stable/freqtrade/commands/optimize_commands.py

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import logging
from typing import Any, Dict
from freqtrade import constants
from freqtrade.configuration import setup_utils_configuration
from freqtrade.exceptions import OperationalException
from freqtrade.state import RunMode
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logger = logging.getLogger(__name__)
def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
:return: Configuration
"""
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config = setup_utils_configuration(args, method)
no_unlimited_runmodes = {
RunMode.BACKTEST: 'backtesting',
RunMode.HYPEROPT: 'hyperoptimization',
}
if (method in no_unlimited_runmodes.keys() and
config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT and
config['max_open_trades'] != float('inf')):
pass
# config['dry_run_wallet'] = config['stake_amount'] * \
# config['max_open_trades'] * (2 - config['tradable_balance_ratio'])
# logger.warning(f"Changing dry-run-wallet to {config['dry_run_wallet']} "
# "(max_open_trades * stake_amount).")
return config
def start_backtesting(args: Dict[str, Any]) -> None:
"""
Start Backtesting script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading backtesting module when it's not used
from freqtrade.optimize.backtesting import Backtesting
# Initialize configuration
config = setup_optimize_configuration(args, RunMode.BACKTEST)
logger.info('Starting freqtrade in Backtesting mode')
# Initialize backtesting object
backtesting = Backtesting(config)
backtesting.start()
def start_hyperopt(args: Dict[str, Any]) -> None:
"""
Start hyperopt script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading hyperopt module when it's not used
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try:
from filelock import FileLock, Timeout
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from freqtrade.optimize.hyperopt import Hyperopt
except ImportError as e:
raise OperationalException(
f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
# Initialize configuration
config = setup_optimize_configuration(args, RunMode.HYPEROPT)
logger.info('Starting freqtrade in Hyperopt mode')
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lock = FileLock(Hyperopt.get_lock_filename(config))
try:
with lock.acquire(timeout=1):
# Remove noisy log messages
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logging.getLogger('filelock').setLevel(logging.WARNING)
# Initialize backtesting object
hyperopt = Hyperopt(config)
hyperopt.start()
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
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"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit
# with non-zero exit code...
# Same in Edge and Backtesting start() functions.
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def start_edge(args: Dict[str, Any]) -> None:
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"""
Start Edge script
:param args: Cli args from Arguments()
:return: None
"""
from freqtrade.optimize.edge_cli import EdgeCli
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# Initialize configuration
config = setup_optimize_configuration(args, RunMode.EDGE)
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logger.info('Starting freqtrade in Edge mode')
# Initialize Edge object
edge_cli = EdgeCli(config)
edge_cli.start()