2018-02-12 06:10:21 +00:00
|
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|
"""
|
|
|
|
This module contains the argument manager class
|
|
|
|
"""
|
|
|
|
|
|
|
|
import argparse
|
2018-07-04 07:31:35 +00:00
|
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import os
|
2018-02-12 06:10:21 +00:00
|
|
|
import re
|
2018-07-04 07:31:35 +00:00
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|
from typing import List, NamedTuple, Optional
|
2018-04-27 21:16:34 +00:00
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|
import arrow
|
2018-04-02 14:42:53 +00:00
|
|
|
from freqtrade import __version__, constants
|
2018-02-12 06:10:21 +00:00
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|
2018-06-05 21:34:26 +00:00
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class TimeRange(NamedTuple):
|
2018-06-05 22:10:18 +00:00
|
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|
"""
|
|
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|
NamedTuple Defining timerange inputs.
|
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|
|
[start/stop]type defines if [start/stop]ts shall be used.
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|
|
if *type is none, don't use corresponding startvalue.
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|
"""
|
2018-06-05 21:34:26 +00:00
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starttype: Optional[str] = None
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stoptype: Optional[str] = None
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startts: int = 0
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stopts: int = 0
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|
2018-02-12 06:10:21 +00:00
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class Arguments(object):
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|
"""
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|
Arguments Class. Manage the arguments received by the cli
|
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|
"""
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|
2019-05-25 13:31:30 +00:00
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def __init__(self, args: Optional[List[str]], description: str) -> None:
|
2018-02-12 06:10:21 +00:00
|
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|
self.args = args
|
2018-05-31 19:22:46 +00:00
|
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self.parsed_arg: Optional[argparse.Namespace] = None
|
2018-02-12 06:10:21 +00:00
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|
self.parser = argparse.ArgumentParser(description=description)
|
2018-03-05 01:51:57 +00:00
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|
2018-03-17 21:20:45 +00:00
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def _load_args(self) -> None:
|
2019-06-18 22:53:38 +00:00
|
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|
self.common_options()
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|
self.main_options()
|
2018-02-12 06:10:21 +00:00
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|
self._build_subcommands()
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|
2018-03-17 23:02:02 +00:00
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|
def get_parsed_arg(self) -> argparse.Namespace:
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
|
|
|
Return the list of arguments
|
|
|
|
:return: List[str] List of arguments
|
|
|
|
"""
|
2018-03-05 01:51:57 +00:00
|
|
|
if self.parsed_arg is None:
|
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|
|
self._load_args()
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|
self.parsed_arg = self.parse_args()
|
2018-02-12 06:10:21 +00:00
|
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|
return self.parsed_arg
|
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|
2019-05-29 18:57:14 +00:00
|
|
|
def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
|
|
|
Parses given arguments and returns an argparse Namespace instance.
|
|
|
|
"""
|
|
|
|
parsed_arg = self.parser.parse_args(self.args)
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|
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|
|
2019-02-19 12:14:47 +00:00
|
|
|
# Workaround issue in argparse with action='append' and default value
|
|
|
|
# (see https://bugs.python.org/issue16399)
|
2019-06-16 17:35:15 +00:00
|
|
|
if not no_default_config and parsed_arg.config is None:
|
2019-02-19 12:14:47 +00:00
|
|
|
parsed_arg.config = [constants.DEFAULT_CONFIG]
|
|
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|
|
2018-02-12 06:10:21 +00:00
|
|
|
return parsed_arg
|
|
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|
|
2019-06-18 22:53:38 +00:00
|
|
|
def common_options(self) -> None:
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
Parses arguments that are common for the main Freqtrade, all subcommands and scripts.
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = self.parser
|
|
|
|
|
|
|
|
parser.add_argument(
|
2018-02-12 06:10:21 +00:00
|
|
|
'-v', '--verbose',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Verbose mode (-vv for more, -vvv to get all messages).',
|
2018-07-19 19:12:27 +00:00
|
|
|
action='count',
|
2018-02-12 06:10:21 +00:00
|
|
|
dest='loglevel',
|
2018-07-19 19:12:27 +00:00
|
|
|
default=0,
|
2018-02-12 06:10:21 +00:00
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2019-03-29 19:12:44 +00:00
|
|
|
'--logfile',
|
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|
|
help='Log to the file specified',
|
|
|
|
dest='logfile',
|
2019-06-18 22:53:38 +00:00
|
|
|
metavar='FILE',
|
2019-03-29 19:12:44 +00:00
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-02-12 06:10:21 +00:00
|
|
|
'--version',
|
|
|
|
action='version',
|
2018-06-04 09:35:51 +00:00
|
|
|
version=f'%(prog)s {__version__}'
|
2018-02-12 06:10:21 +00:00
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-02-12 06:10:21 +00:00
|
|
|
'-c', '--config',
|
2019-06-19 21:04:11 +00:00
|
|
|
help="Specify configuration file (default: %(default)s). "
|
|
|
|
"Multiple --config options may be used. "
|
|
|
|
"Can be set to '-' to read config from stdin.",
|
2018-02-12 06:10:21 +00:00
|
|
|
dest='config',
|
2019-02-19 12:14:47 +00:00
|
|
|
action='append',
|
2018-02-12 06:10:21 +00:00
|
|
|
metavar='PATH',
|
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-03-03 01:39:27 +00:00
|
|
|
'-d', '--datadir',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Path to backtest data.',
|
2018-02-12 06:10:21 +00:00
|
|
|
dest='datadir',
|
|
|
|
metavar='PATH',
|
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
|
|
|
|
def main_options(self) -> None:
|
|
|
|
"""
|
|
|
|
Parses arguments for the main Freqtrade.
|
|
|
|
"""
|
|
|
|
parser = self.parser
|
|
|
|
|
|
|
|
parser.add_argument(
|
2018-02-12 06:10:21 +00:00
|
|
|
'-s', '--strategy',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Specify strategy class name (default: %(default)s).',
|
2018-02-12 06:10:21 +00:00
|
|
|
dest='strategy',
|
2018-03-24 19:44:04 +00:00
|
|
|
default='DefaultStrategy',
|
2018-03-24 21:30:21 +00:00
|
|
|
metavar='NAME',
|
2018-02-12 06:10:21 +00:00
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-03-25 14:28:04 +00:00
|
|
|
'--strategy-path',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Specify additional strategy lookup path.',
|
2018-03-25 14:28:04 +00:00
|
|
|
dest='strategy_path',
|
2018-02-12 06:10:21 +00:00
|
|
|
metavar='PATH',
|
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-02-12 06:10:21 +00:00
|
|
|
'--dynamic-whitelist',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Dynamically generate and update whitelist'
|
|
|
|
' based on 24h BaseVolume (default: %(const)s).'
|
2018-12-03 19:00:18 +00:00
|
|
|
' DEPRECATED.',
|
2018-02-12 06:10:21 +00:00
|
|
|
dest='dynamic_whitelist',
|
2018-04-02 14:42:53 +00:00
|
|
|
const=constants.DYNAMIC_WHITELIST,
|
2018-02-12 06:10:21 +00:00
|
|
|
type=int,
|
|
|
|
metavar='INT',
|
|
|
|
nargs='?',
|
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-06-07 03:26:39 +00:00
|
|
|
'--db-url',
|
|
|
|
help='Override trades database URL, this is useful if dry_run is enabled'
|
2019-02-19 12:14:47 +00:00
|
|
|
' or in custom deployments (default: %(default)s).',
|
2018-06-07 03:26:39 +00:00
|
|
|
dest='db_url',
|
|
|
|
metavar='PATH',
|
2018-02-12 06:10:21 +00:00
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2019-03-10 17:05:33 +00:00
|
|
|
'--sd-notify',
|
|
|
|
help='Notify systemd service manager.',
|
|
|
|
action='store_true',
|
|
|
|
dest='sd_notify',
|
|
|
|
)
|
2018-02-12 06:10:21 +00:00
|
|
|
|
2019-06-18 22:53:38 +00:00
|
|
|
def common_optimize_options(self, subparser: argparse.ArgumentParser = None) -> None:
|
2019-04-22 18:24:45 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
Parses arguments common for Backtesting, Edge and Hyperopt modules.
|
2019-04-22 18:24:45 +00:00
|
|
|
:param parser:
|
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = subparser or self.parser
|
|
|
|
|
2019-04-22 18:24:45 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'-i', '--ticker-interval',
|
|
|
|
help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).',
|
|
|
|
dest='ticker_interval',
|
|
|
|
)
|
|
|
|
parser.add_argument(
|
|
|
|
'--timerange',
|
|
|
|
help='Specify what timerange of data to use.',
|
|
|
|
dest='timerange',
|
|
|
|
)
|
|
|
|
parser.add_argument(
|
|
|
|
'--max_open_trades',
|
|
|
|
help='Specify max_open_trades to use.',
|
|
|
|
type=int,
|
|
|
|
dest='max_open_trades',
|
|
|
|
)
|
|
|
|
parser.add_argument(
|
|
|
|
'--stake_amount',
|
|
|
|
help='Specify stake_amount.',
|
|
|
|
type=float,
|
|
|
|
dest='stake_amount',
|
|
|
|
)
|
|
|
|
parser.add_argument(
|
|
|
|
'-r', '--refresh-pairs-cached',
|
|
|
|
help='Refresh the pairs files in tests/testdata with the latest data from the '
|
|
|
|
'exchange. Use it if you want to run your optimization commands with '
|
|
|
|
'up-to-date data.',
|
|
|
|
action='store_true',
|
|
|
|
dest='refresh_pairs',
|
|
|
|
)
|
|
|
|
|
2019-06-18 22:53:38 +00:00
|
|
|
def backtesting_options(self, subparser: argparse.ArgumentParser = None) -> None:
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
2019-04-22 18:24:45 +00:00
|
|
|
Parses given arguments for Backtesting module.
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = subparser or self.parser
|
|
|
|
|
2018-11-14 11:37:15 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--eps', '--enable-position-stacking',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Allow buying the same pair multiple times (position stacking).',
|
2018-11-14 11:37:15 +00:00
|
|
|
action='store_true',
|
|
|
|
dest='position_stacking',
|
|
|
|
default=False
|
|
|
|
)
|
|
|
|
parser.add_argument(
|
|
|
|
'--dmmp', '--disable-max-market-positions',
|
|
|
|
help='Disable applying `max_open_trades` during backtest '
|
2019-02-19 12:14:47 +00:00
|
|
|
'(same as setting `max_open_trades` to a very high number).',
|
2018-11-14 11:37:15 +00:00
|
|
|
action='store_false',
|
|
|
|
dest='use_max_market_positions',
|
|
|
|
default=True
|
|
|
|
)
|
2018-02-12 06:10:21 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'-l', '--live',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Use live data.',
|
2018-02-12 06:10:21 +00:00
|
|
|
action='store_true',
|
2018-03-04 09:33:39 +00:00
|
|
|
dest='live',
|
2018-02-12 06:10:21 +00:00
|
|
|
)
|
2018-07-27 21:00:50 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--strategy-list',
|
|
|
|
help='Provide a commaseparated list of strategies to backtest '
|
|
|
|
'Please note that ticker-interval needs to be set either in config '
|
2018-07-28 19:55:47 +00:00
|
|
|
'or via command line. When using this together with --export trades, '
|
|
|
|
'the strategy-name is injected into the filename '
|
|
|
|
'(so backtest-data.json becomes backtest-data-DefaultStrategy.json',
|
2018-07-27 21:00:50 +00:00
|
|
|
nargs='+',
|
|
|
|
dest='strategy_list',
|
|
|
|
)
|
2018-02-12 06:10:21 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--export',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Export backtest results, argument are: trades. '
|
|
|
|
'Example --export=trades',
|
2018-02-12 06:10:21 +00:00
|
|
|
dest='export',
|
|
|
|
)
|
2018-06-03 12:52:03 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--export-filename',
|
|
|
|
help='Save backtest results to this filename \
|
|
|
|
requires --export to be set as well\
|
2018-06-03 20:58:00 +00:00
|
|
|
Example --export-filename=user_data/backtest_data/backtest_today.json\
|
2018-06-05 03:40:36 +00:00
|
|
|
(default: %(default)s)',
|
2018-06-03 20:58:00 +00:00
|
|
|
default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
|
2018-06-03 12:52:03 +00:00
|
|
|
dest='exportfilename',
|
2018-06-03 20:58:00 +00:00
|
|
|
metavar='PATH',
|
2018-06-03 12:52:03 +00:00
|
|
|
)
|
2018-03-04 09:33:39 +00:00
|
|
|
|
2019-06-18 22:53:38 +00:00
|
|
|
def edge_options(self, subparser: argparse.ArgumentParser = None) -> None:
|
2018-11-14 11:37:15 +00:00
|
|
|
"""
|
2019-04-22 18:24:45 +00:00
|
|
|
Parses given arguments for Edge module.
|
2018-11-14 11:37:15 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = subparser or self.parser
|
|
|
|
|
2018-11-14 15:31:23 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--stoplosses',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Defines a range of stoploss against which edge will assess the strategy '
|
2018-11-14 15:49:16 +00:00
|
|
|
'the format is "min,max,step" (without any space).'
|
|
|
|
'example: --stoplosses=-0.01,-0.1,-0.001',
|
2018-11-14 15:31:23 +00:00
|
|
|
dest='stoploss_range',
|
|
|
|
)
|
2018-11-14 11:37:15 +00:00
|
|
|
|
2019-06-18 22:53:38 +00:00
|
|
|
def hyperopt_options(self, subparser: argparse.ArgumentParser = None) -> None:
|
2018-11-14 11:37:15 +00:00
|
|
|
"""
|
2019-04-22 18:24:45 +00:00
|
|
|
Parses given arguments for Hyperopt module.
|
2018-11-14 11:37:15 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = subparser or self.parser
|
|
|
|
|
2019-03-04 06:24:05 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--customhyperopt',
|
|
|
|
help='Specify hyperopt class name (default: %(default)s).',
|
|
|
|
dest='hyperopt',
|
|
|
|
default=constants.DEFAULT_HYPEROPT,
|
|
|
|
metavar='NAME',
|
|
|
|
)
|
2018-03-04 09:33:39 +00:00
|
|
|
parser.add_argument(
|
2018-07-19 11:19:36 +00:00
|
|
|
'--eps', '--enable-position-stacking',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Allow buying the same pair multiple times (position stacking).',
|
2018-03-04 09:33:39 +00:00
|
|
|
action='store_true',
|
2018-07-17 18:26:59 +00:00
|
|
|
dest='position_stacking',
|
|
|
|
default=False
|
2018-03-04 09:33:39 +00:00
|
|
|
)
|
2018-07-17 19:05:03 +00:00
|
|
|
parser.add_argument(
|
2018-07-19 11:19:36 +00:00
|
|
|
'--dmmp', '--disable-max-market-positions',
|
2018-07-17 19:05:03 +00:00
|
|
|
help='Disable applying `max_open_trades` during backtest '
|
2019-02-19 12:14:47 +00:00
|
|
|
'(same as setting `max_open_trades` to a very high number).',
|
2018-07-17 19:05:03 +00:00
|
|
|
action='store_false',
|
|
|
|
dest='use_max_market_positions',
|
|
|
|
default=True
|
|
|
|
)
|
2018-02-12 06:10:21 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'-e', '--epochs',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Specify number of epochs (default: %(default)d).',
|
2018-02-12 06:10:21 +00:00
|
|
|
dest='epochs',
|
2018-04-02 14:42:53 +00:00
|
|
|
default=constants.HYPEROPT_EPOCH,
|
2018-02-12 06:10:21 +00:00
|
|
|
type=int,
|
|
|
|
metavar='INT',
|
|
|
|
)
|
2018-03-04 08:51:22 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'-s', '--spaces',
|
|
|
|
help='Specify which parameters to hyperopt. Space separate list. \
|
2019-02-19 12:14:47 +00:00
|
|
|
Default: %(default)s.',
|
2019-01-06 09:16:30 +00:00
|
|
|
choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
|
2018-03-04 08:51:22 +00:00
|
|
|
default='all',
|
|
|
|
nargs='+',
|
|
|
|
dest='spaces',
|
|
|
|
)
|
2019-04-21 22:10:01 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--print-all',
|
|
|
|
help='Print all results, not only the best ones.',
|
|
|
|
action='store_true',
|
|
|
|
dest='print_all',
|
|
|
|
default=False
|
|
|
|
)
|
2019-04-22 21:30:09 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'-j', '--job-workers',
|
|
|
|
help='The number of concurrently running jobs for hyperoptimization '
|
|
|
|
'(hyperopt worker processes). '
|
|
|
|
'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
|
|
|
|
'If 1 is given, no parallel computing code is used at all.',
|
|
|
|
dest='hyperopt_jobs',
|
|
|
|
default=-1,
|
|
|
|
type=int,
|
|
|
|
metavar='JOBS',
|
|
|
|
)
|
2019-04-23 18:18:52 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--random-state',
|
|
|
|
help='Set random state to some positive integer for reproducible hyperopt results.',
|
|
|
|
dest='hyperopt_random_state',
|
2019-04-23 19:16:24 +00:00
|
|
|
type=Arguments.check_int_positive,
|
2019-04-23 18:18:52 +00:00
|
|
|
metavar='INT',
|
|
|
|
)
|
2019-05-01 12:27:58 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--min-trades',
|
|
|
|
help="Set minimal desired number of trades for evaluations in the hyperopt "
|
|
|
|
"optimization path (default: 1).",
|
|
|
|
dest='hyperopt_min_trades',
|
|
|
|
default=1,
|
|
|
|
type=Arguments.check_int_positive,
|
|
|
|
metavar='INT',
|
|
|
|
)
|
2018-02-12 06:10:21 +00:00
|
|
|
|
2019-06-18 22:53:38 +00:00
|
|
|
def list_exchanges_options(self, subparser: argparse.ArgumentParser = None) -> None:
|
2019-06-12 09:33:20 +00:00
|
|
|
"""
|
|
|
|
Parses given arguments for the list-exchanges command.
|
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = subparser or self.parser
|
|
|
|
|
2019-06-12 09:33:20 +00:00
|
|
|
parser.add_argument(
|
2019-06-14 18:59:16 +00:00
|
|
|
'-1', '--one-column',
|
2019-06-12 09:33:20 +00:00
|
|
|
help='Print exchanges in one column',
|
|
|
|
action='store_true',
|
|
|
|
dest='print_one_column',
|
|
|
|
)
|
|
|
|
|
2018-02-12 06:10:21 +00:00
|
|
|
def _build_subcommands(self) -> None:
|
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
Builds and attaches all subcommands.
|
2018-02-12 06:10:21 +00:00
|
|
|
:return: None
|
|
|
|
"""
|
2019-05-28 17:25:01 +00:00
|
|
|
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
|
2019-06-12 09:33:20 +00:00
|
|
|
from freqtrade.utils import start_list_exchanges
|
2018-02-12 06:10:21 +00:00
|
|
|
|
|
|
|
subparsers = self.parser.add_subparsers(dest='subparser')
|
|
|
|
|
|
|
|
# Add backtesting subcommand
|
2019-02-19 12:14:47 +00:00
|
|
|
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
|
2019-05-25 18:00:31 +00:00
|
|
|
backtesting_cmd.set_defaults(func=start_backtesting)
|
2019-06-18 22:53:38 +00:00
|
|
|
self.common_optimize_options(backtesting_cmd)
|
2018-03-05 01:51:57 +00:00
|
|
|
self.backtesting_options(backtesting_cmd)
|
2018-02-12 06:10:21 +00:00
|
|
|
|
2018-11-14 11:37:15 +00:00
|
|
|
# Add edge subcommand
|
2019-02-19 12:14:47 +00:00
|
|
|
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
|
2019-05-28 17:25:01 +00:00
|
|
|
edge_cmd.set_defaults(func=start_edge)
|
2019-06-18 22:53:38 +00:00
|
|
|
self.common_optimize_options(edge_cmd)
|
2018-11-14 11:37:15 +00:00
|
|
|
self.edge_options(edge_cmd)
|
|
|
|
|
2018-02-12 06:10:21 +00:00
|
|
|
# Add hyperopt subcommand
|
2019-02-19 12:14:47 +00:00
|
|
|
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
|
2019-05-25 18:00:31 +00:00
|
|
|
hyperopt_cmd.set_defaults(func=start_hyperopt)
|
2019-06-18 22:53:38 +00:00
|
|
|
self.common_optimize_options(hyperopt_cmd)
|
2018-03-05 01:51:57 +00:00
|
|
|
self.hyperopt_options(hyperopt_cmd)
|
2018-02-12 06:10:21 +00:00
|
|
|
|
2019-06-12 09:33:20 +00:00
|
|
|
# Add list-exchanges subcommand
|
2019-06-14 19:04:29 +00:00
|
|
|
list_exchanges_cmd = subparsers.add_parser(
|
|
|
|
'list-exchanges',
|
|
|
|
help='Print available exchanges.'
|
|
|
|
)
|
2019-06-12 09:33:20 +00:00
|
|
|
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
|
|
|
|
self.list_exchanges_options(list_exchanges_cmd)
|
|
|
|
|
2018-02-12 06:10:21 +00:00
|
|
|
@staticmethod
|
2018-06-05 21:34:26 +00:00
|
|
|
def parse_timerange(text: Optional[str]) -> TimeRange:
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
|
|
|
Parse the value of the argument --timerange to determine what is the range desired
|
|
|
|
:param text: value from --timerange
|
|
|
|
:return: Start and End range period
|
|
|
|
"""
|
|
|
|
if text is None:
|
2018-06-08 17:46:07 +00:00
|
|
|
return TimeRange(None, None, 0, 0)
|
2018-02-12 06:10:21 +00:00
|
|
|
syntax = [(r'^-(\d{8})$', (None, 'date')),
|
|
|
|
(r'^(\d{8})-$', ('date', None)),
|
|
|
|
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
|
2018-06-02 18:59:18 +00:00
|
|
|
(r'^-(\d{10})$', (None, 'date')),
|
|
|
|
(r'^(\d{10})-$', ('date', None)),
|
|
|
|
(r'^(\d{10})-(\d{10})$', ('date', 'date')),
|
2018-02-12 06:10:21 +00:00
|
|
|
(r'^(-\d+)$', (None, 'line')),
|
|
|
|
(r'^(\d+)-$', ('line', None)),
|
|
|
|
(r'^(\d+)-(\d+)$', ('index', 'index'))]
|
|
|
|
for rex, stype in syntax:
|
|
|
|
# Apply the regular expression to text
|
|
|
|
match = re.match(rex, text)
|
|
|
|
if match: # Regex has matched
|
|
|
|
rvals = match.groups()
|
|
|
|
index = 0
|
2018-06-05 21:34:26 +00:00
|
|
|
start: int = 0
|
|
|
|
stop: int = 0
|
2018-02-12 06:10:21 +00:00
|
|
|
if stype[0]:
|
2018-05-31 19:22:46 +00:00
|
|
|
starts = rvals[index]
|
2018-06-05 21:14:28 +00:00
|
|
|
if stype[0] == 'date' and len(starts) == 8:
|
|
|
|
start = arrow.get(starts, 'YYYYMMDD').timestamp
|
2018-04-27 21:16:34 +00:00
|
|
|
else:
|
2018-05-31 19:22:46 +00:00
|
|
|
start = int(starts)
|
2018-02-12 06:10:21 +00:00
|
|
|
index += 1
|
|
|
|
if stype[1]:
|
2018-05-31 19:22:46 +00:00
|
|
|
stops = rvals[index]
|
2018-06-05 21:14:28 +00:00
|
|
|
if stype[1] == 'date' and len(stops) == 8:
|
|
|
|
stop = arrow.get(stops, 'YYYYMMDD').timestamp
|
2018-04-27 21:16:34 +00:00
|
|
|
else:
|
2018-05-31 19:22:46 +00:00
|
|
|
stop = int(stops)
|
2018-06-05 21:34:26 +00:00
|
|
|
return TimeRange(stype[0], stype[1], start, stop)
|
2018-02-12 06:10:21 +00:00
|
|
|
raise Exception('Incorrect syntax for timerange "%s"' % text)
|
|
|
|
|
2019-04-23 18:18:52 +00:00
|
|
|
@staticmethod
|
2019-05-25 11:16:00 +00:00
|
|
|
def check_int_positive(value: str) -> int:
|
2019-04-23 18:18:52 +00:00
|
|
|
try:
|
|
|
|
uint = int(value)
|
|
|
|
if uint <= 0:
|
|
|
|
raise ValueError
|
2019-04-23 19:16:24 +00:00
|
|
|
except ValueError:
|
|
|
|
raise argparse.ArgumentTypeError(
|
|
|
|
f"{value} is invalid for this parameter, should be a positive integer value"
|
|
|
|
)
|
2019-04-23 18:18:52 +00:00
|
|
|
return uint
|
|
|
|
|
2019-06-18 22:53:38 +00:00
|
|
|
def common_scripts_options(self, subparser: argparse.ArgumentParser = None) -> None:
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
Parses arguments common for scripts.
|
2018-02-12 06:10:21 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = subparser or self.parser
|
|
|
|
|
|
|
|
parser.add_argument(
|
2019-01-23 18:11:05 +00:00
|
|
|
'-p', '--pairs',
|
2018-02-12 06:10:21 +00:00
|
|
|
help='Show profits for only this pairs. Pairs are comma-separated.',
|
2019-01-23 18:11:05 +00:00
|
|
|
dest='pairs',
|
2018-02-12 06:10:21 +00:00
|
|
|
)
|
2018-04-22 07:57:48 +00:00
|
|
|
|
2019-05-29 18:57:14 +00:00
|
|
|
def download_data_options(self) -> None:
|
2018-04-22 07:57:48 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
Parses given arguments for testdata download script
|
2018-04-22 07:57:48 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = self.parser
|
|
|
|
|
|
|
|
parser.add_argument(
|
2019-05-29 18:57:14 +00:00
|
|
|
'--pairs-file',
|
|
|
|
help='File containing a list of pairs to download.',
|
|
|
|
dest='pairs_file',
|
2019-05-30 06:51:32 +00:00
|
|
|
metavar='FILE',
|
2019-05-29 18:57:14 +00:00
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-04-24 23:11:07 +00:00
|
|
|
'--days',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Download data for given number of days.',
|
2018-04-24 23:11:07 +00:00
|
|
|
dest='days',
|
2019-06-11 07:10:21 +00:00
|
|
|
type=Arguments.check_int_positive,
|
2018-06-02 21:47:20 +00:00
|
|
|
metavar='INT',
|
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-04-24 23:11:07 +00:00
|
|
|
'--exchange',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Exchange name (default: %(default)s). Only valid if no config is provided.',
|
2018-04-24 23:11:07 +00:00
|
|
|
dest='exchange',
|
2018-06-02 21:47:20 +00:00
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-06-04 10:31:52 +00:00
|
|
|
'-t', '--timeframes',
|
|
|
|
help='Specify which tickers to download. Space separated list. \
|
2019-02-19 12:14:47 +00:00
|
|
|
Default: %(default)s.',
|
2018-06-04 12:03:42 +00:00
|
|
|
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
|
2018-06-04 13:35:00 +00:00
|
|
|
'6h', '8h', '12h', '1d', '3d', '1w'],
|
2018-06-04 10:31:52 +00:00
|
|
|
nargs='+',
|
|
|
|
dest='timeframes',
|
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2018-06-24 17:52:12 +00:00
|
|
|
'--erase',
|
2019-02-19 12:14:47 +00:00
|
|
|
help='Clean all existing data for the selected exchange/pairs/timeframes.',
|
2018-06-24 17:52:12 +00:00
|
|
|
dest='erase',
|
|
|
|
action='store_true'
|
|
|
|
)
|
2019-06-16 17:35:15 +00:00
|
|
|
|
|
|
|
def plot_dataframe_options(self) -> None:
|
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
Parses given arguments for plot dataframe script
|
2019-06-16 17:35:15 +00:00
|
|
|
"""
|
2019-06-18 22:53:38 +00:00
|
|
|
parser = self.parser
|
|
|
|
|
|
|
|
parser.add_argument(
|
2019-06-16 17:35:15 +00:00
|
|
|
'--indicators1',
|
2019-06-16 17:53:48 +00:00
|
|
|
help='Set indicators from your strategy you want in the first row of the graph. '
|
2019-06-18 23:42:29 +00:00
|
|
|
'Separate them with a coma. E.g: ema3,ema5 (default: %(default)s)',
|
2019-06-16 17:35:15 +00:00
|
|
|
default='sma,ema3,ema5',
|
|
|
|
dest='indicators1',
|
|
|
|
)
|
|
|
|
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2019-06-16 17:35:15 +00:00
|
|
|
'--indicators2',
|
2019-06-16 17:53:48 +00:00
|
|
|
help='Set indicators from your strategy you want in the third row of the graph. '
|
2019-06-18 23:42:29 +00:00
|
|
|
'Separate them with a coma. E.g: fastd,fastk (default: %(default)s)',
|
2019-06-16 17:35:15 +00:00
|
|
|
default='macd,macdsignal',
|
|
|
|
dest='indicators2',
|
|
|
|
)
|
2019-06-18 22:53:38 +00:00
|
|
|
parser.add_argument(
|
2019-06-16 17:35:15 +00:00
|
|
|
'--plot-limit',
|
|
|
|
help='Specify tick limit for plotting - too high values cause huge files - '
|
|
|
|
'Default: %(default)s',
|
|
|
|
dest='plot_limit',
|
|
|
|
default=750,
|
|
|
|
type=int,
|
|
|
|
)
|
2019-06-22 14:18:49 +00:00
|
|
|
parser.add_argument(
|
|
|
|
'--trade-source',
|
2019-06-22 14:40:33 +00:00
|
|
|
help='Specify the source for trades (Can be DB or file (backtest file)) '
|
|
|
|
'Default: %(default)s',
|
2019-06-22 14:18:49 +00:00
|
|
|
dest='trade_source',
|
|
|
|
default="file",
|
|
|
|
choices=["DB", "file"]
|
|
|
|
)
|