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merging datarehaul into scanning branch

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This commit is contained in:
robcaulk
2022-06-07 22:14:01 -06:00
parent c981ad4608
commit 4d472a0ea1
3 changed files with 94 additions and 74 deletions
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27
freqtrade/freqai/data_kitchen.py
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@@ -71,7 +71,7 @@ class FreqaiDataKitchen:
self.data_drawer = data_drawer
def set_paths(self, metadata: dict, trained_timestamp: int = None,) -> None:
def set_paths(self, pair: str, trained_timestamp: int = None,) -> None:
"""
Set the paths to the data for the present coin/botloop
:params:
@@ -83,7 +83,7 @@ class FreqaiDataKitchen:
str(self.freqai_config.get('identifier')))
self.data_path = Path(self.full_path / str("sub-train" + "-" +
metadata['pair'].split("/")[0] +
pair.split("/")[0] +
str(trained_timestamp)))
return
@@ -796,12 +796,12 @@ class FreqaiDataKitchen:
return retrain, trained_timerange, data_load_timerange
def set_new_model_names(self, metadata: dict, trained_timerange: TimeRange):
def set_new_model_names(self, pair: str, trained_timerange: TimeRange):
coin, _ = metadata['pair'].split("/")
coin, _ = pair.split("/")
# set the new data_path
self.data_path = Path(self.full_path / str("sub-train" + "-" +
metadata['pair'].split("/")[0] +
pair.split("/")[0] +
str(int(trained_timerange.stopts))))
self.model_filename = "cb_" + coin.lower() + "_" + str(int(trained_timerange.stopts))
@@ -918,7 +918,7 @@ class FreqaiDataKitchen:
'trading_mode', 'spot'))
def get_base_and_corr_dataframes(self, timerange: TimeRange,
metadata: dict) -> Tuple[Dict[Any, Any], Dict[Any, Any]]:
pair: str) -> Tuple[Dict[Any, Any], Dict[Any, Any]]:
"""
Searches through our historic_data in memory and returns the dataframes relevant
to the present pair.
@@ -927,6 +927,7 @@ class FreqaiDataKitchen:
for training according to user defined train_period
metadata: dict = strategy furnished pair metadata
"""
with self.data_drawer.history_lock:
corr_dataframes: Dict[Any, Any] = {}
base_dataframes: Dict[Any, Any] = {}
@@ -940,7 +941,7 @@ class FreqaiDataKitchen:
)
if pairs:
for p in pairs:
if metadata['pair'] in p:
if pair in p:
continue # dont repeat anything from whitelist
if p not in corr_dataframes:
corr_dataframes[p] = {}
@@ -984,7 +985,7 @@ class FreqaiDataKitchen:
def use_strategy_to_populate_indicators(self, strategy: IStrategy,
corr_dataframes: dict,
base_dataframes: dict,
metadata: dict) -> DataFrame:
pair: str) -> DataFrame:
"""
Use the user defined strategy for populating indicators during
retrain
@@ -1003,19 +1004,19 @@ class FreqaiDataKitchen:
for tf in self.freqai_config.get("timeframes"):
dataframe = strategy.populate_any_indicators(
metadata,
metadata['pair'],
pair,
pair,
dataframe.copy(),
tf,
base_dataframes[tf],
coin=metadata['pair'].split("/")[0] + "-"
coin=pair.split("/")[0] + "-"
)
if pairs:
for i in pairs:
if metadata['pair'] in i:
if pair in i:
continue # dont repeat anything from whitelist
dataframe = strategy.populate_any_indicators(
metadata,
pair,
i,
dataframe.copy(),
tf,