implementing the strategy_updater in a first version
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hippocritical
parent
4601705814
commit
70e9fa6136
@ -22,5 +22,6 @@ from freqtrade.commands.optimize_commands import (start_backtesting, start_backt
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start_edge, start_hyperopt)
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from freqtrade.commands.pairlist_commands import start_test_pairlist
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from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
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from freqtrade.commands.strategy_utils_commands import start_strategy_update
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from freqtrade.commands.trade_commands import start_trading
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from freqtrade.commands.webserver_commands import start_webserver
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@ -115,6 +115,8 @@ NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list
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NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
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ARGS_STRATEGY_UTILS = ARGS_COMMON_OPTIMIZE + ["strategy_list"]
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class Arguments:
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"""
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@ -198,8 +200,8 @@ class Arguments:
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start_list_freqAI_models, start_list_markets,
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start_list_strategies, start_list_timeframes,
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start_new_config, start_new_strategy, start_plot_dataframe,
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start_plot_profit, start_show_trades, start_test_pairlist,
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start_trading, start_webserver)
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start_plot_profit, start_show_trades, start_strategy_update,
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start_test_pairlist, start_trading, start_webserver)
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subparsers = self.parser.add_subparsers(dest='command',
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# Use custom message when no subhandler is added
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@ -440,3 +442,11 @@ class Arguments:
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parents=[_common_parser])
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webserver_cmd.set_defaults(func=start_webserver)
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self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
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# Add strategy_updater subcommand
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strategy_updater_cmd = subparsers.add_parser('strategy-updater',
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help='updates outdated strategy'
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'files to the current version',
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parents=[_common_parser])
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strategy_updater_cmd.set_defaults(func=start_strategy_update)
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self._build_args(optionlist=ARGS_STRATEGY_UTILS, parser=strategy_updater_cmd)
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37
freqtrade/commands/strategy_utils_commands.py
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37
freqtrade/commands/strategy_utils_commands.py
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@ -0,0 +1,37 @@
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import logging
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from typing import Any, Dict
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from freqtrade.configuration import setup_utils_configuration
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from freqtrade.enums import RunMode
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from freqtrade.resolvers import StrategyResolver
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logger = logging.getLogger(__name__)
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def start_strategy_update(args: Dict[str, Any]) -> None:
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"""
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Start the strategy updating script
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:param args: Cli args from Arguments()
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:return: None
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"""
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# Import here to avoid loading backtesting module when it's not used
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from freqtrade.strategy.strategy_updater import strategy_updater
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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strategy_objs = StrategyResolver.search_all_objects(
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config, enum_failed=True, recursive=config.get('recursive_strategy_search', False))
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filtered_strategy_objs = []
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for args_strategy in args['strategy_list']:
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for strategy_obj in strategy_objs:
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if strategy_obj['name'] == args_strategy and strategy_obj not in filtered_strategy_objs:
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filtered_strategy_objs.append(strategy_obj)
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break
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for filtered_strategy_obj in filtered_strategy_objs:
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# Initialize backtesting object
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instance_strategy_updater = strategy_updater()
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strategy_updater.start(instance_strategy_updater, filtered_strategy_obj)
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213
freqtrade/strategy/strategy_updater.py
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213
freqtrade/strategy/strategy_updater.py
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@ -0,0 +1,213 @@
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import ast
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import os
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import shutil
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class strategy_updater:
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name_mapping = {
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'ticker_interval': 'timeframe',
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'buy': 'enter_long',
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'sell': 'exit_long',
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'buy_tag': 'enter_tag',
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'sell_reason': 'exit_reason',
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'sell_signal': 'exit_signal',
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'custom_sell': 'custom_exit',
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'force_sell': 'force_exit',
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'emergency_sell': 'emergency_exit',
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# Strategy/config settings:
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'use_sell_signal': 'use_exit_signal',
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'sell_profit_only': 'exit_profit_only',
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'sell_profit_offset': 'exit_profit_offset',
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'ignore_roi_if_buy_signal': 'ignore_roi_if_entry_signal',
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'forcebuy_enable': 'force_entry_enable',
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}
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function_mapping = {
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'populate_buy_trend': 'populate_entry_trend',
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'populate_sell_trend': 'populate_exit_trend',
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'custom_sell': 'custom_exit',
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'check_buy_timeout': 'check_entry_timeout',
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'check_sell_timeout': 'check_exit_timeout',
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# '': '',
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}
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# order_time_in_force, order_types, unfilledtimeout
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otif_ot_unfilledtimeout = {
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'buy': 'entry',
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'sell': 'exit',
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}
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# create a dictionary that maps the old column names to the new ones
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rename_dict = {'buy': 'enter_long', 'sell': 'exit_long', 'buy_tag': 'enter_tag'}
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def start(self, strategy_obj: dict) -> None:
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"""
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Run strategy updater
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It updates a strategy to v3 with the help of the ast-module
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:return: None
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"""
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self.cwd = os.getcwd()
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self.strategies_backup_folder = f'{os.getcwd()}user_data/strategies_orig_updater'
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source_file = strategy_obj['location']
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# read the file
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with open(source_file, 'r') as f:
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old_code = f.read()
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if not os.path.exists(self.strategies_backup_folder):
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os.makedirs(self.strategies_backup_folder)
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# backup original
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# => currently no date after the filename,
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# could get overridden pretty fast if this is fired twice!
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shutil.copy(source_file, f"{self.strategies_backup_folder}/{strategy_obj['location_rel']}")
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# update the code
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new_code = strategy_updater.update_code(self, old_code,
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strategy_updater.name_mapping,
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strategy_updater.function_mapping,
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strategy_updater.rename_dict)
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# write the modified code to the destination folder
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with open(source_file, 'w') as f:
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f.write(new_code)
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print(f"conversion of file {source_file} successful.")
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# define the function to update the code
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def update_code(self, code, _name_mapping, _function_mapping, _rename_dict):
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# parse the code into an AST
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tree = ast.parse(code)
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# use the AST to update the code
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updated_code = strategy_updater.modify_ast(
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tree,
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_name_mapping,
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_function_mapping,
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_rename_dict)
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# return the modified code without executing it
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return updated_code
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# function that uses the ast module to update the code
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def modify_ast(node, _name_mapping, _function_mapping, _rename_dict): # noqa
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# create a visitor that will update the names and functions
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class NameUpdater(ast.NodeTransformer):
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def generic_visit(self, node):
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# traverse the AST recursively by calling the visitor method for each child node
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if hasattr(node, "_fields"):
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for field_name, field_value in ast.iter_fields(node):
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self.check_fields(field_value)
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self.check_strategy_and_config_settings(field_value)
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# add this check to handle the case where field_value is a slice
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if isinstance(field_value, ast.Slice):
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self.visit(field_value)
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# add this check to handle the case where field_value is a target
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if isinstance(field_value, ast.expr_context):
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self.visit(field_value)
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def check_fields(self, field_value):
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if isinstance(field_value, list):
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for item in field_value:
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if isinstance(item, ast.AST):
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self.visit(item)
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def check_strategy_and_config_settings(self, field_value):
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if (isinstance(field_value, ast.AST) and
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hasattr(node, "targets") and
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isinstance(node.targets, list)):
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for target in node.targets:
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if (hasattr(target, "id") and
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(target.id == "order_time_in_force" or
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target.id == "order_types" or
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target.id == "unfilledtimeout") and
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hasattr(field_value, "keys") and
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isinstance(field_value.keys, list)):
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for key in field_value.keys:
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self.visit(key)
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def visit_Name(self, node):
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# if the name is in the mapping, update it
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if node.id in _name_mapping:
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node.id = _name_mapping[node.id]
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return node
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def visit_Import(self, node):
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# do not update the names in import statements
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return node
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def visit_ImportFrom(self, node):
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# do not update the names in import statements
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if hasattr(node, "module"):
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if node.module == "freqtrade.strategy.hyper":
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node.module = "freqtrade.strategy"
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return node
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def visit_FunctionDef(self, node):
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# if the function name is in the mapping, update it
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if node.name in _function_mapping:
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node.name = _function_mapping[node.name]
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return self.generic_visit(node)
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def visit_Attribute(self, node):
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# if the attribute name is 'nr_of_successful_buys',
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# update it to 'nr_of_successful_entries'
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if isinstance(node.value, ast.Name) and \
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node.value.id == 'trades' and \
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node.attr == 'nr_of_successful_buys':
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node.attr = 'nr_of_successful_entries'
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return self.generic_visit(node)
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def visit_ClassDef(self, node):
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# check if the class is derived from IStrategy
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if any(isinstance(base, ast.Name) and
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base.id == 'IStrategy' for base in node.bases):
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# check if the INTERFACE_VERSION variable exists
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has_interface_version = any(
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isinstance(child, ast.Assign) and
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isinstance(child.targets[0], ast.Name) and
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child.targets[0].id == 'INTERFACE_VERSION'
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for child in node.body
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)
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# if the INTERFACE_VERSION variable does not exist, add it as the first child
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if not has_interface_version:
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node.body.insert(0, ast.parse('INTERFACE_VERSION = 3').body[0])
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# otherwise, update its value to 3
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else:
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for child in node.body:
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if isinstance(child, ast.Assign) and \
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isinstance(child.targets[0], ast.Name) and \
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child.targets[0].id == 'INTERFACE_VERSION':
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child.value = ast.parse('3').body[0].value
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return self.generic_visit(node)
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def visit_Subscript(self, node):
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if isinstance(node.slice, ast.Constant):
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if node.slice.value in strategy_updater.rename_dict:
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# Replace the slice attributes with the values from rename_dict
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node.slice.value = strategy_updater.rename_dict[node.slice.value]
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if hasattr(node.slice, "elts"):
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for elt in node.slice.elts:
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if isinstance(elt, ast.Constant) and \
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elt.value in strategy_updater.rename_dict:
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elt.value = strategy_updater.rename_dict[elt.value]
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return node
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def visit_Constant(self, node):
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# do not update the names in import statements
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if node.value in \
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strategy_updater.otif_ot_unfilledtimeout:
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node.value = \
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strategy_updater.otif_ot_unfilledtimeout[node.value]
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return node
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# use the visitor to update the names and functions in the AST
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NameUpdater().visit(node)
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# first fix the comments so it understands "\n" properly inside multi line comments.
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ast.fix_missing_locations(node)
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ast.increment_lineno(node, n=1)
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# generate the new code from the updated AST
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return ast.unparse(node)
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