mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-27 18:57:55 +00:00
Mark Aron Szulyovszky
e80fffdb65
* refactor(Config): use a Config object instead of dictionary of dictionaries! * fix(Config): use default_ensemble_config * fix(Portfolio): fixed portfolio construction
41 lines
1.3 KiB
Python
41 lines
1.3 KiB
Python
import pickle
|
|
import datetime
|
|
from config.config import Config
|
|
from typing import Optional, Union
|
|
import os
|
|
import warnings
|
|
from reporting.types import Reporting
|
|
|
|
|
|
|
|
def save_models(all_models: Reporting.Asset, config: Config) -> None:
|
|
dict_for_pickle = dict()
|
|
dict_for_pickle['config'] = config
|
|
dict_for_pickle['all_models'] = all_models
|
|
|
|
date_string = datetime.datetime.now().strftime("%Y-%m-%d-%H-%M")
|
|
|
|
if not os.path.exists('output/models'):
|
|
warnings.warn("No folder exists, creating one.")
|
|
os.makedirs('output/models')
|
|
|
|
pickle.dump( dict_for_pickle, open( "output/models/{}.p".format(date_string), "wb" ) )
|
|
|
|
|
|
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.")
|
|
files_in_directory:list = os.listdir('output/models')
|
|
|
|
assert len(files_in_directory) > 0, "No models found in output/models."
|
|
file_name = sorted(files_in_directory)[-1]
|
|
|
|
packacked_dict = pickle.load( open( "output/models/{}".format(file_name), "rb" ) )
|
|
|
|
config = packacked_dict.pop("config", None)
|
|
all_models = packacked_dict.pop("all_models", None)
|
|
|
|
return all_models, config
|
|
|