diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml index 0bd474c..43e71ce 100644 --- a/.github/workflows/test.yml +++ b/.github/workflows/test.yml @@ -24,6 +24,16 @@ jobs: with: python-version: ${{ matrix.python-version }} + - name: Lint with Black + run: | + python -m pip install black + python --version + python -m black --version + echo $PWD ; ls + python -m black ./tests -l 88 --check --diff --verbose + python -m black ./lib/spaces -l 88 --check --diff --verbose + python -m black ./lib/trade_models -l 88 --check --diff --verbose + - name: Test Search Space run: | python -m pip install pytest diff --git a/README.md b/README.md index 5456f2e..e779fb4 100644 --- a/README.md +++ b/README.md @@ -154,7 +154,7 @@ If you want to contribute to this repo, please see [CONTRIBUTING.md](.github/CON Besides, please follow [CODE-OF-CONDUCT.md](.github/CODE-OF-CONDUCT.md). We use [`black`](https://github.com/psf/black) for Python code formatter. -Please use `black . -l 120`. +Please use `black . -l 88`. # License The entire codebase is under the [MIT license](LICENSE.md). diff --git a/lib/layers/super_mlp.py b/lib/layers/super_mlp.py index ffd3f50..bf48941 100644 --- a/lib/layers/super_mlp.py +++ b/lib/layers/super_mlp.py @@ -1,7 +1,43 @@ import torch.nn as nn +from torch.nn.parameter import Parameter from typing import Optional -class MLP(nn.Module): + +class Linear(nn.Module): + """Applies a linear transformation to the incoming data: :math:`y = xA^T + b` + """ + __constants__ = ['in_features', 'out_features'] + in_features: int + out_features: int + weight: Tensor + + def __init__(self, in_features: int, out_features: int, bias: bool = True) -> None: + super(Linear, self).__init__() + self.in_features = in_features + self.out_features = out_features + self.weight = Parameter(torch.Tensor(out_features, in_features)) + if bias: + self.bias = Parameter(torch.Tensor(out_features)) + else: + self.register_parameter('bias', None) + self.reset_parameters() + + def reset_parameters(self) -> None: + init.kaiming_uniform_(self.weight, a=math.sqrt(5)) + if self.bias is not None: + fan_in, _ = init._calculate_fan_in_and_fan_out(self.weight) + bound = 1 / math.sqrt(fan_in) + init.uniform_(self.bias, -bound, bound) + + def forward(self, input: Tensor) -> Tensor: + return F.linear(input, self.weight, self.bias) + + def extra_repr(self) -> str: + return 'in_features={}, out_features={}, bias={}'.format( + self.in_features, self.out_features, self.bias is not None + ) + +class SuperMLP(nn.Module): # MLP: FC -> Activation -> Drop -> FC -> Drop def __init__(self, in_features, hidden_features: Optional[int] = None, out_features: Optional[int] = None, diff --git a/lib/spaces/__init__.py b/lib/spaces/__init__.py index 7b4614f..cb7034a 100644 --- a/lib/spaces/__init__.py +++ b/lib/spaces/__init__.py @@ -6,3 +6,5 @@ from .basic_space import Categorical from .basic_space import Continuous +from .basic_op import has_categorical +from .basic_op import has_continuous diff --git a/lib/spaces/basic_op.py b/lib/spaces/basic_op.py new file mode 100644 index 0000000..b7f2814 --- /dev/null +++ b/lib/spaces/basic_op.py @@ -0,0 +1,16 @@ +from spaces.basic_space import Space +from spaces.basic_space import _EPS + + +def has_categorical(space_or_value, x): + if isinstance(space_or_value, Space): + return space_or_value.has(x) + else: + return space_or_value == x + + +def has_continuous(space_or_value, x): + if isinstance(space_or_value, Space): + return space_or_value.has(x) + else: + return abs(space_or_value - x) <= _EPS diff --git a/lib/spaces/basic_space.py b/lib/spaces/basic_space.py index 9db5723..61fcad0 100644 --- a/lib/spaces/basic_space.py +++ b/lib/spaces/basic_space.py @@ -4,28 +4,65 @@ import abc import math +import copy import random +import numpy as np from typing import Optional +_EPS = 1e-9 + class Space(metaclass=abc.ABCMeta): + """Basic search space describing the set of possible candidate values for hyperparameter. + All search space must inherit from this basic class. + """ + @abc.abstractmethod def random(self, recursion=True): raise NotImplementedError + @abc.abstractproperty + def determined(self): + raise NotImplementedError + @abc.abstractmethod def __repr__(self): raise NotImplementedError + @abc.abstractmethod + def has(self, x): + """Check whether x is in this search space.""" + assert not isinstance( + x, Space + ), "The input value itself can not be a search space." + + def copy(self): + return copy.deepcopy(self) + class Categorical(Space): + """A space contains the categorical values. + It can be a nested space, which means that the candidate in this space can also be a search space. + """ + def __init__(self, *data, default: Optional[int] = None): self._candidates = [*data] self._default = default - assert self._default is None or 0 <= self._default < len(self._candidates), "default >= {:}".format( - len(self._candidates) - ) + assert self._default is None or 0 <= self._default < len( + self._candidates + ), "default >= {:}".format(len(self._candidates)) + assert len(self) > 0, "Please provide at least one candidate" + + @property + def determined(self): + if len(self) == 1: + return ( + not isinstance(self._candidates[0], Space) + or self._candidates[0].determined + ) + else: + return False def __getitem__(self, index): return self._candidates[index] @@ -38,6 +75,15 @@ class Categorical(Space): name=self.__class__.__name__, cs=self._candidates, default=self._default ) + def has(self, x): + super().has(x) + for candidate in self._candidates: + if isinstance(candidate, Space) and candidate.has(x): + return True + elif candidate == x: + return True + return False + def random(self, recursion=True): sample = random.choice(self._candidates) if recursion and isinstance(sample, Space): @@ -46,12 +92,35 @@ class Categorical(Space): return sample +np_float_types = (np.float16, np.float32, np.float64) +np_int_types = ( + np.uint8, + np.int8, + np.uint16, + np.int16, + np.uint32, + np.int32, + np.uint64, + np.int64, +) + + class Continuous(Space): - def __init__(self, lower: float, upper: float, default: Optional[float] = None, log: bool = False): + """A space contains the continuous values.""" + + def __init__( + self, + lower: float, + upper: float, + default: Optional[float] = None, + log: bool = False, + eps: float = _EPS, + ): self._lower = lower self._upper = upper self._default = default self._log_scale = log + self._eps = eps @property def lower(self): @@ -65,6 +134,10 @@ class Continuous(Space): def default(self): return self._default + @property + def determined(self): + return abs(self.lower - self.upper) <= self._eps + def __repr__(self): return "{name:}(lower={lower:}, upper={upper:}, default_value={default:}, log_scale={log:})".format( name=self.__class__.__name__, @@ -74,6 +147,23 @@ class Continuous(Space): log=self._log_scale, ) + def convert(self, x): + if isinstance(x, np_float_types) and x.size == 1: + return float(x), True + elif isinstance(x, np_int_types) and x.size == 1: + return float(x), True + elif isinstance(x, int): + return float(x), True + elif isinstance(x, float): + return float(x), True + else: + return None, False + + def has(self, x): + super().has(x) + converted_x, success = self.convert(x) + return success and self.lower <= converted_x <= self.upper + def random(self, recursion=True): del recursion if self._log_scale: diff --git a/lib/trade_models/naive_v1_model.py b/lib/trade_models/naive_v1_model.py index 3418003..ca90c60 100755 --- a/lib/trade_models/naive_v1_model.py +++ b/lib/trade_models/naive_v1_model.py @@ -1,6 +1,8 @@ ################################################## # Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2021 # ################################################## +# Use noise as prediction # +################################################## from __future__ import division from __future__ import print_function @@ -27,7 +29,11 @@ class NAIVE_V1(Model): self.d_feat = d_feat self.seed = seed - self.logger.info("NAIVE-V1 parameters setting: d_feat={:}, seed={:}".format(self.d_feat, self.seed)) + self.logger.info( + "NAIVE-V1 parameters setting: d_feat={:}, seed={:}".format( + self.d_feat, self.seed + ) + ) if self.seed is not None: random.seed(self.seed) @@ -49,7 +55,9 @@ class NAIVE_V1(Model): def model(self, x): num = len(x) - return np.random.normal(loc=self._mean, scale=self._std, size=num).astype(x.dtype) + return np.random.normal(loc=self._mean, scale=self._std, size=num).astype( + x.dtype + ) def fit(self, dataset: DatasetH): def _prepare_dataset(df_data): @@ -71,9 +79,15 @@ class NAIVE_V1(Model): # df_train['feature']['CLOSE1'].values # train_dataset['features'][:, -1] masks = ~np.isnan(train_dataset["labels"]) - self._mean, self._std = np.mean(train_dataset["labels"][masks]), np.std(train_dataset["labels"][masks]) - train_mse_loss = self.mse(self.model(train_dataset["features"]), train_dataset["labels"]) - valid_mse_loss = self.mse(self.model(valid_dataset["features"]), valid_dataset["labels"]) + self._mean, self._std = np.mean(train_dataset["labels"][masks]), np.std( + train_dataset["labels"][masks] + ) + train_mse_loss = self.mse( + self.model(train_dataset["features"]), train_dataset["labels"] + ) + valid_mse_loss = self.mse( + self.model(valid_dataset["features"]), valid_dataset["labels"] + ) self.logger.info("Training MSE loss: {:}".format(train_mse_loss)) self.logger.info("Validation MSE loss: {:}".format(valid_mse_loss)) self.fitted = True diff --git a/lib/trade_models/naive_v2_model.py b/lib/trade_models/naive_v2_model.py index 3d1a6bf..79456c0 100755 --- a/lib/trade_models/naive_v2_model.py +++ b/lib/trade_models/naive_v2_model.py @@ -29,7 +29,11 @@ class NAIVE_V2(Model): self.d_feat = d_feat self.seed = seed - self.logger.info("NAIVE parameters setting: d_feat={:}, seed={:}".format(self.d_feat, self.seed)) + self.logger.info( + "NAIVE parameters setting: d_feat={:}, seed={:}".format( + self.d_feat, self.seed + ) + ) if self.seed is not None: random.seed(self.seed) @@ -79,8 +83,12 @@ class NAIVE_V2(Model): ) # df_train['feature']['CLOSE1'].values # train_dataset['features'][:, -1] - train_mse_loss = self.mse(self.model(train_dataset["features"]), train_dataset["labels"]) - valid_mse_loss = self.mse(self.model(valid_dataset["features"]), valid_dataset["labels"]) + train_mse_loss = self.mse( + self.model(train_dataset["features"]), train_dataset["labels"] + ) + valid_mse_loss = self.mse( + self.model(valid_dataset["features"]), valid_dataset["labels"] + ) self.logger.info("Training MSE loss: {:}".format(train_mse_loss)) self.logger.info("Validation MSE loss: {:}".format(valid_mse_loss)) self.fitted = True diff --git a/lib/trade_models/quant_transformer.py b/lib/trade_models/quant_transformer.py index 40b1e11..9f8cf8d 100755 --- a/lib/trade_models/quant_transformer.py +++ b/lib/trade_models/quant_transformer.py @@ -37,14 +37,22 @@ from qlib.data.dataset.handler import DataHandlerLP DEFAULT_OPT_CONFIG = dict( - epochs=200, lr=0.001, batch_size=2000, early_stop=20, loss="mse", optimizer="adam", num_workers=4 + epochs=200, + lr=0.001, + batch_size=2000, + early_stop=20, + loss="mse", + optimizer="adam", + num_workers=4, ) class QuantTransformer(Model): """Transformer-based Quant Model""" - def __init__(self, net_config=None, opt_config=None, metric="", GPU=0, seed=None, **kwargs): + def __init__( + self, net_config=None, opt_config=None, metric="", GPU=0, seed=None, **kwargs + ): # Set logger. self.logger = get_module_logger("QuantTransformer") self.logger.info("QuantTransformer PyTorch version...") @@ -53,7 +61,9 @@ class QuantTransformer(Model): self.net_config = net_config or DEFAULT_NET_CONFIG self.opt_config = opt_config or DEFAULT_OPT_CONFIG self.metric = metric - self.device = torch.device("cuda:{:}".format(GPU) if torch.cuda.is_available() and GPU >= 0 else "cpu") + self.device = torch.device( + "cuda:{:}".format(GPU) if torch.cuda.is_available() and GPU >= 0 else "cpu" + ) self.seed = seed self.logger.info( @@ -84,11 +94,17 @@ class QuantTransformer(Model): self.logger.info("model size: {:.3f} MB".format(count_parameters(self.model))) if self.opt_config["optimizer"] == "adam": - self.train_optimizer = optim.Adam(self.model.parameters(), lr=self.opt_config["lr"]) + self.train_optimizer = optim.Adam( + self.model.parameters(), lr=self.opt_config["lr"] + ) elif self.opt_config["optimizer"] == "adam": - self.train_optimizer = optim.SGD(self.model.parameters(), lr=self.opt_config["lr"]) + self.train_optimizer = optim.SGD( + self.model.parameters(), lr=self.opt_config["lr"] + ) else: - raise NotImplementedError("optimizer {:} is not supported!".format(optimizer)) + raise NotImplementedError( + "optimizer {:} is not supported!".format(optimizer) + ) self.fitted = False self.model.to(self.device) @@ -111,7 +127,9 @@ class QuantTransformer(Model): else: raise ValueError("unknown metric `{:}`".format(self.metric)) - def train_or_test_epoch(self, xloader, model, loss_fn, metric_fn, is_train, optimizer=None): + def train_or_test_epoch( + self, xloader, model, loss_fn, metric_fn, is_train, optimizer=None + ): if is_train: model.train() else: @@ -173,7 +191,11 @@ class QuantTransformer(Model): ) save_dir = get_or_create_path(save_dir, return_dir=True) - self.logger.info("Fit procedure for [{:}] with save path={:}".format(self.__class__.__name__, save_dir)) + self.logger.info( + "Fit procedure for [{:}] with save path={:}".format( + self.__class__.__name__, save_dir + ) + ) def _internal_test(ckp_epoch=None, results_dict=None): with torch.no_grad(): @@ -186,8 +208,10 @@ class QuantTransformer(Model): test_loss, test_score = self.train_or_test_epoch( test_loader, self.model, self.loss_fn, self.metric_fn, False, None ) - xstr = "train-score={:.6f}, valid-score={:.6f}, test-score={:.6f}".format( - train_score, valid_score, test_score + xstr = ( + "train-score={:.6f}, valid-score={:.6f}, test-score={:.6f}".format( + train_score, valid_score, test_score + ) ) if ckp_epoch is not None and isinstance(results_dict, dict): results_dict["train"][ckp_epoch] = train_score @@ -199,18 +223,26 @@ class QuantTransformer(Model): ckp_path = os.path.join(save_dir, "{:}.pth".format(self.__class__.__name__)) if os.path.exists(ckp_path): ckp_data = torch.load(ckp_path) - stop_steps, best_score, best_epoch = ckp_data['stop_steps'], ckp_data['best_score'], ckp_data['best_epoch'] - start_epoch, best_param = ckp_data['start_epoch'], ckp_data['best_param'] - results_dict = ckp_data['results_dict'] - self.model.load_state_dict(ckp_data['net_state_dict']) - self.train_optimizer.load_state_dict(ckp_data['opt_state_dict']) + stop_steps, best_score, best_epoch = ( + ckp_data["stop_steps"], + ckp_data["best_score"], + ckp_data["best_epoch"], + ) + start_epoch, best_param = ckp_data["start_epoch"], ckp_data["best_param"] + results_dict = ckp_data["results_dict"] + self.model.load_state_dict(ckp_data["net_state_dict"]) + self.train_optimizer.load_state_dict(ckp_data["opt_state_dict"]) self.logger.info("Resume from existing checkpoint: {:}".format(ckp_path)) else: stop_steps, best_score, best_epoch = 0, -np.inf, -1 start_epoch, best_param = 0, None - results_dict = dict(train=OrderedDict(), valid=OrderedDict(), test=OrderedDict()) + results_dict = dict( + train=OrderedDict(), valid=OrderedDict(), test=OrderedDict() + ) _, eval_str = _internal_test(-1, results_dict) - self.logger.info("Training from scratch, metrics@start: {:}".format(eval_str)) + self.logger.info( + "Training from scratch, metrics@start: {:}".format(eval_str) + ) for iepoch in range(start_epoch, self.opt_config["epochs"]): self.logger.info( @@ -219,20 +251,35 @@ class QuantTransformer(Model): ) ) train_loss, train_score = self.train_or_test_epoch( - train_loader, self.model, self.loss_fn, self.metric_fn, True, self.train_optimizer + train_loader, + self.model, + self.loss_fn, + self.metric_fn, + True, + self.train_optimizer, + ) + self.logger.info( + "Training :: loss={:.6f}, score={:.6f}".format(train_loss, train_score) ) - self.logger.info("Training :: loss={:.6f}, score={:.6f}".format(train_loss, train_score)) current_eval_scores, eval_str = _internal_test(iepoch, results_dict) self.logger.info("Evaluating :: {:}".format(eval_str)) if current_eval_scores["valid"] > best_score: - stop_steps, best_epoch, best_score = 0, iepoch, current_eval_scores["valid"] + stop_steps, best_epoch, best_score = ( + 0, + iepoch, + current_eval_scores["valid"], + ) best_param = copy.deepcopy(self.model.state_dict()) else: stop_steps += 1 if stop_steps >= self.opt_config["early_stop"]: - self.logger.info("early stop at {:}-th epoch, where the best is @{:}".format(iepoch, best_epoch)) + self.logger.info( + "early stop at {:}-th epoch, where the best is @{:}".format( + iepoch, best_epoch + ) + ) break save_info = dict( net_config=self.net_config, @@ -247,9 +294,11 @@ class QuantTransformer(Model): start_epoch=iepoch + 1, ) torch.save(save_info, ckp_path) - self.logger.info("The best score: {:.6f} @ {:02d}-th epoch".format(best_score, best_epoch)) + self.logger.info( + "The best score: {:.6f} @ {:02d}-th epoch".format(best_score, best_epoch) + ) self.model.load_state_dict(best_param) - _, eval_str = _internal_test('final', results_dict) + _, eval_str = _internal_test("final", results_dict) self.logger.info("Reload the best parameter :: {:}".format(eval_str)) if self.use_gpu: diff --git a/lib/trade_models/transformers.py b/lib/trade_models/transformers.py index 1a03c60..ecf8312 100755 --- a/lib/trade_models/transformers.py +++ b/lib/trade_models/transformers.py @@ -33,7 +33,15 @@ DEFAULT_NET_CONFIG = dict( class Attention(nn.Module): - def __init__(self, dim, num_heads=8, qkv_bias=False, qk_scale=None, attn_drop=0.0, proj_drop=0.0): + def __init__( + self, + dim, + num_heads=8, + qkv_bias=False, + qk_scale=None, + attn_drop=0.0, + proj_drop=0.0, + ): super(Attention, self).__init__() self.num_heads = num_heads head_dim = dim // num_heads @@ -46,8 +54,16 @@ class Attention(nn.Module): def forward(self, x): B, N, C = x.shape - qkv = self.qkv(x).reshape(B, N, 3, self.num_heads, C // self.num_heads).permute(2, 0, 3, 1, 4) - q, k, v = qkv[0], qkv[1], qkv[2] # make torchscript happy (cannot use tensor as tuple) + qkv = ( + self.qkv(x) + .reshape(B, N, 3, self.num_heads, C // self.num_heads) + .permute(2, 0, 3, 1, 4) + ) + q, k, v = ( + qkv[0], + qkv[1], + qkv[2], + ) # make torchscript happy (cannot use tensor as tuple) attn = (q @ k.transpose(-2, -1)) * self.scale attn = attn.softmax(dim=-1) @@ -76,13 +92,25 @@ class Block(nn.Module): super(Block, self).__init__() self.norm1 = norm_layer(dim) self.attn = Attention( - dim, num_heads=num_heads, qkv_bias=qkv_bias, qk_scale=qk_scale, attn_drop=attn_drop, proj_drop=mlp_drop + dim, + num_heads=num_heads, + qkv_bias=qkv_bias, + qk_scale=qk_scale, + attn_drop=attn_drop, + proj_drop=mlp_drop, ) # NOTE: drop path for stochastic depth, we shall see if this is better than dropout here - self.drop_path = xlayers.DropPath(drop_path) if drop_path > 0.0 else nn.Identity() + self.drop_path = ( + xlayers.DropPath(drop_path) if drop_path > 0.0 else nn.Identity() + ) self.norm2 = norm_layer(dim) mlp_hidden_dim = int(dim * mlp_ratio) - self.mlp = xlayers.MLP(in_features=dim, hidden_features=mlp_hidden_dim, act_layer=act_layer, drop=mlp_drop) + self.mlp = xlayers.MLP( + in_features=dim, + hidden_features=mlp_hidden_dim, + act_layer=act_layer, + drop=mlp_drop, + ) def forward(self, x): x = x + self.drop_path(self.attn(self.norm1(x))) @@ -144,9 +172,13 @@ class TransformerModel(nn.Module): self.input_embed = SimpleEmbed(d_feat, embed_dim=embed_dim) self.cls_token = nn.Parameter(torch.zeros(1, 1, embed_dim)) - self.pos_embed = xlayers.PositionalEncoder(d_model=embed_dim, max_seq_len=max_seq_len, dropout=pos_drop) + self.pos_embed = xlayers.PositionalEncoder( + d_model=embed_dim, max_seq_len=max_seq_len, dropout=pos_drop + ) - dpr = [x.item() for x in torch.linspace(0, drop_path_rate, depth)] # stochastic depth decay rule + dpr = [ + x.item() for x in torch.linspace(0, drop_path_rate, depth) + ] # stochastic depth decay rule self.blocks = nn.ModuleList( [ Block( @@ -184,7 +216,9 @@ class TransformerModel(nn.Module): batch, flatten_size = x.shape feats = self.input_embed(x) # batch * 60 * 64 - cls_tokens = self.cls_token.expand(batch, -1, -1) # stole cls_tokens impl from Phil Wang, thanks + cls_tokens = self.cls_token.expand( + batch, -1, -1 + ) # stole cls_tokens impl from Phil Wang, thanks feats_w_ct = torch.cat((cls_tokens, feats), dim=1) feats_w_tp = self.pos_embed(feats_w_ct) diff --git a/tests/test_basic.py b/tests/test_basic.py deleted file mode 100644 index 637e282..0000000 --- a/tests/test_basic.py +++ /dev/null @@ -1,38 +0,0 @@ -##################################################### -# Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2021.03 # -##################################################### -import sys -import unittest -import pytest -from pathlib import Path - -lib_dir = (Path(__file__).parent / ".." / "lib").resolve() -print("library path: {:}".format(lib_dir)) -if str(lib_dir) not in sys.path: - sys.path.insert(0, str(lib_dir)) - -from spaces import Categorical -from spaces import Continuous - - -class TestBasicSpace(unittest.TestCase): - def test_categorical(self): - space = Categorical(1, 2, 3, 4) - for i in range(4): - self.assertEqual(space[i], i + 1) - self.assertEqual("Categorical(candidates=[1, 2, 3, 4], default_index=None)", str(space)) - - def test_continuous(self): - space = Continuous(0, 1) - self.assertGreaterEqual(space.random(), 0) - self.assertGreaterEqual(1, space.random()) - - lower, upper = 1.5, 4.6 - space = Continuous(lower, upper, log=False) - values = [] - for i in range(100000): - x = space.random() - self.assertGreaterEqual(x, lower) - self.assertGreaterEqual(upper, x) - values.append(x) - self.assertAlmostEqual((lower + upper) / 2, sum(values) / len(values), places=2) diff --git a/tests/test_basic_space.py b/tests/test_basic_space.py new file mode 100644 index 0000000..ae79df5 --- /dev/null +++ b/tests/test_basic_space.py @@ -0,0 +1,81 @@ +##################################################### +# Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2021.03 # +##################################################### +import sys, random +import unittest +import pytest +from pathlib import Path + +lib_dir = (Path(__file__).parent / ".." / "lib").resolve() +print("library path: {:}".format(lib_dir)) +if str(lib_dir) not in sys.path: + sys.path.insert(0, str(lib_dir)) + +from spaces import Categorical +from spaces import Continuous + + +class TestBasicSpace(unittest.TestCase): + """Test the basic search spaces.""" + + def test_categorical(self): + space = Categorical(1, 2, 3, 4) + for i in range(4): + self.assertEqual(space[i], i + 1) + self.assertEqual( + "Categorical(candidates=[1, 2, 3, 4], default_index=None)", str(space) + ) + + def test_continuous(self): + random.seed(999) + space = Continuous(0, 1) + self.assertGreaterEqual(space.random(), 0) + self.assertGreaterEqual(1, space.random()) + + lower, upper = 1.5, 4.6 + space = Continuous(lower, upper, log=False) + values = [] + for i in range(1000000): + x = space.random() + self.assertGreaterEqual(x, lower) + self.assertGreaterEqual(upper, x) + values.append(x) + self.assertAlmostEqual((lower + upper) / 2, sum(values) / len(values), places=2) + self.assertEqual( + "Continuous(lower=1.5, upper=4.6, default_value=None, log_scale=False)", + str(space), + ) + + def test_determined_and_has(self): + # Test Non-nested Space + space = Categorical(1, 2, 3, 4) + self.assertFalse(space.determined) + self.assertTrue(space.has(2)) + self.assertFalse(space.has(6)) + space = Categorical(4) + self.assertTrue(space.determined) + + space = Continuous(0.11, 0.12) + self.assertTrue(space.has(0.115)) + self.assertFalse(space.has(0.1)) + self.assertFalse(space.determined) + space = Continuous(0.11, 0.11) + self.assertTrue(space.determined) + + # Test Nested Space + space_1 = Categorical(1, 2, 3, 4) + space_2 = Categorical(1) + nested_space = Categorical(space_1) + self.assertFalse(nested_space.determined) + self.assertTrue(nested_space.has(4)) + nested_space = Categorical(space_2) + self.assertTrue(nested_space.determined) + + # Test Nested Space 2 + nested_space = Categorical( + Categorical(1, 2, 3), + Categorical(4, Categorical(5, 6, 7, Categorical(8, 9), 10), 11), + 12, + ) + for i in range(1, 13): + self.assertTrue(nested_space.has(i))