isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality

This commit is contained in:
robcaulk
2022-10-09 21:11:37 +02:00
parent ec7af83c87
commit a4aa1b972c
6 changed files with 23 additions and 7 deletions

View File

@@ -120,6 +120,8 @@ class FreqaiDataKitchen:
/ f"sub-train-{pair.split('/')[0]}_{trained_timestamp}"
)
Path(self.data_path / 'tensorboard').mkdir(parents=True, exist_ok=True)
return
def make_train_test_datasets(

View File

@@ -196,7 +196,6 @@ class IFreqaiModel(ABC):
(_, trained_timestamp, _) = self.dd.get_pair_dict_info(pair)
dk = FreqaiDataKitchen(self.config, self.live, pair)
dk.set_paths(pair, trained_timestamp)
(
retrain,
new_trained_timerange,
@@ -267,9 +266,7 @@ class IFreqaiModel(ABC):
)
trained_timestamp_int = int(trained_timestamp.stopts)
dk.data_path = Path(
dk.full_path / f"sub-train-{pair.split('/')[0]}_{trained_timestamp_int}"
)
dk.set_paths(pair, trained_timestamp_int)
dk.set_new_model_names(pair, trained_timestamp)

View File

@@ -1,4 +1,5 @@
import logging
from pathlib import Path
from typing import Any, Dict
from catboost import CatBoostClassifier, Pool
@@ -34,7 +35,7 @@ class CatboostClassifier(BaseClassifierModel):
cbr = CatBoostClassifier(
allow_writing_files=True,
loss_function='MultiClass',
train_dir=dk.data_path,
train_dir=Path(dk.data_path / 'tensorboard'),
**self.model_training_parameters,
)

View File

@@ -1,4 +1,5 @@
import logging
from pathlib import Path
from typing import Any, Dict
from catboost import CatBoostRegressor, Pool
@@ -42,7 +43,7 @@ class CatboostRegressor(BaseRegressionModel):
model = CatBoostRegressor(
allow_writing_files=True,
train_dir=dk.data_path,
train_dir=Path(dk.data_path / 'tensorboard'),
**self.model_training_parameters,
)

View File

@@ -1,4 +1,5 @@
import logging
from pathlib import Path
from typing import Any, Dict
from catboost import CatBoostRegressor, Pool
@@ -27,7 +28,7 @@ class CatboostRegressorMultiTarget(BaseRegressionModel):
cbr = CatBoostRegressor(
allow_writing_files=True,
train_dir=dk.data_path,
train_dir=Path(dk.data_path / 'tensorboard'),
**self.model_training_parameters,
)