adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into log_has_ref

Browse Source
This commit is contained in:
Matthias
2019-08-12 06:49:41 +02:00
parent 002003292e 615ce6aa69
commit 51ad8f5ab4
6 changed files with 116 additions and 52 deletions
Download Patch File Download Diff File Expand all files Collapse all files

40
freqtrade/configuration/configuration.py
View File

@@ -4,7 +4,7 @@ This module contains the configuration class
import logging
import warnings
from argparse import Namespace
from typing import Any, Callable, Dict, Optional
from typing import Any, Callable, Dict, List, Optional
from freqtrade import OperationalException, constants
from freqtrade.configuration.check_exchange import check_exchange
@@ -39,43 +39,43 @@ class Configuration(object):
return self.config
def _load_config_files(self) -> Dict[str, Any]:
@staticmethod
def from_files(files: List[str]) -> Dict[str, Any]:
"""
Iterate through the config files passed in the args,
loading all of them and merging their contents.
Iterate through the config files passed in, loading all of them
and merging their contents.
Files are loaded in sequence, parameters in later configuration files
override the same parameter from an earlier file (last definition wins).
:param files: List of file paths
:return: configuration dictionary
"""
# Keep this method as staticmethod, so it can be used from interactive environments
config: Dict[str, Any] = {}
# We expect here a list of config filenames
for path in self.args.config:
logger.info('Using config: %s ...', path)
for path in files:
logger.info(f'Using config: {path} ...')
# Merge config options, overwriting old values
config = deep_merge_dicts(load_config_file(path), config)
return config
def _normalize_config(self, config: Dict[str, Any]) -> None:
"""
Make config more canonical -- i.e. for example add missing parts that we expect
to be normally in it...
"""
# Normalize config
if 'internals' not in config:
config['internals'] = {}
# validate configuration before returning
logger.info('Validating configuration ...')
validate_config_schema(config)
return config
def load_config(self) -> Dict[str, Any]:
"""
Extract information for sys.argv and load the bot configuration
:return: Configuration dictionary
"""
# Load all configs
config: Dict[str, Any] = self._load_config_files()
# Make resulting config more canonical
self._normalize_config(config)
logger.info('Validating configuration ...')
validate_config_schema(config)
config: Dict[str, Any] = Configuration.from_files(self.args.config)
self._validate_config_consistency(config)

41
freqtrade/optimize/default_hyperopt.py
View File

@@ -14,36 +14,48 @@ from freqtrade.optimize.hyperopt_interface import IHyperOpt
class DefaultHyperOpts(IHyperOpt):
"""
Default hyperopt provided by the Freqtrade bot.
You can override it with your own hyperopt
You can override it with your own Hyperopt
"""
@staticmethod
def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Add several indicators needed for buy and sell strategies defined below.
"""
# ADX
dataframe['adx'] = ta.ADX(dataframe)
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
# MFI
dataframe['mfi'] = ta.MFI(dataframe)
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
# Stochastic Fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
# Minus-DI
dataframe['minus_di'] = ta.MINUS_DI(dataframe)
# Bollinger bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_upperband'] = bollinger['upper']
# SAR
dataframe['sar'] = ta.SAR(dataframe)
return dataframe
@staticmethod
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
"""
Define the buy strategy parameters to be used by hyperopt
Define the buy strategy parameters to be used by Hyperopt.
"""
def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Buy strategy Hyperopt will build and use
Buy strategy Hyperopt will build and use.
"""
conditions = []
# GUARDS AND TRENDS
if 'mfi-enabled' in params and params['mfi-enabled']:
conditions.append(dataframe['mfi'] < params['mfi-value'])
@@ -79,7 +91,7 @@ class DefaultHyperOpts(IHyperOpt):
@staticmethod
def indicator_space() -> List[Dimension]:
"""
Define your Hyperopt space for searching strategy parameters
Define your Hyperopt space for searching buy strategy parameters.
"""
return [
Integer(10, 25, name='mfi-value'),
@@ -96,14 +108,14 @@ class DefaultHyperOpts(IHyperOpt):
@staticmethod
def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
"""
Define the sell strategy parameters to be used by hyperopt
Define the sell strategy parameters to be used by Hyperopt.
"""
def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Sell strategy Hyperopt will build and use
Sell strategy Hyperopt will build and use.
"""
# print(params)
conditions = []
# GUARDS AND TRENDS
if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
@@ -139,7 +151,7 @@ class DefaultHyperOpts(IHyperOpt):
@staticmethod
def sell_indicator_space() -> List[Dimension]:
"""
Define your Hyperopt space for searching sell strategy parameters
Define your Hyperopt space for searching sell strategy parameters.
"""
return [
Integer(75, 100, name='sell-mfi-value'),
@@ -157,9 +169,9 @@ class DefaultHyperOpts(IHyperOpt):
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators. Should be a copy of from strategy
must align to populate_indicators in this file
Only used when --spaces does not include buy
Based on TA indicators. Should be a copy of same method from strategy.
Must align to populate_indicators in this file.
Only used when --spaces does not include buy space.
"""
dataframe.loc[
(
@@ -174,9 +186,9 @@ class DefaultHyperOpts(IHyperOpt):
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators. Should be a copy of from strategy
must align to populate_indicators in this file
Only used when --spaces does not include sell
Based on TA indicators. Should be a copy of same method from strategy.
Must align to populate_indicators in this file.
Only used when --spaces does not include sell space.
"""
dataframe.loc[
(
@@ -186,4 +198,5 @@ class DefaultHyperOpts(IHyperOpt):
(dataframe['fastd'] > 54)
),
'sell'] = 1
return dataframe

29
freqtrade/tests/test_configuration.py
View File

@@ -133,6 +133,35 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
assert log_has('Validating configuration ...', caplog)
def test_from_config(default_conf, mocker, caplog) -> None:
conf1 = deepcopy(default_conf)
conf2 = deepcopy(default_conf)
del conf1['exchange']['key']
del conf1['exchange']['secret']
del conf2['exchange']['name']
conf2['exchange']['pair_whitelist'] += ['NANO/BTC']
conf2['fiat_display_currency'] = "EUR"
config_files = [conf1, conf2]
configsmock = MagicMock(side_effect=config_files)
mocker.patch(
'freqtrade.configuration.configuration.load_config_file',
configsmock
)
validated_conf = Configuration.from_files(['test_conf.json', 'test2_conf.json'])
exchange_conf = default_conf['exchange']
assert validated_conf['exchange']['name'] == exchange_conf['name']
assert validated_conf['exchange']['key'] == exchange_conf['key']
assert validated_conf['exchange']['secret'] == exchange_conf['secret']
assert validated_conf['exchange']['pair_whitelist'] != conf1['exchange']['pair_whitelist']
assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
assert validated_conf['fiat_display_currency'] == "EUR"
assert 'internals' in validated_conf
assert log_has('Validating configuration ...', caplog)
def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> None:
default_conf['max_open_trades'] = -1
patched_configuration_load_config_file(mocker, default_conf)