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Merge pull request #1804 from hroff-1902/hyperopt-lock

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prevent hyperopt from running multiple instances simultaneously
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Matthias 2019-05-01 12:55:32 +02:00 committed by GitHub
commit e1acf0a94d
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2 changed files with 28 additions and 6 deletions
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33
freqtrade/optimize/hyperopt.py
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@ -14,6 +14,7 @@ from pathlib import Path
from pprint import pprint from pprint import pprint
from typing import Any, Dict, List from typing import Any, Dict, List
from filelock import Timeout, FileLock
from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count
from pandas import DataFrame from pandas import DataFrame
from skopt import Optimizer from skopt import Optimizer
@ -28,10 +29,14 @@ from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode from freqtrade.state import RunMode
from freqtrade.resolvers import HyperOptResolver from freqtrade.resolvers import HyperOptResolver
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
MAX_LOSS = 100000 # just a big enough number to be bad result in loss optimization MAX_LOSS = 100000 # just a big enough number to be bad result in loss optimization
TICKERDATA_PICKLE = os.path.join('user_data', 'hyperopt_tickerdata.pkl') TICKERDATA_PICKLE = os.path.join('user_data', 'hyperopt_tickerdata.pkl')
TRIALSDATA_PICKLE = os.path.join('user_data', 'hyperopt_results.pickle')
HYPEROPT_LOCKFILE = os.path.join('user_data', 'hyperopt.lock')
class Hyperopt(Backtesting): class Hyperopt(Backtesting):
@ -63,7 +68,7 @@ class Hyperopt(Backtesting):
self.expected_max_profit = 3.0 self.expected_max_profit = 3.0
# Previous evaluations # Previous evaluations
self.trials_file = os.path.join('user_data', 'hyperopt_results.pickle') self.trials_file = TRIALSDATA_PICKLE
self.trials: List = [] self.trials: List = []
def get_args(self, params): def get_args(self, params):
@ -343,9 +348,25 @@ def start(args: Namespace) -> None:
logger.info('Starting freqtrade in Hyperopt mode') logger.info('Starting freqtrade in Hyperopt mode')
# Remove noisy log messages lock = FileLock(HYPEROPT_LOCKFILE)
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
# Initialize backtesting object try:
hyperopt = Hyperopt(config) with lock.acquire(timeout=1):
hyperopt.start()
# Remove noisy log messages
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logging.getLogger('filelock').setLevel(logging.WARNING)
# Initialize backtesting object
hyperopt = Hyperopt(config)
hyperopt.start()
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
"Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit
# with non-zero exit code...
# Same in Edge and Backtesting start() functions.

1
requirements-common.txt
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@ -17,6 +17,7 @@ coinmarketcap==5.0.3
# Required for hyperopt # Required for hyperopt
scikit-optimize==0.5.2 scikit-optimize==0.5.2
filelock==3.0.10
# find first, C search in arrays # find first, C search in arrays
py_find_1st==1.1.3 py_find_1st==1.1.3