Add additional documentation for SKDecimal space
This commit is contained in:
@@ -79,9 +79,31 @@ class MyAwesomeStrategy(IStrategy):
|
||||
class HyperOpt:
|
||||
# Define a custom stoploss space.
|
||||
def stoploss_space(self):
|
||||
return [Real(-0.05, -0.01, name='stoploss')]
|
||||
return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
|
||||
```
|
||||
|
||||
## Space options
|
||||
|
||||
For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
|
||||
|
||||
* `Categorical` - Pick from a list of categories (e.g. `Categorical(['a', 'b', 'c'], name="cat")`)
|
||||
* `Integer` - Pick from a range of whole numbers (e.g. `Integer(1, 10, name='rsi')`)
|
||||
* `SKDecimal` - Pick from a range of decimal numbers with limited precision (e.g. `SKDecimal(0.1, 0.5, decimals=3, name='adx')`). *Available only with freqtrade*.
|
||||
* `Real` - Pick from a range of decimal numbers with full precision (e.g. `Real(0.1, 0.5, name='adx')`
|
||||
|
||||
You can import all of these from `freqtrade.optimize.space`, although `Categorical`, `Integer` and `Real` are only aliases for their corresponding scikit-optimize Spaces. `SKDecimal` is provided by freqtrade for faster optimizations.
|
||||
|
||||
``` python
|
||||
from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real # noqa
|
||||
```
|
||||
|
||||
!!! Hint "SKDecimal vs. Real"
|
||||
We recommend to use `SKDecimal` instead of the `Real` space in almost all cases. While the Real space provides full accuracy (up to ~16 decimal places) - this precision is rarely needed, and leads to unnecessary long hyperopt times.
|
||||
|
||||
Assuming the definition of a rather small space (`SKDecimal(0.10, 0.15, decimals=2, name='xxx')`) - SKDecimal will have 5 possibilities (`[0.10, 0.11, 0.12, 0.13, 0.14, 0.15]`).
|
||||
|
||||
A corresponding real space `Real(0.10, 0.15 name='xxx')` on the other hand has an almost unlimited number of possibilities (`[0.10, 0.010000000001, 0.010000000002, ... 0.014999999999, 0.01500000000]`).
|
||||
|
||||
---
|
||||
|
||||
## Legacy Hyperopt
|
||||
|
||||
Reference in New Issue
Block a user