diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py index 784b99bed..0ce9b577b 100644 --- a/freqtrade/commands/__init__.py +++ b/freqtrade/commands/__init__.py @@ -12,6 +12,7 @@ from freqtrade.commands.data_commands import (start_convert_data, start_download start_list_data) from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui, start_new_hyperopt, start_new_strategy) +from freqtrade.commands.automation_commands import start_build_hyperopt from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts, start_list_markets, start_list_strategies, diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py index c64c11a18..2393a39b0 100644 --- a/freqtrade/commands/arguments.py +++ b/freqtrade/commands/arguments.py @@ -55,6 +55,8 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"] ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"] +ARGS_BUILD_CUSTOM_HYPEROPT = ["buy_indicators", "sell_indicators", "hyperopt"] + ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"] ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"] @@ -173,6 +175,7 @@ class Arguments: start_list_data, start_list_exchanges, start_list_hyperopts, start_list_markets, start_list_strategies, start_list_timeframes, start_new_config, start_new_hyperopt, + start_build_hyperopt, start_new_strategy, start_plot_dataframe, start_plot_profit, start_show_trades, start_test_pairlist, start_trading) @@ -207,6 +210,12 @@ class Arguments: build_hyperopt_cmd.set_defaults(func=start_new_hyperopt) self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd) + # add build-hyperopt subcommand + build_custom_hyperopt_cmd = subparsers.add_parser('build-hyperopt', + help="Build a custom hyperopt") + build_custom_hyperopt_cmd.set_defaults(func=start_build_hyperopt) + self._build_args(optionlist=ARGS_BUILD_CUSTOM_HYPEROPT, parser=build_custom_hyperopt_cmd) + # add new-strategy subcommand build_strategy_cmd = subparsers.add_parser('new-strategy', help="Create new strategy") diff --git a/freqtrade/commands/automation_commands.py b/freqtrade/commands/automation_commands.py new file mode 100644 index 000000000..a639a8fa2 --- /dev/null +++ b/freqtrade/commands/automation_commands.py @@ -0,0 +1,177 @@ +import ast +import logging +from pathlib import Path +from typing import Any, Dict + +from freqtrade.constants import USERPATH_HYPEROPTS +from freqtrade.exceptions import OperationalException +from freqtrade.state import RunMode +from freqtrade.configuration import setup_utils_configuration +from freqtrade.misc import render_template + +logger = logging.getLogger(__name__) + +''' + TODO + -make the code below more dynamic with a large list of indicators and aims + -buy_space integer values variation based on aim(later deep learning) + -add --mode , see notes + -when making the strategy reading tool, make sure that the populate indicators gets copied to here +''' + +POSSIBLE_GUARDS = ["rsi", "mfi", "fastd"] +POSSIBLE_TRIGGERS = ["bb_lowerband", "bb_upperband"] +POSSIBLE_VALUES = {"above": ">", "below": "<"} + + +def build_hyperopt_buyelements(buy_indicators: Dict[str, str]): + """ + Build the arguments with the placefillers for the buygenerator + """ + buy_guards = "" + buy_triggers = "" + buy_space = "" + + for indicator in buy_indicators: + # Error handling + if not indicator in POSSIBLE_GUARDS and not indicator in POSSIBLE_TRIGGERS: + raise OperationalException( + f"`{indicator}` is not part of the available indicators. The current options are {POSSIBLE_GUARDS + POSSIBLE_TRIGGERS}.") + elif not buy_indicators[indicator] in POSSIBLE_VALUES: + raise OperationalException( + f"`{buy_indicators[indicator]}` is not part of the available indicator options. The current options are {POSSIBLE_VALUES}.") + # If the indicator is a guard + elif indicator in POSSIBLE_GUARDS: + # get the symbol corrosponding to the value + aim = POSSIBLE_VALUES[buy_indicators[indicator]] + + # add the guard to its argument + buy_guards += f"if '{indicator}-enabled' in params and params['{indicator}-enabled']: conditions.append(dataframe['{indicator}'] {aim} params['{indicator}-value'])" + + # add the space to its argument + buy_space += f"Integer(10, 90, name='{indicator}-value'), Categorical([True, False], name='{indicator}-enabled')," + # If the indicator is a trigger + elif indicator in POSSIBLE_TRIGGERS: + # get the symbol corrosponding to the value + aim = POSSIBLE_VALUES[buy_indicators[indicator]] + + # add the trigger to its argument + buy_triggers += f"if params['trigger'] == '{indicator}': conditions.append(dataframe['{indicator}'] {aim} dataframe['close'])" + + # Final line of indicator space makes all triggers + + buy_space += "Categorical([" + + # adding all triggers to the list + for indicator in buy_indicators: + if indicator in POSSIBLE_TRIGGERS: + buy_space += f"'{indicator}', " + + # Deleting the last ", " + buy_space = buy_space[:-2] + buy_space += "], name='trigger')" + + return {"buy_guards": buy_guards, "buy_triggers": buy_triggers, "buy_space": buy_space} + + +def build_hyperopt_sellelements(sell_indicators: Dict[str, str]): + """ + Build the arguments with the placefillers for the sellgenerator + """ + sell_guards = "" + sell_triggers = "" + sell_space = "" + + for indicator in sell_indicators: + # Error handling + if not indicator in POSSIBLE_GUARDS and not indicator in POSSIBLE_TRIGGERS: + raise OperationalException( + f"`{indicator}` is not part of the available indicators. The current options are {POSSIBLE_GUARDS + POSSIBLE_TRIGGERS}.") + elif not sell_indicators[indicator] in POSSIBLE_VALUES: + raise OperationalException( + f"`{sell_indicators[indicator]}` is not part of the available indicator options. The current options are {POSSIBLE_VALUES}.") + # If indicator is a guard + elif indicator in POSSIBLE_GUARDS: + # get the symbol corrosponding to the value + aim = POSSIBLE_VALUES[sell_indicators[indicator]] + + # add the guard to its argument + sell_guards += f"if '{indicator}-enabled' in params and params['sell-{indicator}-enabled']: conditions.append(dataframe['{indicator}'] {aim} params['sell-{indicator}-value'])" + + # add the space to its argument + sell_space += f"Integer(10, 90, name='sell-{indicator}-value'), Categorical([True, False], name='sell-{indicator}-enabled')," + # If the indicator is a trigger + elif indicator in POSSIBLE_TRIGGERS: + # get the symbol corrosponding to the value + aim = POSSIBLE_VALUES[sell_indicators[indicator]] + + # add the trigger to its argument + sell_triggers += f"if params['sell-trigger'] == 'sell-{indicator}': conditions.append(dataframe['{indicator}'] {aim} dataframe['close'])" + + # Final line of indicator space makes all triggers + + sell_space += "Categorical([" + + # Adding all triggers to the list + for indicator in sell_indicators: + if indicator in POSSIBLE_TRIGGERS: + sell_space += f"'sell-{indicator}', " + + # Deleting the last ", " + sell_space = sell_space[:-2] + sell_space += "], name='trigger')" + + return {"sell_guards": sell_guards, "sell_triggers": sell_triggers, "sell_space": sell_space} + + +def deploy_custom_hyperopt(hyperopt_name: str, hyperopt_path: Path, buy_indicators: Dict[str, str], sell_indicators: Dict[str, str]) -> None: + """ + Deploys a custom hyperopt template to hyperopt_path + """ + + # Build the arguments for the buy and sell generators + buy_args = build_hyperopt_buyelements(buy_indicators) + sell_args = build_hyperopt_sellelements(sell_indicators) + + # Build the final template + strategy_text = render_template(templatefile='base_hyperopt.py.j2', + arguments={"hyperopt": hyperopt_name, + "buy_guards": buy_args["buy_guards"], + "buy_triggers": buy_args["buy_triggers"], + "buy_space": buy_args["buy_space"], + "sell_guards": sell_args["sell_guards"], + "sell_triggers": sell_args["sell_triggers"], + "sell_space": sell_args["sell_space"], + }) + + logger.info(f"Writing custom hyperopt to `{hyperopt_path}`.") + hyperopt_path.write_text(strategy_text) + + +def start_build_hyperopt(args: Dict[str, Any]) -> None: + """ + Check if the right subcommands where passed and start building the hyperopt + """ + config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) + + # check what the name of the hyperopt should + if not 'hyperopt' in args or not args['hyperopt']: + raise OperationalException("`build-hyperopt` requires --hyperopt to be set.") + elif not 'buy_indicators' in args or not args['buy_indicators']: + raise OperationalException("`build-hyperopt` requires --buy-indicators to be set.") + elif not 'sell_indicators' in args or not args['sell_indicators']: + raise OperationalException("`build-hyperopt` requires --sell-indicators to be set.") + else: + if args['hyperopt'] == 'DefaultHyperopt': + raise OperationalException("DefaultHyperopt is not allowed as name.") + + new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py') + if new_path.exists(): + raise OperationalException(f"`{new_path}` already exists. " + "Please choose another Hyperopt Name.") + + buy_indicators = ast.literal_eval(args['buy_indicators']) + sell_indicators = ast.literal_eval(args['sell_indicators']) + + deploy_custom_hyperopt(args['hyperopt'], new_path, + buy_indicators, sell_indicators) diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py index 7dc85377d..1130319b0 100644 --- a/freqtrade/commands/cli_options.py +++ b/freqtrade/commands/cli_options.py @@ -275,6 +275,19 @@ AVAILABLE_CLI_OPTIONS = { 'Example: `--hyperopt-filename=hyperopt_results_2020-09-27_16-20-48.pickle`', metavar='FILENAME', ), + # Automation + "buy_indicators": Arg( + '-b', '--buy-indicators', + help='Specify the buy indicators the hyperopt should build. ' + 'Example: --buy-indicators `{"rsi":"above","bb_lowerband":"below"}`', + metavar='DICT', + ), + "sell_indicators": Arg( + '-s', '--sell-indicators', + help='Specify the sell indicators the hyperopt should build. ' + 'Example: --sell-indicators `{"rsi":"above","bb_lowerband":"below"}`', + metavar='DICT', + ), # List exchanges "print_one_column": Arg( '-1', '--one-column', diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2 index ec787cbb6..38e2f4172 100644 --- a/freqtrade/templates/base_hyperopt.py.j2 +++ b/freqtrade/templates/base_hyperopt.py.j2 @@ -55,16 +55,7 @@ class {{ hyperopt }}(IHyperOpt): # TRIGGERS if 'trigger' in params: - if params['trigger'] == 'bb_lower': - conditions.append(dataframe['close'] < dataframe['bb_lowerband']) - if params['trigger'] == 'macd_cross_signal': - conditions.append(qtpylib.crossed_above( - dataframe['macd'], dataframe['macdsignal'] - )) - if params['trigger'] == 'sar_reversal': - conditions.append(qtpylib.crossed_above( - dataframe['close'], dataframe['sar'] - )) + {{ buy_triggers | indent(16) }} # Check that the candle had volume conditions.append(dataframe['volume'] > 0) @@ -103,16 +94,7 @@ class {{ hyperopt }}(IHyperOpt): # TRIGGERS if 'sell-trigger' in params: - if params['sell-trigger'] == 'sell-bb_upper': - conditions.append(dataframe['close'] > dataframe['bb_upperband']) - if params['sell-trigger'] == 'sell-macd_cross_signal': - conditions.append(qtpylib.crossed_above( - dataframe['macdsignal'], dataframe['macd'] - )) - if params['sell-trigger'] == 'sell-sar_reversal': - conditions.append(qtpylib.crossed_above( - dataframe['sar'], dataframe['close'] - )) + {{ sell_triggers | indent(16) }} # Check that the candle had volume conditions.append(dataframe['volume'] > 0)