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Merge pull request #5776 from SimonEbner/performance_decimalspace

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Improve performance of decimalspace.py
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Matthias 2021-10-24 19:27:24 +02:00 committed by GitHub
commit 4539170424
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1 changed files with 11 additions and 7 deletions
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18
freqtrade/optimize/space/decimalspace.py
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@ -7,11 +7,15 @@ class SKDecimal(Integer):
def __init__(self, low, high, decimals=3, prior="uniform", base=10, transform=None,
name=None, dtype=np.int64):
self.decimals = decimals
_low = int(low * pow(10, self.decimals))
_high = int(high * pow(10, self.decimals))
self.pow_dot_one = pow(0.1, self.decimals)
self.pow_ten = pow(10, self.decimals)
_low = int(low * self.pow_ten)
_high = int(high * self.pow_ten)
# trunc to precision to avoid points out of space
self.low_orig = round(_low * pow(0.1, self.decimals), self.decimals)
self.high_orig = round(_high * pow(0.1, self.decimals), self.decimals)
self.low_orig = round(_low * self.pow_dot_one, self.decimals)
self.high_orig = round(_high * self.pow_dot_one, self.decimals)
super().__init__(_low, _high, prior, base, transform, name, dtype)
@ -25,9 +29,9 @@ class SKDecimal(Integer):
return self.low_orig <= point <= self.high_orig
def transform(self, Xt):
aa = [int(x * pow(10, self.decimals)) for x in Xt]
return super().transform(aa)
return super().transform([int(v * self.pow_ten) for v in Xt])
def inverse_transform(self, Xt):
res = super().inverse_transform(Xt)
return [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
# equivalent to [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
return [int(v) / self.pow_ten for v in res]