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Merge pull request #2397 from freqtrade/feat/new_args_system

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require subcommand for all actions
This commit is contained in:
Matthias
2019-11-14 06:28:42 +01:00
committed by GitHub
parent 904a9c5dc7 66619204ba
commit 9b050523e9
39 changed files with 476 additions and 239 deletions
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92
freqtrade/configuration/arguments.py
View File

@@ -13,7 +13,7 @@ ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_dat
ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
"max_open_trades", "stake_amount", "fee"]
@@ -42,8 +42,9 @@ ARGS_CREATE_USERDIR = ["user_data_dir"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
"timeframes", "erase"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
"trade_source", "export", "exportfilename", "timerange", "ticker_interval"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",
"timerange", "ticker_interval"]
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
@@ -61,11 +62,6 @@ class Arguments:
def __init__(self, args: Optional[List[str]]) -> None:
self.args = args
self._parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
def _load_args(self) -> None:
self._build_args(optionlist=ARGS_MAIN)
self._build_subcommands()
def get_parsed_arg(self) -> Dict[str, Any]:
"""
@@ -73,7 +69,7 @@ class Arguments:
:return: List[str] List of arguments
"""
if self._parsed_arg is None:
self._load_args()
self._build_subcommands()
self._parsed_arg = self._parse_args()
return vars(self._parsed_arg)
@@ -84,22 +80,17 @@ class Arguments:
"""
parsed_arg = self.parser.parse_args(self.args)
# When no config is provided, but a config exists, use that configuration!
subparser = parsed_arg.subparser if 'subparser' in parsed_arg else None
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
# Allow no-config for certain commands (like downloading / plotting)
if (parsed_arg.config is None
and subparser not in NO_CONF_ALLOWED
and ((Path.cwd() / constants.DEFAULT_CONFIG).is_file()
or (subparser not in NO_CONF_REQURIED))):
if ('config' in parsed_arg and parsed_arg.config is None and
((Path.cwd() / constants.DEFAULT_CONFIG).is_file() or
not ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED))):
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
def _build_args(self, optionlist, parser=None):
parser = parser or self.parser
def _build_args(self, optionlist, parser):
for val in optionlist:
opt = AVAILABLE_CLI_OPTIONS[val]
@@ -110,38 +101,68 @@ class Arguments:
Builds and attaches all subcommands.
:return: None
"""
# Build shared arguments (as group Common Options)
_common_parser = argparse.ArgumentParser(add_help=False)
group = _common_parser.add_argument_group("Common arguments")
self._build_args(optionlist=ARGS_COMMON, parser=group)
_strategy_parser = argparse.ArgumentParser(add_help=False)
strategy_group = _strategy_parser.add_argument_group("Strategy arguments")
self._build_args(optionlist=ARGS_STRATEGY, parser=strategy_group)
# Build main command
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
self._build_args(optionlist=['version'], parser=self.parser)
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import (start_create_userdir, start_download_data,
start_list_exchanges, start_list_timeframes,
start_list_markets)
start_list_exchanges, start_list_markets,
start_list_timeframes, start_trading)
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
subparsers = self.parser.add_subparsers(dest='subparser')
subparsers = self.parser.add_subparsers(dest='command',
# Use custom message when no subhandler is added
# shown from `main.py`
# required=True
)
# Add trade subcommand
trade_cmd = subparsers.add_parser('trade', help='Trade module.',
parents=[_common_parser, _strategy_parser])
trade_cmd.set_defaults(func=start_trading)
self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
parents=[_common_parser, _strategy_parser])
backtesting_cmd.set_defaults(func=start_backtesting)
self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
# Add edge subcommand
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
edge_cmd = subparsers.add_parser('edge', help='Edge module.',
parents=[_common_parser, _strategy_parser])
edge_cmd.set_defaults(func=start_edge)
self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
parents=[_common_parser, _strategy_parser],
)
hyperopt_cmd.set_defaults(func=start_hyperopt)
self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
# add create-userdir subcommand
create_userdir_cmd = subparsers.add_parser('create-userdir',
help="Create user-data directory.")
help="Create user-data directory.",
)
create_userdir_cmd.set_defaults(func=start_create_userdir)
self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
# Add list-exchanges subcommand
list_exchanges_cmd = subparsers.add_parser(
'list-exchanges',
help='Print available exchanges.'
help='Print available exchanges.',
parents=[_common_parser],
)
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
@@ -149,7 +170,8 @@ class Arguments:
# Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser(
'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.'
help='Print available ticker intervals (timeframes) for the exchange.',
parents=[_common_parser],
)
list_timeframes_cmd.set_defaults(func=start_list_timeframes)
self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
@@ -157,7 +179,8 @@ class Arguments:
# Add list-markets subcommand
list_markets_cmd = subparsers.add_parser(
'list-markets',
help='Print markets on exchange.'
help='Print markets on exchange.',
parents=[_common_parser],
)
list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
@@ -165,7 +188,8 @@ class Arguments:
# Add list-pairs subcommand
list_pairs_cmd = subparsers.add_parser(
'list-pairs',
help='Print pairs on exchange.'
help='Print pairs on exchange.',
parents=[_common_parser],
)
list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
@@ -173,16 +197,17 @@ class Arguments:
# Add download-data subcommand
download_data_cmd = subparsers.add_parser(
'download-data',
help='Download backtesting data.'
help='Download backtesting data.',
parents=[_common_parser],
)
download_data_cmd.set_defaults(func=start_download_data)
self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd)
# Add Plotting subcommand
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
plot_dataframe_cmd = subparsers.add_parser(
'plot-dataframe',
help='Plot candles with indicators.'
help='Plot candles with indicators.',
parents=[_common_parser, _strategy_parser],
)
plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
@@ -190,7 +215,8 @@ class Arguments:
# Plot profit
plot_profit_cmd = subparsers.add_parser(
'plot-profit',
help='Generate plot showing profits.'
help='Generate plot showing profits.',
parents=[_common_parser],
)
plot_profit_cmd.set_defaults(func=start_plot_profit)
self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)

19
freqtrade/configuration/cli_options.py
View File

@@ -65,9 +65,8 @@ AVAILABLE_CLI_OPTIONS = {
# Main options
"strategy": Arg(
'-s', '--strategy',
help='Specify strategy class name (default: `%(default)s`).',
help='Specify strategy class name which will be used by the bot.',
metavar='NAME',
default='DefaultStrategy',
),
"strategy_path": Arg(
'--strategy-path',
@@ -86,6 +85,11 @@ AVAILABLE_CLI_OPTIONS = {
help='Notify systemd service manager.',
action='store_true',
),
"dry_run": Arg(
'--dry-run',
help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
action='store_true',
),
# Optimize common
"ticker_interval": Arg(
'-i', '--ticker-interval',
@@ -136,7 +140,7 @@ AVAILABLE_CLI_OPTIONS = {
),
"exportfilename": Arg(
'--export-filename',
help='Save backtest results to the file with this filename (default: `%(default)s`). '
help='Save backtest results to the file with this filename. '
'Requires `--export` to be set as well. '
'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
metavar='PATH',
@@ -156,14 +160,13 @@ AVAILABLE_CLI_OPTIONS = {
),
# Hyperopt
"hyperopt": Arg(
'--customhyperopt',
help='Specify hyperopt class name (default: `%(default)s`).',
'--hyperopt',
help='Specify hyperopt class name which will be used by the bot.',
metavar='NAME',
default=constants.DEFAULT_HYPEROPT,
),
"hyperopt_path": Arg(
'--hyperopt-path',
help='Specify additional lookup path for Hyperopts and Hyperopt Loss functions.',
help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
metavar='PATH',
),
"epochs": Arg(
@@ -174,7 +177,7 @@ AVAILABLE_CLI_OPTIONS = {
default=constants.HYPEROPT_EPOCH,
),
"spaces": Arg(
'-s', '--spaces',
'--spaces',
help='Specify which parameters to hyperopt. Space-separated list. '
'Default: `%(default)s`.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss'],

8
freqtrade/configuration/configuration.py
View File

@@ -93,7 +93,7 @@ class Configuration:
:return: Configuration dictionary
"""
# Load all configs
config: Dict[str, Any] = self.load_from_files(self.args["config"])
config: Dict[str, Any] = self.load_from_files(self.args.get("config", []))
# Keep a copy of the original configuration file
config['original_config'] = deepcopy(config)
@@ -153,7 +153,7 @@ class Configuration:
self._process_logging_options(config)
# Set strategy if not specified in config and or if it's non default
if self.args.get("strategy") != constants.DEFAULT_STRATEGY or not config.get('strategy'):
if self.args.get("strategy") or not config.get('strategy'):
config.update({'strategy': self.args.get("strategy")})
self._args_to_config(config, argname='strategy_path',
@@ -171,6 +171,10 @@ class Configuration:
if 'sd_notify' in self.args and self.args["sd_notify"]:
config['internals'].update({'sd_notify': True})
self._args_to_config(config, argname='dry_run',
logstring='Parameter --dry-run detected, '
'overriding dry_run to: {} ...')
def _process_datadir_options(self, config: Dict[str, Any]) -> None:
"""
Extract information for sys.argv and load directory configurations

2
freqtrade/constants.py
View File

@@ -9,8 +9,6 @@ PROCESS_THROTTLE_SECS = 5 # sec
DEFAULT_TICKER_INTERVAL = 5 # min
HYPEROPT_EPOCH = 100 # epochs
RETRY_TIMEOUT = 30 # sec
DEFAULT_STRATEGY = 'DefaultStrategy'
DEFAULT_HYPEROPT = 'DefaultHyperOpt'
DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
DEFAULT_DB_DRYRUN_URL = 'sqlite://'

20
freqtrade/main.py
View File

@@ -15,7 +15,6 @@ from typing import Any, List
from freqtrade import OperationalException
from freqtrade.configuration import Arguments
from freqtrade.worker import Worker
logger = logging.getLogger('freqtrade')
@@ -33,16 +32,19 @@ def main(sysargv: List[str] = None) -> None:
arguments = Arguments(sysargv)
args = arguments.get_parsed_arg()
# A subcommand has been issued.
# Means if Backtesting or Hyperopt have been called we exit the bot
# Call subcommand.
if 'func' in args:
args['func'](args)
# TODO: fetch return_code as returned by the command function here
return_code = 0
return_code = args['func'](args)
else:
# Load and run worker
worker = Worker(args)
worker.run()
# No subcommand was issued.
raise OperationalException(
"Usage of Freqtrade requires a subcommand to be specified.\n"
"To have the previous behavior (bot executing trades in live/dry-run modes, "
"depending on the value of the `dry_run` setting in the config), run freqtrade "
"as `freqtrade trade [options...]`.\n"
"To see the full list of options available, please use "
"`freqtrade --help` or `freqtrade <command> --help`."
)
except SystemExit as e:
return_code = e

2
freqtrade/optimize/__init__.py
View File

@@ -78,7 +78,7 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
"Hyperopt module is resource hungry. Please run your Hyperopts sequentially "
"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit

6
freqtrade/optimize/hyperopt_interface.py
View File

@@ -1,6 +1,6 @@
"""
IHyperOpt interface
This module defines the interface to apply for hyperopts
This module defines the interface to apply for hyperopt
"""
import logging
import math
@@ -27,8 +27,8 @@ def _format_exception_message(method: str, space: str) -> str:
class IHyperOpt(ABC):
"""
Interface for freqtrade hyperopts
Defines the mandatory structure must follow any custom hyperopts
Interface for freqtrade hyperopt
Defines the mandatory structure must follow any custom hyperopt
Class attributes you can use:
ticker_interval -> int: value of the ticker interval to use for the strategy

4
freqtrade/optimize/hyperopt_loss_interface.py
View File

@@ -1,6 +1,6 @@
"""
IHyperOptLoss interface
This module defines the interface for the loss-function for hyperopts
This module defines the interface for the loss-function for hyperopt
"""
from abc import ABC, abstractmethod
@@ -11,7 +11,7 @@ from pandas import DataFrame
class IHyperOptLoss(ABC):
"""
Interface for freqtrade hyperopts Loss functions.
Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
"""
ticker_interval: str

29
freqtrade/resolvers/hyperopt_resolver.py
View File

@@ -1,14 +1,14 @@
# pragma pylint: disable=attribute-defined-outside-init
"""
This module load custom hyperopts
This module load custom hyperopt
"""
import logging
from pathlib import Path
from typing import Optional, Dict
from freqtrade import OperationalException
from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS
from freqtrade.constants import DEFAULT_HYPEROPT_LOSS
from freqtrade.optimize.hyperopt_interface import IHyperOpt
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
from freqtrade.resolvers import IResolver
@@ -20,7 +20,6 @@ class HyperOptResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt class
"""
__slots__ = ['hyperopt']
def __init__(self, config: Dict) -> None:
@@ -28,9 +27,12 @@ class HyperOptResolver(IResolver):
Load the custom class from config parameter
:param config: configuration dictionary
"""
if not config.get('hyperopt'):
raise OperationalException("No Hyperopt set. Please use `--hyperopt` to specify "
"the Hyperopt class to use.")
hyperopt_name = config['hyperopt']
# Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
self.hyperopt = self._load_hyperopt(hyperopt_name, config,
extra_dir=config.get('hyperopt_path'))
@@ -72,27 +74,28 @@ class HyperOptLossResolver(IResolver):
"""
This class contains all the logic to load custom hyperopt loss class
"""
__slots__ = ['hyperoptloss']
def __init__(self, config: Dict = None) -> None:
def __init__(self, config: Dict) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
:param config: configuration dictionary
"""
config = config or {}
# Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
# Verify the hyperopt_loss is in the configuration, otherwise fallback to the
# default hyperopt loss
hyperoptloss_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
self.hyperoptloss = self._load_hyperoptloss(
hyperopt_name, config, extra_dir=config.get('hyperopt_path'))
hyperoptloss_name, config, extra_dir=config.get('hyperopt_path'))
# Assign ticker_interval to be used in hyperopt
self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
raise OperationalException(
f"Found hyperopt {hyperopt_name} does not implement `hyperopt_loss_function`.")
f"Found HyperoptLoss class {hyperoptloss_name} does not "
"implement `hyperopt_loss_function`.")
def _load_hyperoptloss(
self, hyper_loss_name: str, config: Dict,

7
freqtrade/resolvers/strategy_resolver.py
View File

@@ -32,8 +32,11 @@ class StrategyResolver(IResolver):
"""
config = config or {}
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
if not config.get('strategy'):
raise OperationalException("No strategy set. Please use `--strategy` to specify "
"the strategy class to use.")
strategy_name = config['strategy']
self.strategy: IStrategy = self._load_strategy(strategy_name,
config=config,
extra_dir=config.get('strategy_path'))

13
freqtrade/utils.py
View File

@@ -39,6 +39,17 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
return config
def start_trading(args: Dict[str, Any]) -> int:
"""
Main entry point for trading mode
"""
from freqtrade.worker import Worker
# Load and run worker
worker = Worker(args)
worker.run()
return 0
def start_list_exchanges(args: Dict[str, Any]) -> None:
"""
Print available exchanges
@@ -57,7 +68,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
def start_create_userdir(args: Dict[str, Any]) -> None:
"""
Create "user_data" directory to contain user data strategies, hyperopts, ...)
Create "user_data" directory to contain user data strategies, hyperopt, ...)
:param args: Cli args from Arguments()
:return: None
"""