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Move "freqai.lock" to backend to simplify user interface

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This commit is contained in:
Matthias 2022-08-14 17:19:50 +02:00
parent a5e96881f4
commit 3a9ec76c91
6 changed files with 323 additions and 331 deletions
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4
docs/freqai.md
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@ -177,8 +177,6 @@ The user interface is isolated to the typical config file. A typical FreqAI conf
Features are added by the user inside the `populate_any_indicators()` method of the strategy Features are added by the user inside the `populate_any_indicators()` method of the strategy
by prepending indicators with `%` and labels are added by prepending `&`. by prepending indicators with `%` and labels are added by prepending `&`.
There are some important components/structures that the user *must* include when building their feature set. There are some important components/structures that the user *must* include when building their feature set.
As shown below, `with self.freqai.lock:` must be used to ensure thread safety - especially when using third
party libraries for indicator construction such as TA-lib.
Another structure to consider is the location of the labels at the bottom of the example function (below `if set_generalized_indicators:`). Another structure to consider is the location of the labels at the bottom of the example function (below `if set_generalized_indicators:`).
This is where the user will add single features and labels to their feature set to avoid duplication from This is where the user will add single features and labels to their feature set to avoid duplication from
various configuration parameters which multiply the feature set such as `include_timeframes`. various configuration parameters which multiply the feature set such as `include_timeframes`.
@ -203,7 +201,6 @@ various configuration parameters which multiply the feature set such as `include
coint = pair.split('/')[0] coint = pair.split('/')[0]
with self.freqai.lock:
if informative is None: if informative is None:
informative = self.dp.get_pair_dataframe(pair, tf) informative = self.dp.get_pair_dataframe(pair, tf)
@ -430,7 +427,6 @@ The FreqAI strategy requires the user to include the following lines of code in
coin = pair.split('/')[0] coin = pair.split('/')[0]
with self.freqai.lock:
if informative is None: if informative is None:
informative = self.dp.get_pair_dataframe(pair, tf) informative = self.dp.get_pair_dataframe(pair, tf)

2
freqtrade/freqai/data_kitchen.py
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@ -961,6 +961,7 @@ class FreqaiDataKitchen:
for tf in tfs: for tf in tfs:
if tf == tfs[-1]: if tf == tfs[-1]:
sgi = True # doing this last allows user to use all tf raw prices in labels sgi = True # doing this last allows user to use all tf raw prices in labels
with strategy.freqai.lock:
dataframe = strategy.populate_any_indicators( dataframe = strategy.populate_any_indicators(
pair, pair,
dataframe.copy(), dataframe.copy(),
@ -968,6 +969,7 @@ class FreqaiDataKitchen:
informative=base_dataframes[tf], informative=base_dataframes[tf],
set_generalized_indicators=sgi set_generalized_indicators=sgi
) )
with strategy.freqai.lock:
if pairs: if pairs:
for i in pairs: for i in pairs:
if pair in i: if pair in i:

3
freqtrade/templates/FreqaiExampleStrategy.py
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@ -82,7 +82,6 @@ class FreqaiExampleStrategy(IStrategy):
coin = pair.split('/')[0] coin = pair.split('/')[0]
with self.freqai.lock:
if informative is None: if informative is None:
informative = self.dp.get_pair_dataframe(pair, tf) informative = self.dp.get_pair_dataframe(pair, tf)
@ -252,7 +251,6 @@ class FreqaiExampleStrategy(IStrategy):
"prediction" + entry_tag not in pair_dict[pair] "prediction" + entry_tag not in pair_dict[pair]
or pair_dict[pair]['extras']["prediction" + entry_tag] == 0 or pair_dict[pair]['extras']["prediction" + entry_tag] == 0
): ):
with self.freqai.lock:
pair_dict[pair]['extras']["prediction" + entry_tag] = abs(trade_candle["&-s_close"]) pair_dict[pair]['extras']["prediction" + entry_tag] = abs(trade_candle["&-s_close"])
if not follow_mode: if not follow_mode:
self.freqai.dd.save_drawer_to_disk() self.freqai.dd.save_drawer_to_disk()
@ -296,7 +294,6 @@ class FreqaiExampleStrategy(IStrategy):
else: else:
pair_dict = self.freqai.dd.follower_dict pair_dict = self.freqai.dd.follower_dict
with self.freqai.lock:
pair_dict[pair]['extras']["prediction" + entry_tag] = 0 pair_dict[pair]['extras']["prediction" + entry_tag] = 0
if not follow_mode: if not follow_mode:
self.freqai.dd.save_drawer_to_disk() self.freqai.dd.save_drawer_to_disk()

1
tests/strategy/strats/freqai_test_classifier.py
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@ -63,7 +63,6 @@ class freqai_test_classifier(IStrategy):
coin = pair.split('/')[0] coin = pair.split('/')[0]
with self.freqai.lock:
if informative is None: if informative is None:
informative = self.dp.get_pair_dataframe(pair, tf) informative = self.dp.get_pair_dataframe(pair, tf)

1
tests/strategy/strats/freqai_test_multimodel_strat.py
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@ -62,7 +62,6 @@ class freqai_test_multimodel_strat(IStrategy):
coin = pair.split('/')[0] coin = pair.split('/')[0]
with self.freqai.lock:
if informative is None: if informative is None:
informative = self.dp.get_pair_dataframe(pair, tf) informative = self.dp.get_pair_dataframe(pair, tf)

1
tests/strategy/strats/freqai_test_strat.py
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@ -62,7 +62,6 @@ class freqai_test_strat(IStrategy):
coin = pair.split('/')[0] coin = pair.split('/')[0]
with self.freqai.lock:
if informative is None: if informative is None:
informative = self.dp.get_pair_dataframe(pair, tf) informative = self.dp.get_pair_dataframe(pair, tf)