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Merge pull request #11368 from freqtrade/fix/nan_metadata

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Allow NAN in Freqai datadrawer metadata
This commit is contained in:
Robert Caulk
2025-02-13 13:46:36 +01:00
committed by GitHub
parent 8a5ff4ed0d 2f83f07fd3
commit c3c6207cda
1 changed files with 6 additions and 4 deletions
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freqtrade/freqai/data_drawer.py
+6 -4
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@@ -33,6 +33,8 @@ LABEL_PIPELINE = "label_pipeline"
TRAINDF = "trained_df" TRAINDF = "trained_df"
METADATA = "metadata" METADATA = "metadata"
METADATA_NUMBER_MODE = rapidjson.NM_NATIVE | rapidjson.NM_NAN
class pair_info(TypedDict): class pair_info(TypedDict):
model_filename: str model_filename: str
@@ -495,7 +497,7 @@ class FreqaiDataDrawer:
dk.data["label_list"] = dk.label_list dk.data["label_list"] = dk.label_list
with (save_path / f"{dk.model_filename}_{METADATA}.json").open("w") as fp: with (save_path / f"{dk.model_filename}_{METADATA}.json").open("w") as fp:
rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE) rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=METADATA_NUMBER_MODE)
return return
@@ -526,7 +528,7 @@ class FreqaiDataDrawer:
dk.data["label_list"] = dk.label_list dk.data["label_list"] = dk.label_list
# store the metadata # store the metadata
with (save_path / f"{dk.model_filename}_{METADATA}.json").open("w") as fp: with (save_path / f"{dk.model_filename}_{METADATA}.json").open("w") as fp:
rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE) rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=METADATA_NUMBER_MODE)
# save the pipelines to pickle files # save the pipelines to pickle files
with (save_path / f"{dk.model_filename}_{FEATURE_PIPELINE}.pkl").open("wb") as fp: with (save_path / f"{dk.model_filename}_{FEATURE_PIPELINE}.pkl").open("wb") as fp:
@@ -563,7 +565,7 @@ class FreqaiDataDrawer:
presaved backtesting (prediction file loading). presaved backtesting (prediction file loading).
""" """
with (dk.data_path / f"{dk.model_filename}_{METADATA}.json").open("r") as fp: with (dk.data_path / f"{dk.model_filename}_{METADATA}.json").open("r") as fp:
dk.data = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE) dk.data = rapidjson.load(fp, number_mode=METADATA_NUMBER_MODE)
dk.training_features_list = dk.data["training_features_list"] dk.training_features_list = dk.data["training_features_list"]
dk.label_list = dk.data["label_list"] dk.label_list = dk.data["label_list"]
@@ -587,7 +589,7 @@ class FreqaiDataDrawer:
dk.label_pipeline = self.meta_data_dictionary[coin][LABEL_PIPELINE] dk.label_pipeline = self.meta_data_dictionary[coin][LABEL_PIPELINE]
else: else:
with (dk.data_path / f"{dk.model_filename}_{METADATA}.json").open("r") as fp: with (dk.data_path / f"{dk.model_filename}_{METADATA}.json").open("r") as fp:
dk.data = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE) dk.data = rapidjson.load(fp, number_mode=METADATA_NUMBER_MODE)
with (dk.data_path / f"{dk.model_filename}_{FEATURE_PIPELINE}.pkl").open("rb") as fp: with (dk.data_path / f"{dk.model_filename}_{FEATURE_PIPELINE}.pkl").open("rb") as fp:
dk.feature_pipeline = cloudpickle.load(fp) dk.feature_pipeline = cloudpickle.load(fp)