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DataFrame transmission, strategy follower logic

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This commit is contained in:
Timothy Pogue
2022-08-21 22:45:36 -06:00
parent 739b68f8fd
commit 6f5478cc02
13 changed files with 332 additions and 79 deletions
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43
freqtrade/freqtradebot.py
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@@ -23,7 +23,7 @@ from freqtrade.exceptions import (DependencyException, ExchangeError, Insufficie
InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.misc import dataframe_to_json, safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
from freqtrade.persistence import Order, PairLocks, Trade, init_db
from freqtrade.plugins.pairlistmanager import PairListManager
@@ -77,6 +77,8 @@ class FreqtradeBot(LoggingMixin):
self.replicate_controller = None
self.pairlists = PairListManager(self.exchange, self.config)
# RPC runs in separate threads, can start handling external commands just after
# initialization, even before Freqtradebot has a chance to start its throttling,
# so anything in the Freqtradebot instance should be ready (initialized), including
@@ -84,8 +86,6 @@ class FreqtradeBot(LoggingMixin):
# Keep this at the end of this initialization method.
self.rpc: RPCManager = RPCManager(self)
self.pairlists = PairListManager(self.exchange, self.config)
self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
# Attach Dataprovider to strategy instance
@@ -93,6 +93,9 @@ class FreqtradeBot(LoggingMixin):
# Attach Wallets to strategy instance
self.strategy.wallets = self.wallets
# Attach ReplicateController to the strategy
# self.strategy.replicate_controller = self.replicate_controller
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \
self.config.get('edge', {}).get('enabled', False) else None
@@ -194,7 +197,28 @@ class FreqtradeBot(LoggingMixin):
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
self.strategy.analyze(self.active_pair_whitelist)
if self.replicate_controller:
if not self.replicate_controller.is_leader():
# Run Follower mode analyzing
leader_pairs = self.pairlists._whitelist
self.strategy.analyze_external(self.active_pair_whitelist, leader_pairs)
else:
# We are leader, make sure to pass callback func to emit data
def emit_on_finish(pair, dataframe, timeframe, candle_type):
logger.debug(f"Emitting dataframe for {pair}")
return self.rpc.emit_data(
{
"data_type": LeaderMessageType.analyzed_df,
"data": {
"key": (pair, timeframe, candle_type),
"value": dataframe_to_json(dataframe)
}
}
)
self.strategy.analyze(self.active_pair_whitelist, finish_callback=emit_on_finish)
else:
self.strategy.analyze(self.active_pair_whitelist)
with self._exit_lock:
# Check for exchange cancelations, timeouts and user requested replace
@@ -264,14 +288,13 @@ class FreqtradeBot(LoggingMixin):
# Or should this class be made available to the PairListManager and ran
# when filter_pairlist is called?
if self.replicate_controller:
if self.replicate_controller.is_leader():
self.replicate_controller.send_message(
{
"data_type": LeaderMessageType.pairlist,
"data": _whitelist
}
)
self.rpc.emit_data({
"data_type": LeaderMessageType.pairlist,
"data": _whitelist
})
# Calculating Edge positioning
if self.edge: