isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
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@@ -120,6 +120,8 @@ class FreqaiDataKitchen:
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/ f"sub-train-{pair.split('/')[0]}_{trained_timestamp}"
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)
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Path(self.data_path / 'tensorboard').mkdir(parents=True, exist_ok=True)
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return
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def make_train_test_datasets(
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@@ -196,7 +196,6 @@ class IFreqaiModel(ABC):
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(_, trained_timestamp, _) = self.dd.get_pair_dict_info(pair)
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dk = FreqaiDataKitchen(self.config, self.live, pair)
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dk.set_paths(pair, trained_timestamp)
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(
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retrain,
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new_trained_timerange,
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@@ -267,9 +266,7 @@ class IFreqaiModel(ABC):
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)
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trained_timestamp_int = int(trained_timestamp.stopts)
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dk.data_path = Path(
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dk.full_path / f"sub-train-{pair.split('/')[0]}_{trained_timestamp_int}"
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)
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dk.set_paths(pair, trained_timestamp_int)
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dk.set_new_model_names(pair, trained_timestamp)
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@@ -1,4 +1,5 @@
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import logging
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from pathlib import Path
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from typing import Any, Dict
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from catboost import CatBoostClassifier, Pool
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@@ -34,7 +35,7 @@ class CatboostClassifier(BaseClassifierModel):
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cbr = CatBoostClassifier(
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allow_writing_files=True,
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loss_function='MultiClass',
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train_dir=dk.data_path,
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train_dir=Path(dk.data_path / 'tensorboard'),
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**self.model_training_parameters,
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)
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@@ -1,4 +1,5 @@
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import logging
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from pathlib import Path
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from typing import Any, Dict
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from catboost import CatBoostRegressor, Pool
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@@ -42,7 +43,7 @@ class CatboostRegressor(BaseRegressionModel):
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model = CatBoostRegressor(
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allow_writing_files=True,
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train_dir=dk.data_path,
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train_dir=Path(dk.data_path / 'tensorboard'),
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**self.model_training_parameters,
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)
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@@ -1,4 +1,5 @@
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import logging
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from pathlib import Path
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from typing import Any, Dict
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from catboost import CatBoostRegressor, Pool
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@@ -27,7 +28,7 @@ class CatboostRegressorMultiTarget(BaseRegressionModel):
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cbr = CatBoostRegressor(
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allow_writing_files=True,
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train_dir=dk.data_path,
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train_dir=Path(dk.data_path / 'tensorboard'),
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**self.model_training_parameters,
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)
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