Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator

Pass dimensions to generate_estimator
This commit is contained in:
Matthias
2022-01-25 19:37:22 +01:00
committed by GitHub
4 changed files with 27 additions and 6 deletions

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@@ -367,7 +367,7 @@ class Hyperopt:
}
def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
estimator = self.custom_hyperopt.generate_estimator()
estimator = self.custom_hyperopt.generate_estimator(dimensions=dimensions)
acq_optimizer = "sampling"
if isinstance(estimator, str):

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@@ -91,5 +91,5 @@ class HyperOptAuto(IHyperOpt):
def trailing_space(self) -> List['Dimension']:
return self._get_func('trailing_space')()
def generate_estimator(self) -> EstimatorType:
return self._get_func('generate_estimator')()
def generate_estimator(self, dimensions: List['Dimension'], **kwargs) -> EstimatorType:
return self._get_func('generate_estimator')(dimensions=dimensions, **kwargs)

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@@ -40,7 +40,7 @@ class IHyperOpt(ABC):
IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
IHyperOpt.timeframe = str(config['timeframe'])
def generate_estimator(self) -> EstimatorType:
def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
"""
Return base_estimator.
Can be any of "GP", "RF", "ET", "GBRT" or an instance of a class