[Bug, sim] When predicting volume with RelDiff, residual errors are always > 0 (wonky) - Githubissues

oceanprotocol / pdr-backend

Instructions & code to run predictoors, traders, more.

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[Bug, sim] When predicting volume with RelDiff, residual errors are always > 0 (wonky) #1270

Closed trentmc closed 6 days ago

trentmc commented 1 week ago

The bug

When predicting RelDiff volume, residual errors are always > 0 (wonky).

Pre-requisite: Bug #1271 "SimEngine._sell() 'Out of tokens, this shouldn't happen' when predicting on Volume"

The bug ^ is show-stopping: we can't even do sim runs on Volume until ^ is solved
The issue of this bug was observed on Jun 19. The bug ^ was introduced in evening Jun 20.

Key setup params:

predictoor_ss:
  predict_train_feedsets:
    - predict: binance BTC/USDT v 5m
      train_on:
      - binance BTC/USDT v 5m

predictoor_ss:
  aimodel_ss: # used by AimodelFactory
    approach: ClassifLinearRidge

  aimodel_data_ss: # used by AimodelDataFactory
    transform: RelDiff # None -> raw value of signal; RelDiff -> rel % diff

trentmc commented 6 days ago

Closing, wontfix. Why: as of PR#1212 (merged), sim engine does not try to predict on volume. Adds too much complexity. Therefore this issue is N/A.