revert pickle reading for historic predictions
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@ -78,7 +78,7 @@ class FreqaiDataDrawer:
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"""
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exists = Path(self.full_path / str("historic_predictions.pkl")).resolve().exists()
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if exists:
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with open(self.full_path / str("historic_predictions.pkl"), "wb") as fp:
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with open(self.full_path / str("historic_predictions.pkl"), "rb") as fp:
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self.historic_predictions = pickle.load(fp)
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logger.info(f"Found existing historic predictions at {self.full_path}, but beware "
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"that statistics may be inaccurate if the bot has been offline for "
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@ -235,13 +235,14 @@ class FreqaiDataDrawer:
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i = length_difference + 1
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df = self.model_return_values[pair] = self.model_return_values[pair].shift(-i)
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hp_df = self.historic_predictions[pair]
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# here are some pandas hula hoops to accommodate the possibility of a series
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# or dataframe depending number of labels requested by user
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nan_df = pd.DataFrame(np.nan, index=hp_df.index[-2:] + 2, columns=hp_df.columns)
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hp_df = pd.concat([hp_df, nan_df], ignore_index=True, axis=0)
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hp_df = pd.concat([hp_df, nan_df[-2:-1]], axis=0)
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if pair in self.historic_predictions:
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hp_df = self.historic_predictions[pair]
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# here are some pandas hula hoops to accommodate the possibility of a series
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# or dataframe depending number of labels requested by user
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nan_df = pd.DataFrame(np.nan, index=hp_df.index[-2:] + 2, columns=hp_df.columns)
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hp_df = pd.concat([hp_df, nan_df], ignore_index=True, axis=0)
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self.historic_predictions[pair] = hp_df[:-1]
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for label in dk.label_list:
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df[label].iloc[-1] = predictions[label].iloc[-1]
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@ -254,7 +255,8 @@ class FreqaiDataDrawer:
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df["DI_values"].iloc[-1] = dk.DI_values[-1]
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# append the new predictions to persistent storage
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hp_df.iloc[-1] = df[label].iloc[-1]
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if pair in self.historic_predictions:
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self.historic_predictions[pair].iloc[-1] = df[label].iloc[-1]
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if length_difference < 0:
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prepend_df = pd.DataFrame(
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