stable/freqtrade/optimize/space/decimalspace.py

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import numpy as np
from skopt.space import Integer
class SKDecimal(Integer):
def __init__(self, low, high, decimals=3, prior="uniform", base=10, transform=None,
name=None, dtype=np.int64):
self.decimals = decimals
self.pow_dot_one = pow(0.1, self.decimals)
self.pow_ten = pow(10, self.decimals)
_low = int(low * self.pow_ten)
_high = int(high * self.pow_ten)
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# trunc to precision to avoid points out of space
self.low_orig = round(_low * self.pow_dot_one, self.decimals)
self.high_orig = round(_high * self.pow_dot_one, self.decimals)
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super().__init__(_low, _high, prior, base, transform, name, dtype)
def __repr__(self):
return "Decimal(low={}, high={}, decimals={}, prior='{}', transform='{}')".format(
self.low_orig, self.high_orig, self.decimals, self.prior, self.transform_)
def __contains__(self, point):
if isinstance(point, list):
point = np.array(point)
return self.low_orig <= point <= self.high_orig
def transform(self, Xt):
return super().transform([int(v * self.pow_ten) for v in Xt])
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def inverse_transform(self, Xt):
res = super().inverse_transform(Xt)
# equivalent to [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
return [int(v) / self.pow_ten for v in res]