2018-02-04 07:33:54 +00:00
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"""
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Various tool function for Freqtrade and scripts
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"""
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2018-07-04 07:31:35 +00:00
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import gzip
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2022-01-06 09:53:11 +00:00
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import hashlib
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2017-11-08 21:43:47 +00:00
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import logging
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2018-03-17 21:44:47 +00:00
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import re
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2022-01-06 09:53:11 +00:00
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from copy import deepcopy
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2018-01-21 12:44:30 +00:00
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from datetime import datetime
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2019-08-16 11:04:07 +00:00
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from pathlib import Path
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2022-01-06 09:53:11 +00:00
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from typing import Any, Iterator, List, Union
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2019-08-21 04:58:56 +00:00
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from typing.io import IO
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2021-07-12 12:02:10 +00:00
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from urllib.parse import urlparse
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2018-03-17 21:12:42 +00:00
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2018-12-28 09:01:16 +00:00
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import rapidjson
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2017-11-08 21:43:47 +00:00
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2021-02-12 19:32:41 +00:00
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from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN
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2020-09-28 17:39:41 +00:00
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2017-11-11 15:47:19 +00:00
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logger = logging.getLogger(__name__)
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2017-09-08 22:31:40 +00:00
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2021-02-12 19:32:41 +00:00
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def decimals_per_coin(coin: str):
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"""
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Helper method getting decimal amount for this coin
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example usage: f".{decimals_per_coin('USD')}f"
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:param coin: Which coin are we printing the price / value for
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"""
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return DECIMALS_PER_COIN.get(coin, DECIMAL_PER_COIN_FALLBACK)
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2022-02-19 15:35:17 +00:00
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def round_coin_value(
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value: float, coin: str, show_coin_name=True, keep_trailing_zeros=False) -> str:
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2021-02-12 19:32:41 +00:00
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"""
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Get price value for this coin
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:param value: Value to be printed
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:param coin: Which coin are we printing the price / value for
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:param show_coin_name: Return string in format: "222.22 USDT" or "222.22"
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2022-02-19 15:35:17 +00:00
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:param keep_trailing_zeros: Keep trailing zeros "222.200" vs. "222.2"
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2021-02-12 19:32:41 +00:00
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:return: Formatted / rounded value (with or without coin name)
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"""
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2022-02-19 15:35:17 +00:00
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val = f"{value:.{decimals_per_coin(coin)}f}"
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if not keep_trailing_zeros:
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val = val.rstrip('0').rstrip('.')
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2021-02-12 19:32:41 +00:00
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if show_coin_name:
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2022-02-19 15:35:17 +00:00
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val = f"{val} {coin}"
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return val
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2021-02-12 19:32:41 +00:00
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2018-03-17 21:12:42 +00:00
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def shorten_date(_date: str) -> str:
|
2018-02-04 07:33:54 +00:00
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"""
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Trim the date so it fits on small screens
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"""
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new_date = re.sub('seconds?', 'sec', _date)
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new_date = re.sub('minutes?', 'min', new_date)
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new_date = re.sub('hours?', 'h', new_date)
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new_date = re.sub('days?', 'd', new_date)
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new_date = re.sub('^an?', '1', new_date)
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return new_date
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2017-09-08 22:31:40 +00:00
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2020-10-03 11:27:06 +00:00
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def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool = True) -> None:
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2017-09-08 22:31:40 +00:00
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"""
|
2018-02-04 07:33:54 +00:00
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Dump JSON data into a file
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:param filename: file to create
|
2021-06-25 17:13:31 +00:00
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:param is_zip: if file should be zip
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2018-02-04 07:33:54 +00:00
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:param data: JSON Data to save
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2017-09-08 22:31:40 +00:00
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:return:
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"""
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2018-04-22 07:57:48 +00:00
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2018-03-31 15:28:54 +00:00
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if is_zip:
|
2019-08-16 11:04:07 +00:00
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if filename.suffix != '.gz':
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filename = filename.with_suffix('.gz')
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2020-10-03 11:27:06 +00:00
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if log:
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logger.info(f'dumping json to "{filename}"')
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2019-12-25 09:35:23 +00:00
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2020-10-12 17:28:14 +00:00
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with gzip.open(filename, 'w') as fpz:
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rapidjson.dump(data, fpz, default=str, number_mode=rapidjson.NM_NATIVE)
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2018-03-31 15:28:54 +00:00
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else:
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2020-10-03 11:27:06 +00:00
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if log:
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logger.info(f'dumping json to "{filename}"')
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2018-03-31 15:28:54 +00:00
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with open(filename, 'w') as fp:
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2018-12-28 09:01:16 +00:00
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rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
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2018-03-25 11:38:17 +00:00
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2018-12-28 09:46:48 +00:00
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logger.debug(f'done json to "{filename}"')
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2018-03-25 11:38:17 +00:00
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2020-02-02 04:00:40 +00:00
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def json_load(datafile: IO) -> Any:
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2018-12-28 09:04:28 +00:00
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"""
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load data with rapidjson
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Use this to have a consistent experience,
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2021-04-06 09:59:58 +00:00
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set number_mode to "NM_NATIVE" for greatest speed
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2018-12-28 09:04:28 +00:00
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"""
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2018-12-28 09:25:12 +00:00
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return rapidjson.load(datafile, number_mode=rapidjson.NM_NATIVE)
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def file_load_json(file):
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2019-08-25 12:30:02 +00:00
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if file.suffix != ".gz":
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gzipfile = file.with_suffix(file.suffix + '.gz')
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else:
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gzipfile = file
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2018-12-28 09:25:12 +00:00
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# Try gzip file first, otherwise regular json file.
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if gzipfile.is_file():
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2020-03-08 10:35:31 +00:00
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logger.debug(f"Loading historical data from file {gzipfile}")
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with gzip.open(gzipfile) as datafile:
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pairdata = json_load(datafile)
|
2018-12-28 09:25:12 +00:00
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elif file.is_file():
|
2020-03-08 10:35:31 +00:00
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logger.debug(f"Loading historical data from file {file}")
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with open(file) as datafile:
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pairdata = json_load(datafile)
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2018-12-28 09:25:12 +00:00
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else:
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return None
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return pairdata
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2018-12-28 09:04:28 +00:00
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2020-01-04 02:07:51 +00:00
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def pair_to_filename(pair: str) -> str:
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2020-01-05 09:36:08 +00:00
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for ch in ['/', '-', ' ', '.', '@', '$', '+', ':']:
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2020-01-04 02:07:51 +00:00
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pair = pair.replace(ch, '_')
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return pair
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2018-05-30 20:38:09 +00:00
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def format_ms_time(date: int) -> str:
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2018-03-25 11:38:17 +00:00
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"""
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convert MS date to readable format.
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: epoch-string in ms
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"""
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return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S')
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2019-02-19 12:14:47 +00:00
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def deep_merge_dicts(source, destination):
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"""
|
2019-06-09 12:04:19 +00:00
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Values from Source override destination, destination is returned (and modified!!)
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Sample:
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2019-02-19 12:14:47 +00:00
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>>> a = { 'first' : { 'rows' : { 'pass' : 'dog', 'number' : '1' } } }
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>>> b = { 'first' : { 'rows' : { 'fail' : 'cat', 'number' : '5' } } }
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>>> merge(b, a) == { 'first' : { 'rows' : { 'pass' : 'dog', 'fail' : 'cat', 'number' : '5' } } }
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True
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"""
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for key, value in source.items():
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if isinstance(value, dict):
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# get node or create one
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node = destination.setdefault(key, {})
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deep_merge_dicts(value, node)
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else:
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destination[key] = value
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return destination
|
2019-08-20 19:17:21 +00:00
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def round_dict(d, n):
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"""
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Rounds float values in the dict to n digits after the decimal point.
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"""
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return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()}
|
2019-10-13 10:12:20 +00:00
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2020-07-15 17:49:51 +00:00
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def safe_value_fallback(obj: dict, key1: str, key2: str, default_value=None):
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"""
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Search a value in obj, return this if it's not None.
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Then search key2 in obj - return that if it's not none - then use default_value.
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Else falls back to None.
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"""
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if key1 in obj and obj[key1] is not None:
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return obj[key1]
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else:
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if key2 in obj and obj[key2] is not None:
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return obj[key2]
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return default_value
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def safe_value_fallback2(dict1: dict, dict2: dict, key1: str, key2: str, default_value=None):
|
2020-04-09 17:34:48 +00:00
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"""
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Search a value in dict1, return this if it's not None.
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Fall back to dict2 - return key2 from dict2 if it's not None.
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Else falls back to None.
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"""
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if key1 in dict1 and dict1[key1] is not None:
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return dict1[key1]
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else:
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if key2 in dict2 and dict2[key2] is not None:
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return dict2[key2]
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return default_value
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|
2020-02-02 04:00:40 +00:00
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def plural(num: float, singular: str, plural: str = None) -> str:
|
2019-10-13 10:12:20 +00:00
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return singular if (num == 1 or num == -1) else plural or singular + 's'
|
2019-11-01 15:04:44 +00:00
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|
2020-02-02 04:00:40 +00:00
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def render_template(templatefile: str, arguments: dict = {}) -> str:
|
2019-11-01 15:04:44 +00:00
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from jinja2 import Environment, PackageLoader, select_autoescape
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env = Environment(
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loader=PackageLoader('freqtrade', 'templates'),
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autoescape=select_autoescape(['html', 'xml'])
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)
|
2019-11-16 21:00:50 +00:00
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template = env.get_template(templatefile)
|
2019-11-01 15:04:44 +00:00
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return template.render(**arguments)
|
2020-03-01 08:30:30 +00:00
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def render_template_with_fallback(templatefile: str, templatefallbackfile: str,
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arguments: dict = {}) -> str:
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"""
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Use templatefile if possible, otherwise fall back to templatefallbackfile
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"""
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from jinja2.exceptions import TemplateNotFound
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try:
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return render_template(templatefile, arguments)
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except TemplateNotFound:
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return render_template(templatefallbackfile, arguments)
|
2021-04-24 11:26:40 +00:00
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def chunks(lst: List[Any], n: int) -> Iterator[List[Any]]:
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"""
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Split lst into chunks of the size n.
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:param lst: list to split into chunks
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:param n: number of max elements per chunk
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:return: None
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"""
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for chunk in range(0, len(lst), n):
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yield (lst[chunk:chunk + n])
|
2021-07-12 12:02:10 +00:00
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def parse_db_uri_for_logging(uri: str):
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"""
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Helper method to parse the DB URI and return the same DB URI with the password censored
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if it contains it. Otherwise, return the DB URI unchanged
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:param uri: DB URI to parse for logging
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"""
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parsed_db_uri = urlparse(uri)
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if not parsed_db_uri.netloc: # No need for censoring as no password was provided
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return uri
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pwd = parsed_db_uri.netloc.split(':')[1].split('@')[0]
|
2021-07-12 12:27:59 +00:00
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return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')
|
2022-01-06 09:53:11 +00:00
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def get_strategy_run_id(strategy) -> str:
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"""
|
|
|
|
Generate unique identification hash for a backtest run. Identical config and strategy file will
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|
always return an identical hash.
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|
:param strategy: strategy object.
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:return: hex string id.
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|
"""
|
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|
|
digest = hashlib.sha1()
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|
|
config = deepcopy(strategy.config)
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|
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|
|
# Options that have no impact on results of individual backtest.
|
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|
|
not_important_keys = ('strategy_list', 'original_config', 'telegram', 'api_server')
|
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|
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for k in not_important_keys:
|
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|
|
if k in config:
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del config[k]
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|
|
|
|
2022-01-22 07:10:09 +00:00
|
|
|
# Explicitly allow NaN values (e.g. max_open_trades).
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|
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# as it does not matter for getting the hash.
|
2022-01-06 09:53:11 +00:00
|
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digest.update(rapidjson.dumps(config, default=str,
|
2022-01-22 07:10:09 +00:00
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number_mode=rapidjson.NM_NAN).encode('utf-8'))
|
2022-01-06 09:53:11 +00:00
|
|
|
with open(strategy.__file__, 'rb') as fp:
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digest.update(fp.read())
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|
|
return digest.hexdigest().lower()
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|
|
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|
|
|
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|
|
def get_backtest_metadata_filename(filename: Union[Path, str]) -> Path:
|
|
|
|
"""Return metadata filename for specified backtest results file."""
|
|
|
|
filename = Path(filename)
|
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|
|
return filename.parent / Path(f'{filename.stem}.meta{filename.suffix}')
|