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Merge remote-tracking branch 'origin/develop' into dev-merge-rl

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This commit is contained in:
robcaulk
2022-10-05 15:21:45 +02:00
parent 292d72d593 b0eff4160f
commit 9c73411ac2
32 changed files with 400 additions and 304 deletions
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12
freqtrade/freqai/data_drawer.py
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@@ -264,7 +264,7 @@ class FreqaiDataDrawer:
def append_model_predictions(self, pair: str, predictions: DataFrame,
do_preds: NDArray[np.int_],
dk: FreqaiDataKitchen, len_df: int) -> None:
dk: FreqaiDataKitchen, strat_df: DataFrame) -> None:
"""
Append model predictions to historic predictions dataframe, then set the
strategy return dataframe to the tail of the historic predictions. The length of
@@ -273,6 +273,7 @@ class FreqaiDataDrawer:
historic predictions.
"""
len_df = len(strat_df)
index = self.historic_predictions[pair].index[-1:]
columns = self.historic_predictions[pair].columns
@@ -300,6 +301,15 @@ class FreqaiDataDrawer:
for return_str in rets:
df[return_str].iloc[-1] = rets[return_str]
# this logic carries users between version without needing to
# change their identifier
if 'close_price' not in df.columns:
df['close_price'] = np.nan
df['date_pred'] = np.nan
df['close_price'].iloc[-1] = strat_df['close'].iloc[-1]
df['date_pred'].iloc[-1] = strat_df['date'].iloc[-1]
self.model_return_values[pair] = df.tail(len_df).reset_index(drop=True)
def attach_return_values_to_return_dataframe(

9
freqtrade/freqai/freqai_interface.py
View File

@@ -407,7 +407,7 @@ class IFreqaiModel(ABC):
# allows FreqUI to show full return values.
pred_df, do_preds = self.predict(dataframe, dk)
if pair not in self.dd.historic_predictions:
self.set_initial_historic_predictions(pred_df, dk, pair)
self.set_initial_historic_predictions(pred_df, dk, pair, dataframe)
self.dd.set_initial_return_values(pair, pred_df)
dk.return_dataframe = self.dd.attach_return_values_to_return_dataframe(pair, dataframe)
@@ -428,7 +428,7 @@ class IFreqaiModel(ABC):
if self.freqai_info.get('fit_live_predictions_candles', 0) and self.live:
self.fit_live_predictions(dk, pair)
self.dd.append_model_predictions(pair, pred_df, do_preds, dk, len(dataframe))
self.dd.append_model_predictions(pair, pred_df, do_preds, dk, dataframe)
dk.return_dataframe = self.dd.attach_return_values_to_return_dataframe(pair, dataframe)
return
@@ -597,7 +597,7 @@ class IFreqaiModel(ABC):
self.dd.purge_old_models()
def set_initial_historic_predictions(
self, pred_df: DataFrame, dk: FreqaiDataKitchen, pair: str
self, pred_df: DataFrame, dk: FreqaiDataKitchen, pair: str, strat_df: DataFrame
) -> None:
"""
This function is called only if the datadrawer failed to load an
@@ -640,6 +640,9 @@ class IFreqaiModel(ABC):
for return_str in dk.data['extra_returns_per_train']:
hist_preds_df[return_str] = 0
hist_preds_df['close_price'] = strat_df['close']
hist_preds_df['date_pred'] = strat_df['date']
# # for keras type models, the conv_window needs to be prepended so
# # viewing is correct in frequi
if self.freqai_info.get('keras', False) or self.ft_params.get('inlier_metric_window', 0):