stable/freqtrade/configuration/configuration.py

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"""
This module contains the configuration class
"""
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import logging
import warnings
from copy import deepcopy
from pathlib import Path
from typing import Any, Callable, Dict, List, Optional
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from freqtrade import constants
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from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
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from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
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from freqtrade.configuration.environment_vars import enironment_vars_to_dict
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from freqtrade.configuration.load_config import load_file, load_from_files
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from freqtrade.constants import Config
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from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, CandleType, RunMode, TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.loggers import setup_logging
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from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
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logger = logging.getLogger(__name__)
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class Configuration:
"""
Class to read and init the bot configuration
Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
"""
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def __init__(self, args: Dict[str, Any], runmode: Optional[RunMode] = None) -> None:
self.args = args
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self.config: Optional[Config] = None
self.runmode = runmode
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def get_config(self) -> Config:
"""
Return the config. Use this method to get the bot config
:return: Dict: Bot config
"""
if self.config is None:
self.config = self.load_config()
return self.config
@staticmethod
def from_files(files: List[str]) -> Dict[str, Any]:
"""
Iterate through the config files passed in, loading all of them
and merging their contents.
Files are loaded in sequence, parameters in later configuration files
override the same parameter from an earlier file (last definition wins).
Runs through the whole Configuration initialization, so all expected config entries
are available to interactive environments.
:param files: List of file paths
:return: configuration dictionary
"""
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# Keep this method as staticmethod, so it can be used from interactive environments
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c = Configuration({'config': files}, RunMode.OTHER)
return c.get_config()
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def load_config(self) -> Dict[str, Any]:
"""
Extract information for sys.argv and load the bot configuration
:return: Configuration dictionary
"""
# Load all configs
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config: Config = load_from_files(self.args.get("config", []))
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# Load environment variables
env_data = enironment_vars_to_dict()
config = deep_merge_dicts(env_data, config)
# Normalize config
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if 'internals' not in config:
config['internals'] = {}
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if 'pairlists' not in config:
config['pairlists'] = []
# Keep a copy of the original configuration file
config['original_config'] = deepcopy(config)
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self._process_logging_options(config)
self._process_runmode(config)
self._process_common_options(config)
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self._process_trading_options(config)
self._process_optimize_options(config)
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self._process_plot_options(config)
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self._process_data_options(config)
self._process_analyze_options(config)
self._process_freqai_options(config)
# Import check_exchange here to avoid import cycle problems
from freqtrade.exchange.check_exchange import check_exchange
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# Check if the exchange set by the user is supported
check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))
self._resolve_pairs_list(config)
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process_temporary_deprecated_settings(config)
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return config
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def _process_logging_options(self, config: Config) -> None:
"""
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Extract information for sys.argv and load logging configuration:
the -v/--verbose, --logfile options
"""
# Log level
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config.update({'verbosity': self.args.get('verbosity', 0)})
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if 'logfile' in self.args and self.args['logfile']:
config.update({'logfile': self.args['logfile']})
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setup_logging(config)
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def _process_trading_options(self, config: Config) -> None:
if config['runmode'] not in TRADING_MODES:
return
if config.get('dry_run', False):
logger.info('Dry run is enabled')
if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
# Default to in-memory db for dry_run if not specified
config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
else:
if not config.get('db_url'):
config['db_url'] = constants.DEFAULT_DB_PROD_URL
logger.info('Dry run is disabled')
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logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
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def _process_common_options(self, config: Config) -> None:
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# Set strategy if not specified in config and or if it's non default
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if self.args.get('strategy') or not config.get('strategy'):
config.update({'strategy': self.args.get('strategy')})
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self._args_to_config(config, argname='strategy_path',
logstring='Using additional Strategy lookup path: {}')
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if ('db_url' in self.args and self.args['db_url'] and
self.args['db_url'] != constants.DEFAULT_DB_PROD_URL):
config.update({'db_url': self.args['db_url']})
logger.info('Parameter --db-url detected ...')
self._args_to_config(config, argname='db_url_from',
logstring='Parameter --db-url-from detected ...')
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if config.get('force_entry_enable', False):
logger.warning('`force_entry_enable` RPC message enabled.')
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# Support for sd_notify
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if 'sd_notify' in self.args and self.args['sd_notify']:
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config['internals'].update({'sd_notify': True})
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def _process_datadir_options(self, config: Config) -> None:
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"""
Extract information for sys.argv and load directory configurations
--user-data, --datadir
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"""
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# Check exchange parameter here - otherwise `datadir` might be wrong.
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if 'exchange' in self.args and self.args['exchange']:
config['exchange']['name'] = self.args['exchange']
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logger.info(f"Using exchange {config['exchange']['name']}")
if 'pair_whitelist' not in config['exchange']:
config['exchange']['pair_whitelist'] = []
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if 'user_data_dir' in self.args and self.args['user_data_dir']:
config.update({'user_data_dir': self.args['user_data_dir']})
elif 'user_data_dir' not in config:
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# Default to cwd/user_data (legacy option ...)
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config.update({'user_data_dir': str(Path.cwd() / 'user_data')})
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# reset to user_data_dir so this contains the absolute path.
config['user_data_dir'] = create_userdata_dir(config['user_data_dir'], create_dir=False)
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logger.info('Using user-data directory: %s ...', config['user_data_dir'])
config.update({'datadir': create_datadir(config, self.args.get('datadir'))})
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logger.info('Using data directory: %s ...', config.get('datadir'))
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if self.args.get('exportfilename'):
self._args_to_config(config, argname='exportfilename',
logstring='Storing backtest results to {} ...')
config['exportfilename'] = Path(config['exportfilename'])
else:
config['exportfilename'] = (config['user_data_dir']
/ 'backtest_results')
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def _process_optimize_options(self, config: Config) -> None:
# This will override the strategy configuration
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self._args_to_config(config, argname='timeframe',
logstring='Parameter -i/--timeframe detected ... '
'Using timeframe: {} ...')
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self._args_to_config(config, argname='position_stacking',
logstring='Parameter --enable-position-stacking detected ...')
self._args_to_config(
config, argname='enable_protections',
logstring='Parameter --enable-protections detected, enabling Protections. ...')
if 'use_max_market_positions' in self.args and not self.args["use_max_market_positions"]:
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config.update({'use_max_market_positions': False})
logger.info('Parameter --disable-max-market-positions detected ...')
logger.info('max_open_trades set to unlimited ...')
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elif 'max_open_trades' in self.args and self.args['max_open_trades']:
config.update({'max_open_trades': self.args['max_open_trades']})
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logger.info('Parameter --max-open-trades detected, '
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'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
elif config['runmode'] in NON_UTIL_MODES:
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logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
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# Setting max_open_trades to infinite if -1
if config.get('max_open_trades') == -1:
config['max_open_trades'] = float('inf')
if self.args.get('stake_amount'):
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# Convert explicitly to float to support CLI argument for both unlimited and value
try:
self.args['stake_amount'] = float(self.args['stake_amount'])
except ValueError:
pass
self._args_to_config(config, argname='timeframe_detail',
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logstring='Parameter --timeframe-detail detected, '
'using {} for intra-candle backtesting ...')
self._args_to_config(config, argname='backtest_show_pair_list',
logstring='Parameter --show-pair-list detected.')
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self._args_to_config(config, argname='stake_amount',
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logstring='Parameter --stake-amount detected, '
'overriding stake_amount to: {} ...')
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self._args_to_config(config, argname='dry_run_wallet',
logstring='Parameter --dry-run-wallet detected, '
'overriding dry_run_wallet to: {} ...')
self._args_to_config(config, argname='fee',
logstring='Parameter --fee detected, '
'setting fee to: {} ...')
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self._args_to_config(config, argname='timerange',
logstring='Parameter --timerange detected: {} ...')
self._process_datadir_options(config)
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self._args_to_config(config, argname='strategy_list',
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logstring='Using strategy list of {} strategies', logfun=len)
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self._args_to_config(
config,
argname='recursive_strategy_search',
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logstring='Recursively searching for a strategy in the strategies folder.',
)
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self._args_to_config(config, argname='timeframe',
logstring='Overriding timeframe with Command line argument')
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self._args_to_config(config, argname='export',
logstring='Parameter --export detected: {} ...')
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self._args_to_config(config, argname='backtest_breakdown',
logstring='Parameter --breakdown detected ...')
self._args_to_config(config, argname='backtest_cache',
logstring='Parameter --cache={} detected ...')
self._args_to_config(config, argname='disableparamexport',
logstring='Parameter --disableparamexport detected: {} ...')
self._args_to_config(config, argname='freqai_backtest_live_models',
logstring='Parameter --freqai-backtest-live-models detected ...')
# Edge section:
if 'stoploss_range' in self.args and self.args["stoploss_range"]:
txt_range = eval(self.args["stoploss_range"])
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config['edge'].update({'stoploss_range_min': txt_range[0]})
config['edge'].update({'stoploss_range_max': txt_range[1]})
config['edge'].update({'stoploss_range_step': txt_range[2]})
logger.info('Parameter --stoplosses detected: %s ...', self.args["stoploss_range"])
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# Hyperopt section
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self._args_to_config(config, argname='hyperopt',
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logstring='Using Hyperopt class name: {}')
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self._args_to_config(config, argname='hyperopt_path',
logstring='Using additional Hyperopt lookup path: {}')
self._args_to_config(config, argname='hyperoptexportfilename',
logstring='Using hyperopt file: {}')
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self._args_to_config(config, argname='epochs',
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logstring='Parameter --epochs detected ... '
'Will run Hyperopt with for {} epochs ...'
)
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self._args_to_config(config, argname='spaces',
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logstring='Parameter -s/--spaces detected: {}')
self._args_to_config(config, argname='analyze_per_epoch',
logstring='Parameter --analyze-per-epoch detected.')
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self._args_to_config(config, argname='print_all',
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logstring='Parameter --print-all detected ...')
if 'print_colorized' in self.args and not self.args["print_colorized"]:
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logger.info('Parameter --no-color detected ...')
config.update({'print_colorized': False})
else:
config.update({'print_colorized': True})
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self._args_to_config(config, argname='print_json',
logstring='Parameter --print-json detected ...')
self._args_to_config(config, argname='export_csv',
logstring='Parameter --export-csv detected: {}')
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self._args_to_config(config, argname='hyperopt_jobs',
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logstring='Parameter -j/--job-workers detected: {}')
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self._args_to_config(config, argname='hyperopt_random_state',
logstring='Parameter --random-state detected: {}')
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self._args_to_config(config, argname='hyperopt_min_trades',
logstring='Parameter --min-trades detected: {}')
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self._args_to_config(config, argname='hyperopt_loss',
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logstring='Using Hyperopt loss class name: {}')
self._args_to_config(config, argname='hyperopt_show_index',
logstring='Parameter -n/--index detected: {}')
self._args_to_config(config, argname='hyperopt_list_best',
logstring='Parameter --best detected: {}')
self._args_to_config(config, argname='hyperopt_list_profitable',
logstring='Parameter --profitable detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_trades',
logstring='Parameter --min-trades detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_trades',
logstring='Parameter --max-trades detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_avg_time',
logstring='Parameter --min-avg-time detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_avg_time',
logstring='Parameter --max-avg-time detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
logstring='Parameter --min-avg-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_avg_profit',
logstring='Parameter --max-avg-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_min_total_profit',
logstring='Parameter --min-total-profit detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_total_profit',
logstring='Parameter --max-total-profit detected: {}')
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self._args_to_config(config, argname='hyperopt_list_min_objective',
logstring='Parameter --min-objective detected: {}')
self._args_to_config(config, argname='hyperopt_list_max_objective',
logstring='Parameter --max-objective detected: {}')
self._args_to_config(config, argname='hyperopt_list_no_details',
logstring='Parameter --no-details detected: {}')
self._args_to_config(config, argname='hyperopt_show_no_header',
logstring='Parameter --no-header detected: {}')
self._args_to_config(config, argname="hyperopt_ignore_missing_space",
logstring="Paramter --ignore-missing-space detected: {}")
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def _process_plot_options(self, config: Config) -> None:
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self._args_to_config(config, argname='pairs',
logstring='Using pairs {}')
self._args_to_config(config, argname='indicators1',
logstring='Using indicators1: {}')
self._args_to_config(config, argname='indicators2',
logstring='Using indicators2: {}')
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self._args_to_config(config, argname='trade_ids',
logstring='Filtering on trade_ids: {}')
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self._args_to_config(config, argname='plot_limit',
logstring='Limiting plot to: {}')
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self._args_to_config(config, argname='plot_auto_open',
logstring='Parameter --auto-open detected.')
self._args_to_config(config, argname='trade_source',
logstring='Using trades from: {}')
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self._args_to_config(config, argname='prepend_data',
logstring='Prepend detected. Allowing data prepending.')
self._args_to_config(config, argname='erase',
logstring='Erase detected. Deleting existing data.')
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self._args_to_config(config, argname='no_trades',
logstring='Parameter --no-trades detected.')
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self._args_to_config(config, argname='timeframes',
logstring='timeframes --timeframes: {}')
self._args_to_config(config, argname='days',
logstring='Detected --days: {}')
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self._args_to_config(config, argname='include_inactive',
logstring='Detected --include-inactive-pairs: {}')
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self._args_to_config(config, argname='download_trades',
logstring='Detected --dl-trades: {}')
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self._args_to_config(config, argname='dataformat_ohlcv',
logstring='Using "{}" to store OHLCV data.')
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self._args_to_config(config, argname='dataformat_trades',
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logstring='Using "{}" to store trades data.')
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self._args_to_config(config, argname='show_timerange',
logstring='Detected --show-timerange')
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def _process_data_options(self, config: Config) -> None:
self._args_to_config(config, argname='new_pairs_days',
logstring='Detected --new-pairs-days: {}')
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self._args_to_config(config, argname='trading_mode',
logstring='Detected --trading-mode: {}')
config['candle_type_def'] = CandleType.get_default(
config.get('trading_mode', 'spot') or 'spot')
config['trading_mode'] = TradingMode(config.get('trading_mode', 'spot') or 'spot')
self._args_to_config(config, argname='candle_types',
logstring='Detected --candle-types: {}')
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def _process_analyze_options(self, config: Config) -> None:
self._args_to_config(config, argname='analysis_groups',
logstring='Analysis reason groups: {}')
self._args_to_config(config, argname='enter_reason_list',
logstring='Analysis enter tag list: {}')
self._args_to_config(config, argname='exit_reason_list',
logstring='Analysis exit tag list: {}')
self._args_to_config(config, argname='indicator_list',
logstring='Analysis indicator list: {}')
self._args_to_config(config, argname='timerange',
logstring='Filter trades by timerange: {}')
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def _process_runmode(self, config: Config) -> None:
self._args_to_config(config, argname='dry_run',
logstring='Parameter --dry-run detected, '
'overriding dry_run to: {} ...')
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if not self.runmode:
# Handle real mode, infer dry/live from config
self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
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logger.info(f"Runmode set to {self.runmode.value}.")
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config.update({'runmode': self.runmode})
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def _process_freqai_options(self, config: Config) -> None:
self._args_to_config(config, argname='freqaimodel',
logstring='Using freqaimodel class name: {}')
self._args_to_config(config, argname='freqaimodel_path',
logstring='Using freqaimodel path: {}')
return
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def _args_to_config(self, config: Config, argname: str,
logstring: str, logfun: Optional[Callable] = None,
deprecated_msg: Optional[str] = None) -> None:
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"""
:param config: Configuration dictionary
:param argname: Argumentname in self.args - will be copied to config dict.
:param logstring: Logging String
:param logfun: logfun is applied to the configuration entry before passing
that entry to the log string using .format().
sample: logfun=len (prints the length of the found
configuration instead of the content)
"""
if (argname in self.args and self.args[argname] is not None
and self.args[argname] is not False):
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config.update({argname: self.args[argname]})
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if logfun:
logger.info(logstring.format(logfun(config[argname])))
else:
logger.info(logstring.format(config[argname]))
if deprecated_msg:
warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
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def _resolve_pairs_list(self, config: Config) -> None:
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"""
Helper for download script.
Takes first found:
* -p (pairs argument)
* --pairs-file
* whitelist from config
"""
if "pairs" in config:
config['exchange']['pair_whitelist'] = config['pairs']
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return
if "pairs_file" in self.args and self.args["pairs_file"]:
pairs_file = Path(self.args["pairs_file"])
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logger.info(f'Reading pairs file "{pairs_file}".')
# Download pairs from the pairs file if no config is specified
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# or if pairs file is specified explicitly
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if not pairs_file.exists():
raise OperationalException(f'No pairs file found with path "{pairs_file}".')
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config['pairs'] = load_file(pairs_file)
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if isinstance(config['pairs'], list):
config['pairs'].sort()
return
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if 'config' in self.args and self.args['config']:
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logger.info("Using pairlist from configuration.")
config['pairs'] = config.get('exchange', {}).get('pair_whitelist')
else:
# Fall back to /dl_path/pairs.json
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pairs_file = config['datadir'] / 'pairs.json'
if pairs_file.exists():
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config['pairs'] = load_file(pairs_file)
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if 'pairs' in config and isinstance(config['pairs'], list):
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config['pairs'].sort()