stable/freqtrade/resolvers/strategy_resolver.py

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# pragma pylint: disable=attribute-defined-outside-init
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"""
This module load custom strategies
"""
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import logging
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import tempfile
from base64 import urlsafe_b64decode
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from collections import OrderedDict
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from inspect import getfullargspec
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from pathlib import Path
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from typing import Any, Dict, Optional
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from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
from freqtrade.exceptions import OperationalException
from freqtrade.resolvers import IResolver
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from freqtrade.strategy.interface import IStrategy
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logger = logging.getLogger(__name__)
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class StrategyResolver(IResolver):
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"""
This class contains the logic to load custom strategy class
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"""
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object_type = IStrategy
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object_type_str = "Strategy"
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user_subdir = USERPATH_STRATEGIES
initial_search_path = None
@staticmethod
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def load_strategy(config: Dict[str, Any] = None) -> IStrategy:
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"""
Load the custom class from config parameter
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:param config: configuration dictionary or None
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"""
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config = config or {}
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if not config.get('strategy'):
raise OperationalException("No strategy set. Please use `--strategy` to specify "
"the strategy class to use.")
strategy_name = config['strategy']
strategy: IStrategy = StrategyResolver._load_strategy(
strategy_name, config=config,
extra_dir=config.get('strategy_path'))
# make sure ask_strategy dict is available
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
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if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
# Assign ticker_interval to timeframe to keep compatibility
if 'timeframe' not in config:
logger.warning(
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"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
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)
strategy.timeframe = strategy.ticker_interval
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# Set attributes
# Check if we need to override configuration
# (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, None),
("timeframe", None, None),
("stoploss", None, None),
("trailing_stop", None, None),
("trailing_stop_positive", None, None),
("trailing_stop_positive_offset", 0.0, None),
("trailing_only_offset_is_reached", None, None),
("use_custom_stoploss", None, None),
("process_only_new_candles", None, None),
("order_types", None, None),
("order_time_in_force", None, None),
("stake_currency", None, None),
("stake_amount", None, None),
("protections", None, None),
("startup_candle_count", None, None),
("unfilledtimeout", None, None),
("use_sell_signal", True, 'ask_strategy'),
("sell_profit_only", False, 'ask_strategy'),
("ignore_roi_if_buy_signal", False, 'ask_strategy'),
("sell_profit_offset", 0.0, 'ask_strategy'),
("disable_dataframe_checks", False, None),
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("ignore_buying_expired_candle_after", 0, 'ask_strategy')
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]
for attribute, default, subkey in attributes:
if subkey:
StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
attribute, default)
else:
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
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# Loop this list again to have output combined
for attribute, _, subkey in attributes:
if subkey and attribute in config[subkey]:
logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
elif attribute in config:
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logger.info("Strategy using %s: %s", attribute, config[attribute])
StrategyResolver._normalize_attributes(strategy)
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StrategyResolver._strategy_sanity_validations(strategy)
return strategy
@staticmethod
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def _override_attribute_helper(strategy, config: Dict[str, Any],
attribute: str, default: Any):
"""
Override attributes in the strategy.
Prevalence:
- Configuration
- Strategy
- default (if not None)
"""
if attribute in config:
setattr(strategy, attribute, config[attribute])
logger.info("Override strategy '%s' with value in config file: %s.",
attribute, config[attribute])
elif hasattr(strategy, attribute):
val = getattr(strategy, attribute)
# None's cannot exist in the config, so do not copy them
if val is not None:
config[attribute] = val
# Explicitly check for None here as other "falsy" values are possible
elif default is not None:
setattr(strategy, attribute, default)
config[attribute] = default
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@staticmethod
def _normalize_attributes(strategy: IStrategy) -> IStrategy:
"""
Normalize attributes to have the correct type.
"""
# Assign deprecated variable - to not break users code relying on this.
if hasattr(strategy, 'timeframe'):
strategy.ticker_interval = strategy.timeframe
# Sort and apply type conversions
if hasattr(strategy, 'minimal_roi'):
strategy.minimal_roi = OrderedDict(sorted(
{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
key=lambda t: t[0]))
if hasattr(strategy, 'stoploss'):
strategy.stoploss = float(strategy.stoploss)
return strategy
@staticmethod
def _strategy_sanity_validations(strategy):
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if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-types mapping is incomplete.")
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if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
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f"Order-time-in-force mapping is incomplete.")
@staticmethod
def _load_strategy(strategy_name: str,
config: dict, extra_dir: Optional[str] = None) -> IStrategy:
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"""
Search and loads the specified strategy.
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:param strategy_name: name of the module to import
:param config: configuration for the strategy
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:param extra_dir: additional directory to search for the given strategy
:return: Strategy instance or None
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"""
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abs_paths = StrategyResolver.build_search_paths(config,
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user_subdir=USERPATH_STRATEGIES,
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extra_dir=extra_dir)
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if ":" in strategy_name:
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logger.info("loading base64 encoded strategy")
strat = strategy_name.split(":")
if len(strat) == 2:
temp = Path(tempfile.mkdtemp("freq", "strategy"))
name = strat[0] + ".py"
temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
temp.joinpath("__init__.py").touch()
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strategy_name = strat[0]
# register temp path with the bot
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abs_paths.insert(0, temp.resolve())
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strategy = StrategyResolver._load_object(paths=abs_paths,
object_name=strategy_name,
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add_source=True,
kwargs={'config': config},
)
if strategy:
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
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if any([x == 2 for x in [strategy._populate_fun_len,
strategy._buy_fun_len,
strategy._sell_fun_len]]):
strategy.INTERFACE_VERSION = 1
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return strategy
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raise OperationalException(
f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
"or contains Python code errors."
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)