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config - add argument 'strategy_params'

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This commit is contained in:
Florian Merz 2021-02-14 14:37:48 +01:00
parent 10a11bda34
commit 32dee81195
12 changed files with 117 additions and 13 deletions
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1
config_full.json.example
View File

@ -188,6 +188,7 @@
"disable_dataframe_checks": false,
"strategy": "DefaultStrategy",
"strategy_path": "user_data/strategies/",
"strategy_param": "{'param1': 5, 'param2': 'something'}",
"dataformat_ohlcv": "json",
"dataformat_trades": "jsongz"
}

6
docs/backtesting.md
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@ -10,8 +10,8 @@ To learn how to get data for the pairs and exchange you're interested in, head o
```
usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-i TIMEFRAME]
[--timerange TIMERANGE]
[--strategy-path PATH] [--strategy-params JSON]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5}]
[--max-open-trades INT]
[--stake-amount STAKE_AMOUNT] [--fee FLOAT]
@ -85,6 +85,8 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--strategy-params JSON
Specify additional strategy parameters.
```

11
docs/bot-usage.md
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@ -54,7 +54,7 @@ optional arguments:
```
usage: freqtrade trade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH] [--strategy-params JSON]
[--db-url PATH] [--sd-notify] [--dry-run]
optional arguments:
@ -88,6 +88,7 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--strategy-params JSON Specify additional strategy params.
```
@ -189,6 +190,14 @@ checked before the default locations (The passed path must be a directory!):
freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
```
### How to use **--strategy-params**?
This parameter allows you to add parameters of your strategy:
```bash
freqtrade trade --strategy AwesomeStrategy --strategy-params "{'param1': 5, 'param2': 'something'}"
```
#### How to install a strategy?
This is very simple. Copy paste your strategy file into the directory

1
docs/configuration.md
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@ -117,6 +117,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
| `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
| `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
| `strategy_params` | Adds an additional strategy parameters. <br> **Datatype:** JSON
| `internals.process_throttle_secs` | Set the process throttle, or minimum loop duration for one bot iteration loop. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
| `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> **Datatype:** Positive Integer or 0
| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> **Datatype:** Boolean

3
docs/edge.md
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@ -214,6 +214,7 @@ Let's say the stake currency is **ETH** and there is $10$ **ETH** on the wallet.
```
usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--strategy-params JSON]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
[--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
@ -260,6 +261,8 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--strategy-params JSON
Specify additional strategy parameters.
```

3
docs/hyperopt.md
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@ -38,6 +38,7 @@ pip install -r requirements-hyperopt.txt
```
usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
[--userdir PATH] [-s NAME] [--strategy-path PATH]
[--strategy-params JSON]
[-i TIMEFRAME] [--timerange TIMERANGE]
[--data-format-ohlcv {json,jsongz,hdf5}]
[--max-open-trades INT]
@ -130,6 +131,8 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--strategy-params JSON
Specify additional strategy parameters.
```

10
docs/plotting.md
View File

@ -25,7 +25,8 @@ Possible arguments:
```
usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
[--strategy-path PATH] [--strategy-params JSON]
[-p PAIRS [PAIRS ...]]
[--indicators1 INDICATORS1 [INDICATORS1 ...]]
[--indicators2 INDICATORS2 [INDICATORS2 ...]]
[--plot-limit INT] [--db-url PATH]
@ -91,6 +92,8 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--strategy-params JSON
Specify additional strategy parameters.
```
Example:
@ -237,7 +240,8 @@ Possible options for the `freqtrade plot-profit` subcommand:
```
usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
[-d PATH] [--userdir PATH] [-s NAME]
[--strategy-path PATH] [-p PAIRS [PAIRS ...]]
[--strategy-path PATH] [--strategy-params JSON]
[-p PAIRS [PAIRS ...]]
[--timerange TIMERANGE] [--export EXPORT]
[--export-filename PATH] [--db-url PATH]
[--trade-source {DB,file}] [-i TIMEFRAME]
@ -288,6 +292,8 @@ Strategy arguments:
Specify strategy class name which will be used by the
bot.
--strategy-path PATH Specify additional strategy lookup path.
--strategy-params JSON
Specify additional strategy parameters.
```
The `-p/--pairs` argument, can be used to limit the pairs that are considered for this calculation.

2
freqtrade/commands/arguments.py
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@ -12,7 +12,7 @@ from freqtrade.constants import DEFAULT_CONFIG
ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_STRATEGY = ["strategy", "strategy_path", "strategy_params"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]

5
freqtrade/commands/cli_options.py
View File

@ -93,6 +93,11 @@ AVAILABLE_CLI_OPTIONS = {
help='Specify additional strategy lookup path.',
metavar='PATH',
),
"strategy_params": Arg(
'--strategy-params',
help='Specify additional strategy parameters.',
metavar='JSON',
),
"db_url": Arg(
'--db-url',
help=f'Override trades database URL, this is useful in custom deployments '

34
freqtrade/configuration/configuration.py
View File

@ -1,6 +1,7 @@
"""
This module contains the configuration class
"""
import json
import logging
import warnings
from copy import deepcopy
@ -155,6 +156,9 @@ class Configuration:
self._args_to_config(config, argname='strategy_path',
logstring='Using additional Strategy lookup path: {}')
self._args_to_config_from_json(config, argname='strategy_params',
logstring='Using additional Strategy params: {}')
if ('db_url' in self.args and self.args['db_url'] and
self.args['db_url'] != constants.DEFAULT_DB_PROD_URL):
config.update({'db_url': self.args['db_url']})
@ -403,7 +407,7 @@ class Configuration:
config.update({'runmode': self.runmode})
def _args_to_config(self, config: Dict[str, Any], argname: str,
def _args_to_config_from_json(self, config: Dict[str, Any], argname: str,
logstring: str, logfun: Optional[Callable] = None,
deprecated_msg: Optional[str] = None) -> None:
"""
@ -415,10 +419,36 @@ class Configuration:
sample: logfun=len (prints the length of the found
configuration instead of the content)
"""
def parsejson(argvalue):
return json.loads(argvalue.replace('\\\'', '\"'))
self._args_to_config(
config=config,
argname=argname,
logstring=logstring,
logfun=logfun,
deprecated_msg=deprecated_msg,
parsefun=parsejson
)
def _args_to_config(self, config: Dict[str, Any], argname: str,
logstring: str, logfun: Optional[Callable] = None,
deprecated_msg: Optional[str] = None,
parsefun: Callable = lambda x: x) -> None:
"""
:param config: Configuration dictionary
:param argname: Argumentname in self.args - will be copied to config dict.
:param logstring: Logging String
:param logfun: logfun is applied to the configuration entry before passing
that entry to the log string using .format().
sample: logfun=len (prints the length of the found
configuration instead of the content)
:param parsefun: parsefun is applied to the argvalue before updating the configuration
"""
if (argname in self.args and self.args[argname] is not None
and self.args[argname] is not False):
config.update({argname: self.args[argname]})
config.update({argname: parsefun(self.args[argname])})
if logfun:
logger.info(logstring.format(logfun(config[argname])))
else:

12
tests/test_arguments.py
View File

@ -109,6 +109,18 @@ def test_parse_args_strategy_path_invalid() -> None:
Arguments(['--strategy-path']).get_parsed_arg()
def test_parse_args_strategy_params() -> None:
args = Arguments([
'trade', '--strategy-params', '{"param1": 5, "param2": "something"}'
]).get_parsed_arg()
assert args['strategy_params'] == '{"param1": 5, "param2": "something"}'
def test_parse_args_strategy_params_invalid() -> None:
with pytest.raises(SystemExit, match=r'2'):
Arguments(['--strategy-params']).get_parsed_arg()
def test_parse_args_backtesting_invalid() -> None:
with pytest.raises(SystemExit, match=r'2'):
Arguments(['backtesting --ticker-interval']).get_parsed_arg()

32
tests/test_configuration.py
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@ -117,6 +117,38 @@ def test__args_to_config(caplog):
assert config['strategy_path'] == "TestTest"
def test__args_to_config_from_json(caplog):
arg_list = ['trade', '--strategy-params', '{"param1": 5, "param2": "something"}']
args = Arguments(arg_list).get_parsed_arg()
configuration = Configuration(args)
config = {}
with warnings.catch_warnings(record=True) as w:
warnings.simplefilter("always")
# No warnings ...
configuration._args_to_config_from_json(config, argname="strategy_params",
logstring="DeadBeef")
assert len(w) == 0
assert log_has("DeadBeef", caplog)
assert config['strategy_params']['param1'] == 5
assert config['strategy_params']['param2'] == 'something'
configuration = Configuration(args)
config = {}
with warnings.catch_warnings(record=True) as w:
warnings.simplefilter("always")
# Deprecation warnings!
configuration._args_to_config_from_json(config, argname="strategy_params",
logstring="DeadBeef",
deprecated_msg="Going away soon!")
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "DEPRECATED: Going away soon!" in str(w[-1].message)
assert log_has("DeadBeef", caplog)
assert config['strategy_params']['param1'] == 5
assert config['strategy_params']['param2'] == 'something'
def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
default_conf['max_open_trades'] = 0
patched_configuration_load_config_file(mocker, default_conf)