diff --git a/freqtrade/optimize/space/decimalspace.py b/freqtrade/optimize/space/decimalspace.py index 643999cc1..220502e69 100644 --- a/freqtrade/optimize/space/decimalspace.py +++ b/freqtrade/optimize/space/decimalspace.py @@ -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]