deactivate tensorboard by default
This commit is contained in:
@@ -68,11 +68,8 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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self.unset_outlier_removal()
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self.unset_outlier_removal()
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self.net_arch = self.rl_config.get('net_arch', [128, 128])
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self.net_arch = self.rl_config.get('net_arch', [128, 128])
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self.dd.model_type = import_str
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self.dd.model_type = import_str
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if self.activate_tensorboard:
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self.tensorboard_callback: TensorboardCallback = \
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self.tensorboard_callback: TensorboardCallback = \
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TensorboardCallback(verbose=1, actions=BaseActions)
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TensorboardCallback(verbose=1, actions=BaseActions)
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else:
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self.tenorboard_callback = None
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def unset_outlier_removal(self):
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def unset_outlier_removal(self):
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"""
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"""
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@@ -159,10 +156,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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best_model_save_path=str(dk.data_path))
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best_model_save_path=str(dk.data_path))
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actions = self.train_env.get_actions()
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actions = self.train_env.get_actions()
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if self.activate_tensorboard:
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self.tensorboard_callback = TensorboardCallback(verbose=1, actions=actions)
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self.tensorboard_callback = TensorboardCallback(verbose=1, actions=actions)
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else:
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self.tensorboard_callback = None # type: ignore
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def pack_env_dict(self, pair: str) -> Dict[str, Any]:
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def pack_env_dict(self, pair: str) -> Dict[str, Any]:
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"""
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"""
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@@ -110,7 +110,7 @@ class IFreqaiModel(ABC):
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if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
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if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
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self.ft_params.update({'principal_component_analysis': False})
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self.ft_params.update({'principal_component_analysis': False})
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logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
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logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
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self.activate_tensorboard: bool = self.freqai_info.get('activate_tensorboard', True)
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self.activate_tensorboard: bool = self.freqai_info.get('activate_tensorboard', False)
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record_params(config, self.full_path)
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record_params(config, self.full_path)
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@@ -58,10 +58,14 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
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policy_kwargs = dict(activation_fn=th.nn.ReLU,
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policy_kwargs = dict(activation_fn=th.nn.ReLU,
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net_arch=self.net_arch)
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net_arch=self.net_arch)
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if self.activate_tensorboard:
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tb_path = Path(dk.full_path / "tensorboard" / dk.pair.split('/')[0])
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else:
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tb_path = None
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if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
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if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
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model = self.MODELCLASS(self.policy_type, self.train_env, policy_kwargs=policy_kwargs,
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model = self.MODELCLASS(self.policy_type, self.train_env, policy_kwargs=policy_kwargs,
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tensorboard_log=Path(
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tensorboard_log=tb_path,
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dk.full_path / "tensorboard" / dk.pair.split('/')[0]),
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**self.freqai_info.get('model_training_parameters', {})
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**self.freqai_info.get('model_training_parameters', {})
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)
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)
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else:
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else:
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@@ -70,14 +74,9 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
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model = self.dd.model_dictionary[dk.pair]
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model = self.dd.model_dictionary[dk.pair]
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model.set_env(self.train_env)
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model.set_env(self.train_env)
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callbacks = [self.eval_callback]
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if self.activate_tensorboard:
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callbacks.append(self.tensorboard_callback)
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model.learn(
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model.learn(
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total_timesteps=int(total_timesteps),
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total_timesteps=int(total_timesteps),
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callback=callbacks,
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callback=[self.eval_callback, self.tensorboard_callback],
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progress_bar=self.rl_config.get('progress_bar', False)
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progress_bar=self.rl_config.get('progress_bar', False)
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)
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)
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@@ -55,9 +55,9 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
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can_run_model(model)
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can_run_model(model)
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test_tb = True
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# test_tb = True
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if is_mac():
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# if is_mac():
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test_tb = False
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# test_tb = False
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model_save_ext = 'joblib'
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model_save_ext = 'joblib'
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freqai_conf.update({"freqaimodel": model})
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freqai_conf.update({"freqaimodel": model})
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@@ -94,7 +94,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
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strategy.freqai_info = freqai_conf.get("freqai", {})
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strategy.freqai_info = freqai_conf.get("freqai", {})
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freqai = strategy.freqai
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freqai = strategy.freqai
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freqai.live = True
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freqai.live = True
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freqai.activate_tensorboard = test_tb
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# freqai.activate_tensorboard = test_tb
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freqai.can_short = can_short
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freqai.can_short = can_short
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk.live = True
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freqai.dk.live = True
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@@ -233,7 +233,7 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
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("CatboostRegressor", 2, "freqai_test_strat"),
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("CatboostRegressor", 2, "freqai_test_strat"),
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("PyTorchMLPRegressor", 2, "freqai_test_strat"),
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("PyTorchMLPRegressor", 2, "freqai_test_strat"),
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("PyTorchTransformerRegressor", 2, "freqai_test_strat"),
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("PyTorchTransformerRegressor", 2, "freqai_test_strat"),
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("ReinforcementLearner", 3, "freqai_rl_test_strat"),
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("ReinforcementLearner", 2, "freqai_rl_test_strat"),
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("XGBoostClassifier", 2, "freqai_test_classifier"),
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("XGBoostClassifier", 2, "freqai_test_classifier"),
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("LightGBMClassifier", 2, "freqai_test_classifier"),
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("LightGBMClassifier", 2, "freqai_test_classifier"),
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("CatboostClassifier", 2, "freqai_test_classifier"),
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("CatboostClassifier", 2, "freqai_test_classifier"),
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@@ -242,9 +242,9 @@ def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
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)
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)
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def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
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def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog):
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can_run_model(model)
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can_run_model(model)
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test_tb = True
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# test_tb = True
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if is_mac():
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# if is_mac():
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test_tb = False
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# test_tb = False
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freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
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freqai_conf.get("freqai", {}).update({"save_backtest_models": True})
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freqai_conf['runmode'] = RunMode.BACKTEST
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freqai_conf['runmode'] = RunMode.BACKTEST
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@@ -277,7 +277,7 @@ def test_start_backtesting(mocker, freqai_conf, model, num_files, strat, caplog)
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strategy.freqai_info = freqai_conf.get("freqai", {})
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strategy.freqai_info = freqai_conf.get("freqai", {})
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freqai = strategy.freqai
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freqai = strategy.freqai
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freqai.live = False
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freqai.live = False
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freqai.activate_tensorboard = test_tb
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# freqai.activate_tensorboard = test_tb
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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freqai.dk = FreqaiDataKitchen(freqai_conf)
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timerange = TimeRange.parse_timerange("20180110-20180130")
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timerange = TimeRange.parse_timerange("20180110-20180130")
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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freqai.dd.load_all_pair_histories(timerange, freqai.dk)
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