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save predictions with date and merge by date

This commit is contained in:
Wagner Costa Santos 2022-11-08 10:32:18 -03:00
parent d59b3e2359
commit 9c5ba0732a
2 changed files with 16 additions and 9 deletions
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23
freqtrade/freqai/data_kitchen.py
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@ -979,7 +979,8 @@ class FreqaiDataKitchen:
return weights return weights
def get_predictions_to_append(self, predictions: DataFrame, def get_predictions_to_append(self, predictions: DataFrame,
do_predict: npt.ArrayLike) -> DataFrame: do_predict: npt.ArrayLike,
dataframe_backtest: DataFrame) -> DataFrame:
""" """
Get backtest prediction from current backtest period Get backtest prediction from current backtest period
""" """
@ -1001,7 +1002,9 @@ class FreqaiDataKitchen:
if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0: if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
append_df["DI_values"] = self.DI_values append_df["DI_values"] = self.DI_values
return append_df dataframe_backtest.reset_index(drop=True, inplace=True)
merged_df = pd.concat([dataframe_backtest["date"], append_df], axis=1)
return merged_df
def append_predictions(self, append_df: DataFrame) -> None: def append_predictions(self, append_df: DataFrame) -> None:
""" """
@ -1019,15 +1022,19 @@ class FreqaiDataKitchen:
when it goes back to the strategy. These rows are not included in the backtest. when it goes back to the strategy. These rows are not included in the backtest.
""" """
len_filler = len(dataframe) - len(self.full_df.index) # startup_candle_count # len_filler = len(dataframe) - len(self.full_df.index) # startup_candle_count
filler_df = pd.DataFrame( # filler_df = pd.DataFrame(
np.zeros((len_filler, len(self.full_df.columns))), columns=self.full_df.columns # np.zeros((len_filler, len(self.full_df.columns))), columns=self.full_df.columns
) # )
self.full_df = pd.concat([filler_df, self.full_df], axis=0, ignore_index=True) # self.full_df = pd.concat([filler_df, self.full_df], axis=0, ignore_index=True)
to_keep = [col for col in dataframe.columns if not col.startswith("&")] to_keep = [col for col in dataframe.columns if not col.startswith("&")]
self.return_dataframe = pd.concat([dataframe[to_keep], self.full_df], axis=1) # self.return_dataframe = pd.concat([dataframe[to_keep], self.full_df], axis=1)
# self.full_df = DataFrame()
self.return_dataframe = pd.merge(dataframe[to_keep],
self.full_df, how='left', on='date')
self.full_df = DataFrame() self.full_df = DataFrame()
return return

2
freqtrade/freqai/freqai_interface.py
View File

@ -301,7 +301,7 @@ class IFreqaiModel(ABC):
self.model = self.dd.load_data(pair, dk) self.model = self.dd.load_data(pair, dk)
pred_df, do_preds = self.predict(dataframe_backtest, dk) pred_df, do_preds = self.predict(dataframe_backtest, dk)
append_df = dk.get_predictions_to_append(pred_df, do_preds) append_df = dk.get_predictions_to_append(pred_df, do_preds, dataframe_backtest)
dk.append_predictions(append_df) dk.append_predictions(append_df)
dk.save_backtesting_prediction(append_df) dk.save_backtesting_prediction(append_df)