Merge pull request #7618 from wizrds/fix/docker-config-record

Update function in FreqAI interface to record FreqAI config params

freqtrade/freqai/freqai_interface.py

@@ -1,5 +1,4 @@
 import logging
-import shutil
 import threading
 import time
 from abc import ABC, abstractmethod
@@ -21,7 +20,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_seconds
 from freqtrade.freqai.data_drawer import FreqaiDataDrawer
 from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
-from freqtrade.freqai.utils import plot_feature_importance
+from freqtrade.freqai.utils import plot_feature_importance, record_params
 from freqtrade.strategy.interface import IStrategy
 
 
@@ -61,6 +60,7 @@ class IFreqaiModel(ABC):
             "data_split_parameters", {})
         self.model_training_parameters: Dict[str, Any] = config.get("freqai", {}).get(
             "model_training_parameters", {})
+        self.identifier: str = self.freqai_info.get("identifier", "no_id_provided")
         self.retrain = False
         self.first = True
         self.set_full_path()
@@ -69,7 +69,6 @@ class IFreqaiModel(ABC):
         if self.save_backtest_models:
             logger.info('Backtesting module configured to save all models.')
         self.dd = FreqaiDataDrawer(Path(self.full_path), self.config, self.follow_mode)
-        self.identifier: str = self.freqai_info.get("identifier", "no_id_provided")
         self.scanning = False
         self.ft_params = self.freqai_info["feature_parameters"]
         self.keras: bool = self.freqai_info.get("keras", False)
@@ -97,6 +96,8 @@ class IFreqaiModel(ABC):
         self._threads: List[threading.Thread] = []
         self._stop_event = threading.Event()
 
+        record_params(config, self.full_path)
+
     def __getstate__(self):
         """
         Return an empty state to be pickled in hyperopt
@@ -526,14 +527,13 @@ class IFreqaiModel(ABC):
         return file_exists
 
     def set_full_path(self) -> None:
+        """
+        Creates and sets the full path for the identifier
+        """
         self.full_path = Path(
-            self.config["user_data_dir"] / "models" / f"{self.freqai_info['identifier']}"
+            self.config["user_data_dir"] / "models" / f"{self.identifier}"
         )
         self.full_path.mkdir(parents=True, exist_ok=True)
-        shutil.copy(
-            self.config["config_files"][0],
-            Path(self.full_path, Path(self.config["config_files"][0]).name),
-        )
 
     def extract_data_and_train_model(
         self,

freqtrade/freqai/utils.py

@@ -1,9 +1,11 @@
 import logging
 from datetime import datetime, timezone
-from typing import Any
+from pathlib import Path
+from typing import Any, Dict
 
 import numpy as np
 import pandas as pd
+import rapidjson
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import Config
@@ -191,3 +193,28 @@ def plot_feature_importance(model: Any, pair: str, dk: FreqaiDataKitchen,
         fig.update_layout(title_text=f"Best and worst features by importance {pair}")
         label = label.replace('&', '').replace('%', '')  # escape two FreqAI specific characters
         store_plot_file(fig, f"{dk.model_filename}-{label}.html", dk.data_path)
+
+
+def record_params(config: Dict[str, Any], full_path: Path) -> None:
+    """
+    Records run params in the full path for reproducibility
+    """
+    params_record_path = full_path / "run_params.json"
+
+    run_params = {
+        "freqai": config.get('freqai', {}),
+        "timeframe": config.get('timeframe'),
+        "stake_amount": config.get('stake_amount'),
+        "stake_currency": config.get('stake_currency'),
+        "max_open_trades": config.get('max_open_trades'),
+        "pairs": config.get('exchange', {}).get('pair_whitelist')
+    }
+
+    with open(params_record_path, "w") as handle:
+        rapidjson.dump(
+            run_params,
+            handle,
+            indent=4,
+            default=str,
+            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
+        )

tests/freqai/test_freqai_interface.py

@@ -234,6 +234,7 @@ def test_start_backtesting_subdaily_backtest_period(mocker, freqai_conf):
     metadata = {"pair": "LTC/BTC"}
     freqai.start_backtesting(df, metadata, freqai.dk)
     model_folders = [x for x in freqai.dd.full_path.iterdir() if x.is_dir()]
+
     assert len(model_folders) == 9
 
     shutil.rmtree(Path(freqai.dk.full_path))