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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]
default: 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):
"""
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
name is prefixed with 'buy_' or 'sell_'.
:param kwargs: Extra parameters to skopt.space.(Integer|Real|Categorical).
@ -32,10 +32,10 @@ class BaseParameter(object):
if 'name' in kwargs:
raise OperationalException(
'Name is determined by parameter field name and can not be specified manually.')
self.category = category
self.category = space
self._space_params = kwargs
self.value = default
self.space = space
self.opt_range = opt_range
def __repr__(self):
return f'{self.__class__.__name__}({self.value})'
@ -47,88 +47,97 @@ class BaseParameter(object):
class IntParameter(BaseParameter):
default: int
value: int
space: Sequence[int]
opt_range: Sequence[int]
def __init__(self, *, space: Sequence[int], default: int, category: Optional[str] = None,
**kwargs):
def __init__(self, low: Union[int, Sequence[int]], high: Optional[int] = None, *, default: int,
space: Optional[str] = None, **kwargs):
"""
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 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
name is prefixed with 'buy_' or 'sell_'.
:param kwargs: Extra parameters to skopt.space.Integer.
"""
if len(space) != 2:
raise OperationalException('IntParameter space must be [min, max]')
super().__init__(space=space, default=default, category=category, **kwargs)
if high is None:
if len(low) != 2:
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':
"""
Create skopt optimization space.
: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):
default: float
value: float
space: Sequence[float]
opt_range: Sequence[float]
def __init__(self, *, space: Sequence[float], default: float, category: Optional[str] = None,
**kwargs):
def __init__(self, low: Union[float, Sequence[float]], high: Optional[int] = None, *,
default: float, space: Optional[str] = None, **kwargs):
"""
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 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
name is prefixed with 'buy_' or 'sell_'.
:param kwargs: Extra parameters to skopt.space.Real.
"""
if len(space) != 2:
raise OperationalException('IntParameter space must be [min, max]')
super().__init__(space=space, default=default, category=category, **kwargs)
if high is None:
if len(low) != 2:
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':
"""
Create skopt optimization space.
: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):
default: Any
value: Any
space: Sequence[Any]
opt_range: Sequence[Any]
def __init__(self, *, space: Sequence[Any], default: Optional[Any] = None,
category: Optional[str] = None,
**kwargs):
def __init__(self, categories: Sequence[Any], *, default: Optional[Any] = None,
space: Optional[str] = None, **kwargs):
"""
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
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
name is prefixed with 'buy_' or 'sell_'.
:param kwargs: Extra parameters to skopt.space.Categorical.
"""
if len(space) < 2:
if len(categories) < 2:
raise OperationalException(
'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':
"""
Create skopt optimization space.
: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):