add kwargs, reduce duplicated code

This commit is contained in:
robcaulk 2022-09-07 18:58:55 +02:00
parent 97077ba18a
commit 4c9ac6b7c0
7 changed files with 31 additions and 30 deletions

View File

@ -661,11 +661,20 @@ class IFreqaiModel(ABC):
self.train_time = 0
return
def get_init_model(self, pair: str) -> Any:
if pair not in self.dd.model_dictionary or not self.continual_learning:
init_model = None
else:
init_model = self.dd.model_dictionary[pair]
return init_model
# Following methods which are overridden by user made prediction models.
# See freqai/prediction_models/CatboostPredictionModel.py for an example.
@abstractmethod
def train(self, unfiltered_dataframe: DataFrame, pair: str, dk: FreqaiDataKitchen) -> Any:
def train(self, unfiltered_dataframe: DataFrame, pair: str,
dk: FreqaiDataKitchen, **kwargs) -> Any:
"""
Filter the training data and train a model to it. Train makes heavy use of the datahandler
for storing, saving, loading, and analyzing the data.
@ -675,7 +684,7 @@ class IFreqaiModel(ABC):
"""
@abstractmethod
def fit(self, data_dictionary: Dict[str, Any], dk: FreqaiDataKitchen) -> Any:
def fit(self, data_dictionary: Dict[str, Any], dk: FreqaiDataKitchen, **kwargs) -> Any:
"""
Most regressors use the same function names and arguments e.g. user
can drop in LGBMRegressor in place of CatBoostRegressor and all data
@ -688,7 +697,7 @@ class IFreqaiModel(ABC):
@abstractmethod
def predict(
self, dataframe: DataFrame, dk: FreqaiDataKitchen, first: bool = True
self, dataframe: DataFrame, dk: FreqaiDataKitchen, first: bool = True, **kwargs
) -> Tuple[DataFrame, NDArray[np.int_]]:
"""
Filter the prediction features data and predict with it.

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@ -2,6 +2,7 @@ import logging
from typing import Any, Dict
from catboost import CatBoostClassifier, Pool
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.prediction_models.BaseClassifierModel import BaseClassifierModel
@ -16,7 +17,7 @@ class CatboostClassifier(BaseClassifierModel):
has its own DataHandler where data is held, saved, loaded, and managed.
"""
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen) -> Any:
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
"""
User sets up the training and test data to fit their desired model here
:params:
@ -36,10 +37,7 @@ class CatboostClassifier(BaseClassifierModel):
**self.model_training_parameters,
)
if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
init_model = None
else:
init_model = self.dd.model_dictionary[dk.pair]
init_model = self.get_init_model(dk.pair)
cbr.fit(train_data, init_model=init_model)

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@ -1,10 +1,9 @@
import gc
import logging
from typing import Any, Dict
from catboost import CatBoostRegressor, Pool
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
@ -18,7 +17,7 @@ class CatboostRegressor(BaseRegressionModel):
has its own DataHandler where data is held, saved, loaded, and managed.
"""
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen) -> Any:
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
"""
User sets up the training and test data to fit their desired model here
:param data_dictionary: the dictionary constructed by DataHandler to hold
@ -39,10 +38,7 @@ class CatboostRegressor(BaseRegressionModel):
weight=data_dictionary["test_weights"],
)
if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
init_model = None
else:
init_model = self.dd.model_dictionary[dk.pair]
init_model = self.get_init_model(dk.pair)
model = CatBoostRegressor(
allow_writing_files=False,

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@ -3,6 +3,7 @@ from typing import Any, Dict
from catboost import CatBoostRegressor # , Pool
from sklearn.multioutput import MultiOutputRegressor
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
@ -17,7 +18,7 @@ class CatboostRegressorMultiTarget(BaseRegressionModel):
has its own DataHandler where data is held, saved, loaded, and managed.
"""
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen) -> Any:
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
"""
User sets up the training and test data to fit their desired model here
:param data_dictionary: the dictionary constructed by DataHandler to hold

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@ -3,8 +3,9 @@ from typing import Any, Dict
from lightgbm import LGBMClassifier
from freqtrade.freqai.prediction_models.BaseClassifierModel import BaseClassifierModel
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.prediction_models.BaseClassifierModel import BaseClassifierModel
logger = logging.getLogger(__name__)
@ -16,7 +17,7 @@ class LightGBMClassifier(BaseClassifierModel):
has its own DataHandler where data is held, saved, loaded, and managed.
"""
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen) -> Any:
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
"""
User sets up the training and test data to fit their desired model here
:params:
@ -35,10 +36,7 @@ class LightGBMClassifier(BaseClassifierModel):
y = data_dictionary["train_labels"].to_numpy()[:, 0]
train_weights = data_dictionary["train_weights"]
if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
init_model = None
else:
init_model = self.dd.model_dictionary[dk.pair]
init_model = self.get_init_model(dk.pair)
model = LGBMClassifier(**self.model_training_parameters)

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@ -3,8 +3,9 @@ from typing import Any, Dict
from lightgbm import LGBMRegressor
from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
logger = logging.getLogger(__name__)
@ -16,7 +17,7 @@ class LightGBMRegressor(BaseRegressionModel):
has its own DataHandler where data is held, saved, loaded, and managed.
"""
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen) -> Any:
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
"""
Most regressors use the same function names and arguments e.g. user
can drop in LGBMRegressor in place of CatBoostRegressor and all data
@ -35,10 +36,7 @@ class LightGBMRegressor(BaseRegressionModel):
y = data_dictionary["train_labels"]
train_weights = data_dictionary["train_weights"]
if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
init_model = None
else:
init_model = self.dd.model_dictionary[dk.pair]
init_model = self.get_init_model(dk.pair)
model = LGBMRegressor(**self.model_training_parameters)

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@ -4,8 +4,9 @@ from typing import Any, Dict
from lightgbm import LGBMRegressor
from sklearn.multioutput import MultiOutputRegressor
from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.prediction_models.BaseRegressionModel import BaseRegressionModel
logger = logging.getLogger(__name__)
@ -17,7 +18,7 @@ class LightGBMRegressorMultiTarget(BaseRegressionModel):
has its own DataHandler where data is held, saved, loaded, and managed.
"""
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen) -> Any:
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
"""
User sets up the training and test data to fit their desired model here
:param data_dictionary: the dictionary constructed by DataHandler to hold