stable/freqtrade/resolvers/strategy_resolver.py

# pragma pylint: disable=attribute-defined-outside-init

"""
This module load custom strategies
"""
import logging
import tempfile
from base64 import urlsafe_b64decode
from inspect import getfullargspec
from os import walk
from pathlib import Path
from typing import Any, List, Optional

from freqtrade.configuration.config_validation import validate_migrated_strategy_settings
from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES, Config
from freqtrade.enums import TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.resolvers import IResolver
from freqtrade.strategy.interface import IStrategy


logger = logging.getLogger(__name__)


class StrategyResolver(IResolver):
    """
    This class contains the logic to load custom strategy class
    """
    object_type = IStrategy
    object_type_str = "Strategy"
    user_subdir = USERPATH_STRATEGIES
    initial_search_path = None

    @staticmethod
    def load_strategy(config: Config = None) -> IStrategy:
        """
        Load the custom class from config parameter
        :param config: configuration dictionary or None
        """
        config = config or {}

        if not config.get('strategy'):
            raise OperationalException("No strategy set. Please use `--strategy` to specify "
                                       "the strategy class to use.")

        strategy_name = config['strategy']
        strategy: IStrategy = StrategyResolver._load_strategy(
            strategy_name, config=config,
            extra_dir=config.get('strategy_path'))
        strategy.ft_load_params_from_file()
        # Set attributes
        # Check if we need to override configuration
        #             (Attribute name,                    default,     subkey)
        attributes = [("minimal_roi",                     {"0": 10.0}),
                      ("timeframe",                       None),
                      ("stoploss",                        None),
                      ("trailing_stop",                   None),
                      ("trailing_stop_positive",          None),
                      ("trailing_stop_positive_offset",   0.0),
                      ("trailing_only_offset_is_reached", None),
                      ("use_custom_stoploss",             None),
                      ("process_only_new_candles",        None),
                      ("order_types",                     None),
                      ("order_time_in_force",             None),
                      ("stake_currency",                  None),
                      ("stake_amount",                    None),
                      ("protections",                     None),
                      ("startup_candle_count",            None),
                      ("unfilledtimeout",                 None),
                      ("use_exit_signal",                 True),
                      ("exit_profit_only",                False),
                      ("ignore_roi_if_entry_signal",      False),
                      ("exit_profit_offset",              0.0),
                      ("disable_dataframe_checks",        False),
                      ("ignore_buying_expired_candle_after",  0),
                      ("position_adjustment_enable",      False),
                      ("max_entry_position_adjustment",      -1),
                      ]
        for attribute, default in attributes:
            StrategyResolver._override_attribute_helper(strategy, config,
                                                        attribute, default)

        # Loop this list again to have output combined
        for attribute, _ in attributes:
            if attribute in config:
                logger.info("Strategy using %s: %s", attribute, config[attribute])

        StrategyResolver._normalize_attributes(strategy)

        StrategyResolver._strategy_sanity_validations(strategy)
        return strategy

    @staticmethod
    def _override_attribute_helper(strategy, config: Config, attribute: str, default: Any):
        """
        Override attributes in the strategy.
        Prevalence:
        - Configuration
        - Strategy
        - default (if not None)
        """
        if (attribute in config
                and not isinstance(getattr(type(strategy), attribute, None), property)):
            # Ensure Properties are not overwritten
            setattr(strategy, attribute, config[attribute])
            logger.info("Override strategy '%s' with value in config file: %s.",
                        attribute, config[attribute])
        elif hasattr(strategy, attribute):
            val = getattr(strategy, attribute)
            # None's cannot exist in the config, so do not copy them
            if val is not None:
                config[attribute] = val
        # Explicitly check for None here as other "falsy" values are possible
        elif default is not None:
            setattr(strategy, attribute, default)
            config[attribute] = default

    @staticmethod
    def _normalize_attributes(strategy: IStrategy) -> IStrategy:
        """
        Normalize attributes to have the correct type.
        """
        # Sort and apply type conversions
        if hasattr(strategy, 'minimal_roi'):
            strategy.minimal_roi = dict(sorted(
                {int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
                key=lambda t: t[0]))
        if hasattr(strategy, 'stoploss'):
            strategy.stoploss = float(strategy.stoploss)
        return strategy

    @staticmethod
    def _strategy_sanity_validations(strategy: IStrategy):
        # Ensure necessary migrations are performed first.
        validate_migrated_strategy_settings(strategy.config)

        if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
            raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                              f"Order-types mapping is incomplete.")
        if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
            raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                              f"Order-time-in-force mapping is incomplete.")
        trading_mode = strategy.config.get('trading_mode', TradingMode.SPOT)

        if (strategy.can_short and trading_mode == TradingMode.SPOT):
            raise ImportError(
                "Short strategies cannot run in spot markets. Please make sure that this "
                "is the correct strategy and that your trading mode configuration is correct. "
                "You can run this strategy in spot markets by setting `can_short=False`"
                " in your strategy. Please note that short signals will be ignored in that case."
                )

    @staticmethod
    def validate_strategy(strategy: IStrategy) -> IStrategy:
        if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
            # Require new method
            warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True)
            warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True)
            warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True)
            warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal',
                                    'ignore_roi_if_entry_signal', True)

            if not check_override(strategy, IStrategy, 'populate_entry_trend'):
                raise OperationalException("`populate_entry_trend` must be implemented.")
            if not check_override(strategy, IStrategy, 'populate_exit_trend'):
                raise OperationalException("`populate_exit_trend` must be implemented.")
            if check_override(strategy, IStrategy, 'check_buy_timeout'):
                raise OperationalException("Please migrate your implementation "
                                           "of `check_buy_timeout` to `check_entry_timeout`.")
            if check_override(strategy, IStrategy, 'check_sell_timeout'):
                raise OperationalException("Please migrate your implementation "
                                           "of `check_sell_timeout` to `check_exit_timeout`.")

            if check_override(strategy, IStrategy, 'custom_sell'):
                raise OperationalException(
                    "Please migrate your implementation of `custom_sell` to `custom_exit`.")

        else:
            # TODO: Implementing one of the following methods should show a deprecation warning
            #  buy_trend and sell_trend, custom_sell
            warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only')
            warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset')
            warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal')
            warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal',
                                    'ignore_roi_if_entry_signal')

            if (
                not check_override(strategy, IStrategy, 'populate_buy_trend')
                and not check_override(strategy, IStrategy, 'populate_entry_trend')
            ):
                raise OperationalException(
                    "`populate_entry_trend` or `populate_buy_trend` must be implemented.")
            if (
                not check_override(strategy, IStrategy, 'populate_sell_trend')
                and not check_override(strategy, IStrategy, 'populate_exit_trend')
            ):
                raise OperationalException(
                    "`populate_exit_trend` or `populate_sell_trend` must be implemented.")

            _populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
            _buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
            _sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
            if any(x == 2 for x in [
                _populate_fun_len,
                _buy_fun_len,
                _sell_fun_len
            ]):
                raise OperationalException(
                    "Strategy Interface v1 is no longer supported. "
                    "Please update your strategy to implement "
                    "`populate_indicators`, `populate_entry_trend` and `populate_exit_trend` "
                    "with the metadata argument. ")
        return strategy

    @staticmethod
    def _load_strategy(strategy_name: str,
                       config: Config, extra_dir: Optional[str] = None) -> IStrategy:
        """
        Search and loads the specified strategy.
        :param strategy_name: name of the module to import
        :param config: configuration for the strategy
        :param extra_dir: additional directory to search for the given strategy
        :return: Strategy instance or None
        """
        if config.get('recursive_strategy_search', False):
            extra_dirs: List[str] = [
                path[0] for path in walk(f"{config['user_data_dir']}/{USERPATH_STRATEGIES}")
            ]  # sub-directories
        else:
            extra_dirs = []

        if extra_dir:
            extra_dirs.append(extra_dir)

        abs_paths = StrategyResolver.build_search_paths(config,
                                                        user_subdir=USERPATH_STRATEGIES,
                                                        extra_dirs=extra_dirs)

        if ":" in strategy_name:
            logger.info("loading base64 encoded strategy")
            strat = strategy_name.split(":")

            if len(strat) == 2:
                temp = Path(tempfile.mkdtemp("freq", "strategy"))
                name = strat[0] + ".py"

                temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
                temp.joinpath("__init__.py").touch()

                strategy_name = strat[0]

                # register temp path with the bot
                abs_paths.insert(0, temp.resolve())

        strategy = StrategyResolver._load_object(
            paths=abs_paths,
            object_name=strategy_name,
            add_source=True,
            kwargs={'config': config},
        )

        if strategy:

            return StrategyResolver.validate_strategy(strategy)

        raise OperationalException(
            f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
            "or contains Python code errors."
        )

    @classmethod
    def build_search_paths(cls, config: Config, user_subdir: Optional[str] = None,
                           extra_dirs: List[str] = []) -> List[Path]:

        if 'strategy_path' in config and config['strategy_path'] not in extra_dirs:
            extra_dirs = [config['strategy_path']] + extra_dirs
        return super().build_search_paths(config, user_subdir, extra_dirs)


def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False):
    if hasattr(strategy, old):
        errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'."
        if error:
            raise OperationalException(errormsg)
        logger.warning(errormsg)
        setattr(strategy, new, getattr(strategy, f'{old}'))


def check_override(object, parentclass, attribute):
    """
    Checks if a object overrides the parent class attribute.
    :returns: True if the object is overridden.
    """
    return getattr(type(object), attribute) != getattr(parentclass, attribute)