Fix crash when script tried to write to non existing directory

example_model_advanced.py

@@ -2,7 +2,7 @@
 from lightgbm import LGBMRegressor
 import gc
 from numerapi import NumerAPI
-from utils import save_model, load_model, neutralize, get_biggest_change_features, validation_metrics, download_data, \
+from utils import save_prediction, save_model, load_model, neutralize, get_biggest_change_features, validation_metrics, download_data, \
     load_model_config, save_model_config, get_time_series_cross_val_splits
 
 
@@ -289,5 +289,5 @@
 # rename best model to prediction and rank from 0 to 1 to meet diagnostic/submission file requirements
 validation_data["prediction"] = validation_data[best_pred_col].rank(pct=True)
 tournament_data["prediction"] = tournament_data[best_pred_col].rank(pct=True)
-validation_data["prediction"].to_csv(f"prediction_files/validation_predictions_{current_round}.csv", index=True)
-tournament_data["prediction"].to_csv(f"prediction_files/tournament_predictions_{current_round}.csv", index=True)
+save_prediction(validation_data["prediction"], f"validation_predictions_{current_round}")
+save_prediction(tournament_data["prediction"], f"tournament_predictions_{current_round}")

utils.py

@@ -19,6 +19,12 @@
 MODEL_CONFIGS_FOLDER = "model_configs"
 PREDICTION_FILES_FOLDER = "prediction_files"
 
+def save_prediction(df, name):
+    try:
+        Path(PREDICTION_FILES_FOLDER).mkdir(exist_ok=True, parents=True)
+    except Exception as ex:
+        pass
+    df.to_csv(f"{PREDICTION_FILES_FOLDER}/{name}", index=True)
 
 def save_model(model, name):
     try: