add class_name attribute to freqai interface
This commit is contained in:
parent
a4b617e482
commit
e8f040bfbd
@ -83,6 +83,7 @@ class IFreqaiModel(ABC):
|
||||
self.CONV_WIDTH = self.freqai_info.get('conv_width', 1)
|
||||
if self.ft_params.get("inlier_metric_window", 0):
|
||||
self.CONV_WIDTH = self.ft_params.get("inlier_metric_window", 0) * 2
|
||||
self.class_names: List[str] = [] # used in classification children classes
|
||||
self.pair_it = 0
|
||||
self.pair_it_train = 0
|
||||
self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
|
||||
|
@ -22,8 +22,11 @@ class PyTorchClassifier(BasePyTorchModel):
|
||||
User must implement fit method
|
||||
|
||||
Important!
|
||||
User must declare the target class names in the strategy, under
|
||||
IStrategy.set_freqai_targets method.
|
||||
|
||||
- User must declare the target class names in the strategy,
|
||||
under IStrategy.set_freqai_targets method.
|
||||
|
||||
for example, in your strategy:
|
||||
```
|
||||
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
|
||||
self.freqai.class_names = ["down", "up"]
|
||||
@ -31,7 +34,6 @@ class PyTorchClassifier(BasePyTorchModel):
|
||||
dataframe["close"], 'up', 'down')
|
||||
|
||||
return dataframe
|
||||
```
|
||||
"""
|
||||
def __init__(self, **kwargs):
|
||||
super().__init__(**kwargs)
|
||||
@ -55,7 +57,7 @@ class PyTorchClassifier(BasePyTorchModel):
|
||||
if not class_names:
|
||||
raise ValueError(
|
||||
"Missing class names. "
|
||||
"self.model.model_meta_data[\"class_names\"] is None."
|
||||
"self.model.model_meta_data['class_names'] is None."
|
||||
)
|
||||
|
||||
if not self.class_name_to_index:
|
||||
@ -136,10 +138,11 @@ class PyTorchClassifier(BasePyTorchModel):
|
||||
self.encode_class_names(data_dictionary, dk, class_names)
|
||||
|
||||
def get_class_names(self) -> List[str]:
|
||||
if not hasattr(self, "class_names"):
|
||||
if not self.class_names:
|
||||
raise ValueError(
|
||||
"Missing attribute: self.class_names "
|
||||
"self.class_names is empty, "
|
||||
"set self.freqai.class_names = ['class a', 'class b', 'class c'] "
|
||||
"inside IStrategy.set_freqai_targets method."
|
||||
)
|
||||
|
||||
return self.class_names
|
||||
|
@ -56,7 +56,7 @@ class PyTorchMLPClassifier(PyTorchClassifier):
|
||||
User sets up the training and test data to fit their desired model here
|
||||
:param data_dictionary: the dictionary constructed by DataHandler to hold
|
||||
all the training and test data/labels.
|
||||
:raises ValueError: If self.class_names is empty.
|
||||
:raises ValueError: If self.class_names is not defined in the parent class.
|
||||
"""
|
||||
|
||||
class_names = self.get_class_names()
|
||||
|
Loading…
Reference in New Issue
Block a user