revert pickle reading for historic predictions
This commit is contained in:
parent
41eeb99177
commit
921f3899f0
@ -78,7 +78,7 @@ class FreqaiDataDrawer:
|
||||
"""
|
||||
exists = Path(self.full_path / str("historic_predictions.pkl")).resolve().exists()
|
||||
if exists:
|
||||
with open(self.full_path / str("historic_predictions.pkl"), "wb") as fp:
|
||||
with open(self.full_path / str("historic_predictions.pkl"), "rb") as fp:
|
||||
self.historic_predictions = pickle.load(fp)
|
||||
logger.info(f"Found existing historic predictions at {self.full_path}, but beware "
|
||||
"that statistics may be inaccurate if the bot has been offline for "
|
||||
@ -235,13 +235,14 @@ class FreqaiDataDrawer:
|
||||
i = length_difference + 1
|
||||
|
||||
df = self.model_return_values[pair] = self.model_return_values[pair].shift(-i)
|
||||
hp_df = self.historic_predictions[pair]
|
||||
|
||||
if pair in self.historic_predictions:
|
||||
hp_df = self.historic_predictions[pair]
|
||||
# here are some pandas hula hoops to accommodate the possibility of a series
|
||||
# or dataframe depending number of labels requested by user
|
||||
nan_df = pd.DataFrame(np.nan, index=hp_df.index[-2:] + 2, columns=hp_df.columns)
|
||||
hp_df = pd.concat([hp_df, nan_df], ignore_index=True, axis=0)
|
||||
hp_df = pd.concat([hp_df, nan_df[-2:-1]], axis=0)
|
||||
self.historic_predictions[pair] = hp_df[:-1]
|
||||
|
||||
for label in dk.label_list:
|
||||
df[label].iloc[-1] = predictions[label].iloc[-1]
|
||||
@ -254,7 +255,8 @@ class FreqaiDataDrawer:
|
||||
df["DI_values"].iloc[-1] = dk.DI_values[-1]
|
||||
|
||||
# append the new predictions to persistent storage
|
||||
hp_df.iloc[-1] = df[label].iloc[-1]
|
||||
if pair in self.historic_predictions:
|
||||
self.historic_predictions[pair].iloc[-1] = df[label].iloc[-1]
|
||||
|
||||
if length_difference < 0:
|
||||
prepend_df = pd.DataFrame(
|
||||
|
Loading…
Reference in New Issue
Block a user