From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Fri, 21 Feb 2025 11:44:37 +0000 (+0100)
Subject: fix(reforcexy): properly display HPO study best params
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=46c9e5dc968d7d5fbc3b4e9d077eda1b511a4b26;p=freqai-strategies.git

fix(reforcexy): properly display HPO study best params

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py
index d12c85a..acd1d47 100644
--- a/ReforceXY/user_data/freqaimodels/ReforceXY.py
+++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py
@@ -125,9 +125,6 @@ class ReforceXY(BaseReinforcementLearningModel):
         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()
 
@@ -514,15 +511,12 @@ class ReforceXY(BaseReinforcementLearningModel):
         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:
         """
@@ -531,7 +525,7 @@ class ReforceXY(BaseReinforcementLearningModel):
         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)
 
@@ -543,7 +537,9 @@ class ReforceXY(BaseReinforcementLearningModel):
             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
@@ -575,7 +571,6 @@ class ReforceXY(BaseReinforcementLearningModel):
             "------------ 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,
diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index 5d909b3..d034a27 100644
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -444,13 +444,17 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel):
                 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:
diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index 872bfa5..36db9bd 100644
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -445,13 +445,17 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel):
                 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: