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BUG: Size shared memory by materialized array, not lazy Index.nbytes #1385

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Merged
kernc merged 1 commit into from
Aug 5, 2026
Merged

BUG: Size shared memory by materialized array, not lazy Index.nbytes #1385

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4 changes: 3 additions & 1 deletion backtesting/_util.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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)
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10 changes: 10 additions & 0 deletions backtesting/test/_test.py
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Expand Up @@ -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):
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