added generic function to get timerange from existent models

This commit is contained in:
Wagner Costa Santos
2022-09-24 13:01:53 -03:00
parent d9c16d4888
commit 7f116db95e
2 changed files with 103 additions and 4 deletions

View File

@@ -99,6 +99,7 @@ class FreqaiDataKitchen:
self.train_dates: DataFrame = pd.DataFrame()
self.unique_classes: Dict[str, list] = {}
self.unique_class_list: list = []
self.backtest_live_models_data: Dict[str, Any] = {}
def set_paths(
self,
@@ -1262,7 +1263,15 @@ class FreqaiDataKitchen:
return file_exists
def get_timerange_from_ready_models(self):
return self.gen_get_timerange_from_ready_models(self.full_path)
backtesting_timerange, \
backtesting_string_timerange, \
pairs_end_dates = self.gen_get_timerange_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
}
return
def gen_get_timerange_from_ready_models(self, models_path: Path):
all_models_end_dates = []
@@ -1271,8 +1280,9 @@ class FreqaiDataKitchen:
if str(model_dir.name).startswith("sub-train"):
model_end_date = model_dir.name.split("_")[1]
pair = model_dir.name.split("_")[0].replace("sub-train-", "")
model_file_name = f"cb\
_{str(model_dir.name).replace('sub-train-', '').lower()}_model.joblib"
model_file_name = (f"cb_{str(model_dir.name).replace('sub-train-', '').lower()}")
model_file_name = f"{model_file_name}_model.joblib"
model_path_file = Path(model_dir / model_file_name)
if model_path_file.is_file():
if pair not in pairs_end_dates: