Merge branch 'feature/training_data_slice_normalization' into develop

This commit is contained in:
longyu
2022-10-08 09:23:40 +02:00
4 changed files with 690 additions and 8 deletions

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@@ -440,8 +440,8 @@ class FreqaiDataDrawer:
rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE)
# save the train data to file so we can check preds for area of applicability later
dk.data_dictionary["train_features"].to_pickle(
save_path / f"{dk.model_filename}_trained_df.pkl"
dk.data_dictionary["train_features"].astype("float32").to_pickle(
save_path / f"{dk.model_filename}_trained_df.pkl.bz2"
)
dk.data_dictionary["train_dates"].to_pickle(
@@ -499,7 +499,7 @@ class FreqaiDataDrawer:
dk.label_list = dk.data["label_list"]
dk.data_dictionary["train_features"] = pd.read_pickle(
dk.data_path / f"{dk.model_filename}_trained_df.pkl"
dk.data_path / f"{dk.model_filename}_trained_df.pkl.bz2"
)
# try to access model in memory instead of loading object from disk to save time