Update some usages of timerange to new, simplified method
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@@ -432,8 +432,8 @@ class FreqaiDataKitchen:
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timerange_train.stopts = timerange_train.startts + train_period_days
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first = False
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start = datetime.fromtimestamp(timerange_train.startts, tz=timezone.utc)
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stop = datetime.fromtimestamp(timerange_train.stopts, tz=timezone.utc)
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start = timerange_train.startdt
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stop = timerange_train.stopdt
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tr_training_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
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tr_training_list_timerange.append(copy.deepcopy(timerange_train))
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@@ -446,8 +446,8 @@ class FreqaiDataKitchen:
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if timerange_backtest.stopts > config_timerange.stopts:
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timerange_backtest.stopts = config_timerange.stopts
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start = datetime.fromtimestamp(timerange_backtest.startts, tz=timezone.utc)
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stop = datetime.fromtimestamp(timerange_backtest.stopts, tz=timezone.utc)
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start = timerange_backtest.startdt
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stop = timerange_backtest.stopdt
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tr_backtesting_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
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tr_backtesting_list_timerange.append(copy.deepcopy(timerange_backtest))
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@@ -490,11 +490,9 @@ class FreqaiDataKitchen:
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it is sliced down to just the present training period.
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"""
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start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
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stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
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df = df.loc[df["date"] >= start, :]
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df = df.loc[df["date"] >= timerange.startdt, :]
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if not self.live:
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df = df.loc[df["date"] < stop, :]
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df = df.loc[df["date"] < timerange.stopdt, :]
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return df
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@@ -1057,8 +1055,8 @@ class FreqaiDataKitchen:
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backtest_timerange.startts = (
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backtest_timerange.startts - backtest_period_days * SECONDS_IN_DAY
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)
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start = datetime.fromtimestamp(backtest_timerange.startts, tz=timezone.utc)
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stop = datetime.fromtimestamp(backtest_timerange.stopts, tz=timezone.utc)
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start = backtest_timerange.startdt
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stop = backtest_timerange.stopdt
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full_timerange = start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")
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config_path = Path(self.config["config_files"][0])
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@@ -230,7 +230,5 @@ def get_timerange_backtest_live_models(config: Config) -> str:
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dk = FreqaiDataKitchen(config)
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models_path = dk.get_full_models_path(config)
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timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path)
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start_date = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
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end_date = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
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tr = f"{start_date.strftime('%Y%m%d')}-{end_date.strftime('%Y%m%d')}"
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tr = f"{timerange.startdt.strftime('%Y%m%d')}-{timerange.stopdt.strftime('%Y%m%d')}"
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return tr
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