freqtrade_origin/freqtrade/freqai/data_drawer.py

86 lines
3.3 KiB
Python

import json
import logging
from pathlib import Path
from typing import Any, Dict, Tuple
# import pickle as pk
import numpy as np
logger = logging.getLogger(__name__)
class FreqaiDataDrawer:
"""
Class aimed at holding all pair models/info in memory for better inferencing/retrainig/saving
/loading to/from disk.
This object remains persistent throughout live/dry, unlike FreqaiDataKitchen, which is
reinstantiated for each coin.
"""
def __init__(self, full_path: Path, pair_whitelist):
# dictionary holding all pair metadata necessary to load in from disk
self.pair_dict: Dict[str, Any] = {}
# dictionary holding all actively inferenced models in memory given a model filename
self.model_dictionary: Dict[str, Any] = {}
self.pair_data_dict: Dict[str, Any] = {}
self.full_path = full_path
self.load_drawer_from_disk()
self.training_queue: Dict[str, int] = {}
# self.create_training_queue(pair_whitelist)
def load_drawer_from_disk(self):
exists = Path(self.full_path / str('pair_dictionary.json')).resolve().exists()
if exists:
with open(self.full_path / str('pair_dictionary.json'), "r") as fp:
self.pair_dict = json.load(fp)
else:
logger.info("Could not find existing datadrawer, starting from scratch")
return exists
def save_drawer_to_disk(self):
with open(self.full_path / str('pair_dictionary.json'), "w") as fp:
json.dump(self.pair_dict, fp, default=self.np_encoder)
def np_encoder(self, object):
if isinstance(object, np.generic):
return object.item()
def get_pair_dict_info(self, metadata: dict) -> Tuple[str, int, bool]:
pair_in_dict = self.pair_dict.get(metadata['pair'])
if pair_in_dict:
model_filename = self.pair_dict[metadata['pair']]['model_filename']
trained_timestamp = self.pair_dict[metadata['pair']]['trained_timestamp']
coin_first = self.pair_dict[metadata['pair']]['first']
else:
self.pair_dict[metadata['pair']] = {}
model_filename = self.pair_dict[metadata['pair']]['model_filename'] = ''
coin_first = self.pair_dict[metadata['pair']]['first'] = True
trained_timestamp = self.pair_dict[metadata['pair']]['trained_timestamp'] = 0
return model_filename, trained_timestamp, coin_first
def set_pair_dict_info(self, metadata: dict) -> None:
pair_in_dict = self.pair_dict.get(metadata['pair'])
if pair_in_dict:
return
else:
self.pair_dict[metadata['pair']] = {}
self.pair_dict[metadata['pair']]['model_filename'] = ''
self.pair_dict[metadata['pair']]['first'] = True
self.pair_dict[metadata['pair']]['trained_timestamp'] = 0
self.pair_dict[metadata['pair']]['priority'] = len(self.pair_dict)
return
# def create_training_queue(self, pairs: list) -> None:
# for i, pair in enumerate(pairs):
# self.training_queue[pair] = i + 1
def pair_to_end_of_training_queue(self, pair: str) -> None:
# march all pairs up in the queue
for p in self.pair_dict:
self.pair_dict[p]['priority'] -= 1
# send pair to end of queue
self.pair_dict[pair]['priority'] = len(self.pair_dict)