Merge pull request #8580 from freqtrade/feat/add-transformer

Add transformer to FreqAI
This commit is contained in:
Robert Caulk
2023-05-07 11:32:38 +02:00
committed by GitHub
14 changed files with 337 additions and 26 deletions

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@@ -75,6 +75,7 @@ class BasePyTorchClassifier(BasePyTorchModel):
dk.data_dictionary["prediction_features"],
device=self.device
)
self.model.model.eval()
logits = self.model.model(x)
probs = F.softmax(logits, dim=-1)
predicted_classes = torch.argmax(probs, dim=-1)

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@@ -27,6 +27,7 @@ class BasePyTorchModel(IFreqaiModel, ABC):
self.device = "cuda" if torch.cuda.is_available() else "cpu"
test_size = self.freqai_info.get('data_split_parameters', {}).get('test_size')
self.splits = ["train", "test"] if test_size != 0 else ["train"]
self.window_size = self.freqai_info.get("conv_width", 1)
def train(
self, unfiltered_df: DataFrame, pair: str, dk: FreqaiDataKitchen, **kwargs

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@@ -44,6 +44,7 @@ class BasePyTorchRegressor(BasePyTorchModel):
dk.data_dictionary["prediction_features"],
device=self.device
)
self.model.model.eval()
y = self.model.model(x)
pred_df = DataFrame(y.detach().tolist(), columns=[dk.label_list[0]])
return (pred_df, dk.do_predict)