pr review - refactoring backtesting freqai

This commit is contained in:
Wagner Costa Santos
2022-08-31 15:36:29 -03:00
parent df51da22ee
commit 7bed0450d2
3 changed files with 24 additions and 15 deletions

View File

@@ -1,7 +1,6 @@
import copy
import datetime
import logging
import os
import shutil
from pathlib import Path
from typing import Any, Dict, List, Tuple
@@ -1108,15 +1107,25 @@ class FreqaiDataKitchen:
:param file_name: h5 file name
:param root_folder: folder to save h5 file
"""
os.makedirs(root_folder, exist_ok=True)
append_df.to_hdf(file_name, key='append_df', mode='w')
backtesting_root = Path(
self.full_path
/ root_folder
)
if not backtesting_root.is_dir():
backtesting_root.mkdir(parents=True, exist_ok=True)
def get_backtesting_prediction(self, prediction_file_name: str) -> DataFrame:
full_file_path = Path(self.full_path / root_folder / file_name)
append_df.to_hdf(full_file_path, key='append_df', mode='w')
def get_backtesting_prediction(
self, root_prediction: str, prediction_file_name: str
) -> DataFrame:
"""
Retrive from disk the prediction dataframe
:param prediction_file_name: prediction file full path
:return:
:Dataframe: Backtesting prediction from current backtesting period
"""
append_df = pd.read_hdf(prediction_file_name)
prediction_path = Path(self.full_path / root_prediction / prediction_file_name)
append_df = pd.read_hdf(prediction_path)
return append_df