slowly working on the endpoints
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@ -1,2 +1,55 @@
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# defines the schema to submit a new strategy to the system
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__SUBMIT_STRATEGY_SCHEMA__ = {
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"$id": "http://example.com/example.json",
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"type": "object",
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"definitions": {},
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"$schema": "http://json-schema.org/draft-07/schema#",
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"properties": {
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"user": {
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"$id": "/properties/user",
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"type": "string",
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"title": "the associated Isaac user",
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"default": "",
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"examples": [
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"GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG"
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]
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},
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"description": {
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"$id": "/properties/description",
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"type": "string",
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"title": "a brief description",
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"default": "",
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"examples": [
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"simple test strategy"
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]
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},
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"name": {
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"$id": "/properties/name",
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"type": "string",
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"title": "the name of your strategy",
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"default": "",
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"examples": [
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"TestStrategy"
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]
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},
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"public": {
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"$id": "/properties/public",
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"type": "boolean",
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"title": "Will this strategy be public",
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"default": "false",
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"examples": [
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"true",
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"false"
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]
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},
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"content": {
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"$id": "/properties/content",
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"type": "string",
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"title": "The Content Schema ",
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"default": "",
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"examples": [
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"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"
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]
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}
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}
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}
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@ -1,3 +1,9 @@
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from freqtrade.strategy.resolver import StrategyResolver
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import simplejson as json
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from jsonschema import validate
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from freqtrade.aws.schemas import __SUBMIT_STRATEGY_SCHEMA__
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from base64 import urlsafe_b64decode
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def names(event, context):
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"""
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@ -31,9 +37,23 @@ def code(event, context):
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def submit(event, context):
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"""
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combiles the given strategy and stores it in the internal database
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compiles the given strategy and stores it in the internal database
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:param event:
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:param context:
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:return:
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"""
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# get data
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data = json.loads(event['body'])
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# validate against schema
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validate(data, __SUBMIT_STRATEGY_SCHEMA__)
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strategy = urlsafe_b64decode(data['content']).decode('utf-8')
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# try to load the strategy
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StrategyResolver().compile(data['name'], strategy)
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# save to DB
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pass
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@ -63,6 +63,13 @@ class StrategyResolver(object):
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key=lambda t: t[0]))
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self.strategy.stoploss = float(self.strategy.stoploss)
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def compile(self, strategy_name: str, strategy_content: str) -> Optional[IStrategy]:
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temp = Path(tempfile.mkdtemp("freq", "strategy"))
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temp.joinpath(strategy_name + ".py").write_text(strategy_content)
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temp.joinpath("__init__.py").touch()
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return self._load_strategy(strategy_name, temp.absolute())
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def _load_strategy(
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self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]:
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"""
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62
freqtrade/tests/aws/test_strategy_lambda.py
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62
freqtrade/tests/aws/test_strategy_lambda.py
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@ -0,0 +1,62 @@
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import simplejson as json
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from base64 import urlsafe_b64encode
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from freqtrade.aws.strategy import submit
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def test_strategy(lambda_context):
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content = """# --- Do not remove these libs ---
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from freqtrade.strategy.interface import IStrategy
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from typing import Dict, List
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from hyperopt import hp
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from functools import reduce
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from pandas import DataFrame
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# --------------------------------
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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class TestStrategy(IStrategy):
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minimal_roi = {
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"0": 0.5
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}
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stoploss = -0.2
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ticker_interval = '5m'
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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macd = ta.MACD(dataframe)
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dataframe['maShort'] = ta.EMA(dataframe, timeperiod=8)
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dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=21)
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return dataframe
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium'])
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),
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'buy'] = 1
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return dataframe
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
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dataframe.loc[
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(
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qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort'])
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),
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'sell'] = 1
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return dataframe
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"""
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"description": "simple test strategy",
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"name": "TestStrategy",
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"content": urlsafe_b64encode(content.encode('utf-8')),
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"public": False
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}
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submit({
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"body": json.dumps(request)
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}, {})
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