Optimize constraint question.

[MrDenfish]

How would I be able to prevent the following error when I run the optimizer: ValueError: Long orders require: SL (0.0109296) < LIMIT (0.01087821) < TP (0.0120336)
self.buy(size=.99, sl=self.price*(1-(self.sl/100)),tp=self.price*(1+(self.tp/100)))

stats = bt.optimize(shortlen = range(2,9,1),
 longlen = range(10,20,1),
 offset = range(7,48,7),
 sl= range(1,20,1),
 tp= range(1,15,1),
 constraint=lambda p: p.sl < p.tp,
 maximize = 'Equity Final [$]',
 #maximize= optim_func ,
 method='skopt',
 max_tries=200,
 random_state=0,
 return_heatmap=False,
 return_optimization=True)#True when method = skopt)

[kernc]

The sl= and tp= levels simply need to be below and above the limit price (in your case current market price, i.e. self.data.Close[-1]) adjusted for commissions (in your case 0).
The way you compute your self.price is wrong, or your sl= is too tight.