self.optuna_n_startup_trials: int = self.rl_config_optuna.get(
"n_startup_trials", 10
)
- self.optuna_trial_params: Dict[str, list] = {}
- for pair in self.pairs:
- self.optuna_trial_params[pair] = []
self.optuna_callback: Optional[MaskableTrialEvalCallback] = None
self.unset_unsupported()
logger.info(
"Best trial: %s. Score: %s", study.best_trial.number, study.best_trial.value
)
- logger.info(
- "Best trial params: %s",
- self.optuna_trial_params[dk.pair][study.best_trial.number],
- )
+ logger.info("Best trial params: %s", study.best_trial.params)
logger.info("-------------------------------------------------------")
self.save_best_params(dk.pair, study.best_trial.params)
- return self.optuna_trial_params[dk.pair][study.best_trial.number]
+ return study.best_trial.params
def save_best_params(self, pair: str, best_params: Dict) -> None:
"""
best_params_path = Path(
self.full_path / f"{pair.split('/')[0]}_hyperopt_best_params.json"
)
- logger.info("saving to %s JSON file", best_params_path)
+ logger.info(f"{pair}: saving best params to %s JSON file", best_params_path)
with best_params_path.open("w", encoding="utf-8") as write_file:
json.dump(best_params, write_file, indent=4)
self.full_path / f"{pair.split('/')[0]}_hyperopt_best_params.json"
)
if best_params_path.is_file():
- logger.info("loading from %s JSON file", best_params_path)
+ logger.info(
+ f"{pair}: loading best params from %s JSON file", best_params_path
+ )
with best_params_path.open("r", encoding="utf-8") as read_file:
best_params = json.load(read_file)
return best_params
"------------ Hyperopt trial %d %s ------------", trial.number, dk.pair
)
logger.info("Trial %s params: %s", trial.number, params)
- self.optuna_trial_params[dk.pair].append(params)
model = self.MODELCLASS(
self.policy_type,
return json.load(read_file)
return None
- def optuna_study_delete(self, study_name: str, storage) -> None:
+ def optuna_study_delete(
+ self, study_name: str, storage: optuna.storages.BaseStorage
+ ) -> None:
try:
optuna.delete_study(study_name=study_name, storage=storage)
except Exception:
pass
- def optuna_study_load(self, study_name: str, storage) -> optuna.study.Study | None:
+ def optuna_study_load(
+ self, study_name: str, storage: optuna.storages.BaseStorage
+ ) -> optuna.study.Study | None:
try:
study = optuna.load_study(study_name=study_name, storage=storage)
except Exception:
return json.load(read_file)
return None
- def optuna_study_delete(self, study_name: str, storage) -> None:
+ def optuna_study_delete(
+ self, study_name: str, storage: optuna.storages.BaseStorage
+ ) -> None:
try:
optuna.delete_study(study_name=study_name, storage=storage)
except Exception:
pass
- def optuna_study_load(self, study_name: str, storage) -> optuna.study.Study | None:
+ def optuna_study_load(
+ self, study_name: str, storage: optuna.storages.BaseStorage
+ ) -> optuna.study.Study | None:
try:
study = optuna.load_study(study_name=study_name, storage=storage)
except Exception: