stable/freqtrade/commands/cli_options.py

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"""
Definition of cli arguments used in arguments.py
"""
from argparse import ArgumentTypeError
from freqtrade import __version__, constants
def check_int_positive(value: str) -> int:
try:
uint = int(value)
if uint <= 0:
raise ValueError
except ValueError:
raise ArgumentTypeError(
f"{value} is invalid for this parameter, should be a positive integer value"
)
return uint
def check_int_nonzero(value: str) -> int:
try:
uint = int(value)
if uint == 0:
raise ValueError
except ValueError:
raise ArgumentTypeError(
f"{value} is invalid for this parameter, should be a non-zero integer value"
)
return uint
class Arg:
# Optional CLI arguments
def __init__(self, *args, **kwargs):
self.cli = args
self.kwargs = kwargs
# List of available command line options
AVAILABLE_CLI_OPTIONS = {
# Common options
"verbosity": Arg(
'-v', '--verbose',
help='Verbose mode (-vv for more, -vvv to get all messages).',
action='count',
default=0,
),
"logfile": Arg(
'--logfile',
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help="Log to the file specified. Special values are: 'syslog', 'journald'. "
"See the documentation for more details.",
metavar='FILE',
),
"version": Arg(
'-V', '--version',
action='version',
version=f'%(prog)s {__version__}',
),
"config": Arg(
'-c', '--config',
help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
f'Multiple --config options may be used. '
f'Can be set to `-` to read config from stdin.',
action='append',
metavar='PATH',
),
"datadir": Arg(
'-d', '--datadir',
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help='Path to directory with historical backtesting data.',
metavar='PATH',
),
"user_data_dir": Arg(
'--userdir', '--user-data-dir',
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help='Path to userdata directory.',
metavar='PATH',
),
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"reset": Arg(
'--reset',
help='Reset sample files to their original state.',
action='store_true',
),
# Main options
"strategy": Arg(
'-s', '--strategy',
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help='Specify strategy class name which will be used by the bot.',
metavar='NAME',
),
"strategy_path": Arg(
'--strategy-path',
help='Specify additional strategy lookup path.',
metavar='PATH',
),
"db_url": Arg(
'--db-url',
help=f'Override trades database URL, this is useful in custom deployments '
f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
metavar='PATH',
),
"sd_notify": Arg(
'--sd-notify',
help='Notify systemd service manager.',
action='store_true',
),
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"dry_run": Arg(
'--dry-run',
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help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
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action='store_true',
),
# Optimize common
"ticker_interval": Arg(
'-i', '--ticker-interval',
help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"timerange": Arg(
'--timerange',
help='Specify what timerange of data to use.',
),
"max_open_trades": Arg(
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'--max-open-trades',
help='Override the value of the `max_open_trades` configuration setting.',
type=int,
metavar='INT',
),
"stake_amount": Arg(
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'--stake-amount',
help='Override the value of the `stake_amount` configuration setting.',
type=float,
),
# Backtesting
"position_stacking": Arg(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking).',
action='store_true',
default=False,
),
"use_max_market_positions": Arg(
'--dmmp', '--disable-max-market-positions',
help='Disable applying `max_open_trades` during backtest '
'(same as setting `max_open_trades` to a very high number).',
action='store_false',
default=True,
),
"strategy_list": Arg(
'--strategy-list',
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help='Provide a space-separated list of strategies to backtest. '
'Please note that ticker-interval needs to be set either in config '
'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`',
nargs='+',
),
"export": Arg(
'--export',
help='Export backtest results, argument are: trades. '
'Example: `--export=trades`',
),
"exportfilename": Arg(
'--export-filename',
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help='Save backtest results to the file with this filename. '
'Requires `--export` to be set as well. '
'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
metavar='PATH',
),
"fee": Arg(
'--fee',
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help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
type=float,
metavar='FLOAT',
),
# Edge
"stoploss_range": Arg(
'--stoplosses',
help='Defines a range of stoploss values against which edge will assess the strategy. '
'The format is "min,max,step" (without any space). '
'Example: `--stoplosses=-0.01,-0.1,-0.001`',
),
# Hyperopt
"hyperopt": Arg(
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'--hyperopt',
help='Specify hyperopt class name which will be used by the bot.',
metavar='NAME',
),
"hyperopt_path": Arg(
'--hyperopt-path',
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help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
metavar='PATH',
),
"epochs": Arg(
'-e', '--epochs',
help='Specify number of epochs (default: %(default)d).',
type=check_int_positive,
metavar='INT',
default=constants.HYPEROPT_EPOCH,
),
"spaces": Arg(
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'--spaces',
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help='Specify which parameters to hyperopt. Space-separated list.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
nargs='+',
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default='default',
),
"print_all": Arg(
'--print-all',
help='Print all results, not only the best ones.',
action='store_true',
default=False,
),
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"print_colorized": Arg(
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'--no-color',
help='Disable colorization of hyperopt results. May be useful if you are '
'redirecting output to a file.',
action='store_false',
default=True,
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),
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"print_json": Arg(
'--print-json',
help='Print best result detailization in JSON format.',
action='store_true',
default=False,
),
"hyperopt_jobs": Arg(
'-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.',
type=int,
metavar='JOBS',
default=-1,
),
"hyperopt_random_state": Arg(
'--random-state',
help='Set random state to some positive integer for reproducible hyperopt results.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_min_trades": Arg(
'--min-trades',
help="Set minimal desired number of trades for evaluations in the hyperopt "
"optimization path (default: 1).",
type=check_int_positive,
metavar='INT',
default=1,
),
"hyperopt_continue": Arg(
"--continue",
help="Continue hyperopt from previous runs. "
"By default, temporary files will be removed and hyperopt will start from scratch.",
default=False,
action='store_true',
),
"hyperopt_loss": Arg(
'--hyperopt-loss',
help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
'Different functions can generate completely different results, '
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'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826) * more consistent backtesting tables and labels * added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table. * added daily sharpe ratio hyperopt loss method, ty @djacky * removed commented code * removed unused profit_abs * added proper slippage to each trade * replaced use of old value total_profit * Align quotes in same area * added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily * fixed some more line alignments * updated docs to include SharpeHyperOptLossDaily * Update dockerfile to 3.8.1 * Run tests against 3.8 * added daily sharpe ratio hyperopt loss method, ty @djacky * removed commented code * removed unused profit_abs * added proper slippage to each trade * replaced use of old value total_profit * added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily * updated docs to include SharpeHyperOptLossDaily * docs fixes * missed one fix * fixed standard deviation line * fixed to bracket notation * fixed to bracket notation * fixed syntax error * better readability, kept np.sqrt(365) which results in annualized sharpe ratio * fixed method arguments indentation * updated commented out debug print line * renamed after slippage profit_percent so it wont affect _calculate_results_metrics() * Reworked to fill leading and trailing days * No need for np; make flake happy * Fix risk free rate Co-authored-by: Matthias <xmatthias@outlook.com> Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
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'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily.'
'(default: `%(default)s`).',
metavar='NAME',
default=constants.DEFAULT_HYPEROPT_LOSS,
),
# List exchanges
"print_one_column": Arg(
'-1', '--one-column',
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help='Print output in one column.',
action='store_true',
),
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"list_exchanges_all": Arg(
'-a', '--all',
help='Print all exchanges known to the ccxt library.',
action='store_true',
),
# List pairs / markets
"list_pairs_all": Arg(
'-a', '--all',
help='Print all pairs or market symbols. By default only active '
'ones are shown.',
action='store_true',
),
"print_list": Arg(
'--print-list',
help='Print list of pairs or market symbols. By default data is '
'printed in the tabular format.',
action='store_true',
),
"list_pairs_print_json": Arg(
'--print-json',
help='Print list of pairs or market symbols in JSON format.',
action='store_true',
default=False,
),
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"print_csv": Arg(
'--print-csv',
help='Print exchange pair or market data in the csv format.',
action='store_true',
),
"quote_currencies": Arg(
'--quote',
help='Specify quote currency(-ies). Space-separated list.',
nargs='+',
metavar='QUOTE_CURRENCY',
),
"base_currencies": Arg(
'--base',
help='Specify base currency(-ies). Space-separated list.',
nargs='+',
metavar='BASE_CURRENCY',
),
# Script options
"pairs": Arg(
'-p', '--pairs',
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help='Show profits for only these pairs. Pairs are space-separated.',
nargs='+',
),
# Download data
"pairs_file": Arg(
'--pairs-file',
help='File containing a list of pairs to download.',
metavar='FILE',
),
"days": Arg(
'--days',
help='Download data for given number of days.',
type=check_int_positive,
metavar='INT',
),
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"download_trades": Arg(
'--dl-trades',
help='Download trades instead of OHLCV data. The bot will resample trades to the '
'desired timeframe as specified as --timeframes/-t.',
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action='store_true',
),
"exchange": Arg(
'--exchange',
help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
f'Only valid if no config is provided.',
),
"timeframes": Arg(
'-t', '--timeframes',
help=f'Specify which tickers to download. Space-separated list. '
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f'Default: `1m 5m`.',
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
'6h', '8h', '12h', '1d', '3d', '1w'],
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default=['1m', '5m'],
nargs='+',
),
"erase": Arg(
'--erase',
help='Clean all existing data for the selected exchange/pairs/timeframes.',
action='store_true',
),
# Templating options
"template": Arg(
'--template',
help='Use a template which is either `minimal` or '
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'`full` (containing multiple sample indicators). Default: `%(default)s`.',
choices=['full', 'minimal'],
default='full',
),
# Plot dataframe
"indicators1": Arg(
'--indicators1',
help='Set indicators from your strategy you want in the first row of the graph. '
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"Space-separated list. Example: `ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.",
nargs='+',
),
"indicators2": Arg(
'--indicators2',
help='Set indicators from your strategy you want in the third row of the graph. '
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"Space-separated list. Example: `fastd fastk`. Default: `['macd', 'macdsignal']`.",
nargs='+',
),
"plot_limit": Arg(
'--plot-limit',
help='Specify tick limit for plotting. Notice: too high values cause huge files. '
'Default: %(default)s.',
type=check_int_positive,
metavar='INT',
default=750,
),
"trade_source": Arg(
'--trade-source',
help='Specify the source for trades (Can be DB or file (backtest file)) '
'Default: %(default)s',
choices=["DB", "file"],
default="file",
),
# hyperopt-list, hyperopt-show
"hyperopt_list_profitable": Arg(
'--profitable',
help='Select only profitable epochs.',
action='store_true',
),
"hyperopt_list_best": Arg(
'--best',
help='Select only best epochs.',
action='store_true',
),
"hyperopt_list_min_trades": Arg(
'--min-trades',
help='Select epochs with more than INT trades.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_list_max_trades": Arg(
'--max-trades',
help='Select epochs with less than INT trades.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_list_min_avg_time": Arg(
'--min-avg-time',
help='Select epochs on above average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_time": Arg(
'--max-avg-time',
help='Select epochs on under average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_avg_profit": Arg(
'--min-avg-profit',
help='Select epochs on above average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_total_profit": Arg(
'--min-total-profit',
help='Select epochs on above total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_no_details": Arg(
'--no-details',
help='Do not print best epoch details.',
action='store_true',
),
"hyperopt_show_index": Arg(
'-n', '--index',
help='Specify the index of the epoch to print details for.',
type=check_int_nonzero,
metavar='INT',
),
"hyperopt_show_no_header": Arg(
'--no-header',
help='Do not print epoch details header.',
action='store_true',
),
}