grid_search

tradeexecutor.backtest.grid_search Python module in Trading Strategy framework.

Module description

Perform a grid search ove strategy parameters to find optimal parameters.

Classes

GridCombination	One combination line in grid search.
GridParameter	One value in grid search matrix.
GridSearchResult	Result for one grid combination.
GridSearchWorker	Define how to create different strategy bodies.

Functions

perform_grid_search(*args, **kwargs)
pick_best_grid_search_result(results[, key, ...])	Pick the best combination in the results based on one metric.
pick_grid_search_result(results, **kwargs)	Pick one combination in the results.
prepare_grid_combinations(parameters, ...[, ...])	Get iterable search matrix of all parameter combinations.
run_grid_combination(grid_search_worker, ...)
run_grid_combination_multiprocess(...)
run_grid_search_backtest(combination, ...[, ...])