Files
hummingbot-dashboard/ui_components/optimization_run_card.py
2023-08-04 15:11:17 +02:00

60 lines
2.9 KiB
Python

import threading
import optuna
from streamlit_elements import mui, lazy
import constants
from utils.os_utils import get_python_files_from_directory, \
get_function_from_file
from .dashboard import Dashboard
class OptimizationRunCard(Dashboard.Item):
def __init__(self, *args, **kwargs):
super().__init__(*args, **kwargs)
self._optimization_name = None
self._number_of_trials = 2000
def _set_optimization_name(self, _, childs):
self._optimization_name = childs.props.value
def _set_number_of_trials(self, event):
self._number_of_trials = int(event.target.value)
def _run_optimization(self):
study_name = self._optimization_name.split('/')[-1].split('.')[0]
study = optuna.create_study(direction="maximize", study_name=study_name,
storage="sqlite:///data/backtesting/backtesting_report.db",
load_if_exists=True)
objective = get_function_from_file(file_path=self._optimization_name,
function_name="objective")
def optimization_process():
study.optimize(objective, n_trials=self._number_of_trials)
optimization_thread = threading.Thread(target=optimization_process)
optimization_thread.start()
def __call__(self):
optimizations = get_python_files_from_directory(constants.OPTIMIZATIONS_PATH)
with mui.Paper(key=self._key, sx={"display": "flex", "flexDirection": "column", "borderRadius": 3, "overflow": "hidden"}, elevation=1):
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
mui.icon.AutoFixHigh()
mui.Typography("Run a optimization", variant="h6")
with mui.Stack(direction="row", spacing=2, justifyContent="space-evenly", alignItems="center", sx={"padding": "10px"}):
if len(optimizations) == 0:
mui.Alert("No optimizations available, please create one.", severity="warning", sx={"width": "100%"})
return
else:
if self._optimization_name is None:
self._optimization_name = optimizations[0]
with mui.Select(label="Select strategy", defaultValue=optimizations[0],
variant="standard", onChange=lazy(self._set_optimization_name)):
for optimization in optimizations:
mui.MenuItem(f"{optimization.split('/')[-1].split('.')[0]}", value=optimization)
mui.TextField(defaultValue=self._optimization_name, label="Number of trials", type="number",
variant="standard", onChange=lazy(self._set_number_of_trials))
mui.IconButton(mui.icon.PlayCircleFilled, sx={"color": "primary.main"},
onClick=self._run_optimization)