feat: use floatDistribution for SKDecimal

freqtrade/optimize/hyperopt/hyperopt_optimizer.py

@@ -407,18 +407,9 @@ class HyperOptimizer:
     def convert_dimensions_to_optuna_space(self, s_dimensions: list[DimensionProtocol]) -> dict:
         o_dimensions: dict[str, optuna.distributions.BaseDistribution] = {}
         for original_dim in s_dimensions:
-            if isinstance(original_dim, SKDecimal):
-                o_dimensions[original_dim.name] = optuna.distributions.FloatDistribution(
-                    original_dim.low_orig,
-                    original_dim.high_orig,
-                    log=False,
-                    step=1 / pow(10, original_dim.decimals),
-                )
-            # for preparing to remove old skopt spaces
-            elif (
-                isinstance(original_dim, ft_CategoricalDistribution)
-                or isinstance(original_dim, ft_IntDistribution)
-                or isinstance(original_dim, ft_FloatDistribution)
+            if isinstance(
+                original_dim,
+                ft_CategoricalDistribution | ft_IntDistribution | ft_FloatDistribution | SKDecimal,
             ):
                 o_dimensions[original_dim.name] = original_dim
             else:

freqtrade/optimize/space/decimalspace.py

@@ -1,47 +1,26 @@
-import numpy as np
-from skopt.space import Integer
+from optuna.distributions import FloatDistribution
 
 
-class SKDecimal(Integer):
+class SKDecimal(FloatDistribution):
     def __init__(
         self,
-        low,
-        high,
-        decimals=3,
-        prior="uniform",
-        base=10,
-        transform=None,
+        low: float,
+        high: float,
+        step: float | None = None,
+        decimals: int | None = 3,
         name=None,
-        dtype=np.int64,
     ):
-        self.decimals = decimals
+        """
+        FloatDistribution with a fixed step size.
+        """
+        if decimals is not None and step is not None:
+            raise ValueError("You can only set one of decimals or step")
+        # Convert decimals to step
+        self.step = step or 1 / 10**decimals
+        self.name = name
 
-        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 * 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)
-
-    def __repr__(self):
-        return (
-            f"Decimal(low={self.low_orig}, high={self.high_orig}, decimals={self.decimals}, "
-            f"prior='{self.prior}', transform='{self.transform_}')"
+        super().__init__(
+            low=low,
+            high=high,
+            step=self.step,
         )
-
-    def __contains__(self, point):
-        if isinstance(point, list):
-            point = np.array(point)
-        return self.low_orig <= point <= self.high_orig
-
-    def transform(self, Xt):
-        return super().transform([int(v * self.pow_ten) for v in Xt])
-
-    def inverse_transform(self, Xt):
-        res = super().inverse_transform(Xt)
-        # 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]