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⚡ _init_vars - Added decimal parameter support

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Rik Helsen
2022-01-16 16:45:37 +01:00
parent 604dbae664
commit e5c77ab042
1 changed files with 28 additions and 11 deletions
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39
user_data/strategies/MasterMoniGoManiHyperStrategy.py
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@@ -1279,12 +1279,13 @@ class MasterMoniGoManiHyperStrategy(IStrategy, ABC):
precision=cls.precision, overrideable=True)
@classmethod
def _init_vars(cls, base_cls, space: str, parameter_name: str, parameter_min_value: int,
parameter_max_value: int, parameter_threshold: int, precision: float, overrideable: bool = True):
def _init_vars(cls, base_cls, space: str, parameter_name: str, parameter_min_value: float,
parameter_max_value: float, parameter_threshold: float, precision: float, overrideable: bool = True,
parameter_type: str = 'integer'):
"""
Function to automatically initialize MoniGoMani's HyperOptable parameter values for both HyperOpt Runs.
:param base_cls: The inheritor class of the MGM where the attributes will be added
:param space: Buy or Sell params dictionary
:param space: Buy, Sell or Protection params dictionary
:param parameter_name: Name of the signal in the dictionary
:param parameter_min_value: Minimal search space value to use during
the 1st HyperOpt Run and override value for weak signals
@@ -1294,6 +1295,7 @@ class MasterMoniGoManiHyperStrategy(IStrategy, ABC):
and setting up refined search spaces after the 1st HyperOpt Run
:param precision: Precision used while HyperOpting
:param overrideable: Allow value to be overrideable or not (defaults to 'True')
:param parameter_type: 'integer' for only whole numbers or 'decimal' for fractions (defaults to 'integer')
:return: None
"""
@@ -1342,7 +1344,7 @@ class MasterMoniGoManiHyperStrategy(IStrategy, ABC):
# 1st HyperOpt Run: Use middle of min/max values as default value
if parameter_value is None:
default_value = int((parameter_min_value + parameter_max_value) / 2)
default_value = (parameter_min_value + parameter_max_value) / 2
# 2nd HyperOpt Run: Use Overrides where needed for default value
elif (max_value == parameter_max_value) and (overrideable is True) and (parameter_value >= parameter_max_value):
default_value = override_parameter_max_value
@@ -1363,17 +1365,32 @@ class MasterMoniGoManiHyperStrategy(IStrategy, ABC):
optimize = True
parameter_config = {
'min_value': int(min_value * precision),
'max_value': int(max_value * precision),
'default_value': int(default_value * precision),
'min_value': min_value * precision,
'max_value': max_value * precision,
'default_value': default_value * precision,
# 1st HyperOpt Run: No overrides, 2nd HyperOpt Run: Apply Overrides where needed
'optimize': optimize
}
parameter_dictionary[parameter_key] = parameter_config['default_value']
param = IntParameter(low=parameter_config['min_value'], high=parameter_config['max_value'],
default=parameter_config['default_value'], space=space,
optimize=parameter_config['optimize'], load=True)
if parameter_type == 'decimal':
parameter_dictionary[parameter_key] = parameter_config['default_value']
param = DecimalParameter(low=parameter_config['min_value'], high=parameter_config['max_value'],
default=parameter_config['default_value'], space=space,
optimize=parameter_config['optimize'], load=True)
elif parameter_type == 'integer':
# Parse the dictionary values to their integer equivalents
parameter_dictionary[parameter_key] = int(round(parameter_config['default_value']))
parameter_config['min_value'] = int(round(parameter_config['min_value']))
parameter_config['max_value'] = int(round(parameter_config['max_value']))
parameter_config['default_value'] = int(round(parameter_config['default_value']))
param = IntParameter(low=parameter_config['min_value'], high=parameter_config['max_value'],
default=parameter_config['default_value'], space=space,
optimize=parameter_config['optimize'], load=True)
else:
sys.exit(f'MoniGoManiHyperStrategy - ERROR - MoniGoMani could not parse the {parameter_type} for '
f'the {parameter_name} parameter, aborting...')
setattr(base_cls, parameter_key, param)
@classmethod