Fix #1257: [EPIC, Sim] Integrate subgraph prediction into sim trading #1341
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* added new field to ppss for type of prediction source * add network param to sim cli and make fetch work * verify there is enough data in database and write test --------- Co-authored-by: Mustafa Tuncay <[email protected]>
* issue-1263: sim_engine changes * issue-1263: part 2 * test fixes * removed unnecessary console logs * fix model var imps plot on chain data * fix mypy and pylint * issue-1263: fixes * issue-1263: tests will be fixed at the epic branch * change ppss config to better fit the 2 predictions * add try catch around gql update and fix pylint --------- Co-authored-by: Norbert <[email protected]>
…rading (#1320) * update readmes
* Stop tracking lake_data/ folder * clear_test_db is added to test_get_predictions_signals_data, removed console logs --------- Co-authored-by: Norbert <[email protected]>
trizin
changed the title
trentmc
changed the title
…nto issue-1257-use-chain-prediction-in-trading-sim-improvements
READMEs/trader.md
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| @@ -68,16 +68,21 @@ Copy [`ppss.yaml`](../ppss.yaml) into your own file `my_ppss.yaml` and change pa | |||
| cp ppss.yaml my_ppss.yaml | |||
| ``` | |||
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| Chose the source of the predictions used as signals for trading: | |||
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The default to start should be not from chain.
The "optimize" for from chain should be way down in the "optimize" section.
Same for predictoor.md.
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It uses built in model by default, I pushed a few improvements to further clarify that.
I don't understand, what should be changed in the "optimize" section?
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Don't use the precious real estate here to tell the user that they can use on chain predictions (let alone show how). There should be no changes in this section.
Rather, much lower in the readme, it shows the user how to use on chain predictions.
| test_n: Optional[int] = None, | ||
| tradetype: Optional[str] = None, | ||
| ) -> dict: | ||
| d = { | ||
| "log_dir": log_dir, | ||
| "use_own_model": use_own_model, |
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"use_own_model" needs to get added to unit tests, following the same pattern as other variables.
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I didn't quite understand that. use_own_model is set to True by default, so no changes are required in the test files.
pdr_backend/sim/sim_engine.py
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| if mergedohlcv_df is None: | ||
| f = OhlcvDataFactory(self.ppss.lake_ss) | ||
| mergedohlcv_df = f.get_mergedohlcv_df() | ||
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| # fetch predictions data |
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This should be part of _init_loop_attributes()
pdr_backend/sim/sim_engine.py
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| def load_chain_prediction_data(self): | ||
| SimChainPredictions.verify_use_chain_data_in_syms_dependencies(self.ppss) | ||
| if not SimChainPredictions.verify_prediction_data(self.ppss): | ||
| raise Exception( |
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Make the error text shorter so that only one line is used, not three.
pdr_backend/sim/sim_engine.py
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| prob_up = self.model.predict_ptrue(X_test)[0] # in [0.0, 1.0] | ||
| else: | ||
| ut_seconds = ut.to_seconds() | ||
| prediction = self.chain_predictions_map.get(ut_seconds) |
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Rename "prediction" to "prob_up". Then you can delete two lines below.
trizin
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issue-1257-use-chain-prediction-in-trading-sim-improvements
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Fix #1257