From 1602c91d67a5bb4dbb5c4e4392848a5ed3ce3f8a Mon Sep 17 00:00:00 2001 From: cardosofede Date: Thu, 7 Dec 2023 17:46:14 -0300 Subject: [PATCH] (feat) clean outputs --- .../03_optimization_notebook.ipynb | 138 ++---------------- 1 file changed, 11 insertions(+), 127 deletions(-) diff --git a/quants_lab/research_notebooks/03_optimization_notebook.ipynb b/quants_lab/research_notebooks/03_optimization_notebook.ipynb index e87dd25..2344812 100644 --- a/quants_lab/research_notebooks/03_optimization_notebook.ipynb +++ b/quants_lab/research_notebooks/03_optimization_notebook.ipynb @@ -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 }