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update code to freqai_backtest_live_models only from historic predictions

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Wagner Costa
2022-11-22 13:09:09 -03:00
parent fdc82af883
commit c01f25ddc9
9 changed files with 36 additions and 227 deletions
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docs/freqai-running.md
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@@ -81,17 +81,9 @@ To save the models generated during a particular backtest so that you can start
### Backtest live models
FreqAI allow you to reuse ready models through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse predictions generated in dry/run for comparison or other study. For that, you have 2 options:
FreqAI allow you to reuse live historic predictions through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse predictions generated in dry/run for comparison or other study.
1. Set `"backtest_using_historic_predictions"` to `True` in the config. With this option, FreqAI will reuse `historic_predictions` in backtesting. This option requires less disk space and backtesting will run faster.
2. Set `"purge_old_models"` to `False` and `"backtest_using_historic_predictions"` to `False` in the config. In this case, FreqAI will use the saved models to make the predictions in backtesting. This option requires more disk space and the backtest will have a longer execution time.
The `--timerange` parameter must not be informed, as it will be automatically calculated through the training end dates of the models.
Each model has an identifier derived from the training end date. If you have only 1 model trained, FreqAI will backtest from the training end date until the current date. If you have more than 1 model, each model will perform the backtesting according to the training end date until the training end date of the next model and so on. For the last model, the period of the previous model will be used for the execution.
!!! Note
Currently, there is no checking for expired models, even if the `expired_hours` parameter is set.
The `--timerange` parameter must not be informed, as it will be automatically calculated through the data in historic predictions file.
### Downloading data to cover the full backtest period