import logging from abc import ABC, abstractmethod from time import time from typing import Any import torch from pandas import DataFrame from freqtrade.freqai.data_kitchen import FreqaiDataKitchen from freqtrade.freqai.freqai_interface import IFreqaiModel from freqtrade.freqai.torch.PyTorchDataConvertor import PyTorchDataConvertor logger = logging.getLogger(__name__) class BasePyTorchModel(IFreqaiModel, ABC): """ Base class for PyTorch type models. User *must* inherit from this class and set fit() and predict() and data_convertor property. """ def __init__(self, **kwargs): super().__init__(config=kwargs["config"]) self.dd.model_type = "pytorch" self.device = "cuda" if torch.cuda.is_available() else "cpu" test_size = self.freqai_info.get('data_split_parameters', {}).get('test_size') self.splits = ["train", "test"] if test_size != 0 else ["train"] def train( self, unfiltered_df: DataFrame, pair: str, dk: FreqaiDataKitchen, **kwargs ) -> Any: """ Filter the training data and train a model to it. Train makes heavy use of the datakitchen for storing, saving, loading, and analyzing the data. :param unfiltered_df: Full dataframe for the current training period :return: :model: Trained model which can be used to inference (self.predict) """ logger.info(f"-------------------- Starting training {pair} --------------------") start_time = time() features_filtered, labels_filtered = dk.filter_features( unfiltered_df, dk.training_features_list, dk.label_list, training_filter=True, ) # split data into train/test data. data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered) if not self.freqai_info.get("fit_live_predictions", 0) or not self.live: dk.fit_labels() # normalize all data based on train_dataset only data_dictionary = dk.normalize_data(data_dictionary) # optional additional data cleaning/analysis self.data_cleaning_train(dk) logger.info( f"Training model on {len(dk.data_dictionary['train_features'].columns)} features" ) logger.info(f"Training model on {len(data_dictionary['train_features'])} data points") model = self.fit(data_dictionary, dk) end_time = time() logger.info(f"-------------------- Done training {pair} " f"({end_time - start_time:.2f} secs) --------------------") return model @property @abstractmethod def data_convertor(self) -> PyTorchDataConvertor: """ a class responsible for converting `*_features` & `*_labels` pandas dataframes to pytorch tensors. """ raise NotImplementedError("Abstract property")