Improve visual display of progressbar

Bug fix: FreqAI backtest target setting

docs/backtesting.md

@@ -274,19 +274,20 @@ A backtesting result will look like that:
 | XRP/BTC  |      35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
 | ZEC/BTC  |      22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
 | TOTAL    |     429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
-========================================================= EXIT REASON STATS ==========================================================
-| Exit Reason        |   Exits |  Wins |  Draws |  Losses |
-|:-------------------|--------:|------:|-------:|--------:|
-| trailing_stop_loss |     205 |   150 |      0 |      55 |
-| stop_loss          |     166 |     0 |      0 |     166 |
-| exit_signal        |      56 |    36 |      0 |      20 |
-| force_exit         |       2 |     0 |      0 |       2 |
 ====================================================== LEFT OPEN TRADES REPORT ======================================================
 | Pair     |  Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
 |:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
 | ADA/BTC  |        1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
 | LTC/BTC  |        1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
 | TOTAL    |        2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
+==================== EXIT REASON STATS ====================
+| Exit Reason        |   Exits |  Wins |  Draws |  Losses |
+|:-------------------|--------:|------:|-------:|--------:|
+| trailing_stop_loss |     205 |   150 |      0 |      55 |
+| stop_loss          |     166 |     0 |      0 |     166 |
+| exit_signal        |      56 |    36 |      0 |      20 |
+| force_exit         |       2 |     0 |      0 |       2 |
+
 ================== SUMMARY METRICS ==================
 | Metric                      | Value               |
 |-----------------------------+---------------------|

freqtrade/freqai/data_kitchen.py

@@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
 
         return dataframe
 
-    def use_strategy_to_populate_indicators(
+    def use_strategy_to_populate_indicators(  # noqa: C901
         self,
         strategy: IStrategy,
         corr_dataframes: dict = {},
@@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
                 dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
                                                    corr_dataframes, base_dataframes, True)
 
+        if self.live:
             dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
+            dataframe = self.remove_special_chars_from_feature_names(dataframe)
 
         self.get_unique_classes_from_labels(dataframe)
 
-        dataframe = self.remove_special_chars_from_feature_names(dataframe)
-
         if self.config.get('reduce_df_footprint', False):
             dataframe = reduce_dataframe_footprint(dataframe)
 

freqtrade/freqai/freqai_interface.py

@@ -306,7 +306,7 @@ class IFreqaiModel(ABC):
                 if check_features:
                     self.dd.load_metadata(dk)
                     dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
-                        strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"]
+                        strategy, prediction_dataframe=dataframe.tail(1), pair=pair
                     )
                     dk.find_features(dataframe_dummy_features)
                     self.check_if_feature_list_matches_strategy(dk)
@@ -316,7 +316,7 @@ class IFreqaiModel(ABC):
             else:
                 if populate_indicators:
                     dataframe = self.dk.use_strategy_to_populate_indicators(
-                        strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
+                        strategy, prediction_dataframe=dataframe, pair=pair
                     )
                     populate_indicators = False
 
@@ -332,6 +332,10 @@ class IFreqaiModel(ABC):
                 dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
                 dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
 
+                dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
+                dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
+                dk.get_unique_classes_from_labels(dataframe_train)
+
                 if not self.model_exists(dk):
                     dk.find_features(dataframe_train)
                     dk.find_labels(dataframe_train)

freqtrade/loggers/__init__.py

@@ -1,24 +1,11 @@
 import logging
-import sys
 from logging import Formatter
-from logging.handlers import BufferingHandler, RotatingFileHandler, SysLogHandler
+from logging.handlers import RotatingFileHandler, SysLogHandler
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
-
+from freqtrade.loggers.buffering_handler import FTBufferingHandler
-
+from freqtrade.loggers.std_err_stream_handler import FTStdErrStreamHandler
-class FTBufferingHandler(BufferingHandler):
-    def flush(self):
-        """
-        Override Flush behaviour - we keep half of the configured capacity
-        otherwise, we have moments with "empty" logs.
-        """
-        self.acquire()
-        try:
-            # Keep half of the records in buffer.
-            self.buffer = self.buffer[-int(self.capacity / 2):]
-        finally:
-            self.release()
 
 
 logger = logging.getLogger(__name__)
@@ -69,7 +56,7 @@ def setup_logging_pre() -> None:
     logging.basicConfig(
         level=logging.INFO,
         format=LOGFORMAT,
-        handlers=[logging.StreamHandler(sys.stderr), bufferHandler]
+        handlers=[FTStdErrStreamHandler(), bufferHandler]
     )
 
 

freqtrade/loggers/buffering_handler.py

@@ -0,0 +1,15 @@
+from logging.handlers import BufferingHandler
+
+
+class FTBufferingHandler(BufferingHandler):
+    def flush(self):
+        """
+        Override Flush behaviour - we keep half of the configured capacity
+        otherwise, we have moments with "empty" logs.
+        """
+        self.acquire()
+        try:
+            # Keep half of the records in buffer.
+            self.buffer = self.buffer[-int(self.capacity / 2):]
+        finally:
+            self.release()

freqtrade/loggers/std_err_stream_handler.py

@@ -0,0 +1,26 @@
+import sys
+from logging import Handler
+
+
+class FTStdErrStreamHandler(Handler):
+    def flush(self):
+        """
+        Override Flush behaviour - we keep half of the configured capacity
+        otherwise, we have moments with "empty" logs.
+        """
+        self.acquire()
+        try:
+            sys.stderr.flush()
+        finally:
+            self.release()
+
+    def emit(self, record):
+        try:
+            msg = self.format(record)
+            # Don't keep a reference to stderr - this can be problematic with progressbars.
+            sys.stderr.write(msg + '\n')
+            self.flush()
+        except RecursionError:
+            raise
+        except Exception:
+            self.handleError(record)

freqtrade/optimize/hyperopt.py

@@ -13,13 +13,13 @@ from math import ceil
 from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
 
-import progressbar
 import rapidjson
-from colorama import Fore, Style
 from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
 from joblib.externals import cloudpickle
 from pandas import DataFrame
+from rich.progress import (BarColumn, MofNCompleteColumn, Progress, TaskProgressColumn, TextColumn,
+                           TimeElapsedColumn, TimeRemainingColumn)
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN, Config
 from freqtrade.data.converter import trim_dataframes
@@ -44,8 +44,6 @@ with warnings.catch_warnings():
     from skopt import Optimizer
     from skopt.space import Dimension
 
-progressbar.streams.wrap_stderr()
-progressbar.streams.wrap_stdout()
 logger = logging.getLogger(__name__)
 
 
@@ -520,29 +518,6 @@ class Hyperopt:
         else:
             return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
 
-    def get_progressbar_widgets(self):
-        if self.print_colorized:
-            widgets = [
-                ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
-                ' (', progressbar.Percentage(), ')] ',
-                progressbar.Bar(marker=progressbar.AnimatedMarker(
-                    fill='\N{FULL BLOCK}',
-                    fill_wrap=Fore.GREEN + '{}' + Fore.RESET,
-                    marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL,
-                )),
-                ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
-            ]
-        else:
-            widgets = [
-                ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
-                ' (', progressbar.Percentage(), ')] ',
-                progressbar.Bar(marker=progressbar.AnimatedMarker(
-                    fill='\N{FULL BLOCK}',
-                )),
-                ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
-            ]
-        return widgets
-
     def evaluate_result(self, val: Dict[str, Any], current: int, is_random: bool):
         """
         Evaluate results returned from generate_optimizer
@@ -602,11 +577,19 @@ class Hyperopt:
                 logger.info(f'Effective number of parallel workers used: {jobs}')
 
                 # Define progressbar
-                widgets = self.get_progressbar_widgets()
+                with Progress(
-                with progressbar.ProgressBar(
+                    TextColumn("[progress.description]{task.description}"),
-                    max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
+                    BarColumn(bar_width=None),
-                    widgets=widgets
+                    MofNCompleteColumn(),
+                    TaskProgressColumn(),
+                    "•",
+                    TimeElapsedColumn(),
+                    "•",
+                    TimeRemainingColumn(),
+                    expand=True,
                 ) as pbar:
+                    task = pbar.add_task("Epochs", total=self.total_epochs)
+
                     start = 0
 
                     if self.analyze_per_epoch:
@@ -616,7 +599,7 @@ class Hyperopt:
                         f_val0 = self.generate_optimizer(asked[0])
                         self.opt.tell(asked, [f_val0['loss']])
                         self.evaluate_result(f_val0, 1, is_random[0])
-                        pbar.update(1)
+                        pbar.update(task, advance=1)
                         start += 1
 
                     evals = ceil((self.total_epochs - start) / jobs)
@@ -630,14 +613,12 @@ class Hyperopt:
                         f_val = self.run_optimizer_parallel(parallel, asked)
                         self.opt.tell(asked, [v['loss'] for v in f_val])
 
-                        # Calculate progressbar outputs
                         for j, val in enumerate(f_val):
                             # Use human-friendly indexes here (starting from 1)
                             current = i * jobs + j + 1 + start
 
                             self.evaluate_result(val, current, is_random[j])
-
+                            pbar.update(task, advance=1)
-                            pbar.update(current)
 
         except KeyboardInterrupt:
             print('User interrupted..')

freqtrade/optimize/optimize_reports.py

@@ -865,6 +865,11 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
     print(table)
 
+    table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
+    if isinstance(table, str) and len(table) > 0:
+        print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
+    print(table)
+
     if (results.get('results_per_enter_tag') is not None
             or results.get('results_per_buy_tag') is not None):
         # results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
@@ -884,11 +889,6 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))
     print(table)
 
-    table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
-    if isinstance(table, str) and len(table) > 0:
-        print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
-    print(table)
-
     for period in backtest_breakdown:
         days_breakdown_stats = generate_periodic_breakdown_stats(
             trade_list=results['trades'], period=period)
@@ -917,11 +917,11 @@ def show_backtest_results(config: Config, backtest_stats: Dict):
             strategy, results, stake_currency,
             config.get('backtest_breakdown', []))
 
-    if len(backtest_stats['strategy']) > 1:
+    if len(backtest_stats['strategy']) > 0:
         # Print Strategy summary table
 
         table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
-        print(f"{results['backtest_start']} -> {results['backtest_end']} |"
+        print(f"Backtested {results['backtest_start']} -> {results['backtest_end']} |"
               f" Max open trades : {results['max_open_trades']}")
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)

requirements-hyperopt.txt

@@ -6,4 +6,3 @@ scipy==1.10.1
 scikit-learn==1.1.3
 scikit-optimize==0.9.0
 filelock==3.10.6
-progressbar2==4.2.0

requirements.txt

@@ -20,6 +20,7 @@ jinja2==3.1.2
 tables==3.8.0
 blosc==1.11.1
 joblib==1.2.0
+rich==13.3.3
 pyarrow==11.0.0; platform_machine != 'armv7l'
 
 # find first, C search in arrays

setup.py

@@ -8,7 +8,6 @@ hyperopt = [
     'scikit-learn',
     'scikit-optimize>=0.7.0',
     'filelock',
-    'progressbar2',
 ]
 
 freqai = [
@@ -82,6 +81,7 @@ setup(
         'numpy',
         'pandas',
         'joblib>=1.2.0',
+        'rich',
         'pyarrow; platform_machine != "armv7l"',
         'fastapi',
         'pydantic>=1.8.0',

tests/freqai/conftest.py

@@ -119,6 +119,7 @@ def make_unfiltered_dataframe(mocker, freqai_conf):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     freqai.dk.pair = "ADA/BTC"
     data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)
@@ -152,6 +153,7 @@ def make_data_dictionary(mocker, freqai_conf):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     freqai.dk.pair = "ADA/BTC"
     data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(data_load_timerange, freqai.dk)

tests/freqai/test_freqai_datadrawer.py

@@ -19,6 +19,7 @@ def test_update_historic_data(mocker, freqai_conf):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180114")
 
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@@ -41,6 +42,7 @@ def test_load_all_pairs_histories(mocker, freqai_conf):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180114")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 
@@ -60,6 +62,7 @@ def test_get_base_and_corr_dataframes(mocker, freqai_conf):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180114")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
     sub_timerange = TimeRange.parse_timerange("20180111-20180114")
@@ -87,6 +90,7 @@ def test_use_strategy_to_populate_indicators(mocker, freqai_conf):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180114")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
     sub_timerange = TimeRange.parse_timerange("20180111-20180114")
@@ -103,8 +107,9 @@ def test_get_timerange_from_live_historic_predictions(mocker, freqai_conf):
     exchange = get_patched_exchange(mocker, freqai_conf)
     strategy.dp = DataProvider(freqai_conf, exchange)
     freqai = strategy.freqai
-    freqai.live = True
+    freqai.live = False
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = False
     timerange = TimeRange.parse_timerange("20180126-20180130")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
     sub_timerange = TimeRange.parse_timerange("20180128-20180130")

tests/freqai/test_freqai_datakitchen.py

@@ -180,6 +180,7 @@ def test_get_full_model_path(mocker, freqai_conf, model):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 

tests/freqai/test_freqai_interface.py

@@ -87,6 +87,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
     freqai.live = True
     freqai.can_short = can_short
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     freqai.dk.set_paths('ADA/BTC', 10000)
     timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
@@ -135,6 +136,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 
@@ -178,6 +180,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 
@@ -371,6 +374,9 @@ def test_backtesting_fit_live_predictions(mocker, freqai_conf, caplog):
     sub_timerange = TimeRange.parse_timerange("20180129-20180130")
     corr_df, base_df = freqai.dd.get_base_and_corr_dataframes(sub_timerange, "LTC/BTC", freqai.dk)
     df = freqai.dk.use_strategy_to_populate_indicators(strategy, corr_df, base_df, "LTC/BTC")
+    df = strategy.set_freqai_targets(df.copy(), metadata={"pair": "LTC/BTC"})
+    df = freqai.dk.remove_special_chars_from_feature_names(df)
+    freqai.dk.get_unique_classes_from_labels(df)
     freqai.dk.pair = "ADA/BTC"
     freqai.dk.full_df = df.fillna(0)
     freqai.dk.full_df
@@ -394,6 +400,7 @@ def test_principal_component_analysis(mocker, freqai_conf):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 
@@ -425,10 +432,12 @@ def test_plot_feature_importance(mocker, freqai_conf):
     freqai = strategy.freqai
     freqai.live = True
     freqai.dk = FreqaiDataKitchen(freqai_conf)
+    freqai.dk.live = True
     timerange = TimeRange.parse_timerange("20180110-20180130")
     freqai.dd.load_all_pair_histories(timerange, freqai.dk)
 
-    freqai.dd.pair_dict = MagicMock()
+    freqai.dd.pair_dict = {"ADA/BTC": {"model_filename": "fake_name",
+                                       "trained_timestamp": 1, "data_path": "", "extras": {}}}
 
     data_load_timerange = TimeRange.parse_timerange("20180110-20180130")
     new_timerange = TimeRange.parse_timerange("20180120-20180130")

tests/test_configuration.py

@@ -23,7 +23,8 @@ from freqtrade.configuration.load_config import (load_config_file, load_file, lo
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL, ENV_VAR_PREFIX
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.loggers import FTBufferingHandler, _set_loggers, setup_logging, setup_logging_pre
+from freqtrade.loggers import (FTBufferingHandler, FTStdErrStreamHandler, _set_loggers,
+                               setup_logging, setup_logging_pre)
 from tests.conftest import (CURRENT_TEST_STRATEGY, log_has, log_has_re,
                             patched_configuration_load_config_file)
 
@@ -658,7 +659,7 @@ def test_set_loggers_syslog():
     setup_logging(config)
     assert len(logger.handlers) == 3
     assert [x for x in logger.handlers if type(x) == logging.handlers.SysLogHandler]
-    assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
+    assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
     assert [x for x in logger.handlers if type(x) == FTBufferingHandler]
     # setting up logging again should NOT cause the loggers to be added a second time.
     setup_logging(config)
@@ -681,7 +682,7 @@ def test_set_loggers_Filehandler(tmpdir):
     setup_logging(config)
     assert len(logger.handlers) == 3
     assert [x for x in logger.handlers if type(x) == logging.handlers.RotatingFileHandler]
-    assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
+    assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
     assert [x for x in logger.handlers if type(x) == FTBufferingHandler]
     # setting up logging again should NOT cause the loggers to be added a second time.
     setup_logging(config)
@@ -706,7 +707,7 @@ def test_set_loggers_journald(mocker):
     setup_logging(config)
     assert len(logger.handlers) == 3
     assert [x for x in logger.handlers if type(x).__name__ == "JournaldLogHandler"]
-    assert [x for x in logger.handlers if type(x) == logging.StreamHandler]
+    assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
     # reset handlers to not break pytest
     logger.handlers = orig_handlers