commit
27d46ed06f
25
freqtrade/commands/__init__.py
Normal file
25
freqtrade/commands/__init__.py
Normal file
@ -0,0 +1,25 @@
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# flake8: noqa: F401
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"""
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Commands module.
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Contains all start-commands, subcommands and CLI Interface creation.
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Note: Be careful with file-scoped imports in these subfiles.
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as they are parsed on startup, nothing containing optional modules should be loaded.
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"""
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from freqtrade.commands.arguments import Arguments
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from freqtrade.commands.data_commands import start_download_data
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from freqtrade.commands.deploy_commands import (start_create_userdir,
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start_new_hyperopt,
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start_new_strategy)
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from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,
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start_hyperopt_show)
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from freqtrade.commands.list_commands import (start_list_exchanges,
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start_list_markets,
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start_list_strategies,
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start_list_timeframes)
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from freqtrade.commands.optimize_commands import (start_backtesting,
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start_edge, start_hyperopt)
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from freqtrade.commands.pairlist_commands import start_test_pairlist
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from freqtrade.commands.plot_commands import (start_plot_dataframe,
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start_plot_profit)
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from freqtrade.commands.trade_commands import start_trading
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@ -7,7 +7,7 @@ from pathlib import Path
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from typing import Any, Dict, List, Optional
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from typing import Any, Dict, List, Optional
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from freqtrade import constants
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from freqtrade import constants
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from freqtrade.configuration.cli_options import AVAILABLE_CLI_OPTIONS
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from freqtrade.commands.cli_options import AVAILABLE_CLI_OPTIONS
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ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
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ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
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@ -130,14 +130,14 @@ class Arguments:
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self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
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self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
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self._build_args(optionlist=['version'], parser=self.parser)
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self._build_args(optionlist=['version'], parser=self.parser)
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from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
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from freqtrade.commands import (start_create_userdir, start_download_data,
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from freqtrade.utils import (start_create_userdir, start_download_data,
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start_hyperopt_list, start_hyperopt_show,
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start_hyperopt_list, start_hyperopt_show,
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start_list_exchanges, start_list_markets,
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start_list_exchanges, start_list_markets,
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start_list_strategies, start_new_hyperopt,
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start_list_strategies, start_new_hyperopt,
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start_new_strategy, start_list_timeframes,
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start_new_strategy, start_list_timeframes,
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start_plot_dataframe, start_plot_profit,
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start_test_pairlist, start_trading)
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start_backtesting, start_hyperopt, start_edge,
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from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
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start_test_pairlist, start_trading)
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subparsers = self.parser.add_subparsers(dest='command',
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subparsers = self.parser.add_subparsers(dest='command',
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# Use custom message when no subhandler is added
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# Use custom message when no subhandler is added
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@ -1,7 +1,7 @@
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"""
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"""
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Definition of cli arguments used in arguments.py
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Definition of cli arguments used in arguments.py
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"""
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"""
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import argparse
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from argparse import ArgumentTypeError
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from freqtrade import __version__, constants
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from freqtrade import __version__, constants
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@ -12,7 +12,7 @@ def check_int_positive(value: str) -> int:
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if uint <= 0:
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if uint <= 0:
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raise ValueError
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raise ValueError
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except ValueError:
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except ValueError:
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raise argparse.ArgumentTypeError(
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raise ArgumentTypeError(
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f"{value} is invalid for this parameter, should be a positive integer value"
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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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)
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return uint
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return uint
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@ -24,7 +24,7 @@ def check_int_nonzero(value: str) -> int:
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if uint == 0:
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if uint == 0:
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raise ValueError
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raise ValueError
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except ValueError:
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except ValueError:
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raise argparse.ArgumentTypeError(
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raise ArgumentTypeError(
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f"{value} is invalid for this parameter, should be a non-zero integer value"
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f"{value} is invalid for this parameter, should be a non-zero integer value"
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)
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)
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return uint
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return uint
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63
freqtrade/commands/data_commands.py
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63
freqtrade/commands/data_commands.py
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import logging
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import sys
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from typing import Any, Dict, List
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import arrow
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from freqtrade.configuration import TimeRange, setup_utils_configuration
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from freqtrade.data.history import (convert_trades_to_ohlcv,
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refresh_backtest_ohlcv_data,
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refresh_backtest_trades_data)
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from freqtrade.exceptions import OperationalException
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from freqtrade.resolvers import ExchangeResolver
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from freqtrade.state import RunMode
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logger = logging.getLogger(__name__)
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def start_download_data(args: Dict[str, Any]) -> None:
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"""
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Download data (former download_backtest_data.py script)
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"""
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config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
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timerange = TimeRange()
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if 'days' in config:
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time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
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timerange = TimeRange.parse_timerange(f'{time_since}-')
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if 'pairs' not in config:
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raise OperationalException(
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"Downloading data requires a list of pairs. "
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"Please check the documentation on how to configure this.")
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logger.info(f'About to download pairs: {config["pairs"]}, '
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f'intervals: {config["timeframes"]} to {config["datadir"]}')
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pairs_not_available: List[str] = []
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# Init exchange
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exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
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try:
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if config.get('download_trades'):
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pairs_not_available = refresh_backtest_trades_data(
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exchange, pairs=config["pairs"], datadir=config['datadir'],
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timerange=timerange, erase=config.get("erase"))
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# Convert downloaded trade data to different timeframes
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convert_trades_to_ohlcv(
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pairs=config["pairs"], timeframes=config["timeframes"],
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datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
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else:
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pairs_not_available = refresh_backtest_ohlcv_data(
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exchange, pairs=config["pairs"], timeframes=config["timeframes"],
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datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
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except KeyboardInterrupt:
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sys.exit("SIGINT received, aborting ...")
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finally:
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if pairs_not_available:
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logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
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f"on exchange {exchange.name}.")
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112
freqtrade/commands/deploy_commands.py
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112
freqtrade/commands/deploy_commands.py
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import logging
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import sys
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from pathlib import Path
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from typing import Any, Dict
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from freqtrade.configuration import setup_utils_configuration
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from freqtrade.configuration.directory_operations import (copy_sample_files,
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create_userdata_dir)
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from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
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from freqtrade.exceptions import OperationalException
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from freqtrade.misc import render_template
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from freqtrade.state import RunMode
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logger = logging.getLogger(__name__)
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def start_create_userdir(args: Dict[str, Any]) -> None:
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"""
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Create "user_data" directory to contain user data strategies, hyperopt, ...)
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:param args: Cli args from Arguments()
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:return: None
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"""
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if "user_data_dir" in args and args["user_data_dir"]:
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userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
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copy_sample_files(userdir, overwrite=args["reset"])
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else:
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logger.warning("`create-userdir` requires --userdir to be set.")
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sys.exit(1)
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def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
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"""
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Deploy new strategy from template to strategy_path
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"""
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indicators = render_template(templatefile=f"subtemplates/indicators_{subtemplate}.j2",)
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buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",)
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sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",)
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plot_config = render_template(templatefile=f"subtemplates/plot_config_{subtemplate}.j2",)
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strategy_text = render_template(templatefile='base_strategy.py.j2',
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arguments={"strategy": strategy_name,
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"indicators": indicators,
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"buy_trend": buy_trend,
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"sell_trend": sell_trend,
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"plot_config": plot_config,
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})
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logger.info(f"Writing strategy to `{strategy_path}`.")
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strategy_path.write_text(strategy_text)
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def start_new_strategy(args: Dict[str, Any]) -> None:
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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if "strategy" in args and args["strategy"]:
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if args["strategy"] == "DefaultStrategy":
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raise OperationalException("DefaultStrategy is not allowed as name.")
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new_path = config['user_data_dir'] / USERPATH_STRATEGY / (args["strategy"] + ".py")
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if new_path.exists():
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raise OperationalException(f"`{new_path}` already exists. "
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"Please choose another Strategy Name.")
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deploy_new_strategy(args['strategy'], new_path, args['template'])
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else:
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raise OperationalException("`new-strategy` requires --strategy to be set.")
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def deploy_new_hyperopt(hyperopt_name, hyperopt_path: Path, subtemplate: str):
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"""
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Deploys a new hyperopt template to hyperopt_path
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"""
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buy_guards = render_template(
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templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",)
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sell_guards = render_template(
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templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",)
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buy_space = render_template(
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templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",)
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sell_space = render_template(
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templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",)
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strategy_text = render_template(templatefile='base_hyperopt.py.j2',
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arguments={"hyperopt": hyperopt_name,
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"buy_guards": buy_guards,
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"sell_guards": sell_guards,
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"buy_space": buy_space,
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"sell_space": sell_space,
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})
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logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
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hyperopt_path.write_text(strategy_text)
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def start_new_hyperopt(args: Dict[str, Any]) -> None:
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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if "hyperopt" in args and args["hyperopt"]:
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if args["hyperopt"] == "DefaultHyperopt":
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raise OperationalException("DefaultHyperopt is not allowed as name.")
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new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args["hyperopt"] + ".py")
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if new_path.exists():
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raise OperationalException(f"`{new_path}` already exists. "
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"Please choose another Strategy Name.")
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|
deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
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else:
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|
raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
|
114
freqtrade/commands/hyperopt_commands.py
Normal file
114
freqtrade/commands/hyperopt_commands.py
Normal file
@ -0,0 +1,114 @@
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|
import logging
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from operator import itemgetter
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from typing import Any, Dict, List
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from colorama import init as colorama_init
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|
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|
from freqtrade.configuration import setup_utils_configuration
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|
from freqtrade.exceptions import OperationalException
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|
from freqtrade.state import RunMode
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|
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|
logger = logging.getLogger(__name__)
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|
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def start_hyperopt_list(args: Dict[str, Any]) -> None:
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|
"""
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|
List hyperopt epochs previously evaluated
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|
"""
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|
from freqtrade.optimize.hyperopt import Hyperopt
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|
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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|
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|
only_best = config.get('hyperopt_list_best', False)
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|
only_profitable = config.get('hyperopt_list_profitable', False)
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|
print_colorized = config.get('print_colorized', False)
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|
print_json = config.get('print_json', False)
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no_details = config.get('hyperopt_list_no_details', False)
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|
no_header = False
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|
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|
trials_file = (config['user_data_dir'] /
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|
'hyperopt_results' / 'hyperopt_results.pickle')
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|
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|
# Previous evaluations
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|
trials = Hyperopt.load_previous_results(trials_file)
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|
total_epochs = len(trials)
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|
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|
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
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|
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# TODO: fetch the interval for epochs to print from the cli option
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|
epoch_start, epoch_stop = 0, None
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|
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|
if print_colorized:
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|
colorama_init(autoreset=True)
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|
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|
try:
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|
# Human-friendly indexes used here (starting from 1)
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|
for val in trials[epoch_start:epoch_stop]:
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|
Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
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||||||
|
|
||||||
|
except KeyboardInterrupt:
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|
print('User interrupted..')
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|
|
||||||
|
if trials and not no_details:
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|
sorted_trials = sorted(trials, key=itemgetter('loss'))
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|
results = sorted_trials[0]
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|
Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
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|
|
||||||
|
|
||||||
|
def start_hyperopt_show(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Show details of a hyperopt epoch previously evaluated
|
||||||
|
"""
|
||||||
|
from freqtrade.optimize.hyperopt import Hyperopt
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|
|
||||||
|
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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|
|
||||||
|
only_best = config.get('hyperopt_list_best', False)
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|
only_profitable = config.get('hyperopt_list_profitable', False)
|
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|
no_header = config.get('hyperopt_show_no_header', False)
|
||||||
|
|
||||||
|
trials_file = (config['user_data_dir'] /
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|
'hyperopt_results' / 'hyperopt_results.pickle')
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|
|
||||||
|
# Previous evaluations
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||||||
|
trials = Hyperopt.load_previous_results(trials_file)
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|
total_epochs = len(trials)
|
||||||
|
|
||||||
|
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
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|
trials_epochs = len(trials)
|
||||||
|
|
||||||
|
n = config.get('hyperopt_show_index', -1)
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||||||
|
if n > trials_epochs:
|
||||||
|
raise OperationalException(
|
||||||
|
f"The index of the epoch to show should be less than {trials_epochs + 1}.")
|
||||||
|
if n < -trials_epochs:
|
||||||
|
raise OperationalException(
|
||||||
|
f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
|
||||||
|
|
||||||
|
# Translate epoch index from human-readable format to pythonic
|
||||||
|
if n > 0:
|
||||||
|
n -= 1
|
||||||
|
|
||||||
|
print_json = config.get('print_json', False)
|
||||||
|
|
||||||
|
if trials:
|
||||||
|
val = trials[n]
|
||||||
|
Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
|
||||||
|
header_str="Epoch details")
|
||||||
|
|
||||||
|
|
||||||
|
def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
|
||||||
|
"""
|
||||||
|
Filter our items from the list of hyperopt results
|
||||||
|
"""
|
||||||
|
if only_best:
|
||||||
|
trials = [x for x in trials if x['is_best']]
|
||||||
|
if only_profitable:
|
||||||
|
trials = [x for x in trials if x['results_metrics']['profit'] > 0]
|
||||||
|
|
||||||
|
logger.info(f"{len(trials)} " +
|
||||||
|
("best " if only_best else "") +
|
||||||
|
("profitable " if only_profitable else "") +
|
||||||
|
"epochs found.")
|
||||||
|
|
||||||
|
return trials
|
156
freqtrade/commands/list_commands.py
Normal file
156
freqtrade/commands/list_commands.py
Normal file
@ -0,0 +1,156 @@
|
|||||||
|
import csv
|
||||||
|
import logging
|
||||||
|
import sys
|
||||||
|
from collections import OrderedDict
|
||||||
|
from pathlib import Path
|
||||||
|
from typing import Any, Dict
|
||||||
|
|
||||||
|
import rapidjson
|
||||||
|
from tabulate import tabulate
|
||||||
|
|
||||||
|
from freqtrade.configuration import setup_utils_configuration
|
||||||
|
from freqtrade.constants import USERPATH_STRATEGY
|
||||||
|
from freqtrade.exceptions import OperationalException
|
||||||
|
from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
|
||||||
|
market_is_active, symbol_is_pair)
|
||||||
|
from freqtrade.misc import plural
|
||||||
|
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
|
||||||
|
from freqtrade.state import RunMode
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
def start_list_exchanges(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Print available exchanges
|
||||||
|
:param args: Cli args from Arguments()
|
||||||
|
:return: None
|
||||||
|
"""
|
||||||
|
exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
|
||||||
|
if args['print_one_column']:
|
||||||
|
print('\n'.join(exchanges))
|
||||||
|
else:
|
||||||
|
if args['list_exchanges_all']:
|
||||||
|
print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}")
|
||||||
|
else:
|
||||||
|
print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
|
||||||
|
|
||||||
|
|
||||||
|
def start_list_strategies(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Print Strategies available in a directory
|
||||||
|
"""
|
||||||
|
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
||||||
|
|
||||||
|
directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
|
||||||
|
strategies = StrategyResolver.search_all_objects(directory)
|
||||||
|
# Sort alphabetically
|
||||||
|
strategies = sorted(strategies, key=lambda x: x['name'])
|
||||||
|
strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
|
||||||
|
|
||||||
|
if args['print_one_column']:
|
||||||
|
print('\n'.join([s['name'] for s in strategies]))
|
||||||
|
else:
|
||||||
|
print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
|
||||||
|
|
||||||
|
|
||||||
|
def start_list_timeframes(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Print ticker intervals (timeframes) available on Exchange
|
||||||
|
"""
|
||||||
|
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||||
|
# Do not use ticker_interval set in the config
|
||||||
|
config['ticker_interval'] = None
|
||||||
|
|
||||||
|
# Init exchange
|
||||||
|
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||||
|
|
||||||
|
if args['print_one_column']:
|
||||||
|
print('\n'.join(exchange.timeframes))
|
||||||
|
else:
|
||||||
|
print(f"Timeframes available for the exchange `{exchange.name}`: "
|
||||||
|
f"{', '.join(exchange.timeframes)}")
|
||||||
|
|
||||||
|
|
||||||
|
def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
|
||||||
|
"""
|
||||||
|
Print pairs/markets on the exchange
|
||||||
|
:param args: Cli args from Arguments()
|
||||||
|
:param pairs_only: if True print only pairs, otherwise print all instruments (markets)
|
||||||
|
:return: None
|
||||||
|
"""
|
||||||
|
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||||
|
|
||||||
|
# Init exchange
|
||||||
|
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||||
|
|
||||||
|
# By default only active pairs/markets are to be shown
|
||||||
|
active_only = not args.get('list_pairs_all', False)
|
||||||
|
|
||||||
|
base_currencies = args.get('base_currencies', [])
|
||||||
|
quote_currencies = args.get('quote_currencies', [])
|
||||||
|
|
||||||
|
try:
|
||||||
|
pairs = exchange.get_markets(base_currencies=base_currencies,
|
||||||
|
quote_currencies=quote_currencies,
|
||||||
|
pairs_only=pairs_only,
|
||||||
|
active_only=active_only)
|
||||||
|
# Sort the pairs/markets by symbol
|
||||||
|
pairs = OrderedDict(sorted(pairs.items()))
|
||||||
|
except Exception as e:
|
||||||
|
raise OperationalException(f"Cannot get markets. Reason: {e}") from e
|
||||||
|
|
||||||
|
else:
|
||||||
|
summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") +
|
||||||
|
("active " if active_only else "") +
|
||||||
|
(plural(len(pairs), "pair" if pairs_only else "market")) +
|
||||||
|
(f" with {', '.join(base_currencies)} as base "
|
||||||
|
f"{plural(len(base_currencies), 'currency', 'currencies')}"
|
||||||
|
if base_currencies else "") +
|
||||||
|
(" and" if base_currencies and quote_currencies else "") +
|
||||||
|
(f" with {', '.join(quote_currencies)} as quote "
|
||||||
|
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
|
||||||
|
if quote_currencies else ""))
|
||||||
|
|
||||||
|
headers = ["Id", "Symbol", "Base", "Quote", "Active",
|
||||||
|
*(['Is pair'] if not pairs_only else [])]
|
||||||
|
|
||||||
|
tabular_data = []
|
||||||
|
for _, v in pairs.items():
|
||||||
|
tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
|
||||||
|
'Base': v['base'], 'Quote': v['quote'],
|
||||||
|
'Active': market_is_active(v),
|
||||||
|
**({'Is pair': symbol_is_pair(v['symbol'])}
|
||||||
|
if not pairs_only else {})})
|
||||||
|
|
||||||
|
if (args.get('print_one_column', False) or
|
||||||
|
args.get('list_pairs_print_json', False) or
|
||||||
|
args.get('print_csv', False)):
|
||||||
|
# Print summary string in the log in case of machine-readable
|
||||||
|
# regular formats.
|
||||||
|
logger.info(f"{summary_str}.")
|
||||||
|
else:
|
||||||
|
# Print empty string separating leading logs and output in case of
|
||||||
|
# human-readable formats.
|
||||||
|
print()
|
||||||
|
|
||||||
|
if len(pairs):
|
||||||
|
if args.get('print_list', False):
|
||||||
|
# print data as a list, with human-readable summary
|
||||||
|
print(f"{summary_str}: {', '.join(pairs.keys())}.")
|
||||||
|
elif args.get('print_one_column', False):
|
||||||
|
print('\n'.join(pairs.keys()))
|
||||||
|
elif args.get('list_pairs_print_json', False):
|
||||||
|
print(rapidjson.dumps(list(pairs.keys()), default=str))
|
||||||
|
elif args.get('print_csv', False):
|
||||||
|
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
|
||||||
|
writer.writeheader()
|
||||||
|
writer.writerows(tabular_data)
|
||||||
|
else:
|
||||||
|
# print data as a table, with the human-readable summary
|
||||||
|
print(f"{summary_str}:")
|
||||||
|
print(tabulate(tabular_data, headers='keys', tablefmt='pipe'))
|
||||||
|
elif not (args.get('print_one_column', False) or
|
||||||
|
args.get('list_pairs_print_json', False) or
|
||||||
|
args.get('print_csv', False)):
|
||||||
|
print(f"{summary_str}.")
|
102
freqtrade/commands/optimize_commands.py
Normal file
102
freqtrade/commands/optimize_commands.py
Normal file
@ -0,0 +1,102 @@
|
|||||||
|
import logging
|
||||||
|
from typing import Any, Dict
|
||||||
|
|
||||||
|
from freqtrade import constants
|
||||||
|
from freqtrade.configuration import setup_utils_configuration
|
||||||
|
from freqtrade.exceptions import DependencyException, OperationalException
|
||||||
|
from freqtrade.state import RunMode
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
|
||||||
|
"""
|
||||||
|
Prepare the configuration for the Hyperopt module
|
||||||
|
:param args: Cli args from Arguments()
|
||||||
|
:return: Configuration
|
||||||
|
"""
|
||||||
|
config = setup_utils_configuration(args, method)
|
||||||
|
|
||||||
|
if method == RunMode.BACKTEST:
|
||||||
|
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
|
||||||
|
raise DependencyException('stake amount could not be "%s" for backtesting' %
|
||||||
|
constants.UNLIMITED_STAKE_AMOUNT)
|
||||||
|
|
||||||
|
return config
|
||||||
|
|
||||||
|
|
||||||
|
def start_backtesting(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Start Backtesting script
|
||||||
|
:param args: Cli args from Arguments()
|
||||||
|
:return: None
|
||||||
|
"""
|
||||||
|
# Import here to avoid loading backtesting module when it's not used
|
||||||
|
from freqtrade.optimize.backtesting import Backtesting
|
||||||
|
|
||||||
|
# Initialize configuration
|
||||||
|
config = setup_optimize_configuration(args, RunMode.BACKTEST)
|
||||||
|
|
||||||
|
logger.info('Starting freqtrade in Backtesting mode')
|
||||||
|
|
||||||
|
# Initialize backtesting object
|
||||||
|
backtesting = Backtesting(config)
|
||||||
|
backtesting.start()
|
||||||
|
|
||||||
|
|
||||||
|
def start_hyperopt(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Start hyperopt script
|
||||||
|
:param args: Cli args from Arguments()
|
||||||
|
:return: None
|
||||||
|
"""
|
||||||
|
# Import here to avoid loading hyperopt module when it's not used
|
||||||
|
try:
|
||||||
|
from filelock import FileLock, Timeout
|
||||||
|
from freqtrade.optimize.hyperopt import Hyperopt
|
||||||
|
except ImportError as e:
|
||||||
|
raise OperationalException(
|
||||||
|
f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
|
||||||
|
# Initialize configuration
|
||||||
|
config = setup_optimize_configuration(args, RunMode.HYPEROPT)
|
||||||
|
|
||||||
|
logger.info('Starting freqtrade in Hyperopt mode')
|
||||||
|
|
||||||
|
lock = FileLock(Hyperopt.get_lock_filename(config))
|
||||||
|
|
||||||
|
try:
|
||||||
|
with lock.acquire(timeout=1):
|
||||||
|
|
||||||
|
# Remove noisy log messages
|
||||||
|
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
|
||||||
|
logging.getLogger('filelock').setLevel(logging.WARNING)
|
||||||
|
|
||||||
|
# Initialize backtesting object
|
||||||
|
hyperopt = Hyperopt(config)
|
||||||
|
hyperopt.start()
|
||||||
|
|
||||||
|
except Timeout:
|
||||||
|
logger.info("Another running instance of freqtrade Hyperopt detected.")
|
||||||
|
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
|
||||||
|
"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
|
||||||
|
"or on separate machines.")
|
||||||
|
logger.info("Quitting now.")
|
||||||
|
# TODO: return False here in order to help freqtrade to exit
|
||||||
|
# with non-zero exit code...
|
||||||
|
# Same in Edge and Backtesting start() functions.
|
||||||
|
|
||||||
|
|
||||||
|
def start_edge(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Start Edge script
|
||||||
|
:param args: Cli args from Arguments()
|
||||||
|
:return: None
|
||||||
|
"""
|
||||||
|
from freqtrade.optimize.edge_cli import EdgeCli
|
||||||
|
# Initialize configuration
|
||||||
|
config = setup_optimize_configuration(args, RunMode.EDGE)
|
||||||
|
logger.info('Starting freqtrade in Edge mode')
|
||||||
|
|
||||||
|
# Initialize Edge object
|
||||||
|
edge_cli = EdgeCli(config)
|
||||||
|
edge_cli.start()
|
42
freqtrade/commands/pairlist_commands.py
Normal file
42
freqtrade/commands/pairlist_commands.py
Normal file
@ -0,0 +1,42 @@
|
|||||||
|
import logging
|
||||||
|
from typing import Any, Dict
|
||||||
|
|
||||||
|
import rapidjson
|
||||||
|
|
||||||
|
from freqtrade.configuration import setup_utils_configuration
|
||||||
|
from freqtrade.resolvers import ExchangeResolver
|
||||||
|
from freqtrade.state import RunMode
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
def start_test_pairlist(args: Dict[str, Any]) -> None:
|
||||||
|
"""
|
||||||
|
Test Pairlist configuration
|
||||||
|
"""
|
||||||
|
from freqtrade.pairlist.pairlistmanager import PairListManager
|
||||||
|
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
||||||
|
|
||||||
|
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
||||||
|
|
||||||
|
quote_currencies = args.get('quote_currencies')
|
||||||
|
if not quote_currencies:
|
||||||
|
quote_currencies = [config.get('stake_currency')]
|
||||||
|
results = {}
|
||||||
|
for curr in quote_currencies:
|
||||||
|
config['stake_currency'] = curr
|
||||||
|
# Do not use ticker_interval set in the config
|
||||||
|
pairlists = PairListManager(exchange, config)
|
||||||
|
pairlists.refresh_pairlist()
|
||||||
|
results[curr] = pairlists.whitelist
|
||||||
|
|
||||||
|
for curr, pairlist in results.items():
|
||||||
|
if not args.get('print_one_column', False):
|
||||||
|
print(f"Pairs for {curr}: ")
|
||||||
|
|
||||||
|
if args.get('print_one_column', False):
|
||||||
|
print('\n'.join(pairlist))
|
||||||
|
elif args.get('list_pairs_print_json', False):
|
||||||
|
print(rapidjson.dumps(list(pairlist), default=str))
|
||||||
|
else:
|
||||||
|
print(pairlist)
|
@ -1,8 +1,8 @@
|
|||||||
from typing import Any, Dict
|
from typing import Any, Dict
|
||||||
|
|
||||||
|
from freqtrade.configuration import setup_utils_configuration
|
||||||
from freqtrade.exceptions import OperationalException
|
from freqtrade.exceptions import OperationalException
|
||||||
from freqtrade.state import RunMode
|
from freqtrade.state import RunMode
|
||||||
from freqtrade.utils import setup_utils_configuration
|
|
||||||
|
|
||||||
|
|
||||||
def validate_plot_args(args: Dict[str, Any]):
|
def validate_plot_args(args: Dict[str, Any]):
|
25
freqtrade/commands/trade_commands.py
Normal file
25
freqtrade/commands/trade_commands.py
Normal file
@ -0,0 +1,25 @@
|
|||||||
|
import logging
|
||||||
|
|
||||||
|
from typing import Any, Dict
|
||||||
|
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
def start_trading(args: Dict[str, Any]) -> int:
|
||||||
|
"""
|
||||||
|
Main entry point for trading mode
|
||||||
|
"""
|
||||||
|
from freqtrade.worker import Worker
|
||||||
|
# Load and run worker
|
||||||
|
worker = None
|
||||||
|
try:
|
||||||
|
worker = Worker(args)
|
||||||
|
worker.run()
|
||||||
|
except KeyboardInterrupt:
|
||||||
|
logger.info('SIGINT received, aborting ...')
|
||||||
|
finally:
|
||||||
|
if worker:
|
||||||
|
logger.info("worker found ... calling exit")
|
||||||
|
worker.exit()
|
||||||
|
return 0
|
@ -1,5 +1,7 @@
|
|||||||
from freqtrade.configuration.arguments import Arguments # noqa: F401
|
# flake8: noqa: F401
|
||||||
from freqtrade.configuration.check_exchange import check_exchange, remove_credentials # noqa: F401
|
|
||||||
from freqtrade.configuration.timerange import TimeRange # noqa: F401
|
from freqtrade.configuration.config_setup import setup_utils_configuration
|
||||||
from freqtrade.configuration.configuration import Configuration # noqa: F401
|
from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
|
||||||
from freqtrade.configuration.config_validation import validate_config_consistency # noqa: F401
|
from freqtrade.configuration.timerange import TimeRange
|
||||||
|
from freqtrade.configuration.configuration import Configuration
|
||||||
|
from freqtrade.configuration.config_validation import validate_config_consistency
|
||||||
|
25
freqtrade/configuration/config_setup.py
Normal file
25
freqtrade/configuration/config_setup.py
Normal file
@ -0,0 +1,25 @@
|
|||||||
|
import logging
|
||||||
|
from typing import Any, Dict
|
||||||
|
|
||||||
|
from .config_validation import validate_config_consistency
|
||||||
|
from .configuration import Configuration
|
||||||
|
from .check_exchange import remove_credentials
|
||||||
|
from freqtrade.state import RunMode
|
||||||
|
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
|
||||||
|
def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
|
||||||
|
"""
|
||||||
|
Prepare the configuration for utils subcommands
|
||||||
|
:param args: Cli args from Arguments()
|
||||||
|
:return: Configuration
|
||||||
|
"""
|
||||||
|
configuration = Configuration(args, method)
|
||||||
|
config = configuration.get_config()
|
||||||
|
|
||||||
|
# Ensure we do not use Exchange credentials
|
||||||
|
remove_credentials(config)
|
||||||
|
validate_config_consistency(config)
|
||||||
|
|
||||||
|
return config
|
@ -14,7 +14,7 @@ if sys.version_info < (3, 6):
|
|||||||
import logging
|
import logging
|
||||||
from typing import Any, List
|
from typing import Any, List
|
||||||
|
|
||||||
from freqtrade.configuration import Arguments
|
from freqtrade.commands import Arguments
|
||||||
|
|
||||||
|
|
||||||
logger = logging.getLogger('freqtrade')
|
logger = logging.getLogger('freqtrade')
|
||||||
|
@ -1,102 +0,0 @@
|
|||||||
import logging
|
|
||||||
from typing import Any, Dict
|
|
||||||
|
|
||||||
from freqtrade import constants
|
|
||||||
from freqtrade.exceptions import DependencyException, OperationalException
|
|
||||||
from freqtrade.state import RunMode
|
|
||||||
from freqtrade.utils import setup_utils_configuration
|
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
|
||||||
|
|
||||||
|
|
||||||
def setup_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
|
|
||||||
"""
|
|
||||||
Prepare the configuration for the Hyperopt module
|
|
||||||
:param args: Cli args from Arguments()
|
|
||||||
:return: Configuration
|
|
||||||
"""
|
|
||||||
config = setup_utils_configuration(args, method)
|
|
||||||
|
|
||||||
if method == RunMode.BACKTEST:
|
|
||||||
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
|
|
||||||
raise DependencyException('stake amount could not be "%s" for backtesting' %
|
|
||||||
constants.UNLIMITED_STAKE_AMOUNT)
|
|
||||||
|
|
||||||
return config
|
|
||||||
|
|
||||||
|
|
||||||
def start_backtesting(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Start Backtesting script
|
|
||||||
:param args: Cli args from Arguments()
|
|
||||||
:return: None
|
|
||||||
"""
|
|
||||||
# Import here to avoid loading backtesting module when it's not used
|
|
||||||
from freqtrade.optimize.backtesting import Backtesting
|
|
||||||
|
|
||||||
# Initialize configuration
|
|
||||||
config = setup_configuration(args, RunMode.BACKTEST)
|
|
||||||
|
|
||||||
logger.info('Starting freqtrade in Backtesting mode')
|
|
||||||
|
|
||||||
# Initialize backtesting object
|
|
||||||
backtesting = Backtesting(config)
|
|
||||||
backtesting.start()
|
|
||||||
|
|
||||||
|
|
||||||
def start_hyperopt(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Start hyperopt script
|
|
||||||
:param args: Cli args from Arguments()
|
|
||||||
:return: None
|
|
||||||
"""
|
|
||||||
# Import here to avoid loading hyperopt module when it's not used
|
|
||||||
try:
|
|
||||||
from filelock import FileLock, Timeout
|
|
||||||
from freqtrade.optimize.hyperopt import Hyperopt
|
|
||||||
except ImportError as e:
|
|
||||||
raise OperationalException(
|
|
||||||
f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
|
|
||||||
# Initialize configuration
|
|
||||||
config = setup_configuration(args, RunMode.HYPEROPT)
|
|
||||||
|
|
||||||
logger.info('Starting freqtrade in Hyperopt mode')
|
|
||||||
|
|
||||||
lock = FileLock(Hyperopt.get_lock_filename(config))
|
|
||||||
|
|
||||||
try:
|
|
||||||
with lock.acquire(timeout=1):
|
|
||||||
|
|
||||||
# Remove noisy log messages
|
|
||||||
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
|
|
||||||
logging.getLogger('filelock').setLevel(logging.WARNING)
|
|
||||||
|
|
||||||
# Initialize backtesting object
|
|
||||||
hyperopt = Hyperopt(config)
|
|
||||||
hyperopt.start()
|
|
||||||
|
|
||||||
except Timeout:
|
|
||||||
logger.info("Another running instance of freqtrade Hyperopt detected.")
|
|
||||||
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
|
|
||||||
"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
|
|
||||||
"or on separate machines.")
|
|
||||||
logger.info("Quitting now.")
|
|
||||||
# TODO: return False here in order to help freqtrade to exit
|
|
||||||
# with non-zero exit code...
|
|
||||||
# Same in Edge and Backtesting start() functions.
|
|
||||||
|
|
||||||
|
|
||||||
def start_edge(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Start Edge script
|
|
||||||
:param args: Cli args from Arguments()
|
|
||||||
:return: None
|
|
||||||
"""
|
|
||||||
from freqtrade.optimize.edge_cli import EdgeCli
|
|
||||||
# Initialize configuration
|
|
||||||
config = setup_configuration(args, RunMode.EDGE)
|
|
||||||
logger.info('Starting freqtrade in Edge mode')
|
|
||||||
|
|
||||||
# Initialize Edge object
|
|
||||||
edge_cli = EdgeCli(config)
|
|
||||||
edge_cli.start()
|
|
@ -1,482 +0,0 @@
|
|||||||
import csv
|
|
||||||
import logging
|
|
||||||
import sys
|
|
||||||
from collections import OrderedDict
|
|
||||||
from operator import itemgetter
|
|
||||||
from pathlib import Path
|
|
||||||
from typing import Any, Dict, List
|
|
||||||
|
|
||||||
import arrow
|
|
||||||
import rapidjson
|
|
||||||
from colorama import init as colorama_init
|
|
||||||
from tabulate import tabulate
|
|
||||||
|
|
||||||
from freqtrade.configuration import (Configuration, TimeRange,
|
|
||||||
remove_credentials,
|
|
||||||
validate_config_consistency)
|
|
||||||
from freqtrade.configuration.directory_operations import (copy_sample_files,
|
|
||||||
create_userdata_dir)
|
|
||||||
from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
|
|
||||||
from freqtrade.data.history import (convert_trades_to_ohlcv,
|
|
||||||
refresh_backtest_ohlcv_data,
|
|
||||||
refresh_backtest_trades_data)
|
|
||||||
from freqtrade.exceptions import OperationalException
|
|
||||||
from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
|
|
||||||
market_is_active, symbol_is_pair)
|
|
||||||
from freqtrade.misc import plural, render_template
|
|
||||||
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
|
|
||||||
from freqtrade.state import RunMode
|
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
|
||||||
|
|
||||||
|
|
||||||
def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
|
|
||||||
"""
|
|
||||||
Prepare the configuration for utils subcommands
|
|
||||||
:param args: Cli args from Arguments()
|
|
||||||
:return: Configuration
|
|
||||||
"""
|
|
||||||
configuration = Configuration(args, method)
|
|
||||||
config = configuration.get_config()
|
|
||||||
|
|
||||||
# Ensure we do not use Exchange credentials
|
|
||||||
remove_credentials(config)
|
|
||||||
validate_config_consistency(config)
|
|
||||||
|
|
||||||
return config
|
|
||||||
|
|
||||||
|
|
||||||
def start_trading(args: Dict[str, Any]) -> int:
|
|
||||||
"""
|
|
||||||
Main entry point for trading mode
|
|
||||||
"""
|
|
||||||
from freqtrade.worker import Worker
|
|
||||||
# Load and run worker
|
|
||||||
worker = None
|
|
||||||
try:
|
|
||||||
worker = Worker(args)
|
|
||||||
worker.run()
|
|
||||||
except KeyboardInterrupt:
|
|
||||||
logger.info('SIGINT received, aborting ...')
|
|
||||||
finally:
|
|
||||||
if worker:
|
|
||||||
logger.info("worker found ... calling exit")
|
|
||||||
worker.exit()
|
|
||||||
return 0
|
|
||||||
|
|
||||||
|
|
||||||
def start_list_exchanges(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Print available exchanges
|
|
||||||
:param args: Cli args from Arguments()
|
|
||||||
:return: None
|
|
||||||
"""
|
|
||||||
exchanges = ccxt_exchanges() if args['list_exchanges_all'] else available_exchanges()
|
|
||||||
if args['print_one_column']:
|
|
||||||
print('\n'.join(exchanges))
|
|
||||||
else:
|
|
||||||
if args['list_exchanges_all']:
|
|
||||||
print(f"All exchanges supported by the ccxt library: {', '.join(exchanges)}")
|
|
||||||
else:
|
|
||||||
print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
|
|
||||||
|
|
||||||
|
|
||||||
def start_create_userdir(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Create "user_data" directory to contain user data strategies, hyperopt, ...)
|
|
||||||
:param args: Cli args from Arguments()
|
|
||||||
:return: None
|
|
||||||
"""
|
|
||||||
if "user_data_dir" in args and args["user_data_dir"]:
|
|
||||||
userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
|
|
||||||
copy_sample_files(userdir, overwrite=args["reset"])
|
|
||||||
else:
|
|
||||||
logger.warning("`create-userdir` requires --userdir to be set.")
|
|
||||||
sys.exit(1)
|
|
||||||
|
|
||||||
|
|
||||||
def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
|
|
||||||
"""
|
|
||||||
Deploy new strategy from template to strategy_path
|
|
||||||
"""
|
|
||||||
indicators = render_template(templatefile=f"subtemplates/indicators_{subtemplate}.j2",)
|
|
||||||
buy_trend = render_template(templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",)
|
|
||||||
sell_trend = render_template(templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",)
|
|
||||||
plot_config = render_template(templatefile=f"subtemplates/plot_config_{subtemplate}.j2",)
|
|
||||||
|
|
||||||
strategy_text = render_template(templatefile='base_strategy.py.j2',
|
|
||||||
arguments={"strategy": strategy_name,
|
|
||||||
"indicators": indicators,
|
|
||||||
"buy_trend": buy_trend,
|
|
||||||
"sell_trend": sell_trend,
|
|
||||||
"plot_config": plot_config,
|
|
||||||
})
|
|
||||||
|
|
||||||
logger.info(f"Writing strategy to `{strategy_path}`.")
|
|
||||||
strategy_path.write_text(strategy_text)
|
|
||||||
|
|
||||||
|
|
||||||
def start_new_strategy(args: Dict[str, Any]) -> None:
|
|
||||||
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
|
||||||
|
|
||||||
if "strategy" in args and args["strategy"]:
|
|
||||||
if args["strategy"] == "DefaultStrategy":
|
|
||||||
raise OperationalException("DefaultStrategy is not allowed as name.")
|
|
||||||
|
|
||||||
new_path = config['user_data_dir'] / USERPATH_STRATEGY / (args["strategy"] + ".py")
|
|
||||||
|
|
||||||
if new_path.exists():
|
|
||||||
raise OperationalException(f"`{new_path}` already exists. "
|
|
||||||
"Please choose another Strategy Name.")
|
|
||||||
|
|
||||||
deploy_new_strategy(args['strategy'], new_path, args['template'])
|
|
||||||
|
|
||||||
else:
|
|
||||||
raise OperationalException("`new-strategy` requires --strategy to be set.")
|
|
||||||
|
|
||||||
|
|
||||||
def deploy_new_hyperopt(hyperopt_name, hyperopt_path: Path, subtemplate: str):
|
|
||||||
"""
|
|
||||||
Deploys a new hyperopt template to hyperopt_path
|
|
||||||
"""
|
|
||||||
buy_guards = render_template(
|
|
||||||
templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",)
|
|
||||||
sell_guards = render_template(
|
|
||||||
templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",)
|
|
||||||
buy_space = render_template(
|
|
||||||
templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",)
|
|
||||||
sell_space = render_template(
|
|
||||||
templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",)
|
|
||||||
|
|
||||||
strategy_text = render_template(templatefile='base_hyperopt.py.j2',
|
|
||||||
arguments={"hyperopt": hyperopt_name,
|
|
||||||
"buy_guards": buy_guards,
|
|
||||||
"sell_guards": sell_guards,
|
|
||||||
"buy_space": buy_space,
|
|
||||||
"sell_space": sell_space,
|
|
||||||
})
|
|
||||||
|
|
||||||
logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
|
|
||||||
hyperopt_path.write_text(strategy_text)
|
|
||||||
|
|
||||||
|
|
||||||
def start_new_hyperopt(args: Dict[str, Any]) -> None:
|
|
||||||
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
|
||||||
|
|
||||||
if "hyperopt" in args and args["hyperopt"]:
|
|
||||||
if args["hyperopt"] == "DefaultHyperopt":
|
|
||||||
raise OperationalException("DefaultHyperopt is not allowed as name.")
|
|
||||||
|
|
||||||
new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args["hyperopt"] + ".py")
|
|
||||||
|
|
||||||
if new_path.exists():
|
|
||||||
raise OperationalException(f"`{new_path}` already exists. "
|
|
||||||
"Please choose another Strategy Name.")
|
|
||||||
deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
|
|
||||||
else:
|
|
||||||
raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
|
|
||||||
|
|
||||||
|
|
||||||
def start_download_data(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Download data (former download_backtest_data.py script)
|
|
||||||
"""
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
|
||||||
|
|
||||||
timerange = TimeRange()
|
|
||||||
if 'days' in config:
|
|
||||||
time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
|
|
||||||
timerange = TimeRange.parse_timerange(f'{time_since}-')
|
|
||||||
|
|
||||||
if 'pairs' not in config:
|
|
||||||
raise OperationalException(
|
|
||||||
"Downloading data requires a list of pairs. "
|
|
||||||
"Please check the documentation on how to configure this.")
|
|
||||||
|
|
||||||
logger.info(f'About to download pairs: {config["pairs"]}, '
|
|
||||||
f'intervals: {config["timeframes"]} to {config["datadir"]}')
|
|
||||||
|
|
||||||
pairs_not_available: List[str] = []
|
|
||||||
|
|
||||||
# Init exchange
|
|
||||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
|
|
||||||
try:
|
|
||||||
|
|
||||||
if config.get('download_trades'):
|
|
||||||
pairs_not_available = refresh_backtest_trades_data(
|
|
||||||
exchange, pairs=config["pairs"], datadir=config['datadir'],
|
|
||||||
timerange=timerange, erase=config.get("erase"))
|
|
||||||
|
|
||||||
# Convert downloaded trade data to different timeframes
|
|
||||||
convert_trades_to_ohlcv(
|
|
||||||
pairs=config["pairs"], timeframes=config["timeframes"],
|
|
||||||
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
|
|
||||||
else:
|
|
||||||
pairs_not_available = refresh_backtest_ohlcv_data(
|
|
||||||
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
|
|
||||||
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"))
|
|
||||||
|
|
||||||
except KeyboardInterrupt:
|
|
||||||
sys.exit("SIGINT received, aborting ...")
|
|
||||||
|
|
||||||
finally:
|
|
||||||
if pairs_not_available:
|
|
||||||
logger.info(f"Pairs [{','.join(pairs_not_available)}] not available "
|
|
||||||
f"on exchange {exchange.name}.")
|
|
||||||
|
|
||||||
|
|
||||||
def start_list_strategies(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Print Strategies available in a directory
|
|
||||||
"""
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
|
||||||
|
|
||||||
directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
|
|
||||||
strategies = StrategyResolver.search_all_objects(directory)
|
|
||||||
# Sort alphabetically
|
|
||||||
strategies = sorted(strategies, key=lambda x: x['name'])
|
|
||||||
strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
|
|
||||||
|
|
||||||
if args['print_one_column']:
|
|
||||||
print('\n'.join([s['name'] for s in strategies]))
|
|
||||||
else:
|
|
||||||
print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
|
|
||||||
|
|
||||||
|
|
||||||
def start_list_timeframes(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Print ticker intervals (timeframes) available on Exchange
|
|
||||||
"""
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
|
||||||
# Do not use ticker_interval set in the config
|
|
||||||
config['ticker_interval'] = None
|
|
||||||
|
|
||||||
# Init exchange
|
|
||||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
|
||||||
|
|
||||||
if args['print_one_column']:
|
|
||||||
print('\n'.join(exchange.timeframes))
|
|
||||||
else:
|
|
||||||
print(f"Timeframes available for the exchange `{exchange.name}`: "
|
|
||||||
f"{', '.join(exchange.timeframes)}")
|
|
||||||
|
|
||||||
|
|
||||||
def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
|
|
||||||
"""
|
|
||||||
Print pairs/markets on the exchange
|
|
||||||
:param args: Cli args from Arguments()
|
|
||||||
:param pairs_only: if True print only pairs, otherwise print all instruments (markets)
|
|
||||||
:return: None
|
|
||||||
"""
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
|
||||||
|
|
||||||
# Init exchange
|
|
||||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
|
||||||
|
|
||||||
# By default only active pairs/markets are to be shown
|
|
||||||
active_only = not args.get('list_pairs_all', False)
|
|
||||||
|
|
||||||
base_currencies = args.get('base_currencies', [])
|
|
||||||
quote_currencies = args.get('quote_currencies', [])
|
|
||||||
|
|
||||||
try:
|
|
||||||
pairs = exchange.get_markets(base_currencies=base_currencies,
|
|
||||||
quote_currencies=quote_currencies,
|
|
||||||
pairs_only=pairs_only,
|
|
||||||
active_only=active_only)
|
|
||||||
# Sort the pairs/markets by symbol
|
|
||||||
pairs = OrderedDict(sorted(pairs.items()))
|
|
||||||
except Exception as e:
|
|
||||||
raise OperationalException(f"Cannot get markets. Reason: {e}") from e
|
|
||||||
|
|
||||||
else:
|
|
||||||
summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") +
|
|
||||||
("active " if active_only else "") +
|
|
||||||
(plural(len(pairs), "pair" if pairs_only else "market")) +
|
|
||||||
(f" with {', '.join(base_currencies)} as base "
|
|
||||||
f"{plural(len(base_currencies), 'currency', 'currencies')}"
|
|
||||||
if base_currencies else "") +
|
|
||||||
(" and" if base_currencies and quote_currencies else "") +
|
|
||||||
(f" with {', '.join(quote_currencies)} as quote "
|
|
||||||
f"{plural(len(quote_currencies), 'currency', 'currencies')}"
|
|
||||||
if quote_currencies else ""))
|
|
||||||
|
|
||||||
headers = ["Id", "Symbol", "Base", "Quote", "Active",
|
|
||||||
*(['Is pair'] if not pairs_only else [])]
|
|
||||||
|
|
||||||
tabular_data = []
|
|
||||||
for _, v in pairs.items():
|
|
||||||
tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
|
|
||||||
'Base': v['base'], 'Quote': v['quote'],
|
|
||||||
'Active': market_is_active(v),
|
|
||||||
**({'Is pair': symbol_is_pair(v['symbol'])}
|
|
||||||
if not pairs_only else {})})
|
|
||||||
|
|
||||||
if (args.get('print_one_column', False) or
|
|
||||||
args.get('list_pairs_print_json', False) or
|
|
||||||
args.get('print_csv', False)):
|
|
||||||
# Print summary string in the log in case of machine-readable
|
|
||||||
# regular formats.
|
|
||||||
logger.info(f"{summary_str}.")
|
|
||||||
else:
|
|
||||||
# Print empty string separating leading logs and output in case of
|
|
||||||
# human-readable formats.
|
|
||||||
print()
|
|
||||||
|
|
||||||
if len(pairs):
|
|
||||||
if args.get('print_list', False):
|
|
||||||
# print data as a list, with human-readable summary
|
|
||||||
print(f"{summary_str}: {', '.join(pairs.keys())}.")
|
|
||||||
elif args.get('print_one_column', False):
|
|
||||||
print('\n'.join(pairs.keys()))
|
|
||||||
elif args.get('list_pairs_print_json', False):
|
|
||||||
print(rapidjson.dumps(list(pairs.keys()), default=str))
|
|
||||||
elif args.get('print_csv', False):
|
|
||||||
writer = csv.DictWriter(sys.stdout, fieldnames=headers)
|
|
||||||
writer.writeheader()
|
|
||||||
writer.writerows(tabular_data)
|
|
||||||
else:
|
|
||||||
# print data as a table, with the human-readable summary
|
|
||||||
print(f"{summary_str}:")
|
|
||||||
print(tabulate(tabular_data, headers='keys', tablefmt='pipe'))
|
|
||||||
elif not (args.get('print_one_column', False) or
|
|
||||||
args.get('list_pairs_print_json', False) or
|
|
||||||
args.get('print_csv', False)):
|
|
||||||
print(f"{summary_str}.")
|
|
||||||
|
|
||||||
|
|
||||||
def start_test_pairlist(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Test Pairlist configuration
|
|
||||||
"""
|
|
||||||
from freqtrade.pairlist.pairlistmanager import PairListManager
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
|
|
||||||
|
|
||||||
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
|
|
||||||
|
|
||||||
quote_currencies = args.get('quote_currencies')
|
|
||||||
if not quote_currencies:
|
|
||||||
quote_currencies = [config.get('stake_currency')]
|
|
||||||
results = {}
|
|
||||||
for curr in quote_currencies:
|
|
||||||
config['stake_currency'] = curr
|
|
||||||
# Do not use ticker_interval set in the config
|
|
||||||
pairlists = PairListManager(exchange, config)
|
|
||||||
pairlists.refresh_pairlist()
|
|
||||||
results[curr] = pairlists.whitelist
|
|
||||||
|
|
||||||
for curr, pairlist in results.items():
|
|
||||||
if not args.get('print_one_column', False):
|
|
||||||
print(f"Pairs for {curr}: ")
|
|
||||||
|
|
||||||
if args.get('print_one_column', False):
|
|
||||||
print('\n'.join(pairlist))
|
|
||||||
elif args.get('list_pairs_print_json', False):
|
|
||||||
print(rapidjson.dumps(list(pairlist), default=str))
|
|
||||||
else:
|
|
||||||
print(pairlist)
|
|
||||||
|
|
||||||
|
|
||||||
def start_hyperopt_list(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
List hyperopt epochs previously evaluated
|
|
||||||
"""
|
|
||||||
from freqtrade.optimize.hyperopt import Hyperopt
|
|
||||||
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
|
||||||
|
|
||||||
only_best = config.get('hyperopt_list_best', False)
|
|
||||||
only_profitable = config.get('hyperopt_list_profitable', False)
|
|
||||||
print_colorized = config.get('print_colorized', False)
|
|
||||||
print_json = config.get('print_json', False)
|
|
||||||
no_details = config.get('hyperopt_list_no_details', False)
|
|
||||||
no_header = False
|
|
||||||
|
|
||||||
trials_file = (config['user_data_dir'] /
|
|
||||||
'hyperopt_results' / 'hyperopt_results.pickle')
|
|
||||||
|
|
||||||
# Previous evaluations
|
|
||||||
trials = Hyperopt.load_previous_results(trials_file)
|
|
||||||
total_epochs = len(trials)
|
|
||||||
|
|
||||||
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
|
|
||||||
|
|
||||||
# TODO: fetch the interval for epochs to print from the cli option
|
|
||||||
epoch_start, epoch_stop = 0, None
|
|
||||||
|
|
||||||
if print_colorized:
|
|
||||||
colorama_init(autoreset=True)
|
|
||||||
|
|
||||||
try:
|
|
||||||
# Human-friendly indexes used here (starting from 1)
|
|
||||||
for val in trials[epoch_start:epoch_stop]:
|
|
||||||
Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
|
|
||||||
|
|
||||||
except KeyboardInterrupt:
|
|
||||||
print('User interrupted..')
|
|
||||||
|
|
||||||
if trials and not no_details:
|
|
||||||
sorted_trials = sorted(trials, key=itemgetter('loss'))
|
|
||||||
results = sorted_trials[0]
|
|
||||||
Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
|
|
||||||
|
|
||||||
|
|
||||||
def start_hyperopt_show(args: Dict[str, Any]) -> None:
|
|
||||||
"""
|
|
||||||
Show details of a hyperopt epoch previously evaluated
|
|
||||||
"""
|
|
||||||
from freqtrade.optimize.hyperopt import Hyperopt
|
|
||||||
|
|
||||||
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
|
|
||||||
|
|
||||||
only_best = config.get('hyperopt_list_best', False)
|
|
||||||
only_profitable = config.get('hyperopt_list_profitable', False)
|
|
||||||
no_header = config.get('hyperopt_show_no_header', False)
|
|
||||||
|
|
||||||
trials_file = (config['user_data_dir'] /
|
|
||||||
'hyperopt_results' / 'hyperopt_results.pickle')
|
|
||||||
|
|
||||||
# Previous evaluations
|
|
||||||
trials = Hyperopt.load_previous_results(trials_file)
|
|
||||||
total_epochs = len(trials)
|
|
||||||
|
|
||||||
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
|
|
||||||
trials_epochs = len(trials)
|
|
||||||
|
|
||||||
n = config.get('hyperopt_show_index', -1)
|
|
||||||
if n > trials_epochs:
|
|
||||||
raise OperationalException(
|
|
||||||
f"The index of the epoch to show should be less than {trials_epochs + 1}.")
|
|
||||||
if n < -trials_epochs:
|
|
||||||
raise OperationalException(
|
|
||||||
f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
|
|
||||||
|
|
||||||
# Translate epoch index from human-readable format to pythonic
|
|
||||||
if n > 0:
|
|
||||||
n -= 1
|
|
||||||
|
|
||||||
print_json = config.get('print_json', False)
|
|
||||||
|
|
||||||
if trials:
|
|
||||||
val = trials[n]
|
|
||||||
Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
|
|
||||||
header_str="Epoch details")
|
|
||||||
|
|
||||||
|
|
||||||
def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
|
|
||||||
"""
|
|
||||||
Filter our items from the list of hyperopt results
|
|
||||||
"""
|
|
||||||
if only_best:
|
|
||||||
trials = [x for x in trials if x['is_best']]
|
|
||||||
if only_profitable:
|
|
||||||
trials = [x for x in trials if x['results_metrics']['profit'] > 0]
|
|
||||||
|
|
||||||
logger.info(f"{len(trials)} " +
|
|
||||||
("best " if only_best else "") +
|
|
||||||
("profitable " if only_profitable else "") +
|
|
||||||
"epochs found.")
|
|
||||||
|
|
||||||
return trials
|
|
0
tests/commands/__init__.py
Normal file
0
tests/commands/__init__.py
Normal file
@ -4,15 +4,15 @@ from unittest.mock import MagicMock, PropertyMock
|
|||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
|
from freqtrade.commands import (start_create_userdir, start_download_data,
|
||||||
|
start_hyperopt_list, start_hyperopt_show,
|
||||||
|
start_list_exchanges, start_list_markets,
|
||||||
|
start_list_strategies, start_list_timeframes,
|
||||||
|
start_new_hyperopt, start_new_strategy,
|
||||||
|
start_test_pairlist, start_trading)
|
||||||
|
from freqtrade.configuration import setup_utils_configuration
|
||||||
from freqtrade.exceptions import OperationalException
|
from freqtrade.exceptions import OperationalException
|
||||||
from freqtrade.state import RunMode
|
from freqtrade.state import RunMode
|
||||||
from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
|
|
||||||
start_download_data, start_hyperopt_list,
|
|
||||||
start_hyperopt_show, start_list_exchanges,
|
|
||||||
start_list_markets, start_list_strategies,
|
|
||||||
start_list_timeframes, start_new_hyperopt,
|
|
||||||
start_new_strategy, start_test_pairlist,
|
|
||||||
start_trading)
|
|
||||||
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
|
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
|
||||||
patched_configuration_load_config_file)
|
patched_configuration_load_config_file)
|
||||||
|
|
||||||
@ -451,8 +451,8 @@ def test_create_datadir(caplog, mocker):
|
|||||||
# Added assert here to analyze random test-failures ...
|
# Added assert here to analyze random test-failures ...
|
||||||
assert len(caplog.record_tuples) == 0
|
assert len(caplog.record_tuples) == 0
|
||||||
|
|
||||||
cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
|
cud = mocker.patch("freqtrade.commands.deploy_commands.create_userdata_dir", MagicMock())
|
||||||
csf = mocker.patch("freqtrade.utils.copy_sample_files", MagicMock())
|
csf = mocker.patch("freqtrade.commands.deploy_commands.copy_sample_files", MagicMock())
|
||||||
args = [
|
args = [
|
||||||
"create-userdir",
|
"create-userdir",
|
||||||
"--userdir",
|
"--userdir",
|
||||||
@ -538,7 +538,7 @@ def test_start_new_hyperopt_no_arg(mocker, caplog):
|
|||||||
|
|
||||||
|
|
||||||
def test_download_data_keyboardInterrupt(mocker, caplog, markets):
|
def test_download_data_keyboardInterrupt(mocker, caplog, markets):
|
||||||
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
|
dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
|
||||||
MagicMock(side_effect=KeyboardInterrupt))
|
MagicMock(side_effect=KeyboardInterrupt))
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
@ -556,7 +556,7 @@ def test_download_data_keyboardInterrupt(mocker, caplog, markets):
|
|||||||
|
|
||||||
|
|
||||||
def test_download_data_no_markets(mocker, caplog):
|
def test_download_data_no_markets(mocker, caplog):
|
||||||
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
|
dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
|
||||||
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
|
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
|
||||||
patch_exchange(mocker, id='binance')
|
patch_exchange(mocker, id='binance')
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
@ -574,7 +574,7 @@ def test_download_data_no_markets(mocker, caplog):
|
|||||||
|
|
||||||
|
|
||||||
def test_download_data_no_exchange(mocker, caplog):
|
def test_download_data_no_exchange(mocker, caplog):
|
||||||
mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
|
mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
|
||||||
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
|
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
@ -594,7 +594,7 @@ def test_download_data_no_pairs(mocker, caplog):
|
|||||||
|
|
||||||
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
|
mocker.patch.object(Path, "exists", MagicMock(return_value=False))
|
||||||
|
|
||||||
mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
|
mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
|
||||||
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
|
MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
@ -613,9 +613,9 @@ def test_download_data_no_pairs(mocker, caplog):
|
|||||||
|
|
||||||
|
|
||||||
def test_download_data_trades(mocker, caplog):
|
def test_download_data_trades(mocker, caplog):
|
||||||
dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_trades_data',
|
dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_trades_data',
|
||||||
MagicMock(return_value=[]))
|
MagicMock(return_value=[]))
|
||||||
convert_mock = mocker.patch('freqtrade.utils.convert_trades_to_ohlcv',
|
convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
|
||||||
MagicMock(return_value=[]))
|
MagicMock(return_value=[]))
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
@ -639,7 +639,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
|
|||||||
args = [
|
args = [
|
||||||
"list-strategies",
|
"list-strategies",
|
||||||
"--strategy-path",
|
"--strategy-path",
|
||||||
str(Path(__file__).parent / "strategy"),
|
str(Path(__file__).parent.parent / "strategy"),
|
||||||
"-1"
|
"-1"
|
||||||
]
|
]
|
||||||
pargs = get_args(args)
|
pargs = get_args(args)
|
||||||
@ -654,7 +654,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
|
|||||||
args = [
|
args = [
|
||||||
"list-strategies",
|
"list-strategies",
|
||||||
"--strategy-path",
|
"--strategy-path",
|
||||||
str(Path(__file__).parent / "strategy"),
|
str(Path(__file__).parent.parent / "strategy"),
|
||||||
]
|
]
|
||||||
pargs = get_args(args)
|
pargs = get_args(args)
|
||||||
# pargs['config'] = None
|
# pargs['config'] = None
|
@ -14,7 +14,7 @@ import pytest
|
|||||||
from telegram import Chat, Message, Update
|
from telegram import Chat, Message, Update
|
||||||
|
|
||||||
from freqtrade import constants, persistence
|
from freqtrade import constants, persistence
|
||||||
from freqtrade.configuration import Arguments
|
from freqtrade.commands import Arguments
|
||||||
from freqtrade.data.converter import parse_ticker_dataframe
|
from freqtrade.data.converter import parse_ticker_dataframe
|
||||||
from freqtrade.edge import Edge, PairInfo
|
from freqtrade.edge import Edge, PairInfo
|
||||||
from freqtrade.exchange import Exchange
|
from freqtrade.exchange import Exchange
|
||||||
|
@ -12,13 +12,13 @@ from arrow import Arrow
|
|||||||
|
|
||||||
from freqtrade import constants
|
from freqtrade import constants
|
||||||
from freqtrade.configuration import TimeRange
|
from freqtrade.configuration import TimeRange
|
||||||
|
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
|
||||||
from freqtrade.data import history
|
from freqtrade.data import history
|
||||||
from freqtrade.data.btanalysis import evaluate_result_multi
|
from freqtrade.data.btanalysis import evaluate_result_multi
|
||||||
from freqtrade.data.converter import parse_ticker_dataframe
|
from freqtrade.data.converter import parse_ticker_dataframe
|
||||||
from freqtrade.data.dataprovider import DataProvider
|
from freqtrade.data.dataprovider import DataProvider
|
||||||
from freqtrade.data.history import get_timerange
|
from freqtrade.data.history import get_timerange
|
||||||
from freqtrade.exceptions import DependencyException, OperationalException
|
from freqtrade.exceptions import DependencyException, OperationalException
|
||||||
from freqtrade.optimize import setup_configuration, start_backtesting
|
|
||||||
from freqtrade.optimize.backtesting import Backtesting
|
from freqtrade.optimize.backtesting import Backtesting
|
||||||
from freqtrade.state import RunMode
|
from freqtrade.state import RunMode
|
||||||
from freqtrade.strategy.default_strategy import DefaultStrategy
|
from freqtrade.strategy.default_strategy import DefaultStrategy
|
||||||
@ -177,7 +177,7 @@ def _trend_alternate(dataframe=None, metadata=None):
|
|||||||
|
|
||||||
|
|
||||||
# Unit tests
|
# Unit tests
|
||||||
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
def test_setup_optimize_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
||||||
patched_configuration_load_config_file(mocker, default_conf)
|
patched_configuration_load_config_file(mocker, default_conf)
|
||||||
|
|
||||||
args = [
|
args = [
|
||||||
@ -186,7 +186,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
|
|||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'DefaultStrategy',
|
||||||
]
|
]
|
||||||
|
|
||||||
config = setup_configuration(get_args(args), RunMode.BACKTEST)
|
config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
|
||||||
assert 'max_open_trades' in config
|
assert 'max_open_trades' in config
|
||||||
assert 'stake_currency' in config
|
assert 'stake_currency' in config
|
||||||
assert 'stake_amount' in config
|
assert 'stake_amount' in config
|
||||||
@ -227,7 +227,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
|
|||||||
'--fee', '0',
|
'--fee', '0',
|
||||||
]
|
]
|
||||||
|
|
||||||
config = setup_configuration(get_args(args), RunMode.BACKTEST)
|
config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
|
||||||
assert 'max_open_trades' in config
|
assert 'max_open_trades' in config
|
||||||
assert 'stake_currency' in config
|
assert 'stake_currency' in config
|
||||||
assert 'stake_amount' in config
|
assert 'stake_amount' in config
|
||||||
@ -260,7 +260,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
|
|||||||
assert log_has('Parameter --fee detected, setting fee to: {} ...'.format(config['fee']), caplog)
|
assert log_has('Parameter --fee detected, setting fee to: {} ...'.format(config['fee']), caplog)
|
||||||
|
|
||||||
|
|
||||||
def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
|
def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
|
||||||
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
|
||||||
|
|
||||||
patched_configuration_load_config_file(mocker, default_conf)
|
patched_configuration_load_config_file(mocker, default_conf)
|
||||||
@ -272,7 +272,7 @@ def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog
|
|||||||
]
|
]
|
||||||
|
|
||||||
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
with pytest.raises(DependencyException, match=r'.*stake amount.*'):
|
||||||
setup_configuration(get_args(args), RunMode.BACKTEST)
|
setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
|
||||||
|
|
||||||
|
|
||||||
def test_start(mocker, fee, default_conf, caplog) -> None:
|
def test_start(mocker, fee, default_conf, caplog) -> None:
|
||||||
|
@ -3,14 +3,14 @@
|
|||||||
|
|
||||||
from unittest.mock import MagicMock
|
from unittest.mock import MagicMock
|
||||||
|
|
||||||
from freqtrade.optimize import setup_configuration, start_edge
|
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
|
||||||
from freqtrade.optimize.edge_cli import EdgeCli
|
from freqtrade.optimize.edge_cli import EdgeCli
|
||||||
from freqtrade.state import RunMode
|
from freqtrade.state import RunMode
|
||||||
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
|
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
|
||||||
patched_configuration_load_config_file)
|
patched_configuration_load_config_file)
|
||||||
|
|
||||||
|
|
||||||
def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
def test_setup_optimize_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
||||||
patched_configuration_load_config_file(mocker, default_conf)
|
patched_configuration_load_config_file(mocker, default_conf)
|
||||||
|
|
||||||
args = [
|
args = [
|
||||||
@ -19,7 +19,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
|
|||||||
'--strategy', 'DefaultStrategy',
|
'--strategy', 'DefaultStrategy',
|
||||||
]
|
]
|
||||||
|
|
||||||
config = setup_configuration(get_args(args), RunMode.EDGE)
|
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
|
||||||
assert config['runmode'] == RunMode.EDGE
|
assert config['runmode'] == RunMode.EDGE
|
||||||
|
|
||||||
assert 'max_open_trades' in config
|
assert 'max_open_trades' in config
|
||||||
@ -53,7 +53,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
|
|||||||
'--stoplosses=-0.01,-0.10,-0.001'
|
'--stoplosses=-0.01,-0.10,-0.001'
|
||||||
]
|
]
|
||||||
|
|
||||||
config = setup_configuration(get_args(args), RunMode.EDGE)
|
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
|
||||||
assert 'max_open_trades' in config
|
assert 'max_open_trades' in config
|
||||||
assert 'stake_currency' in config
|
assert 'stake_currency' in config
|
||||||
assert 'stake_amount' in config
|
assert 'stake_amount' in config
|
||||||
|
@ -9,10 +9,10 @@ import pytest
|
|||||||
from arrow import Arrow
|
from arrow import Arrow
|
||||||
from filelock import Timeout
|
from filelock import Timeout
|
||||||
|
|
||||||
from freqtrade.exceptions import OperationalException
|
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
|
||||||
from freqtrade.data.converter import parse_ticker_dataframe
|
from freqtrade.data.converter import parse_ticker_dataframe
|
||||||
from freqtrade.data.history import load_tickerdata_file
|
from freqtrade.data.history import load_tickerdata_file
|
||||||
from freqtrade.optimize import setup_configuration, start_hyperopt
|
from freqtrade.exceptions import OperationalException
|
||||||
from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
|
from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
|
||||||
from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
|
from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
|
||||||
from freqtrade.optimize.hyperopt import Hyperopt
|
from freqtrade.optimize.hyperopt import Hyperopt
|
||||||
@ -77,7 +77,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
|
|||||||
'--hyperopt', 'DefaultHyperOpt',
|
'--hyperopt', 'DefaultHyperOpt',
|
||||||
]
|
]
|
||||||
|
|
||||||
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
|
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
|
||||||
assert 'max_open_trades' in config
|
assert 'max_open_trades' in config
|
||||||
assert 'stake_currency' in config
|
assert 'stake_currency' in config
|
||||||
assert 'stake_amount' in config
|
assert 'stake_amount' in config
|
||||||
@ -117,7 +117,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
|
|||||||
'--print-all'
|
'--print-all'
|
||||||
]
|
]
|
||||||
|
|
||||||
config = setup_configuration(get_args(args), RunMode.HYPEROPT)
|
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
|
||||||
assert 'max_open_trades' in config
|
assert 'max_open_trades' in config
|
||||||
assert 'stake_currency' in config
|
assert 'stake_currency' in config
|
||||||
assert 'stake_amount' in config
|
assert 'stake_amount' in config
|
||||||
|
@ -5,8 +5,8 @@ from unittest.mock import MagicMock
|
|||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from freqtrade.configuration import Arguments
|
from freqtrade.commands import Arguments
|
||||||
from freqtrade.configuration.cli_options import check_int_positive
|
from freqtrade.commands.cli_options import check_int_positive
|
||||||
|
|
||||||
|
|
||||||
# Parse common command-line-arguments. Used for all tools
|
# Parse common command-line-arguments. Used for all tools
|
||||||
|
@ -10,7 +10,8 @@ from unittest.mock import MagicMock
|
|||||||
import pytest
|
import pytest
|
||||||
from jsonschema import ValidationError
|
from jsonschema import ValidationError
|
||||||
|
|
||||||
from freqtrade.configuration import (Arguments, Configuration, check_exchange,
|
from freqtrade.commands import Arguments
|
||||||
|
from freqtrade.configuration import (Configuration, check_exchange,
|
||||||
remove_credentials,
|
remove_credentials,
|
||||||
validate_config_consistency)
|
validate_config_consistency)
|
||||||
from freqtrade.configuration.config_validation import validate_config_schema
|
from freqtrade.configuration.config_validation import validate_config_schema
|
||||||
|
@ -5,7 +5,7 @@ from unittest.mock import MagicMock, PropertyMock
|
|||||||
|
|
||||||
import pytest
|
import pytest
|
||||||
|
|
||||||
from freqtrade.configuration import Arguments
|
from freqtrade.commands import Arguments
|
||||||
from freqtrade.exceptions import OperationalException, FreqtradeException
|
from freqtrade.exceptions import OperationalException, FreqtradeException
|
||||||
from freqtrade.freqtradebot import FreqtradeBot
|
from freqtrade.freqtradebot import FreqtradeBot
|
||||||
from freqtrade.main import main
|
from freqtrade.main import main
|
||||||
@ -26,7 +26,7 @@ def test_parse_args_backtesting(mocker) -> None:
|
|||||||
Test that main() can start backtesting and also ensure we can pass some specific arguments
|
Test that main() can start backtesting and also ensure we can pass some specific arguments
|
||||||
further argument parsing is done in test_arguments.py
|
further argument parsing is done in test_arguments.py
|
||||||
"""
|
"""
|
||||||
backtesting_mock = mocker.patch('freqtrade.optimize.start_backtesting', MagicMock())
|
backtesting_mock = mocker.patch('freqtrade.commands.start_backtesting')
|
||||||
backtesting_mock.__name__ = PropertyMock("start_backtesting")
|
backtesting_mock.__name__ = PropertyMock("start_backtesting")
|
||||||
# it's sys.exit(0) at the end of backtesting
|
# it's sys.exit(0) at the end of backtesting
|
||||||
with pytest.raises(SystemExit):
|
with pytest.raises(SystemExit):
|
||||||
@ -42,7 +42,7 @@ def test_parse_args_backtesting(mocker) -> None:
|
|||||||
|
|
||||||
|
|
||||||
def test_main_start_hyperopt(mocker) -> None:
|
def test_main_start_hyperopt(mocker) -> None:
|
||||||
hyperopt_mock = mocker.patch('freqtrade.optimize.start_hyperopt', MagicMock())
|
hyperopt_mock = mocker.patch('freqtrade.commands.start_hyperopt', MagicMock())
|
||||||
hyperopt_mock.__name__ = PropertyMock("start_hyperopt")
|
hyperopt_mock.__name__ = PropertyMock("start_hyperopt")
|
||||||
# it's sys.exit(0) at the end of hyperopt
|
# it's sys.exit(0) at the end of hyperopt
|
||||||
with pytest.raises(SystemExit):
|
with pytest.raises(SystemExit):
|
||||||
|
@ -11,7 +11,7 @@ from freqtrade.configuration import TimeRange
|
|||||||
from freqtrade.data import history
|
from freqtrade.data import history
|
||||||
from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
|
from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
|
||||||
from freqtrade.exceptions import OperationalException
|
from freqtrade.exceptions import OperationalException
|
||||||
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
|
from freqtrade.commands import start_plot_dataframe, start_plot_profit
|
||||||
from freqtrade.plot.plotting import (add_indicators, add_profit,
|
from freqtrade.plot.plotting import (add_indicators, add_profit,
|
||||||
create_plotconfig,
|
create_plotconfig,
|
||||||
generate_candlestick_graph,
|
generate_candlestick_graph,
|
||||||
|
Loading…
Reference in New Issue
Block a user