From: Jérôme Benoit Date: Wed, 21 May 2025 09:05:01 +0000 (+0200) Subject: perf(reforcexy): refine optuna defaults X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=0aaf520b6ab59d817360e292d57a6e58c7555195;p=freqai-strategies.git perf(reforcexy): refine optuna defaults Signed-off-by: Jérôme Benoit --- diff --git a/ReforceXY/user_data/config-template.json b/ReforceXY/user_data/config-template.json index 15fba2e..3ab1867 100644 --- a/ReforceXY/user_data/config-template.json +++ b/ReforceXY/user_data/config-template.json @@ -185,7 +185,7 @@ "enabled": true, // Enable optuna hyperopt "per_pair": false, // Enable per pair hyperopt "n_trials": 100, - "n_startup_trials": 10, + "n_startup_trials": 15, "timeout_hours": 0 } }, diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py index 64c4be1..c9ff9c4 100644 --- a/ReforceXY/user_data/freqaimodels/ReforceXY.py +++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py @@ -86,7 +86,7 @@ class ReforceXY(BaseReinforcementLearningModel): "enabled": false, // Enable optuna hyperopt "per_pair: false, // Enable per pair hyperopt "n_trials": 100, - "n_startup_trials": 10, + "n_startup_trials": 15, "timeout_hours": 0, } } @@ -129,7 +129,7 @@ class ReforceXY(BaseReinforcementLearningModel): self.optuna_timeout_hours: float = self.rl_config_optuna.get("timeout_hours", 0) self.optuna_n_trials: int = self.rl_config_optuna.get("n_trials", 100) self.optuna_n_startup_trials: int = self.rl_config_optuna.get( - "n_startup_trials", 10 + "n_startup_trials", 15 ) self.optuna_callback: Optional[MaskableTrialEvalCallback] = None self.unset_unsupported() @@ -724,7 +724,7 @@ class ReforceXY(BaseReinforcementLearningModel): model.env.close() if nan_encountered: - return float("nan") + return np.nan if self.optuna_callback.is_pruned: raise TrialPruned()