code/object to manipulate the strategy tester combinations to run?
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Hi All,
I am looking for a potential solution to control the passes/parameter combinatations in strategy optmization.
When running strategy optimzation (slow complete, not genetic) the ontesterinit() will create the list of all combinations of the parameters selected for optimization.
With ParameterSetRange we can update the ranges and steps to take into account for these combination generations. However is it in any way possible to remove/manipulate the list of combinations to run in the code before they are actually run?
Currently what I am doing:
e.g. 5 parameters with a range from 1 - 5, step 1, gives 3125 combinations in the total test set.
Only 1000 of these combinations are actually of interest to me, the others for various reasons I do not need to test.
Because I cant remove the 2125 combinations from the list to be tested what I currently do is use onInit to check the parameter settings of the run against a list of parameters i do want to run, if it shouldnt be run -> return(INIT_PARAMETERS_INCORRECT).
This correctly only actually runs the 1000 combinations of interest but it is still costing me a lot of time to check the remaining 2125 against the list while I know already before creating the test set that they shouldnt be run.
(with 3125 combinations this isnt a massive issue, but it quickly becomes a heavy compute burden where 75% of the time the program is just skipping through combinations not to run rather than actually test the ones I want)
Any ideas or suggestions would be highly appreciated!
Thnx,
Lucas