cleaning and bug fixing
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@ -19,6 +19,7 @@ class DataHandler:
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"""
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"""
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Class designed to handle all the data for the IFreqaiModel class model.
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Class designed to handle all the data for the IFreqaiModel class model.
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Functionalities include holding, saving, loading, and analyzing the data.
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Functionalities include holding, saving, loading, and analyzing the data.
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author: Robert Caulk, rob.caulk@gmail.com
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"""
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"""
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def __init__(self, config: Dict[str, Any], dataframe: DataFrame, data: List):
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def __init__(self, config: Dict[str, Any], dataframe: DataFrame, data: List):
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@ -32,6 +33,10 @@ class DataHandler:
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self.data_dictionary = {}
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self.data_dictionary = {}
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self.config = config
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self.config = config
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self.freq_config = config['freqai']
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self.freq_config = config['freqai']
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self.predictions = np.array([])
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self.do_predict = np.array([])
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self.target_mean = np.array([])
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self.target_std = np.array([])
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def save_data(self, model: Any) -> None:
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def save_data(self, model: Any) -> None:
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"""
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"""
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@ -17,6 +17,7 @@ class IFreqaiModel(ABC):
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User models should inherit from this class as shown in
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User models should inherit from this class as shown in
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templates/ExamplePredictionModel.py where the user overrides
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templates/ExamplePredictionModel.py where the user overrides
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train(), predict(), fit(), and make_labels().
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train(), predict(), fit(), and make_labels().
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Author: Robert Caulk, rob.caulk@gmail.com
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"""
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"""
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def __init__(self, config: Dict[str, Any]) -> None:
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def __init__(self, config: Dict[str, Any]) -> None:
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@ -104,10 +105,10 @@ class IFreqaiModel(ABC):
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return dataframe
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return dataframe
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def train(self, unfiltered_dataframe: DataFrame, metadata: dict) -> Tuple[DataFrame, DataFrame]:
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def train(self, unfiltered_dataframe: DataFrame, metadata: dict) -> Any:
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"""
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"""
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Filter the training data and train a model to it. Train makes heavy use of the datahandler
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Filter the training data and train a model to it. Train makes heavy use of the datahandler
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for storing, saving, loading, and managed.
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for storing, saving, loading, and analyzing the data.
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:params:
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:params:
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:unfiltered_dataframe: Full dataframe for the current training period
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:unfiltered_dataframe: Full dataframe for the current training period
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:metadata: pair metadata from strategy.
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:metadata: pair metadata from strategy.
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@ -115,7 +116,7 @@ class IFreqaiModel(ABC):
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:model: Trained model which can be used to inference (self.predict)
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:model: Trained model which can be used to inference (self.predict)
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"""
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"""
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return unfiltered_dataframe, unfiltered_dataframe
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return Any
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def fit(self) -> Any:
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def fit(self) -> Any:
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"""
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"""
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