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backtest_live_models - refactoring after PR review

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This commit is contained in:
Wagner Costa Santos
2022-09-29 01:48:38 -03:00
parent df0927cdee
commit 6845a5c6ea
6 changed files with 70 additions and 76 deletions
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22
freqtrade/freqai/data_kitchen.py
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@@ -84,7 +84,7 @@ class FreqaiDataKitchen:
self.backtest_live_models = config.get("freqai_backtest_live_models", False)
if not self.live:
self.full_path = freqai_util.get_full_model_path(self.config)
self.full_path = freqai_util.get_full_models_path(self.config)
self.full_timerange = self.create_fulltimerange(
self.config["timerange"], self.freqai_config.get("train_period_days", 0)
)
@@ -118,7 +118,7 @@ class FreqaiDataKitchen:
metadata: dict = strategy furnished pair metadata
trained_timestamp: int = timestamp of most recent training
"""
self.full_path = freqai_util.get_full_model_path(self.config)
self.full_path = freqai_util.get_full_models_path(self.config)
self.data_path = Path(
self.full_path
/ f"sub-train-{pair.split('/')[0]}_{trained_timestamp}"
@@ -459,17 +459,15 @@ class FreqaiDataKitchen:
) -> Tuple[list, list]:
tr_backtesting_list_timerange = []
pair = self.pair.split("/")[0].split(":")[0]
if pair not in self.backtest_live_models_data["pairs_end_dates"]:
asset = self.pair.split("/")[0]
if asset not in self.backtest_live_models_data["assets_end_dates"]:
raise OperationalException(
f"Model not available for pair {self.pair}. "
"Please, try again after removing this pair from the configuration file."
)
pair_data = self.backtest_live_models_data["pairs_end_dates"][pair]
model_end_dates = []
asset_data = self.backtest_live_models_data["assets_end_dates"][asset]
backtesting_timerange = self.backtest_live_models_data["backtesting_timerange"]
for end_date in pair_data:
model_end_dates.append(end_date)
model_end_dates = [x for x in asset_data]
model_end_dates.append(backtesting_timerange.stopts)
model_end_dates.sort()
for index, item in enumerate(model_end_dates):
@@ -1291,11 +1289,11 @@ class FreqaiDataKitchen:
def set_timerange_from_ready_models(self):
backtesting_timerange, \
backtesting_string_timerange, \
pairs_end_dates = freqai_util.get_timerange_from_ready_models(self.full_path)
assets_end_dates = (
freqai_util.get_timerange_and_assets_end_dates_from_ready_models(self.full_path))
self.backtest_live_models_data = {
"backtesting_timerange": backtesting_timerange,
"backtesting_string_timerange": backtesting_string_timerange,
"pairs_end_dates": pairs_end_dates
"assets_end_dates": assets_end_dates
}
return