nateemma
commented
1 year ago I'm trying to chase this down. The problem is that 'something' is not pickle-able and hyperopt saves and reloads strategies a lot. The messages seem to indicate that this is related to a tensorflow object, so I'm going to try newer versions of tensorflow (and freqtrade) to see if this has been resolved
This is probably going to take a long time to resolve...
Thanks,
Phil
On Tue, Aug 8, 2023 at 8:49 PM Limore0129 @.***> wrote:
zsh user_data/strategies/scripts/hyp_strat.sh -n 90 -e 100 -l ExpectancyHyperOptLoss binance "NNTC_macd_Transformer"
Using config file: user_data/strategies/binance/config_binance.json and Strategy dir: user_data/strategies/binance
2023年 8月 9日 星期三 11时46分12秒 CST Optimising strategy:NNTC_macd_Transformer for exchange:binance...
freqtrade hyperopt --spaces sell --hyperopt-loss ExpectancyHyperOptLoss --timerange=20230511-20230809 --epochs 100 -c user_data/strategies/binance/config_binance.json --strategy-path user_data/strategies/binance -s NNTC_macd_Transformer --min-trades 45 --no-color
2023-08-09 11:46:14,869 - freqtrade - INFO - freqtrade 2023.6.dev-0b8ef1b88 2023-08-09 11:46:14,895 - freqtrade.configuration.load_config - INFO - Using config: user_data/strategies/binance/config_binance.json ... 2023-08-09 11:46:14,896 - freqtrade.loggers - INFO - Verbosity set to 0 2023-08-09 11:46:14,896 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: user_data/strategies/binance 2023-08-09 11:46:14,896 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20230511-20230809 ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Using user-data directory: /Users/limore/quant_github/freqtrade_my/user_data ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Using data directory: /Users/limore/quant_github/freqtrade_my/user_data/data/binance ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter --epochs detected ... Will run Hyperopt with for 100 epochs ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter -s/--spaces detected: ['sell'] 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter --no-color detected ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter -j/--job-workers detected: -1 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter --min-trades detected: 45 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Using Hyperopt loss class name: ExpectancyHyperOptLoss 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20230511-20230809 2023-08-09 11:46:14,897 - freqtrade.exchange.check_exchange - INFO - Checking exchange... 2023-08-09 11:46:14,900 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team. 2023-08-09 11:46:14,900 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration. 2023-08-09 11:46:14,900 - freqtrade.configuration.config_validation - INFO
Validating configuration ... 2023-08-09 11:46:14,903 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Hyperopt mode 2023-08-09 11:46:14,903 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled 2023-08-09 11:46:14,903 - freqtrade.exchange.exchange - INFO - Using CCXT 3.1.23 2023-08-09 11:46:14,903 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}, 'aiohttp_proxy': 'http://127.0.0.1:7890', 'proxies': {'http': ' http://127.0.0.1:7890', 'https': 'http://127.0.0.1:7890'}} 2023-08-09 11:46:14,907 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}, 'aiohttp_proxy': 'http://127.0.0.1:7890', 'proxies': {'http': ' http://127.0.0.1:7890', 'https': 'http://127.0.0.1:7890'}} 2023-08-09 11:46:14,910 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance" 2023-08-09 11:46:18,179 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'... 2023-08-09 11:46:22,143 - torch.distributed.nn.jit.instantiator - INFO - Created a temporary directory at /var/folders/0h/68ps0f690bz5xn7mk5_538h40000gp/T/tmp7gxwohvr 2023-08-09 11:46:22,143 - torch.distributed.nn.jit.instantiator - INFO - Writing /var/folders/0h/68ps0f690bz5xn7mk5_538h40000gp/T/tmp7gxwohvr/_remote_module_non_scriptable.py
NNTC_macd_Transformer
Software Environment:
freqtrade: 2023.6.dev-0b8ef1b88 OS Type: darwin (MacOS), Version: macOS-13.1-arm64-arm-64bit python: ['3.11.3 (main, Apr 7 2023, 20:13:31) [Clang 14.0.0 (clang-1400.0.29.202)]'] sklearn: 1.1.3 tensorflow: 2.13.0, devices:[PhysicalDevice(name='/physical_device:CPU:0', device_type='CPU')] keras: 2.6.0 pytorch: 2.0.1 lightning: 2.0.5 darts: 0.24.0
Strategy Parameters/Flags
Dataset Type: DatasetType.DEFAULT (0) Signal Type: SignalType.MACD (macd) Classifier Type: ClassifierType.Transformer Lookahead: 1.0 hours (12 candles) n_profit_stddevs: 1.0 n_loss_stddevs: 1.0 compress_data: True refit_model: False model_per_pair: False combine_models: False ignore_exit_signals: False
BTC/USDT:USDT Compressed data 100 -> 64 (features) holds:22895 (88.32%) buys:1432 (5.52%) sells:1596 (6.16%) predicting buys/sells... Loading existing model (/Users/limore/quant_github/freqtrade_my/user_data/strategies/binance/models/NNTC_macd_Transformer/NNTC_macd_Transformer.h5)...
ETH/USDT:USDT Compressed data 100 -> 64 (features) holds:22818 (88.02%) buys:1465 (5.65%) sells:1640 (6.33%) predicting buys/sells... Epochs ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 0/100 0% • 0:00:11 • -:--:-- 2023-08-09 11:47:01,585 - freqtrade - ERROR - Fatal exception! joblib.externals.loky.process_executor._RemoteTraceback: """ Traceback (most recent call last): File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/externals/loky/process_executor.py", line 391, in _process_worker call_item = call_queue.get(block=True, timeout=timeout) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File @.**/3.11.3/Frameworks/Python.framework/Versions/3.11/lib/python3.11/multiprocessing/queues.py", line 122, in get return _ForkingPickler.loads(res) ^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/externals/loky/cloudpickle_wrapper.py", line 43, in _reconstruct_wrapper obj = loads(_pickled_object) ^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/pickle_utils.py", line 48, in deserialize_model_from_bytecode raise e File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/pickle_utils.py", line 46, in deserialize_model_from_bytecode model = saving_lib.load_model(filepath, safe_mode=False) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/saving_lib.py", line 275, in load_model raise e File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/saving_lib.py", line 240, in load_model model = deserialize_keras_object( ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/serialization_lib.py", line 710, in deserialize_keras_object instance.compile_from_config(compile_config) File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/engine/training.py", line 3582, in compile_from_config self.optimizer.build(self.trainable_variables) ^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/optimizers/legacy/optimizer_v2.py", line 997, in getattribute raise e File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/optimizers/legacy/optimizer_v2.py", line 987, in getattribute return super().getattribute*(name) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ AttributeError: 'Adam' object has no attribute 'build' """
The above exception was the direct cause of the following exception:
Traceback (most recent call last): File "/Users/limore/quant_github/freqtrade_new/freqtrade/main.py", line 42, in main return_code = args'func' http://args ^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/freqtrade/commands/optimize_commands.py", line 107, in start_hyperopt hyperopt.start() File "/Users/limore/quant_github/freqtrade_new/freqtrade/optimize/hyperopt.py", line 614, in start f_val = self.run_optimizer_parallel(parallel, asked) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/freqtrade/optimize/hyperopt.py", line 439, in run_optimizer_parallel return parallel(delayed( ^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/parallel.py", line 1098, in call self.retrieve() File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/parallel.py", line 975, in retrieve self._output.extend(job.get(timeout=self.timeout)) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/_parallel_backends.py", line 567, in wrap_future_result return future.result(timeout=timeout) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File @./3.11.3/Frameworks/Python.framework/Versions/3.11/lib/python3.11/concurrent/futures/_base.py", line 456, in result return self.__get_result() ^^^^^^^^^^^^^^^^^^^ File @./3.11.3/Frameworks/Python.framework/Versions/3.11/lib/python3.11/concurrent/futures/_base.py", line 401, in __get_result raise self._exception joblib.externals.loky.process_executor.BrokenProcessPool: A task has failed to un-serialize. Please ensure that the arguments of the function are all picklable.
please help me check it out ,thank you .
— Reply to this email directly, view it on GitHub https://github.com/nateemma/strategies/issues/35, or unsubscribe https://github.com/notifications/unsubscribe-auth/ABD4X5555SVDAILDYHDNTM3XUMCC3ANCNFSM6AAAAAA3JL7PIU . You are receiving this because you are subscribed to this thread.Message ID: @.***>
Limore0129
zsh user_data/strategies/scripts/hyp_strat.sh -n 90 -e 100 -l ExpectancyHyperOptLoss binance "NNTC_macd_Transformer"
Using config file: user_data/strategies/binance/config_binance.json and Strategy dir: user_data/strategies/binance
Optimising strategy:NNTC_macd_Transformer for exchange:binance...
freqtrade hyperopt --spaces sell --hyperopt-loss ExpectancyHyperOptLoss --timerange=20230511-20230809 --epochs 100 -c user_data/strategies/binance/config_binance.json --strategy-path user_data/strategies/binance -s NNTC_macd_Transformer --min-trades 45 --no-color
2023-08-09 11:46:14,869 - freqtrade - INFO - freqtrade 2023.6.dev-0b8ef1b88 2023-08-09 11:46:14,895 - freqtrade.configuration.load_config - INFO - Using config: user_data/strategies/binance/config_binance.json ... 2023-08-09 11:46:14,896 - freqtrade.loggers - INFO - Verbosity set to 0 2023-08-09 11:46:14,896 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: user_data/strategies/binance 2023-08-09 11:46:14,896 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20230511-20230809 ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Using user-data directory: /Users/limore/quant_github/freqtrade_my/user_data ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Using data directory: /Users/limore/quant_github/freqtrade_my/user_data/data/binance ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter --epochs detected ... Will run Hyperopt with for 100 epochs ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter -s/--spaces detected: ['sell'] 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter --no-color detected ... 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter -j/--job-workers detected: -1 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Parameter --min-trades detected: 45 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Using Hyperopt loss class name: ExpectancyHyperOptLoss 2023-08-09 11:46:14,897 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20230511-20230809 2023-08-09 11:46:14,897 - freqtrade.exchange.check_exchange - INFO - Checking exchange... 2023-08-09 11:46:14,900 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team. 2023-08-09 11:46:14,900 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration. 2023-08-09 11:46:14,900 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2023-08-09 11:46:14,903 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Hyperopt mode 2023-08-09 11:46:14,903 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled 2023-08-09 11:46:14,903 - freqtrade.exchange.exchange - INFO - Using CCXT 3.1.23 2023-08-09 11:46:14,903 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}, 'aiohttp_proxy': 'http://127.0.0.1:7890', 'proxies': {'http': 'http://127.0.0.1:7890', 'https': 'http://127.0.0.1:7890'}} 2023-08-09 11:46:14,907 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'swap'}, 'aiohttp_proxy': 'http://127.0.0.1:7890', 'proxies': {'http': 'http://127.0.0.1:7890', 'https': 'http://127.0.0.1:7890'}} 2023-08-09 11:46:14,910 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance" 2023-08-09 11:46:18,179 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'... 2023-08-09 11:46:22,143 - torch.distributed.nn.jit.instantiator - INFO - Created a temporary directory at /var/folders/0h/68ps0f690bz5xn7mk5_538h40000gp/T/tmp7gxwohvr 2023-08-09 11:46:22,143 - torch.distributed.nn.jit.instantiator - INFO - Writing /var/folders/0h/68ps0f690bz5xn7mk5_538h40000gp/T/tmp7gxwohvr/_remote_module_non_scriptable.py
NNTC_macd_Transformer
Software Environment:
Strategy Parameters/Flags
BTC/USDT:USDT Compressed data 100 -> 64 (features) holds:22895 (88.32%) buys:1432 (5.52%) sells:1596 (6.16%) predicting buys/sells... Loading existing model (/Users/limore/quant_github/freqtrade_my/user_data/strategies/binance/models/NNTC_macd_Transformer/NNTC_macd_Transformer.h5)...
ETH/USDT:USDT Compressed data 100 -> 64 (features) holds:22818 (88.02%) buys:1465 (5.65%) sells:1640 (6.33%) predicting buys/sells... Epochs ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 0/100 0% • 0:00:11 • -:--:-- 2023-08-09 11:47:01,585 - freqtrade - ERROR - Fatal exception! joblib.externals.loky.process_executor._RemoteTraceback: """ Traceback (most recent call last): File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/externals/loky/process_executor.py", line 391, in _process_worker call_item = call_queue.get(block=True, timeout=timeout) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/opt/homebrew/Cellar/python@3.11/3.11.3/Frameworks/Python.framework/Versions/3.11/lib/python3.11/multiprocessing/queues.py", line 122, in get return _ForkingPickler.loads(res) ^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/externals/loky/cloudpickle_wrapper.py", line 43, in _reconstruct_wrapper obj = loads(_pickled_object) ^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/pickle_utils.py", line 48, in deserialize_model_from_bytecode raise e File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/pickle_utils.py", line 46, in deserialize_model_from_bytecode model = saving_lib.load_model(filepath, safe_mode=False) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/saving_lib.py", line 275, in load_model raise e File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/saving_lib.py", line 240, in load_model model = deserialize_keras_object( ^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/saving/serialization_lib.py", line 710, in deserialize_keras_object instance.compile_from_config(compile_config) File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/engine/training.py", line 3582, in compile_from_config self.optimizer.build(self.trainable_variables) ^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/optimizers/legacy/optimizer_v2.py", line 997, in getattribute raise e File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/keras/src/optimizers/legacy/optimizer_v2.py", line 987, in getattribute return super().getattribute(name) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ AttributeError: 'Adam' object has no attribute 'build' """
The above exception was the direct cause of the following exception:
Traceback (most recent call last): File "/Users/limore/quant_github/freqtrade_new/freqtrade/main.py", line 42, in main return_code = args'func' ^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/freqtrade/commands/optimize_commands.py", line 107, in start_hyperopt hyperopt.start() File "/Users/limore/quant_github/freqtrade_new/freqtrade/optimize/hyperopt.py", line 614, in start f_val = self.run_optimizer_parallel(parallel, asked) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/freqtrade/optimize/hyperopt.py", line 439, in run_optimizer_parallel return parallel(delayed( ^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/parallel.py", line 1098, in call self.retrieve() File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/parallel.py", line 975, in retrieve self._output.extend(job.get(timeout=self.timeout)) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/Users/limore/quant_github/freqtrade_new/.env/lib/python3.11/site-packages/joblib/_parallel_backends.py", line 567, in wrap_future_result return future.result(timeout=timeout) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "/opt/homebrew/Cellar/python@3.11/3.11.3/Frameworks/Python.framework/Versions/3.11/lib/python3.11/concurrent/futures/_base.py", line 456, in result return self.get_result() ^^^^^^^^^^^^^^^^^^^ File "/opt/homebrew/Cellar/python@3.11/3.11.3/Frameworks/Python.framework/Versions/3.11/lib/python3.11/concurrent/futures/_base.py", line 401, in get_result raise self._exception joblib.externals.loky.process_executor.BrokenProcessPool: A task has failed to un-serialize. Please ensure that the arguments of the function are all picklable.
please help me check it out ,thank you . @nateemma