import logging from typing import Tuple from pandas import DataFrame from freqtrade.freqai.data_kitchen import FreqaiDataKitchen from freqtrade.freqai.freqai_interface import IFreqaiModel logger = logging.getLogger(__name__) class BaseTensorFlowModel(IFreqaiModel): """ Base class for TensorFlow type models. User *must* inherit from this class and set fit() and predict(). """ def return_values(self, dataframe: DataFrame, dk: FreqaiDataKitchen) -> DataFrame: """ User uses this function to add any additional return values to the dataframe. e.g. dataframe['volatility'] = dk.volatility_values """ return dataframe def train( self, unfiltered_dataframe: DataFrame, pair: str, dk: FreqaiDataKitchen ) -> Tuple[DataFrame, DataFrame]: """ Filter the training data and train a model to it. Train makes heavy use of the datakitchen for storing, saving, loading, and analyzing the data. :params: :unfiltered_dataframe: Full dataframe for the current training period :metadata: pair metadata from strategy. :returns: :model: Trained model which can be used to inference (self.predict) """ logger.info("--------------------Starting training " f"{pair} --------------------") # filter the features requested by user in the configuration file and elegantly handle NaNs features_filtered, labels_filtered = dk.filter_features( unfiltered_dataframe, dk.training_features_list, dk.label_list, training_filter=True, ) # split data into train/test data. data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered) if not self.freqai_info.get('fit_live_predictions', 0): dk.fit_labels() # normalize all data based on train_dataset only data_dictionary = dk.normalize_data(data_dictionary) # optional additional data cleaning/analysis self.data_cleaning_train(dk) logger.info( f'Training model on {len(dk.data_dictionary["train_features"].columns)}' " features" ) logger.info(f'Training model on {len(data_dictionary["train_features"])} data points') model = self.fit(data_dictionary) if pair not in self.dd.historic_predictions: self.set_initial_historic_predictions( data_dictionary['train_features'], model, dk, pair) elif self.freqai_info.get('fit_live_predictions_candles', 0): dk.fit_live_predictions() self.dd.save_historic_predictions_to_disk() logger.info(f"--------------------done training {pair}--------------------") return model