fix lock bug, update docstring
This commit is contained in:
parent
464d99808f
commit
ad846cdb76
@ -38,8 +38,7 @@ class FreqaiDataDrawer:
|
|||||||
"""
|
"""
|
||||||
Class aimed at holding all pair models/info in memory for better inferencing/retrainig/saving
|
Class aimed at holding all pair models/info in memory for better inferencing/retrainig/saving
|
||||||
/loading to/from disk.
|
/loading to/from disk.
|
||||||
This object remains persistent throughout live/dry, unlike FreqaiDataKitchen, which is
|
This object remains persistent throughout live/dry.
|
||||||
reinstantiated for each coin.
|
|
||||||
|
|
||||||
Record of contribution:
|
Record of contribution:
|
||||||
FreqAI was developed by a group of individuals who all contributed specific skillsets to the
|
FreqAI was developed by a group of individuals who all contributed specific skillsets to the
|
||||||
@ -56,7 +55,7 @@ class FreqaiDataDrawer:
|
|||||||
|
|
||||||
Beta testing and bug reporting:
|
Beta testing and bug reporting:
|
||||||
@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
|
@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
|
||||||
Juha Nykänen @suikula, Wagner Costa @wagnercosta
|
Juha Nykänen @suikula, Wagner Costa @wagnercosta, Johan Vlugt @Jooopieeert
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(self, full_path: Path, config: dict, follow_mode: bool = False):
|
def __init__(self, full_path: Path, config: dict, follow_mode: bool = False):
|
||||||
@ -85,6 +84,7 @@ class FreqaiDataDrawer:
|
|||||||
self.load_historic_predictions_from_disk()
|
self.load_historic_predictions_from_disk()
|
||||||
self.training_queue: Dict[str, int] = {}
|
self.training_queue: Dict[str, int] = {}
|
||||||
self.history_lock = threading.Lock()
|
self.history_lock = threading.Lock()
|
||||||
|
self.save_lock = threading.Lock()
|
||||||
self.old_DBSCAN_eps: Dict[str, float] = {}
|
self.old_DBSCAN_eps: Dict[str, float] = {}
|
||||||
self.empty_pair_dict: pair_info = {
|
self.empty_pair_dict: pair_info = {
|
||||||
"model_filename": "", "trained_timestamp": 0,
|
"model_filename": "", "trained_timestamp": 0,
|
||||||
@ -145,6 +145,7 @@ class FreqaiDataDrawer:
|
|||||||
"""
|
"""
|
||||||
Save data drawer full of all pair model metadata in present model folder.
|
Save data drawer full of all pair model metadata in present model folder.
|
||||||
"""
|
"""
|
||||||
|
with self.save_lock:
|
||||||
with open(self.pair_dictionary_path, 'w') as fp:
|
with open(self.pair_dictionary_path, 'w') as fp:
|
||||||
rapidjson.dump(self.pair_dict, fp, default=self.np_encoder,
|
rapidjson.dump(self.pair_dict, fp, default=self.np_encoder,
|
||||||
number_mode=rapidjson.NM_NATIVE)
|
number_mode=rapidjson.NM_NATIVE)
|
||||||
|
@ -3,7 +3,6 @@ import datetime
|
|||||||
import logging
|
import logging
|
||||||
import shutil
|
import shutil
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from threading import Lock
|
|
||||||
from typing import Any, Dict, List, Tuple
|
from typing import Any, Dict, List, Tuple
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
@ -35,6 +34,9 @@ class FreqaiDataKitchen:
|
|||||||
Class designed to analyze data for a single pair. Employed by the IFreqaiModel class.
|
Class designed to analyze data for a single pair. Employed by the IFreqaiModel class.
|
||||||
Functionalities include holding, saving, loading, and analyzing the data.
|
Functionalities include holding, saving, loading, and analyzing the data.
|
||||||
|
|
||||||
|
This object is not persistent, it is reinstantiated for each coin, each time the coin
|
||||||
|
model needs to be inferenced or trained.
|
||||||
|
|
||||||
Record of contribution:
|
Record of contribution:
|
||||||
FreqAI was developed by a group of individuals who all contributed specific skillsets to the
|
FreqAI was developed by a group of individuals who all contributed specific skillsets to the
|
||||||
project.
|
project.
|
||||||
@ -50,7 +52,7 @@ class FreqaiDataKitchen:
|
|||||||
|
|
||||||
Beta testing and bug reporting:
|
Beta testing and bug reporting:
|
||||||
@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
|
@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
|
||||||
Juha Nykänen @suikula, Wagner Costa @wagnercosta
|
Juha Nykänen @suikula, Wagner Costa @wagnercosta, Johan Vlugt @Jooopieeert
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(
|
def __init__(
|
||||||
@ -71,7 +73,6 @@ class FreqaiDataKitchen:
|
|||||||
self.model_filename: str = ""
|
self.model_filename: str = ""
|
||||||
self.live = live
|
self.live = live
|
||||||
self.pair = pair
|
self.pair = pair
|
||||||
self.analysis_lock = Lock()
|
|
||||||
|
|
||||||
self.svm_model: linear_model.SGDOneClassSVM = None
|
self.svm_model: linear_model.SGDOneClassSVM = None
|
||||||
self.keras: bool = self.freqai_config.get("keras", False)
|
self.keras: bool = self.freqai_config.get("keras", False)
|
||||||
@ -964,7 +965,6 @@ class FreqaiDataKitchen:
|
|||||||
for tf in tfs:
|
for tf in tfs:
|
||||||
if tf == tfs[-1]:
|
if tf == tfs[-1]:
|
||||||
sgi = True # doing this last allows user to use all tf raw prices in labels
|
sgi = True # doing this last allows user to use all tf raw prices in labels
|
||||||
with self.analysis_lock:
|
|
||||||
dataframe = strategy.populate_any_indicators(
|
dataframe = strategy.populate_any_indicators(
|
||||||
pair,
|
pair,
|
||||||
dataframe.copy(),
|
dataframe.copy(),
|
||||||
@ -972,7 +972,6 @@ class FreqaiDataKitchen:
|
|||||||
informative=base_dataframes[tf],
|
informative=base_dataframes[tf],
|
||||||
set_generalized_indicators=sgi
|
set_generalized_indicators=sgi
|
||||||
)
|
)
|
||||||
with self.analysis_lock:
|
|
||||||
if pairs:
|
if pairs:
|
||||||
for i in pairs:
|
for i in pairs:
|
||||||
if pair in i:
|
if pair in i:
|
||||||
|
@ -12,7 +12,7 @@ import numpy as np
|
|||||||
import pandas as pd
|
import pandas as pd
|
||||||
from numpy.typing import NDArray
|
from numpy.typing import NDArray
|
||||||
from pandas import DataFrame
|
from pandas import DataFrame
|
||||||
|
from threading import Lock
|
||||||
from freqtrade.configuration import TimeRange
|
from freqtrade.configuration import TimeRange
|
||||||
from freqtrade.enums import RunMode
|
from freqtrade.enums import RunMode
|
||||||
from freqtrade.exceptions import OperationalException
|
from freqtrade.exceptions import OperationalException
|
||||||
@ -52,7 +52,7 @@ class IFreqaiModel(ABC):
|
|||||||
|
|
||||||
Beta testing and bug reporting:
|
Beta testing and bug reporting:
|
||||||
@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
|
@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm
|
||||||
Juha Nykänen @suikula, Wagner Costa @wagnercosta
|
Juha Nykänen @suikula, Wagner Costa @wagnercosta, Johan Vlugt @Jooopieeert
|
||||||
"""
|
"""
|
||||||
|
|
||||||
def __init__(self, config: Dict[str, Any]) -> None:
|
def __init__(self, config: Dict[str, Any]) -> None:
|
||||||
@ -81,6 +81,7 @@ class IFreqaiModel(ABC):
|
|||||||
self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
|
self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
|
||||||
self.last_trade_database_summary: DataFrame = {}
|
self.last_trade_database_summary: DataFrame = {}
|
||||||
self.current_trade_database_summary: DataFrame = {}
|
self.current_trade_database_summary: DataFrame = {}
|
||||||
|
self.analysis_lock = Lock()
|
||||||
|
|
||||||
def assert_config(self, config: Dict[str, Any]) -> None:
|
def assert_config(self, config: Dict[str, Any]) -> None:
|
||||||
|
|
||||||
@ -114,7 +115,7 @@ class IFreqaiModel(ABC):
|
|||||||
elif not self.follow_mode:
|
elif not self.follow_mode:
|
||||||
self.dk = FreqaiDataKitchen(self.config, self.live, metadata["pair"])
|
self.dk = FreqaiDataKitchen(self.config, self.live, metadata["pair"])
|
||||||
logger.info(f"Training {len(self.dk.training_timeranges)} timeranges")
|
logger.info(f"Training {len(self.dk.training_timeranges)} timeranges")
|
||||||
|
with self.analysis_lock:
|
||||||
dataframe = self.dk.use_strategy_to_populate_indicators(
|
dataframe = self.dk.use_strategy_to_populate_indicators(
|
||||||
strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
|
strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
|
||||||
)
|
)
|
||||||
@ -289,6 +290,7 @@ class IFreqaiModel(ABC):
|
|||||||
# load the model and associated data into the data kitchen
|
# load the model and associated data into the data kitchen
|
||||||
self.model = self.dd.load_data(metadata["pair"], dk)
|
self.model = self.dd.load_data(metadata["pair"], dk)
|
||||||
|
|
||||||
|
with self.analysis_lock:
|
||||||
dataframe = self.dk.use_strategy_to_populate_indicators(
|
dataframe = self.dk.use_strategy_to_populate_indicators(
|
||||||
strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
|
strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
|
||||||
)
|
)
|
||||||
@ -485,6 +487,7 @@ class IFreqaiModel(ABC):
|
|||||||
data_load_timerange, pair, dk
|
data_load_timerange, pair, dk
|
||||||
)
|
)
|
||||||
|
|
||||||
|
with self.analysis_lock:
|
||||||
unfiltered_dataframe = dk.use_strategy_to_populate_indicators(
|
unfiltered_dataframe = dk.use_strategy_to_populate_indicators(
|
||||||
strategy, corr_dataframes, base_dataframes, pair
|
strategy, corr_dataframes, base_dataframes, pair
|
||||||
)
|
)
|
||||||
@ -500,7 +503,7 @@ class IFreqaiModel(ABC):
|
|||||||
dk.set_new_model_names(pair, new_trained_timerange)
|
dk.set_new_model_names(pair, new_trained_timerange)
|
||||||
self.dd.pair_dict[pair]["first"] = False
|
self.dd.pair_dict[pair]["first"] = False
|
||||||
if self.dd.pair_dict[pair]["priority"] == 1 and self.scanning:
|
if self.dd.pair_dict[pair]["priority"] == 1 and self.scanning:
|
||||||
with dk.analysis_lock:
|
with self.analysis_lock:
|
||||||
self.dd.pair_to_end_of_training_queue(pair)
|
self.dd.pair_to_end_of_training_queue(pair)
|
||||||
self.dd.save_data(model, pair, dk)
|
self.dd.save_data(model, pair, dk)
|
||||||
|
|
||||||
|
Loading…
Reference in New Issue
Block a user