grid_search

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

Module description

Perform a grid search ove strategy parameters to find optimal parameters.

Classes

GridCombination	One combination line in grid search.
GridParameter	One value in grid search matrix.
GridSearchDataRetention	What grid search data we generate and load.
GridSearchResult	Result for one grid combination.
GridSearchWorker	Define how to create different strategy bodies.

Functions

create_grid_search_failed_result(...)	Create a result for a crashed backtest.
get_grid_search_result_path([notebook_name])	Get a path where to stget_grid_search_result_pathore the grid seach results.
initialise_multiprocess_strategy_universe_from_disk(fname)	Pop the strategy universe data from the parent process.
load_multiprocess_strategy_universe()	Pop the strategy universe data from the parent process.
perform_grid_search(*args, **kwargs)
pick_best_grid_search_result(results[, key, ...])	Pick the best combination in the results based on one metric.
pick_grid_search_result(results, **kwargs)	Pick one combination in the results.
prepare_grid_combinations(parameters, ...[, ...])	Get iterable search matrix of all parameter combinations.
run_grid_combination_multiprocess(...[, ...])	Mutltiproecss runner.
run_grid_combination_threaded(...[, ...])	Threared runner.
run_grid_search_backtest(combination, ...[, ...])	Run a single backtest grid search/optimiser.
save_disk_multiprocess_strategy_universe(...)	Prepare handing over the strategy universe for the child processes.
save_forked_multiprocess_strategy_universe(...)	Prepare handing over the strategy universe for the child processes.
warm_up_grid_search_indicator_cache(...[, ...])	Prepare indicators used in the grid search.