Issue with optuna 3rd party plugin

It seems there isn't specific documentation or examples directly related to using Optuna with QuantConnect. However, let's address the issue you're facing with the create_study function not being recognized.

Here are some steps you can take to troubleshoot and resolve the issue:

1. Check Optuna Installation: Ensure that Optuna is installed correctly in your QuantConnect environment. You can do this by running a simple import test in your algorithm:

   import optuna
   print(dir(optuna))
   

2. Verify Optuna Version: Since you can't directly view the version, try checking for any version-specific features or changes in the Optuna documentation that might affect the create_study function.

3. Function Usage: Ensure that you are using the create_study function correctly. Here's a basic example of how it should be used:

   import optuna
   
   def objective(trial):
       x = trial.suggest_float('x', -10, 10)
       return (x - 2) ** 2
   
   study = optuna.create_study(direction='minimize')
   study.optimize(objective, n_trials=100)
   

4. Check for Compatibility Issues: There might be compatibility issues between the version of Optuna you are using locally and the one available on QuantConnect. If possible, align the versions or check for any breaking changes in the newer versions.

5. Reach Out for Support: If the issue persists, consider reaching out to QuantConnect support with detailed information about the error and the context in which it occurs.

If you continue to face issues, you might want to explore alternative optimization libraries that are confirmed to work on QuantConnect.

I also tried implementing a strategy with optuna.  Same issue, seems to not being exported into the environment correctly with ‘create_study’ failing first and so need to use a brute force approach which is BRUTALLY slow.

I am reaching out… here?  Thank you

Hi Kurtis

I cannot reproduce your issue, are you using the latest build of lean? 

BTW I believe you should refer to v3.5.0 docs for optuna.

Best
Louis