Convert trailing and roi defaults to skdecimal

This commit is contained in:
Matthias
2021-04-14 20:34:34 +02:00
parent e820814809
commit 52c482cecf
2 changed files with 14 additions and 11 deletions

View File

@@ -223,9 +223,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
Integer(10, 120, name='roi_t1'),
Integer(10, 60, name='roi_t2'),
Integer(10, 40, name='roi_t3'),
Real(0.01, 0.04, name='roi_p1'),
Real(0.01, 0.07, name='roi_p2'),
Real(0.01, 0.20, name='roi_p3'),
SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
]
@staticmethod
@@ -256,14 +256,14 @@ class AdvancedSampleHyperOpt(IHyperOpt):
# other 'trailing' hyperspace parameters.
Categorical([True], name='trailing_stop'),
Real(0.01, 0.35, name='trailing_stop_positive'),
SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
# 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
# so this intermediate parameter is used as the value of the difference between
# them. The value of the 'trailing_stop_positive_offset' is constructed in the
# generate_trailing_params() method.
# This is similar to the hyperspace dimensions used for constructing the ROI tables.
Real(0.001, 0.1, name='trailing_stop_positive_offset_p1'),
SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
Categorical([True, False], name='trailing_only_offset_is_reached'),
]