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https://github.com/freqtrade/freqtrade.git
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fix lock bug, update docstring
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@ -38,8 +38,7 @@ class FreqaiDataDrawer:
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"""
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Class aimed at holding all pair models/info in memory for better inferencing/retrainig/saving
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/loading to/from disk.
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This object remains persistent throughout live/dry, unlike FreqaiDataKitchen, which is
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reinstantiated for each coin.
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This object remains persistent throughout live/dry.
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Record of contribution:
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FreqAI was developed by a group of individuals who all contributed specific skillsets to the
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@ -56,7 +55,7 @@ class FreqaiDataDrawer:
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Beta testing and bug reporting:
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@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
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Juha Nykänen @suikula, Wagner Costa @wagnercosta
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Juha Nykänen @suikula, Wagner Costa @wagnercosta, Johan Vlugt @Jooopieeert
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"""
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def __init__(self, full_path: Path, config: dict, follow_mode: bool = False):
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@ -85,6 +84,7 @@ class FreqaiDataDrawer:
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self.load_historic_predictions_from_disk()
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self.training_queue: Dict[str, int] = {}
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self.history_lock = threading.Lock()
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self.save_lock = threading.Lock()
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self.old_DBSCAN_eps: Dict[str, float] = {}
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self.empty_pair_dict: pair_info = {
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"model_filename": "", "trained_timestamp": 0,
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@ -145,9 +145,10 @@ class FreqaiDataDrawer:
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"""
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Save data drawer full of all pair model metadata in present model folder.
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"""
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with open(self.pair_dictionary_path, 'w') as fp:
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rapidjson.dump(self.pair_dict, fp, default=self.np_encoder,
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number_mode=rapidjson.NM_NATIVE)
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with self.save_lock:
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with open(self.pair_dictionary_path, 'w') as fp:
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rapidjson.dump(self.pair_dict, fp, default=self.np_encoder,
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number_mode=rapidjson.NM_NATIVE)
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def save_follower_dict_to_disk(self):
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"""
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@ -3,7 +3,6 @@ import datetime
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import logging
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import shutil
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from pathlib import Path
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from threading import Lock
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from typing import Any, Dict, List, Tuple
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import numpy as np
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@ -35,6 +34,9 @@ class FreqaiDataKitchen:
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Class designed to analyze data for a single pair. Employed by the IFreqaiModel class.
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Functionalities include holding, saving, loading, and analyzing the data.
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This object is not persistent, it is reinstantiated for each coin, each time the coin
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model needs to be inferenced or trained.
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Record of contribution:
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FreqAI was developed by a group of individuals who all contributed specific skillsets to the
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project.
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@ -50,7 +52,7 @@ class FreqaiDataKitchen:
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Beta testing and bug reporting:
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@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
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Juha Nykänen @suikula, Wagner Costa @wagnercosta
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Juha Nykänen @suikula, Wagner Costa @wagnercosta, Johan Vlugt @Jooopieeert
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"""
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def __init__(
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@ -71,7 +73,6 @@ class FreqaiDataKitchen:
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self.model_filename: str = ""
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self.live = live
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self.pair = pair
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self.analysis_lock = Lock()
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self.svm_model: linear_model.SGDOneClassSVM = None
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self.keras: bool = self.freqai_config.get("keras", False)
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@ -964,7 +965,6 @@ class FreqaiDataKitchen:
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for tf in tfs:
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if tf == tfs[-1]:
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sgi = True # doing this last allows user to use all tf raw prices in labels
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with self.analysis_lock:
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dataframe = strategy.populate_any_indicators(
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pair,
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dataframe.copy(),
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@ -972,7 +972,6 @@ class FreqaiDataKitchen:
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informative=base_dataframes[tf],
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set_generalized_indicators=sgi
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)
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with self.analysis_lock:
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if pairs:
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for i in pairs:
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if pair in i:
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@ -12,7 +12,7 @@ import numpy as np
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import pandas as pd
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from numpy.typing import NDArray
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from pandas import DataFrame
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from threading import Lock
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from freqtrade.configuration import TimeRange
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from freqtrade.enums import RunMode
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from freqtrade.exceptions import OperationalException
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@ -52,7 +52,7 @@ class IFreqaiModel(ABC):
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Beta testing and bug reporting:
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@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
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Juha Nykänen @suikula, Wagner Costa @wagnercosta
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Juha Nykänen @suikula, Wagner Costa @wagnercosta, Johan Vlugt @Jooopieeert
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"""
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def __init__(self, config: Dict[str, Any]) -> None:
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@ -81,6 +81,7 @@ class IFreqaiModel(ABC):
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self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
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self.last_trade_database_summary: DataFrame = {}
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self.current_trade_database_summary: DataFrame = {}
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self.analysis_lock = Lock()
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def assert_config(self, config: Dict[str, Any]) -> None:
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@ -114,10 +115,10 @@ class IFreqaiModel(ABC):
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elif not self.follow_mode:
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self.dk = FreqaiDataKitchen(self.config, self.live, metadata["pair"])
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logger.info(f"Training {len(self.dk.training_timeranges)} timeranges")
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
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)
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with self.analysis_lock:
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
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)
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dk = self.start_backtesting(dataframe, metadata, self.dk)
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dataframe = dk.remove_features_from_df(dk.return_dataframe)
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@ -289,9 +290,10 @@ class IFreqaiModel(ABC):
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# load the model and associated data into the data kitchen
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self.model = self.dd.load_data(metadata["pair"], dk)
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
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)
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with self.analysis_lock:
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dataframe = self.dk.use_strategy_to_populate_indicators(
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strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
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)
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if not self.model:
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logger.warning(
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@ -485,9 +487,10 @@ class IFreqaiModel(ABC):
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data_load_timerange, pair, dk
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)
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unfiltered_dataframe = dk.use_strategy_to_populate_indicators(
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strategy, corr_dataframes, base_dataframes, pair
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)
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with self.analysis_lock:
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unfiltered_dataframe = dk.use_strategy_to_populate_indicators(
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strategy, corr_dataframes, base_dataframes, pair
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)
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unfiltered_dataframe = dk.slice_dataframe(new_trained_timerange, unfiltered_dataframe)
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@ -500,7 +503,7 @@ class IFreqaiModel(ABC):
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dk.set_new_model_names(pair, new_trained_timerange)
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self.dd.pair_dict[pair]["first"] = False
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if self.dd.pair_dict[pair]["priority"] == 1 and self.scanning:
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with dk.analysis_lock:
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with self.analysis_lock:
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self.dd.pair_to_end_of_training_queue(pair)
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self.dd.save_data(model, pair, dk)
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