2018-02-04 06:42:03 +00:00
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"""
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This module contains the configuration class
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"""
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import json
|
2018-03-25 19:37:14 +00:00
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import logging
|
2018-07-04 07:31:35 +00:00
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import os
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2018-03-17 21:43:59 +00:00
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from argparse import Namespace
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2018-07-04 07:31:35 +00:00
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from typing import Any, Dict, Optional
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import ccxt
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2018-02-04 06:42:03 +00:00
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from jsonschema import Draft4Validator, validate
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from jsonschema.exceptions import ValidationError, best_match
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2018-05-02 20:49:55 +00:00
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from freqtrade import OperationalException, constants
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2018-07-19 18:43:41 +00:00
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logger = logging.getLogger(__name__)
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2018-07-18 20:52:57 +00:00
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2018-07-19 19:12:27 +00:00
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def set_loggers(log_level: int = 0) -> None:
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"""
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Set the logger level for Third party libs
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:return: None
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"""
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logging.getLogger('requests').setLevel(logging.INFO if log_level <= 1 else logging.DEBUG)
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logging.getLogger("urllib3").setLevel(logging.INFO if log_level <= 1 else logging.DEBUG)
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logging.getLogger('ccxt.base.exchange').setLevel(
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logging.INFO if log_level <= 2 else logging.DEBUG)
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logging.getLogger('telegram').setLevel(logging.INFO)
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2018-02-04 06:42:03 +00:00
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class Configuration(object):
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"""
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Class to read and init the bot configuration
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Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
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"""
|
2018-03-17 21:43:59 +00:00
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def __init__(self, args: Namespace) -> None:
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2018-02-04 06:42:03 +00:00
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self.args = args
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2018-05-30 20:38:09 +00:00
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self.config: Optional[Dict[str, Any]] = None
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2018-02-04 06:42:03 +00:00
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2018-03-03 21:39:39 +00:00
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def load_config(self) -> Dict[str, Any]:
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2018-02-04 06:42:03 +00:00
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"""
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Extract information for sys.argv and load the bot configuration
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:return: Configuration dictionary
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"""
|
2018-03-25 19:37:14 +00:00
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logger.info('Using config: %s ...', self.args.config)
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2018-02-04 06:42:03 +00:00
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config = self._load_config_file(self.args.config)
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|
2018-03-27 16:20:15 +00:00
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# Set strategy if not specified in config and or if it's non default
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2018-04-02 14:42:53 +00:00
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if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
|
2018-03-27 16:15:49 +00:00
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config.update({'strategy': self.args.strategy})
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2018-02-04 06:42:03 +00:00
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2018-03-25 14:28:04 +00:00
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if self.args.strategy_path:
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config.update({'strategy_path': self.args.strategy_path})
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2018-02-04 06:42:03 +00:00
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2018-03-03 21:39:39 +00:00
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# Load Common configuration
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config = self._load_common_config(config)
|
2018-03-02 13:46:32 +00:00
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# Load Backtesting
|
2018-02-09 07:35:38 +00:00
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config = self._load_backtesting_config(config)
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|
2018-03-02 13:46:32 +00:00
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# Load Hyperopt
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config = self._load_hyperopt_config(config)
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2018-02-04 06:42:03 +00:00
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return config
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def _load_config_file(self, path: str) -> Dict[str, Any]:
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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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"""
|
2018-03-05 04:22:40 +00:00
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try:
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with open(path) as file:
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conf = json.load(file)
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except FileNotFoundError:
|
2018-06-08 00:00:42 +00:00
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raise OperationalException(
|
2018-06-14 05:31:29 +00:00
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f'Config file "{path}" not found!'
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' Please create a config file or check whether it exists.')
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2018-02-04 06:42:03 +00:00
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if 'internals' not in conf:
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conf['internals'] = {}
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2018-03-25 19:37:14 +00:00
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logger.info('Validating configuration ...')
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2018-02-04 06:42:03 +00:00
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return self._validate_config(conf)
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|
2018-03-03 21:39:39 +00:00
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def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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"""
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Extract information for sys.argv and load common configuration
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:return: configuration as dictionary
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"""
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# Log level
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if 'loglevel' in self.args and self.args.loglevel:
|
2018-07-19 19:12:27 +00:00
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config.update({'verbosity': self.args.loglevel})
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else:
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config.update({'verbosity': 0})
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logging.basicConfig(
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level=logging.INFO if config['verbosity'] < 1 else logging.DEBUG,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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)
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set_loggers(config['verbosity'])
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logger.info('Verbosity set to %s', config['verbosity'])
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2018-03-03 21:39:39 +00:00
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# Add dynamic_whitelist if found
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if 'dynamic_whitelist' in self.args and self.args.dynamic_whitelist:
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config.update({'dynamic_whitelist': self.args.dynamic_whitelist})
|
2018-03-25 19:37:14 +00:00
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logger.info(
|
2018-03-03 21:39:39 +00:00
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'Parameter --dynamic-whitelist detected. '
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'Using dynamically generated whitelist. '
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'(not applicable with Backtesting and Hyperopt)'
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)
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|
2018-09-17 17:57:47 +00:00
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if self.args.db_url and self.args.db_url != constants.DEFAULT_DB_PROD_URL:
|
2018-06-07 03:26:39 +00:00
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config.update({'db_url': self.args.db_url})
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logger.info('Parameter --db-url detected ...')
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2018-09-17 17:57:47 +00:00
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else:
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# Set default here
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config.update({'db_url': constants.DEFAULT_DB_PROD_URL})
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2018-06-07 03:26:39 +00:00
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if config.get('dry_run', False):
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logger.info('Dry run is enabled')
|
2018-06-07 15:29:43 +00:00
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if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
|
2018-06-07 03:26:39 +00:00
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# Default to in-memory db for dry_run if not specified
|
2018-06-07 15:29:43 +00:00
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config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
|
2018-06-07 03:26:39 +00:00
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else:
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if not config.get('db_url', None):
|
2018-06-07 15:29:43 +00:00
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config['db_url'] = constants.DEFAULT_DB_PROD_URL
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2018-06-07 03:26:39 +00:00
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logger.info('Dry run is disabled')
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|
2018-06-14 05:31:29 +00:00
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logger.info(f'Using DB: "{config["db_url"]}"')
|
2018-03-03 21:39:39 +00:00
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|
2018-03-30 20:14:35 +00:00
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# Check if the exchange set by the user is supported
|
2018-04-04 20:05:17 +00:00
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self.check_exchange(config)
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2018-03-30 20:14:35 +00:00
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|
2018-03-03 21:39:39 +00:00
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return config
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|
2018-06-04 11:13:19 +00:00
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def _create_default_datadir(self, config: Dict[str, Any]) -> str:
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exchange_name = config.get('exchange', {}).get('name').lower()
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default_path = os.path.join('user_data', 'data', exchange_name)
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if not os.path.isdir(default_path):
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os.makedirs(default_path)
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logger.info(f'Created data directory: {default_path}')
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return default_path
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|
2018-02-09 07:35:38 +00:00
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def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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|
"""
|
2018-03-02 13:46:32 +00:00
|
|
|
Extract information for sys.argv and load Backtesting configuration
|
2018-02-09 07:35:38 +00:00
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|
:return: configuration as dictionary
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|
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|
"""
|
2018-03-03 21:39:39 +00:00
|
|
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|
2018-02-09 07:35:38 +00:00
|
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# If -i/--ticker-interval is used we override the configuration parameter
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# (that will override the strategy configuration)
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if 'ticker_interval' in self.args and self.args.ticker_interval:
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config.update({'ticker_interval': self.args.ticker_interval})
|
2018-03-25 19:37:14 +00:00
|
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logger.info('Parameter -i/--ticker-interval detected ...')
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logger.info('Using ticker_interval: %s ...', config.get('ticker_interval'))
|
2018-02-09 07:35:38 +00:00
|
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# If -l/--live is used we add it to the configuration
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if 'live' in self.args and self.args.live:
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config.update({'live': True})
|
2018-03-25 19:37:14 +00:00
|
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logger.info('Parameter -l/--live detected ...')
|
2018-02-09 07:35:38 +00:00
|
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|
2018-07-17 18:26:59 +00:00
|
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# If --enable-position-stacking is used we add it to the configuration
|
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|
if 'position_stacking' in self.args and self.args.position_stacking:
|
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config.update({'position_stacking': True})
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logger.info('Parameter --enable-position-stacking detected ...')
|
|
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|
|
2018-07-17 19:05:03 +00:00
|
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|
# If --disable-max-market-positions is used we add it to the configuration
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|
|
|
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 ...')
|
|
|
|
else:
|
|
|
|
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
|
2018-02-09 07:35:38 +00:00
|
|
|
|
|
|
|
# If --timerange is used we add it to the configuration
|
|
|
|
if 'timerange' in self.args and self.args.timerange:
|
|
|
|
config.update({'timerange': self.args.timerange})
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
|
2018-02-09 07:35:38 +00:00
|
|
|
|
|
|
|
# If --datadir is used we add it to the configuration
|
|
|
|
if 'datadir' in self.args and self.args.datadir:
|
|
|
|
config.update({'datadir': self.args.datadir})
|
2018-06-04 11:13:19 +00:00
|
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|
else:
|
|
|
|
config.update({'datadir': self._create_default_datadir(config)})
|
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|
|
logger.info('Using data folder: %s ...', config.get('datadir'))
|
2018-02-09 07:35:38 +00:00
|
|
|
|
|
|
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# If -r/--refresh-pairs-cached is used we add it to the configuration
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|
|
|
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
|
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|
|
config.update({'refresh_pairs': True})
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Parameter -r/--refresh-pairs-cached detected ...')
|
2018-02-09 07:35:38 +00:00
|
|
|
|
2018-07-27 21:00:50 +00:00
|
|
|
if 'strategy_list' in self.args and self.args.strategy_list:
|
|
|
|
config.update({'strategy_list': self.args.strategy_list})
|
2018-07-28 04:40:39 +00:00
|
|
|
logger.info('Using strategy list of %s Strategies', len(self.args.strategy_list))
|
2018-07-27 21:00:50 +00:00
|
|
|
|
|
|
|
if 'ticker_interval' in self.args and self.args.ticker_interval:
|
|
|
|
config.update({'ticker_interval': self.args.ticker_interval})
|
|
|
|
logger.info('Overriding ticker interval with Command line argument')
|
|
|
|
|
2018-02-09 07:35:38 +00:00
|
|
|
# If --export is used we add it to the configuration
|
|
|
|
if 'export' in self.args and self.args.export:
|
|
|
|
config.update({'export': self.args.export})
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Parameter --export detected: %s ...', self.args.export)
|
2018-02-09 07:35:38 +00:00
|
|
|
|
2018-06-03 12:52:03 +00:00
|
|
|
# If --export-filename is used we add it to the configuration
|
|
|
|
if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename:
|
|
|
|
config.update({'exportfilename': self.args.exportfilename})
|
|
|
|
logger.info('Storing backtest results to %s ...', self.args.exportfilename)
|
|
|
|
|
2018-02-09 07:35:38 +00:00
|
|
|
return config
|
|
|
|
|
2018-03-02 13:46:32 +00:00
|
|
|
def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
|
|
|
"""
|
|
|
|
Extract information for sys.argv and load Hyperopt configuration
|
|
|
|
:return: configuration as dictionary
|
|
|
|
"""
|
2018-07-17 18:26:59 +00:00
|
|
|
# If --epochs is used we add it to the configuration
|
2018-03-02 13:46:32 +00:00
|
|
|
if 'epochs' in self.args and self.args.epochs:
|
|
|
|
config.update({'epochs': self.args.epochs})
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Parameter --epochs detected ...')
|
|
|
|
logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs'))
|
2018-03-02 13:46:32 +00:00
|
|
|
|
2018-03-04 08:51:22 +00:00
|
|
|
# If --spaces is used we add it to the configuration
|
|
|
|
if 'spaces' in self.args and self.args.spaces:
|
|
|
|
config.update({'spaces': self.args.spaces})
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.info('Parameter -s/--spaces detected: %s', config.get('spaces'))
|
2018-03-04 08:51:22 +00:00
|
|
|
|
2018-03-02 13:46:32 +00:00
|
|
|
return config
|
|
|
|
|
2018-02-04 06:42:03 +00:00
|
|
|
def _validate_config(self, conf: Dict[str, Any]) -> Dict[str, Any]:
|
|
|
|
"""
|
|
|
|
Validate the configuration follow the Config Schema
|
|
|
|
:param conf: Config in JSON format
|
|
|
|
:return: Returns the config if valid, otherwise throw an exception
|
|
|
|
"""
|
|
|
|
try:
|
2018-04-02 14:42:53 +00:00
|
|
|
validate(conf, constants.CONF_SCHEMA)
|
2018-02-04 06:42:03 +00:00
|
|
|
return conf
|
|
|
|
except ValidationError as exception:
|
2018-05-30 20:38:09 +00:00
|
|
|
logger.critical(
|
2018-02-04 06:42:03 +00:00
|
|
|
'Invalid configuration. See config.json.example. Reason: %s',
|
|
|
|
exception
|
|
|
|
)
|
|
|
|
raise ValidationError(
|
2018-04-02 14:42:53 +00:00
|
|
|
best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
|
2018-02-04 06:42:03 +00:00
|
|
|
)
|
|
|
|
|
|
|
|
def get_config(self) -> Dict[str, Any]:
|
|
|
|
"""
|
|
|
|
Return the config. Use this method to get the bot config
|
|
|
|
:return: Dict: Bot config
|
|
|
|
"""
|
2018-03-03 21:39:39 +00:00
|
|
|
if self.config is None:
|
|
|
|
self.config = self.load_config()
|
|
|
|
|
2018-02-04 06:42:03 +00:00
|
|
|
return self.config
|
2018-03-30 20:14:35 +00:00
|
|
|
|
2018-04-04 20:05:17 +00:00
|
|
|
def check_exchange(self, config: Dict[str, Any]) -> bool:
|
2018-03-30 20:14:35 +00:00
|
|
|
"""
|
|
|
|
Check if the exchange name in the config file is supported by Freqtrade
|
|
|
|
:return: True or raised an exception if the exchange if not supported
|
|
|
|
"""
|
2018-04-04 20:05:17 +00:00
|
|
|
exchange = config.get('exchange', {}).get('name').lower()
|
2018-03-30 20:14:35 +00:00
|
|
|
if exchange not in ccxt.exchanges:
|
|
|
|
|
2018-06-04 09:35:51 +00:00
|
|
|
exception_msg = f'Exchange "{exchange}" not supported.\n' \
|
|
|
|
f'The following exchanges are supported: {", ".join(ccxt.exchanges)}'
|
2018-03-30 20:14:35 +00:00
|
|
|
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.critical(exception_msg)
|
2018-03-30 20:14:35 +00:00
|
|
|
raise OperationalException(
|
|
|
|
exception_msg
|
|
|
|
)
|
2018-10-04 18:35:28 +00:00
|
|
|
# Depreciation warning
|
|
|
|
if 'ccxt_rate_limit' in config.get('exchange', {}):
|
|
|
|
logger.warning("`ccxt_rate_limit` has been deprecated in favor of "
|
|
|
|
"`ccxt_config` and `ccxt_async_config` and will be removed "
|
2018-10-06 07:23:40 +00:00
|
|
|
"in a future version.")
|
2018-03-30 20:14:35 +00:00
|
|
|
|
2018-03-25 19:37:14 +00:00
|
|
|
logger.debug('Exchange "%s" supported', exchange)
|
2018-03-30 20:14:35 +00:00
|
|
|
return True
|