diff --git a/freqtrade/optimize/hyperopt/hyperopt.py b/freqtrade/optimize/hyperopt/hyperopt.py index 131fca753..3db5ec9fe 100644 --- a/freqtrade/optimize/hyperopt/hyperopt.py +++ b/freqtrade/optimize/hyperopt/hyperopt.py @@ -330,7 +330,6 @@ class Hyperopt: self.config, self.hyperopter.get_strategy_name(), self.current_best_epoch, - self.hyperopter.o_dimensions, ) HyperoptTools.show_epoch_details( diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py index f2178d63e..aaea6c016 100644 --- a/freqtrade/optimize/hyperopt_tools.py +++ b/freqtrade/optimize/hyperopt_tools.py @@ -7,7 +7,6 @@ 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 @@ -15,7 +14,6 @@ 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__) @@ -67,22 +65,11 @@ class HyperoptTools: 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, @@ -115,15 +102,12 @@ class HyperoptTools: 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"), o_dimensions - ) + HyperoptTools.export_params(params, strategy_name, fn.with_suffix(".json")) else: logger.warning("Strategy not found, not exporting parameter file.") diff --git a/freqtrade/optimize/space/__init__.py b/freqtrade/optimize/space/__init__.py index a32937864..4a9855234 100644 --- a/freqtrade/optimize/space/__init__.py +++ b/freqtrade/optimize/space/__init__.py @@ -1,4 +1,4 @@ -from .decimalspace import SKDecimal, _adjust_discrete_uniform +from .decimalspace import SKDecimal from .optunaspaces import ( DimensionProtocol, ft_CategoricalDistribution, @@ -13,4 +13,4 @@ Categorical = ft_CategoricalDistribution Integer = ft_IntDistribution Real = ft_FloatDistribution -__all__ = ["Categorical", "Dimension", "Integer", "Real", "SKDecimal", "_adjust_discrete_uniform"] +__all__ = ["Categorical", "Dimension", "Integer", "Real", "SKDecimal"] diff --git a/freqtrade/optimize/space/decimalspace.py b/freqtrade/optimize/space/decimalspace.py index adb90eaf7..ef6945e24 100644 --- a/freqtrade/optimize/space/decimalspace.py +++ b/freqtrade/optimize/space/decimalspace.py @@ -1,4 +1,4 @@ -import decimal +from math import log10 from optuna.distributions import FloatDistribution @@ -22,32 +22,7 @@ class SKDecimal(FloatDistribution): self.name = name super().__init__( - low=_adjust_discrete_uniform(low, self.step), - high=_adjust_discrete_uniform_high(low, high, self.step), + low=round(low, int(log10(1 / self.step))) if self.step < 1 else low, + high=round(high, int(log10(1 / self.step))) if self.step < 1 else high, 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