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🔧: No latin hypercube init for now
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backtesting/backtesting.py

Lines changed: 4 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -1562,7 +1562,9 @@ def _optimize_openbox() -> Union[pd.Series,
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# TODO: save dtype and convert back later
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values = values.astype(int)
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1565-
if values.dtype.kind in 'iumM':
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if len(values) == 1:
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variables.append(sp.Constant(value=float(values[0]), name=key))
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elif values.dtype.kind in 'iumM':
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variables.append(sp.Int(lower=values.min(), upper=values.max(), name=key))
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elif values.dtype.kind == 'f' or (values.dtype.kind == 'O' and all([isinstance(v, Decimal) for v in values])):
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variables.append(sp.Real(lower=values.min(), upper=values.max(), name=key))
@@ -1599,7 +1601,7 @@ def eval_run(config: sp.Configuration):
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task_id='soc',
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random_state=random_state,
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initial_runs=min(max_tries, n_initial_points or 20 + 3 * len(kwargs)),
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init_strategy='latin_hypercube',
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# init_strategy='latin_hypercube',
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)
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history = opt.run()
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optimal_configurations = history.get_incumbents()

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