mirror of
https://github.com/freqtrade/freqtrade.git
synced 2026-01-19 21:40:24 +00:00
docs: adopt autosampler example as advanced hyperopt approach
This commit is contained in:
@@ -179,6 +179,36 @@ Some research will be necessary to find additional Samplers (from optunahub) for
|
||||
While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
|
||||
If you're unsure about this, best use one of the Defaults (`"NSGAIIISampler"` has proven to be the most versatile) without further parameters.
|
||||
|
||||
??? Example "Using `AutoSampler` from Optunahub"
|
||||
|
||||
[AutoSampler docs](https://hub.optuna.org/samplers/auto_sampler/)
|
||||
|
||||
Install the necessary dependencies
|
||||
``` bash
|
||||
pip install optunahub cmaes torch scipy
|
||||
```
|
||||
Implement `generate_estimator()` in your strategy
|
||||
|
||||
``` python
|
||||
# ...
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
from typing import List
|
||||
import optunahub
|
||||
# ...
|
||||
|
||||
class my_strategy(IStrategy):
|
||||
class HyperOpt:
|
||||
def generate_estimator(dimensions: List["Dimension"], **kwargs):
|
||||
if "random_state" in kwargs.keys():
|
||||
return optunahub.load_module("samplers/auto_sampler").AutoSampler(seed=kwargs["random_state"])
|
||||
else:
|
||||
return optunahub.load_module("samplers/auto_sampler").AutoSampler()
|
||||
|
||||
```
|
||||
|
||||
Obviously the same approach will work for all other Samplers optuna supports.
|
||||
|
||||
|
||||
## Space options
|
||||
|
||||
For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
|
||||
|
||||
Reference in New Issue
Block a user