extract resolvers to IResolvers and it's own package
This commit is contained in:
parent
e442390b1b
commit
21a093bcdb
@ -21,9 +21,9 @@ from freqtrade.wallets import Wallets
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from freqtrade.edge import Edge
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from freqtrade.edge import Edge
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from freqtrade.persistence import Trade
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from freqtrade.persistence import Trade
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from freqtrade.rpc import RPCManager, RPCMessageType
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from freqtrade.rpc import RPCManager, RPCMessageType
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.state import State
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from freqtrade.state import State
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from freqtrade.strategy.interface import SellType
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from freqtrade.strategy.interface import SellType, IStrategy
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from freqtrade.strategy.resolver import IStrategy, StrategyResolver
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from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
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from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
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@ -20,8 +20,8 @@ from freqtrade.configuration import Configuration
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from freqtrade.exchange import Exchange
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from freqtrade.exchange import Exchange
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from freqtrade.misc import file_dump_json
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from freqtrade.misc import file_dump_json
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from freqtrade.persistence import Trade
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from freqtrade.persistence import Trade
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from freqtrade.strategy.interface import SellType
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.strategy.resolver import IStrategy, StrategyResolver
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from freqtrade.strategy.interface import SellType, IStrategy
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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@ -12,7 +12,7 @@ from freqtrade.edge import Edge
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from freqtrade.configuration import Configuration
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from freqtrade.configuration import Configuration
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from freqtrade.arguments import Arguments
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from freqtrade.arguments import Arguments
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from freqtrade.exchange import Exchange
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from freqtrade.exchange import Exchange
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from freqtrade.strategy.resolver import StrategyResolver
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from freqtrade.resolvers import StrategyResolver
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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2
freqtrade/resolvers/__init__.py
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2
freqtrade/resolvers/__init__.py
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@ -0,0 +1,2 @@
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from freqtrade.resolvers.iresolver import IResolver # noqa: F401
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from freqtrade.resolvers.strategyresolver import StrategyResolver # noqa: F401
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72
freqtrade/resolvers/iresolver.py
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72
freqtrade/resolvers/iresolver.py
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@ -0,0 +1,72 @@
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# pragma pylint: disable=attribute-defined-outside-init
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"""
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This module load custom hyperopts
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"""
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import importlib.util
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import inspect
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import logging
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import os
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from typing import Optional, Dict, Type, Any
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from freqtrade.constants import DEFAULT_HYPEROPT
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from freqtrade.optimize.hyperopt_interface import IHyperOpt
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logger = logging.getLogger(__name__)
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class IResolver(object):
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"""
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This class contains all the logic to load custom hyperopt class
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"""
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def __init__(self, object_type, config: Optional[Dict] = None) -> None:
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"""
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Load the custom class from config parameter
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:param config: configuration dictionary or None
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"""
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config = config or {}
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@staticmethod
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def _get_valid_objects(object_type, module_path: str,
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object_name: str) -> Optional[Type[Any]]:
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"""
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Returns a list of all possible objects for the given module_path of type oject_type
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:param object_type: object_type (class)
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:param module_path: absolute path to the module
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:param object_name: Class name of the object
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:return: Tuple with (name, class) or None
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"""
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# Generate spec based on absolute path
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spec = importlib.util.spec_from_file_location('unknown', module_path)
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module = importlib.util.module_from_spec(spec)
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spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
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valid_objects_gen = (
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obj for name, obj in inspect.getmembers(module, inspect.isclass)
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if object_name == name and object_type in obj.__bases__
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)
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return next(valid_objects_gen, None)
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@staticmethod
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def _search_object(directory: str, object_type, object_name: str,
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kwargs: dict) -> Optional[Any]:
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"""
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Search for the objectname in the given directory
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:param directory: relative or absolute directory path
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:return: object instance
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"""
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logger.debug('Searching for %s %s in \'%s\'', object_type.__name__, object_name, directory)
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for entry in os.listdir(directory):
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# Only consider python files
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if not entry.endswith('.py'):
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logger.debug('Ignoring %s', entry)
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continue
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obj = IResolver._get_valid_objects(
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object_type, os.path.abspath(os.path.join(directory, entry)), object_name
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)
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if obj:
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return obj(**kwargs)
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return None
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@ -3,7 +3,6 @@
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"""
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"""
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This module load custom strategies
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This module load custom strategies
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"""
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"""
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import importlib.util
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import inspect
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import inspect
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import logging
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import logging
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import os
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import os
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@ -11,16 +10,17 @@ import tempfile
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from base64 import urlsafe_b64decode
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from base64 import urlsafe_b64decode
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from collections import OrderedDict
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from collections import OrderedDict
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from pathlib import Path
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from pathlib import Path
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from typing import Dict, Optional, Type
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from typing import Dict, Optional
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from freqtrade import constants
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from freqtrade import constants
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from freqtrade.resolvers import IResolver
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from freqtrade.strategy import import_strategy
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from freqtrade.strategy import import_strategy
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from freqtrade.strategy.interface import IStrategy
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from freqtrade.strategy.interface import IStrategy
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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class StrategyResolver(object):
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class StrategyResolver(IResolver):
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"""
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"""
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This class contains all the logic to load custom strategy class
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This class contains all the logic to load custom strategy class
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"""
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"""
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@ -103,7 +103,8 @@ class StrategyResolver(object):
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:param extra_dir: additional directory to search for the given strategy
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:param extra_dir: additional directory to search for the given strategy
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:return: Strategy instance or None
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:return: Strategy instance or None
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"""
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"""
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current_path = os.path.dirname(os.path.realpath(__file__))
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current_path = os.path.join(os.path.dirname(os.path.dirname(os.path.realpath(__file__))), 'strategy')
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abs_paths = [
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abs_paths = [
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os.path.join(os.getcwd(), 'user_data', 'strategies'),
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os.path.join(os.getcwd(), 'user_data', 'strategies'),
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current_path,
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current_path,
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@ -131,7 +132,8 @@ class StrategyResolver(object):
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for path in abs_paths:
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for path in abs_paths:
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try:
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try:
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strategy = self._search_strategy(path, strategy_name=strategy_name, config=config)
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strategy = self._search_object(directory=path, object_type=IStrategy,
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object_name=strategy_name, kwargs={'config': config})
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if strategy:
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if strategy:
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logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
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logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
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strategy._populate_fun_len = len(
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strategy._populate_fun_len = len(
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@ -149,43 +151,3 @@ class StrategyResolver(object):
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"Impossible to load Strategy '{}'. This class does not exist"
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"Impossible to load Strategy '{}'. This class does not exist"
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" or contains Python code errors".format(strategy_name)
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" or contains Python code errors".format(strategy_name)
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)
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)
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@staticmethod
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def _get_valid_strategies(module_path: str, strategy_name: str) -> Optional[Type[IStrategy]]:
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"""
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Returns a list of all possible strategies for the given module_path
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:param module_path: absolute path to the module
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:param strategy_name: Class name of the strategy
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:return: Tuple with (name, class) or None
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"""
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# Generate spec based on absolute path
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spec = importlib.util.spec_from_file_location('unknown', module_path)
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module = importlib.util.module_from_spec(spec)
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spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
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valid_strategies_gen = (
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obj for name, obj in inspect.getmembers(module, inspect.isclass)
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if strategy_name == name and IStrategy in obj.__bases__
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)
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return next(valid_strategies_gen, None)
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@staticmethod
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def _search_strategy(directory: str, strategy_name: str, config: dict) -> Optional[IStrategy]:
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"""
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Search for the strategy_name in the given directory
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:param directory: relative or absolute directory path
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:return: name of the strategy class
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"""
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logger.debug('Searching for strategy %s in \'%s\'', strategy_name, directory)
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for entry in os.listdir(directory):
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# Only consider python files
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if not entry.endswith('.py'):
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logger.debug('Ignoring %s', entry)
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continue
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strategy = StrategyResolver._get_valid_strategies(
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os.path.abspath(os.path.join(directory, entry)), strategy_name
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)
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if strategy:
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return strategy(config)
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return None
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@ -7,7 +7,7 @@ import pytest
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from freqtrade.optimize.__init__ import load_tickerdata_file
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from freqtrade.optimize.__init__ import load_tickerdata_file
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from freqtrade.optimize.hyperopt import Hyperopt, start
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from freqtrade.optimize.hyperopt import Hyperopt, start
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from freqtrade.strategy.resolver import StrategyResolver
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.tests.conftest import log_has, patch_exchange
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from freqtrade.tests.conftest import log_has, patch_exchange
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from freqtrade.tests.optimize.test_backtesting import get_args
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from freqtrade.tests.optimize.test_backtesting import get_args
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@ -10,7 +10,7 @@ from pandas import DataFrame
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from freqtrade.strategy import import_strategy
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from freqtrade.strategy import import_strategy
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.strategy.interface import IStrategy
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from freqtrade.strategy.interface import IStrategy
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from freqtrade.strategy.resolver import StrategyResolver
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from freqtrade.resolvers import StrategyResolver
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def test_import_strategy(caplog):
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def test_import_strategy(caplog):
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path.realpath(__file__)), '..', '..', 'strategy'
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path.realpath(__file__)), '..', '..', 'strategy'
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)
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)
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assert isinstance(
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assert isinstance(
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StrategyResolver._search_strategy(
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StrategyResolver._search_object(
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default_location,
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directory=default_location,
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config=default_config,
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object_type=IStrategy,
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strategy_name='DefaultStrategy'
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kwargs={'config': default_config},
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object_name='DefaultStrategy'
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),
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),
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IStrategy
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IStrategy
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)
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)
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assert StrategyResolver._search_strategy(
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assert StrategyResolver._search_object(
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default_location,
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directory=default_location,
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config=default_config,
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object_type=IStrategy,
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strategy_name='NotFoundStrategy'
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kwargs={'config': default_config},
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object_name='NotFoundStrategy'
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) is None
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) is None
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resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
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resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
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assert (
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assert (
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'freqtrade.strategy.resolver',
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'freqtrade.resolvers.strategyresolver',
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logging.WARNING,
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logging.WARNING,
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'Path "{}" does not exist'.format(extra_dir),
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'Path "{}" does not exist'.format(extra_dir),
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) in caplog.record_tuples
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) in caplog.record_tuples
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@ -128,7 +130,7 @@ def test_strategy_override_minimal_roi(caplog):
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resolver = StrategyResolver(config)
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resolver = StrategyResolver(config)
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assert resolver.strategy.minimal_roi[0] == 0.5
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assert resolver.strategy.minimal_roi[0] == 0.5
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assert ('freqtrade.strategy.resolver',
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assert ('freqtrade.resolvers.strategyresolver',
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logging.INFO,
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logging.INFO,
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"Override strategy 'minimal_roi' with value in config file: {'0': 0.5}."
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"Override strategy 'minimal_roi' with value in config file: {'0': 0.5}."
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) in caplog.record_tuples
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) in caplog.record_tuples
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@ -143,7 +145,7 @@ def test_strategy_override_stoploss(caplog):
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resolver = StrategyResolver(config)
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resolver = StrategyResolver(config)
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assert resolver.strategy.stoploss == -0.5
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assert resolver.strategy.stoploss == -0.5
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assert ('freqtrade.strategy.resolver',
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assert ('freqtrade.resolvers.strategyresolver',
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logging.INFO,
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logging.INFO,
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"Override strategy 'stoploss' with value in config file: -0.5."
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"Override strategy 'stoploss' with value in config file: -0.5."
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) in caplog.record_tuples
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) in caplog.record_tuples
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@ -159,7 +161,7 @@ def test_strategy_override_ticker_interval(caplog):
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resolver = StrategyResolver(config)
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resolver = StrategyResolver(config)
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assert resolver.strategy.ticker_interval == 60
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assert resolver.strategy.ticker_interval == 60
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assert ('freqtrade.strategy.resolver',
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assert ('freqtrade.resolvers.strategyresolver',
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logging.INFO,
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logging.INFO,
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"Override strategy 'ticker_interval' with value in config file: 60."
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"Override strategy 'ticker_interval' with value in config file: 60."
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) in caplog.record_tuples
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) in caplog.record_tuples
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@ -175,7 +177,7 @@ def test_strategy_override_process_only_new_candles(caplog):
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resolver = StrategyResolver(config)
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resolver = StrategyResolver(config)
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assert resolver.strategy.process_only_new_candles
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assert resolver.strategy.process_only_new_candles
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assert ('freqtrade.strategy.resolver',
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assert ('freqtrade.resolvers.strategyresolver',
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logging.INFO,
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logging.INFO,
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"Override process_only_new_candles 'process_only_new_candles' "
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"Override process_only_new_candles 'process_only_new_candles' "
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"with value in config file: True."
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"with value in config file: True."
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@ -201,7 +203,7 @@ def test_strategy_override_order_types(caplog):
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for method in ['buy', 'sell', 'stoploss']:
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for method in ['buy', 'sell', 'stoploss']:
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assert resolver.strategy.order_types[method] == order_types[method]
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assert resolver.strategy.order_types[method] == order_types[method]
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assert ('freqtrade.strategy.resolver',
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assert ('freqtrade.resolvers.strategyresolver',
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logging.INFO,
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logging.INFO,
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"Override strategy 'order_types' with value in config file:"
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"Override strategy 'order_types' with value in config file:"
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" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'}."
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" {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'}."
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@ -3,7 +3,7 @@
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import pandas
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import pandas
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from freqtrade.optimize import load_data
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from freqtrade.optimize import load_data
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from freqtrade.strategy.resolver import StrategyResolver
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from freqtrade.resolvers import StrategyResolver
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_pairs = ['ETH/BTC']
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_pairs = ['ETH/BTC']
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@ -44,7 +44,7 @@ from freqtrade.arguments import Arguments, TimeRange
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from freqtrade.exchange import Exchange
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from freqtrade.exchange import Exchange
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from freqtrade.optimize.backtesting import setup_configuration
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from freqtrade.optimize.backtesting import setup_configuration
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from freqtrade.persistence import Trade
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from freqtrade.persistence import Trade
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from freqtrade.strategy.resolver import StrategyResolver
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from freqtrade.resolvers import StrategyResolver
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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_CONF: Dict[str, Any] = {}
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_CONF: Dict[str, Any] = {}
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@ -27,7 +27,7 @@ import plotly.graph_objs as go
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from freqtrade.arguments import Arguments
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from freqtrade.arguments import Arguments
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from freqtrade.configuration import Configuration
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from freqtrade.configuration import Configuration
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from freqtrade import constants
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from freqtrade import constants
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from freqtrade.strategy.resolver import StrategyResolver
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from freqtrade.resolvers import StrategyResolver
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import freqtrade.optimize as optimize
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import freqtrade.optimize as optimize
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import freqtrade.misc as misc
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import freqtrade.misc as misc
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