2017-11-08 21:43:47 +00:00
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import argparse
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2017-09-08 22:31:40 +00:00
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import enum
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2017-11-17 16:54:31 +00:00
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import json
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2017-11-08 21:43:47 +00:00
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import logging
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2017-11-16 15:39:06 +00:00
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import time
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2017-11-17 16:54:31 +00:00
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from typing import Any, Callable, List, Dict
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2017-09-08 22:31:40 +00:00
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2017-11-20 18:37:25 +00:00
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from jsonschema import validate, Draft4Validator
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from jsonschema.exceptions import best_match, ValidationError
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2017-09-08 22:31:40 +00:00
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from wrapt import synchronized
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2017-11-08 21:43:47 +00:00
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from freqtrade import __version__
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2017-11-11 15:47:19 +00:00
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logger = logging.getLogger(__name__)
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2017-09-08 22:31:40 +00:00
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class State(enum.Enum):
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RUNNING = 0
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STOPPED = 1
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# Current application state
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_STATE = State.STOPPED
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@synchronized
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def update_state(state: State) -> None:
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"""
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Updates the application state
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:param state: new state
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:return: None
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"""
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global _STATE
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_STATE = state
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@synchronized
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def get_state() -> State:
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"""
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Gets the current application state
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:return:
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"""
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return _STATE
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2017-05-12 17:11:56 +00:00
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2017-11-17 16:54:31 +00:00
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def load_config(path: str) -> Dict:
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"""
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Loads a config file from the given path
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:param path: path as str
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:return: configuration as dictionary
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"""
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with open(path) as file:
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conf = json.load(file)
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if 'internals' not in conf:
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conf['internals'] = {}
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logger.info('Validating configuration ...')
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2017-11-20 18:37:25 +00:00
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try:
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validate(conf, CONF_SCHEMA)
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return conf
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except ValidationError:
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logger.fatal('Configuration is not valid! See config.json.example')
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raise ValidationError(
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best_match(Draft4Validator(CONF_SCHEMA).iter_errors(conf)).message
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)
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2017-11-17 16:54:31 +00:00
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2017-11-11 15:47:19 +00:00
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def throttle(func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
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"""
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Throttles the given callable that it
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takes at least `min_secs` to finish execution.
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:param func: Any callable
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:param min_secs: minimum execution time in seconds
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:return: Any
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"""
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start = time.time()
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result = func(*args, **kwargs)
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end = time.time()
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duration = max(min_secs - (end - start), 0.0)
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logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
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time.sleep(duration)
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return result
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2018-01-06 06:39:05 +00:00
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def parse_args_common(args: List[str], description: str):
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2017-11-17 16:18:31 +00:00
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"""
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2018-01-06 06:39:05 +00:00
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Parses given common arguments and returns them as a parsed object.
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2017-11-17 16:18:31 +00:00
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"""
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2017-11-08 21:43:47 +00:00
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parser = argparse.ArgumentParser(
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2018-01-06 06:39:05 +00:00
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description=description
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2017-11-08 21:43:47 +00:00
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)
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parser.add_argument(
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'-v', '--verbose',
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help='be verbose',
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action='store_const',
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dest='loglevel',
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const=logging.DEBUG,
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default=logging.INFO,
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)
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parser.add_argument(
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'--version',
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action='version',
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version='%(prog)s {}'.format(__version__),
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)
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2017-11-11 18:20:53 +00:00
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parser.add_argument(
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2018-01-06 06:39:05 +00:00
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'-c', '--config',
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help='specify configuration file (default: config.json)',
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dest='config',
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default='config.json',
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type=str,
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metavar='PATH',
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2017-11-11 18:20:53 +00:00
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)
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2018-01-06 06:39:05 +00:00
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return parser
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def parse_args(args: List[str], description: str):
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"""
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Parses given arguments and returns an argparse Namespace instance.
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Returns None if a sub command has been selected and executed.
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"""
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parser = parse_args_common(args, description)
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2017-12-14 14:10:11 +00:00
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parser.add_argument(
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'--dry-run-db',
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help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" instead of memory DB. Work only if dry_run is \
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2017-12-16 02:39:47 +00:00
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enabled.', # noqa
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2017-12-14 14:10:11 +00:00
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action='store_true',
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dest='dry_run_db',
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)
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2018-01-06 06:39:05 +00:00
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parser.add_argument(
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'--dynamic-whitelist',
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help='dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies)', # noqa
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dest='dynamic_whitelist',
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const=20,
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type=int,
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metavar='INT',
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nargs='?',
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)
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2017-11-14 21:15:24 +00:00
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build_subcommands(parser)
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2018-01-06 10:21:09 +00:00
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return parser.parse_args(args)
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2017-11-08 21:43:47 +00:00
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2017-11-14 21:15:24 +00:00
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def build_subcommands(parser: argparse.ArgumentParser) -> None:
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""" Builds and attaches all subcommands """
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2017-11-25 00:04:11 +00:00
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from freqtrade.optimize import backtesting, hyperopt
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2017-11-24 22:58:35 +00:00
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2017-11-14 21:15:24 +00:00
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subparsers = parser.add_subparsers(dest='subparser')
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2017-11-25 00:04:11 +00:00
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# Add backtesting subcommand
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backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
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backtesting_cmd.set_defaults(func=backtesting.start)
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backtesting_cmd.add_argument(
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2017-11-14 21:15:24 +00:00
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'-l', '--live',
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action='store_true',
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dest='live',
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help='using live data',
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)
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2017-11-25 00:04:11 +00:00
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backtesting_cmd.add_argument(
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2017-11-14 21:37:30 +00:00
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'-i', '--ticker-interval',
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help='specify ticker interval in minutes (default: 5)',
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dest='ticker_interval',
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default=5,
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type=int,
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metavar='INT',
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)
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2017-11-25 00:04:11 +00:00
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backtesting_cmd.add_argument(
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2017-11-24 20:09:44 +00:00
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'--realistic-simulation',
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2017-11-22 23:25:06 +00:00
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help='uses max_open_trades from config to simulate real world limitations',
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action='store_true',
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dest='realistic_simulation',
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2017-11-22 23:25:06 +00:00
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)
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2017-12-16 14:42:28 +00:00
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backtesting_cmd.add_argument(
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'-r', '--refresh-pairs-cached',
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2017-12-18 16:36:00 +00:00
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help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
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Use it if you want to run your backtesting with up-to-date data.',
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2017-12-16 14:42:28 +00:00
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action='store_true',
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dest='refresh_pairs',
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)
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2017-11-14 21:15:24 +00:00
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2017-11-25 00:04:11 +00:00
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# Add hyperopt subcommand
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hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
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hyperopt_cmd.set_defaults(func=hyperopt.start)
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2017-11-25 00:12:44 +00:00
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hyperopt_cmd.add_argument(
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'-e', '--epochs',
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help='specify number of epochs (default: 100)',
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dest='epochs',
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default=100,
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type=int,
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metavar='INT',
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)
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2017-11-25 01:04:37 +00:00
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hyperopt_cmd.add_argument(
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'--use-mongodb',
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help='parallelize evaluations with mongodb (requires mongod in PATH)',
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dest='mongodb',
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action='store_true',
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)
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2017-12-17 10:34:26 +00:00
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hyperopt_cmd.add_argument(
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'-i', '--ticker-interval',
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help='specify ticker interval in minutes (default: 5)',
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dest='ticker_interval',
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default=5,
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type=int,
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metavar='INT',
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)
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2017-11-25 01:04:37 +00:00
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2017-11-14 21:15:24 +00:00
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2017-09-01 23:10:21 +00:00
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# Required json-schema for user specified config
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2017-09-08 21:10:22 +00:00
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CONF_SCHEMA = {
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2017-09-01 23:10:21 +00:00
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'type': 'object',
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'properties': {
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2017-09-08 05:49:50 +00:00
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'max_open_trades': {'type': 'integer', 'minimum': 1},
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2017-09-08 05:51:10 +00:00
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'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
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2017-09-08 05:45:27 +00:00
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'stake_amount': {'type': 'number', 'minimum': 0.0005},
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2017-12-25 07:51:41 +00:00
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'fiat_display_currency': {'type': 'string', 'enum': ['USD', 'EUR', 'CAD', 'SGD']},
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2017-09-01 23:10:21 +00:00
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'dry_run': {'type': 'boolean'},
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'minimal_roi': {
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'type': 'object',
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'patternProperties': {
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'^[0-9.]+$': {'type': 'number'}
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},
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'minProperties': 1
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},
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2017-09-07 14:31:55 +00:00
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'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
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2018-01-03 23:35:57 +00:00
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'unfilledtimeout': {'type': 'integer', 'minimum': 0},
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2017-09-17 19:37:46 +00:00
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'bid_strategy': {
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'type': 'object',
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'properties': {
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'ask_last_balance': {
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'type': 'number',
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'minimum': 0,
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'maximum': 1,
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'exclusiveMaximum': False
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},
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},
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'required': ['ask_last_balance']
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},
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2017-10-06 10:22:04 +00:00
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'exchange': {'$ref': '#/definitions/exchange'},
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2017-11-24 20:58:00 +00:00
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'experimental': {
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'type': 'object',
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'properties': {
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2017-12-22 03:58:06 +00:00
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'use_sell_signal': {'type': 'boolean'},
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'sell_profit_only': {'type': 'boolean'}
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2017-11-24 20:58:00 +00:00
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}
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},
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2017-09-01 23:10:21 +00:00
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'telegram': {
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'type': 'object',
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'properties': {
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'enabled': {'type': 'boolean'},
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'token': {'type': 'string'},
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'chat_id': {'type': 'string'},
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},
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'required': ['enabled', 'token', 'chat_id']
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2017-09-08 22:31:40 +00:00
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},
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'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
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2017-11-11 15:47:19 +00:00
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'internals': {
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'type': 'object',
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'properties': {
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'process_throttle_secs': {'type': 'number'}
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}
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}
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2017-09-01 23:10:21 +00:00
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},
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'definitions': {
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'exchange': {
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'type': 'object',
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'properties': {
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2017-10-06 10:22:04 +00:00
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'name': {'type': 'string'},
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2017-09-01 23:10:21 +00:00
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'key': {'type': 'string'},
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'secret': {'type': 'string'},
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'pair_whitelist': {
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'type': 'array',
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2017-11-20 18:37:25 +00:00
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'items': {
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'type': 'string',
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'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
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},
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2017-09-01 23:10:21 +00:00
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'uniqueItems': True
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2017-12-30 13:15:07 +00:00
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},
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'pair_blacklist': {
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'type': 'array',
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'items': {
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'type': 'string',
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'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
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},
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'uniqueItems': True
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2017-09-01 23:10:21 +00:00
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}
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},
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2017-10-07 15:36:48 +00:00
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'required': ['name', 'key', 'secret', 'pair_whitelist']
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2017-09-01 23:10:21 +00:00
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}
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},
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'anyOf': [
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2017-10-06 10:22:04 +00:00
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{'required': ['exchange']}
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2017-09-01 23:10:21 +00:00
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],
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'required': [
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'max_open_trades',
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'stake_currency',
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'stake_amount',
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2017-12-30 03:52:55 +00:00
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'fiat_display_currency',
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2017-09-01 23:10:21 +00:00
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'dry_run',
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'minimal_roi',
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2017-09-17 19:37:46 +00:00
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'bid_strategy',
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2017-09-01 23:10:21 +00:00
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'telegram'
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]
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}
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