diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py index db0d4c379..6cb7f79f0 100644 --- a/freqtrade/freqai/freqai_interface.py +++ b/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, diff --git a/freqtrade/freqai/utils.py b/freqtrade/freqai/utils.py index 22bc1e06e..5a2b9b7d6 100644 --- a/freqtrade/freqai/utils.py +++ b/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 + ) diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py index b619c0611..c46f9e815 100644 --- a/tests/freqai/test_freqai_interface.py +++ b/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))