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optimizer.py
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44 lines (38 loc) · 1.36 KB
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# optimizer.py
class PineScriptOptimizer:
def __init__(self, script_path):
self.script_path = script_path
self.parameters = self.extract_parameters()
def extract_parameters(self):
"""
Reads the PineScript indicator files and extracts tunable parameters.
"""
# Implementation code for extracting parameters.
parameters = {}
# Simulate extraction logic
return parameters
def backtest_simulation(self, parameter_set):
"""
Runs backtesting simulation with given parameter set.
"""
# Implementation code for backtesting.
results = {}
# Simulate backtesting logic
return results
def optimize_parameters(self, optimization_algorithm='grid_search'):
"""
Perform optimization testing using the specified algorithm.
"""
optimized_parameters = {}
# Implement optimization logic based on the selected algorithm.
return optimized_parameters
def generate_optimized_sets(self):
"""
Generate optimized parameter sets after testing.
"""
optimized_sets = []
# Logic for generating optimized parameter sets.
return optimized_sets
# Example usage:
# optimizer = PineScriptOptimizer('path_to_script.pine')
# optimized_sets = optimizer.generate_optimized_sets()