stable/freqtrade/freqai/freqai_util.py

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import logging
from datetime import datetime, timezone
from pathlib import Path
from typing import Any, Dict
from freqtrade.configuration import TimeRange
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
def get_full_model_path(config: Config) -> Path:
freqai_config: Dict[str, Any] = config["freqai"]
return Path(
config["user_data_dir"] / "models" / str(freqai_config.get("identifier"))
)
def get_timerange_from_ready_models(models_path: Path):
all_models_end_dates = []
pairs_end_dates: Dict[str, Any] = {}
for model_dir in models_path.iterdir():
if str(model_dir.name).startswith("sub-train"):
model_end_date = int(model_dir.name.split("_")[1])
pair = model_dir.name.split("_")[0].replace("sub-train-", "")
model_file_name = (
f"cb_{str(model_dir.name).replace('sub-train-', '').lower()}"
"_model.joblib"
)
model_path_file = Path(model_dir / model_file_name)
if model_path_file.is_file():
if pair not in pairs_end_dates:
pairs_end_dates[pair] = []
pairs_end_dates[pair].append({
"model_end_date": model_end_date,
"model_path_file": model_path_file,
"model_dir": model_dir
})
if model_end_date not in all_models_end_dates:
all_models_end_dates.append(model_end_date)
if len(all_models_end_dates) == 0:
raise OperationalException(
'At least 1 saved model is required to '
'run backtesting with the backtest_live_models option'
)
if len(all_models_end_dates) == 1:
logger.warning(
"Only 1 model was found. Backtesting will run with the "
"timerange from the end of the training date to the current date"
)
finish_timestamp = int(datetime.now(tz=timezone.utc).timestamp())
if len(all_models_end_dates) > 1:
# After last model end date, use the same period from previous model
# to finish the backtest
all_models_end_dates.sort(reverse=True)
finish_timestamp = all_models_end_dates[0] + \
(all_models_end_dates[0] - all_models_end_dates[1])
all_models_end_dates.append(finish_timestamp)
all_models_end_dates.sort()
start = datetime.fromtimestamp(min(all_models_end_dates), tz=timezone.utc)
stop = datetime.fromtimestamp(max(all_models_end_dates), tz=timezone.utc)
backtesting_string_timerange = f"{start.strftime('%Y%m%d')}-{stop.strftime('%Y%m%d')}"
backtesting_timerange = TimeRange(
'date', 'date', min(all_models_end_dates), max(all_models_end_dates)
)
return backtesting_timerange, backtesting_string_timerange, pairs_end_dates