merge develop into tensorboard cleanup

freqtrade/configuration/config_validation.py

@@ -355,6 +355,13 @@ def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
                 f"Main timeframe of {main_tf} must be smaller or equal to FreqAI "
                 f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")
 
+        # Ensure that the base timeframe is included in the include_timeframes list
+        if main_tf not in freqai_include_timeframes:
+            feature_parameters = conf.get('freqai', {}).get('feature_parameters', {})
+            include_timeframes = [main_tf] + freqai_include_timeframes
+            conf.get('freqai', {}).get('feature_parameters', {}) \
+                .update({**feature_parameters, 'include_timeframes': include_timeframes})
+
 
 def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
     if conf.get('runmode', RunMode.OTHER) == RunMode.BACKTEST:

freqtrade/constants.py

@@ -608,9 +608,8 @@ CONF_SCHEMA = {
                 "backtest_period_days",
                 "identifier",
                 "feature_parameters",
-                "data_split_parameters",
-                "model_training_parameters"
-                ]
+                "data_split_parameters"
+            ]
         },
     },
 }

freqtrade/freqai/RL/BaseEnvironment.py

@@ -12,6 +12,7 @@ from gym.utils import seeding
 from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.enums import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -78,6 +79,12 @@ class BaseEnvironment(gym.Env):
         # set here to default 5Ac, but all children envs can override this
         self.actions: Type[Enum] = BaseActions
         self.tensorboard_metrics: dict = {}
+        self.live: bool = False
+        if dp:
+            self.live = dp.runmode in (RunMode.DRY_RUN, RunMode.LIVE)
+        if not self.live and self.add_state_info:
+            self.add_state_info = False
+            logger.warning("add_state_info is not available in backtesting. Deactivating.")
 
     def reset_env(self, df: DataFrame, prices: DataFrame, window_size: int,
                   reward_kwargs: dict, starting_point=True):
@@ -205,7 +212,7 @@ class BaseEnvironment(gym.Env):
         """
         features_window = self.signal_features[(
             self._current_tick - self.window_size):self._current_tick]
-        if self.add_state_info:
+        if self.add_state_info and self.live:
             features_and_state = DataFrame(np.zeros((len(features_window), 3)),
                                            columns=['current_profit_pct',
                                                     'position',

freqtrade/freqai/prediction_models/ReinforcementLearner.py

@@ -61,7 +61,7 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
             model = self.MODELCLASS(self.policy_type, self.train_env, policy_kwargs=policy_kwargs,
                                     tensorboard_log=Path(
                                         dk.full_path / "tensorboard" / dk.pair.split('/')[0]),
-                                    **self.freqai_info['model_training_parameters']
+                                    **self.freqai_info.get('model_training_parameters', {})
                                     )
         else:
             logger.info('Continual training activated - starting training from previously '

freqtrade/plugins/pairlist/VolumePairList.py

@@ -218,7 +218,7 @@ class VolumePairList(IPairList):
                 else:
                     filtered_tickers[i]['quoteVolume'] = 0
         else:
-            # Tickers mode - filter based on incomming pairlist.
+            # Tickers mode - filter based on incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
         if self._min_value > 0:

freqtrade/templates/strategy_analysis_example.ipynb

@@ -7,14 +7,17 @@
     "# Strategy analysis example\n",
     "\n",
     "Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.\n",
-    "The following assumes you work with SampleStrategy, data for 5m timeframe from Binance and have downloaded them into the data directory in the default location."
+    "The following assumes you work with SampleStrategy, data for 5m timeframe from Binance and have downloaded them into the data directory in the default location.\n",
+    "Please follow the [documentation](https://www.freqtrade.io/en/stable/data-download/) for more details."
    ]
   },
   {
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "## Setup"
+    "## Setup\n",
+    "\n",
+    "### Change Working directory to repository root"
    ]
   },
   {
@@ -23,7 +26,38 @@
    "metadata": {},
    "outputs": [],
    "source": [
+    "import os\n",
     "from pathlib import Path\n",
+    "\n",
+    "# Change directory\n",
+    "# Modify this cell to insure that the output shows the correct path.\n",
+    "# Define all paths relative to the project root shown in the cell output\n",
+    "project_root = \"somedir/freqtrade\"\n",
+    "i=0\n",
+    "try:\n",
+    "    os.chdirdir(project_root)\n",
+    "    assert Path('LICENSE').is_file()\n",
+    "except:\n",
+    "    while i<4 and (not Path('LICENSE').is_file()):\n",
+    "        os.chdir(Path(Path.cwd(), '../'))\n",
+    "        i+=1\n",
+    "    project_root = Path.cwd()\n",
+    "print(Path.cwd())"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "### Configure Freqtrade environment"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
     "from freqtrade.configuration import Configuration\n",
     "\n",
     "# Customize these according to your needs.\n",
@@ -31,14 +65,14 @@
     "# Initialize empty configuration object\n",
     "config = Configuration.from_files([])\n",
     "# Optionally (recommended), use existing configuration file\n",
-    "# config = Configuration.from_files([\"config.json\"])\n",
+    "# config = Configuration.from_files([\"user_data/config.json\"])\n",
     "\n",
     "# Define some constants\n",
     "config[\"timeframe\"] = \"5m\"\n",
     "# Name of the strategy class\n",
     "config[\"strategy\"] = \"SampleStrategy\"\n",
     "# Location of the data\n",
-    "data_location = config['datadir']\n",
+    "data_location = config[\"datadir\"]\n",
     "# Pair to analyze - Only use one pair here\n",
     "pair = \"BTC/USDT\""
    ]
@@ -56,12 +90,12 @@
     "candles = load_pair_history(datadir=data_location,\n",
     "                            timeframe=config[\"timeframe\"],\n",
     "                            pair=pair,\n",
-    "                            data_format = \"hdf5\",\n",
+    "                            data_format = \"json\",  # Make sure to update this to your data\n",
     "                            candle_type=CandleType.SPOT,\n",
     "                            )\n",
     "\n",
     "# Confirm success\n",
-    "print(\"Loaded \" + str(len(candles)) + f\" rows of data for {pair} from {data_location}\")\n",
+    "print(f\"Loaded {len(candles)} rows of data for {pair} from {data_location}\")\n",
     "candles.head()"
    ]
   },
@@ -365,7 +399,7 @@
  "metadata": {
   "file_extension": ".py",
   "kernelspec": {
-   "display_name": "Python 3.9.7 64-bit ('trade_397')",
+   "display_name": "Python 3.9.7 64-bit",
    "language": "python",
    "name": "python3"
   },