ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods

This commit is contained in:
Robert Caulk
2022-07-25 15:07:09 +02:00
parent 7b105532d1
commit 897f18a8c8
3 changed files with 32 additions and 5 deletions

View File

@@ -909,10 +909,10 @@ class FreqaiDataKitchen:
coin, _ = pair.split("/")
self.data_path = Path(
self.full_path
/ str("sub-train" + "-" + pair.split("/")[0] + "_" + str(int(trained_timerange.stopts)))
/ f"sub-train-{pair.split('/')[0]}_{int(trained_timerange.stopts)}"
)
self.model_filename = "cb_" + coin.lower() + "_" + str(int(trained_timerange.stopts))
self.model_filename = f"cb_{coin.lower()}_{int(trained_timerange.stopts)}"
def download_all_data_for_training(self, timerange: TimeRange) -> None:
"""

View File

@@ -210,11 +210,12 @@ class IFreqaiModel(ABC):
)
)
if not self.model_exists(
metadata["pair"], dk, trained_timestamp=trained_timestamp.stopts
metadata["pair"], dk, trained_timestamp=int(trained_timestamp.stopts)
):
dk.find_features(dataframe_train)
self.model = self.train(dataframe_train, metadata["pair"], dk)
self.dd.pair_dict[metadata["pair"]]["trained_timestamp"] = trained_timestamp.stopts
self.dd.pair_dict[metadata["pair"]]["trained_timestamp"] = int(
trained_timestamp.stopts)
dk.set_new_model_names(metadata["pair"], trained_timestamp)
dk.save_data(self.model, metadata["pair"])
else: