From 0ba618e368b3b16fe3f8d2ce3bf217d76205ebd9 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Mon, 10 Feb 2025 15:11:54 +0100 Subject: [PATCH] refactor(qav3): ensure optuna storage backend is stored in the model path MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- quickadapter/user_data/config-template.json | 2 +- .../user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py | 3 ++- .../user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py | 3 ++- 3 files changed, 5 insertions(+), 3 deletions(-) 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, ) -- 2.43.0