Merge pull request #944 from freqtrade/improve-strategy-handling

Improve strategy handling

freqtrade/optimize/hyperopt.py

@@ -39,7 +39,6 @@ class Hyperopt(Backtesting):
     hyperopt.start()
     """
     def __init__(self, config: Dict[str, Any]) -> None:
-
         super().__init__(config)
         # set TARGET_TRADES to suit your number concurrent trades so its realistic
         # to the number of days

freqtrade/strategy/__init__.py

@@ -0,0 +1,32 @@
+import logging
+from copy import deepcopy
+
+from freqtrade.strategy.interface import IStrategy
+
+
+logger = logging.getLogger(__name__)
+
+
+def import_strategy(strategy: IStrategy) -> IStrategy:
+    """
+    Imports given Strategy instance to global scope
+    of freqtrade.strategy and returns an instance of it
+    """
+    # Copy all attributes from base class and class
+    attr = deepcopy({**strategy.__class__.__dict__, **strategy.__dict__})
+    # Adjust module name
+    attr['__module__'] = 'freqtrade.strategy'
+
+    name = strategy.__class__.__name__
+    clazz = type(name, (IStrategy,), attr)
+
+    logger.debug(
+        'Imported strategy %s.%s as %s.%s',
+        strategy.__module__, strategy.__class__.__name__,
+        clazz.__module__, strategy.__class__.__name__,
+    )
+
+    # Modify global scope to declare class
+    globals()[name] = clazz
+
+    return clazz()

freqtrade/strategy/resolver.py

@@ -11,6 +11,7 @@ from collections import OrderedDict
 from typing import Optional, Dict, Type
 
 from freqtrade import constants
+from freqtrade.strategy import import_strategy
 from freqtrade.strategy.interface import IStrategy
 
 
@@ -83,7 +84,7 @@ class StrategyResolver(object):
             strategy = self._search_strategy(path, strategy_name)
             if strategy:
                 logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
-                return strategy
+                return import_strategy(strategy)
 
         raise ImportError(
             "Impossible to load Strategy '{}'. This class does not exist"
@@ -100,7 +101,7 @@ class StrategyResolver(object):
         """
 
         # Generate spec based on absolute path
-        spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
+        spec = importlib.util.spec_from_file_location('unknown', module_path)
         module = importlib.util.module_from_spec(spec)
         spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
 

freqtrade/tests/strategy/test_strategy.py

@@ -1,14 +1,39 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
-
 import logging
 import os
 
 import pytest
 
+from freqtrade.strategy import import_strategy
+from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.resolver import StrategyResolver
 
 
+def test_import_strategy(caplog):
+    caplog.set_level(logging.DEBUG)
+
+    strategy = DefaultStrategy()
+    strategy.some_method = lambda *args, **kwargs: 42
+
+    assert strategy.__module__ == 'freqtrade.strategy.default_strategy'
+    assert strategy.some_method() == 42
+
+    imported_strategy = import_strategy(strategy)
+
+    assert dir(strategy) == dir(imported_strategy)
+
+    assert imported_strategy.__module__ == 'freqtrade.strategy'
+    assert imported_strategy.some_method() == 42
+
+    assert (
+        'freqtrade.strategy',
+        logging.DEBUG,
+        'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy '
+        'as freqtrade.strategy.DefaultStrategy',
+    ) in caplog.record_tuples
+
+
 def test_search_strategy():
     default_location = os.path.join(os.path.dirname(
         os.path.realpath(__file__)), '..', '..', 'strategy'
@@ -20,8 +45,7 @@ def test_search_strategy():
 
 
 def test_load_strategy(result):
-    resolver = StrategyResolver()
+    resolver = StrategyResolver({'strategy': 'TestStrategy'})
-    resolver._load_strategy('TestStrategy')
     assert hasattr(resolver.strategy, 'populate_indicators')
     assert 'adx' in resolver.strategy.populate_indicators(result)