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fix PydanticSerializationError for PerfCheckpoint
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sli-tao committed Feb 24, 2025
1 parent e50285f commit 1d80406
Showing 1 changed file with 17 additions and 17 deletions.
34 changes: 17 additions & 17 deletions vali_objects/vali_dataclasses/perf_ledger.py
Original file line number Diff line number Diff line change
Expand Up @@ -8,6 +8,7 @@
from enum import Enum
from typing import List
import bittensor as bt
from pydantic import BaseModel, ConfigDict
from setproctitle import setproctitle

from time_util.time_util import MS_IN_8_HOURS, MS_IN_24_HOURS, timeme
Expand Down Expand Up @@ -83,23 +84,22 @@ class TradePairReturnStatus(Enum):
def __gt__(self, other):
return self.value > other.value

class PerfCheckpoint:
def __init__(self, last_update_ms:int, prev_portfolio_ret:float, prev_portfolio_spread_fee:float=1.0,
prev_portfolio_carry_fee:float=1.0, accum_ms:int=0, open_ms:int=0, n_updates:int=0, gain:float=0.0,
loss:float=0.0, spread_fee_loss:float=0.0, carry_fee_loss:float=0.0, mdd:float=1.0, mpv:float=0.0):
self.last_update_ms = int(last_update_ms)
self.prev_portfolio_ret = float(prev_portfolio_ret)
self.prev_portfolio_spread_fee = float(prev_portfolio_spread_fee)
self.prev_portfolio_carry_fee = float(prev_portfolio_carry_fee)
self.accum_ms = int(accum_ms)
self.open_ms = int(open_ms)
self.n_updates = int(n_updates)
self.gain = float(gain)
self.loss = float(loss)
self.spread_fee_loss = float(spread_fee_loss)
self.carry_fee_loss = float(carry_fee_loss)
self.mdd = float(mdd)
self.mpv = float(mpv)
class PerfCheckpoint(BaseModel):
last_update_ms: int
prev_portfolio_ret: float
prev_portfolio_spread_fee: float = 1.0
prev_portfolio_carry_fee: float = 1.0
accum_ms: int = 0
open_ms: int = 0
n_updates: int = 0
gain: float = 0.0
loss: float = 0.0
spread_fee_loss: float = 0.0
carry_fee_loss: float = 0.0
mdd: float = 1.0
mpv: float = 0.0

model_config = ConfigDict(extra="allow")

def __str__(self):
return str(self.to_dict())
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