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Reduce memory footprint #884

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Reduce memory footprint #884

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5 changes: 2 additions & 3 deletions backtesting/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1481,7 +1481,7 @@ def _optimize_skopt() -> Union[pd.Series,
# Avoid recomputing re-evaluations:
# "The objective has been evaluated at this point before."
# https://github.com/scikit-optimize/scikit-optimize/issues/302
memoized_run = lru_cache()(lambda tup: self.run(**dict(tup)))
memoized_run = lru_cache()(lambda tup: -maximize(self.run(**dict(tup))))

# np.inf/np.nan breaks sklearn, np.finfo(float).max breaks skopt.plots.plot_objective
INVALID = 1e300
Expand All @@ -1494,8 +1494,7 @@ def objective_function(**params):
# TODO: Adjust after https://github.com/scikit-optimize/scikit-optimize/pull/971
if not constraint(AttrDict(params)):
return INVALID
res = memoized_run(tuple(params.items()))
value = -maximize(res)
value = memoized_run(tuple(params.items()))
if np.isnan(value):
return INVALID
return value
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