extract resolvers to IResolvers and it's own package
This commit is contained in:
Matthias
@@ -1,191 +0,0 @@
|
||||
# pragma pylint: disable=attribute-defined-outside-init
|
||||
|
||||
"""
|
||||
This module load custom strategies
|
||||
"""
|
||||
import importlib.util
|
||||
import inspect
|
||||
import logging
|
||||
import os
|
||||
import tempfile
|
||||
from base64 import urlsafe_b64decode
|
||||
from collections import OrderedDict
|
||||
from pathlib import Path
|
||||
from typing import Dict, Optional, Type
|
||||
|
||||
from freqtrade import constants
|
||||
from freqtrade.strategy import import_strategy
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class StrategyResolver(object):
|
||||
"""
|
||||
This class contains all the logic to load custom strategy class
|
||||
"""
|
||||
|
||||
__slots__ = ['strategy']
|
||||
|
||||
def __init__(self, config: Optional[Dict] = None) -> None:
|
||||
"""
|
||||
Load the custom class from config parameter
|
||||
:param config: configuration dictionary or None
|
||||
"""
|
||||
config = config or {}
|
||||
|
||||
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
|
||||
strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
|
||||
self.strategy: IStrategy = self._load_strategy(strategy_name,
|
||||
config=config,
|
||||
extra_dir=config.get('strategy_path'))
|
||||
|
||||
# Set attributes
|
||||
# Check if we need to override configuration
|
||||
if 'minimal_roi' in config:
|
||||
self.strategy.minimal_roi = config['minimal_roi']
|
||||
logger.info("Override strategy 'minimal_roi' with value in config file: %s.",
|
||||
config['minimal_roi'])
|
||||
else:
|
||||
config['minimal_roi'] = self.strategy.minimal_roi
|
||||
|
||||
if 'stoploss' in config:
|
||||
self.strategy.stoploss = config['stoploss']
|
||||
logger.info(
|
||||
"Override strategy 'stoploss' with value in config file: %s.", config['stoploss']
|
||||
)
|
||||
else:
|
||||
config['stoploss'] = self.strategy.stoploss
|
||||
|
||||
if 'ticker_interval' in config:
|
||||
self.strategy.ticker_interval = config['ticker_interval']
|
||||
logger.info(
|
||||
"Override strategy 'ticker_interval' with value in config file: %s.",
|
||||
config['ticker_interval']
|
||||
)
|
||||
else:
|
||||
config['ticker_interval'] = self.strategy.ticker_interval
|
||||
|
||||
if 'process_only_new_candles' in config:
|
||||
self.strategy.process_only_new_candles = config['process_only_new_candles']
|
||||
logger.info(
|
||||
"Override process_only_new_candles 'process_only_new_candles' "
|
||||
"with value in config file: %s.", config['process_only_new_candles']
|
||||
)
|
||||
else:
|
||||
config['process_only_new_candles'] = self.strategy.process_only_new_candles
|
||||
|
||||
if 'order_types' in config:
|
||||
self.strategy.order_types = config['order_types']
|
||||
logger.info(
|
||||
"Override strategy 'order_types' with value in config file: %s.",
|
||||
config['order_types']
|
||||
)
|
||||
else:
|
||||
config['order_types'] = self.strategy.order_types
|
||||
|
||||
if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
|
||||
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
|
||||
f"Order-types mapping is incomplete.")
|
||||
|
||||
# Sort and apply type conversions
|
||||
self.strategy.minimal_roi = OrderedDict(sorted(
|
||||
{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
|
||||
key=lambda t: t[0]))
|
||||
self.strategy.stoploss = float(self.strategy.stoploss)
|
||||
|
||||
def _load_strategy(
|
||||
self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
|
||||
"""
|
||||
Search and loads the specified strategy.
|
||||
:param strategy_name: name of the module to import
|
||||
:param config: configuration for the strategy
|
||||
:param extra_dir: additional directory to search for the given strategy
|
||||
:return: Strategy instance or None
|
||||
"""
|
||||
current_path = os.path.dirname(os.path.realpath(__file__))
|
||||
abs_paths = [
|
||||
os.path.join(os.getcwd(), 'user_data', 'strategies'),
|
||||
current_path,
|
||||
]
|
||||
|
||||
if extra_dir:
|
||||
# Add extra strategy directory on top of search paths
|
||||
abs_paths.insert(0, extra_dir)
|
||||
|
||||
if ":" in strategy_name:
|
||||
logger.info("loading base64 endocded strategy")
|
||||
strat = strategy_name.split(":")
|
||||
|
||||
if len(strat) == 2:
|
||||
temp = Path(tempfile.mkdtemp("freq", "strategy"))
|
||||
name = strat[0] + ".py"
|
||||
|
||||
temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
|
||||
temp.joinpath("__init__.py").touch()
|
||||
|
||||
strategy_name = os.path.splitext(name)[0]
|
||||
|
||||
# register temp path with the bot
|
||||
abs_paths.insert(0, str(temp.resolve()))
|
||||
|
||||
for path in abs_paths:
|
||||
try:
|
||||
strategy = self._search_strategy(path, strategy_name=strategy_name, config=config)
|
||||
if strategy:
|
||||
logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
|
||||
strategy._populate_fun_len = len(
|
||||
inspect.getfullargspec(strategy.populate_indicators).args)
|
||||
strategy._buy_fun_len = len(
|
||||
inspect.getfullargspec(strategy.populate_buy_trend).args)
|
||||
strategy._sell_fun_len = len(
|
||||
inspect.getfullargspec(strategy.populate_sell_trend).args)
|
||||
|
||||
return import_strategy(strategy, config=config)
|
||||
except FileNotFoundError:
|
||||
logger.warning('Path "%s" does not exist', path)
|
||||
|
||||
raise ImportError(
|
||||
"Impossible to load Strategy '{}'. This class does not exist"
|
||||
" or contains Python code errors".format(strategy_name)
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def _get_valid_strategies(module_path: str, strategy_name: str) -> Optional[Type[IStrategy]]:
|
||||
"""
|
||||
Returns a list of all possible strategies for the given module_path
|
||||
:param module_path: absolute path to the module
|
||||
:param strategy_name: Class name of the strategy
|
||||
:return: Tuple with (name, class) or None
|
||||
"""
|
||||
|
||||
# Generate spec based on absolute path
|
||||
spec = importlib.util.spec_from_file_location('unknown', module_path)
|
||||
module = importlib.util.module_from_spec(spec)
|
||||
spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
|
||||
|
||||
valid_strategies_gen = (
|
||||
obj for name, obj in inspect.getmembers(module, inspect.isclass)
|
||||
if strategy_name == name and IStrategy in obj.__bases__
|
||||
)
|
||||
return next(valid_strategies_gen, None)
|
||||
|
||||
@staticmethod
|
||||
def _search_strategy(directory: str, strategy_name: str, config: dict) -> Optional[IStrategy]:
|
||||
"""
|
||||
Search for the strategy_name in the given directory
|
||||
:param directory: relative or absolute directory path
|
||||
:return: name of the strategy class
|
||||
"""
|
||||
logger.debug('Searching for strategy %s in \'%s\'', strategy_name, directory)
|
||||
for entry in os.listdir(directory):
|
||||
# Only consider python files
|
||||
if not entry.endswith('.py'):
|
||||
logger.debug('Ignoring %s', entry)
|
||||
continue
|
||||
strategy = StrategyResolver._get_valid_strategies(
|
||||
os.path.abspath(os.path.join(directory, entry)), strategy_name
|
||||
)
|
||||
if strategy:
|
||||
return strategy(config)
|
||||
return None
|
||||
Reference in New Issue
Block a user