mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
34 lines
1.3 KiB
Python
34 lines
1.3 KiB
Python
import numpy as np
|
|
from skopt.space import Integer
|
|
|
|
|
|
class SKDecimal(Integer):
|
|
|
|
def __init__(self, low, high, decimals=3, prior="uniform", base=10, transform=None,
|
|
name=None, dtype=np.int64):
|
|
self.decimals = decimals
|
|
_low = int(low * pow(10, self.decimals))
|
|
_high = int(high * pow(10, self.decimals))
|
|
# trunc to precision to avoid points out of space
|
|
self.low_orig = round(_low * pow(0.1, self.decimals), self.decimals)
|
|
self.high_orig = round(_high * pow(0.1, self.decimals), self.decimals)
|
|
|
|
super().__init__(_low, _high, prior, base, transform, name, dtype)
|
|
|
|
def __repr__(self):
|
|
return "Decimal(low={}, high={}, decimals={}, prior='{}', transform='{}')".format(
|
|
self.low_orig, self.high_orig, self.decimals, self.prior, self.transform_)
|
|
|
|
def __contains__(self, point):
|
|
if isinstance(point, list):
|
|
point = np.array(point)
|
|
return self.low_orig <= point <= self.high_orig
|
|
|
|
def transform(self, Xt):
|
|
aa = [int(x * pow(10, self.decimals)) for x in Xt]
|
|
return super().transform(aa)
|
|
|
|
def inverse_transform(self, Xt):
|
|
res = super().inverse_transform(Xt)
|
|
return [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
|