Update freqai_interface.py

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Robert Caulk 2023-03-21 22:44:56 +01:00 committed by GitHub
parent 8cf3e9f91b
commit bdf19f1d66
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@ -105,6 +105,10 @@ class IFreqaiModel(ABC):
self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1) self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1)
self.can_short = True # overridden in start() with strategy.can_short self.can_short = True # overridden in start() with strategy.can_short
self.model: Any = None self.model: Any = None
if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
self.ft_params.update({'principal_component_analysis': False})
logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
record_params(config, self.full_path) record_params(config, self.full_path)
@ -154,8 +158,7 @@ class IFreqaiModel(ABC):
dk = self.start_backtesting(dataframe, metadata, self.dk, strategy) dk = self.start_backtesting(dataframe, metadata, self.dk, strategy)
dataframe = dk.remove_features_from_df(dk.return_dataframe) dataframe = dk.remove_features_from_df(dk.return_dataframe)
else: else:
logger.info( logger.info("Backtesting using historic predictions (live models)")
"Backtesting using historic predictions (live models)")
dk = self.start_backtesting_from_historic_predictions( dk = self.start_backtesting_from_historic_predictions(
dataframe, metadata, self.dk) dataframe, metadata, self.dk)
dataframe = dk.return_dataframe dataframe = dk.return_dataframe