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Add freqairl docker build process
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xmatthias committed Nov 24, 2022
1 parent e5fc21f commit 8f1a8c7
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Showing 5 changed files with 24 additions and 4 deletions.
8 changes: 8 additions & 0 deletions build_helpers/publish_docker_arm64.sh
Original file line number Diff line number Diff line change
Expand Up @@ -7,11 +7,13 @@ export DOCKER_BUILDKIT=1
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
TAG_PLOT=${TAG}_plot
TAG_FREQAI=${TAG}_freqai
TAG_FREQAI_RL=${TAG_FREQAI}rl
TAG_PI="${TAG}_pi"

TAG_ARM=${TAG}_arm
TAG_PLOT_ARM=${TAG_PLOT}_arm
TAG_FREQAI_ARM=${TAG_FREQAI}_arm
TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
CACHE_IMAGE=freqtradeorg/freqtrade_cache

echo "Running for ${TAG}"
Expand Down Expand Up @@ -41,9 +43,11 @@ docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM

docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .

docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM

# Run backtest
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
Expand All @@ -58,6 +62,7 @@ docker images
# docker push ${IMAGE_NAME}
docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
docker push ${CACHE_IMAGE}:$TAG_ARM

# Create multi-arch image
Expand All @@ -74,6 +79,9 @@ docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
docker manifest create ${IMAGE_NAME}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI_ARM} ${CACHE_IMAGE}:${TAG_FREQAI}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}

docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM} ${CACHE_IMAGE}:${TAG_FREQAI_RL}
docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}

# Tag as latest for develop builds
if [ "${TAG}" = "develop" ]; then
docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
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4 changes: 4 additions & 0 deletions build_helpers/publish_docker_multi.sh
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@
TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
TAG_PLOT=${TAG}_plot
TAG_FREQAI=${TAG}_freqai
TAG_FREQAI_RL=${TAG_FREQAI}rl
TAG_PI="${TAG}_pi"

PI_PLATFORM="linux/arm/v7"
Expand Down Expand Up @@ -51,9 +52,11 @@ docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG

docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
docker build --cache-from freqtrade:${TAG_FREQAI} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .

docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
docker tag freqtrade:$TAG_FREQAI_RL ${CACHE_IMAGE}:$TAG_FREQAI_RL

# Run backtest
docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
Expand All @@ -68,6 +71,7 @@ docker images
docker push ${CACHE_IMAGE}
docker push ${CACHE_IMAGE}:$TAG_PLOT
docker push ${CACHE_IMAGE}:$TAG_FREQAI
docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL
docker push ${CACHE_IMAGE}:$TAG


Expand Down
8 changes: 8 additions & 0 deletions docker/Dockerfile.freqai_rl
Original file line number Diff line number Diff line change
@@ -0,0 +1,8 @@
ARG sourceimage=freqtradeorg/freqtrade
ARG sourcetag=develop_freqai
FROM ${sourceimage}:${sourcetag}

# Install dependencies
COPY requirements-freqai.txt requirements-freqai-rl.txt /freqtrade/

RUN pip install -r requirements-freqai-rl.txt --user --no-cache-dir
3 changes: 2 additions & 1 deletion docs/freqai-reinforcement-learning.md
Original file line number Diff line number Diff line change
@@ -1,7 +1,8 @@
# Reinforcement Learning

!!! Note "Installation size"
Reinforcement learning dependencies include large packages such as `torch`, which should be explicitly requested during `./setup.sh -i` by answering "y" to the question "Do you also want dependencies for freqai-rl (~700mb additional space required) [y/N]?" Users who prefer docker should ensure they use the docker image appended with `_freqaiRL`.
Reinforcement learning dependencies include large packages such as `torch`, which should be explicitly requested during `./setup.sh -i` by answering "y" to the question "Do you also want dependencies for freqai-rl (~700mb additional space required) [y/N]?".
Users who prefer docker should ensure they use the docker image appended with `_freqairl`.

## Background and terminology

Expand Down
5 changes: 2 additions & 3 deletions freqtrade/freqai/RL/BaseReinforcementLearningModel.py
Original file line number Diff line number Diff line change
Expand Up @@ -133,8 +133,7 @@ def set_train_and_eval_environments(self, data_dictionary: Dict[str, DataFrame],
: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
environment during training or testing
:param dk: FreqaiDataKitchen = the datakitchen for the current pair
"""
train_df = data_dictionary["train_features"]
Expand Down Expand Up @@ -201,7 +200,7 @@ def predict(
) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
"""
Filter the prediction features data and predict with it.
:param: unfiltered_dataframe: Full dataframe for the current backtest period.
:param unfiltered_dataframe: Full dataframe for the current backtest period.
:return:
:pred_df: dataframe containing the predictions
:do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
Expand Down

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