Merge branch 'develop' into backtest_fitlivepredictions

This commit is contained in:
Wagner Costa
2022-11-29 09:39:15 -03:00
63 changed files with 3805 additions and 1804 deletions

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@@ -9,6 +9,7 @@ from typing import Any, Dict, List, Tuple
import numpy as np
import numpy.typing as npt
import pandas as pd
import psutil
from pandas import DataFrame, HDFStore
from scipy import stats
from sklearn import linear_model
@@ -98,7 +99,10 @@ class FreqaiDataKitchen:
)
self.data['extra_returns_per_train'] = self.freqai_config.get('extra_returns_per_train', {})
self.thread_count = self.freqai_config.get("data_kitchen_thread_count", -1)
if not self.freqai_config.get("data_kitchen_thread_count", 0):
self.thread_count = max(int(psutil.cpu_count() * 2 - 2), 1)
else:
self.thread_count = self.freqai_config["data_kitchen_thread_count"]
self.train_dates: DataFrame = pd.DataFrame()
self.unique_classes: Dict[str, list] = {}
self.unique_class_list: list = []