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Code Issues Actions 2 Packages Projects Releases Wiki Activity

remove remnants of follower, clean data-drawer, improve doc

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This commit is contained in:
robcaulk 2023-02-22 22:01:41 +01:00
parent 0f878daa98
commit 9633081c31
3 changed files with 6 additions and 28 deletions
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2
docs/freqai.md
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@ -19,7 +19,7 @@ Features include:
* **Automatic data download** - Compute timeranges for data downloads and update historic data (in live deployments)
* **Cleaning of incoming data** - Handle NaNs safely before training and model inferencing
* **Dimensionality reduction** - Reduce the size of the training data via [Principal Component Analysis](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis)
* **Deploying bot fleets** - Set one bot to train models while a fleet of [follower bots](freqai-running.md#setting-up-a-follower) inference the models and handle trades
* **Deploying bot fleets** - Set one bot to train models while a fleet of [consumers](producer-consumer.md) use signals.
## Quick start

26
freqtrade/freqai/data_drawer.py
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@ -72,12 +72,7 @@ class FreqaiDataDrawer:
self.model_return_values: Dict[str, DataFrame] = {}
self.historic_data: Dict[str, Dict[str, DataFrame]] = {}
self.historic_predictions: Dict[str, DataFrame] = {}
self.follower_dict: Dict[str, pair_info] = {}
self.full_path = full_path
self.follower_name: str = self.config.get("bot_name", "follower1")
self.follower_dict_path = Path(
self.full_path / f"follower_dictionary-{self.follower_name}.json"
)
self.historic_predictions_path = Path(self.full_path / "historic_predictions.pkl")
self.historic_predictions_bkp_path = Path(
self.full_path / "historic_predictions.backup.pkl")
@ -218,14 +213,6 @@ class FreqaiDataDrawer:
rapidjson.dump(self.pair_dict, fp, default=self.np_encoder,
number_mode=rapidjson.NM_NATIVE)
def save_follower_dict_to_disk(self):
"""
Save follower dictionary to disk (used by strategy for persistent prediction targets)
"""
with open(self.follower_dict_path, "w") as fp:
rapidjson.dump(self.follower_dict, fp, default=self.np_encoder,
number_mode=rapidjson.NM_NATIVE)
def save_global_metadata_to_disk(self, metadata: Dict[str, Any]):
"""
Save global metadata json to disk
@ -239,7 +226,7 @@ class FreqaiDataDrawer:
if isinstance(object, np.generic):
return object.item()
def get_pair_dict_info(self, pair: str) -> Tuple[str, int, bool]:
def get_pair_dict_info(self, pair: str) -> Tuple[str, int]:
"""
Locate and load existing model metadata from persistent storage. If not located,
create a new one and append the current pair to it and prepare it for its first
@ -248,12 +235,9 @@ class FreqaiDataDrawer:
:return:
model_filename: str = unique filename used for loading persistent objects from disk
trained_timestamp: int = the last time the coin was trained
return_null_array: bool = Follower could not find pair metadata
"""
pair_dict = self.pair_dict.get(pair)
# data_path_set = self.pair_dict.get(pair, self.empty_pair_dict).get("data_path", "")
return_null_array = False
if pair_dict:
model_filename = pair_dict["model_filename"]
@ -263,7 +247,7 @@ class FreqaiDataDrawer:
model_filename = ""
trained_timestamp = 0
return model_filename, trained_timestamp, return_null_array
return model_filename, trained_timestamp
def set_pair_dict_info(self, metadata: dict) -> None:
pair_in_dict = self.pair_dict.get(metadata["pair"])
@ -417,12 +401,6 @@ class FreqaiDataDrawer:
shutil.rmtree(v)
deleted += 1
def update_follower_metadata(self):
# follower needs to load from disk to get any changes made by leader to pair_dict
self.load_drawer_from_disk()
if self.config.get("freqai", {}).get("purge_old_models", False):
self.purge_old_models()
def save_metadata(self, dk: FreqaiDataKitchen) -> None:
"""
Saves only metadata for backtesting studies if user prefers

6
freqtrade/freqai/freqai_interface.py
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@ -227,7 +227,7 @@ class IFreqaiModel(ABC):
logger.warning(f'{pair} not in current whitelist, removing from train queue.')
continue
(_, trained_timestamp, _) = self.dd.get_pair_dict_info(pair)
(_, trained_timestamp) = self.dd.get_pair_dict_info(pair)
dk = FreqaiDataKitchen(self.config, self.live, pair)
(
@ -285,7 +285,7 @@ class IFreqaiModel(ABC):
# following tr_train. Both of these windows slide through the
# entire backtest
for tr_train, tr_backtest in zip(dk.training_timeranges, dk.backtesting_timeranges):
(_, _, _) = self.dd.get_pair_dict_info(pair)
(_, _) = self.dd.get_pair_dict_info(pair)
train_it += 1
total_trains = len(dk.backtesting_timeranges)
self.training_timerange = tr_train
@ -382,7 +382,7 @@ class IFreqaiModel(ABC):
"""
# get the model metadata associated with the current pair
(_, trained_timestamp, return_null_array) = self.dd.get_pair_dict_info(metadata["pair"])
(_, trained_timestamp) = self.dd.get_pair_dict_info(metadata["pair"])
# append the historic data once per round
if self.dd.historic_data: