add class_name attribute to freqai interface

This commit is contained in:
Yinon Polak 2023-03-20 20:38:43 +02:00
parent a4b617e482
commit e8f040bfbd
3 changed files with 11 additions and 7 deletions

View File

@ -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"))

View File

@ -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

View File

@ -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()