Kernc
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0107d4afd7
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MNT: Update CHANGELOG for v0.3.3
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2021-12-13 02:32:56 +01:00 |
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Kernc
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4f21a652d5
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MNT: Update ChangeLog for 0.3.2
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2021-08-03 03:58:07 +02:00 |
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Kernc
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a49122c72b
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MNT: Update CHANGELOG for 0.3.1
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2021-01-25 01:04:10 +01:00 |
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Kernc
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8a7a932a35
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DOC: Fix CHANGELOG link to model-based optimization example
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2020-11-25 01:56:15 +01:00 |
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Kernc
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1c867981e3
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MNT: Update CHANGELOG for 0.3.0
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2020-11-24 03:39:35 +01:00 |
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Tony
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6b33ce5287
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ENH: Model-based optimization and randomized grid search (#154)
* initial commit
* initial commit
* added optimize_skopt to backtesting
* _optomize_skopt refactor
* made dimensions dynamic
* added unit test-apply PR comments
* added heatmap to skopt and update unit tests
* removed eggs folder
* remove egg folder
* fixed gitignore
* add scikit-optimize dependancy for test
* comment out pickle TRUE
* fixed flake8 errors
* added skopt to Parameter Heatmap notebook
* Revert unwanted changes
* Fixup .gitignore
* Reword docstring
* Refactor Backtest.optimize() code
* make Backtest.optimize() arguments kw-only
* add random_state for reproducible results
* ensure function arguments consistency
* ensure all kwargs have values
* make scikit-optimize package optional
* cast timedelta/datetime dimensions to int
* cache objective_function evaluations (avoid warning)
* ensure param combo matches constraint=
* adjust skopt.forest_minimize() params
* return ordering: stats, heatmap, optimize_result
* clean heatmap and optimize_result
* Make max_tries for method=grid be randomized search
* Update example notebook
* doc/build.sh: unescape URLs
* mypy happy
* minor restyle
* fix typo
* Add changelog entry
Co-authored-by: Tony Freeman <tfreeman@approachci.com>
Co-authored-by: Kernc <kerncece@gmail.com>
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2020-11-24 03:28:36 +01:00 |
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Kernc
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5d51caa4fc
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DOC: Update CHANGELOG v0.2.0 section
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2020-11-24 03:03:40 +01:00 |
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Kernc
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fc895e4154
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DOC: Add CHANGELOG.md
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2020-11-24 02:32:38 +01:00 |
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