Merge pull request #288 from kevin9327/fix/optimizer-grid-step-overshoot

fix(optimizer): 参数网格按步长展开不再越过用户填写的上限
This commit is contained in:
wshy
2026-09-10 09:10:34 +08:00
committed by GitHub
2 changed files with 56 additions and 1 deletions
+3 -1
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@@ -60,7 +60,9 @@ def _candidates_for(param_id: str, spec, pmeta: dict) -> list:
raise ValueError(f"参数 '{param_id}' 的 max < min")
step = float(step)
# 整数计数生成候选, 避免浮点累加误差丢端点 (如 0.1/0.1 步长)。
n_steps = round((hi - lo) / step)
# 步数向下取整: (hi-lo) 不是 step 整数倍时, 四舍五入会多造一个越过 hi 的候选
# (1~20 步长 7 → 22), 用户填的上限反而被越界校验拒绝。1e-9 容差保住整除端点。
n_steps = int((hi - lo) / step + 1e-9)
raw = [round(lo + i * step, 10) for i in range(n_steps + 1)]
else:
raise ValueError(f"参数 '{param_id}' 的网格 spec 必须是列表或 {{min,max,step}} 字典")
@@ -0,0 +1,53 @@
"""参数网格 {min,max,step} 展开不得越过用户填写的上限。
(hi-lo) 不是 step 整数倍时, 旧实现用 round() 算步数会向上取整, 多造一个
超过 max 的候选值: 1~20 步长 7 展开成 [1,8,15,22], 22 又被参数自身的
range 校验拒绝 —— 用户填的上限就是参数合法上限, 却直接报错扫不了。
"""
from __future__ import annotations
import pytest
from app.backtest.optimizer import count_combinations, expand_param_grid
PARAMS_META = [
{"id": "min_boards", "type": "int", "default": 2, "min": 1, "max": 20, "step": 1},
{"id": "ma_proximity", "type": "float", "default": 0.02, "min": 0.01, "max": 0.50, "step": 0.005},
]
def test_int_range_not_divisible_by_step_stays_within_max():
"""1~20 步长 7: 不得造出 22, 也不得因此报「超出范围」。"""
combos = expand_param_grid(PARAMS_META, {"min_boards": {"min": 1, "max": 20, "step": 7}})
values = sorted(combo["min_boards"] for combo in combos)
assert values == [1, 8, 15]
assert count_combinations(PARAMS_META, {"min_boards": {"min": 1, "max": 20, "step": 7}}) == 3
def test_float_range_not_divisible_by_step_stays_within_max():
"""0.01~0.05 步长 0.015: 末候选 0.055 越过用户填的 0.05。"""
combos = expand_param_grid(
PARAMS_META, {"ma_proximity": {"min": 0.01, "max": 0.05, "step": 0.015}}
)
values = sorted(combo["ma_proximity"] for combo in combos)
assert values == pytest.approx([0.01, 0.025, 0.04])
assert max(values) <= 0.05
def test_divisible_range_still_keeps_both_endpoints():
"""整除区间的端点必须保留 (含浮点累加误差场景), 锁定既有行为。"""
int_values = sorted(
combo["min_boards"]
for combo in expand_param_grid(PARAMS_META, {"min_boards": {"min": 1, "max": 4, "step": 1}})
)
assert int_values == [1, 2, 3, 4]
float_meta = [{"id": "p", "type": "float", "default": 0.2, "min": 0.1, "max": 0.3, "step": 0.1}]
float_values = sorted(
combo["p"] for combo in expand_param_grid(float_meta, {"p": {"min": 0.1, "max": 0.3, "step": 0.1}})
)
assert float_values == [0.1, 0.2, 0.3]
assert count_combinations(
PARAMS_META, {"ma_proximity": {"min": 0.01, "max": 0.05, "step": 0.001}}
) == 41