Merge pull request #3394 from freqtrade/disable_dataframechecks

Allow changing severity of strategy-validations to log only.
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hroff-1902 2020-05-30 19:28:38 +03:00 committed by GitHub
commit 36c7089a03
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6 changed files with 46 additions and 28 deletions

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@ -132,6 +132,7 @@
"process_throttle_secs": 5, "process_throttle_secs": 5,
"heartbeat_interval": 60 "heartbeat_interval": 60
}, },
"disable_dataframe_checks": false,
"strategy": "DefaultStrategy", "strategy": "DefaultStrategy",
"strategy_path": "user_data/strategies/", "strategy_path": "user_data/strategies/",
"dataformat_ohlcv": "json", "dataformat_ohlcv": "json",

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@ -107,6 +107,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
| `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running` | `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> **Datatype:** Boolean | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> **Datatype:** Boolean
| `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).[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` | **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_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer | `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
@ -135,6 +136,7 @@ Values set in the configuration file always overwrite values set in the strategy
* `stake_currency` * `stake_currency`
* `stake_amount` * `stake_amount`
* `unfilledtimeout` * `unfilledtimeout`
* `disable_dataframe_checks`
* `use_sell_signal` (ask_strategy) * `use_sell_signal` (ask_strategy)
* `sell_profit_only` (ask_strategy) * `sell_profit_only` (ask_strategy)
* `ignore_roi_if_buy_signal` (ask_strategy) * `ignore_roi_if_buy_signal` (ask_strategy)

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@ -227,6 +227,7 @@ CONF_SCHEMA = {
'db_url': {'type': 'string'}, 'db_url': {'type': 'string'},
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
'forcebuy_enable': {'type': 'boolean'}, 'forcebuy_enable': {'type': 'boolean'},
'disable_dataframe_checks': {'type': 'boolean'},
'internals': { 'internals': {
'type': 'object', 'type': 'object',
'default': {}, 'default': {},

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@ -52,37 +52,38 @@ class StrategyResolver(IResolver):
# Set attributes # Set attributes
# Check if we need to override configuration # Check if we need to override configuration
# (Attribute name, default, ask_strategy) # (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, False), attributes = [("minimal_roi", {"0": 10.0}, None),
("ticker_interval", None, False), ("ticker_interval", None, None),
("stoploss", None, False), ("stoploss", None, None),
("trailing_stop", None, False), ("trailing_stop", None, None),
("trailing_stop_positive", None, False), ("trailing_stop_positive", None, None),
("trailing_stop_positive_offset", 0.0, False), ("trailing_stop_positive_offset", 0.0, None),
("trailing_only_offset_is_reached", None, False), ("trailing_only_offset_is_reached", None, None),
("process_only_new_candles", None, False), ("process_only_new_candles", None, None),
("order_types", None, False), ("order_types", None, None),
("order_time_in_force", None, False), ("order_time_in_force", None, None),
("stake_currency", None, False), ("stake_currency", None, None),
("stake_amount", None, False), ("stake_amount", None, None),
("startup_candle_count", None, False), ("startup_candle_count", None, None),
("unfilledtimeout", None, False), ("unfilledtimeout", None, None),
("use_sell_signal", True, True), ("use_sell_signal", True, 'ask_strategy'),
("sell_profit_only", False, True), ("sell_profit_only", False, 'ask_strategy'),
("ignore_roi_if_buy_signal", False, True), ("ignore_roi_if_buy_signal", False, 'ask_strategy'),
("disable_dataframe_checks", False, 'internals')
] ]
for attribute, default, ask_strategy in attributes: for attribute, default, subkey in attributes:
if ask_strategy: if subkey:
StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'], StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
attribute, default) attribute, default)
else: else:
StrategyResolver._override_attribute_helper(strategy, config, StrategyResolver._override_attribute_helper(strategy, config,
attribute, default) attribute, default)
# Loop this list again to have output combined # Loop this list again to have output combined
for attribute, _, exp in attributes: for attribute, _, subkey in attributes:
if exp and attribute in config['ask_strategy']: if subkey and attribute in config[subkey]:
logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute]) logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
elif attribute in config: elif attribute in config:
logger.info("Strategy using %s: %s", attribute, config[attribute]) logger.info("Strategy using %s: %s", attribute, config[attribute])

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@ -106,6 +106,9 @@ class IStrategy(ABC):
# run "populate_indicators" only for new candle # run "populate_indicators" only for new candle
process_only_new_candles: bool = False process_only_new_candles: bool = False
# Disable checking the dataframe (converts the error into a warning message)
disable_dataframe_checks: bool = False
# Count of candles the strategy requires before producing valid signals # Count of candles the strategy requires before producing valid signals
startup_candle_count: int = 0 startup_candle_count: int = 0
@ -285,8 +288,7 @@ class IStrategy(ABC):
""" keep some data for dataframes """ """ keep some data for dataframes """
return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1] return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
@staticmethod def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
""" make sure data is unmodified """ """ make sure data is unmodified """
message = "" message = ""
if df_len != len(dataframe): if df_len != len(dataframe):
@ -296,7 +298,10 @@ class IStrategy(ABC):
elif df_date != dataframe["date"].iloc[-1]: elif df_date != dataframe["date"].iloc[-1]:
message = "last date" message = "last date"
if message: if message:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.") if self.disable_dataframe_checks:
logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
else:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]: def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
""" """

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@ -130,7 +130,7 @@ def test_assert_df_raise(default_conf, mocker, caplog, ohlcv_history):
caplog) caplog)
def test_assert_df(default_conf, mocker, ohlcv_history): def test_assert_df(default_conf, mocker, ohlcv_history, caplog):
# Ensure it's running when passed correctly # Ensure it's running when passed correctly
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date']) ohlcv_history.loc[1, 'close'], ohlcv_history.loc[1, 'date'])
@ -148,6 +148,14 @@ def test_assert_df(default_conf, mocker, ohlcv_history):
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history), _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date']) ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date'])
_STRATEGY.disable_dataframe_checks = True
caplog.clear()
_STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
ohlcv_history.loc[1, 'close'], ohlcv_history.loc[0, 'date'])
assert log_has_re(r"Dataframe returned from strategy.*last date\.", caplog)
# reset to avoid problems in other tests due to test leakage
_STRATEGY.disable_dataframe_checks = False
def test_get_signal_handles_exceptions(mocker, default_conf): def test_get_signal_handles_exceptions(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)