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another attempt at fixing datalength bug

This commit is contained in:
robcaulk 2022-05-06 15:10:11 +02:00
parent b08c0888bb
commit f653ace24b
2 changed files with 20 additions and 14 deletions
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29
freqtrade/freqai/data_kitchen.py
View File

@ -39,6 +39,10 @@ class FreqaiDataKitchen:
self.do_predict = np.array([])
self.target_mean = np.array([])
self.target_std = np.array([])
self.full_predictions = np.array([])
self.full_do_predict = np.array([])
self.full_target_mean = np.array([])
self.full_target_std = np.array([])
self.model_path = Path()
self.model_filename = ""
@ -313,12 +317,11 @@ class FreqaiDataKitchen:
timerange_backtest.startts = timerange_train.stopts
timerange_backtest.stopts = timerange_backtest.startts + bt_period
if timerange_backtest.stopts > config_timerange.stopts:
timerange_backtest.stopts = config_timerange.stopts
else:
timerange_backtest.stopts = timerange_backtest.startts + bt_period
start = datetime.datetime.utcfromtimestamp(timerange_backtest.startts)
stop = datetime.datetime.utcfromtimestamp(timerange_backtest.stopts)
tr_backtesting_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
@ -328,7 +331,7 @@ class FreqaiDataKitchen:
if timerange_backtest.stopts == config_timerange.stopts:
break
# print(tr_training_list, tr_backtesting_list)
print(tr_training_list, tr_backtesting_list)
return tr_training_list, tr_backtesting_list
def slice_dataframe(self, tr: str, df: DataFrame) -> DataFrame:
@ -536,10 +539,10 @@ class FreqaiDataKitchen:
ones = np.ones(len_dataframe)
s_mean, s_std = ones * self.data["s_mean"], ones * self.data["s_std"]
self.predictions = np.append(self.predictions, predictions)
self.do_predict = np.append(self.do_predict, do_predict)
self.target_mean = np.append(self.target_mean, s_mean)
self.target_std = np.append(self.target_std, s_std)
self.full_predictions = np.append(self.full_predictions, predictions)
self.full_do_predict = np.append(self.full_do_predict, do_predict)
self.full_target_mean = np.append(self.full_target_mean, s_mean)
self.full_target_std = np.append(self.full_target_std, s_std)
return
@ -549,11 +552,11 @@ class FreqaiDataKitchen:
when it goes back to the strategy. These rows are not included in the backtest.
"""
filler = np.zeros(len_dataframe - len(self.predictions)) # startup_candle_count
self.predictions = np.append(filler, self.predictions)
self.do_predict = np.append(filler, self.do_predict)
self.target_mean = np.append(filler, self.target_mean)
self.target_std = np.append(filler, self.target_std)
filler = np.zeros(len_dataframe - len(self.full_predictions)) # startup_candle_count
self.full_predictions = np.append(filler, self.full_predictions)
self.full_do_predict = np.append(filler, self.full_do_predict)
self.full_target_mean = np.append(filler, self.full_target_mean)
self.full_target_std = np.append(filler, self.full_target_std)
return

5
freqtrade/freqai/freqai_interface.py
View File

@ -84,10 +84,13 @@ class IFreqaiModel(ABC):
preds, do_preds = self.predict(dataframe_backtest)
self.dh.append_predictions(preds, do_preds, len(dataframe_backtest))
print('predictions', len(self.dh.full_predictions),
'do_predict', len(self.dh.full_do_predict))
self.dh.fill_predictions(len(dataframe))
return self.dh.predictions, self.dh.do_predict, self.dh.target_mean, self.dh.target_std
return (self.dh.full_predictions, self.dh.full_do_predict,
self.dh.full_target_mean, self.dh.full_target_std)
def make_labels(self, dataframe: DataFrame) -> DataFrame:
"""