stable/freqtrade/arguments.py

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"""
This module contains the argument manager class
"""
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import os
import argparse
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import logging
import re
import arrow
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from typing import List, Optional, NamedTuple
from freqtrade import __version__, constants
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class TimeRange(NamedTuple):
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"""
NamedTuple Defining timerange inputs.
[start/stop]type defines if [start/stop]ts shall be used.
if *type is none, don't use corresponding startvalue.
"""
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starttype: Optional[str] = None
stoptype: Optional[str] = None
startts: int = 0
stopts: int = 0
class Arguments(object):
"""
Arguments Class. Manage the arguments received by the cli
"""
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def __init__(self, args: List[str], description: str) -> None:
self.args = args
self.parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description=description)
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def _load_args(self) -> None:
self.common_args_parser()
self._build_subcommands()
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def get_parsed_arg(self) -> argparse.Namespace:
"""
Return the list of arguments
:return: List[str] List of arguments
"""
if self.parsed_arg is None:
self._load_args()
self.parsed_arg = self.parse_args()
return self.parsed_arg
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def parse_args(self) -> argparse.Namespace:
"""
Parses given arguments and returns an argparse Namespace instance.
"""
parsed_arg = self.parser.parse_args(self.args)
return parsed_arg
def common_args_parser(self) -> None:
"""
Parses given common arguments and returns them as a parsed object.
"""
self.parser.add_argument(
'-v', '--verbose',
help='be verbose',
action='store_const',
dest='loglevel',
const=logging.DEBUG,
default=logging.INFO,
)
self.parser.add_argument(
'--version',
action='version',
version='%(prog)s {}'.format(__version__),
)
self.parser.add_argument(
'-c', '--config',
help='specify configuration file (default: %(default)s)',
dest='config',
default='config.json',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'-d', '--datadir',
help='path to backtest data',
dest='datadir',
default=None,
type=str,
metavar='PATH',
)
self.parser.add_argument(
'-s', '--strategy',
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help='specify strategy class name (default: %(default)s)',
dest='strategy',
default='DefaultStrategy',
type=str,
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metavar='NAME',
)
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self.parser.add_argument(
'--strategy-path',
help='specify additional strategy lookup path',
dest='strategy_path',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'--dynamic-whitelist',
help='dynamically generate and update whitelist'
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' based on 24h BaseVolume (default: %(const)s)',
dest='dynamic_whitelist',
const=constants.DYNAMIC_WHITELIST,
type=int,
metavar='INT',
nargs='?',
)
self.parser.add_argument(
'--db-url',
help='Override trades database URL, this is useful if dry_run is enabled'
' or in custom deployments (default: %(default)s)',
dest='db_url',
default=constants.DEFAULT_DB_PROD_URL,
type=str,
metavar='PATH',
)
@staticmethod
def backtesting_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given arguments for Backtesting scripts.
"""
parser.add_argument(
'-l', '--live',
help='using live data',
action='store_true',
dest='live',
)
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 backtesting with up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
parser.add_argument(
'--export',
help='export backtest results, argument are: trades\
Example --export=trades',
type=str,
default=None,
dest='export',
)
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parser.add_argument(
'--export-filename',
help='Save backtest results to this filename \
requires --export to be set as well\
Example --export-filename=user_data/backtest_data/backtest_today.json\
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(default: %(default)s)',
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type=str,
default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
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dest='exportfilename',
metavar='PATH',
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)
@staticmethod
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given common arguments for Backtesting and Hyperopt scripts.
:param parser:
:return:
"""
parser.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval (1m, 5m, 30m, 1h, 1d)',
dest='ticker_interval',
type=str,
)
parser.add_argument(
'--realistic-simulation',
help='uses max_open_trades from config to simulate real world limitations',
action='store_true',
dest='realistic_simulation',
)
parser.add_argument(
'--timerange',
help='specify what timerange of data to use.',
default=None,
type=str,
dest='timerange',
)
@staticmethod
def hyperopt_options(parser: argparse.ArgumentParser) -> None:
"""
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Parses given arguments for Hyperopt scripts.
"""
parser.add_argument(
'-e', '--epochs',
help='specify number of epochs (default: %(default)d)',
dest='epochs',
default=constants.HYPEROPT_EPOCH,
type=int,
metavar='INT',
)
parser.add_argument(
'--use-mongodb',
help='parallelize evaluations with mongodb (requires mongod in PATH)',
dest='mongodb',
action='store_true',
)
parser.add_argument(
'-s', '--spaces',
help='Specify which parameters to hyperopt. Space separate list. \
Default: %(default)s',
choices=['all', 'buy', 'roi', 'stoploss'],
default='all',
nargs='+',
dest='spaces',
)
def _build_subcommands(self) -> None:
"""
Builds and attaches all subcommands
:return: None
"""
from freqtrade.optimize import backtesting, hyperopt
subparsers = self.parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
backtesting_cmd.set_defaults(func=backtesting.start)
self.optimizer_shared_options(backtesting_cmd)
self.backtesting_options(backtesting_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
hyperopt_cmd.set_defaults(func=hyperopt.start)
self.optimizer_shared_options(hyperopt_cmd)
self.hyperopt_options(hyperopt_cmd)
@staticmethod
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def parse_timerange(text: Optional[str]) -> TimeRange:
"""
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:
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return TimeRange()
syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
(r'^-(\d{10})$', (None, 'date')),
(r'^(\d{10})-$', ('date', None)),
(r'^(\d{10})-(\d{10})$', ('date', 'date')),
(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
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start: int = 0
stop: int = 0
if stype[0]:
starts = rvals[index]
if stype[0] == 'date':
start = int(starts) if len(starts) == 10 \
else arrow.get(starts, 'YYYYMMDD').timestamp
else:
start = int(starts)
index += 1
if stype[1]:
stops = rvals[index]
if stype[1] == 'date':
stop = int(stops) if len(stops) == 10 \
else arrow.get(stops, 'YYYYMMDD').timestamp
else:
stop = int(stops)
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return TimeRange(stype[0], stype[1], start, stop)
raise Exception('Incorrect syntax for timerange "%s"' % text)
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def scripts_options(self) -> None:
"""
Parses given arguments for scripts.
"""
self.parser.add_argument(
'-p', '--pair',
help='Show profits for only this pairs. Pairs are comma-separated.',
dest='pair',
default=None
)
def testdata_dl_options(self) -> None:
"""
Parses given arguments for testdata download
"""
self.parser.add_argument(
'--pairs-file',
help='File containing a list of pairs to download',
dest='pairs_file',
default=None,
metavar='PATH',
)
self.parser.add_argument(
'--export',
help='Export files to given dir',
dest='export',
default=None,
metavar='PATH',
)
self.parser.add_argument(
'--days',
help='Download data for number of days',
dest='days',
type=int,
metavar='INT',
default=None
)
self.parser.add_argument(
'--exchange',
help='Exchange name (default: %(default)s)',
dest='exchange',
type=str,
default='bittrex'
)
self.parser.add_argument(
'-t', '--timeframes',
help='Specify which tickers to download. Space separated list. \
Default: %(default)s',
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
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'6h', '8h', '12h', '1d', '3d', '1w'],
default=['1m', '5m'],
nargs='+',
dest='timeframes',
)