Merge branch 'save_df_as_fp32' into strategies

This commit is contained in:
longyu
2022-09-18 10:33:14 +02:00
19 changed files with 778 additions and 125 deletions

View File

@@ -420,8 +420,8 @@ class FreqaiDataDrawer:
rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE)
# save the train data to file so we can check preds for area of applicability later
dk.data_dictionary["train_features"].to_pickle(
save_path / f"{dk.model_filename}_trained_df.pkl"
dk.data_dictionary["train_features"].astype("floa32").to_pickle(
save_path / f"{dk.model_filename}_trained_df.pkl.bz2"
)
dk.data_dictionary["train_dates"].to_pickle(
@@ -469,7 +469,7 @@ class FreqaiDataDrawer:
dk.label_list = dk.data["label_list"]
dk.data_dictionary["train_features"] = pd.read_pickle(
dk.data_path / f"{dk.model_filename}_trained_df.pkl"
dk.data_path / f"{dk.model_filename}_trained_df.pkl.bz2"
)
# try to access model in memory instead of loading object from disk to save time