stable/freqtrade/misc.py

269 lines
8.5 KiB
Python
Raw Normal View History

2018-02-04 07:33:54 +00:00
"""
Various tool function for Freqtrade and scripts
"""
2018-07-04 07:31:35 +00:00
import gzip
import hashlib
import logging
2018-03-17 21:44:47 +00:00
import re
from copy import deepcopy
from datetime import datetime
from pathlib import Path
from typing import Any, Iterator, List, Union
2019-08-21 04:58:56 +00:00
from typing.io import IO
2021-07-12 12:02:10 +00:00
from urllib.parse import urlparse
2018-03-17 21:12:42 +00:00
2018-12-28 09:01:16 +00:00
import rapidjson
from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN
2020-09-28 17:39:41 +00:00
2017-11-11 15:47:19 +00:00
logger = logging.getLogger(__name__)
def decimals_per_coin(coin: str):
"""
Helper method getting decimal amount for this coin
example usage: f".{decimals_per_coin('USD')}f"
:param coin: Which coin are we printing the price / value for
"""
return DECIMALS_PER_COIN.get(coin, DECIMAL_PER_COIN_FALLBACK)
def round_coin_value(
value: float, coin: str, show_coin_name=True, keep_trailing_zeros=False) -> str:
"""
Get price value for this coin
:param value: Value to be printed
:param coin: Which coin are we printing the price / value for
:param show_coin_name: Return string in format: "222.22 USDT" or "222.22"
:param keep_trailing_zeros: Keep trailing zeros "222.200" vs. "222.2"
:return: Formatted / rounded value (with or without coin name)
"""
val = f"{value:.{decimals_per_coin(coin)}f}"
if not keep_trailing_zeros:
val = val.rstrip('0').rstrip('.')
if show_coin_name:
val = f"{val} {coin}"
return val
2018-03-17 21:12:42 +00:00
def shorten_date(_date: str) -> str:
2018-02-04 07:33:54 +00:00
"""
Trim the date so it fits on small screens
"""
new_date = re.sub('seconds?', 'sec', _date)
new_date = re.sub('minutes?', 'min', new_date)
new_date = re.sub('hours?', 'h', new_date)
new_date = re.sub('days?', 'd', new_date)
new_date = re.sub('^an?', '1', new_date)
return new_date
2020-10-03 11:27:06 +00:00
def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool = True) -> None:
"""
2018-02-04 07:33:54 +00:00
Dump JSON data into a file
:param filename: file to create
2021-06-25 17:13:31 +00:00
:param is_zip: if file should be zip
2018-02-04 07:33:54 +00:00
:param data: JSON Data to save
:return:
"""
if is_zip:
if filename.suffix != '.gz':
filename = filename.with_suffix('.gz')
2020-10-03 11:27:06 +00:00
if log:
logger.info(f'dumping json to "{filename}"')
2020-10-12 17:28:14 +00:00
with gzip.open(filename, 'w') as fpz:
rapidjson.dump(data, fpz, default=str, number_mode=rapidjson.NM_NATIVE)
else:
2020-10-03 11:27:06 +00:00
if log:
logger.info(f'dumping json to "{filename}"')
with open(filename, 'w') as fp:
2018-12-28 09:01:16 +00:00
rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
2018-03-25 11:38:17 +00:00
logger.debug(f'done json to "{filename}"')
2018-03-25 11:38:17 +00:00
2020-02-02 04:00:40 +00:00
def json_load(datafile: IO) -> Any:
2018-12-28 09:04:28 +00:00
"""
load data with rapidjson
Use this to have a consistent experience,
2021-04-06 09:59:58 +00:00
set number_mode to "NM_NATIVE" for greatest speed
2018-12-28 09:04:28 +00:00
"""
return rapidjson.load(datafile, number_mode=rapidjson.NM_NATIVE)
def file_load_json(file):
2019-08-25 12:30:02 +00:00
if file.suffix != ".gz":
gzipfile = file.with_suffix(file.suffix + '.gz')
else:
gzipfile = file
# Try gzip file first, otherwise regular json file.
if gzipfile.is_file():
logger.debug(f"Loading historical data from file {gzipfile}")
with gzip.open(gzipfile) as datafile:
pairdata = json_load(datafile)
elif file.is_file():
logger.debug(f"Loading historical data from file {file}")
with open(file) as datafile:
pairdata = json_load(datafile)
else:
return None
return pairdata
2018-12-28 09:04:28 +00:00
2020-01-04 02:07:51 +00:00
def pair_to_filename(pair: str) -> str:
for ch in ['/', ' ', '.', '@', '$', '+', ':']:
2020-01-04 02:07:51 +00:00
pair = pair.replace(ch, '_')
return pair
2018-05-30 20:38:09 +00:00
def format_ms_time(date: int) -> str:
2018-03-25 11:38:17 +00:00
"""
convert MS date to readable format.
: epoch-string in ms
"""
return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S')
2019-02-19 12:14:47 +00:00
def deep_merge_dicts(source, destination, allow_null_overrides: bool = True):
2019-02-19 12:14:47 +00:00
"""
2019-06-09 12:04:19 +00:00
Values from Source override destination, destination is returned (and modified!!)
Sample:
2019-02-19 12:14:47 +00:00
>>> a = { 'first' : { 'rows' : { 'pass' : 'dog', 'number' : '1' } } }
>>> b = { 'first' : { 'rows' : { 'fail' : 'cat', 'number' : '5' } } }
>>> merge(b, a) == { 'first' : { 'rows' : { 'pass' : 'dog', 'fail' : 'cat', 'number' : '5' } } }
True
"""
for key, value in source.items():
if isinstance(value, dict):
# get node or create one
node = destination.setdefault(key, {})
deep_merge_dicts(value, node, allow_null_overrides)
elif value is not None or allow_null_overrides:
2019-02-19 12:14:47 +00:00
destination[key] = value
return destination
def round_dict(d, n):
"""
Rounds float values in the dict to n digits after the decimal point.
"""
return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()}
2020-07-15 17:49:51 +00:00
def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None):
"""
Search a value in obj, return this if it's not None.
Then search key2 in obj - return that if it's not none - then use default_value.
Else falls back to None.
"""
if key1 in obj and obj[key1] is not None:
return obj[key1]
else:
if key2 in obj and obj[key2] is not None:
return obj[key2]
return default_value
def safe_value_fallback2(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
2020-04-09 17:34:48 +00:00
"""
Search a value in dict1, return this if it's not None.
Fall back to dict2 - return key2 from dict2 if it's not None.
Else falls back to None.
"""
if key1 in dict1 and dict1[key1] is not None:
return dict1[key1]
else:
if key2 in dict2 and dict2[key2] is not None:
return dict2[key2]
return default_value
2020-02-02 04:00:40 +00:00
def plural(num: float, singular: str, plural: str = None) -> str:
return singular if (num == 1 or num == -1) else plural or singular + 's'
2020-02-02 04:00:40 +00:00
def render_template(templatefile: str, arguments: dict = {}) -> str:
from jinja2 import Environment, PackageLoader, select_autoescape
env = Environment(
loader=PackageLoader('freqtrade', 'templates'),
autoescape=select_autoescape(['html', 'xml'])
)
template = env.get_template(templatefile)
return template.render(**arguments)
2020-03-01 08:30:30 +00:00
def render_template_with_fallback(templatefile: str, templatefallbackfile: str,
arguments: dict = {}) -> str:
"""
Use templatefile if possible, otherwise fall back to templatefallbackfile
"""
from jinja2.exceptions import TemplateNotFound
try:
return render_template(templatefile, arguments)
except TemplateNotFound:
return render_template(templatefallbackfile, arguments)
def chunks(lst: List[Any], n: int) -> Iterator[List[Any]]:
"""
Split lst into chunks of the size n.
:param lst: list to split into chunks
:param n: number of max elements per chunk
:return: None
"""
for chunk in range(0, len(lst), n):
yield (lst[chunk:chunk + n])
2021-07-12 12:02:10 +00:00
def parse_db_uri_for_logging(uri: str):
"""
Helper method to parse the DB URI and return the same DB URI with the password censored
if it contains it. Otherwise, return the DB URI unchanged
:param uri: DB URI to parse for logging
"""
parsed_db_uri = urlparse(uri)
if not parsed_db_uri.netloc: # No need for censoring as no password was provided
return uri
pwd = parsed_db_uri.netloc.split(':')[1].split('@')[0]
2021-07-12 12:27:59 +00:00
return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')
def get_strategy_run_id(strategy) -> str:
"""
Generate unique identification hash for a backtest run. Identical config and strategy file will
always return an identical hash.
:param strategy: strategy object.
:return: hex string id.
"""
digest = hashlib.sha1()
config = deepcopy(strategy.config)
# Options that have no impact on results of individual backtest.
not_important_keys = ('strategy_list', 'original_config', 'telegram', 'api_server')
for k in not_important_keys:
if k in config:
del config[k]
2022-01-22 07:10:09 +00:00
# Explicitly allow NaN values (e.g. max_open_trades).
# as it does not matter for getting the hash.
digest.update(rapidjson.dumps(config, default=str,
2022-01-22 07:10:09 +00:00
number_mode=rapidjson.NM_NAN).encode('utf-8'))
with open(strategy.__file__, 'rb') as fp:
digest.update(fp.read())
return digest.hexdigest().lower()
def get_backtest_metadata_filename(filename: Union[Path, str]) -> Path:
"""Return metadata filename for specified backtest results file."""
filename = Path(filename)
return filename.parent / Path(f'{filename.stem}.meta{filename.suffix}')