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Reduce memory footprint #884

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Merged
merged 3 commits into from
Jan 30, 2025
Merged

Reduce memory footprint #884

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ac7d0b5
Reduce memory footprint
diegolovison Jan 20, 2023
fb607bd
Merge branch 'master' into reduce_memory_footprint
kernc Jan 30, 2025
6d01e9c
Update backtesting/backtesting.py
kernc Jan 30, 2025
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12 changes: 8 additions & 4 deletions backtesting/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1567,16 +1567,20 @@ def _optimize_sambo() -> Union[pd.Series,
else:
dimensions.append(values.tolist())

# Avoid recomputing re-evaluations:
memoized_run = lru_cache()(lambda tup: self.run(**dict(tup))) # XXX: Reeval if this needed?
# Avoid recomputing re-evaluations
@lru_cache()
def memoized_run(tup):
nonlocal maximize, self
stats = self.run(**dict(tup))
return -maximize(stats)

progress = iter(_tqdm(repeat(None), total=max_tries, leave=False, desc='Backtest.optimize'))
_names = tuple(kwargs.keys())

def objective_function(x):
nonlocal progress, memoized_run, constraint, _names
next(progress)
res = memoized_run(tuple(zip(_names, x)))
value = -maximize(res)
value = memoized_run(tuple(zip(_names, x)))
return 0 if np.isnan(value) else value

def cons(x):
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