2018-01-28 21:21:25 +00:00
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# pragma pylint: disable=attribute-defined-outside-init
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2018-01-28 05:26:57 +00:00
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"""
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This module load custom strategies
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"""
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2018-03-25 19:37:14 +00:00
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import logging
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2018-07-30 20:00:08 +00:00
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import tempfile
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2018-07-05 21:30:24 +00:00
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from base64 import urlsafe_b64decode
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2019-01-21 18:30:59 +00:00
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from inspect import getfullargspec
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2018-07-30 20:00:08 +00:00
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from pathlib import Path
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2020-02-02 04:00:40 +00:00
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from typing import Any, Dict, Optional
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2018-03-17 21:44:47 +00:00
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2020-09-28 17:39:41 +00:00
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from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
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2019-12-30 14:02:17 +00:00
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from freqtrade.exceptions import OperationalException
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2018-11-24 19:00:02 +00:00
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from freqtrade.resolvers import IResolver
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2018-01-15 08:35:11 +00:00
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from freqtrade.strategy.interface import IStrategy
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2020-09-28 17:39:41 +00:00
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2018-03-25 19:37:14 +00:00
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logger = logging.getLogger(__name__)
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2018-03-24 20:56:20 +00:00
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2018-11-24 19:00:02 +00:00
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class StrategyResolver(IResolver):
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2018-01-28 05:26:57 +00:00
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"""
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2019-12-23 09:23:48 +00:00
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This class contains the logic to load custom strategy class
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2018-01-28 05:26:57 +00:00
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"""
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2019-12-24 12:34:37 +00:00
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object_type = IStrategy
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2019-12-24 12:54:46 +00:00
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object_type_str = "Strategy"
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2020-02-02 15:12:23 +00:00
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user_subdir = USERPATH_STRATEGIES
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2020-02-18 19:26:20 +00:00
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initial_search_path = None
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2018-03-24 22:32:17 +00:00
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2019-12-23 09:23:48 +00:00
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@staticmethod
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2020-02-02 04:00:40 +00:00
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def load_strategy(config: Dict[str, Any] = None) -> IStrategy:
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2018-01-28 05:26:57 +00:00
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"""
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Load the custom class from config parameter
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2018-03-25 18:24:56 +00:00
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:param config: configuration dictionary or None
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2018-01-28 05:26:57 +00:00
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"""
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2018-03-24 17:14:05 +00:00
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config = config or {}
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2019-09-21 17:54:44 +00:00
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if not config.get('strategy'):
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raise OperationalException("No strategy set. Please use `--strategy` to specify "
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"the strategy class to use.")
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strategy_name = config['strategy']
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2019-12-23 09:23:48 +00:00
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strategy: IStrategy = StrategyResolver._load_strategy(
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strategy_name, config=config,
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extra_dir=config.get('strategy_path'))
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2019-01-13 18:28:20 +00:00
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2020-06-02 07:50:56 +00:00
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if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
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# Assign ticker_interval to timeframe to keep compatibility
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if 'timeframe' not in config:
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logger.warning(
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2020-06-15 04:35:31 +00:00
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"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
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2021-08-06 22:19:36 +00:00
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)
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2020-06-02 07:50:56 +00:00
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strategy.timeframe = strategy.ticker_interval
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2021-06-29 05:07:34 +00:00
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if strategy._ft_params_from_file:
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# Set parameters from Hyperopt results file
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params = strategy._ft_params_from_file
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2021-10-27 04:29:35 +00:00
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strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {}))
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2021-06-29 05:07:34 +00:00
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2021-10-27 04:29:35 +00:00
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strategy.stoploss = params.get('stoploss', {}).get(
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'stoploss', getattr(strategy, 'stoploss', -0.1))
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2021-06-29 05:07:34 +00:00
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trailing = params.get('trailing', {})
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2021-10-27 04:29:35 +00:00
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strategy.trailing_stop = trailing.get(
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'trailing_stop', getattr(strategy, 'trailing_stop', False))
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strategy.trailing_stop_positive = trailing.get(
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'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None))
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2021-06-29 05:07:34 +00:00
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strategy.trailing_stop_positive_offset = trailing.get(
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2021-10-27 04:29:35 +00:00
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'trailing_stop_positive_offset',
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getattr(strategy, 'trailing_stop_positive_offset', 0))
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2021-06-29 05:07:34 +00:00
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strategy.trailing_only_offset_is_reached = trailing.get(
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2021-10-27 04:29:35 +00:00
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'trailing_only_offset_is_reached',
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getattr(strategy, 'trailing_only_offset_is_reached', 0.0))
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2021-06-29 05:07:34 +00:00
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2018-01-15 08:35:11 +00:00
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# Set attributes
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# Check if we need to override configuration
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2020-05-29 17:37:18 +00:00
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# (Attribute name, default, subkey)
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2021-06-26 15:47:41 +00:00
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attributes = [("minimal_roi", {"0": 10.0}),
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("timeframe", None),
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("stoploss", None),
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("trailing_stop", None),
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("trailing_stop_positive", None),
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("trailing_stop_positive_offset", 0.0),
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("trailing_only_offset_is_reached", None),
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("use_custom_stoploss", None),
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("process_only_new_candles", None),
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("order_types", None),
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("order_time_in_force", None),
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("stake_currency", None),
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("stake_amount", None),
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("protections", None),
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("startup_candle_count", None),
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("unfilledtimeout", None),
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("use_sell_signal", True),
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("sell_profit_only", False),
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("ignore_roi_if_buy_signal", False),
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("sell_profit_offset", 0.0),
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("disable_dataframe_checks", False),
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2021-12-24 10:38:43 +00:00
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("ignore_buying_expired_candle_after", 0),
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2022-01-19 07:50:13 +00:00
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("position_adjustment_enable", False),
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2022-01-27 15:57:50 +00:00
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("max_entry_position_adjustment", -1),
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2019-01-05 06:22:19 +00:00
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]
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2021-06-26 15:47:41 +00:00
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for attribute, default in attributes:
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StrategyResolver._override_attribute_helper(strategy, config,
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attribute, default)
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2019-01-05 06:25:35 +00:00
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# Loop this list again to have output combined
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2021-06-26 15:47:41 +00:00
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for attribute, _ in attributes:
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if attribute in config:
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2019-01-05 06:24:15 +00:00
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logger.info("Strategy using %s: %s", attribute, config[attribute])
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2020-12-09 06:52:58 +00:00
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StrategyResolver._normalize_attributes(strategy)
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2018-08-09 17:24:00 +00:00
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2019-12-23 09:23:48 +00:00
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StrategyResolver._strategy_sanity_validations(strategy)
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return strategy
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2018-11-17 09:14:18 +00:00
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2019-12-23 09:23:48 +00:00
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@staticmethod
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2020-02-02 04:00:40 +00:00
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def _override_attribute_helper(strategy, config: Dict[str, Any],
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attribute: str, default: Any):
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2019-01-13 18:28:20 +00:00
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"""
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Override attributes in the strategy.
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Prevalence:
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- Configuration
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- Strategy
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- default (if not None)
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"""
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2021-06-17 19:01:22 +00:00
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if (attribute in config
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2021-08-04 18:10:32 +00:00
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and not isinstance(getattr(type(strategy), attribute, None), property)):
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2021-06-17 19:01:22 +00:00
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# Ensure Properties are not overwritten
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2019-12-23 09:23:48 +00:00
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setattr(strategy, attribute, config[attribute])
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2019-01-05 06:20:38 +00:00
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logger.info("Override strategy '%s' with value in config file: %s.",
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attribute, config[attribute])
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2019-12-23 09:23:48 +00:00
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elif hasattr(strategy, attribute):
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val = getattr(strategy, attribute)
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2019-10-11 19:59:13 +00:00
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# None's cannot exist in the config, so do not copy them
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if val is not None:
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config[attribute] = val
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2019-01-13 18:28:20 +00:00
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# Explicitly check for None here as other "falsy" values are possible
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elif default is not None:
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2019-12-23 09:23:48 +00:00
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setattr(strategy, attribute, default)
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2019-01-13 18:28:20 +00:00
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config[attribute] = default
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2018-11-25 21:02:59 +00:00
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2020-12-09 06:52:58 +00:00
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@staticmethod
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def _normalize_attributes(strategy: IStrategy) -> IStrategy:
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"""
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Normalize attributes to have the correct type.
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"""
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# Sort and apply type conversions
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if hasattr(strategy, 'minimal_roi'):
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2021-06-13 09:45:23 +00:00
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strategy.minimal_roi = dict(sorted(
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2020-12-09 06:52:58 +00:00
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{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
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key=lambda t: t[0]))
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if hasattr(strategy, 'stoploss'):
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strategy.stoploss = float(strategy.stoploss)
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return strategy
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2019-12-23 09:23:48 +00:00
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@staticmethod
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def _strategy_sanity_validations(strategy):
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2019-12-24 12:54:46 +00:00
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if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
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2019-12-23 09:23:48 +00:00
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raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
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2018-11-17 11:59:16 +00:00
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f"Order-types mapping is incomplete.")
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2019-12-24 12:54:46 +00:00
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if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
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2019-12-23 09:23:48 +00:00
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raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
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2018-11-25 21:02:59 +00:00
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f"Order-time-in-force mapping is incomplete.")
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2019-12-23 09:23:48 +00:00
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@staticmethod
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def _load_strategy(strategy_name: str,
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config: dict, extra_dir: Optional[str] = None) -> IStrategy:
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2018-01-15 08:35:11 +00:00
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"""
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2018-03-24 19:44:04 +00:00
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Search and loads the specified strategy.
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2018-01-15 08:35:11 +00:00
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:param strategy_name: name of the module to import
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2018-07-16 05:11:17 +00:00
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:param config: configuration for the strategy
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2018-03-25 14:28:04 +00:00
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:param extra_dir: additional directory to search for the given strategy
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2018-03-24 22:20:21 +00:00
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:return: Strategy instance or None
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2018-01-15 08:35:11 +00:00
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"""
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2018-11-24 19:00:02 +00:00
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2019-12-24 12:54:46 +00:00
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abs_paths = StrategyResolver.build_search_paths(config,
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2020-02-02 15:12:23 +00:00
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user_subdir=USERPATH_STRATEGIES,
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2019-12-24 12:34:37 +00:00
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extra_dir=extra_dir)
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2018-03-25 14:28:04 +00:00
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2018-07-05 21:40:04 +00:00
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if ":" in strategy_name:
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2019-06-26 19:23:16 +00:00
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logger.info("loading base64 encoded strategy")
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2018-07-05 21:30:24 +00:00
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strat = strategy_name.split(":")
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if len(strat) == 2:
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temp = Path(tempfile.mkdtemp("freq", "strategy"))
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name = strat[0] + ".py"
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temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
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temp.joinpath("__init__.py").touch()
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2018-11-24 19:39:16 +00:00
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strategy_name = strat[0]
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2018-07-05 21:30:24 +00:00
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# register temp path with the bot
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2018-11-24 19:39:16 +00:00
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abs_paths.insert(0, temp.resolve())
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2018-07-05 21:30:24 +00:00
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2019-12-24 12:34:37 +00:00
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strategy = StrategyResolver._load_object(paths=abs_paths,
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object_name=strategy_name,
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2020-09-17 05:38:56 +00:00
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add_source=True,
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kwargs={'config': config},
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)
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2019-07-21 12:52:59 +00:00
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if strategy:
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strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
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strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
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strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
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2021-03-21 11:44:30 +00:00
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if any(x == 2 for x in [strategy._populate_fun_len,
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2021-03-21 11:44:35 +00:00
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strategy._buy_fun_len,
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strategy._sell_fun_len]):
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2019-08-26 18:16:03 +00:00
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strategy.INTERFACE_VERSION = 1
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2019-07-21 12:52:59 +00:00
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2019-09-07 23:43:02 +00:00
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return strategy
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2019-07-21 12:52:59 +00:00
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2019-07-12 20:45:49 +00:00
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raise OperationalException(
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f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
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"or contains Python code errors."
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2018-03-25 14:28:04 +00:00
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)
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