Merge branch 'develop' into backtest_live_models
This commit is contained in:
@@ -1,9 +1,11 @@
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import logging
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from datetime import datetime, timezone
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from typing import Any
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from pathlib import Path
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from typing import Any, Dict
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import numpy as np
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import pandas as pd
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import rapidjson
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import Config
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@@ -193,6 +195,31 @@ def plot_feature_importance(model: Any, pair: str, dk: FreqaiDataKitchen,
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store_plot_file(fig, f"{dk.model_filename}-{label}.html", dk.data_path)
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def record_params(config: Dict[str, Any], full_path: Path) -> None:
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"""
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Records run params in the full path for reproducibility
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"""
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params_record_path = full_path / "run_params.json"
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run_params = {
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"freqai": config.get('freqai', {}),
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"timeframe": config.get('timeframe'),
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"stake_amount": config.get('stake_amount'),
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"stake_currency": config.get('stake_currency'),
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"max_open_trades": config.get('max_open_trades'),
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"pairs": config.get('exchange', {}).get('pair_whitelist')
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}
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with open(params_record_path, "w") as handle:
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rapidjson.dump(
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run_params,
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handle,
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indent=4,
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default=str,
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number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
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)
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def get_timerange_backtest_live_models(config: Config):
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"""
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Returns a formated timerange for backtest live/ready models
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