def clean_start_config(start_config: dict, config: dict) -> dict:
clean_start = {}
for k, v in unpack_config(start_config).items():
if k in config:
if type(config[k]) == ray.tune.sample.Float or type(
config[k]) == ray.tune.sample.Integer:
clean_start[k] = min(max(v, config['ranges'][k][0]),
config['ranges'][k][1])
return clean_start
def get_expanded_ranges(config: dict) -> dict:
updated_ranges = OrderedDict()
unpacked = unpack_config(get_template_live_config())
for k0 in unpacked:
if '£' in k0 or k0 in config['ranges']:
for k1 in config['ranges']:
if k1 in k0:
updated_ranges[k0] = config['ranges'][k1]
if 'pbr_limit' in k0:
updated_ranges[k0] = [
updated_ranges[k0][0],
min(updated_ranges[k0][1], config['max_leverage'])
]
return updated_ranges
def create_config(config: dict) -> dict:
updated_ranges = get_expanded_ranges(config)
template = get_template_live_config()
template['long']['enabled'] = config['do_long']
template['shrt']['enabled'] = config['do_shrt']
unpacked = unpack_config(template)
for k in updated_ranges:
side = 'long' if 'long' in k else ('shrt' if 'shrt' in k else '')
if updated_ranges[k][0] != updated_ranges[k][1] and (
not side or config[f'do_{side}']):
unpacked[k] = tune.uniform(updated_ranges[k][0],
updated_ranges[k][1])
else:
unpacked[k] = updated_ranges[k][0]
return {**config, **unpacked, **{'ranges': updated_ranges}}
def config_to_xs(self, config):
xs = np.zeros(len(self.bounds[0]))
unpacked = unpack_config(config)
for i, k in enumerate(self.expanded_ranges):
xs[i] = unpacked[k]
return xs
def config_to_xs(self, config):
unpacked = unpack_config(config)
return [unpacked[k] for k in self.xs_conf_map]
def xs_to_config(self, xs):
config = unpack_config(self.base_config.copy())
for i, x in enumerate(xs):
config[self.xs_conf_map[i]] = x
return pack_config(config)