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simplify freqAI start_backtesting

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This commit is contained in:
Matthias 2022-09-24 10:34:14 +02:00
parent 5d27d5689f
commit 6643d90e64
1 changed files with 8 additions and 9 deletions
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17
freqtrade/freqai/freqai_interface.py
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@ -244,7 +244,8 @@ class IFreqaiModel(ABC):
# following tr_train. Both of these windows slide through the # following tr_train. Both of these windows slide through the
# entire backtest # entire backtest
for tr_train, tr_backtest in zip(dk.training_timeranges, dk.backtesting_timeranges): for tr_train, tr_backtest in zip(dk.training_timeranges, dk.backtesting_timeranges):
(_, _, _) = self.dd.get_pair_dict_info(metadata["pair"]) pair = metadata["pair"]
(_, _, _) = self.dd.get_pair_dict_info(pair)
train_it += 1 train_it += 1
total_trains = len(dk.backtesting_timeranges) total_trains = len(dk.backtesting_timeranges)
self.training_timerange = tr_train self.training_timerange = tr_train
@ -266,12 +267,10 @@ class IFreqaiModel(ABC):
trained_timestamp_int = int(trained_timestamp.stopts) trained_timestamp_int = int(trained_timestamp.stopts)
dk.data_path = Path( dk.data_path = Path(
dk.full_path dk.full_path / f"sub-train-{pair.split('/')[0]}_{trained_timestamp_int}"
/
f"sub-train-{metadata['pair'].split('/')[0]}_{trained_timestamp_int}"
) )
dk.set_new_model_names(metadata["pair"], trained_timestamp) dk.set_new_model_names(pair, trained_timestamp)
if dk.check_if_backtest_prediction_exists(): if dk.check_if_backtest_prediction_exists():
append_df = dk.get_backtesting_prediction() append_df = dk.get_backtesting_prediction()
@ -281,15 +280,15 @@ class IFreqaiModel(ABC):
metadata["pair"], dk, trained_timestamp=trained_timestamp_int metadata["pair"], dk, trained_timestamp=trained_timestamp_int
): ):
dk.find_features(dataframe_train) dk.find_features(dataframe_train)
self.model = self.train(dataframe_train, metadata["pair"], dk) self.model = self.train(dataframe_train, pair, dk)
self.dd.pair_dict[metadata["pair"]]["trained_timestamp"] = int( self.dd.pair_dict[pair]["trained_timestamp"] = int(
trained_timestamp.stopts) trained_timestamp.stopts)
if self.save_backtest_models: if self.save_backtest_models:
logger.info('Saving backtest model to disk.') logger.info('Saving backtest model to disk.')
self.dd.save_data(self.model, metadata["pair"], dk) self.dd.save_data(self.model, pair, dk)
else: else:
self.model = self.dd.load_data(metadata["pair"], dk) self.model = self.dd.load_data(pair, dk)
self.check_if_feature_list_matches_strategy(dataframe_train, dk) self.check_if_feature_list_matches_strategy(dataframe_train, dk)