diff --git a/backtesting/_util.py b/backtesting/_util.py
index a76a3ee2..408d764f 100644
--- a/backtesting/_util.py
+++ b/backtesting/_util.py
@@ -309,7 +309,9 @@ def __exit__(self, *args, **kwargs):
     def arr2shm(self, vals):
         """Array to shared memory. Returns (shm_name, shape, dtype) used for restore."""
         assert vals.ndim == 1, (vals.ndim, vals.shape, vals)
-        shm = self.SharedMemory(size=vals.nbytes, create=True)
+        # Not `vals.nbytes`; lazy indexes (e.g. RangeIndex) report their own,
+        # constant size rather than that of the array they materialize into
+        shm = self.SharedMemory(size=vals.size * vals.dtype.base.itemsize, create=True)
         # np.array can't handle pandas' tz-aware datetimes
         # https://github.com/numpy/numpy/issues/18279
         buf = np.ndarray(vals.shape, dtype=vals.dtype.base, buffer=shm.buf)
diff --git a/backtesting/test/_test.py b/backtesting/test/_test.py
index 7a6e5d1d..d74fde9f 100644
--- a/backtesting/test/_test.py
+++ b/backtesting/test/_test.py
@@ -1273,6 +1273,16 @@ def test_optimize_datetime_index_with_timezone(self):
         res = Backtest(data, SmaCross).optimize(fast=range(2, 3), slow=range(4, 5))
         self.assertGreater(res['# Trades'], 0)
 
+    def test_optimize_range_index(self):
+        # Data is passed to the workers through shared memory sized by
+        # `.nbytes`, which a lazy RangeIndex under-reports, previously raising
+        # "TypeError: buffer is too small for requested array". See GH issue #1237.
+        data: pd.DataFrame = GOOG.iloc[:100].reset_index(drop=True)
+        with self.assertWarnsRegex(UserWarning, 'index is not datetime'):
+            bt = Backtest(data, SmaCross)
+        res = bt.optimize(fast=range(2, 3), slow=range(4, 5))
+        self.assertGreater(res['# Trades'], 0)
+
     def test_sl_tp_values_in_trades_df(self):
         class S(_S):
             def next(self):