adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

save_live_data_backtest - added docs and tests

Browse Source
This commit is contained in:
Wagner Costa Santos
2022-11-17 15:20:07 -03:00
parent 99bff9cbfa
commit 3903b04d3f
6 changed files with 114 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
docs/freqai-running.md
View File

@@ -81,7 +81,10 @@ To save the models generated during a particular backtest so that you can start
### Backtest live models
FreqAI allow you to reuse ready models through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse models generated in dry/run for comparison or other study. For that, you must set `"purge_old_models"` to `False` in the config.
FreqAI allow you to reuse ready models through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse predictions generated in dry/run for comparison or other study. For that, you have 2 options:
1. Set `"save_live_data_backtest"` to `True` in the config. With this option, FreqAI will save the live dataframe for reuse in backtesting. This option requires less disk space and backtesting will run faster.
2. Set `"purge_old_models"` to `False` and `"save_live_data_backtest"` to `False` in the config. In this case, FreqAI will use the saved models to make the predictions in backtesting. This option requires more disk space and the backtest will have a longer execution time.
The `--timerange` parameter must not be informed, as it will be automatically calculated through the training end dates of the models.