gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-05 23:27:49 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor(Config): use a Config object instead of dictionary of dictionaries! (#184)

Browse Source 
* refactor(Config): use a Config object instead of dictionary of dictionaries!

* fix(Config): use default_ensemble_config

* fix(Portfolio): fixed portfolio construction
This commit is contained in:
Mark Aron Szulyovszky
2022-01-23 18:37:43 +01:00
committed by GitHub
parent 5c4a5b0cf1
commit e80fffdb65
19 changed files with 223 additions and 196 deletions
Download Patch File Download Diff File Expand all files Collapse all files
reporting/saving.py
+6 -9
View File
@@ -1,5 +1,6 @@
import pickle
import datetime
from config.config import Config
from typing import Optional, Union
import os
import warnings
@@ -7,11 +8,9 @@ from reporting.types import Reporting
def save_models(all_models: Reporting.Asset, data_config:dict, training_config:dict, model_config:dict) -> None:
def save_models(all_models: Reporting.Asset, config: Config) -> None:
dict_for_pickle = dict()
dict_for_pickle['training_config'] = training_config
dict_for_pickle['data_config'] = data_config
dict_for_pickle['model_config'] = model_config
dict_for_pickle['config'] = config
dict_for_pickle['all_models'] = all_models
date_string = datetime.datetime.now().strftime("%Y-%m-%d-%H-%M")
@@ -23,7 +22,7 @@ def save_models(all_models: Reporting.Asset, data_config:dict, training_config:d
pickle.dump( dict_for_pickle, open( "output/models/{}.p".format(date_string), "wb" ) )
def load_models(file_name:Union[str, None]) -> tuple[Reporting.Asset, dict, dict, dict]:
def load_models(file_name:Union[str, None]) -> tuple[Reporting.Asset, Config]:
if file_name is None:
warnings.warn("No file name provided, will load latest models and configurations.")
@@ -34,10 +33,8 @@ def load_models(file_name:Union[str, None]) -> tuple[Reporting.Asset, dict, dict
packacked_dict = pickle.load( open( "output/models/{}".format(file_name), "rb" ) )
data_config = packacked_dict.pop("data_config", None)
training_config = packacked_dict.pop("training_config", None)
model_config = packacked_dict.pop("model_config", None)
config = packacked_dict.pop("config", None)
all_models = packacked_dict.pop("all_models", None)
return all_models, data_config, training_config, model_config
return all_models, config