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BUG: Obtain valid stats keys without dummy Backtest.run
Fixes #971
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backtesting/backtesting.py

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -1418,8 +1418,9 @@ def optimize(self, *,
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maximize_key = None
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if isinstance(maximize, str):
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maximize_key = str(maximize)
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stats = self._results if self._results is not None else self.run()
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if maximize not in stats:
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stats_keys = compute_stats(
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[], np.r_[[np.nan]], pd.DataFrame({col: [np.nan] for col in ('Close',)}), None, 0).index
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if maximize not in stats_keys:
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raise ValueError('`maximize`, if str, must match a key in pd.Series '
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'result of backtest.run()')
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