import logging from pathlib import Path from typing import Any, Dict # , Tuple # import numpy.typing as npt import torch as th from pandas import DataFrame from stable_baselines3.common.callbacks import EvalCallback from stable_baselines3.common.vec_env import SubprocVecEnv from freqtrade.freqai.data_kitchen import FreqaiDataKitchen from freqtrade.freqai.RL.BaseReinforcementLearningModel import (BaseReinforcementLearningModel, make_env) logger = logging.getLogger(__name__) class ReinforcementLearner_multiproc(BaseReinforcementLearningModel): """ User created Reinforcement Learning Model prediction model. """ def fit(self, data_dictionary: Dict[str, Any], dk: FreqaiDataKitchen, **kwargs): train_df = data_dictionary["train_features"] total_timesteps = self.freqai_info["rl_config"]["train_cycles"] * len(train_df) # model arch policy_kwargs = dict(activation_fn=th.nn.ReLU, net_arch=self.net_arch) if dk.pair not in self.dd.model_dictionary or not self.continual_learning: model = self.MODELCLASS(self.policy_type, self.train_env, policy_kwargs=policy_kwargs, tensorboard_log=Path( dk.full_path / "tensorboard" / dk.pair.split('/')[0]), **self.freqai_info['model_training_parameters'] ) else: logger.info('Continual learning activated - starting training from previously ' 'trained agent.') model = self.dd.model_dictionary[dk.pair] model.set_env(self.train_env) model.learn( total_timesteps=int(total_timesteps), callback=self.eval_callback ) if Path(dk.data_path / "best_model.zip").is_file(): logger.info('Callback found a best model.') best_model = self.MODELCLASS.load(dk.data_path / "best_model") return best_model logger.info('Couldnt find best model, using final model instead.') return model def set_train_and_eval_environments(self, data_dictionary: Dict[str, Any], prices_train: DataFrame, prices_test: DataFrame, dk: FreqaiDataKitchen): """ User can override this if they are using a custom MyRLEnv :param data_dictionary: dict = common data dictionary containing train and test features/labels/weights. :param prices_train/test: DataFrame = dataframe comprised of the prices to be used in the environment during training or testing :param dk: FreqaiDataKitchen = the datakitchen for the current pair """ train_df = data_dictionary["train_features"] test_df = data_dictionary["test_features"] env_id = "train_env" self.train_env = SubprocVecEnv([make_env(self.MyRLEnv, env_id, i, 1, train_df, prices_train, self.reward_params, self.CONV_WIDTH, monitor=True, config=self.config) for i in range(self.max_threads)]) eval_env_id = 'eval_env' self.eval_env = SubprocVecEnv([make_env(self.MyRLEnv, eval_env_id, i, 1, test_df, prices_test, self.reward_params, self.CONV_WIDTH, monitor=True, config=self.config) for i in range(self.max_threads)]) self.eval_callback = EvalCallback(self.eval_env, deterministic=True, render=False, eval_freq=len(train_df), best_model_save_path=str(dk.data_path))