remove remnants of follower, clean data-drawer, improve doc
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@ -19,7 +19,7 @@ Features include:
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* **Automatic data download** - Compute timeranges for data downloads and update historic data (in live deployments)
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* **Automatic data download** - Compute timeranges for data downloads and update historic data (in live deployments)
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* **Cleaning of incoming data** - Handle NaNs safely before training and model inferencing
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* **Cleaning of incoming data** - Handle NaNs safely before training and model inferencing
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* **Dimensionality reduction** - Reduce the size of the training data via [Principal Component Analysis](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis)
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* **Dimensionality reduction** - Reduce the size of the training data via [Principal Component Analysis](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis)
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* **Deploying bot fleets** - Set one bot to train models while a fleet of [follower bots](freqai-running.md#setting-up-a-follower) inference the models and handle trades
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* **Deploying bot fleets** - Set one bot to train models while a fleet of [consumers](producer-consumer.md) use signals.
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## Quick start
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## Quick start
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@ -72,12 +72,7 @@ class FreqaiDataDrawer:
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self.model_return_values: Dict[str, DataFrame] = {}
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self.model_return_values: Dict[str, DataFrame] = {}
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self.historic_data: Dict[str, Dict[str, DataFrame]] = {}
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self.historic_data: Dict[str, Dict[str, DataFrame]] = {}
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self.historic_predictions: Dict[str, DataFrame] = {}
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self.historic_predictions: Dict[str, DataFrame] = {}
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self.follower_dict: Dict[str, pair_info] = {}
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self.full_path = full_path
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self.full_path = full_path
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self.follower_name: str = self.config.get("bot_name", "follower1")
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self.follower_dict_path = Path(
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self.full_path / f"follower_dictionary-{self.follower_name}.json"
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)
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self.historic_predictions_path = Path(self.full_path / "historic_predictions.pkl")
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self.historic_predictions_path = Path(self.full_path / "historic_predictions.pkl")
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self.historic_predictions_bkp_path = Path(
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self.historic_predictions_bkp_path = Path(
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self.full_path / "historic_predictions.backup.pkl")
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self.full_path / "historic_predictions.backup.pkl")
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@ -218,14 +213,6 @@ class FreqaiDataDrawer:
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rapidjson.dump(self.pair_dict, fp, default=self.np_encoder,
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rapidjson.dump(self.pair_dict, fp, default=self.np_encoder,
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number_mode=rapidjson.NM_NATIVE)
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number_mode=rapidjson.NM_NATIVE)
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def save_follower_dict_to_disk(self):
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"""
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Save follower dictionary to disk (used by strategy for persistent prediction targets)
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"""
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with open(self.follower_dict_path, "w") as fp:
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rapidjson.dump(self.follower_dict, fp, default=self.np_encoder,
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number_mode=rapidjson.NM_NATIVE)
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def save_global_metadata_to_disk(self, metadata: Dict[str, Any]):
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def save_global_metadata_to_disk(self, metadata: Dict[str, Any]):
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"""
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"""
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Save global metadata json to disk
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Save global metadata json to disk
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@ -239,7 +226,7 @@ class FreqaiDataDrawer:
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if isinstance(object, np.generic):
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if isinstance(object, np.generic):
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return object.item()
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return object.item()
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def get_pair_dict_info(self, pair: str) -> Tuple[str, int, bool]:
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def get_pair_dict_info(self, pair: str) -> Tuple[str, int]:
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"""
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"""
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Locate and load existing model metadata from persistent storage. If not located,
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Locate and load existing model metadata from persistent storage. If not located,
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create a new one and append the current pair to it and prepare it for its first
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create a new one and append the current pair to it and prepare it for its first
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@ -248,12 +235,9 @@ class FreqaiDataDrawer:
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:return:
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:return:
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model_filename: str = unique filename used for loading persistent objects from disk
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model_filename: str = unique filename used for loading persistent objects from disk
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trained_timestamp: int = the last time the coin was trained
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trained_timestamp: int = the last time the coin was trained
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return_null_array: bool = Follower could not find pair metadata
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"""
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"""
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pair_dict = self.pair_dict.get(pair)
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pair_dict = self.pair_dict.get(pair)
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# data_path_set = self.pair_dict.get(pair, self.empty_pair_dict).get("data_path", "")
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return_null_array = False
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if pair_dict:
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if pair_dict:
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model_filename = pair_dict["model_filename"]
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model_filename = pair_dict["model_filename"]
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@ -263,7 +247,7 @@ class FreqaiDataDrawer:
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model_filename = ""
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model_filename = ""
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trained_timestamp = 0
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trained_timestamp = 0
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return model_filename, trained_timestamp, return_null_array
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return model_filename, trained_timestamp
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def set_pair_dict_info(self, metadata: dict) -> None:
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def set_pair_dict_info(self, metadata: dict) -> None:
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pair_in_dict = self.pair_dict.get(metadata["pair"])
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pair_in_dict = self.pair_dict.get(metadata["pair"])
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@ -417,12 +401,6 @@ class FreqaiDataDrawer:
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shutil.rmtree(v)
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shutil.rmtree(v)
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deleted += 1
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deleted += 1
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def update_follower_metadata(self):
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# follower needs to load from disk to get any changes made by leader to pair_dict
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self.load_drawer_from_disk()
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if self.config.get("freqai", {}).get("purge_old_models", False):
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self.purge_old_models()
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def save_metadata(self, dk: FreqaiDataKitchen) -> None:
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def save_metadata(self, dk: FreqaiDataKitchen) -> None:
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"""
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"""
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Saves only metadata for backtesting studies if user prefers
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Saves only metadata for backtesting studies if user prefers
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@ -227,7 +227,7 @@ class IFreqaiModel(ABC):
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logger.warning(f'{pair} not in current whitelist, removing from train queue.')
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logger.warning(f'{pair} not in current whitelist, removing from train queue.')
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continue
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continue
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(_, trained_timestamp, _) = self.dd.get_pair_dict_info(pair)
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(_, trained_timestamp) = self.dd.get_pair_dict_info(pair)
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dk = FreqaiDataKitchen(self.config, self.live, pair)
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dk = FreqaiDataKitchen(self.config, self.live, pair)
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(
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(
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@ -285,7 +285,7 @@ class IFreqaiModel(ABC):
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# following tr_train. Both of these windows slide through the
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# following tr_train. Both of these windows slide through the
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# entire backtest
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# entire backtest
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for tr_train, tr_backtest in zip(dk.training_timeranges, dk.backtesting_timeranges):
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for tr_train, tr_backtest in zip(dk.training_timeranges, dk.backtesting_timeranges):
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(_, _, _) = self.dd.get_pair_dict_info(pair)
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(_, _) = self.dd.get_pair_dict_info(pair)
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train_it += 1
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train_it += 1
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total_trains = len(dk.backtesting_timeranges)
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total_trains = len(dk.backtesting_timeranges)
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self.training_timerange = tr_train
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self.training_timerange = tr_train
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@ -382,7 +382,7 @@ class IFreqaiModel(ABC):
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"""
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"""
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# get the model metadata associated with the current pair
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# get the model metadata associated with the current pair
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(_, trained_timestamp, return_null_array) = self.dd.get_pair_dict_info(metadata["pair"])
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(_, trained_timestamp) = self.dd.get_pair_dict_info(metadata["pair"])
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# append the historic data once per round
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# append the historic data once per round
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if self.dd.historic_data:
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if self.dd.historic_data:
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