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(feat) clean outputs

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cardosofede
2023-12-07 17:46:14 -03:00
parent b42fb0f130
commit 1602c91d67
1 changed files with 11 additions and 127 deletions
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138
quants_lab/research_notebooks/03_optimization_notebook.ipynb
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@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"execution_count": null,
"outputs": [],
"source": [
"import sys\n",
@@ -107,25 +107,13 @@
" raise TrialPruned()\n"
],
"metadata": {
"collapsed": false,
"ExecuteTime": {
"end_time": "2023-12-07T20:10:50.249860Z",
"start_time": "2023-12-07T20:10:48.906572Z"
}
"collapsed": false
}
},
{
"cell_type": "code",
"execution_count": 2,
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"[I 2023-12-07 17:10:50,338] Using an existing study with name 'super_trend_optimization_1' instead of creating a new one.\n"
]
}
],
"execution_count": null,
"outputs": [],
"source": [
"import optuna\n",
"\n",
@@ -139,123 +127,19 @@
" )"
],
"metadata": {
"collapsed": false,
"ExecuteTime": {
"end_time": "2023-12-07T20:10:50.345407Z",
"start_time": "2023-12-07T20:10:50.251540Z"
}
}
},
{
"cell_type": "code",
"execution_count": null,
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"[I 2023-12-07 17:10:56,238] Trial 23 finished with value: 0.38811148004126206 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 100, 'multiplier': 3.0, 'percentage_threshold': 0.01}. Best is trial 13 with value: 0.4226868845214273.\n",
"[I 2023-12-07 17:11:00,180] Trial 24 finished with value: 0.38811148004126206 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 100, 'multiplier': 3.0, 'percentage_threshold': 0.01}. Best is trial 13 with value: 0.4226868845214273.\n",
"[I 2023-12-07 17:11:05,299] Trial 25 finished with value: 0.2513856255976169 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 100, 'multiplier': 2.0, 'percentage_threshold': 0.01}. Best is trial 13 with value: 0.4226868845214273.\n",
"[I 2023-12-07 17:11:09,145] Trial 26 finished with value: 0.2543681375647173 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 140, 'multiplier': 3.0, 'percentage_threshold': 0.01}. Best is trial 13 with value: 0.4226868845214273.\n",
"[I 2023-12-07 17:11:12,064] Trial 27 finished with value: -0.029959249164181148 and parameters: {'stop_loss': 0.01, 'take_profit': 0.02, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.01}. Best is trial 13 with value: 0.4226868845214273.\n",
"[I 2023-12-07 17:11:15,997] Trial 28 finished with value: 0.5421656349751423 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 80, 'multiplier': 3.0, 'percentage_threshold': 0.01}. Best is trial 28 with value: 0.5421656349751423.\n",
"[I 2023-12-07 17:11:21,124] Trial 29 finished with value: 0.15573798497951996 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 80, 'multiplier': 2.0, 'percentage_threshold': 0.01}. Best is trial 28 with value: 0.5421656349751423.\n",
"[I 2023-12-07 17:11:24,019] Trial 30 finished with value: -0.1108467390202585 and parameters: {'stop_loss': 0.01, 'take_profit': 0.04, 'length': 40, 'multiplier': 4.0, 'percentage_threshold': 0.01}. Best is trial 28 with value: 0.5421656349751423.\n",
"[I 2023-12-07 17:11:26,857] Trial 31 finished with value: -0.06356581160968328 and parameters: {'stop_loss': 0.01, 'take_profit': 0.02, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.01}. Best is trial 28 with value: 0.5421656349751423.\n",
"[I 2023-12-07 17:11:30,808] Trial 32 finished with value: 0.38811148004126206 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 100, 'multiplier': 3.0, 'percentage_threshold': 0.01}. Best is trial 28 with value: 0.5421656349751423.\n",
"[I 2023-12-07 17:11:34,707] Trial 33 finished with value: 0.38811148004126206 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 100, 'multiplier': 3.0, 'percentage_threshold': 0.01}. Best is trial 28 with value: 0.5421656349751423.\n",
"[I 2023-12-07 17:11:38,644] Trial 34 finished with value: 0.5421656349751423 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 80, 'multiplier': 3.0, 'percentage_threshold': 0.01}. Best is trial 28 with value: 0.5421656349751423.\n",
"[I 2023-12-07 17:11:45,073] Trial 35 finished with value: 0.38219663974909746 and parameters: {'stop_loss': 0.01, 'take_profit': 0.03, 'length': 60, 'multiplier': 3.0, 'percentage_threshold': 0.02}. Best is trial 28 with value: 0.5421656349751423.\n",
"[I 2023-12-07 17:11:48,950] Trial 36 finished with value: 0.592806376208812 and parameters: {'stop_loss': 0.01, 'take_profit': 0.04, 'length': 80, 'multiplier': 3.0, 'percentage_threshold': 0.01}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:11:54,104] Trial 37 finished with value: 0.30028336678525713 and parameters: {'stop_loss': 0.01, 'take_profit': 0.04, 'length': 80, 'multiplier': 2.0, 'percentage_threshold': 0.01}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:11:56,984] Trial 38 finished with value: 0.17279403265558407 and parameters: {'stop_loss': 0.01, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.01}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:03,556] Trial 39 finished with value: -0.10925259585987201 and parameters: {'stop_loss': 0.01, 'take_profit': 0.01, 'length': 40, 'multiplier': 3.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:08,996] Trial 40 finished with value: 0.45377866296721386 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:11,102] Trial 41 finished with value: -0.3598184663012044 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 20, 'multiplier': 5.0, 'percentage_threshold': 0.01}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:16,575] Trial 42 finished with value: 0.45377866296721386 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:22,015] Trial 43 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:26,600] Trial 44 finished with value: 0.37136937238312684 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 5.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:31,960] Trial 45 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:37,371] Trial 46 finished with value: 0.393770422017225 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 120, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:40,220] Trial 47 finished with value: -0.0634041192516708 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.01}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:44,761] Trial 48 finished with value: 0.3559925148282939 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 5.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:46,260] Trial 49 finished with value: -0.2708608988066281 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 6.0, 'percentage_threshold': 0.01}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:51,691] Trial 50 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:12:56,145] Trial 51 finished with value: 0.40027329750088514 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 120, 'multiplier': 5.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:01,576] Trial 52 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:07,025] Trial 53 finished with value: 0.4924856225984462 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:12,482] Trial 54 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:17,908] Trial 55 finished with value: 0.45377866296721386 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:23,389] Trial 56 finished with value: 0.5659722220669056 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 40, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:28,832] Trial 57 finished with value: 0.4924856225984462 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:34,195] Trial 58 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:38,710] Trial 59 finished with value: 0.29894352712212513 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 160, 'multiplier': 5.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:45,401] Trial 60 finished with value: 0.3661882820037683 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.03}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:49,988] Trial 61 finished with value: 0.3559925148282939 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 5.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:13:55,453] Trial 62 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:00,893] Trial 63 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:06,295] Trial 64 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:11,725] Trial 65 finished with value: 0.45377866296721386 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:17,161] Trial 66 finished with value: 0.4924856225984462 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:23,932] Trial 67 finished with value: 0.35517980524237147 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.03}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:29,330] Trial 68 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:33,877] Trial 69 finished with value: 0.15944412260328772 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 5.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:39,319] Trial 70 finished with value: 0.393770422017225 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 120, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:44,745] Trial 71 finished with value: 0.4924856225984462 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:50,176] Trial 72 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:14:55,613] Trial 73 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:01,030] Trial 74 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:06,492] Trial 75 finished with value: 0.45377866296721386 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:11,934] Trial 76 finished with value: 0.4924856225984462 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:18,290] Trial 77 finished with value: 0.2936873783086804 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 3.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:22,988] Trial 78 finished with value: -0.18258751093632875 and parameters: {'stop_loss': 0.02, 'take_profit': 0.01, 'length': 60, 'multiplier': 5.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:28,426] Trial 79 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:35,168] Trial 80 finished with value: 0.31306649255438035 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 4.0, 'percentage_threshold': 0.03}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:41,525] Trial 81 finished with value: 0.28570398621287874 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 40, 'multiplier': 3.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:46,990] Trial 82 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:52,425] Trial 83 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:15:57,842] Trial 84 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:03,272] Trial 85 finished with value: 0.45377866296721386 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:08,700] Trial 86 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:14,161] Trial 87 finished with value: 0.4924856225984462 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:19,557] Trial 88 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:24,164] Trial 89 finished with value: 0.15944412260328772 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 5.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:30,525] Trial 90 finished with value: 0.33271963140347904 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 3.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:35,992] Trial 91 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:41,419] Trial 92 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:46,832] Trial 93 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:52,313] Trial 94 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:16:58,227] Trial 95 finished with value: 0.45377866296721386 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:17:03,808] Trial 96 finished with value: 0.4924856225984462 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:17:09,482] Trial 97 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:17:15,184] Trial 98 finished with value: 0.45377866296721386 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 60, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:17:21,686] Trial 99 finished with value: 0.2936873783086804 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 3.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:17:27,349] Trial 100 finished with value: 0.30175973701819403 and parameters: {'stop_loss': 0.02, 'take_profit': 0.02, 'length': 180, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:17:31,189] Trial 101 finished with value: -0.45309169439992525 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 100, 'multiplier': 6.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n",
"[I 2023-12-07 17:17:36,805] Trial 102 finished with value: 0.5672264928817745 and parameters: {'stop_loss': 0.02, 'take_profit': 0.04, 'length': 80, 'multiplier': 4.0, 'percentage_threshold': 0.02}. Best is trial 36 with value: 0.592806376208812.\n"
]
}
],
"source": [
"# Not let's run the optimization!\n",
"\n",
"n_trials = 200\n",
"study.optimize(objective, n_trials=n_trials)"
],
"metadata": {
"collapsed": false,
"is_executing": true,
"ExecuteTime": {
"start_time": "2023-12-07T20:10:52.276919Z"
}
"collapsed": false
}
},
{
"cell_type": "code",
"execution_count": null,
"outputs": [],
"source": [],
"source": [
"# Not let's run the optimization!\n",
"\n",
"n_trials = 200\n",
"study.optimize(objective, n_trials=n_trials)"
],
"metadata": {
"collapsed": false
}