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ENH: Add tqdm to skopt optimization #282

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Merged
merged 11 commits into from
Mar 31, 2021
Merged

ENH: Add tqdm to skopt optimization #282

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ab55fb2
ENH: Add tqdm to skopt
crazy25000 Mar 20, 2021
b190520
MNT: Format long line
crazy25000 Mar 20, 2021
093b5c7
ENH: Pass max_tries as total len, update desc wording
crazy25000 Mar 20, 2021
5a5851f
ENH: Replace skopt class with variable
crazy25000 Mar 21, 2021
dc7ee31
ENH: Pass single skopt callback directly instead of in a list
crazy25000 Mar 21, 2021
4fdb3c9
ENH: Check if tqdm object has update attr
crazy25000 Mar 21, 2021
0deb783
MNT: Update tqdm description text
crazy25000 Mar 24, 2021
547ded5
FMT: Use single quotes
crazy25000 Mar 24, 2021
5c4f047
MNT: Refactor pbar to use iter
crazy25000 Mar 24, 2021
23029be
MNT: Refactor to meet max line length
crazy25000 Mar 24, 2021
bfa2e78
bikeshedding
kernc Mar 31, 2021
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5 changes: 4 additions & 1 deletion backtesting/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1352,7 +1352,8 @@ def _batch(seq):
with ProcessPoolExecutor() as executor:
futures = [executor.submit(Backtest._mp_task, backtest_uuid, i)
for i in range(len(param_batches))]
for future in _tqdm(as_completed(futures), total=len(futures)):
for future in _tqdm(as_completed(futures), total=len(futures),
desc='Backtest.optimize'):
batch_index, values = future.result()
for value, params in zip(values, param_batches[batch_index]):
heatmap[tuple(params.values())] = value
Expand Down Expand Up @@ -1420,9 +1421,11 @@ def _optimize_skopt() -> Union[pd.Series,

# np.inf/np.nan breaks sklearn, np.finfo(float).max breaks skopt.plots.plot_objective
INVALID = 1e300
progress = iter(_tqdm(repeat(None), total=max_tries, desc='Backtest.optimize'))

@use_named_args(dimensions=dimensions)
def objective_function(**params):
next(progress)
# Check constraints
# TODO: Adjust after https://github.com/scikit-optimize/scikit-optimize/pull/971
if not constraint(AttrDict(params)):
Expand Down