reorganized backtest utilities, test new functionality, improve/update doc
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@@ -70,7 +70,7 @@ class FreqaiDataKitchen:
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self.training_features_list: List = []
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self.model_filename: str = ""
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self.backtesting_results_path = Path()
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self.backtesting_prediction_folder: str = "backtesting_predictions"
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self.backtest_predictions_folder: str = "backtesting_predictions"
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self.live = live
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self.pair = pair
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@@ -1077,7 +1077,7 @@ class FreqaiDataKitchen:
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Save prediction dataframe from backtesting to h5 file format
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:param append_df: dataframe for backtesting period
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"""
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full_predictions_folder = Path(self.full_path / self.backtesting_prediction_folder)
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full_predictions_folder = Path(self.full_path / self.backtest_predictions_folder)
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if not full_predictions_folder.is_dir():
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full_predictions_folder.mkdir(parents=True, exist_ok=True)
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@@ -1092,3 +1092,26 @@ class FreqaiDataKitchen:
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"""
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append_df = pd.read_hdf(self.backtesting_results_path)
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return append_df
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def check_if_backtest_prediction_exists(
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self
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) -> bool:
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"""
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Check if a backtesting prediction already exists
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:param dk: FreqaiDataKitchen
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:return:
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:boolean: whether the prediction file exists or not.
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"""
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path_to_predictionfile = Path(self.full_path /
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self.backtest_predictions_folder /
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f"{self.model_filename}_prediction.h5")
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self.backtesting_results_path = path_to_predictionfile
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file_exists = path_to_predictionfile.is_file()
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if file_exists:
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logger.info(f"Found backtesting prediction file at {path_to_predictionfile}")
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else:
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logger.info(
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f"Could not find backtesting prediction file at {path_to_predictionfile}"
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)
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return file_exists
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