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optimizing.md

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Optimizing

Passivbot's config parameters may be automatically optimized by iterating many backtests and extracting the optimal config.

Usage

python3 src/optimize.py

Or

python3 src/optimize.py path/to/config.json

If no config is specified, it will default to configs/template.json

Optimizing Results

All backtest results produced by the optimizer are stored in optimize_results/. The results file is generated during optimization with a filename constructed using the date, number of coins being optimized, and a unique identifier. Each evaluation result is appended to the .txt file as a raw single line JSON string, including the analysis and the corresponding configuration.

Analyzing Results

After optimization is complete, the script src/tools/extract_best_config.py will be run, analyzing all the backtest results and dumping the best one to optimize_results_analysis/

To manually analyze results, run:

python3 src/tools/extract_best_config.py path/to/results_file.txt

This script will extract the configuration that performed best according to the optimization criteria.