How to optimize with a list of grouped parameters?
I'm trying to run an optimization for a strategy. As I learned, I can do something like
cerebro.optstrategy(MyStrategy, param1=param1_val_list, param2=param2_val_list, param3=param3_val_list).
However, I don't want to run over every value on the value grid, but just a manually picked subsets. In this way the parameters are grouped like this:
param_groups = [(param1_val, param2_val, param3_val), (param1_val, param2_val, param3_val), (param1_val, param2_val, param3_val), ...], so the value grid is irregular. Can someone suggest how to pass this list to the optimization engine? Thank you!
vladisld last edited by
@jesseliu0 This topic was discussed few times on this forum ( try to search for
optstrategy parameters). Here some of the related posts:
Not directly related but interesting nevertheless:
@vladisld Thank you!