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Add range property to CategoricalParameter and DecimalParameter, add their tests.

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At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
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Rokas Kupstys
2021-07-03 10:08:52 +03:00
parent 9d6860337f
commit 3686efa08a
3 changed files with 51 additions and 5 deletions
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docs/hyperopt.md
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@@ -403,6 +403,9 @@ While this strategy is most likely too simple to provide consistent profit, it s
!!! Note
`self.buy_ema_short.range` will act differently between hyperopt and other modes. For hyperopt, the above example may generate 48 new columns, however for all other modes (backtesting, dry/live), it will only generate the column for the selected value. You should therefore avoid using the resulting column with explicit values (values other than `self.buy_ema_short.value`).
!!! Note
`range` property may also be used with `DecimalParameter` and `CategoricalParameter`. `RealParameter` does not provide this property due to infinite search space.
??? Hint "Performance tip"
By doing the calculation of all possible indicators in `populate_indicators()`, the calculation of the indicator happens only once for every parameter.
While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).