From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Mon, 10 Feb 2025 14:11:54 +0000 (+0100)
Subject: refactor(qav3): ensure optuna storage backend is stored in the model
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=0ba618e368b3b16fe3f8d2ce3bf217d76205ebd9;p=freqai-strategies.git

refactor(qav3): ensure optuna storage backend is stored in the model
path

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json
index c72b9eb..12e5a6e 100644
--- a/quickadapter/user_data/config-template.json
+++ b/quickadapter/user_data/config-template.json
@@ -106,7 +106,7 @@
     "purge_old_models": 2,
     "expiration_hours": 12,
     "train_period_days": 60,
-    "live_retrain_hours": 0.5,
+    // "live_retrain_hours": 1,
     "backtest_period_days": 2,
     "write_metrics_to_disk": false,
     "identifier": "quickadapter-xgboost",
diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index de96ea1..f8429a6 100644
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -69,6 +69,7 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel):
         start = time.time()
         if self.__optuna_hyperopt:
             study_name = str(dk.pair)
+            storage_dir = str(dk.full_path)
             pruner = optuna.pruners.HyperbandPruner()
             study = optuna.create_study(
                 study_name=study_name,
@@ -80,7 +81,7 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel):
                 direction=optuna.study.StudyDirection.MINIMIZE,
                 storage=optuna.storages.JournalStorage(
                     optuna.storages.journal.JournalFileBackend(
-                        f"./optuna-lgbm-{sanitize_path(study_name)}.log"
+                        f"{storage_dir}/optuna-{sanitize_path(study_name)}.log"
                     )
                 ),
                 load_if_exists=True,
diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index 63fd197..c6c8a0c 100644
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -69,6 +69,7 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel):
         start = time.time()
         if self.__optuna_hyperopt:
             study_name = str(dk.pair)
+            storage_dir = str(dk.full_path)
             pruner = optuna.pruners.HyperbandPruner()
             study = optuna.create_study(
                 study_name=study_name,
@@ -79,7 +80,7 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel):
                 pruner=pruner,
                 direction=optuna.study.StudyDirection.MINIMIZE,
                 storage=optuna.storages.journal.JournalFileBackend(
-                    f"./optuna-xgboost-{sanitize_path(study_name)}.log"
+                    f"{storage_dir}/optuna-{sanitize_path(study_name)}.log"
                 ),
                 load_if_exists=True,
             )