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Merge branch 'develop' into backtest_live_models

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This commit is contained in:
Wagner Costa Santos
2022-10-20 11:59:37 -03:00
parent 02fc59d473 7192ed7be6
commit 52b60c5cbb
43 changed files with 650 additions and 236 deletions
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23
freqtrade/freqai/freqai_interface.py
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@@ -7,7 +7,7 @@ from collections import deque
from datetime import datetime, timezone
from pathlib import Path
from threading import Lock
from typing import Any, Dict, List, Tuple
from typing import Any, Dict, List, Literal, Tuple
import numpy as np
import pandas as pd
@@ -148,7 +148,7 @@ class IFreqaiModel(ABC):
dataframe = dk.remove_features_from_df(dk.return_dataframe)
self.clean_up()
if self.live:
self.inference_timer('stop')
self.inference_timer('stop', metadata["pair"])
return dataframe
def clean_up(self):
@@ -217,12 +217,14 @@ class IFreqaiModel(ABC):
logger.warning(f"Training {pair} raised exception {msg.__class__.__name__}. "
f"Message: {msg}, skipping.")
self.train_timer('stop')
self.train_timer('stop', pair)
# only rotate the queue after the first has been trained.
self.train_queue.rotate(-1)
self.dd.save_historic_predictions_to_disk()
if self.freqai_info.get('write_metrics_to_disk', False):
self.dd.save_metric_tracker_to_disk()
def start_backtesting(
self, dataframe: DataFrame, metadata: dict, dk: FreqaiDataKitchen
@@ -677,7 +679,7 @@ class IFreqaiModel(ABC):
return
def inference_timer(self, do='start'):
def inference_timer(self, do: Literal['start', 'stop'] = 'start', pair: str = ''):
"""
Timer designed to track the cumulative time spent in FreqAI for one pass through
the whitelist. This will check if the time spent is more than 1/4 the time
@@ -688,7 +690,10 @@ class IFreqaiModel(ABC):
self.begin_time = time.time()
elif do == 'stop':
end = time.time()
self.inference_time += (end - self.begin_time)
time_spent = (end - self.begin_time)
if self.freqai_info.get('write_metrics_to_disk', False):
self.dd.update_metric_tracker('inference_time', time_spent, pair)
self.inference_time += time_spent
if self.pair_it == self.total_pairs:
logger.info(
f'Total time spent inferencing pairlist {self.inference_time:.2f} seconds')
@@ -699,7 +704,7 @@ class IFreqaiModel(ABC):
self.inference_time = 0
return
def train_timer(self, do='start'):
def train_timer(self, do: Literal['start', 'stop'] = 'start', pair: str = ''):
"""
Timer designed to track the cumulative time spent training the full pairlist in
FreqAI.
@@ -709,7 +714,11 @@ class IFreqaiModel(ABC):
self.begin_time_train = time.time()
elif do == 'stop':
end = time.time()
self.train_time += (end - self.begin_time_train)
time_spent = (end - self.begin_time_train)
if self.freqai_info.get('write_metrics_to_disk', False):
self.dd.collect_metrics(time_spent, pair)
self.train_time += time_spent
if self.pair_it_train == self.total_pairs:
logger.info(
f'Total time spent training pairlist {self.train_time:.2f} seconds')