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Matthias 2024-09-18 00:43:33 +02:00 committed by GitHub
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6 changed files with 22 additions and 17 deletions

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@ -47,19 +47,20 @@ class BaseEnvironment(gym.Env):
def __init__( def __init__(
self, self,
df: DataFrame = DataFrame(), *,
prices: DataFrame = DataFrame(), df: DataFrame,
reward_kwargs: dict = {}, prices: DataFrame,
reward_kwargs: dict,
window_size=10, window_size=10,
starting_point=True, starting_point=True,
id: str = "baseenv-1", # noqa: A002 id: str = "baseenv-1", # noqa: A002
seed: int = 1, seed: int = 1,
config: dict = {}, config: dict,
live: bool = False, live: bool = False,
fee: float = 0.0015, fee: float = 0.0015,
can_short: bool = False, can_short: bool = False,
pair: str = "", pair: str = "",
df_raw: DataFrame = DataFrame(), df_raw: DataFrame,
): ):
""" """
Initializes the training/eval environment. Initializes the training/eval environment.

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@ -488,7 +488,7 @@ def make_env(
seed: int, seed: int,
train_df: DataFrame, train_df: DataFrame,
price: DataFrame, price: DataFrame,
env_info: Dict[str, Any] = {}, env_info: Dict[str, Any],
) -> Callable: ) -> Callable:
""" """
Utility function for multiprocessed env. Utility function for multiprocessed env.

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@ -214,7 +214,7 @@ class FreqaiDataKitchen:
self, self,
unfiltered_df: DataFrame, unfiltered_df: DataFrame,
training_feature_list: List, training_feature_list: List,
label_list: List = list(), label_list: Optional[List] = None,
training_filter: bool = True, training_filter: bool = True,
) -> Tuple[DataFrame, DataFrame]: ) -> Tuple[DataFrame, DataFrame]:
""" """
@ -244,7 +244,7 @@ class FreqaiDataKitchen:
# we don't care about total row number (total no. datapoints) in training, we only care # we don't care about total row number (total no. datapoints) in training, we only care
# about removing any row with NaNs # about removing any row with NaNs
# if labels has multiple columns (user wants to train multiple modelEs), we detect here # if labels has multiple columns (user wants to train multiple modelEs), we detect here
labels = unfiltered_df.filter(label_list, axis=1) labels = unfiltered_df.filter(label_list or [], axis=1)
drop_index_labels = pd.isnull(labels).any(axis=1) drop_index_labels = pd.isnull(labels).any(axis=1)
drop_index_labels = ( drop_index_labels = (
drop_index_labels.replace(True, 1).replace(False, 0).infer_objects(copy=False) drop_index_labels.replace(True, 1).replace(False, 0).infer_objects(copy=False)
@ -654,8 +654,8 @@ class FreqaiDataKitchen:
pair: str, pair: str,
tf: str, tf: str,
strategy: IStrategy, strategy: IStrategy,
corr_dataframes: dict = {}, corr_dataframes: dict,
base_dataframes: dict = {}, base_dataframes: dict,
is_corr_pairs: bool = False, is_corr_pairs: bool = False,
) -> DataFrame: ) -> DataFrame:
""" """
@ -776,7 +776,7 @@ class FreqaiDataKitchen:
corr_dataframes: dict = {}, corr_dataframes: dict = {},
base_dataframes: dict = {}, base_dataframes: dict = {},
pair: str = "", pair: str = "",
prediction_dataframe: DataFrame = pd.DataFrame(), prediction_dataframe: Optional[DataFrame] = None,
do_corr_pairs: bool = True, do_corr_pairs: bool = True,
) -> DataFrame: ) -> DataFrame:
""" """
@ -822,7 +822,7 @@ class FreqaiDataKitchen:
if tf not in corr_dataframes[p]: if tf not in corr_dataframes[p]:
corr_dataframes[p][tf] = pd.DataFrame() corr_dataframes[p][tf] = pd.DataFrame()
if not prediction_dataframe.empty: if prediction_dataframe is not None and not prediction_dataframe.empty:
dataframe = prediction_dataframe.copy() dataframe = prediction_dataframe.copy()
base_dataframes[self.config["timeframe"]] = dataframe.copy() base_dataframes[self.config["timeframe"]] = dataframe.copy()
else: else:

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@ -25,7 +25,7 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
criterion: nn.Module, criterion: nn.Module,
device: str, device: str,
data_convertor: PyTorchDataConvertor, data_convertor: PyTorchDataConvertor,
model_meta_data: Dict[str, Any] = {}, model_meta_data: Optional[Dict[str, Any]] = None,
window_size: int = 1, window_size: int = 1,
tb_logger: Any = None, tb_logger: Any = None,
**kwargs, **kwargs,
@ -45,6 +45,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
:param n_epochs: The maximum number batches to use for evaluation. :param n_epochs: The maximum number batches to use for evaluation.
:param batch_size: The size of the batches to use during training. :param batch_size: The size of the batches to use during training.
""" """
if model_meta_data is None:
model_meta_data = {}
self.model = model self.model = model
self.optimizer = optimizer self.optimizer = optimizer
self.criterion = criterion self.criterion = criterion

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@ -168,8 +168,6 @@ max-complexity = 12
[tool.ruff.lint.per-file-ignores] [tool.ruff.lint.per-file-ignores]
"freqtrade/freqai/**/*.py" = [ "freqtrade/freqai/**/*.py" = [
"S311", # Standard pseudo-random generators are not suitable for cryptographic purposes "S311", # Standard pseudo-random generators are not suitable for cryptographic purposes
"B006", # Bugbear - mutable default argument
"B008", # bugbear - Do not perform function calls in argument defaults
] ]
"tests/**/*.py" = [ "tests/**/*.py" = [
"S101", # allow assert in tests "S101", # allow assert in tests

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@ -151,7 +151,9 @@ def test_get_pair_data_for_features_with_prealoaded_data(mocker, freqai_conf):
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
_, base_df = freqai.dd.get_base_and_corr_dataframes(timerange, "LTC/BTC", freqai.dk) _, base_df = freqai.dd.get_base_and_corr_dataframes(timerange, "LTC/BTC", freqai.dk)
df = freqai.dk.get_pair_data_for_features("LTC/BTC", "5m", strategy, base_dataframes=base_df) df = freqai.dk.get_pair_data_for_features(
"LTC/BTC", "5m", strategy, {}, base_dataframes=base_df
)
assert df is base_df["5m"] assert df is base_df["5m"]
assert not df.empty assert not df.empty
@ -171,7 +173,9 @@ def test_get_pair_data_for_features_without_preloaded_data(mocker, freqai_conf):
freqai.dd.load_all_pair_histories(timerange, freqai.dk) freqai.dd.load_all_pair_histories(timerange, freqai.dk)
base_df = {"5m": pd.DataFrame()} base_df = {"5m": pd.DataFrame()}
df = freqai.dk.get_pair_data_for_features("LTC/BTC", "5m", strategy, base_dataframes=base_df) df = freqai.dk.get_pair_data_for_features(
"LTC/BTC", "5m", strategy, {}, base_dataframes=base_df
)
assert df is not base_df["5m"] assert df is not base_df["5m"]
assert not df.empty assert not df.empty