Can I use .pkl files?
mf259520
Posts: 2
Hi, Tanks for creating this incubator.
I have already created some strategies that so far are working well in the market*. I have used the Random Forest Classifier from scikit-learn. I have used a whole range of different training sets, from European largeCaps, smallCaps, FX-data, indices etc in various combinations with some proprietary features and class definitions. It has been optimized with out of sample techniques for different time lengths. As you can understand, it takes some hours to train the complete forecaster, and I have solved that problem by serialize every trained classifier in .pkl files.
Can I upload and use my .pkl files in CloadQuant?
Kind Regards
Mikael
*
https://www.myfxbook.com/members/MikaelFuresjo/imundboquant-19/2071621
https://www.myfxbook.com/members/MikaelFuresjo/imunboquant-zulutrade/2190508
Answers
To use the .pkl file, you can upload that as an external user file. At the same time, for external user files, users are limited up to 10MB. So if your pickle file is larger than this limit, you cannot upload.
Let me know if you have further questions.
Mmm, that´s a problem, the total size of my .pkl files are normaly around 2GB.
I have to wait until you increase the user file limit.
Thanks for your answer.
Mikael
I also have a classifier generated using scikit-learn which I have serialised into a file. I'd like to upload it, but I don't see any upload facility under the user data tab.
Unfortunately now users don't have the ability to upload files so you have to manually copy data into those files (copy/paste). In your case you might want to copy your data for training to CQ user file and do you training process inside CQ, then output that model file to your CQ user file.
OK thanks, I'll try it that way.