Update some usages of timerange to new, simplified method

This commit is contained in:
Matthias
2022-11-10 18:11:39 +01:00
parent 3e676dbaa4
commit 57313dd961
6 changed files with 18 additions and 25 deletions

View File

@@ -432,8 +432,8 @@ class FreqaiDataKitchen:
timerange_train.stopts = timerange_train.startts + train_period_days
first = False
start = datetime.fromtimestamp(timerange_train.startts, tz=timezone.utc)
stop = datetime.fromtimestamp(timerange_train.stopts, tz=timezone.utc)
start = timerange_train.startdt
stop = timerange_train.stopdt
tr_training_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
tr_training_list_timerange.append(copy.deepcopy(timerange_train))
@@ -446,8 +446,8 @@ class FreqaiDataKitchen:
if timerange_backtest.stopts > config_timerange.stopts:
timerange_backtest.stopts = config_timerange.stopts
start = datetime.fromtimestamp(timerange_backtest.startts, tz=timezone.utc)
stop = datetime.fromtimestamp(timerange_backtest.stopts, tz=timezone.utc)
start = timerange_backtest.startdt
stop = timerange_backtest.stopdt
tr_backtesting_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
tr_backtesting_list_timerange.append(copy.deepcopy(timerange_backtest))
@@ -490,11 +490,9 @@ class FreqaiDataKitchen:
it is sliced down to just the present training period.
"""
start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
df = df.loc[df["date"] >= start, :]
df = df.loc[df["date"] >= timerange.startdt, :]
if not self.live:
df = df.loc[df["date"] < stop, :]
df = df.loc[df["date"] < timerange.stopdt, :]
return df
@@ -1057,8 +1055,8 @@ class FreqaiDataKitchen:
backtest_timerange.startts = (
backtest_timerange.startts - backtest_period_days * SECONDS_IN_DAY
)
start = datetime.fromtimestamp(backtest_timerange.startts, tz=timezone.utc)
stop = datetime.fromtimestamp(backtest_timerange.stopts, tz=timezone.utc)
start = backtest_timerange.startdt
stop = backtest_timerange.stopdt
full_timerange = start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")
config_path = Path(self.config["config_files"][0])

View File

@@ -230,7 +230,5 @@ def get_timerange_backtest_live_models(config: Config) -> str:
dk = FreqaiDataKitchen(config)
models_path = dk.get_full_models_path(config)
timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path)
start_date = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
end_date = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
tr = f"{start_date.strftime('%Y%m%d')}-{end_date.strftime('%Y%m%d')}"
tr = f"{timerange.startdt.strftime('%Y%m%d')}-{timerange.stopdt.strftime('%Y%m%d')}"
return tr