chore: improtve method sorting
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@@ -137,34 +137,6 @@ class HyperOptimizer:
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# and the values are taken from the list of parameters.
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# and the values are taken from the list of parameters.
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return {d.name: v for d, v in zip(dimensions, raw_params, strict=False)}
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return {d.name: v for d, v in zip(dimensions, raw_params, strict=False)}
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def get_optimizer(
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self,
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cpu_count: int,
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random_state: int,
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initial_points: int,
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model_queue_size: int,
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) -> Optimizer:
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dimensions = self.dimensions
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estimator = self.custom_hyperopt.generate_estimator(dimensions=dimensions)
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acq_optimizer = "sampling"
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if isinstance(estimator, str):
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if estimator not in ("GP", "RF", "ET", "GBRT"):
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raise OperationalException(f"Estimator {estimator} not supported.")
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else:
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acq_optimizer = "auto"
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logger.info(f"Using estimator {estimator}.")
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return Optimizer(
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dimensions,
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base_estimator=estimator,
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acq_optimizer=acq_optimizer,
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n_initial_points=initial_points,
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acq_optimizer_kwargs={"n_jobs": cpu_count},
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random_state=random_state,
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model_queue_size=model_queue_size,
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)
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def _get_params_details(self, params: dict) -> dict:
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def _get_params_details(self, params: dict) -> dict:
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"""
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"""
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Return the params for each space
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Return the params for each space
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@@ -403,6 +375,34 @@ class HyperOptimizer:
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"total_profit": total_profit,
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"total_profit": total_profit,
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}
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}
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def get_optimizer(
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self,
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cpu_count: int,
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random_state: int,
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initial_points: int,
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model_queue_size: int,
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) -> Optimizer:
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dimensions = self.dimensions
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estimator = self.custom_hyperopt.generate_estimator(dimensions=dimensions)
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acq_optimizer = "sampling"
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if isinstance(estimator, str):
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if estimator not in ("GP", "RF", "ET", "GBRT"):
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raise OperationalException(f"Estimator {estimator} not supported.")
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else:
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acq_optimizer = "auto"
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logger.info(f"Using estimator {estimator}.")
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return Optimizer(
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dimensions,
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base_estimator=estimator,
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acq_optimizer=acq_optimizer,
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n_initial_points=initial_points,
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acq_optimizer_kwargs={"n_jobs": cpu_count},
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random_state=random_state,
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model_queue_size=model_queue_size,
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)
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def advise_and_trim(self, data: dict[str, DataFrame]) -> dict[str, DataFrame]:
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def advise_and_trim(self, data: dict[str, DataFrame]) -> dict[str, DataFrame]:
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preprocessed = self.backtesting.strategy.advise_all_indicators(data)
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preprocessed = self.backtesting.strategy.advise_all_indicators(data)
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