portfolio.equity)
  File "C:\Users\Andre\Anaconda3\envs\python27_env_tradeengine\lib\site-packages\multipledispatch\dispatcher.py", line 161, in __call__
    (self.name, str_signature(types)))
NotImplementedError: Could not find signature for display: <long>

I added the below code to the price_parser.py file and the backtest worked. However, the results were not correct; I suspect it is due to my introduction of the below code.

    @staticmethod
    @dispatch(long)
    def display(x):
        return round(x / PriceParser.PRICE_MULTIPLIER, 2)

What would the correct solution to the original problem be? The platform is Windows+Anaconda (Python 2.7)

Thanks.

[mhallsmoore]

Hi Drex91,

I'm going to have access to my Windows machine briefly next week (currently only have access to my Mac laptop!), so I'll try and replicate the error and then fix.

Although, @femtotrader and @ryankennedyio are the experts with regards multiple dispatch, as they jointly built up a lot of code for this aspect, so they might have more insight before then!

Cheers,

Mike.

[femtotrader]

My version of Python is

$ python --version
Python 3.5.2 :: Anaconda 4.1.1 (x86_64)

under Mac OS 10.10.5 (64 bits)

Are you using 32 bits or 64 bits OS ?

This may help http://stackoverflow.com/questions/2104884/how-does-python-manage-int-and-long

[femtotrader]

union-types are supported by multiple-dispatch http://multiple-dispatch.readthedocs.io/en/latest/resolution.html#union-types

maybe we should define in price_parser.py

int_t = (int, long)

and replace (nearly) every int by int_t

so code could be:

from __future__ import division
from multipledispatch import dispatch

int_t = (int, long)

class PriceParser(object):
    """
    PriceParser is designed to abstract away the underlying number used as a price
    within qstrader. Due to efficiency and floating point precision limitations,
    QSTrader uses an integer to represent all prices. This means that $0.10 is,
    internally, 10,000,000. Because such large numbers are rather unwieldy
    for humans, the PriceParser will take "normal" 2dp numbers as input, and show
    "normal" 2dp numbers as output when requested to `display()`

    For consistency's sake, PriceParser should be used for ALL prices that enter
    the qstrader system. Numbers should also always be parsed correctly to view.

    """

    # 10,000,000
    PRICE_MULTIPLIER = 10000000

    @staticmethod
    @dispatch(int_t)
    def parse(x):  # flake8: noqa
        return x

    @staticmethod
    @dispatch(float)
    def parse(x):  # flake8: noqa
        return int(x * PriceParser.PRICE_MULTIPLIER)

    @staticmethod
    @dispatch(int_t)
    def display(x):  # flake8: noqa
        return round(x / PriceParser.PRICE_MULTIPLIER, 2)

    @staticmethod
    @dispatch(float)
    def display(x):  # flake8: noqa
        return round(x, 2)

    @staticmethod
    @dispatch(int_t, int_t)
    def display(x, dp):  # flake8: noqa
        return round(x / PriceParser.PRICE_MULTIPLIER, dp)

    @staticmethod
    @dispatch(float, int_t)
    def display(x, dp):  # flake8: noqa
        return round(x, dp)

but I'm not sure of results as I haven't been able to reproduce this issue.

[femtotrader]

in fact long doesn't exist with Python 3 but exists with Python 2

Maybe we might use six here https://pythonhosted.org/six/

six.integer_types
Possible integer types. In Python 2, this is long and int, and in Python 3, just int.

add so

import six

int_t = six.integer_types