Turn TradingStrategyUniverse to a slotted class

tradeexecutor/backtest/optimiser.py

@@ -308,17 +308,18 @@ def __call__(
 
         if getattr(result, "exception", None) is None:  # Legacy pickle compat
             opt_result = self.search_func(result)
+
+            # Apply result filter and zero out the value for optimiser if needed
+            if not self.result_filter(result):
+                opt_result.value = self.filtered_result_value
+
         else:
             # The backtest crashed with an exception,
             # likely OutOfBalance
-            opt_result = self.filtered_result_value
-
-        # Apply result filter and zero out the value for optimiser if needed
-        if not self.result_filter(result):
-            opt_result.value = self.filtered_result_value
+            opt_result = OptimiserSearchResult(self.filtered_result_value, negative=False)
 
         opt_result.combination = combination
-        logger.info("Optimiser for combination %s resulted to %s, exiting child process", combination, opt_result.value)
+        logger.info("Optimiser for combination %s resulted to %s, exception is %s, exiting child process", combination, opt_result.value, result.exception)
         return opt_result
 
 

tradeexecutor/strategy/trading_strategy_universe.py

@@ -120,7 +120,7 @@ def __post_init__(self):
             assert self.start_at is None and self.end_at is None, f"You can only give history_period or backtesting range. We got {self.start_at}, {self.end_at}, {self.history_period}"
 
 
-@dataclass
+@dataclass(slots=True)
 class TradingStrategyUniverse(StrategyExecutionUniverse):
     """A trading strategy universe using our own data feeds.