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) self.CONV_WIDTH = self.freqai_info.get('conv_width', 1)
if self.ft_params.get("inlier_metric_window", 0): if self.ft_params.get("inlier_metric_window", 0):
self.CONV_WIDTH = self.ft_params.get("inlier_metric_window", 0) * 2 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 = 0
self.pair_it_train = 0 self.pair_it_train = 0
self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist")) 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 User must implement fit method
Important! 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): def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
self.freqai.class_names = ["down", "up"] self.freqai.class_names = ["down", "up"]
@ -31,7 +34,6 @@ class PyTorchClassifier(BasePyTorchModel):
dataframe["close"], 'up', 'down') dataframe["close"], 'up', 'down')
return dataframe return dataframe
```
""" """
def __init__(self, **kwargs): def __init__(self, **kwargs):
super().__init__(**kwargs) super().__init__(**kwargs)
@ -55,7 +57,7 @@ class PyTorchClassifier(BasePyTorchModel):
if not class_names: if not class_names:
raise ValueError( raise ValueError(
"Missing class names. " "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: if not self.class_name_to_index:
@ -136,10 +138,11 @@ class PyTorchClassifier(BasePyTorchModel):
self.encode_class_names(data_dictionary, dk, class_names) self.encode_class_names(data_dictionary, dk, class_names)
def get_class_names(self) -> List[str]: def get_class_names(self) -> List[str]:
if not hasattr(self, "class_names"): if not self.class_names:
raise ValueError( raise ValueError(
"Missing attribute: self.class_names " "self.class_names is empty, "
"set self.freqai.class_names = ['class a', 'class b', 'class c'] " "set self.freqai.class_names = ['class a', 'class b', 'class c'] "
"inside IStrategy.set_freqai_targets method." "inside IStrategy.set_freqai_targets method."
) )
return self.class_names 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 User sets up the training and test data to fit their desired model here
:param data_dictionary: the dictionary constructed by DataHandler to hold :param data_dictionary: the dictionary constructed by DataHandler to hold
all the training and test data/labels. 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() class_names = self.get_class_names()