bbgo_origin/pkg/optimizer
Raphanus Lo 67f8b1c32c optimizeex: hyperparameter optimization tool
Currently support the following search algorithms:
- Tree-structured Parzen Estimators (tpe, default)
- Covariance Matrix Adaptation Evolution Strategy (cmaes)
- Quasi-monte carlo sampling based on Sobol sequence (sobol)
- random search (random)

And the following objective function:
- profit
- volume
- equity
2022-07-29 17:09:54 +08:00
..
config.go optimizeex: hyperparameter optimization tool 2022-07-29 17:09:54 +08:00
grid.go Merge pull request #849 from COLDTURNIP/feature/optimizer_output_asset_diff 2022-07-28 18:56:41 +08:00
hpoptimizer.go optimizeex: hyperparameter optimization tool 2022-07-29 17:09:54 +08:00
hyperparam.go optimizeex: hyperparameter optimization tool 2022-07-29 17:09:54 +08:00
local_test.go optimizer: refactor LocalProcessExecutor and pull out config test 2022-06-20 11:20:26 +08:00
local.go optimizeex: hyperparameter optimization tool 2022-07-29 17:09:54 +08:00
operator.go implement grid optimizer and local process executor 2022-05-19 18:23:12 +08:00