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change optimizer to optuna

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This commit is contained in:
viotemp1
2025-03-25 14:06:35 +02:00
parent 31e4501765
commit 62f05964b4
5 changed files with 119 additions and 53 deletions
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17
tests/optimize/test_hyperopt.py
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@@ -606,9 +606,9 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
hyperopt.hyperopter.min_date = dt_utc(2017, 12, 10)
hyperopt.hyperopter.max_date = dt_utc(2017, 12, 13)
hyperopt.hyperopter.init_spaces()
generate_optimizer_value = hyperopt.hyperopter.generate_optimizer(
list(optimizer_param.values())
)
generate_optimizer_value = hyperopt.hyperopter.generate_optimizer(optimizer_param)
# list(optimizer_param.values())
assert generate_optimizer_value == response_expected
@@ -1088,8 +1088,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None
assert opt.backtesting.strategy.max_open_trades != 1
opt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: "ET1"
with pytest.raises(OperationalException, match="Estimator ET1 not supported."):
opt.get_optimizer(2, 42, 2, 2)
with pytest.raises(OperationalException, match="Optuna Sampler ET1 not supported."):
opt.get_optimizer(42)
@pytest.mark.filterwarnings("ignore::DeprecationWarning")
@@ -1313,9 +1313,10 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No
@wraps(func)
def wrapper(*args, **kwargs):
nonlocal first_time_evaluated
print(f"max_open_trades: {hyperopt.hyperopter.backtesting.strategy.max_open_trades}")
stake_amount = func(*args, **kwargs)
if first_time_evaluated is False:
assert stake_amount == 1
assert stake_amount == 2
first_time_evaluated = True
return stake_amount
@@ -1329,5 +1330,5 @@ def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> No
hyperopt.start()
assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 8
assert hyperopt.config["max_open_trades"] == 8
assert hyperopt.hyperopter.backtesting.strategy.max_open_trades == 4
assert hyperopt.config["max_open_trades"] == 4