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How to change the optimization input parameter range to include decimal values instead of just integers? #934

Answered by ddm-j
LANDERWANG asked this question in Q&A

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The optimizer takes a list or similar type as arguments for the parameters to optimize over.

Therefore you can do something like this:

stats, heatmap = bt.optimize(ATR_Period=range(10, 20, 2), InputMultuplier=list(np.linspace(4, 6, 4)), method='grid', return_heatmap=True)

You can also just type out the list:
InputMultiplier=[4, 4.5, 5, 5.5, 6]

Or use numpy,arange which is similar to range (remember that we need to convert to list):
InputMultiplier=list(np.arange(4, 6, 0.5))

The optimizer may take an np.array type, but I'm not sure.

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@kernc

kernc Apr 1, 2023
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