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ensure populate_any_indicators is identical for resused identifiers

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This commit is contained in:
robcaulk 2022-09-24 12:04:42 +02:00
parent 14f8a1a2b3
commit 6040af513d
2 changed files with 17 additions and 3 deletions
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10
freqtrade/freqai/data_drawer.py
View File

@ -430,6 +430,16 @@ class FreqaiDataDrawer:
return return
def load_metadata(self, dk: FreqaiDataKitchen) -> None:
"""
Load only metadata into datakitchen to increase performance during
presaved backtesting (prediction file loading).
"""
with open(dk.data_path / f"{dk.model_filename}_metadata.json", "r") as fp:
dk.data = json.load(fp)
dk.training_features_list = dk.data["training_features_list"]
dk.label_list = dk.data["label_list"]
def load_data(self, coin: str, dk: FreqaiDataKitchen) -> Any: def load_data(self, coin: str, dk: FreqaiDataKitchen) -> Any:
""" """
loads all data required to make a prediction on a sub-train time range loads all data required to make a prediction on a sub-train time range

10
freqtrade/freqai/freqai_interface.py
View File

@ -65,7 +65,7 @@ class IFreqaiModel(ABC):
self.first = True self.first = True
self.set_full_path() self.set_full_path()
self.follow_mode: bool = self.freqai_info.get("follow_mode", False) self.follow_mode: bool = self.freqai_info.get("follow_mode", False)
self.save_backtest_models: bool = self.freqai_info.get("save_backtest_models", False) self.save_backtest_models: bool = self.freqai_info.get("save_backtest_models", True)
if self.save_backtest_models: if self.save_backtest_models:
logger.info('Backtesting module configured to save all models.') logger.info('Backtesting module configured to save all models.')
self.dd = FreqaiDataDrawer(Path(self.full_path), self.config, self.follow_mode) self.dd = FreqaiDataDrawer(Path(self.full_path), self.config, self.follow_mode)
@ -273,6 +273,8 @@ class IFreqaiModel(ABC):
dk.set_new_model_names(pair, trained_timestamp) dk.set_new_model_names(pair, trained_timestamp)
if dk.check_if_backtest_prediction_exists(): if dk.check_if_backtest_prediction_exists():
self.dd.load_metadata(dk)
self.check_if_feature_list_matches_strategy(dataframe_train, dk)
append_df = dk.get_backtesting_prediction() append_df = dk.get_backtesting_prediction()
dk.append_predictions(append_df) dk.append_predictions(append_df)
else: else:
@ -429,14 +431,16 @@ class IFreqaiModel(ABC):
if "training_features_list_raw" in dk.data: if "training_features_list_raw" in dk.data:
feature_list = dk.data["training_features_list_raw"] feature_list = dk.data["training_features_list_raw"]
else: else:
feature_list = dk.training_features_list feature_list = dk.data['training_features_list']
if dk.training_features_list != feature_list: if dk.training_features_list != feature_list:
raise OperationalException( raise OperationalException(
"Trying to access pretrained model with `identifier` " "Trying to access pretrained model with `identifier` "
"but found different features furnished by current strategy." "but found different features furnished by current strategy."
"Change `identifier` to train from scratch, or ensure the" "Change `identifier` to train from scratch, or ensure the"
"strategy is furnishing the same features as the pretrained" "strategy is furnishing the same features as the pretrained"
"model" "model. In case of --strategy-list, please be aware that FreqAI "
"requires all strategies to maintain identical "
"populate_any_indicator() functions"
) )
def data_cleaning_train(self, dk: FreqaiDataKitchen) -> None: def data_cleaning_train(self, dk: FreqaiDataKitchen) -> None: