allow subdaily retraining for backtesting

This commit is contained in:
robcaulk
2022-05-29 17:44:35 +02:00
parent 0aa7162055
commit 4eb4753e20
3 changed files with 19 additions and 13 deletions

View File

@@ -142,10 +142,11 @@ class IFreqaiModel(ABC):
gc.collect()
dh.data = {} # clean the pair specific data between training window sliding
self.training_timerange = tr_train
# self.training_timerange_timerange = tr_train
dataframe_train = dh.slice_dataframe(tr_train, dataframe)
dataframe_backtest = dh.slice_dataframe(tr_backtest, dataframe)
logger.info("training %s for %s", metadata["pair"], tr_train)
trained_timestamp = TimeRange.parse_timerange(tr_train)
trained_timestamp = tr_train # TimeRange.parse_timerange(tr_train)
dh.data_path = Path(dh.full_path /
str("sub-train" + "-" + metadata['pair'].split("/")[0] +
str(int(trained_timestamp.stopts))))