add counter to backtesting log so users know how many more pairs and how many more models will need to be trained
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@ -73,6 +73,8 @@ class IFreqaiModel(ABC):
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self.freqai_info["feature_parameters"]["DI_threshold"] = 0
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logger.warning("DI threshold is not configured for Keras models yet. Deactivating.")
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self.CONV_WIDTH = self.freqai_info.get("conv_width", 2)
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self.pair_it = 0
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self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
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def assert_config(self, config: Dict[str, Any]) -> None:
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@ -164,6 +166,8 @@ class IFreqaiModel(ABC):
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dk: FreqaiDataKitchen = Data management/analysis tool assoicated to present pair only
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"""
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self.pair_it += 1
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train_it = 0
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# Loop enforcing the sliding window training/backtesting paradigm
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# tr_train is the training time range e.g. 1 historical month
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# tr_backtest is the backtesting time range e.g. the week directly
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@ -171,6 +175,8 @@ class IFreqaiModel(ABC):
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# entire backtest
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for tr_train, tr_backtest in zip(dk.training_timeranges, dk.backtesting_timeranges):
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(_, _, _, _) = self.dd.get_pair_dict_info(metadata["pair"])
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train_it += 1
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total_trains = len(dk.backtesting_timeranges)
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gc.collect()
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dk.data = {} # clean the pair specific data between training window sliding
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self.training_timerange = tr_train
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@ -184,8 +190,11 @@ class IFreqaiModel(ABC):
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tr_train_stopts_str = datetime.datetime.utcfromtimestamp(tr_train.stopts).strftime(
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"%Y-%m-%d %H:%M:%S"
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)
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logger.info(f"Training {metadata['pair']}")
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logger.info(f" from {tr_train_startts_str} to {tr_train_stopts_str}")
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logger.info(
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f"Training {metadata['pair']}, {self.pair_it}/{self.total_pairs} pairs"
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f" from {tr_train_startts_str} to {tr_train_stopts_str}, {train_it}/{total_trains} "
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"trains"
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)
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dk.data_path = Path(
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dk.full_path
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