Merge pull request #1 from Bovhasselt/Bo

Bo

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,

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")

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)

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',

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)