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rnikitin / Optimize-NSGAII.py
Created January 16, 2022 21:35 — forked from ysdede/Optimize-NSGAII.py
Multi-objective NSGAII hyperparameters optimization with Optuna
import json
import signal
import sys
from subprocess import PIPE, Popen, call
import jessetk.utils as utils
import optuna
# Multi-objective NSGAII hyperparameters optimization with Optuna
# Wraps Jesse ai's backtest function as an objective function
@rnikitin
rnikitin / Pick-Parameters.py
Created January 15, 2022 23:33 — forked from ysdede/Pick-Parameters.py
Pick best parameters from Optuna database
import optuna
import statistics
import json
# This code snippet filters Optuna trials based on performance metrics and standard deviation
# and generates a results.csv file containing all results
# and a SEQ.py file containing all hyperparameters
study = optuna.create_study(study_name="Band5min-LongOnly", directions=["maximize", "maximize"],
storage="postgresql://optuna_user:optuna_password@localhost/optuna_db_3", load_if_exists=True)
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