8000 Fix hyperopt pickle by xmatthias · Pull Request #1247 · freqtrade/freqtrade · GitHub
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Fix hyperopt pickle #1247

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Merged
merged 4 commits into from
Sep 30, 2018
Merged

Fix hyperopt pickle #1247

merged 4 commits into from
Sep 30, 2018

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Summary

Fix hyperopt to work with new version of scikit-learn

Solve the issue shown after the update of scikit-learn to 0.20.0: #1242
Potentially fixes #1232 - but will need further testing.

Quick changelog

  • Show error if --strategy is used with hyperopt.
    methods from the strategy are not used anyway, so using a custom strategy does not provide gains here - as currently the hyperopt file needs to be modified

The problem comes from hyperopt-processes not properly finding the strategy class - and therefore pickle shows an error on load. This is caused by the fact on how we load strategies.

error:

2018-09-28 12:34:38,933 - freqtrade.optimize.hyperopt - INFO - Found 2 CPU cores. Let's make them scream!
sklearn.externals.joblib.externals.loky.process_executor._RemoteTraceback: 
'''
Traceback (most recent call last):
  File "/home/travis/virtualenv/python3.6.3/lib/python3.6/site-packages/sklearn/externals/joblib/externals/loky/process_executor.py", line 393, in _process_worker
    call_item = call_queue.get(block=True, timeout=timeout)
  File "/opt/python/3.6.3/lib/python3.6/multiprocessing/queues.py", line 113, in get
    return _ForkingPickler.loads(res)
AttributeError: Can't get attribute 'DefaultStrategy' on <module 'freqtrade.strategy' from '/home/travis/build/freqtrade/freqtrade/freqtrade/strategy/__init__.py'>
'''
The above exception was the direct cause of the following exception:
Traceback (most recent call last):
  File "freqtrade/main.py", line 89, in <module>
    main(sys.argv[1:])
  File "freqtrade/main.py", line 35, in main
    args.func(args)
  File "/home/travis/build/freqtrade/freqtrade/freqtrade/optimize/hyperopt.py", line 407, in start
    hyperopt.start()
  File "/home/travis/build/freqtrade/freqtrade/freqtrade/optimize/hyperopt.py", line 368, in start
    f_val = self.run_optimizer_parallel(parallel, asked)
  File "/home/travis/build/freqtrade/freqtrade/freqtrade/optimize/hyperopt.py", line 332, in run_optimizer_parallel
    return parallel(delayed(self.generate_optimizer)(v) for v in asked)
  File "/home/travis/virtualenv/python3.6.3/lib/python3.6/site-packages/sklearn/externals/joblib/parallel.py", line 996, in __call__
    self.retrieve()
  File "/home/travis/virtualenv/python3.6.3/lib/python3.6/site-packages/sklearn/externals/joblib/parallel.py", line 899, in retrieve
    self._output.extend(job.get(timeout=self.timeout))
  File "/home/travis/virtualenv/python3.6.3/lib/python3.6/site-packages/sklearn/externals/joblib/_parallel_backends.py", line 517, in wrap_future_result
    return future.result(timeout=timeout)
  File "/opt/python/3.6.3/lib/python3.6/concurrent/futures/_base.py", line 432, in result
    return self.__get_result()
  File "/opt/python/3.6.3/lib/python3.6/concurrent/futures/_base.py", line 384, in __get_result
    raise self._exception
sklearn.externals.joblib.externals.loky.process_executor.BrokenProcessPool: A task has failed to un-serialize. Please ensure that the arguments of the function are all picklable.

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coveralls commented Sep 29, 2018 •
edited
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Coverage Status

Coverage increased (+0.003%) to 98.34% when pulling 84622dc on fix_hyperopt_pickle into 448f3a7 on develop.

@xmatthias xmatthias merged commit 3af3094 into develop Sep 30, 2018
@xmatthias xmatthias deleted the fix_hyperopt_pickle branch September 30, 2018 14:51
This was referenced Oct 8, 2018
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@xmatthias xmatthias added the Hyperopt Hyperopt related issues and pull requests label Oct 12, 2018
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Coverage Status

coverage: 94.423% (-3.9%) from 98.336%
when pulling 84622dc on fix_hyperopt_pickle
into 448f3a7 on develop.

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