Merge pull request #6560 from freqtrade/inject_path_iresolver

Inject path to strategy loading

docs/strategy-advanced.md

@@ -146,7 +146,7 @@ def version(self) -> str:
 
 The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
 
-``` python
+``` python title="user_data/strategies/myawesomestrategy.py"
 class MyAwesomeStrategy(IStrategy):
     ...
     stoploss = 0.13
@@ -155,6 +155,10 @@ class MyAwesomeStrategy(IStrategy):
     # should be in any custom strategy...
     ...
 
+```
+
+``` python title="user_data/strategies/MyAwesomeStrategy2.py"
+from myawesomestrategy import MyAwesomeStrategy
 class MyAwesomeStrategy2(MyAwesomeStrategy):
     # Override something
     stoploss = 0.08
@@ -163,15 +167,13 @@ class MyAwesomeStrategy2(MyAwesomeStrategy):
 
 Both attributes and methods may be overridden, altering behavior of the original strategy in a way you need.
 
+While keeping the subclass in the same file is technically possible, it can lead to some problems with hyperopt parameter files.
+
 !!! Note "Parent-strategy in different files"
-    If you have the parent-strategy in a different file, you'll need to add the following to the top of your "child"-file to ensure proper loading, otherwise freqtrade may not be able to load the parent strategy correctly.
+    If you have the parent-strategy in a different file, you can still import the strategy.
+    Assuming `myawesomestrategy.py` is the filename, and `MyAwesomeStrategy` the strategy you need to import:
 
     ``` python
-    import sys
-    from pathlib import Path
-    sys.path.append(str(Path(__file__).parent))
-
-    from myawesomestrategy import MyAwesomeStrategy
     ```
 
 ## Embedding Strategies

freqtrade/resolvers/iresolver.py

@@ -6,6 +6,7 @@ This module load custom objects
 import importlib.util
 import inspect
 import logging
+import sys
 from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Tuple, Type, Union
 
@@ -15,6 +16,22 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
+class PathModifier:
+    def __init__(self, path: Path):
+        self.path = path
+
+    def __enter__(self):
+        """Inject path to allow importing with relative imports."""
+        sys.path.insert(0, str(self.path))
+        return self
+
+    def __exit__(self, exc_type, exc_val, exc_tb):
+        """Undo insertion of local path."""
+        str_path = str(self.path)
+        if str_path in sys.path:
+            sys.path.remove(str_path)
+
+
 class IResolver:
     """
     This class contains all the logic to load custom classes
@@ -57,27 +74,32 @@ class IResolver:
 
         # Generate spec based on absolute path
         # Pass object_name as first argument to have logging print a reasonable name.
-        spec = importlib.util.spec_from_file_location(object_name or "", str(module_path))
+        with PathModifier(module_path.parent):
-        if not spec:
+            module_name = module_path.stem or ""
-            return iter([None])
+            spec = importlib.util.spec_from_file_location(module_name, str(module_path))
-
+            if not spec:
-        module = importlib.util.module_from_spec(spec)
-        try:
-            spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
-        except (ModuleNotFoundError, SyntaxError, ImportError, NameError) as err:
-            # Catch errors in case a specific module is not installed
-            logger.warning(f"Could not import {module_path} due to '{err}'")
-            if enum_failed:
                 return iter([None])
 
-        valid_objects_gen = (
+            module = importlib.util.module_from_spec(spec)
-            (obj, inspect.getsource(module)) for
+            try:
-            name, obj in inspect.getmembers(
+                spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
-                module, inspect.isclass) if ((object_name is None or object_name == name)
+            except (ModuleNotFoundError, SyntaxError, ImportError, NameError) as err:
-                                             and issubclass(obj, cls.object_type)
+                # Catch errors in case a specific module is not installed
-                                             and obj is not cls.object_type)
+                logger.warning(f"Could not import {module_path} due to '{err}'")
-        )
+                if enum_failed:
-        return valid_objects_gen
+                    return iter([None])
+
+            valid_objects_gen = (
+                (obj, inspect.getsource(module)) for
+                name, obj in inspect.getmembers(
+                    module, inspect.isclass) if ((object_name is None or object_name == name)
+                                                 and issubclass(obj, cls.object_type)
+                                                 and obj is not cls.object_type
+                                                 and obj.__module__ == module_name
+                                                 )
+            )
+            # The __module__ check ensures we only use strategies that are defined in this folder.
+            return valid_objects_gen
 
     @classmethod
     def _search_object(cls, directory: Path, *, object_name: str, add_source: bool = False

tests/strategy/strats/hyperoptable_strategy.py

@@ -1,14 +1,13 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
-import talib.abstract as ta
 from pandas import DataFrame
+from strategy_test_v2 import StrategyTestV2
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
+from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
-                                RealParameter)
 
 
-class HyperoptableStrategy(IStrategy):
+class HyperoptableStrategy(StrategyTestV2):
     """
     Default Strategy provided by freqtrade bot.
     Please do not modify this strategy, it's  intended for internal use only.
@@ -16,38 +15,6 @@ class HyperoptableStrategy(IStrategy):
     or strategy repository https://github.com/freqtrade/freqtrade-strategies
     for samples and inspiration.
     """
-    INTERFACE_VERSION = 2
-
-    # Minimal ROI designed for the strategy
-    minimal_roi = {
-        "40": 0.0,
-        "30": 0.01,
-        "20": 0.02,
-        "0": 0.04
-    }
-
-    # Optimal stoploss designed for the strategy
-    stoploss = -0.10
-
-    # Optimal ticker interval for the strategy
-    timeframe = '5m'
-
-    # Optional order type mapping
-    order_types = {
-        'buy': 'limit',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': False
-    }
-
-    # Number of candles the strategy requires before producing valid signals
-    startup_candle_count: int = 20
-
-    # Optional time in force for orders
-    order_time_in_force = {
-        'buy': 'gtc',
-        'sell': 'gtc',
-    }
 
     buy_params = {
         'buy_rsi': 35,
@@ -91,55 +58,6 @@ class HyperoptableStrategy(IStrategy):
         """
         return []
 
-    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Adds several different TA indicators to the given DataFrame
-
-        Performance Note: For the best performance be frugal on the number of indicators
-        you are using. Let uncomment only the indicator you are using in your strategies
-        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
-        :param dataframe: Dataframe with data from the exchange
-        :param metadata: Additional information, like the currently traded pair
-        :return: a Dataframe with all mandatory indicators for the strategies
-        """
-
-        # Momentum Indicator
-        # ------------------------------------
-
-        # ADX
-        dataframe['adx'] = ta.ADX(dataframe)
-
-        # MACD
-        macd = ta.MACD(dataframe)
-        dataframe['macd'] = macd['macd']
-        dataframe['macdsignal'] = macd['macdsignal']
-        dataframe['macdhist'] = macd['macdhist']
-
-        # Minus Directional Indicator / Movement
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-        # Plus Directional Indicator / Movement
-        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-
-        # RSI
-        dataframe['rsi'] = ta.RSI(dataframe)
-
-        # Stoch fast
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        dataframe['fastk'] = stoch_fast['fastk']
-
-        # Bollinger bands
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-        dataframe['bb_middleband'] = bollinger['mid']
-        dataframe['bb_upperband'] = bollinger['upper']
-
-        # EMA - Exponential Moving Average
-        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
-
-        return dataframe
-
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Based on TA indicators, populates the buy signal for the given dataframe

tests/strategy/strats/strategy_test_v2.py

@@ -7,7 +7,7 @@ from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.persistence import Trade
-from freqtrade.strategy.interface import IStrategy
+from freqtrade.strategy import IStrategy
 
 
 class StrategyTestV2(IStrategy):