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reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel

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This commit is contained in:
robcaulk
2022-06-26 19:02:17 +02:00
parent 852706cd6b
commit 051b99791d
4 changed files with 163 additions and 14 deletions
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29
freqtrade/freqai/data_kitchen.py
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@@ -317,11 +317,12 @@ class FreqaiDataKitchen:
# that was based on a single NaN is ultimately protected from buys with do_predict
drop_index = ~drop_index
self.do_predict = np.array(drop_index.replace(True, 1).replace(False, 0))
logger.info(
"dropped %s of %s prediction data points due to NaNs.",
len(self.do_predict) - self.do_predict.sum(),
len(filtered_dataframe),
)
if (len(self.do_predict) - self.do_predict.sum()) > 0:
logger.info(
"dropped %s of %s prediction data points due to NaNs.",
len(self.do_predict) - self.do_predict.sum(),
len(filtered_dataframe),
)
return filtered_dataframe, labels
@@ -562,9 +563,10 @@ class FreqaiDataKitchen:
y_pred = self.svm_model.predict(self.data_dictionary["prediction_features"])
do_predict = np.where(y_pred == -1, 0, y_pred)
logger.info(
f'svm_remove_outliers() tossed {len(do_predict) - do_predict.sum()} predictions'
)
if (len(do_predict) - do_predict.sum()) > 0:
logger.info(
f'svm_remove_outliers() tossed {len(do_predict) - do_predict.sum()} predictions'
)
self.do_predict += do_predict
self.do_predict -= 1
@@ -642,10 +644,11 @@ class FreqaiDataKitchen:
0,
)
logger.info(
f'DI tossed {len(do_predict) - do_predict.sum():.2f} predictions for '
'being too far from training data'
)
if (len(do_predict) - do_predict.sum()) > 0:
logger.info(
f'DI tossed {len(do_predict) - do_predict.sum():.2f} predictions for '
'being too far from training data'
)
self.do_predict += do_predict
self.do_predict -= 1
@@ -908,7 +911,7 @@ class FreqaiDataKitchen:
ignore_index=True, axis=0
)
logger.info(f'Length of history data {len(history_data[pair][tf])}')
# logger.info(f'Length of history data {len(history_data[pair][tf])}')
def set_all_pairs(self) -> None: