grid_search

API documentation for tradeexecutor.analysis.grid_search Python module in Trading Strategy.

Module description

Grid search result analysis.

• Breaddown of performance of different grid search combinations

• Heatmap and other comparison methods

Classes

TopGridSearchResult

Sorted best grid search results.

Functions

analyse_combination(r, min_positions_threshold)	Create a grid search result table row.
analyse_grid_search_result(results[, ...])	Create aa table showing grid search result of each combination.
find_best_grid_search_results(...[, count, ...])	From all grid search results, filter out the best one to be displayed.
order_grid_search_results_by_metric(results)	Order grid search results by a metric.
render_grid_search_result_table(results)	Render a grid search combination table to notebook output.
visualise_3d_scatter(flattened_result, ...)	Draw a 3D scatter plot for grid search results.
visualise_grid_search_equity_curves(*args, ...)	Deprecated.
visualise_heatmap_2d(result, parameter_1, ...)	Draw a heatmap square comparing two different parameters.
visualise_table(*args, **kwargs)