mirror of
https://github.com/freqtrade/freqtrade.git
synced 2025-11-29 08:33:07 +00:00
fix optuna userwarning the range is not divisible by step
This commit is contained in:
@@ -331,6 +331,7 @@ class Hyperopt:
|
||||
self.config,
|
||||
self.hyperopter.get_strategy_name(),
|
||||
self.current_best_epoch,
|
||||
self.hyperopter.o_dimensions,
|
||||
)
|
||||
|
||||
HyperoptTools.show_epoch_details(
|
||||
|
||||
@@ -7,6 +7,7 @@ from typing import Any
|
||||
|
||||
import numpy as np
|
||||
import rapidjson
|
||||
from optuna.distributions import BaseDistribution
|
||||
from pandas import isna, json_normalize
|
||||
|
||||
from freqtrade.constants import FTHYPT_FILEVERSION, Config
|
||||
@@ -14,6 +15,7 @@ from freqtrade.enums import HyperoptState
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.misc import deep_merge_dicts, round_dict, safe_value_fallback2
|
||||
from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
|
||||
from freqtrade.optimize.space import SKDecimal, _adjust_discrete_uniform
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
@@ -61,11 +63,26 @@ class HyperoptTools:
|
||||
return None
|
||||
|
||||
@staticmethod
|
||||
def export_params(params, strategy_name: str, filename: Path):
|
||||
def export_params(
|
||||
params,
|
||||
strategy_name: str,
|
||||
filename: Path,
|
||||
o_dimensions: dict[str, BaseDistribution] | None = None,
|
||||
):
|
||||
"""
|
||||
Generate files
|
||||
"""
|
||||
final_params = deepcopy(params["params_not_optimized"])
|
||||
if o_dimensions:
|
||||
for key, val in params["params_details"].items():
|
||||
if isinstance(val, dict):
|
||||
for key1, val1 in val.items():
|
||||
if isinstance(o_dimensions.get(key1), SKDecimal):
|
||||
step = getattr(o_dimensions.get(key1), "step", None)
|
||||
if step:
|
||||
params["params_details"][key][key1] = _adjust_discrete_uniform(
|
||||
val1, step
|
||||
)
|
||||
final_params = deep_merge_dicts(params["params_details"], final_params)
|
||||
final_params = {
|
||||
"strategy_name": strategy_name,
|
||||
@@ -73,6 +90,7 @@ class HyperoptTools:
|
||||
"ft_stratparam_v": 1,
|
||||
"export_time": datetime.now(timezone.utc),
|
||||
}
|
||||
|
||||
logger.info(f"Dumping parameters to {filename}")
|
||||
with filename.open("w") as f:
|
||||
rapidjson.dump(
|
||||
@@ -93,12 +111,19 @@ class HyperoptTools:
|
||||
return params
|
||||
|
||||
@staticmethod
|
||||
def try_export_params(config: Config, strategy_name: str, params: dict):
|
||||
def try_export_params(
|
||||
config: Config,
|
||||
strategy_name: str,
|
||||
params: dict,
|
||||
o_dimensions: dict[str, BaseDistribution] | None = None,
|
||||
):
|
||||
if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get("disableparamexport", False):
|
||||
# Export parameters ...
|
||||
fn = HyperoptTools.get_strategy_filename(config, strategy_name)
|
||||
if fn:
|
||||
HyperoptTools.export_params(params, strategy_name, fn.with_suffix(".json"))
|
||||
HyperoptTools.export_params(
|
||||
params, strategy_name, fn.with_suffix(".json"), o_dimensions
|
||||
)
|
||||
else:
|
||||
logger.warning("Strategy not found, not exporting parameter file.")
|
||||
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
from .decimalspace import SKDecimal
|
||||
from .decimalspace import SKDecimal, _adjust_discrete_uniform
|
||||
from .optunaspaces import (
|
||||
DimensionProtocol,
|
||||
ft_CategoricalDistribution,
|
||||
@@ -13,10 +13,4 @@ Categorical = ft_CategoricalDistribution
|
||||
Integer = ft_IntDistribution
|
||||
Real = ft_FloatDistribution
|
||||
|
||||
__all__ = [
|
||||
"Categorical",
|
||||
"Dimension",
|
||||
"Integer",
|
||||
"Real",
|
||||
"SKDecimal",
|
||||
]
|
||||
__all__ = ["Categorical", "Dimension", "Integer", "Real", "SKDecimal", "_adjust_discrete_uniform"]
|
||||
|
||||
@@ -1,3 +1,5 @@
|
||||
import decimal
|
||||
|
||||
from optuna.distributions import FloatDistribution
|
||||
|
||||
|
||||
@@ -20,7 +22,32 @@ class SKDecimal(FloatDistribution):
|
||||
self.name = name
|
||||
|
||||
super().__init__(
|
||||
low=low,
|
||||
high=high,
|
||||
low=_adjust_discrete_uniform(low, self.step),
|
||||
high=_adjust_discrete_uniform_high(low, high, self.step),
|
||||
step=self.step,
|
||||
)
|
||||
|
||||
|
||||
def _adjust_discrete_uniform_high(low: float, high: float, step: float | None) -> float:
|
||||
if step:
|
||||
d_high = decimal.Decimal(str(high))
|
||||
d_low = decimal.Decimal(str(low))
|
||||
d_step = decimal.Decimal(str(step))
|
||||
|
||||
d_r = d_high - d_low
|
||||
|
||||
if d_r % d_step != decimal.Decimal("0"):
|
||||
high = float((d_r // d_step) * d_step + d_low)
|
||||
|
||||
return high
|
||||
|
||||
|
||||
def _adjust_discrete_uniform(val: float, step: float | None) -> float:
|
||||
if step:
|
||||
d_val = decimal.Decimal(str(val))
|
||||
d_step = decimal.Decimal(str(step))
|
||||
|
||||
if d_val % d_step != decimal.Decimal("0"):
|
||||
val = float((d_val // d_step) * d_step)
|
||||
|
||||
return val
|
||||
|
||||
Reference in New Issue
Block a user