Add additional documentation for SKDecimal space

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Matthias 2021-04-16 08:00:04 +02:00
parent 2011912a19
commit 8ce5522a10
2 changed files with 24 additions and 1 deletions

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@ -79,9 +79,31 @@ class MyAwesomeStrategy(IStrategy):
class HyperOpt: class HyperOpt:
# Define a custom stoploss space. # Define a custom stoploss space.
def stoploss_space(self): 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 ## Legacy Hyperopt

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@ -294,6 +294,7 @@ Based on the results, hyperopt will tell you which parameter combination produce
## Parameter types ## Parameter types
There are four parameter types each suited for different purposes. There are four parameter types each suited for different purposes.
* `IntParameter` - defines an integral parameter with upper and lower boundaries of search space. * `IntParameter` - defines an integral parameter with upper and lower boundaries of search space.
* `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases. * `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases.
* `RealParameter` - defines a floating point parameter with upper and lower boundaries and no precision limit. Rarely used as it creates a space with a near infinite number of possibilities. * `RealParameter` - defines a floating point parameter with upper and lower boundaries and no precision limit. Rarely used as it creates a space with a near infinite number of possibilities.