How to pass args to skopt, like n_jobs for multiprocessing?

[crazy25000]

Hi,

How can we pass arguments to skopt when using method='skopt' with backtest.optimize? Would like to update n_jobs because the default is 1.

Tried passing it as a keyword arg, but does not work: bt.optimize(p1=range(20, 50, 10), p2=range(50, 100, 10), maximize='Profit Factor', constraint=lambda param: param.p1 < param.p2, method='skopt', n_jobs=15)

https://scikit-optimize.github.io/stable/modules/generated/skopt.optimizer.forest_minimize.html#skopt.optimizer.forest_minimize

n_jobs int, default: 1
The number of jobs to run in parallel for fit and predict. If -1, then the number of jobs is set to the number of cores.

Thank you,

[kernc]

Tried passing it as a keyword arg, but does not work

It doesn't work if it's not implemented in the source.

backtesting.py/backtesting/backtesting.py

Lines 1247 to 1252 in 73e1534

	Additional keyword arguments represent strategy arguments with
	list-like collections of possible values. For example, the following
	code finds and returns the "best" of the 7 admissible (of the
	9 possible) parameter combinations:
	backtest.optimize(sma1=[5, 10, 15], sma2=[10, 20, 40],

Passing n_jobs != 1 won't help you; n_jobs= in scikit-optimize is only used for building the hyperspace landscape estimators, not for running the comparably likely more expensive objective function. Scikit-optimize does iterative model-based optimization, and you get your time back in terms of fewer and more intelligent hyperspace point evaluations.

Don't just believe me; try it for yourself:

backtesting.py/backtesting/backtesting.py

Line 1440 in 73e1534

res = forest_minimize(

[crazy25000]

n_jobs= in scikit-optimize is only used for building the hyperspace landscape estimators, not for running the comparably likely more expensive objective function.

Oo did not know that. I ran a quick preliminary test earlier, but only looked at number of CPUs used vs. If it actually sped up the computations. I didn't see it in their documentation either. Thanks for the help again!