slowly working on the endpoints

This commit is contained in:
Gert Wohlgemuth 2018-05-14 16:46:10 -07:00
parent b680429ea1
commit 94acbf6c57
4 changed files with 145 additions and 3 deletions

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@ -1,2 +1,55 @@
# defines the schema to submit a new strategy to the system
__SUBMIT_STRATEGY_SCHEMA__ = {
"$id": "http://example.com/example.json",
"type": "object",
"definitions": {},
"$schema": "http://json-schema.org/draft-07/schema#",
"properties": {
"user": {
"$id": "/properties/user",
"type": "string",
"title": "the associated Isaac user",
"default": "",
"examples": [
"GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG"
]
},
"description": {
"$id": "/properties/description",
"type": "string",
"title": "a brief description",
"default": "",
"examples": [
"simple test strategy"
]
},
"name": {
"$id": "/properties/name",
"type": "string",
"title": "the name of your strategy",
"default": "",
"examples": [
"TestStrategy"
]
},
"public": {
"$id": "/properties/public",
"type": "boolean",
"title": "Will this strategy be public",
"default": "false",
"examples": [
"true",
"false"
]
},
"content": {
"$id": "/properties/content",
"type": "string",
"title": "The Content Schema ",
"default": "",
"examples": [
"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"
]
}
}
}

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@ -1,3 +1,9 @@
from freqtrade.strategy.resolver import StrategyResolver
import simplejson as json
from jsonschema import validate
from freqtrade.aws.schemas import __SUBMIT_STRATEGY_SCHEMA__
from base64 import urlsafe_b64decode
def names(event, context): def names(event, context):
""" """
@ -31,9 +37,23 @@ def code(event, context):
def submit(event, context): def submit(event, context):
""" """
combiles the given strategy and stores it in the internal database compiles the given strategy and stores it in the internal database
:param event: :param event:
:param context: :param context:
:return: :return:
""" """
# get data
data = json.loads(event['body'])
# validate against schema
validate(data, __SUBMIT_STRATEGY_SCHEMA__)
strategy = urlsafe_b64decode(data['content']).decode('utf-8')
# try to load the strategy
StrategyResolver().compile(data['name'], strategy)
# save to DB
pass pass

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@ -63,6 +63,13 @@ class StrategyResolver(object):
key=lambda t: t[0])) key=lambda t: t[0]))
self.strategy.stoploss = float(self.strategy.stoploss) self.strategy.stoploss = float(self.strategy.stoploss)
def compile(self, strategy_name: str, strategy_content: str) -> Optional[IStrategy]:
temp = Path(tempfile.mkdtemp("freq", "strategy"))
temp.joinpath(strategy_name + ".py").write_text(strategy_content)
temp.joinpath("__init__.py").touch()
return self._load_strategy(strategy_name, temp.absolute())
def _load_strategy( def _load_strategy(
self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]: self, strategy_name: str, extra_dir: Optional[str] = None) -> Optional[IStrategy]:
""" """

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@ -0,0 +1,62 @@
import simplejson as json
from base64 import urlsafe_b64encode
from freqtrade.aws.strategy import submit
def test_strategy(lambda_context):
content = """# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from hyperopt import hp
from functools import reduce
from pandas import DataFrame
# --------------------------------
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
class TestStrategy(IStrategy):
minimal_roi = {
"0": 0.5
}
stoploss = -0.2
ticker_interval = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
macd = ta.MACD(dataframe)
dataframe['maShort'] = ta.EMA(dataframe, timeperiod=8)
dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=21)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
dataframe.loc[
(
qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium'])
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
dataframe.loc[
(
qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort'])
),
'sell'] = 1
return dataframe
"""
request = {
"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
"description": "simple test strategy",
"name": "TestStrategy",
"content": urlsafe_b64encode(content.encode('utf-8')),
"public": False
}
submit({
"body": json.dumps(request)
}, {})