Merge branch 'develop' into support_multiple_ticker

freqtrade/misc.py

@@ -4,6 +4,7 @@ import json
 import logging
 import time
 import os
+import re
 from typing import Any, Callable, Dict, List
 
 from jsonschema import Draft4Validator, validate
@@ -115,6 +116,14 @@ def common_args_parser(description: str):
         type=str,
         metavar='PATH',
     )
+    parser.add_argument(
+        '--datadir',
+        help='path to backtest data (default freqdata/tests/testdata)',
+        dest='datadir',
+        default=os.path.join('freqtrade', 'tests', 'testdata'),
+        type=str,
+        metavar='PATH',
+    )
     return parser
 
 
@@ -131,14 +140,6 @@ def parse_args(args: List[str], description: str):
         action='store_true',
         dest='dry_run_db',
     )
-    parser.add_argument(
-        '-dd', '--datadir',
-        help='path to backtest data (default freqdata/tests/testdata',
-        dest='datadir',
-        default=os.path.join('freqtrade', 'tests', 'testdata'),
-        type=str,
-        metavar='PATH',
-    )
     parser.add_argument(
         '--dynamic-whitelist',
         help='dynamically generate and update whitelist \
@@ -154,6 +155,113 @@ def parse_args(args: List[str], description: str):
     return parser.parse_args(args)
 
 
+def backtesting_options(parser: argparse.ArgumentParser) -> None:
+    parser.add_argument(
+        '-l', '--live',
+        action='store_true',
+        dest='live',
+        help='using live data',
+    )
+    parser.add_argument(
+        '-i', '--ticker-interval',
+        help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
+        dest='ticker_interval',
+        default=5,
+        type=int,
+        metavar='INT',
+    )
+    parser.add_argument(
+        '--realistic-simulation',
+        help='uses max_open_trades from config to simulate real world limitations',
+        action='store_true',
+        dest='realistic_simulation',
+    )
+    parser.add_argument(
+        '-r', '--refresh-pairs-cached',
+        help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
+              Use it if you want to run your backtesting with up-to-date data.',
+        action='store_true',
+        dest='refresh_pairs',
+    )
+    parser.add_argument(
+        '--export',
+        help='Export backtest results, argument are: trades\
+              Example --export=trades',
+        type=str,
+        default=None,
+        dest='export',
+    )
+    parser.add_argument(
+        '--timerange',
+        help='Specify what timerange of data to use.',
+        default=None,
+        type=str,
+        dest='timerange',
+    )
+
+
+def hyperopt_options(parser: argparse.ArgumentParser) -> None:
+    parser.add_argument(
+        '-e', '--epochs',
+        help='specify number of epochs (default: 100)',
+        dest='epochs',
+        default=100,
+        type=int,
+        metavar='INT',
+    )
+    parser.add_argument(
+        '--use-mongodb',
+        help='parallelize evaluations with mongodb (requires mongod in PATH)',
+        dest='mongodb',
+        action='store_true',
+    )
+    parser.add_argument(
+        '-i', '--ticker-interval',
+        help='specify ticker interval in minutes (default: 5)',
+        dest='ticker_interval',
+        default=5,
+        type=int,
+        metavar='INT',
+    )
+    parser.add_argument(
+        '--timerange',
+        help='Specify what timerange of data to use.',
+        default=None,
+        type=str,
+        dest='timerange',
+    )
+
+
+def parse_timerange(text):
+    if text is None:
+        return None
+    syntax = [('^-(\d{8})$',        (None,    'date')),
+              ('^(\d{8})-$',        ('date',  None)),
+              ('^(\d{8})-(\d{8})$', ('date',  'date')),
+              ('^(-\d+)$',          (None,    'line')),
+              ('^(\d+)-$',          ('line',  None)),
+              ('^(\d+)-(\d+)$',     ('index', 'index'))]
+    for rex, stype in syntax:
+        # Apply the regular expression to text
+        m = re.match(rex, text)
+        if m:  # Regex has matched
+            rvals = m.groups()
+            n = 0
+            start = None
+            stop = None
+            if stype[0]:
+                start = rvals[n]
+                if stype[0] != 'date':
+                    start = int(start)
+                n += 1
+            if stype[1]:
+                stop = rvals[n]
+                if stype[1] != 'date':
+                    stop = int(stop)
+            return (stype, start, stop)
+    raise Exception('Incorrect syntax for timerange "%s"' % text)
+
+
 def build_subcommands(parser: argparse.ArgumentParser) -> None:
     """ Builds and attaches all subcommands """
     from freqtrade.optimize import backtesting, hyperopt
@@ -163,59 +271,12 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
     # Add backtesting subcommand
     backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
     backtesting_cmd.set_defaults(func=backtesting.start)
-    backtesting_cmd.add_argument(
-        '-l', '--live',
-        action='store_true',
-        dest='live',
-        help='using live data',
-    )
-    backtesting_cmd.add_argument(
-        '-i', '--ticker-interval',
-        help='specify ticker interval in minutes (1, 5, 30, 60, 1440)',
-        dest='ticker_interval',
-        default=5,
-        type=int,
-        metavar='INT',
-    )
-    backtesting_cmd.add_argument(
-        '--realistic-simulation',
-        help='uses max_open_trades from config to simulate real world limitations',
-        action='store_true',
-        dest='realistic_simulation',
-    )
-    backtesting_cmd.add_argument(
-        '-r', '--refresh-pairs-cached',
-        help='refresh the pairs files in tests/testdata with the latest data from Bittrex. \
-              Use it if you want to run your backtesting with up-to-date data.',
-        action='store_true',
-        dest='refresh_pairs',
-    )
+    backtesting_options(backtesting_cmd)
 
     # Add hyperopt subcommand
     hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
     hyperopt_cmd.set_defaults(func=hyperopt.start)
-    hyperopt_cmd.add_argument(
-        '-e', '--epochs',
-        help='specify number of epochs (default: 100)',
-        dest='epochs',
-        default=100,
-        type=int,
-        metavar='INT',
-    )
-    hyperopt_cmd.add_argument(
-        '--use-mongodb',
-        help='parallelize evaluations with mongodb (requires mongod in PATH)',
-        dest='mongodb',
-        action='store_true',
-    )
-    hyperopt_cmd.add_argument(
-        '-i', '--ticker-interval',
-        help='specify ticker interval in minutes (default: 5)',
-        dest='ticker_interval',
-        default=5,
-        type=int,
-        metavar='INT',
-    )
+    hyperopt_options(hyperopt_cmd)
 
 
 # Required json-schema for user specified config