finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy

This commit is contained in:
Robert Caulk
2022-08-14 02:49:01 +02:00
parent 58de20af0f
commit c9c128f781
4 changed files with 290 additions and 344 deletions

View File

@@ -24,11 +24,11 @@ class BaseTensorFlowModel(IFreqaiModel):
for storing, saving, loading, and analyzing the data.
:param unfiltered_dataframe: Full dataframe for the current training period
:param metadata: pair metadata from strategy.
:returns:
:return:
:model: Trained model which can be used to inference (self.predict)
"""
logger.info("--------------------Starting training " f"{pair} --------------------")
logger.info("-------------------- Starting training " f"{pair} --------------------")
# filter the features requested by user in the configuration file and elegantly handle NaNs
features_filtered, labels_filtered = dk.filter_features(
@@ -38,9 +38,14 @@ class BaseTensorFlowModel(IFreqaiModel):
training_filter=True,
)
start_date = unfiltered_dataframe["date"].iloc[0].strftime("%Y-%m-%d")
end_date = unfiltered_dataframe["date"].iloc[-1].strftime("%Y-%m-%d")
logger.info(f"-------------------- Training on data from {start_date} to "
f"{end_date}--------------------")
# split data into train/test data.
data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)
if not self.freqai_info.get('fit_live_predictions', 0) or not self.live:
dk.fit_labels()
# normalize all data based on train_dataset only
data_dictionary = dk.normalize_data(data_dictionary)
@@ -54,17 +59,6 @@ class BaseTensorFlowModel(IFreqaiModel):
model = self.fit(data_dictionary)
if pair not in self.dd.historic_predictions:
self.set_initial_historic_predictions(
data_dictionary['train_features'], model, dk, pair)
if self.freqai_info.get('fit_live_predictions_candles', 0) and self.live:
self.fit_live_predictions(dk)
else:
dk.fit_labels()
self.dd.save_historic_predictions_to_disk()
logger.info(f"--------------------done training {pair}--------------------")
return model