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remove analysis_lock and realign example hybrid strat

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This commit is contained in:
robcaulk 2022-10-30 17:07:33 +01:00
parent 391c3f56f7
commit d59a7fa2f9
2 changed files with 10 additions and 15 deletions
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9
freqtrade/freqai/freqai_interface.py
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@ -6,7 +6,6 @@ from abc import ABC, abstractmethod
from collections import deque from collections import deque
from datetime import datetime, timezone from datetime import datetime, timezone
from pathlib import Path from pathlib import Path
from threading import Lock
from typing import Any, Dict, List, Literal, Tuple from typing import Any, Dict, List, Literal, Tuple
import numpy as np import numpy as np
@ -84,7 +83,6 @@ class IFreqaiModel(ABC):
self.pair_it_train = 0 self.pair_it_train = 0
self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist")) self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
self.train_queue = self._set_train_queue() self.train_queue = self._set_train_queue()
self.analysis_lock = Lock()
self.inference_time: float = 0 self.inference_time: float = 0
self.train_time: float = 0 self.train_time: float = 0
self.begin_time: float = 0 self.begin_time: float = 0
@ -563,10 +561,9 @@ 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 )
)
unfiltered_dataframe = dk.slice_dataframe(new_trained_timerange, unfiltered_dataframe) unfiltered_dataframe = dk.slice_dataframe(new_trained_timerange, unfiltered_dataframe)

16
freqtrade/templates/FreqaiHybridExampleStrategy.py
View File

@ -110,8 +110,6 @@ class FreqaiExampleHybridStrategy(IStrategy):
:param informative: the dataframe associated with the informative pair :param informative: the dataframe associated with the informative pair
""" """
coin = pair.split('/')[0]
if informative is None: if informative is None:
informative = self.dp.get_pair_dataframe(pair, tf) informative = self.dp.get_pair_dataframe(pair, tf)
@ -119,13 +117,13 @@ class FreqaiExampleHybridStrategy(IStrategy):
for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]: for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]:
t = int(t) t = int(t)
informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t) informative[f"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t) informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
informative[f"%-{coin}adx-period_{t}"] = ta.ADX(informative, timeperiod=t) informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, timeperiod=t)
informative[f"%-{coin}sma-period_{t}"] = ta.SMA(informative, timeperiod=t) informative[f"%-{pair}sma-period_{t}"] = ta.SMA(informative, timeperiod=t)
informative[f"%-{coin}ema-period_{t}"] = ta.EMA(informative, timeperiod=t) informative[f"%-{pair}ema-period_{t}"] = ta.EMA(informative, timeperiod=t)
informative[f"%-{coin}roc-period_{t}"] = ta.ROC(informative, timeperiod=t) informative[f"%-{pair}roc-period_{t}"] = ta.ROC(informative, timeperiod=t)
informative[f"%-{coin}relative_volume-period_{t}"] = ( informative[f"%-{pair}relative_volume-period_{t}"] = (
informative["volume"] / informative["volume"].rolling(t).mean() informative["volume"] / informative["volume"].rolling(t).mean()
) )