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fixing tests for hyperopt

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This commit is contained in:
Janne Sinivirta
2018-06-24 15:27:53 +03:00
parent 642ad02316
commit 118a43cbb8
2 changed files with 61 additions and 174 deletions
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38
freqtrade/optimize/hyperopt.py
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@@ -315,6 +315,18 @@ class Hyperopt(Backtesting):
results.trade_duration.mean(),
)
def get_optimizer(self) -> Optimizer:
return Optimizer(
self.hyperopt_space(),
base_estimator="ET",
acq_optimizer="auto",
n_initial_points=30,
acq_optimizer_kwargs={'n_jobs': -1}
)
def run_optimizer_parallel(self, parallel, asked) -> List:
return parallel(delayed(self.generate_optimizer)(v) for v in asked)
def start(self) -> None:
timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
@@ -341,33 +353,25 @@ class Hyperopt(Backtesting):
)
cpus = multiprocessing.cpu_count()
print(f'Found {cpus}. Let\'s make them scream!')
logger.info(f'Found {cpus}. Let\'s make them scream!')
opt = Optimizer(
self.hyperopt_space(),
base_estimator="ET",
acq_optimizer="auto",
n_initial_points=30,
acq_optimizer_kwargs={'n_jobs': -1}
)
opt = self.get_optimizer()
try:
with Parallel(n_jobs=-1) as parallel:
for i in range(self.total_tries//cpus):
asked = opt.ask(n_points=cpus)
f_val = parallel(delayed(self.generate_optimizer)(v) for v in asked)
f_val = self.run_optimizer_parallel(parallel, asked)
opt.tell(asked, [i['loss'] for i in f_val])
self.trials += f_val
for j in range(cpus):
self.log_results(
{
'loss': f_val[j]['loss'],
'current_tries': i * cpus + j,
'total_tries': self.total_tries,
'result': f_val[j]['result'],
}
)
self.log_results({
'loss': f_val[j]['loss'],
'current_tries': i * cpus + j,
'total_tries': self.total_tries,
'result': f_val[j]['result'],
})
except KeyboardInterrupt:
print('User interrupted..')