remove analysis_lock and realign example hybrid strat

pull/7612/head
robcaulk 4 years ago
parent 391c3f56f7
commit d59a7fa2f9

@ -6,7 +6,6 @@ from abc import ABC, abstractmethod
from collections import deque
from datetime import datetime, timezone
from pathlib import Path
from threading import Lock
from typing import Any, Dict, List, Literal, Tuple
import numpy as np
@ -84,7 +83,6 @@ class IFreqaiModel(ABC):
self.pair_it_train = 0
self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
self.train_queue = self._set_train_queue()
self.analysis_lock = Lock()
self.inference_time: float = 0
self.train_time: float = 0
self.begin_time: float = 0
@ -563,10 +561,9 @@ class IFreqaiModel(ABC):
data_load_timerange, pair, dk
)
with self.analysis_lock:
unfiltered_dataframe = dk.use_strategy_to_populate_indicators(
strategy, corr_dataframes, base_dataframes, pair
)
unfiltered_dataframe = dk.use_strategy_to_populate_indicators(
strategy, corr_dataframes, base_dataframes, pair
)
unfiltered_dataframe = dk.slice_dataframe(new_trained_timerange, unfiltered_dataframe)

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

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