remove trade database analyzer, clean up a bit
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@@ -491,9 +491,6 @@ class IFreqaiModel(ABC):
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model = self.train(unfiltered_dataframe, pair, dk)
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dk.get_current_trade_database()
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self.analyze_trade_database(dk, pair)
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self.dd.pair_dict[pair]["trained_timestamp"] = new_trained_timerange.stopts
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dk.set_new_model_names(pair, new_trained_timerange)
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self.dd.pair_dict[pair]["first"] = False
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@@ -612,20 +609,3 @@ class IFreqaiModel(ABC):
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:do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
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data (NaNs) or felt uncertain about data (i.e. SVM and/or DI index)
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"""
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def analyze_trade_database(self, dk: FreqaiDataKitchen, pair: str) -> None:
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"""
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User analyzes the trade database here and returns summary stats which will be passed back
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to the strategy for reinforcement learning or for additional adaptive metrics for use
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in entry/exit signals. Store these metrics in dk.data['extra_returns_per_train'] and
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they will format themselves into the dataframe as an additional column in the user
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strategy. User has access to the current trade database in dk.trade_database_df.
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"""
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# if dk.trade_database_df.empty:
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# logger.warning(f'No trades found for {pair} to analyze DB')
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# return
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# total_profit = dk.trade_database_df['close_profit_abs'].sum()
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# dk.data['extra_returns_per_train']['total_profit'] = total_profit
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return
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