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update code to freqai_backtest_live_models only from historic predictions

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This commit is contained in:
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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19
freqtrade/freqai/freqai_interface.py
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@@ -68,10 +68,6 @@ class IFreqaiModel(ABC):
self.save_backtest_models: bool = self.freqai_info.get("save_backtest_models", True)
if self.save_backtest_models:
logger.info('Backtesting module configured to save all models.')
self.backtest_using_historic_predictions: bool = self.freqai_info.get(
"backtest_using_historic_predictions", True)
if self.backtest_using_historic_predictions:
logger.info('Backtesting live models configured to use historic predictions.')
self.dd = FreqaiDataDrawer(Path(self.full_path), self.config, self.follow_mode)
# set current candle to arbitrary historical date
@@ -148,23 +144,18 @@ class IFreqaiModel(ABC):
elif not self.follow_mode:
self.dk = FreqaiDataKitchen(self.config, self.live, metadata["pair"])
if self.dk.backtest_live_models:
if self.backtest_using_historic_predictions:
logger.info(
"Backtesting using historic predictions (live models)")
else:
logger.info(
f"Backtesting {len(self.dk.backtesting_timeranges)} "
"timeranges (live models)")
logger.info(
"Backtesting using historic predictions (live models)")
else:
logger.info(f"Training {len(self.dk.training_timeranges)} timeranges")
dataframe = self.dk.use_strategy_to_populate_indicators(
strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
)
if not self.backtest_using_historic_predictions:
if not self.config.get("freqai_backtest_live_models", False):
dk = self.start_backtesting(dataframe, metadata, self.dk)
dataframe = dk.remove_features_from_df(dk.return_dataframe)
else:
dk = self.start_backtesting_from_live_saved_files(
dk = self.start_backtesting_from_historic_predictions(
dataframe, metadata, self.dk)
dataframe = dk.return_dataframe
@@ -330,7 +321,7 @@ class IFreqaiModel(ABC):
return dk
def start_backtesting_from_live_saved_files(
def start_backtesting_from_historic_predictions(
self, dataframe: DataFrame, metadata: dict, dk: FreqaiDataKitchen
) -> FreqaiDataKitchen:
"""