Merge branch 'develop' into data_handler
This commit is contained in:
26
freqtrade/commands/__init__.py
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26
freqtrade/commands/__init__.py
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@@ -0,0 +1,26 @@
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# flake8: noqa: F401
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"""
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Commands module.
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Contains all start-commands, subcommands and CLI Interface creation.
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Note: Be careful with file-scoped imports in these subfiles.
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as they are parsed on startup, nothing containing optional modules should be loaded.
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"""
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from freqtrade.commands.arguments import Arguments
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from freqtrade.commands.data_commands import (start_convert_data,
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start_download_data)
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from freqtrade.commands.deploy_commands import (start_create_userdir,
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start_new_hyperopt,
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start_new_strategy)
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from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,
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start_hyperopt_show)
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from freqtrade.commands.list_commands import (start_list_exchanges,
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start_list_markets,
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start_list_strategies,
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start_list_timeframes)
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from freqtrade.commands.optimize_commands import (start_backtesting,
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start_edge, start_hyperopt)
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from freqtrade.commands.pairlist_commands import start_test_pairlist
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from freqtrade.commands.plot_commands import (start_plot_dataframe,
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start_plot_profit)
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from freqtrade.commands.trade_commands import start_trading
|
311
freqtrade/commands/arguments.py
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311
freqtrade/commands/arguments.py
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@@ -0,0 +1,311 @@
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"""
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This module contains the argument manager class
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"""
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import argparse
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from functools import partial
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from pathlib import Path
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from typing import Any, Dict, List, Optional
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from freqtrade import constants
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from freqtrade.commands.cli_options import AVAILABLE_CLI_OPTIONS
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ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
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ARGS_STRATEGY = ["strategy", "strategy_path"]
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ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
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ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
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"max_open_trades", "stake_amount", "fee"]
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ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
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"strategy_list", "export", "exportfilename"]
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ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
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"position_stacking", "epochs", "spaces",
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"use_max_market_positions", "print_all",
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"print_colorized", "print_json", "hyperopt_jobs",
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"hyperopt_random_state", "hyperopt_min_trades",
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"hyperopt_continue", "hyperopt_loss"]
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ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
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ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column"]
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ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
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ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
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ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
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"print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
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ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pairs_print_json"]
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ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
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ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
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ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
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ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
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ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
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ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
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"timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
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ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
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"db_url", "trade_source", "export", "exportfilename",
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"timerange", "ticker_interval"]
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ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
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"trade_source", "ticker_interval"]
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ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_colorized",
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"print_json", "hyperopt_list_no_details"]
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ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
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"print_json", "hyperopt_show_no_header"]
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NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data",
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"list-timeframes", "list-markets", "list-pairs",
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"list-strategies", "hyperopt-list", "hyperopt-show",
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"plot-dataframe", "plot-profit"]
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NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
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class Arguments:
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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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def __init__(self, args: Optional[List[str]]) -> None:
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self.args = args
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self._parsed_arg: Optional[argparse.Namespace] = None
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def get_parsed_arg(self) -> Dict[str, Any]:
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"""
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Return the list of arguments
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:return: List[str] List of arguments
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"""
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if self._parsed_arg is None:
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self._build_subcommands()
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self._parsed_arg = self._parse_args()
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return vars(self._parsed_arg)
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def _parse_args(self) -> argparse.Namespace:
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"""
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Parses given arguments and returns an argparse Namespace instance.
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"""
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parsed_arg = self.parser.parse_args(self.args)
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# Workaround issue in argparse with action='append' and default value
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# (see https://bugs.python.org/issue16399)
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# Allow no-config for certain commands (like downloading / plotting)
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if ('config' in parsed_arg and parsed_arg.config is None and
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((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or
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not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))):
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parsed_arg.config = [constants.DEFAULT_CONFIG]
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return parsed_arg
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def _build_args(self, optionlist, parser):
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for val in optionlist:
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opt = AVAILABLE_CLI_OPTIONS[val]
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parser.add_argument(*opt.cli, dest=val, **opt.kwargs)
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def _build_subcommands(self) -> None:
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"""
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Builds and attaches all subcommands.
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:return: None
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"""
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# Build shared arguments (as group Common Options)
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_common_parser = argparse.ArgumentParser(add_help=False)
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group = _common_parser.add_argument_group("Common arguments")
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self._build_args(optionlist=ARGS_COMMON, parser=group)
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_strategy_parser = argparse.ArgumentParser(add_help=False)
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strategy_group = _strategy_parser.add_argument_group("Strategy arguments")
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self._build_args(optionlist=ARGS_STRATEGY, parser=strategy_group)
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# Build main command
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self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
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self._build_args(optionlist=['version'], parser=self.parser)
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from freqtrade.commands import (start_create_userdir, start_convert_data,
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start_download_data,
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start_hyperopt_list, start_hyperopt_show,
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start_list_exchanges, start_list_markets,
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start_list_strategies, start_new_hyperopt,
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start_new_strategy, start_list_timeframes,
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start_plot_dataframe, start_plot_profit,
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start_backtesting, start_hyperopt, start_edge,
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start_test_pairlist, start_trading)
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subparsers = self.parser.add_subparsers(dest='command',
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# Use custom message when no subhandler is added
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# shown from `main.py`
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# required=True
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)
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# Add trade subcommand
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trade_cmd = subparsers.add_parser('trade', help='Trade module.',
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parents=[_common_parser, _strategy_parser])
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trade_cmd.set_defaults(func=start_trading)
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self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
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# Add backtesting subcommand
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backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
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parents=[_common_parser, _strategy_parser])
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backtesting_cmd.set_defaults(func=start_backtesting)
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self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
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# Add edge subcommand
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edge_cmd = subparsers.add_parser('edge', help='Edge module.',
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parents=[_common_parser, _strategy_parser])
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edge_cmd.set_defaults(func=start_edge)
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self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
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# Add hyperopt subcommand
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hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
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parents=[_common_parser, _strategy_parser],
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)
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hyperopt_cmd.set_defaults(func=start_hyperopt)
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self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
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# add create-userdir subcommand
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create_userdir_cmd = subparsers.add_parser('create-userdir',
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help="Create user-data directory.",
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)
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create_userdir_cmd.set_defaults(func=start_create_userdir)
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self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
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# add new-strategy subcommand
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build_strategy_cmd = subparsers.add_parser('new-strategy',
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help="Create new strategy")
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build_strategy_cmd.set_defaults(func=start_new_strategy)
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self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd)
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# add new-hyperopt subcommand
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build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
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help="Create new hyperopt")
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build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
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self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
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# Add list-strategies subcommand
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list_strategies_cmd = subparsers.add_parser(
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'list-strategies',
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help='Print available strategies.',
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parents=[_common_parser],
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||||
)
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||||
list_strategies_cmd.set_defaults(func=start_list_strategies)
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self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
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||||
# Add list-exchanges subcommand
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||||
list_exchanges_cmd = subparsers.add_parser(
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'list-exchanges',
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help='Print available exchanges.',
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||||
parents=[_common_parser],
|
||||
)
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||||
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
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||||
self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
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||||
|
||||
# Add list-timeframes subcommand
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||||
list_timeframes_cmd = subparsers.add_parser(
|
||||
'list-timeframes',
|
||||
help='Print available ticker intervals (timeframes) for the exchange.',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
list_timeframes_cmd.set_defaults(func=start_list_timeframes)
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||||
self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
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||||
|
||||
# Add list-markets subcommand
|
||||
list_markets_cmd = subparsers.add_parser(
|
||||
'list-markets',
|
||||
help='Print markets on exchange.',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
|
||||
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
|
||||
|
||||
# Add list-pairs subcommand
|
||||
list_pairs_cmd = subparsers.add_parser(
|
||||
'list-pairs',
|
||||
help='Print pairs on exchange.',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
|
||||
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
|
||||
|
||||
# Add test-pairlist subcommand
|
||||
test_pairlist_cmd = subparsers.add_parser(
|
||||
'test-pairlist',
|
||||
help='Test your pairlist configuration.',
|
||||
)
|
||||
test_pairlist_cmd.set_defaults(func=start_test_pairlist)
|
||||
self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
|
||||
|
||||
# Add download-data subcommand
|
||||
download_data_cmd = subparsers.add_parser(
|
||||
'download-data',
|
||||
help='Download backtesting data.',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
download_data_cmd.set_defaults(func=start_download_data)
|
||||
self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd)
|
||||
|
||||
# Add convert-data subcommand
|
||||
convert_data_cmd = subparsers.add_parser(
|
||||
'convert-data',
|
||||
help='Convert OHLCV data from one format to another.',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True))
|
||||
self._build_args(optionlist=ARGS_CONVERT_DATA_OHLCV, parser=convert_data_cmd)
|
||||
|
||||
# Add convert-trade-data subcommand
|
||||
convert_trade_data_cmd = subparsers.add_parser(
|
||||
'convert-trade-data',
|
||||
help='Convert trade-data from one format to another.',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
|
||||
self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
|
||||
|
||||
# Add Plotting subcommand
|
||||
plot_dataframe_cmd = subparsers.add_parser(
|
||||
'plot-dataframe',
|
||||
help='Plot candles with indicators.',
|
||||
parents=[_common_parser, _strategy_parser],
|
||||
)
|
||||
plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
|
||||
self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
|
||||
|
||||
# Plot profit
|
||||
plot_profit_cmd = subparsers.add_parser(
|
||||
'plot-profit',
|
||||
help='Generate plot showing profits.',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
plot_profit_cmd.set_defaults(func=start_plot_profit)
|
||||
self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
|
||||
|
||||
# Add hyperopt-list subcommand
|
||||
hyperopt_list_cmd = subparsers.add_parser(
|
||||
'hyperopt-list',
|
||||
help='List Hyperopt results',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
hyperopt_list_cmd.set_defaults(func=start_hyperopt_list)
|
||||
self._build_args(optionlist=ARGS_HYPEROPT_LIST, parser=hyperopt_list_cmd)
|
||||
|
||||
# Add hyperopt-show subcommand
|
||||
hyperopt_show_cmd = subparsers.add_parser(
|
||||
'hyperopt-show',
|
||||
help='Show details of Hyperopt results',
|
||||
parents=[_common_parser],
|
||||
)
|
||||
hyperopt_show_cmd.set_defaults(func=start_hyperopt_show)
|
||||
self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_cmd)
|
441
freqtrade/commands/cli_options.py
Normal file
441
freqtrade/commands/cli_options.py
Normal file
@@ -0,0 +1,441 @@
|
||||
"""
|
||||
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',
|
||||
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',
|
||||
help='Path to directory with historical backtesting data.',
|
||||
metavar='PATH',
|
||||
),
|
||||
"user_data_dir": Arg(
|
||||
'--userdir', '--user-data-dir',
|
||||
help='Path to userdata directory.',
|
||||
metavar='PATH',
|
||||
),
|
||||
"reset": Arg(
|
||||
'--reset',
|
||||
help='Reset sample files to their original state.',
|
||||
action='store_true',
|
||||
),
|
||||
# Main options
|
||||
"strategy": Arg(
|
||||
'-s', '--strategy',
|
||||
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',
|
||||
),
|
||||
"dry_run": Arg(
|
||||
'--dry-run',
|
||||
help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
|
||||
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(
|
||||
'--max-open-trades',
|
||||
help='Override the value of the `max_open_trades` configuration setting.',
|
||||
type=int,
|
||||
metavar='INT',
|
||||
),
|
||||
"stake_amount": Arg(
|
||||
'--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',
|
||||
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',
|
||||
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',
|
||||
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(
|
||||
'--hyperopt',
|
||||
help='Specify hyperopt class name which will be used by the bot.',
|
||||
metavar='NAME',
|
||||
),
|
||||
"hyperopt_path": Arg(
|
||||
'--hyperopt-path',
|
||||
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(
|
||||
'--spaces',
|
||||
help='Specify which parameters to hyperopt. Space-separated list.',
|
||||
choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
|
||||
nargs='+',
|
||||
default='default',
|
||||
),
|
||||
"print_all": Arg(
|
||||
'--print-all',
|
||||
help='Print all results, not only the best ones.',
|
||||
action='store_true',
|
||||
default=False,
|
||||
),
|
||||
"print_colorized": Arg(
|
||||
'--no-color',
|
||||
help='Disable colorization of hyperopt results. May be useful if you are '
|
||||
'redirecting output to a file.',
|
||||
action='store_false',
|
||||
default=True,
|
||||
),
|
||||
"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, '
|
||||
'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
|
||||
'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
|
||||
'(default: `%(default)s`).',
|
||||
metavar='NAME',
|
||||
default=constants.DEFAULT_HYPEROPT_LOSS,
|
||||
),
|
||||
# List exchanges
|
||||
"print_one_column": Arg(
|
||||
'-1', '--one-column',
|
||||
help='Print output in one column.',
|
||||
action='store_true',
|
||||
),
|
||||
"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,
|
||||
),
|
||||
"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',
|
||||
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',
|
||||
),
|
||||
"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.',
|
||||
action='store_true',
|
||||
),
|
||||
"format_from": Arg(
|
||||
'--format-from',
|
||||
help='Source format for data conversion.',
|
||||
choices=constants.AVAILABLE_DATAHANDLERS,
|
||||
required=True,
|
||||
),
|
||||
"format_to": Arg(
|
||||
'--format-to',
|
||||
help='Destination format for data conversion.',
|
||||
choices=constants.AVAILABLE_DATAHANDLERS,
|
||||
required=True,
|
||||
),
|
||||
"dataformat_ohlcv": Arg(
|
||||
'--data-format',
|
||||
help='Storage format for downloaded ohlcv data. (default: `%(default)s`).',
|
||||
choices=constants.AVAILABLE_DATAHANDLERS,
|
||||
default='json'
|
||||
),
|
||||
"dataformat_trades": Arg(
|
||||
'--data-format-trades',
|
||||
help='Storage format for downloaded trades data. (default: `%(default)s`).',
|
||||
choices=constants.AVAILABLE_DATAHANDLERS,
|
||||
default='jsongz'
|
||||
),
|
||||
"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. '
|
||||
f'Default: `1m 5m`.',
|
||||
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
|
||||
'6h', '8h', '12h', '1d', '3d', '1w'],
|
||||
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 '
|
||||
'`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. '
|
||||
"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. '
|
||||
"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_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',
|
||||
),
|
||||
}
|
85
freqtrade/commands/data_commands.py
Normal file
85
freqtrade/commands/data_commands.py
Normal file
@@ -0,0 +1,85 @@
|
||||
import logging
|
||||
import sys
|
||||
from typing import Any, Dict, List
|
||||
|
||||
import arrow
|
||||
|
||||
from freqtrade.configuration import TimeRange, setup_utils_configuration
|
||||
from freqtrade.data.converter import (convert_ohlcv_format,
|
||||
convert_trades_format)
|
||||
from freqtrade.data.history import (convert_trades_to_ohlcv,
|
||||
refresh_backtest_ohlcv_data,
|
||||
refresh_backtest_trades_data)
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.resolvers import ExchangeResolver
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def start_download_data(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Download data (former download_backtest_data.py script)
|
||||
"""
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||
|
||||
timerange = TimeRange()
|
||||
if 'days' in config:
|
||||
time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
|
||||
timerange = TimeRange.parse_timerange(f'{time_since}-')
|
||||
|
||||
if 'pairs' not in config:
|
||||
raise OperationalException(
|
||||
"Downloading data requires a list of pairs. "
|
||||
"Please check the documentation on how to configure this.")
|
||||
|
||||
logger.info(f'About to download pairs: {config["pairs"]}, '
|
||||
f'intervals: {config["timeframes"]} to {config["datadir"]}')
|
||||
|
||||
pairs_not_available: List[str] = []
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
|
||||
try:
|
||||
|
||||
if config.get('download_trades'):
|
||||
pairs_not_available = refresh_backtest_trades_data(
|
||||
exchange, pairs=config["pairs"], datadir=config['datadir'],
|
||||
timerange=timerange, erase=config.get("erase"),
|
||||
data_format=config['dataformat_trades'])
|
||||
|
||||
# Convert downloaded trade data to different timeframes
|
||||
convert_trades_to_ohlcv(
|
||||
pairs=config["pairs"], timeframes=config["timeframes"],
|
||||
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"),
|
||||
data_format_ohlcv=config['dataformat_ohlcv'],
|
||||
data_format_trades=config['dataformat_trades'],
|
||||
)
|
||||
else:
|
||||
pairs_not_available = refresh_backtest_ohlcv_data(
|
||||
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
|
||||
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"),
|
||||
data_format=config['dataformat_ohlcv'])
|
||||
|
||||
except KeyboardInterrupt:
|
||||
sys.exit("SIGINT received, aborting ...")
|
||||
|
||||
finally:
|
||||
if pairs_not_available:
|
||||
logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
|
||||
f"on exchange {exchange.name}.")
|
||||
|
||||
|
||||
def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
|
||||
"""
|
||||
Convert data from one format to another
|
||||
"""
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
if ohlcv:
|
||||
convert_ohlcv_format(config,
|
||||
convert_from=args['format_from'], convert_to=args['format_to'],
|
||||
erase=args['erase'])
|
||||
else:
|
||||
convert_trades_format(config,
|
||||
convert_from=args['format_from'], convert_to=args['format_to'],
|
||||
erase=args['erase'])
|
112
freqtrade/commands/deploy_commands.py
Normal file
112
freqtrade/commands/deploy_commands.py
Normal file
@@ -0,0 +1,112 @@
|
||||
import logging
|
||||
import sys
|
||||
from pathlib import Path
|
||||
from typing import Any, Dict
|
||||
|
||||
from freqtrade.configuration import setup_utils_configuration
|
||||
from freqtrade.configuration.directory_operations import (copy_sample_files,
|
||||
create_userdata_dir)
|
||||
from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.misc import render_template
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def start_create_userdir(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Create "user_data" directory to contain user data strategies, hyperopt, ...)
|
||||
:param args: Cli args from Arguments()
|
||||
:return: None
|
||||
"""
|
||||
if "user_data_dir" in args and args["user_data_dir"]:
|
||||
userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
|
||||
copy_sample_files(userdir, overwrite=args["reset"])
|
||||
else:
|
||||
logger.warning("`create-userdir` requires --userdir to be set.")
|
||||
sys.exit(1)
|
||||
|
||||
|
||||
def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
|
||||
"""
|
||||
Deploy new strategy from template to strategy_path
|
||||
"""
|
||||
indicators = render_template(templatefile=f"subtemplates/indicators_{subtemplate}.j2",)
|
||||
buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",)
|
||||
sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",)
|
||||
plot_config = render_template(templatefile=f"subtemplates/plot_config_{subtemplate}.j2",)
|
||||
|
||||
strategy_text = render_template(templatefile='base_strategy.py.j2',
|
||||
arguments={"strategy": strategy_name,
|
||||
"indicators": indicators,
|
||||
"buy_trend": buy_trend,
|
||||
"sell_trend": sell_trend,
|
||||
"plot_config": plot_config,
|
||||
})
|
||||
|
||||
logger.info(f"Writing strategy to `{strategy_path}`.")
|
||||
strategy_path.write_text(strategy_text)
|
||||
|
||||
|
||||
def start_new_strategy(args: Dict[str, Any]) -> None:
|
||||
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
|
||||
if "strategy" in args and args["strategy"]:
|
||||
if args["strategy"] == "DefaultStrategy":
|
||||
raise OperationalException("DefaultStrategy is not allowed as name.")
|
||||
|
||||
new_path = config['user_data_dir'] / USERPATH_STRATEGY / (args["strategy"] + ".py")
|
||||
|
||||
if new_path.exists():
|
||||
raise OperationalException(f"`{new_path}` already exists. "
|
||||
"Please choose another Strategy Name.")
|
||||
|
||||
deploy_new_strategy(args['strategy'], new_path, args['template'])
|
||||
|
||||
else:
|
||||
raise OperationalException("`new-strategy` requires --strategy to be set.")
|
||||
|
||||
|
||||
def deploy_new_hyperopt(hyperopt_name, hyperopt_path: Path, subtemplate: str):
|
||||
"""
|
||||
Deploys a new hyperopt template to hyperopt_path
|
||||
"""
|
||||
buy_guards = render_template(
|
||||
templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",)
|
||||
sell_guards = render_template(
|
||||
templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",)
|
||||
buy_space = render_template(
|
||||
templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",)
|
||||
sell_space = render_template(
|
||||
templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",)
|
||||
|
||||
strategy_text = render_template(templatefile='base_hyperopt.py.j2',
|
||||
arguments={"hyperopt": hyperopt_name,
|
||||
"buy_guards": buy_guards,
|
||||
"sell_guards": sell_guards,
|
||||
"buy_space": buy_space,
|
||||
"sell_space": sell_space,
|
||||
})
|
||||
|
||||
logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
|
||||
hyperopt_path.write_text(strategy_text)
|
||||
|
||||
|
||||
def start_new_hyperopt(args: Dict[str, Any]) -> None:
|
||||
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
|
||||
if "hyperopt" in args and args["hyperopt"]:
|
||||
if args["hyperopt"] == "DefaultHyperopt":
|
||||
raise OperationalException("DefaultHyperopt is not allowed as name.")
|
||||
|
||||
new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args["hyperopt"] + ".py")
|
||||
|
||||
if new_path.exists():
|
||||
raise OperationalException(f"`{new_path}` already exists. "
|
||||
"Please choose another Strategy Name.")
|
||||
deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
|
||||
else:
|
||||
raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
|
114
freqtrade/commands/hyperopt_commands.py
Normal file
114
freqtrade/commands/hyperopt_commands.py
Normal file
@@ -0,0 +1,114 @@
|
||||
import logging
|
||||
from operator import itemgetter
|
||||
from typing import Any, Dict, List
|
||||
|
||||
from colorama import init as colorama_init
|
||||
|
||||
from freqtrade.configuration import setup_utils_configuration
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def start_hyperopt_list(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
List hyperopt epochs previously evaluated
|
||||
"""
|
||||
from freqtrade.optimize.hyperopt import Hyperopt
|
||||
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
|
||||
only_best = config.get('hyperopt_list_best', False)
|
||||
only_profitable = config.get('hyperopt_list_profitable', False)
|
||||
print_colorized = config.get('print_colorized', False)
|
||||
print_json = config.get('print_json', False)
|
||||
no_details = config.get('hyperopt_list_no_details', False)
|
||||
no_header = False
|
||||
|
||||
trials_file = (config['user_data_dir'] /
|
||||
'hyperopt_results' / 'hyperopt_results.pickle')
|
||||
|
||||
# Previous evaluations
|
||||
trials = Hyperopt.load_previous_results(trials_file)
|
||||
total_epochs = len(trials)
|
||||
|
||||
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
|
||||
|
||||
# TODO: fetch the interval for epochs to print from the cli option
|
||||
epoch_start, epoch_stop = 0, None
|
||||
|
||||
if print_colorized:
|
||||
colorama_init(autoreset=True)
|
||||
|
||||
try:
|
||||
# Human-friendly indexes used here (starting from 1)
|
||||
for val in trials[epoch_start:epoch_stop]:
|
||||
Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
|
||||
|
||||
except KeyboardInterrupt:
|
||||
print('User interrupted..')
|
||||
|
||||
if trials and not no_details:
|
||||
sorted_trials = sorted(trials, key=itemgetter('loss'))
|
||||
results = sorted_trials[0]
|
||||
Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
|
||||
|
||||
|
||||
def start_hyperopt_show(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Show details of a hyperopt epoch previously evaluated
|
||||
"""
|
||||
from freqtrade.optimize.hyperopt import Hyperopt
|
||||
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
|
||||
only_best = config.get('hyperopt_list_best', False)
|
||||
only_profitable = config.get('hyperopt_list_profitable', False)
|
||||
no_header = config.get('hyperopt_show_no_header', False)
|
||||
|
||||
trials_file = (config['user_data_dir'] /
|
||||
'hyperopt_results' / 'hyperopt_results.pickle')
|
||||
|
||||
# Previous evaluations
|
||||
trials = Hyperopt.load_previous_results(trials_file)
|
||||
total_epochs = len(trials)
|
||||
|
||||
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
|
||||
trials_epochs = len(trials)
|
||||
|
||||
n = config.get('hyperopt_show_index', -1)
|
||||
if n > trials_epochs:
|
||||
raise OperationalException(
|
||||
f"The index of the epoch to show should be less than {trials_epochs + 1}.")
|
||||
if n < -trials_epochs:
|
||||
raise OperationalException(
|
||||
f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
|
||||
|
||||
# Translate epoch index from human-readable format to pythonic
|
||||
if n > 0:
|
||||
n -= 1
|
||||
|
||||
print_json = config.get('print_json', False)
|
||||
|
||||
if trials:
|
||||
val = trials[n]
|
||||
Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
|
||||
header_str="Epoch details")
|
||||
|
||||
|
||||
def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
|
||||
"""
|
||||
Filter our items from the list of hyperopt results
|
||||
"""
|
||||
if only_best:
|
||||
trials = [x for x in trials if x['is_best']]
|
||||
if only_profitable:
|
||||
trials = [x for x in trials if x['results_metrics']['profit'] > 0]
|
||||
|
||||
logger.info(f"{len(trials)} " +
|
||||
("best " if only_best else "") +
|
||||
("profitable " if only_profitable else "") +
|
||||
"epochs found.")
|
||||
|
||||
return trials
|
156
freqtrade/commands/list_commands.py
Normal file
156
freqtrade/commands/list_commands.py
Normal file
@@ -0,0 +1,156 @@
|
||||
import csv
|
||||
import logging
|
||||
import sys
|
||||
from collections import OrderedDict
|
||||
from pathlib import Path
|
||||
from typing import Any, Dict
|
||||
|
||||
import rapidjson
|
||||
from tabulate import tabulate
|
||||
|
||||
from freqtrade.configuration import setup_utils_configuration
|
||||
from freqtrade.constants import USERPATH_STRATEGY
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
|
||||
market_is_active, symbol_is_pair)
|
||||
from freqtrade.misc import plural
|
||||
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def start_list_exchanges(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Print available exchanges
|
||||
:param args: Cli args from Arguments()
|
||||
:return: None
|
||||
"""
|
||||
exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
|
||||
if args['print_one_column']:
|
||||
print('\n'.join(exchanges))
|
||||
else:
|
||||
if args['list_exchanges_all']:
|
||||
print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}")
|
||||
else:
|
||||
print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
|
||||
|
||||
|
||||
def start_list_strategies(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Print Strategies available in a directory
|
||||
"""
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||
|
||||
directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
|
||||
strategies = StrategyResolver.search_all_objects(directory)
|
||||
# Sort alphabetically
|
||||
strategies = sorted(strategies, key=lambda x: x['name'])
|
||||
strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
|
||||
|
||||
if args['print_one_column']:
|
||||
print('\n'.join([s['name'] for s in strategies]))
|
||||
else:
|
||||
print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
|
||||
|
||||
|
||||
def start_list_timeframes(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Print ticker intervals (timeframes) available on Exchange
|
||||
"""
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||
# Do not use ticker_interval set in the config
|
||||
config['ticker_interval'] = None
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
if args['print_one_column']:
|
||||
print('\n'.join(exchange.timeframes))
|
||||
else:
|
||||
print(f"Timeframes available for the exchange `{exchange.name}`: "
|
||||
f"{', '.join(exchange.timeframes)}")
|
||||
|
||||
|
||||
def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
|
||||
"""
|
||||
Print pairs/markets on the exchange
|
||||
:param args: Cli args from Arguments()
|
||||
:param pairs_only: if True print only pairs, otherwise print all instruments (markets)
|
||||
:return: None
|
||||
"""
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||
|
||||
# Init exchange
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
# By default only active pairs/markets are to be shown
|
||||
active_only = not args.get('list_pairs_all', False)
|
||||
|
||||
base_currencies = args.get('base_currencies', [])
|
||||
quote_currencies = args.get('quote_currencies', [])
|
||||
|
||||
try:
|
||||
pairs = exchange.get_markets(base_currencies=base_currencies,
|
||||
quote_currencies=quote_currencies,
|
||||
pairs_only=pairs_only,
|
||||
active_only=active_only)
|
||||
# Sort the pairs/markets by symbol
|
||||
pairs = OrderedDict(sorted(pairs.items()))
|
||||
except Exception as e:
|
||||
raise OperationalException(f"Cannot get markets. Reason: {e}") from e
|
||||
|
||||
else:
|
||||
summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") +
|
||||
("active " if active_only else "") +
|
||||
(plural(len(pairs), "pair" if pairs_only else "market")) +
|
||||
(f" with {', '.join(base_currencies)} as base "
|
||||
f"{plural(len(base_currencies), 'currency', 'currencies')}"
|
||||
if base_currencies else "") +
|
||||
(" and" if base_currencies and quote_currencies else "") +
|
||||
(f" with {', '.join(quote_currencies)} as quote "
|
||||
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
|
||||
if quote_currencies else ""))
|
||||
|
||||
headers = ["Id", "Symbol", "Base", "Quote", "Active",
|
||||
*(['Is pair'] if not pairs_only else [])]
|
||||
|
||||
tabular_data = []
|
||||
for _, v in pairs.items():
|
||||
tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
|
||||
'Base': v['base'], 'Quote': v['quote'],
|
||||
'Active': market_is_active(v),
|
||||
**({'Is pair': symbol_is_pair(v['symbol'])}
|
||||
if not pairs_only else {})})
|
||||
|
||||
if (args.get('print_one_column', False) or
|
||||
args.get('list_pairs_print_json', False) or
|
||||
args.get('print_csv', False)):
|
||||
# Print summary string in the log in case of machine-readable
|
||||
# regular formats.
|
||||
logger.info(f"{summary_str}.")
|
||||
else:
|
||||
# Print empty string separating leading logs and output in case of
|
||||
# human-readable formats.
|
||||
print()
|
||||
|
||||
if len(pairs):
|
||||
if args.get('print_list', False):
|
||||
# print data as a list, with human-readable summary
|
||||
print(f"{summary_str}: {', '.join(pairs.keys())}.")
|
||||
elif args.get('print_one_column', False):
|
||||
print('\n'.join(pairs.keys()))
|
||||
elif args.get('list_pairs_print_json', False):
|
||||
print(rapidjson.dumps(list(pairs.keys()), default=str))
|
||||
elif args.get('print_csv', False):
|
||||
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
|
||||
writer.writeheader()
|
||||
writer.writerows(tabular_data)
|
||||
else:
|
||||
# print data as a table, with the human-readable summary
|
||||
print(f"{summary_str}:")
|
||||
print(tabulate(tabular_data, headers='keys', tablefmt='pipe'))
|
||||
elif not (args.get('print_one_column', False) or
|
||||
args.get('list_pairs_print_json', False) or
|
||||
args.get('print_csv', False)):
|
||||
print(f"{summary_str}.")
|
102
freqtrade/commands/optimize_commands.py
Normal file
102
freqtrade/commands/optimize_commands.py
Normal file
@@ -0,0 +1,102 @@
|
||||
import logging
|
||||
from typing import Any, Dict
|
||||
|
||||
from freqtrade import constants
|
||||
from freqtrade.configuration import setup_utils_configuration
|
||||
from freqtrade.exceptions import DependencyException, OperationalException
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
|
||||
"""
|
||||
Prepare the configuration for the Hyperopt module
|
||||
:param args: Cli args from Arguments()
|
||||
:return: Configuration
|
||||
"""
|
||||
config = setup_utils_configuration(args, method)
|
||||
|
||||
if method == RunMode.BACKTEST:
|
||||
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
|
||||
raise DependencyException('stake amount could not be "%s" for backtesting' %
|
||||
constants.UNLIMITED_STAKE_AMOUNT)
|
||||
|
||||
return config
|
||||
|
||||
|
||||
def start_backtesting(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Start Backtesting script
|
||||
:param args: Cli args from Arguments()
|
||||
:return: None
|
||||
"""
|
||||
# Import here to avoid loading backtesting module when it's not used
|
||||
from freqtrade.optimize.backtesting import Backtesting
|
||||
|
||||
# Initialize configuration
|
||||
config = setup_optimize_configuration(args, RunMode.BACKTEST)
|
||||
|
||||
logger.info('Starting freqtrade in Backtesting mode')
|
||||
|
||||
# Initialize backtesting object
|
||||
backtesting = Backtesting(config)
|
||||
backtesting.start()
|
||||
|
||||
|
||||
def start_hyperopt(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Start hyperopt script
|
||||
:param args: Cli args from Arguments()
|
||||
:return: None
|
||||
"""
|
||||
# Import here to avoid loading hyperopt module when it's not used
|
||||
try:
|
||||
from filelock import FileLock, Timeout
|
||||
from freqtrade.optimize.hyperopt import Hyperopt
|
||||
except ImportError as e:
|
||||
raise OperationalException(
|
||||
f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
|
||||
# Initialize configuration
|
||||
config = setup_optimize_configuration(args, RunMode.HYPEROPT)
|
||||
|
||||
logger.info('Starting freqtrade in Hyperopt mode')
|
||||
|
||||
lock = FileLock(Hyperopt.get_lock_filename(config))
|
||||
|
||||
try:
|
||||
with lock.acquire(timeout=1):
|
||||
|
||||
# Remove noisy log messages
|
||||
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
|
||||
logging.getLogger('filelock').setLevel(logging.WARNING)
|
||||
|
||||
# Initialize backtesting object
|
||||
hyperopt = Hyperopt(config)
|
||||
hyperopt.start()
|
||||
|
||||
except Timeout:
|
||||
logger.info("Another running instance of freqtrade Hyperopt detected.")
|
||||
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
|
||||
"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
|
||||
"or on separate machines.")
|
||||
logger.info("Quitting now.")
|
||||
# TODO: return False here in order to help freqtrade to exit
|
||||
# with non-zero exit code...
|
||||
# Same in Edge and Backtesting start() functions.
|
||||
|
||||
|
||||
def start_edge(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Start Edge script
|
||||
:param args: Cli args from Arguments()
|
||||
:return: None
|
||||
"""
|
||||
from freqtrade.optimize.edge_cli import EdgeCli
|
||||
# Initialize configuration
|
||||
config = setup_optimize_configuration(args, RunMode.EDGE)
|
||||
logger.info('Starting freqtrade in Edge mode')
|
||||
|
||||
# Initialize Edge object
|
||||
edge_cli = EdgeCli(config)
|
||||
edge_cli.start()
|
42
freqtrade/commands/pairlist_commands.py
Normal file
42
freqtrade/commands/pairlist_commands.py
Normal file
@@ -0,0 +1,42 @@
|
||||
import logging
|
||||
from typing import Any, Dict
|
||||
|
||||
import rapidjson
|
||||
|
||||
from freqtrade.configuration import setup_utils_configuration
|
||||
from freqtrade.resolvers import ExchangeResolver
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def start_test_pairlist(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Test Pairlist configuration
|
||||
"""
|
||||
from freqtrade.pairlist.pairlistmanager import PairListManager
|
||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||
|
||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||
|
||||
quote_currencies = args.get('quote_currencies')
|
||||
if not quote_currencies:
|
||||
quote_currencies = [config.get('stake_currency')]
|
||||
results = {}
|
||||
for curr in quote_currencies:
|
||||
config['stake_currency'] = curr
|
||||
# Do not use ticker_interval set in the config
|
||||
pairlists = PairListManager(exchange, config)
|
||||
pairlists.refresh_pairlist()
|
||||
results[curr] = pairlists.whitelist
|
||||
|
||||
for curr, pairlist in results.items():
|
||||
if not args.get('print_one_column', False):
|
||||
print(f"Pairs for {curr}: ")
|
||||
|
||||
if args.get('print_one_column', False):
|
||||
print('\n'.join(pairlist))
|
||||
elif args.get('list_pairs_print_json', False):
|
||||
print(rapidjson.dumps(list(pairlist), default=str))
|
||||
else:
|
||||
print(pairlist)
|
36
freqtrade/commands/plot_commands.py
Normal file
36
freqtrade/commands/plot_commands.py
Normal file
@@ -0,0 +1,36 @@
|
||||
from typing import Any, Dict
|
||||
|
||||
from freqtrade.configuration import setup_utils_configuration
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
|
||||
def validate_plot_args(args: Dict[str, Any]):
|
||||
if not args.get('datadir') and not args.get('config'):
|
||||
raise OperationalException(
|
||||
"You need to specify either `--datadir` or `--config` "
|
||||
"for plot-profit and plot-dataframe.")
|
||||
|
||||
|
||||
def start_plot_dataframe(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Entrypoint for dataframe plotting
|
||||
"""
|
||||
# Import here to avoid errors if plot-dependencies are not installed.
|
||||
from freqtrade.plot.plotting import load_and_plot_trades
|
||||
validate_plot_args(args)
|
||||
config = setup_utils_configuration(args, RunMode.PLOT)
|
||||
|
||||
load_and_plot_trades(config)
|
||||
|
||||
|
||||
def start_plot_profit(args: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Entrypoint for plot_profit
|
||||
"""
|
||||
# Import here to avoid errors if plot-dependencies are not installed.
|
||||
from freqtrade.plot.plotting import plot_profit
|
||||
validate_plot_args(args)
|
||||
config = setup_utils_configuration(args, RunMode.PLOT)
|
||||
|
||||
plot_profit(config)
|
25
freqtrade/commands/trade_commands.py
Normal file
25
freqtrade/commands/trade_commands.py
Normal file
@@ -0,0 +1,25 @@
|
||||
import logging
|
||||
|
||||
from typing import Any, Dict
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def start_trading(args: Dict[str, Any]) -> int:
|
||||
"""
|
||||
Main entry point for trading mode
|
||||
"""
|
||||
from freqtrade.worker import Worker
|
||||
# Load and run worker
|
||||
worker = None
|
||||
try:
|
||||
worker = Worker(args)
|
||||
worker.run()
|
||||
except KeyboardInterrupt:
|
||||
logger.info('SIGINT received, aborting ...')
|
||||
finally:
|
||||
if worker:
|
||||
logger.info("worker found ... calling exit")
|
||||
worker.exit()
|
||||
return 0
|
Reference in New Issue
Block a user