save_live_data_backtest - added docs and tests

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

View File

@@ -1541,14 +1541,16 @@ class FreqaiDataKitchen:
if self.backtesting_live_model_path.is_file():
saved_dataframe = self.get_backtesting_live_dataframe()
concat_dataframe = pd.concat([saved_dataframe, last_row_df])
concat_dataframe.reset_index(drop=True).to_feather(
self.backtesting_live_model_path, compression_level=9, compression='lz4')
self.save_backtesting_live_dataframe_to_feather(concat_dataframe)
else:
last_row_df.reset_index(drop=True).to_feather(
self.backtesting_live_model_path, compression_level=9, compression='lz4')
self.save_backtesting_live_dataframe_to_feather(last_row_df)
shutil.copy(self.backtesting_live_model_path, self.backtesting_live_model_bkp_path)
def save_backtesting_live_dataframe_to_feather(self, dataframe: DataFrame):
dataframe.reset_index(drop=True).to_feather(
self.backtesting_live_model_path, compression_level=9, compression='lz4')
def get_backtesting_live_dataframe(
self
) -> DataFrame: