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Merge pull request #7644 from markdregan/multi-target-classifier

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Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
This commit is contained in:
Robert Caulk
2022-11-11 18:48:38 +01:00
committed by GitHub
parent e34f0f60a5 66514e84e4
commit 833578716c
7 changed files with 382 additions and 10 deletions
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16
tests/freqai/test_freqai_interface.py
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@@ -77,17 +77,19 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
shutil.rmtree(Path(freqai.dk.full_path))
@pytest.mark.parametrize('model', [
'LightGBMRegressorMultiTarget',
'XGBoostRegressorMultiTarget',
'CatboostRegressorMultiTarget',
@pytest.mark.parametrize('model, strat', [
('LightGBMRegressorMultiTarget', "freqai_test_multimodel_strat"),
('XGBoostRegressorMultiTarget', "freqai_test_multimodel_strat"),
('CatboostRegressorMultiTarget', "freqai_test_multimodel_strat"),
('LightGBMClassifierMultiTarget', "freqai_test_multimodel_classifier_strat"),
('CatboostClassifierMultiTarget', "freqai_test_multimodel_classifier_strat")
])
def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model):
if is_arm() and model == 'CatboostRegressorMultiTarget':
def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, strat):
if is_arm() and 'Catboost' in model:
pytest.skip("CatBoost is not supported on ARM")
freqai_conf.update({"timerange": "20180110-20180130"})
freqai_conf.update({"strategy": "freqai_test_multimodel_strat"})
freqai_conf.update({"strategy": strat})
freqai_conf.update({"freqaimodel": model})
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)