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Use 3 decimals for ROI space

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This commit is contained in:
Matthias 2021-04-15 21:38:20 +02:00
parent 52c482cecf
commit ce870bbcf7
2 changed files with 8 additions and 7 deletions
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10
freqtrade/optimize/hyperopt_interface.py
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@ -140,7 +140,7 @@ class IHyperOpt(ABC):
'roi_p2': roi_limits['roi_p2_min'], 'roi_p2': roi_limits['roi_p2_min'],
'roi_p3': roi_limits['roi_p3_min'], 'roi_p3': roi_limits['roi_p3_min'],
} }
logger.info(f"Min roi table: {round_dict(self.generate_roi_table(p), 5)}") logger.info(f"Min roi table: {round_dict(self.generate_roi_table(p), 3)}")
p = { p = {
'roi_t1': roi_limits['roi_t1_max'], 'roi_t1': roi_limits['roi_t1_max'],
'roi_t2': roi_limits['roi_t2_max'], 'roi_t2': roi_limits['roi_t2_max'],
@ -149,17 +149,17 @@ class IHyperOpt(ABC):
'roi_p2': roi_limits['roi_p2_max'], 'roi_p2': roi_limits['roi_p2_max'],
'roi_p3': roi_limits['roi_p3_max'], 'roi_p3': roi_limits['roi_p3_max'],
} }
logger.info(f"Max roi table: {round_dict(self.generate_roi_table(p), 5)}") logger.info(f"Max roi table: {round_dict(self.generate_roi_table(p), 3)}")
return [ return [
Integer(roi_limits['roi_t1_min'], roi_limits['roi_t1_max'], name='roi_t1'), Integer(roi_limits['roi_t1_min'], roi_limits['roi_t1_max'], name='roi_t1'),
Integer(roi_limits['roi_t2_min'], roi_limits['roi_t2_max'], name='roi_t2'), Integer(roi_limits['roi_t2_min'], roi_limits['roi_t2_max'], name='roi_t2'),
Integer(roi_limits['roi_t3_min'], roi_limits['roi_t3_max'], name='roi_t3'), Integer(roi_limits['roi_t3_min'], roi_limits['roi_t3_max'], name='roi_t3'),
SKDecimal(roi_limits['roi_p1_min'], roi_limits['roi_p1_max'], decimals=5, SKDecimal(roi_limits['roi_p1_min'], roi_limits['roi_p1_max'], decimals=3,
name='roi_p1'), name='roi_p1'),
SKDecimal(roi_limits['roi_p2_min'], roi_limits['roi_p2_max'], decimals=5, SKDecimal(roi_limits['roi_p2_min'], roi_limits['roi_p2_max'], decimals=3,
name='roi_p2'), name='roi_p2'),
SKDecimal(roi_limits['roi_p3_min'], roi_limits['roi_p3_max'], decimals=5, SKDecimal(roi_limits['roi_p3_min'], roi_limits['roi_p3_max'], decimals=3,
name='roi_p3'), name='roi_p3'),
] ]

5
freqtrade/optimize/space/decimalspace.py
View File

@ -9,8 +9,9 @@ class SKDecimal(Integer):
self.decimals = decimals self.decimals = decimals
_low = int(low * pow(10, self.decimals)) _low = int(low * pow(10, self.decimals))
_high = int(high * pow(10, self.decimals)) _high = int(high * pow(10, self.decimals))
self.low_orig = low # trunc to precision to avoid points out of space
self.high_orig = high self.low_orig = round(_low * pow(0.1, self.decimals), self.decimals)
self.high_orig = round(_high * pow(0.1, self.decimals), self.decimals)
super().__init__(_low, _high, prior, base, transform, name, dtype) super().__init__(_low, _high, prior, base, transform, name, dtype)