remove commented code - backtest_live_models
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@ -1299,54 +1299,3 @@ class FreqaiDataKitchen:
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"pairs_end_dates": pairs_end_dates
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}
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return
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# def get_timerange_from_ready_models(self, models_path: Path):
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# all_models_end_dates = []
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# pairs_end_dates: Dict[str, Any] = {}
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# for model_dir in models_path.iterdir():
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# if str(model_dir.name).startswith("sub-train"):
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# model_end_date = int(model_dir.name.split("_")[1])
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# pair = model_dir.name.split("_")[0].replace("sub-train-", "")
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# model_file_name = (f"cb_{str(model_dir.name).replace('sub-train-', '').lower()}"
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# "_model.joblib")
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# model_path_file = Path(model_dir / model_file_name)
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# if model_path_file.is_file():
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# if pair not in pairs_end_dates:
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# pairs_end_dates[pair] = []
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# pairs_end_dates[pair].append({
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# "model_end_date": model_end_date,
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# "model_path_file": model_path_file,
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# "model_dir": model_dir
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# })
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# if model_end_date not in all_models_end_dates:
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# all_models_end_dates.append(model_end_date)
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# if len(all_models_end_dates) == 0:
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# raise OperationalException(
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# 'At least 1 saved model is required to '
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# 'run backtesting with the backtest_live_models option'
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# )
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# if len(all_models_end_dates) == 1:
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# logger.warning(f"Only 1 model was found. Backtesting will run with the "
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# "timerange from the end of the training date to the current date")
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# finish_timestamp = int(datetime.now(tz=timezone.utc).timestamp())
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# if len(all_models_end_dates) > 1:
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# # After last model end date, use the same period from previous model
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# # to finish the backtest
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# all_models_end_dates.sort(reverse=True)
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# finish_timestamp = all_models_end_dates[0] + \
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# (all_models_end_dates[0] - all_models_end_dates[1])
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# all_models_end_dates.append(finish_timestamp)
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# all_models_end_dates.sort()
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# start = datetime.fromtimestamp(min(all_models_end_dates), tz=timezone.utc)
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# stop = datetime.fromtimestamp(max(all_models_end_dates), tz=timezone.utc)
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# backtesting_string_timerange = f"{start.strftime('%Y%m%d')}-{stop.strftime('%Y%m%d')}"
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# backtesting_timerange = TimeRange('date', 'date', min(all_models_end_dates),
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# max(all_models_end_dates))
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# return backtesting_timerange, backtesting_string_timerange, pairs_end_dates
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