From: Jérôme Benoit <jerome.benoit@sap.com>
Date: Tue, 18 Feb 2025 15:50:35 +0000 (+0100)
Subject: fix(reforcexy): proper compute fit time
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=7f991585313db21b7a36cc1d5a7b7b0abc55b25c;p=freqai-strategies.git

fix(reforcexy): proper compute fit time

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

diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py
index c0b9aee..bd68492 100644
--- a/ReforceXY/user_data/freqaimodels/ReforceXY.py
+++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py
@@ -331,6 +331,7 @@ class ReforceXY(BaseReinforcementLearningModel):
         )
         logger.info("Hyperopt: %s", self.hyperopt)
 
+        start = time.time()
         if self.hyperopt:
             model_params = self.study(train_df, total_timesteps, dk)
         else:
@@ -362,6 +363,8 @@ class ReforceXY(BaseReinforcementLearningModel):
         finally:
             if self.progressbar_callback:
                 self.progressbar_callback.on_training_end()
+        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():
             logger.info("Callback found a best model.")