prepare_optimiser_parameters#

API documentation for tradeexecutor.backtest.optimiser.prepare_optimiser_parameters Python function.

prepare_optimiser_parameters(param_class)[source]#

Optimised parameters must be expressed using scikit-optimise internals.

  • The parameters class must contain at least one parameter that is subclass of Space

  • Unlike in grid search, Space parameters are passed as is, and not preprocessed for the number of combinations, as we use iterator count to search through the search space

  • Assign a name to each dimension

Parameters:

param_class (Type) – Parameters class in your notebook

Return type:

StrategyParameters

param warn_float:

Warn about unbounded float in the parameters, as it will hurt the performance, because we cannot cache results for arbitrary values.

Returns:

Validated parameters.

Parameters:

param_class (Type) –

Return type:

StrategyParameters