Simplify timerange handling

This commit is contained in:
Matthias
2022-11-10 18:26:14 +01:00
parent 57313dd961
commit 0f9c5f8d41
6 changed files with 55 additions and 33 deletions

View File

@@ -432,9 +432,7 @@ class FreqaiDataKitchen:
timerange_train.stopts = timerange_train.startts + train_period_days
first = False
start = timerange_train.startdt
stop = timerange_train.stopdt
tr_training_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
tr_training_list.append(timerange_train.timerange_str)
tr_training_list_timerange.append(copy.deepcopy(timerange_train))
# associated backtest period
@@ -446,9 +444,7 @@ class FreqaiDataKitchen:
if timerange_backtest.stopts > config_timerange.stopts:
timerange_backtest.stopts = config_timerange.stopts
start = timerange_backtest.startdt
stop = timerange_backtest.stopdt
tr_backtesting_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
tr_backtesting_list.append(timerange_backtest.timerange_str)
tr_backtesting_list_timerange.append(copy.deepcopy(timerange_backtest))
# ensure we are predicting on exactly same amount of data as requested by user defined
@@ -1055,9 +1051,7 @@ class FreqaiDataKitchen:
backtest_timerange.startts = (
backtest_timerange.startts - backtest_period_days * SECONDS_IN_DAY
)
start = backtest_timerange.startdt
stop = backtest_timerange.stopdt
full_timerange = start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")
full_timerange = backtest_timerange.timerange_str
config_path = Path(self.config["config_files"][0])
if not self.full_path.is_dir():