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[SQUASH] Use "space" instead of category.

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This commit is contained in:
Rokas Kupstys 2021-03-25 17:58:11 +02:00
parent fd45dfd894
commit 424cd2a914
1 changed files with 41 additions and 32 deletions
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73
freqtrade/strategy/hyper.py
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@ -18,13 +18,13 @@ class BaseParameter(object):
category: Optional[str] category: Optional[str]
default: Any default: Any
value: Any value: Any
space: Sequence[Any] opt_range: Sequence[Any]
def __init__(self, *, space: Sequence[Any], default: Any, category: Optional[str] = None, def __init__(self, *, opt_range: Sequence[Any], default: Any, space: Optional[str] = None,
**kwargs): **kwargs):
""" """
Initialize hyperopt-optimizable parameter. Initialize hyperopt-optimizable parameter.
:param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
parameter field parameter field
name is prefixed with 'buy_' or 'sell_'. name is prefixed with 'buy_' or 'sell_'.
:param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical). :param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical).
@ -32,10 +32,10 @@ class BaseParameter(object):
if 'name' in kwargs: if 'name' in kwargs:
raise OperationalException( raise OperationalException(
'Name is determined by parameter field name and can not be specified manually.') 'Name is determined by parameter field name and can not be specified manually.')
self.category = category self.category = space
self._space_params = kwargs self._space_params = kwargs
self.value = default self.value = default
self.space = space self.opt_range = opt_range
def __repr__(self): def __repr__(self):
return f'{self.__class__.__name__}({self.value})' return f'{self.__class__.__name__}({self.value})'
@ -47,88 +47,97 @@ class BaseParameter(object):
class IntParameter(BaseParameter): class IntParameter(BaseParameter):
default: int default: int
value: int value: int
space: Sequence[int] opt_range: Sequence[int]
def __init__(self, *, space: Sequence[int], default: int, category: Optional[str] = None, def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
**kwargs): space: Optional[str] = None, **kwargs):
""" """
Initialize hyperopt-optimizable parameter. Initialize hyperopt-optimizable parameter.
:param space: Optimization space, [min, max]. :param low: lower end of optimization space or [low, high].
:param high: high end of optimization space. Must be none of entire range is passed first parameter.
:param default: A default value. :param default: A default value.
:param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
parameter field parameter field
name is prefixed with 'buy_' or 'sell_'. name is prefixed with 'buy_' or 'sell_'.
:param kwargs: Extra parameters to skopt.space.Integer. :param kwargs: Extra parameters to skopt.space.Integer.
""" """
if len(space) != 2: if high is None:
raise OperationalException('IntParameter space must be [min, max]') if len(low) != 2:
super().__init__(space=space, default=default, category=category, **kwargs) raise OperationalException('IntParameter space must be [low, high]')
opt_range = low
else:
opt_range = [low, high]
super().__init__(opt_range=opt_range, default=default, space=space, **kwargs)
def get_space(self, name: str) -> 'Integer': def get_space(self, name: str) -> 'Integer':
""" """
Create skopt optimization space. Create skopt optimization space.
:param name: A name of parameter field. :param name: A name of parameter field.
""" """
return Integer(*self.space, name=name, **self._space_params) return Integer(*self.opt_range, name=name, **self._space_params)
class FloatParameter(BaseParameter): class FloatParameter(BaseParameter):
default: float default: float
value: float value: float
space: Sequence[float] opt_range: Sequence[float]
def __init__(self, *, space: Sequence[float], default: float, category: Optional[str] = None, def __init__(self, low: Union[float, Sequence[float]], high: Optional[int] = None, *,
**kwargs): default: float, space: Optional[str] = None, **kwargs):
""" """
Initialize hyperopt-optimizable parameter. Initialize hyperopt-optimizable parameter.
:param space: Optimization space, [min, max]. :param low: lower end of optimization space or [low, high].
:param high: high end of optimization space. Must be none of entire range is passed first parameter.
:param default: A default value. :param default: A default value.
:param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
parameter field parameter field
name is prefixed with 'buy_' or 'sell_'. name is prefixed with 'buy_' or 'sell_'.
:param kwargs: Extra parameters to skopt.space.Real. :param kwargs: Extra parameters to skopt.space.Real.
""" """
if len(space) != 2: if high is None:
raise OperationalException('IntParameter space must be [min, max]') if len(low) != 2:
super().__init__(space=space, default=default, category=category, **kwargs) raise OperationalException('IntParameter space must be [low, high]')
opt_range = low
else:
opt_range = [low, high]
super().__init__(opt_range=opt_range, default=default, space=space, **kwargs)
def get_space(self, name: str) -> 'Real': def get_space(self, name: str) -> 'Real':
""" """
Create skopt optimization space. Create skopt optimization space.
:param name: A name of parameter field. :param name: A name of parameter field.
""" """
return Real(*self.space, name=name, **self._space_params) return Real(*self.opt_range, name=name, **self._space_params)
class CategoricalParameter(BaseParameter): class CategoricalParameter(BaseParameter):
default: Any default: Any
value: Any value: Any
space: Sequence[Any] opt_range: Sequence[Any]
def __init__(self, *, space: Sequence[Any], default: Optional[Any] = None, def __init__(self, categories: Sequence[Any], *, default: Optional[Any] = None,
category: Optional[str] = None, space: Optional[str] = None, **kwargs):
**kwargs):
""" """
Initialize hyperopt-optimizable parameter. Initialize hyperopt-optimizable parameter.
:param space: Optimization space, [a, b, ...]. :param categories: Optimization space, [a, b, ...].
:param default: A default value. If not specified, first item from specified space will be :param default: A default value. If not specified, first item from specified space will be
used. used.
:param category: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
parameter field parameter field
name is prefixed with 'buy_' or 'sell_'. name is prefixed with 'buy_' or 'sell_'.
:param kwargs: Extra parameters to skopt.space.Categorical. :param kwargs: Extra parameters to skopt.space.Categorical.
""" """
if len(space) < 2: if len(categories) < 2:
raise OperationalException( raise OperationalException(
'IntParameter space must be [a, b, ...] (at least two parameters)') 'IntParameter space must be [a, b, ...] (at least two parameters)')
super().__init__(space=space, default=default, category=category, **kwargs) super().__init__(opt_range=categories, default=default, space=space, **kwargs)
def get_space(self, name: str) -> 'Categorical': def get_space(self, name: str) -> 'Categorical':
""" """
Create skopt optimization space. Create skopt optimization space.
:param name: A name of parameter field. :param name: A name of parameter field.
""" """
return Categorical(self.space, name=name, **self._space_params) return Categorical(self.opt_range, name=name, **self._space_params)
class HyperStrategyMixin(object): class HyperStrategyMixin(object):