make configuration a sep. module, including arguments
This commit is contained in:
hroff-1902
8
freqtrade/configuration/__init__.py
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8
freqtrade/configuration/__init__.py
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@@ -0,0 +1,8 @@
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from freqtrade.configuration.arguments import Arguments, TimeRange # noqa: F401
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from freqtrade.configuration.arguments import ( # noqa: F401
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ARGS_DOWNLOADER,
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ARGS_PLOT_DATAFRAME,
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ARGS_PLOT_PROFIT)
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from freqtrade.configuration.configuration import Configuration # noqa: F401
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459
freqtrade/configuration/arguments.py
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459
freqtrade/configuration/arguments.py
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@@ -0,0 +1,459 @@
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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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import os
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import re
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from typing import List, NamedTuple, Optional
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import arrow
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from freqtrade import __version__, constants
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def check_int_positive(value: str) -> int:
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try:
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uint = int(value)
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if uint <= 0:
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raise ValueError
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except ValueError:
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raise argparse.ArgumentTypeError(
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f"{value} is invalid for this parameter, should be a positive integer value"
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)
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return uint
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class Arg:
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# Optional CLI arguments
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def __init__(self, *args, **kwargs):
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self.cli = args
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self.kwargs = kwargs
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# List of available command line options
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AVAILABLE_CLI_OPTIONS = {
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# Common options
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"verbosity": Arg(
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'-v', '--verbose',
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help='Verbose mode (-vv for more, -vvv to get all messages).',
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action='count',
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default=0,
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),
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"logfile": Arg(
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'--logfile',
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help='Log to the file specified.',
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metavar='FILE',
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),
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"version": Arg(
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'--version',
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action='version',
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version=f'%(prog)s {__version__}',
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),
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"config": Arg(
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'-c', '--config',
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help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
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f'Multiple --config options may be used. '
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f'Can be set to `-` to read config from stdin.',
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action='append',
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metavar='PATH',
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),
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"datadir": Arg(
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'-d', '--datadir',
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help='Path to backtest data.',
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metavar='PATH',
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),
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# Main options
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"strategy": Arg(
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'-s', '--strategy',
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help='Specify strategy class name (default: `%(default)s`).',
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metavar='NAME',
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default='DefaultStrategy',
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),
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"strategy_path": Arg(
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'--strategy-path',
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help='Specify additional strategy lookup path.',
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metavar='PATH',
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),
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"dynamic_whitelist": Arg(
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'--dynamic-whitelist',
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help='Dynamically generate and update whitelist '
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'based on 24h BaseVolume (default: %(const)s). '
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'DEPRECATED.',
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const=constants.DYNAMIC_WHITELIST,
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type=int,
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metavar='INT',
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nargs='?',
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),
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"db_url": Arg(
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'--db-url',
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help=f'Override trades database URL, this is useful in custom deployments '
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f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
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f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
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metavar='PATH',
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),
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"sd_notify": Arg(
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'--sd-notify',
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help='Notify systemd service manager.',
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action='store_true',
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),
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# Optimize common
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"ticker_interval": Arg(
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'-i', '--ticker-interval',
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help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
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),
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"timerange": Arg(
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'--timerange',
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help='Specify what timerange of data to use.',
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),
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"max_open_trades": Arg(
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'--max_open_trades',
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help='Specify max_open_trades to use.',
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type=int,
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metavar='INT',
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),
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"stake_amount": Arg(
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'--stake_amount',
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help='Specify stake_amount.',
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type=float,
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),
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"refresh_pairs": Arg(
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'-r', '--refresh-pairs-cached',
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help='Refresh the pairs files in tests/testdata with the latest data from the '
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'exchange. Use it if you want to run your optimization commands with '
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'up-to-date data.',
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action='store_true',
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),
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# Backtesting
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"position_stacking": Arg(
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'--eps', '--enable-position-stacking',
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help='Allow buying the same pair multiple times (position stacking).',
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action='store_true',
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default=False,
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),
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"use_max_market_positions": Arg(
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'--dmmp', '--disable-max-market-positions',
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help='Disable applying `max_open_trades` during backtest '
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'(same as setting `max_open_trades` to a very high number).',
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action='store_false',
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default=True,
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),
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"live": Arg(
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'-l', '--live',
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help='Use live data.',
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action='store_true',
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),
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"strategy_list": Arg(
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'--strategy-list',
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help='Provide a comma-separated list of strategies to backtest. '
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'Please note that ticker-interval needs to be set either in config '
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'or via command line. When using this together with `--export trades`, '
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'the strategy-name is injected into the filename '
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'(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
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nargs='+',
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),
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"export": Arg(
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'--export',
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help='Export backtest results, argument are: trades. '
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'Example: `--export=trades`',
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),
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"exportfilename": Arg(
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'--export-filename',
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help='Save backtest results to the file with this filename (default: `%(default)s`). '
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'Requires `--export` to be set as well. '
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'Example: `--export-filename=user_data/backtest_data/backtest_today.json`',
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metavar='PATH',
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default=os.path.join('user_data', 'backtest_data',
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'backtest-result.json'),
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),
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# Edge
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"stoploss_range": Arg(
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'--stoplosses',
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help='Defines a range of stoploss values against which edge will assess the strategy. '
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'The format is "min,max,step" (without any space). '
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'Example: `--stoplosses=-0.01,-0.1,-0.001`',
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),
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# Hyperopt
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"hyperopt": Arg(
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'--customhyperopt',
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help='Specify hyperopt class name (default: `%(default)s`).',
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metavar='NAME',
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default=constants.DEFAULT_HYPEROPT,
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),
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"epochs": Arg(
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'-e', '--epochs',
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help='Specify number of epochs (default: %(default)d).',
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type=check_int_positive,
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metavar='INT',
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default=constants.HYPEROPT_EPOCH,
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),
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"spaces": Arg(
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'-s', '--spaces',
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help='Specify which parameters to hyperopt. Space-separated list. '
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'Default: `%(default)s`.',
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choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
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nargs='+',
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default='all',
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),
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"print_all": Arg(
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'--print-all',
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help='Print all results, not only the best ones.',
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action='store_true',
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default=False,
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),
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"hyperopt_jobs": Arg(
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'-j', '--job-workers',
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help='The number of concurrently running jobs for hyperoptimization '
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'(hyperopt worker processes). '
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'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
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'If 1 is given, no parallel computing code is used at all.',
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type=int,
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metavar='JOBS',
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default=-1,
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),
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"hyperopt_random_state": Arg(
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'--random-state',
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help='Set random state to some positive integer for reproducible hyperopt results.',
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type=check_int_positive,
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metavar='INT',
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),
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"hyperopt_min_trades": Arg(
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'--min-trades',
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help="Set minimal desired number of trades for evaluations in the hyperopt "
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"optimization path (default: 1).",
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type=check_int_positive,
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metavar='INT',
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default=1,
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),
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# List exchanges
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"print_one_column": Arg(
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'-1', '--one-column',
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help='Print exchanges in one column.',
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action='store_true',
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),
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# Script options
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"pairs": Arg(
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'-p', '--pairs',
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help='Show profits for only these pairs. Pairs are comma-separated.',
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),
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# Download data
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"pairs_file": Arg(
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'--pairs-file',
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help='File containing a list of pairs to download.',
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metavar='FILE',
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),
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"days": Arg(
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'--days',
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help='Download data for given number of days.',
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type=check_int_positive,
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metavar='INT',
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),
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"exchange": Arg(
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'--exchange',
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help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
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f'Only valid if no config is provided.',
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),
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"timeframes": Arg(
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'-t', '--timeframes',
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help=f'Specify which tickers to download. Space-separated list. '
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f'Default: `{constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}`.',
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choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
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'6h', '8h', '12h', '1d', '3d', '1w'],
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nargs='+',
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),
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"erase": Arg(
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'--erase',
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help='Clean all existing data for the selected exchange/pairs/timeframes.',
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action='store_true',
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),
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# Plot dataframe
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"indicators1": Arg(
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'--indicators1',
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help='Set indicators from your strategy you want in the first row of the graph. '
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'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.',
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default='sma,ema3,ema5',
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),
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"indicators2": Arg(
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'--indicators2',
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help='Set indicators from your strategy you want in the third row of the graph. '
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'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.',
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default='macd,macdsignal',
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),
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"plot_limit": Arg(
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'--plot-limit',
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help='Specify tick limit for plotting. Notice: too high values cause huge files. '
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'Default: %(default)s.',
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type=check_int_positive,
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metavar='INT',
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default=750,
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),
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"trade_source": Arg(
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'--trade-source',
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help='Specify the source for trades (Can be DB or file (backtest file)) '
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'Default: %(default)s',
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choices=["DB", "file"],
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default="file",
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),
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}
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ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir"]
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ARGS_STRATEGY = ["strategy", "strategy_path"]
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ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["dynamic_whitelist", "db_url", "sd_notify"]
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ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
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"max_open_trades", "stake_amount", "refresh_pairs"]
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ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
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"live", "strategy_list", "export", "exportfilename"]
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ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "position_stacking", "epochs", "spaces",
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"use_max_market_positions", "print_all", "hyperopt_jobs",
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"hyperopt_random_state", "hyperopt_min_trades"]
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ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
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ARGS_LIST_EXCHANGES = ["print_one_column"]
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ARGS_DOWNLOADER = ARGS_COMMON + ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
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ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
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["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
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"trade_source", "export", "exportfilename", "timerange",
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"refresh_pairs", "live"])
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ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY +
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["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"])
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class TimeRange(NamedTuple):
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"""
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NamedTuple defining timerange inputs.
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[start/stop]type defines if [start/stop]ts shall be used.
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if *type is None, don't use corresponding startvalue.
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"""
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starttype: Optional[str] = None
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stoptype: Optional[str] = None
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startts: int = 0
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stopts: int = 0
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class Arguments(object):
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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]], description: str) -> None:
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self.args = args
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self.parsed_arg: Optional[argparse.Namespace] = None
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self.parser = argparse.ArgumentParser(description=description)
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def _load_args(self) -> None:
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self.build_args(optionlist=ARGS_MAIN)
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self._build_subcommands()
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def get_parsed_arg(self) -> argparse.Namespace:
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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._load_args()
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self.parsed_arg = self.parse_args()
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return self.parsed_arg
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def parse_args(self, no_default_config: bool = False) -> 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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if not no_default_config and parsed_arg.config is None:
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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=None):
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parser = parser or self.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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from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
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from freqtrade.utils import start_list_exchanges
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subparsers = self.parser.add_subparsers(dest='subparser')
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# Add backtesting subcommand
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backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
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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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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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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 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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)
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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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@staticmethod
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def parse_timerange(text: Optional[str]) -> TimeRange:
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"""
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Parse the value of the argument --timerange to determine what is the range desired
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:param text: value from --timerange
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:return: Start and End range period
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"""
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if text is None:
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return TimeRange(None, None, 0, 0)
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syntax = [(r'^-(\d{8})$', (None, 'date')),
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(r'^(\d{8})-$', ('date', None)),
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(r'^(\d{8})-(\d{8})$', ('date', 'date')),
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(r'^-(\d{10})$', (None, 'date')),
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(r'^(\d{10})-$', ('date', None)),
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(r'^(\d{10})-(\d{10})$', ('date', 'date')),
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(r'^(-\d+)$', (None, 'line')),
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(r'^(\d+)-$', ('line', None)),
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||||
(r'^(\d+)-(\d+)$', ('index', 'index'))]
|
||||
for rex, stype in syntax:
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# Apply the regular expression to text
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match = re.match(rex, text)
|
||||
if match: # Regex has matched
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rvals = match.groups()
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index = 0
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start: int = 0
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stop: int = 0
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if stype[0]:
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||||
starts = rvals[index]
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||||
if stype[0] == 'date' and len(starts) == 8:
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||||
start = arrow.get(starts, 'YYYYMMDD').timestamp
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||||
else:
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||||
start = int(starts)
|
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index += 1
|
||||
if stype[1]:
|
||||
stops = rvals[index]
|
||||
if stype[1] == 'date' and len(stops) == 8:
|
||||
stop = arrow.get(stops, 'YYYYMMDD').timestamp
|
||||
else:
|
||||
stop = int(stops)
|
||||
return TimeRange(stype[0], stype[1], start, stop)
|
||||
raise Exception('Incorrect syntax for timerange "%s"' % text)
|
||||
48
freqtrade/configuration/check_exchange.py
Normal file
48
freqtrade/configuration/check_exchange.py
Normal file
@@ -0,0 +1,48 @@
|
||||
import logging
|
||||
from typing import Any, Dict
|
||||
|
||||
from freqtrade import OperationalException
|
||||
from freqtrade.exchange import (is_exchange_bad, is_exchange_available,
|
||||
is_exchange_officially_supported, available_exchanges)
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
|
||||
"""
|
||||
Check if the exchange name in the config file is supported by Freqtrade
|
||||
:param check_for_bad: if True, check the exchange against the list of known 'bad'
|
||||
exchanges
|
||||
:return: False if exchange is 'bad', i.e. is known to work with the bot with
|
||||
critical issues or does not work at all, crashes, etc. True otherwise.
|
||||
raises an exception if the exchange if not supported by ccxt
|
||||
and thus is not known for the Freqtrade at all.
|
||||
"""
|
||||
logger.info("Checking exchange...")
|
||||
|
||||
exchange = config.get('exchange', {}).get('name').lower()
|
||||
if not is_exchange_available(exchange):
|
||||
raise OperationalException(
|
||||
f'Exchange "{exchange}" is not supported by ccxt '
|
||||
f'and therefore not available for the bot.\n'
|
||||
f'The following exchanges are supported by ccxt: '
|
||||
f'{", ".join(available_exchanges())}'
|
||||
)
|
||||
|
||||
if check_for_bad and is_exchange_bad(exchange):
|
||||
logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. '
|
||||
f'Use it only for development and testing purposes.')
|
||||
return False
|
||||
|
||||
if is_exchange_officially_supported(exchange):
|
||||
logger.info(f'Exchange "{exchange}" is officially supported '
|
||||
f'by the Freqtrade development team.')
|
||||
else:
|
||||
logger.warning(f'Exchange "{exchange}" is supported by ccxt '
|
||||
f'and therefore available for the bot but not officially supported '
|
||||
f'by the Freqtrade development team. '
|
||||
f'It may work flawlessly (please report back) or have serious issues. '
|
||||
f'Use it at your own discretion.')
|
||||
|
||||
return True
|
||||
349
freqtrade/configuration/configuration.py
Normal file
349
freqtrade/configuration/configuration.py
Normal file
@@ -0,0 +1,349 @@
|
||||
"""
|
||||
This module contains the configuration class
|
||||
"""
|
||||
import json
|
||||
import logging
|
||||
import os
|
||||
import sys
|
||||
from argparse import Namespace
|
||||
from typing import Any, Callable, Dict, Optional
|
||||
|
||||
from freqtrade import OperationalException, constants
|
||||
from freqtrade.configuration.check_exchange import check_exchange
|
||||
from freqtrade.configuration.json_schema import validate_config_schema
|
||||
from freqtrade.loggers import setup_logging
|
||||
from freqtrade.misc import deep_merge_dicts
|
||||
from freqtrade.state import RunMode
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Configuration(object):
|
||||
"""
|
||||
Class to read and init the bot configuration
|
||||
Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
|
||||
"""
|
||||
|
||||
def __init__(self, args: Namespace, runmode: RunMode = None) -> None:
|
||||
self.args = args
|
||||
self.config: Optional[Dict[str, Any]] = None
|
||||
self.runmode = runmode
|
||||
|
||||
def get_config(self) -> Dict[str, Any]:
|
||||
"""
|
||||
Return the config. Use this method to get the bot config
|
||||
:return: Dict: Bot config
|
||||
"""
|
||||
if self.config is None:
|
||||
self.config = self.load_config()
|
||||
|
||||
return self.config
|
||||
|
||||
def load_config(self) -> Dict[str, Any]:
|
||||
"""
|
||||
Extract information for sys.argv and load the bot configuration
|
||||
:return: Configuration dictionary
|
||||
"""
|
||||
config: Dict[str, Any] = {}
|
||||
# Now expecting a list of config filenames here, not a string
|
||||
for path in self.args.config:
|
||||
logger.info('Using config: %s ...', path)
|
||||
|
||||
# Merge config options, overwriting old values
|
||||
config = deep_merge_dicts(self._load_config_file(path), config)
|
||||
|
||||
if 'internals' not in config:
|
||||
config['internals'] = {}
|
||||
|
||||
logger.info('Validating configuration ...')
|
||||
validate_config_schema(config)
|
||||
self._validate_config_consistency(config)
|
||||
|
||||
# Set strategy if not specified in config and or if it's non default
|
||||
if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
|
||||
config.update({'strategy': self.args.strategy})
|
||||
|
||||
if self.args.strategy_path:
|
||||
config.update({'strategy_path': self.args.strategy_path})
|
||||
|
||||
# Load Common configuration
|
||||
config = self._load_common_config(config)
|
||||
|
||||
# Load Optimize configurations
|
||||
config = self._load_optimize_config(config)
|
||||
|
||||
# Add plotting options if available
|
||||
config = self._load_plot_config(config)
|
||||
|
||||
# Set runmode
|
||||
if not self.runmode:
|
||||
# Handle real mode, infer dry/live from config
|
||||
self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
|
||||
|
||||
config.update({'runmode': self.runmode})
|
||||
|
||||
return config
|
||||
|
||||
def _load_config_file(self, path: str) -> Dict[str, Any]:
|
||||
"""
|
||||
Loads a config file from the given path
|
||||
:param path: path as str
|
||||
:return: configuration as dictionary
|
||||
"""
|
||||
try:
|
||||
# Read config from stdin if requested in the options
|
||||
with open(path) if path != '-' else sys.stdin as file:
|
||||
conf = json.load(file)
|
||||
except FileNotFoundError:
|
||||
raise OperationalException(
|
||||
f'Config file "{path}" not found!'
|
||||
' Please create a config file or check whether it exists.')
|
||||
|
||||
return conf
|
||||
|
||||
def _load_logging_config(self, config: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Extract information for sys.argv and load logging configuration:
|
||||
the -v/--verbose, --logfile options
|
||||
"""
|
||||
# Log level
|
||||
if 'verbosity' in self.args and self.args.verbosity:
|
||||
config.update({'verbosity': self.args.verbosity})
|
||||
else:
|
||||
config.update({'verbosity': 0})
|
||||
|
||||
if 'logfile' in self.args and self.args.logfile:
|
||||
config.update({'logfile': self.args.logfile})
|
||||
|
||||
setup_logging(config)
|
||||
|
||||
def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
||||
"""
|
||||
Extract information for sys.argv and load common configuration
|
||||
:return: configuration as dictionary
|
||||
"""
|
||||
self._load_logging_config(config)
|
||||
|
||||
# Support for sd_notify
|
||||
if 'sd_notify' in self.args and self.args.sd_notify:
|
||||
config['internals'].update({'sd_notify': True})
|
||||
|
||||
# Add dynamic_whitelist if found
|
||||
if 'dynamic_whitelist' in self.args and self.args.dynamic_whitelist:
|
||||
# Update to volumePairList (the previous default)
|
||||
config['pairlist'] = {'method': 'VolumePairList',
|
||||
'config': {'number_assets': self.args.dynamic_whitelist}
|
||||
}
|
||||
logger.warning(
|
||||
'Parameter --dynamic-whitelist has been deprecated, '
|
||||
'and will be completely replaced by the whitelist dict in the future. '
|
||||
'For now: using dynamically generated whitelist based on VolumePairList. '
|
||||
'(not applicable with Backtesting and Hyperopt)'
|
||||
)
|
||||
|
||||
if ('db_url' in self.args and self.args.db_url and
|
||||
self.args.db_url != constants.DEFAULT_DB_PROD_URL):
|
||||
config.update({'db_url': self.args.db_url})
|
||||
logger.info('Parameter --db-url detected ...')
|
||||
|
||||
if config.get('dry_run', False):
|
||||
logger.info('Dry run is enabled')
|
||||
if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
|
||||
# Default to in-memory db for dry_run if not specified
|
||||
config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
|
||||
else:
|
||||
if not config.get('db_url', None):
|
||||
config['db_url'] = constants.DEFAULT_DB_PROD_URL
|
||||
logger.info('Dry run is disabled')
|
||||
|
||||
if config.get('forcebuy_enable', False):
|
||||
logger.warning('`forcebuy` RPC message enabled.')
|
||||
|
||||
# Setting max_open_trades to infinite if -1
|
||||
if config.get('max_open_trades') == -1:
|
||||
config['max_open_trades'] = float('inf')
|
||||
|
||||
logger.info(f'Using DB: "{config["db_url"]}"')
|
||||
|
||||
# Check if the exchange set by the user is supported
|
||||
check_exchange(config)
|
||||
|
||||
return config
|
||||
|
||||
def _create_datadir(self, config: Dict[str, Any], datadir: Optional[str] = None) -> str:
|
||||
if not datadir:
|
||||
# set datadir
|
||||
exchange_name = config.get('exchange', {}).get('name').lower()
|
||||
datadir = os.path.join('user_data', 'data', exchange_name)
|
||||
|
||||
if not os.path.isdir(datadir):
|
||||
os.makedirs(datadir)
|
||||
logger.info(f'Created data directory: {datadir}')
|
||||
return datadir
|
||||
|
||||
def _args_to_config(self, config: Dict[str, Any], argname: str,
|
||||
logstring: str, logfun: Optional[Callable] = None) -> None:
|
||||
"""
|
||||
:param config: Configuration dictionary
|
||||
:param argname: Argumentname in self.args - will be copied to config dict.
|
||||
:param logstring: Logging String
|
||||
:param logfun: logfun is applied to the configuration entry before passing
|
||||
that entry to the log string using .format().
|
||||
sample: logfun=len (prints the length of the found
|
||||
configuration instead of the content)
|
||||
"""
|
||||
if argname in self.args and getattr(self.args, argname):
|
||||
|
||||
config.update({argname: getattr(self.args, argname)})
|
||||
if logfun:
|
||||
logger.info(logstring.format(logfun(config[argname])))
|
||||
else:
|
||||
logger.info(logstring.format(config[argname]))
|
||||
|
||||
def _load_datadir_config(self, config: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Extract information for sys.argv and load datadir configuration:
|
||||
the --datadir option
|
||||
"""
|
||||
if 'datadir' in self.args and self.args.datadir:
|
||||
config.update({'datadir': self._create_datadir(config, self.args.datadir)})
|
||||
else:
|
||||
config.update({'datadir': self._create_datadir(config, None)})
|
||||
logger.info('Using data directory: %s ...', config.get('datadir'))
|
||||
|
||||
def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
||||
"""
|
||||
Extract information for sys.argv and load Optimize configuration
|
||||
:return: configuration as dictionary
|
||||
"""
|
||||
|
||||
# This will override the strategy configuration
|
||||
self._args_to_config(config, argname='ticker_interval',
|
||||
logstring='Parameter -i/--ticker-interval detected ... '
|
||||
'Using ticker_interval: {} ...')
|
||||
|
||||
self._args_to_config(config, argname='live',
|
||||
logstring='Parameter -l/--live detected ...')
|
||||
|
||||
self._args_to_config(config, argname='position_stacking',
|
||||
logstring='Parameter --enable-position-stacking detected ...')
|
||||
|
||||
if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions:
|
||||
config.update({'use_max_market_positions': False})
|
||||
logger.info('Parameter --disable-max-market-positions detected ...')
|
||||
logger.info('max_open_trades set to unlimited ...')
|
||||
elif 'max_open_trades' in self.args and self.args.max_open_trades:
|
||||
config.update({'max_open_trades': self.args.max_open_trades})
|
||||
logger.info('Parameter --max_open_trades detected, '
|
||||
'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
|
||||
else:
|
||||
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
|
||||
|
||||
self._args_to_config(config, argname='stake_amount',
|
||||
logstring='Parameter --stake_amount detected, '
|
||||
'overriding stake_amount to: {} ...')
|
||||
|
||||
self._args_to_config(config, argname='timerange',
|
||||
logstring='Parameter --timerange detected: {} ...')
|
||||
|
||||
self._load_datadir_config(config)
|
||||
|
||||
self._args_to_config(config, argname='refresh_pairs',
|
||||
logstring='Parameter -r/--refresh-pairs-cached detected ...')
|
||||
|
||||
self._args_to_config(config, argname='strategy_list',
|
||||
logstring='Using strategy list of {} Strategies', logfun=len)
|
||||
|
||||
self._args_to_config(config, argname='ticker_interval',
|
||||
logstring='Overriding ticker interval with Command line argument')
|
||||
|
||||
self._args_to_config(config, argname='export',
|
||||
logstring='Parameter --export detected: {} ...')
|
||||
|
||||
self._args_to_config(config, argname='exportfilename',
|
||||
logstring='Storing backtest results to {} ...')
|
||||
|
||||
# Edge section:
|
||||
if 'stoploss_range' in self.args and self.args.stoploss_range:
|
||||
txt_range = eval(self.args.stoploss_range)
|
||||
config['edge'].update({'stoploss_range_min': txt_range[0]})
|
||||
config['edge'].update({'stoploss_range_max': txt_range[1]})
|
||||
config['edge'].update({'stoploss_range_step': txt_range[2]})
|
||||
logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range)
|
||||
|
||||
# Hyperopt section
|
||||
self._args_to_config(config, argname='hyperopt',
|
||||
logstring='Using Hyperopt file {}')
|
||||
|
||||
self._args_to_config(config, argname='epochs',
|
||||
logstring='Parameter --epochs detected ... '
|
||||
'Will run Hyperopt with for {} epochs ...'
|
||||
)
|
||||
|
||||
self._args_to_config(config, argname='spaces',
|
||||
logstring='Parameter -s/--spaces detected: {}')
|
||||
|
||||
self._args_to_config(config, argname='print_all',
|
||||
logstring='Parameter --print-all detected ...')
|
||||
|
||||
self._args_to_config(config, argname='hyperopt_jobs',
|
||||
logstring='Parameter -j/--job-workers detected: {}')
|
||||
|
||||
self._args_to_config(config, argname='hyperopt_random_state',
|
||||
logstring='Parameter --random-state detected: {}')
|
||||
|
||||
self._args_to_config(config, argname='hyperopt_min_trades',
|
||||
logstring='Parameter --min-trades detected: {}')
|
||||
|
||||
return config
|
||||
|
||||
def _load_plot_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
|
||||
"""
|
||||
Extract information for sys.argv Plotting configuration
|
||||
:return: configuration as dictionary
|
||||
"""
|
||||
|
||||
self._args_to_config(config, argname='pairs',
|
||||
logstring='Using pairs {}')
|
||||
|
||||
self._args_to_config(config, argname='indicators1',
|
||||
logstring='Using indicators1: {}')
|
||||
|
||||
self._args_to_config(config, argname='indicators2',
|
||||
logstring='Using indicators2: {}')
|
||||
|
||||
self._args_to_config(config, argname='plot_limit',
|
||||
logstring='Limiting plot to: {}')
|
||||
self._args_to_config(config, argname='trade_source',
|
||||
logstring='Using trades from: {}')
|
||||
return config
|
||||
|
||||
def _validate_config_consistency(self, conf: Dict[str, Any]) -> None:
|
||||
"""
|
||||
Validate the configuration consistency
|
||||
:param conf: Config in JSON format
|
||||
:return: Returns None if everything is ok, otherwise throw an OperationalException
|
||||
"""
|
||||
|
||||
# validating trailing stoploss
|
||||
self._validate_trailing_stoploss(conf)
|
||||
|
||||
def _validate_trailing_stoploss(self, conf: Dict[str, Any]) -> None:
|
||||
# Skip if trailing stoploss is not activated
|
||||
if not conf.get('trailing_stop', False):
|
||||
return
|
||||
|
||||
tsl_positive = float(conf.get('trailing_stop_positive', 0))
|
||||
tsl_offset = float(conf.get('trailing_stop_positive_offset', 0))
|
||||
tsl_only_offset = conf.get('trailing_only_offset_is_reached', False)
|
||||
|
||||
if tsl_only_offset:
|
||||
if tsl_positive == 0.0:
|
||||
raise OperationalException(
|
||||
f'The config trailing_only_offset_is_reached needs '
|
||||
'trailing_stop_positive_offset to be more than 0 in your config.')
|
||||
if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive:
|
||||
raise OperationalException(
|
||||
f'The config trailing_stop_positive_offset needs '
|
||||
'to be greater than trailing_stop_positive_offset in your config.')
|
||||
53
freqtrade/configuration/json_schema.py
Normal file
53
freqtrade/configuration/json_schema.py
Normal file
@@ -0,0 +1,53 @@
|
||||
import logging
|
||||
from typing import Any, Dict
|
||||
|
||||
from jsonschema import Draft4Validator, validators
|
||||
from jsonschema.exceptions import ValidationError, best_match
|
||||
|
||||
from freqtrade import constants
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def _extend_validator(validator_class):
|
||||
"""
|
||||
Extended validator for the Freqtrade configuration JSON Schema.
|
||||
Currently it only handles defaults for subschemas.
|
||||
"""
|
||||
validate_properties = validator_class.VALIDATORS['properties']
|
||||
|
||||
def set_defaults(validator, properties, instance, schema):
|
||||
for prop, subschema in properties.items():
|
||||
if 'default' in subschema:
|
||||
instance.setdefault(prop, subschema['default'])
|
||||
|
||||
for error in validate_properties(
|
||||
validator, properties, instance, schema,
|
||||
):
|
||||
yield error
|
||||
|
||||
return validators.extend(
|
||||
validator_class, {'properties': set_defaults}
|
||||
)
|
||||
|
||||
|
||||
FreqtradeValidator = _extend_validator(Draft4Validator)
|
||||
|
||||
|
||||
def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
|
||||
"""
|
||||
Validate the configuration follow the Config Schema
|
||||
:param conf: Config in JSON format
|
||||
:return: Returns the config if valid, otherwise throw an exception
|
||||
"""
|
||||
try:
|
||||
FreqtradeValidator(constants.CONF_SCHEMA).validate(conf)
|
||||
return conf
|
||||
except ValidationError as e:
|
||||
logger.critical(
|
||||
f"Invalid configuration. See config.json.example. Reason: {e}"
|
||||
)
|
||||
raise ValidationError(
|
||||
best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
|
||||
)
|
||||
Reference in New Issue
Block a user