refactor(reforcexy): use model file name if possible

Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>

diff --git a/ReforceXY/user_data/config-template.json b/ReforceXY/user_data/config-template.json
index 98e93f6aa256269ff718f249b7a7a350c05c7a2b..cefcccf788536022c17543cee6cdb9b5b2cbe323 100644 (file)
--- a/ReforceXY/user_data/config-template.json
+++ b/ReforceXY/user_data/config-template.json
@@ -130,7 +130,6 @@
       ],
       "label_period_candles": 100,
       "include_shifted_candles": 6,
-      "DI_threshold": 10,
       "weight_factor": 0.9,
       "principal_component_analysis": false,
       "use_SVM_to_remove_outliers": false,

diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py
index 0f40489e8d12e4564b616483bb2d5f5eb030db05..5de1acc0a0b328d8f8592c3073b5a136d6cdcdc3 100644 (file)
--- a/ReforceXY/user_data/freqaimodels/ReforceXY.py
+++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py
@@ -366,9 +366,10 @@ class ReforceXY(BaseReinforcementLearningModel):
         time_spent = time.time() - start
         self.dd.update_metric_tracker("fit_time", time_spent, dk.pair)
 
-        if Path(dk.data_path / "best_model.zip").is_file():
+        model_filename = dk.model_filename if dk.model_filename else "best"
+        if Path(dk.data_path / f"{model_filename}_model.zip").is_file():
             logger.info("Callback found a best model.")
-            best_model = self.MODELCLASS.load(dk.data_path / "best_model")
+            best_model = self.MODELCLASS.load(dk.data_path / f"{model_filename}_model")
             return best_model
 
         logger.info("Couldn't find best model, using final model instead.")