Add freqairl docker build process
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@ -7,11 +7,13 @@ export DOCKER_BUILDKIT=1
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TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
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TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
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TAG_PLOT=${TAG}_plot
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TAG_PLOT=${TAG}_plot
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TAG_FREQAI=${TAG}_freqai
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TAG_FREQAI=${TAG}_freqai
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TAG_FREQAI_RL=${TAG_FREQAI}rl
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TAG_PI="${TAG}_pi"
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TAG_PI="${TAG}_pi"
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TAG_ARM=${TAG}_arm
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TAG_ARM=${TAG}_arm
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TAG_PLOT_ARM=${TAG_PLOT}_arm
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TAG_PLOT_ARM=${TAG_PLOT}_arm
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TAG_FREQAI_ARM=${TAG_FREQAI}_arm
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TAG_FREQAI_ARM=${TAG_FREQAI}_arm
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TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
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CACHE_IMAGE=freqtradeorg/freqtrade_cache
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CACHE_IMAGE=freqtradeorg/freqtrade_cache
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echo "Running for ${TAG}"
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echo "Running for ${TAG}"
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@ -41,9 +43,11 @@ docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
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docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
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docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
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docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
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docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
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docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
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docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
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docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
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docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
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docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
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docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
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# Run backtest
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# Run backtest
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
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@ -58,6 +62,7 @@ docker images
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# docker push ${IMAGE_NAME}
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# docker push ${IMAGE_NAME}
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docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
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docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
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docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
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docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
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docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
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docker push ${CACHE_IMAGE}:$TAG_ARM
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docker push ${CACHE_IMAGE}:$TAG_ARM
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# Create multi-arch image
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# Create multi-arch image
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@ -74,6 +79,9 @@ docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
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docker manifest create ${IMAGE_NAME}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI_ARM} ${CACHE_IMAGE}:${TAG_FREQAI}
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docker manifest create ${IMAGE_NAME}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI_ARM} ${CACHE_IMAGE}:${TAG_FREQAI}
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docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
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docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
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docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM} ${CACHE_IMAGE}:${TAG_FREQAI_RL}
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docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}
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# Tag as latest for develop builds
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# Tag as latest for develop builds
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if [ "${TAG}" = "develop" ]; then
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if [ "${TAG}" = "develop" ]; then
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docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
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docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
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@ -6,6 +6,7 @@
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TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
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TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
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TAG_PLOT=${TAG}_plot
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TAG_PLOT=${TAG}_plot
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TAG_FREQAI=${TAG}_freqai
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TAG_FREQAI=${TAG}_freqai
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TAG_FREQAI_RL=${TAG_FREQAI}rl
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TAG_PI="${TAG}_pi"
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TAG_PI="${TAG}_pi"
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PI_PLATFORM="linux/arm/v7"
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PI_PLATFORM="linux/arm/v7"
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@ -51,9 +52,11 @@ docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
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docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
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docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
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docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
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docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
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docker build --cache-from freqtrade:${TAG_FREQAI} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
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docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
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docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
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docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
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docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
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docker tag freqtrade:$TAG_FREQAI_RL ${CACHE_IMAGE}:$TAG_FREQAI_RL
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# Run backtest
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# Run backtest
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
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@ -68,6 +71,7 @@ docker images
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docker push ${CACHE_IMAGE}
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docker push ${CACHE_IMAGE}
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docker push ${CACHE_IMAGE}:$TAG_PLOT
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docker push ${CACHE_IMAGE}:$TAG_PLOT
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docker push ${CACHE_IMAGE}:$TAG_FREQAI
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docker push ${CACHE_IMAGE}:$TAG_FREQAI
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docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL
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docker push ${CACHE_IMAGE}:$TAG
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docker push ${CACHE_IMAGE}:$TAG
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8
docker/Dockerfile.freqai_rl
Normal file
8
docker/Dockerfile.freqai_rl
Normal file
@ -0,0 +1,8 @@
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ARG sourceimage=freqtradeorg/freqtrade
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ARG sourcetag=develop_freqai
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FROM ${sourceimage}:${sourcetag}
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# Install dependencies
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COPY requirements-freqai.txt requirements-freqai-rl.txt /freqtrade/
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RUN pip install -r requirements-freqai-rl.txt --user --no-cache-dir
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@ -1,7 +1,8 @@
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# Reinforcement Learning
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# Reinforcement Learning
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!!! Note "Installation size"
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!!! Note "Installation size"
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Reinforcement learning dependencies include large packages such as `torch`, which should be explicitly requested during `./setup.sh -i` by answering "y" to the question "Do you also want dependencies for freqai-rl (~700mb additional space required) [y/N]?" Users who prefer docker should ensure they use the docker image appended with `_freqaiRL`.
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Reinforcement learning dependencies include large packages such as `torch`, which should be explicitly requested during `./setup.sh -i` by answering "y" to the question "Do you also want dependencies for freqai-rl (~700mb additional space required) [y/N]?".
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Users who prefer docker should ensure they use the docker image appended with `_freqairl`.
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## Background and terminology
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## Background and terminology
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@ -133,8 +133,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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:param data_dictionary: dict = common data dictionary containing train and test
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:param data_dictionary: dict = common data dictionary containing train and test
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features/labels/weights.
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features/labels/weights.
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:param prices_train/test: DataFrame = dataframe comprised of the prices to be used in the
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:param prices_train/test: DataFrame = dataframe comprised of the prices to be used in the
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environment during training
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environment during training or testing
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or testing
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:param dk: FreqaiDataKitchen = the datakitchen for the current pair
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:param dk: FreqaiDataKitchen = the datakitchen for the current pair
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"""
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"""
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train_df = data_dictionary["train_features"]
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train_df = data_dictionary["train_features"]
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@ -201,7 +200,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
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) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
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"""
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"""
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Filter the prediction features data and predict with it.
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Filter the prediction features data and predict with it.
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:param: unfiltered_dataframe: Full dataframe for the current backtest period.
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:param unfiltered_dataframe: Full dataframe for the current backtest period.
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:return:
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:return:
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:pred_df: dataframe containing the predictions
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:pred_df: dataframe containing the predictions
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:do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
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:do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
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