Merge pull request #7512 from freqtrade/add-data-hist-preds

add close price and date to `historic_predictions.pkl`
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Matthias 2022-10-03 19:27:45 +02:00 committed by GitHub
commit f0c04212f2
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2 changed files with 17 additions and 4 deletions

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@ -257,7 +257,7 @@ class FreqaiDataDrawer:
def append_model_predictions(self, pair: str, predictions: DataFrame,
do_preds: NDArray[np.int_],
dk: FreqaiDataKitchen, len_df: int) -> None:
dk: FreqaiDataKitchen, strat_df: DataFrame) -> None:
"""
Append model predictions to historic predictions dataframe, then set the
strategy return dataframe to the tail of the historic predictions. The length of
@ -266,6 +266,7 @@ class FreqaiDataDrawer:
historic predictions.
"""
len_df = len(strat_df)
index = self.historic_predictions[pair].index[-1:]
columns = self.historic_predictions[pair].columns
@ -293,6 +294,15 @@ class FreqaiDataDrawer:
for return_str in rets:
df[return_str].iloc[-1] = rets[return_str]
# this logic carries users between version without needing to
# change their identifier
if 'close_price' not in df.columns:
df['close_price'] = np.nan
df['date_pred'] = np.nan
df['close_price'].iloc[-1] = strat_df['close'].iloc[-1]
df['date_pred'].iloc[-1] = strat_df['date'].iloc[-1]
self.model_return_values[pair] = df.tail(len_df).reset_index(drop=True)
def attach_return_values_to_return_dataframe(

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@ -393,7 +393,7 @@ class IFreqaiModel(ABC):
# allows FreqUI to show full return values.
pred_df, do_preds = self.predict(dataframe, dk)
if pair not in self.dd.historic_predictions:
self.set_initial_historic_predictions(pred_df, dk, pair)
self.set_initial_historic_predictions(pred_df, dk, pair, dataframe)
self.dd.set_initial_return_values(pair, pred_df)
dk.return_dataframe = self.dd.attach_return_values_to_return_dataframe(pair, dataframe)
@ -414,7 +414,7 @@ class IFreqaiModel(ABC):
if self.freqai_info.get('fit_live_predictions_candles', 0) and self.live:
self.fit_live_predictions(dk, pair)
self.dd.append_model_predictions(pair, pred_df, do_preds, dk, len(dataframe))
self.dd.append_model_predictions(pair, pred_df, do_preds, dk, dataframe)
dk.return_dataframe = self.dd.attach_return_values_to_return_dataframe(pair, dataframe)
return
@ -583,7 +583,7 @@ class IFreqaiModel(ABC):
self.dd.purge_old_models()
def set_initial_historic_predictions(
self, pred_df: DataFrame, dk: FreqaiDataKitchen, pair: str
self, pred_df: DataFrame, dk: FreqaiDataKitchen, pair: str, strat_df: DataFrame
) -> None:
"""
This function is called only if the datadrawer failed to load an
@ -626,6 +626,9 @@ class IFreqaiModel(ABC):
for return_str in dk.data['extra_returns_per_train']:
hist_preds_df[return_str] = 0
hist_preds_df['close_price'] = strat_df['close']
hist_preds_df['date_pred'] = strat_df['date']
# # for keras type models, the conv_window needs to be prepended so
# # viewing is correct in frequi
if self.freqai_info.get('keras', False) or self.ft_params.get('inlier_metric_window', 0):