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backtesting_from_live_saved_files - code refactoring

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This commit is contained in:
Wagner Costa Santos 2022-11-17 10:30:16 -03:00
parent b01e4e3dbf
commit 913749c81b
3 changed files with 12 additions and 19 deletions
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2
docs/freqai-running.md
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@ -81,7 +81,7 @@ To save the models generated during a particular backtest so that you can start
### Backtest live models
FreqAI allow you to reuse ready models through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse models generated in dry/run for comparison or other study. For that, you must set `"purge_old_models"` to `True` in the config.
FreqAI allow you to reuse ready models through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse models generated in dry/run for comparison or other study. For that, you must set `"purge_old_models"` to `False` in the config.
The `--timerange` parameter must not be informed, as it will be automatically calculated through the training end dates of the models.

19
freqtrade/freqai/data_kitchen.py
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@ -1519,16 +1519,14 @@ class FreqaiDataKitchen:
pair_path = pair.split(":")[0].replace("/", "_").lower()
file_name = f"live_backtesting_{pair_path}.feather"
path_to_live_backtesting_file = Path(self.full_path /
self.backtesting_live_model_path = Path(self.full_path /
self.backtesting_live_model_folder_path /
file_name)
path_to_live_backtesting_bkp_file = Path(self.full_path /
self.backtesting_live_model_bkp_path = Path(
self.full_path /
self.backtesting_live_model_folder_path /
file_name.replace(".feather", ".backup.feather"))
self.backtesting_live_model_path = path_to_live_backtesting_file
self.backtesting_live_model_bkp_path = path_to_live_backtesting_bkp_file
def save_backtesting_live_dataframe(
self, dataframe: DataFrame, pair: str
) -> None:
@ -1566,15 +1564,12 @@ class FreqaiDataKitchen:
return saved_dataframe
else:
raise OperationalException(
"Saved pair file not found"
"Saved live backtesting dataframe file not found."
)
def get_timerange_from_backtesting_live_dataframe(
self) -> TimeRange:
def get_timerange_from_backtesting_live_dataframe(self) -> TimeRange:
"""
Returns timerange information based on a FreqAI model directory
:param models_path: FreqAI model path
Returns timerange information based on live backtesting dataframe file
:return: timerange calculated from saved live data
"""
all_assets_start_dates = []
@ -1592,7 +1587,7 @@ class FreqaiDataKitchen:
all_assets_start_dates.append(saved_dataframe.date.min())
all_assets_end_dates.append(saved_dataframe.date.max())
start_date = min(all_assets_start_dates)
end_date = min(all_assets_end_dates)
end_date = max(all_assets_end_dates)
# add 1 day to string timerange to ensure BT module will load all dataframe data
end_date = end_date + timedelta(days=1)
backtesting_timerange = TimeRange(

2
freqtrade/freqai/freqai_interface.py
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@ -334,8 +334,6 @@ class IFreqaiModel(ABC):
FreqaiDataKitchen = Data management/analysis tool associated to present pair only
"""
pair = metadata["pair"]
dk.return_dataframe = dataframe
dk.return_dataframe = dataframe
self.dk.set_backtesting_live_dataframe_path(pair)
saved_dataframe = self.dk.get_backtesting_live_dataframe()