Plug mem leak, add training timer
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@ -421,7 +421,7 @@ class FreqaiDataDrawer:
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)
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)
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# if self.live:
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# if self.live:
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self.model_dictionary[dk.model_filename] = model
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self.model_dictionary[coin] = model
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self.pair_dict[coin]["model_filename"] = dk.model_filename
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self.pair_dict[coin]["model_filename"] = dk.model_filename
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self.pair_dict[coin]["data_path"] = str(dk.data_path)
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self.pair_dict[coin]["data_path"] = str(dk.data_path)
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self.save_drawer_to_disk()
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self.save_drawer_to_disk()
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@ -460,8 +460,8 @@ class FreqaiDataDrawer:
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)
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)
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# try to access model in memory instead of loading object from disk to save time
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# try to access model in memory instead of loading object from disk to save time
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if dk.live and dk.model_filename in self.model_dictionary:
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if dk.live and coin in self.model_dictionary:
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model = self.model_dictionary[dk.model_filename]
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model = self.model_dictionary[coin]
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elif not dk.keras:
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elif not dk.keras:
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model = load(dk.data_path / f"{dk.model_filename}_model.joblib")
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model = load(dk.data_path / f"{dk.model_filename}_model.joblib")
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else:
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else:
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@ -873,13 +873,6 @@ class FreqaiDataKitchen:
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data_load_timerange.stopts = int(time)
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data_load_timerange.stopts = int(time)
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retrain = True
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retrain = True
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# logger.info(
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# f"downloading data for "
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# f"{(data_load_timerange.stopts-data_load_timerange.startts)/SECONDS_IN_DAY:.2f} "
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# " days. "
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# f"Extension of {additional_seconds/SECONDS_IN_DAY:.2f} days"
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# )
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return retrain, trained_timerange, data_load_timerange
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return retrain, trained_timerange, data_load_timerange
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def set_new_model_names(self, pair: str, trained_timerange: TimeRange):
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def set_new_model_names(self, pair: str, trained_timerange: TimeRange):
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@ -80,12 +80,15 @@ class IFreqaiModel(ABC):
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logger.warning("DI threshold is not configured for Keras models yet. Deactivating.")
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logger.warning("DI threshold is not configured for Keras models yet. Deactivating.")
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self.CONV_WIDTH = self.freqai_info.get("conv_width", 2)
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self.CONV_WIDTH = self.freqai_info.get("conv_width", 2)
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self.pair_it = 0
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self.pair_it = 0
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self.pair_it_train = 0
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self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
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self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
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self.last_trade_database_summary: DataFrame = {}
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self.last_trade_database_summary: DataFrame = {}
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self.current_trade_database_summary: DataFrame = {}
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self.current_trade_database_summary: DataFrame = {}
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self.analysis_lock = Lock()
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self.analysis_lock = Lock()
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self.inference_time: float = 0
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self.inference_time: float = 0
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self.train_time: float = 0
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self.begin_time: float = 0
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self.begin_time: float = 0
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self.begin_time_train: float = 0
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self.base_tf_seconds = timeframe_to_seconds(self.config['timeframe'])
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self.base_tf_seconds = timeframe_to_seconds(self.config['timeframe'])
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def assert_config(self, config: Dict[str, Any]) -> None:
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def assert_config(self, config: Dict[str, Any]) -> None:
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@ -128,11 +131,20 @@ class IFreqaiModel(ABC):
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dk = self.start_backtesting(dataframe, metadata, self.dk)
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dk = self.start_backtesting(dataframe, metadata, self.dk)
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dataframe = dk.remove_features_from_df(dk.return_dataframe)
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dataframe = dk.remove_features_from_df(dk.return_dataframe)
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del dk
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self.clean_up()
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if self.live:
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if self.live:
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self.inference_timer('stop')
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self.inference_timer('stop')
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return dataframe
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return dataframe
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def clean_up(self):
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"""
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Objects that should be handled by GC already between coins, but
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are explicitly shown here to help demonstrate the non-persistence of these
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objects.
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"""
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self.model = None
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self.dk = None
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@threaded
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@threaded
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def start_scanning(self, strategy: IStrategy) -> None:
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def start_scanning(self, strategy: IStrategy) -> None:
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"""
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"""
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@ -159,9 +171,11 @@ class IFreqaiModel(ABC):
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dk.set_paths(pair, new_trained_timerange.stopts)
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dk.set_paths(pair, new_trained_timerange.stopts)
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if retrain:
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if retrain:
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self.train_timer('start')
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self.train_model_in_series(
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self.train_model_in_series(
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new_trained_timerange, pair, strategy, dk, data_load_timerange
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new_trained_timerange, pair, strategy, dk, data_load_timerange
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)
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)
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self.train_timer('stop')
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self.dd.save_historic_predictions_to_disk()
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self.dd.save_historic_predictions_to_disk()
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@ -480,8 +494,7 @@ class IFreqaiModel(ABC):
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data_load_timerange: TimeRange,
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data_load_timerange: TimeRange,
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):
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):
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"""
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"""
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Retrieve data and train model in single threaded mode (only used if model directory is empty
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Retrieve data and train model.
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upon startup for dry/live )
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:param new_trained_timerange: TimeRange = the timerange to train the model on
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:param new_trained_timerange: TimeRange = the timerange to train the model on
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:param metadata: dict = strategy provided metadata
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:param metadata: dict = strategy provided metadata
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:param strategy: IStrategy = user defined strategy object
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:param strategy: IStrategy = user defined strategy object
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@ -612,6 +625,24 @@ class IFreqaiModel(ABC):
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self.inference_time = 0
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self.inference_time = 0
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return
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return
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def train_timer(self, do='start'):
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"""
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Timer designed to track the cumulative time spent training the full pairlist in
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FreqAI.
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"""
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if do == 'start':
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self.pair_it_train += 1
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self.begin_time_train = time.time()
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elif do == 'stop':
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end = time.time()
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self.train_time += (end - self.begin_time_train)
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if self.pair_it_train == self.total_pairs:
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logger.info(
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f'Total time spent training pairlist {self.train_time:.2f} seconds')
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self.pair_it_train = 0
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self.train_time = 0
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return
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# Following methods which are overridden by user made prediction models.
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# Following methods which are overridden by user made prediction models.
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# See freqai/prediction_models/CatboostPredictionModel.py for an example.
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# See freqai/prediction_models/CatboostPredictionModel.py for an example.
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