give users ability to decide how many models to keep in dry/live

freqtrade/constants.py

@@ -546,7 +546,7 @@ CONF_SCHEMA = {
                 "enabled": {"type": "boolean", "default": False},
                 "keras": {"type": "boolean", "default": False},
                 "write_metrics_to_disk": {"type": "boolean", "default": False},
-                "purge_old_models": {"type": "boolean", "default": True},
+                "purge_old_models": {"type": ["boolean", "number"], "default": 2},
                 "conv_width": {"type": "integer", "default": 1},
                 "train_period_days": {"type": "integer", "default": 0},
                 "backtest_period_days": {"type": "number", "default": 7},

freqtrade/freqai/data_drawer.py

@@ -366,6 +366,12 @@ class FreqaiDataDrawer:
 
     def purge_old_models(self) -> None:
 
+        num_keep = self.freqai_info["purge_old_models"]
+        if not num_keep:
+            return
+        elif type(num_keep) == bool:
+            num_keep = 2
+
         model_folders = [x for x in self.full_path.iterdir() if x.is_dir()]
 
         pattern = re.compile(r"sub-train-(\w+)_(\d{10})")
@@ -388,11 +394,11 @@ class FreqaiDataDrawer:
                 delete_dict[coin]["timestamps"][int(timestamp)] = dir
 
         for coin in delete_dict:
-            if delete_dict[coin]["num_folders"] > 2:
+            if delete_dict[coin]["num_folders"] > num_keep:
                 sorted_dict = collections.OrderedDict(
                     sorted(delete_dict[coin]["timestamps"].items())
                 )
-                num_delete = len(sorted_dict) - 2
+                num_delete = len(sorted_dict) - num_keep
                 deleted = 0
                 for k, v in sorted_dict.items():
                     if deleted >= num_delete:

freqtrade/freqai/freqai_interface.py

@@ -629,8 +629,7 @@ class IFreqaiModel(ABC):
         if self.plot_features:
             plot_feature_importance(model, pair, dk, self.plot_features)
 
-        if self.freqai_info.get("purge_old_models", False):
-            self.dd.purge_old_models()
+        self.dd.purge_old_models()
 
     def set_initial_historic_predictions(
         self, pred_df: DataFrame, dk: FreqaiDataKitchen, pair: str, strat_df: DataFrame

freqtrade/templates/FreqaiExampleHybridStrategy.py

@@ -27,7 +27,7 @@ class FreqaiExampleHybridStrategy(IStrategy):
 
     "freqai": {
         "enabled": true,
-        "purge_old_models": true,
+        "purge_old_models": 2,
         "train_period_days": 15,
         "identifier": "uniqe-id",
         "feature_parameters": {