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Merge branch 'develop' into data_handler

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This commit is contained in:
Matthias
2020-02-16 15:12:14 +01:00
parent d65a06947d 7b9bd70d97
commit 6335d81ceb
70 changed files with 1831 additions and 398 deletions
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1
freqtrade/commands/__init__.py
View File

@@ -7,6 +7,7 @@ Note: Be careful with file-scoped imports in these subfiles.
as they are parsed on startup, nothing containing optional modules should be loaded.
"""
from freqtrade.commands.arguments import Arguments
from freqtrade.commands.build_config_commands import start_new_config
from freqtrade.commands.data_commands import (start_convert_data,
start_download_data)
from freqtrade.commands.deploy_commands import (start_create_userdir,

45
freqtrade/commands/arguments.py
View File

@@ -6,8 +6,8 @@ from functools import partial
from pathlib import Path
from typing import Any, Dict, List, Optional
from freqtrade import constants
from freqtrade.commands.cli_options import AVAILABLE_CLI_OPTIONS
from freqtrade.constants import DEFAULT_CONFIG
ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
@@ -30,9 +30,9 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column"]
ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized"]
ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column"]
ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
@@ -45,6 +45,8 @@ ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pa
ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
ARGS_BUILD_CONFIG = ["config"]
ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
@@ -62,8 +64,12 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_colorized",
"print_json", "hyperopt_list_no_details"]
ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
"hyperopt_list_min_trades", "hyperopt_list_max_trades",
"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
"hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
"hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
"print_colorized", "print_json", "hyperopt_list_no_details"]
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
"print_json", "hyperopt_show_no_header"]
@@ -105,10 +111,23 @@ class Arguments:
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
# Allow no-config for certain commands (like downloading / plotting)
if ('config' in parsed_arg and parsed_arg.config is None and
((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or
not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))):
parsed_arg.config = [constants.DEFAULT_CONFIG]
if ('config' in parsed_arg and parsed_arg.config is None):
conf_required = ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED)
if 'user_data_dir' in parsed_arg and parsed_arg.user_data_dir is not None:
user_dir = parsed_arg.user_data_dir
else:
# Default case
user_dir = 'user_data'
# Try loading from "user_data/config.json"
cfgfile = Path(user_dir) / DEFAULT_CONFIG
if cfgfile.is_file():
parsed_arg.config = [str(cfgfile)]
else:
# Else use "config.json".
cfgfile = Path.cwd() / DEFAULT_CONFIG
if cfgfile.is_file() or not conf_required:
parsed_arg.config = [DEFAULT_CONFIG]
return parsed_arg
@@ -141,7 +160,7 @@ class Arguments:
start_hyperopt_list, start_hyperopt_show,
start_list_exchanges, start_list_hyperopts,
start_list_markets, start_list_strategies,
start_list_timeframes,
start_list_timeframes, start_new_config,
start_new_hyperopt, start_new_strategy,
start_plot_dataframe, start_plot_profit,
start_backtesting, start_hyperopt, start_edge,
@@ -185,6 +204,12 @@ class Arguments:
create_userdir_cmd.set_defaults(func=start_create_userdir)
self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
# add new-config subcommand
build_config_cmd = subparsers.add_parser('new-config',
help="Create new config")
build_config_cmd.set_defaults(func=start_new_config)
self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
# add new-strategy subcommand
build_strategy_cmd = subparsers.add_parser('new-strategy',
help="Create new strategy")

193
freqtrade/commands/build_config_commands.py Normal file
View File

@@ -0,0 +1,193 @@
import logging
from pathlib import Path
from typing import Any, Dict
from questionary import Separator, prompt
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
from freqtrade.exchange import available_exchanges, MAP_EXCHANGE_CHILDCLASS
from freqtrade.misc import render_template
from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
def validate_is_int(val):
try:
_ = int(val)
return True
except Exception:
return False
def validate_is_float(val):
try:
_ = float(val)
return True
except Exception:
return False
def ask_user_overwrite(config_path: Path) -> bool:
questions = [
{
"type": "confirm",
"name": "overwrite",
"message": f"File {config_path} already exists. Overwrite?",
"default": False,
},
]
answers = prompt(questions)
return answers['overwrite']
def ask_user_config() -> Dict[str, Any]:
"""
Ask user a few questions to build the configuration.
Interactive questions built using https://github.com/tmbo/questionary
:returns: Dict with keys to put into template
"""
questions = [
{
"type": "confirm",
"name": "dry_run",
"message": "Do you want to enable Dry-run (simulated trades)?",
"default": True,
},
{
"type": "text",
"name": "stake_currency",
"message": "Please insert your stake currency:",
"default": 'BTC',
},
{
"type": "text",
"name": "stake_amount",
"message": "Please insert your stake amount:",
"default": "0.01",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
},
{
"type": "text",
"name": "max_open_trades",
"message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
"default": "3",
"validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val)
},
{
"type": "text",
"name": "ticker_interval",
"message": "Please insert your ticker interval:",
"default": "5m",
},
{
"type": "text",
"name": "fiat_display_currency",
"message": "Please insert your display Currency (for reporting):",
"default": 'USD',
},
{
"type": "select",
"name": "exchange_name",
"message": "Select exchange",
"choices": [
"binance",
"binanceje",
"binanceus",
"bittrex",
"kraken",
Separator(),
"other",
],
},
{
"type": "autocomplete",
"name": "exchange_name",
"message": "Type your exchange name (Must be supported by ccxt)",
"choices": available_exchanges(),
"when": lambda x: x["exchange_name"] == 'other'
},
{
"type": "password",
"name": "exchange_key",
"message": "Insert Exchange Key",
"when": lambda x: not x['dry_run']
},
{
"type": "password",
"name": "exchange_secret",
"message": "Insert Exchange Secret",
"when": lambda x: not x['dry_run']
},
{
"type": "confirm",
"name": "telegram",
"message": "Do you want to enable Telegram?",
"default": False,
},
{
"type": "password",
"name": "telegram_token",
"message": "Insert Telegram token",
"when": lambda x: x['telegram']
},
{
"type": "text",
"name": "telegram_chat_id",
"message": "Insert Telegram chat id",
"when": lambda x: x['telegram']
},
]
answers = prompt(questions)
if not answers:
# Interrupted questionary sessions return an empty dict.
raise OperationalException("User interrupted interactive questions.")
return answers
def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
"""
Applies selections to the template and writes the result to config_path
:param config_path: Path object for new config file. Should not exist yet
:param selecions: Dict containing selections taken by the user.
"""
from jinja2.exceptions import TemplateNotFound
try:
exchange_template = MAP_EXCHANGE_CHILDCLASS.get(
selections['exchange_name'], selections['exchange_name'])
selections['exchange'] = render_template(
templatefile=f"subtemplates/exchange_{exchange_template}.j2",
arguments=selections
)
except TemplateNotFound:
selections['exchange'] = render_template(
templatefile=f"subtemplates/exchange_generic.j2",
arguments=selections
)
config_text = render_template(templatefile='base_config.json.j2',
arguments=selections)
logger.info(f"Writing config to `{config_path}`.")
config_path.write_text(config_text)
def start_new_config(args: Dict[str, Any]) -> None:
"""
Create a new strategy from a template
Asking the user questions to fill out the templateaccordingly.
"""
config_path = Path(args['config'][0])
if config_path.exists():
overwrite = ask_user_overwrite(config_path)
if overwrite:
config_path.unlink()
else:
raise OperationalException(
f"Configuration file `{config_path}` already exists. "
"Please delete it or use a different configuration file name.")
selections = ask_user_config()
deploy_new_config(config_path, selections)

51
freqtrade/commands/cli_options.py
View File

@@ -59,7 +59,8 @@ AVAILABLE_CLI_OPTIONS = {
),
"config": Arg(
'-c', '--config',
help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
help=f'Specify configuration file (default: `userdir/{constants.DEFAULT_CONFIG}` '
f'or `config.json` whichever exists). '
f'Multiple --config options may be used. '
f'Can be set to `-` to read config from stdin.',
action='append',
@@ -422,6 +423,54 @@ AVAILABLE_CLI_OPTIONS = {
help='Select only best epochs.',
action='store_true',
),
"hyperopt_list_min_trades": Arg(
'--min-trades',
help='Select epochs with more than INT trades.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_list_max_trades": Arg(
'--max-trades',
help='Select epochs with less than INT trades.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_list_min_avg_time": Arg(
'--min-avg-time',
help='Select epochs on above average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_time": Arg(
'--max-avg-time',
help='Select epochs on under average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_avg_profit": Arg(
'--min-avg-profit',
help='Select epochs on above average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_profit": Arg(
'--max-avg-profit',
help='Select epochs on below average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_total_profit": Arg(
'--min-total-profit',
help='Select epochs on above total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_total_profit": Arg(
'--max-total-profit',
help='Select epochs on below total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_no_details": Arg(
'--no-details',
help='Do not print best epoch details.',

94
freqtrade/commands/hyperopt_commands.py Normal file → Executable file
View File

@@ -19,13 +19,24 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
only_best = config.get('hyperopt_list_best', False)
only_profitable = config.get('hyperopt_list_profitable', False)
print_colorized = config.get('print_colorized', False)
print_json = config.get('print_json', False)
no_details = config.get('hyperopt_list_no_details', False)
no_header = False
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
}
trials_file = (config['user_data_dir'] /
'hyperopt_results' / 'hyperopt_results.pickle')
@@ -33,7 +44,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
trials = _hyperopt_filter_trials(trials, filteroptions)
# TODO: fetch the interval for epochs to print from the cli option
epoch_start, epoch_stop = 0, None
@@ -44,7 +55,8 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
try:
# Human-friendly indexes used here (starting from 1)
for val in trials[epoch_start:epoch_stop]:
Hyperopt.print_results_explanation(val, total_epochs, not only_best, print_colorized)
Hyperopt.print_results_explanation(val, total_epochs,
not filteroptions['only_best'], print_colorized)
except KeyboardInterrupt:
print('User interrupted..')
@@ -63,8 +75,18 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
only_best = config.get('hyperopt_list_best', False)
only_profitable = config.get('hyperopt_list_profitable', False)
filteroptions = {
'only_best': config.get('hyperopt_list_best', False),
'only_profitable': config.get('hyperopt_list_profitable', False),
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
}
no_header = config.get('hyperopt_show_no_header', False)
trials_file = (config['user_data_dir'] /
@@ -74,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
trials = Hyperopt.load_previous_results(trials_file)
total_epochs = len(trials)
trials = _hyperopt_filter_trials(trials, only_best, only_profitable)
trials = _hyperopt_filter_trials(trials, filteroptions)
trials_epochs = len(trials)
n = config.get('hyperopt_show_index', -1)
@@ -97,18 +119,66 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
header_str="Epoch details")
def _hyperopt_filter_trials(trials: List, only_best: bool, only_profitable: bool) -> List:
def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
"""
Filter our items from the list of hyperopt results
"""
if only_best:
if filteroptions['only_best']:
trials = [x for x in trials if x['is_best']]
if only_profitable:
if filteroptions['only_profitable']:
trials = [x for x in trials if x['results_metrics']['profit'] > 0]
if filteroptions['filter_min_trades'] > 0:
trials = [
x for x in trials
if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
]
if filteroptions['filter_max_trades'] > 0:
trials = [
x for x in trials
if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
]
if filteroptions['filter_min_avg_time'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
]
if filteroptions['filter_max_avg_time'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
]
if filteroptions['filter_min_avg_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['avg_profit']
> filteroptions['filter_min_avg_profit']
]
if filteroptions['filter_max_avg_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['avg_profit']
< filteroptions['filter_max_avg_profit']
]
if filteroptions['filter_min_total_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
]
if filteroptions['filter_max_total_profit'] is not None:
trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
trials = [
x for x in trials
if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
]
logger.info(f"{len(trials)} " +
("best " if only_best else "") +
("profitable " if only_profitable else "") +
("best " if filteroptions['only_best'] else "") +
("profitable " if filteroptions['only_profitable'] else "") +
"epochs found.")
return trials

45
freqtrade/commands/list_commands.py
View File

@@ -3,8 +3,10 @@ import logging
import sys
from collections import OrderedDict
from pathlib import Path
from typing import Any, Dict
from typing import Any, Dict, List
from colorama import init as colorama_init
from colorama import Fore, Style
import rapidjson
from tabulate import tabulate
@@ -36,6 +38,29 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
print(f"Exchanges available for Freqtrade: {', '.join(exchanges)}")
def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
if print_colorized:
colorama_init(autoreset=True)
red = Fore.RED
yellow = Fore.YELLOW
reset = Style.RESET_ALL
else:
red = ''
yellow = ''
reset = ''
names = [s['name'] for s in objs]
objss_to_print = [{
'name': s['name'] if s['name'] else "--",
'location': s['location'].name,
'status': (red + "LOAD FAILED" + reset if s['class'] is None
else "OK" if names.count(s['name']) == 1
else yellow + "DUPLICATE NAME" + reset)
} for s in objs]
print(tabulate(objss_to_print, headers='keys', tablefmt='pipe'))
def start_list_strategies(args: Dict[str, Any]) -> None:
"""
Print files with Strategy custom classes available in the directory
@@ -43,15 +68,14 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
strategies = StrategyResolver.search_all_objects(directory)
strategy_objs = StrategyResolver.search_all_objects(directory, not args['print_one_column'])
# Sort alphabetically
strategies = sorted(strategies, key=lambda x: x['name'])
strats_to_print = [{'name': s['name'], 'location': s['location'].name} for s in strategies]
strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
if args['print_one_column']:
print('\n'.join([s['name'] for s in strategies]))
print('\n'.join([s['name'] for s in strategy_objs]))
else:
print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
_print_objs_tabular(strategy_objs, config.get('print_colorized', False))
def start_list_hyperopts(args: Dict[str, Any]) -> None:
@@ -63,15 +87,14 @@ def start_list_hyperopts(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
directory = Path(config.get('hyperopt_path', config['user_data_dir'] / USERPATH_HYPEROPTS))
hyperopts = HyperOptResolver.search_all_objects(directory)
hyperopt_objs = HyperOptResolver.search_all_objects(directory, not args['print_one_column'])
# Sort alphabetically
hyperopts = sorted(hyperopts, key=lambda x: x['name'])
hyperopts_to_print = [{'name': s['name'], 'location': s['location'].name} for s in hyperopts]
hyperopt_objs = sorted(hyperopt_objs, key=lambda x: x['name'])
if args['print_one_column']:
print('\n'.join([s['name'] for s in hyperopts]))
print('\n'.join([s['name'] for s in hyperopt_objs]))
else:
print(tabulate(hyperopts_to_print, headers='keys', tablefmt='pipe'))
_print_objs_tabular(hyperopt_objs, config.get('print_colorized', False))
def start_list_timeframes(args: Dict[str, Any]) -> None: