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Merge pull request #5188 from freqtrade/move_config_settings

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Move ask_strategy config settings to root level
This commit is contained in:
Matthias
2021-06-27 11:30:50 +02:00
committed by GitHub
parent 34448fb87c 3f669147f1
commit ab07fb5b3f
19 changed files with 182 additions and 171 deletions
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2
freqtrade/configuration/config_validation.py
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@@ -150,7 +150,7 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
if not conf.get('edge', {}).get('enabled'):
return
if not conf.get('ask_strategy', {}).get('use_sell_signal', True):
if not conf.get('use_sell_signal', True):
raise OperationalException(
"Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
)

63
freqtrade/configuration/deprecated_settings.py
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@@ -3,7 +3,7 @@ Functions to handle deprecated settings
"""
import logging
from typing import Any, Dict
from typing import Any, Dict, Optional
from freqtrade.exceptions import OperationalException
@@ -12,23 +12,24 @@ logger = logging.getLogger(__name__)
def check_conflicting_settings(config: Dict[str, Any],
section1: str, name1: str,
section2: str, name2: str) -> None:
section1_config = config.get(section1, {})
section2_config = config.get(section2, {})
if name1 in section1_config and name2 in section2_config:
section_old: str, name_old: str,
section_new: Optional[str], name_new: str) -> None:
section_new_config = config.get(section_new, {}) if section_new else config
section_old_config = config.get(section_old, {})
if name_new in section_new_config and name_old in section_old_config:
new_name = f"{section_new}.{name_new}" if section_new else f"{name_new}"
raise OperationalException(
f"Conflicting settings `{section1}.{name1}` and `{section2}.{name2}` "
f"Conflicting settings `{new_name}` and `{section_old}.{name_old}` "
"(DEPRECATED) detected in the configuration file. "
"This deprecated setting will be removed in the next versions of Freqtrade. "
f"Please delete it from your configuration and use the `{section1}.{name1}` "
f"Please delete it from your configuration and use the `{new_name}` "
"setting instead."
)
def process_removed_setting(config: Dict[str, Any],
section1: str, name1: str,
section2: str, name2: str) -> None:
section2: Optional[str], name2: str) -> None:
"""
:param section1: Removed section
:param name1: Removed setting name
@@ -37,27 +38,32 @@ def process_removed_setting(config: Dict[str, Any],
"""
section1_config = config.get(section1, {})
if name1 in section1_config:
section_2 = f"{section2}.{name2}" if section2 else f"{name2}"
raise OperationalException(
f"Setting `{section1}.{name1}` has been moved to `{section2}.{name2}. "
f"Please delete it from your configuration and use the `{section2}.{name2}` "
f"Setting `{section1}.{name1}` has been moved to `{section_2}. "
f"Please delete it from your configuration and use the `{section_2}` "
"setting instead."
)
def process_deprecated_setting(config: Dict[str, Any],
section1: str, name1: str,
section2: str, name2: str) -> None:
section2_config = config.get(section2, {})
section_old: str, name_old: str,
section_new: Optional[str], name_new: str
) -> None:
check_conflicting_settings(config, section_old, name_old, section_new, name_new)
section_old_config = config.get(section_old, {})
if name2 in section2_config:
if name_old in section_old_config:
section_2 = f"{section_new}.{name_new}" if section_new else f"{name_new}"
logger.warning(
"DEPRECATED: "
f"The `{section2}.{name2}` setting is deprecated and "
f"The `{section_old}.{name_old}` setting is deprecated and "
"will be removed in the next versions of Freqtrade. "
f"Please use the `{section1}.{name1}` setting in your configuration instead."
f"Please use the `{section_2}` setting in your configuration instead."
)
section1_config = config.get(section1, {})
section1_config[name1] = section2_config[name2]
section_new_config = config.get(section_new, {}) if section_new else config
section_new_config[name_new] = section_old_config[name_old]
def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
@@ -65,15 +71,24 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
# Kept for future deprecated / moved settings
# check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
# 'experimental', 'use_sell_signal')
# process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
# 'experimental', 'use_sell_signal')
process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
None, 'use_sell_signal')
process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only',
None, 'sell_profit_only')
process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset',
None, 'sell_profit_offset')
process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
None, 'ignore_roi_if_buy_signal')
process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after',
None, 'ignore_buying_expired_candle_after')
# Legacy way - having them in experimental ...
process_removed_setting(config, 'experimental', 'use_sell_signal',
'ask_strategy', 'use_sell_signal')
None, 'use_sell_signal')
process_removed_setting(config, 'experimental', 'sell_profit_only',
'ask_strategy', 'sell_profit_only')
None, 'sell_profit_only')
process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal',
'ask_strategy', 'ignore_roi_if_buy_signal')
None, 'ignore_roi_if_buy_signal')
if (config.get('edge', {}).get('enabled', False)
and 'capital_available_percentage' in config.get('edge', {})):

9
freqtrade/constants.py
View File

@@ -134,6 +134,11 @@ CONF_SCHEMA = {
'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
'trailing_only_offset_is_reached': {'type': 'boolean'},
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'sell_profit_offset': {'type': 'number'},
'ignore_roi_if_buy_signal': {'type': 'boolean'},
'ignore_buying_expired_candle_after': {'type': 'number'},
'bot_name': {'type': 'string'},
'unfilledtimeout': {
'type': 'object',
@@ -177,10 +182,6 @@ CONF_SCHEMA = {
},
'use_order_book': {'type': 'boolean'},
'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'sell_profit_offset': {'type': 'number'},
'ignore_roi_if_buy_signal': {'type': 'boolean'}
},
'required': ['price_side']
},

6
freqtrade/freqtradebot.py
View File

@@ -684,10 +684,8 @@ class FreqtradeBot(LoggingMixin):
(buy, sell) = (False, False)
config_ask_strategy = self.config.get('ask_strategy', {})
if (config_ask_strategy.get('use_sell_signal', True) or
config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
if (self.config.get('use_sell_signal', True) or
self.config.get('ignore_roi_if_buy_signal', False)):
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)

8
freqtrade/optimize/optimize_reports.py
View File

@@ -378,10 +378,10 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False),
'use_custom_stoploss': config.get('use_custom_stoploss', False),
'minimal_roi': config['minimal_roi'],
'use_sell_signal': config['ask_strategy']['use_sell_signal'],
'sell_profit_only': config['ask_strategy']['sell_profit_only'],
'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
'use_sell_signal': config['use_sell_signal'],
'sell_profit_only': config['sell_profit_only'],
'sell_profit_offset': config['sell_profit_offset'],
'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
**daily_stats,
**trade_stats
}

64
freqtrade/resolvers/strategy_resolver.py
View File

@@ -45,10 +45,6 @@ class StrategyResolver(IResolver):
strategy_name, config=config,
extra_dir=config.get('strategy_path'))
# make sure ask_strategy dict is available
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
# Assign ticker_interval to timeframe to keep compatibility
if 'timeframe' not in config:
@@ -60,42 +56,36 @@ class StrategyResolver(IResolver):
# Set attributes
# Check if we need to override configuration
# (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, None),
("timeframe", None, None),
("stoploss", None, None),
("trailing_stop", None, None),
("trailing_stop_positive", None, None),
("trailing_stop_positive_offset", 0.0, None),
("trailing_only_offset_is_reached", None, None),
("use_custom_stoploss", None, None),
("process_only_new_candles", None, None),
("order_types", None, None),
("order_time_in_force", None, None),
("stake_currency", None, None),
("stake_amount", None, None),
("protections", None, None),
("startup_candle_count", None, None),
("unfilledtimeout", None, None),
("use_sell_signal", True, 'ask_strategy'),
("sell_profit_only", False, 'ask_strategy'),
("ignore_roi_if_buy_signal", False, 'ask_strategy'),
("sell_profit_offset", 0.0, 'ask_strategy'),
("disable_dataframe_checks", False, None),
("ignore_buying_expired_candle_after", 0, 'ask_strategy')
attributes = [("minimal_roi", {"0": 10.0}),
("timeframe", None),
("stoploss", None),
("trailing_stop", None),
("trailing_stop_positive", None),
("trailing_stop_positive_offset", 0.0),
("trailing_only_offset_is_reached", None),
("use_custom_stoploss", None),
("process_only_new_candles", None),
("order_types", None),
("order_time_in_force", None),
("stake_currency", None),
("stake_amount", None),
("protections", None),
("startup_candle_count", None),
("unfilledtimeout", None),
("use_sell_signal", True),
("sell_profit_only", False),
("ignore_roi_if_buy_signal", False),
("sell_profit_offset", 0.0),
("disable_dataframe_checks", False),
("ignore_buying_expired_candle_after", 0)
]
for attribute, default, subkey in attributes:
if subkey:
StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
attribute, default)
else:
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
for attribute, default in attributes:
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
# Loop this list again to have output combined
for attribute, _, subkey in attributes:
if subkey and attribute in config[subkey]:
logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
elif attribute in config:
for attribute, _ in attributes:
if attribute in config:
logger.info("Strategy using %s: %s", attribute, config[attribute])
StrategyResolver._normalize_attributes(strategy)

13
freqtrade/strategy/interface.py
View File

@@ -97,6 +97,11 @@ class IStrategy(ABC, HyperStrategyMixin):
# run "populate_indicators" only for new candle
process_only_new_candles: bool = False
use_sell_signal: bool
sell_profit_only: bool
sell_profit_offset: float
ignore_roi_if_buy_signal: bool
# Number of seconds after which the candle will no longer result in a buy on expired candles
ignore_buying_expired_candle_after: int = 0
@@ -543,10 +548,9 @@ class IStrategy(ABC, HyperStrategyMixin):
# Set current rate to high for backtesting sell
current_rate = high or rate
current_profit = trade.calc_profit_ratio(current_rate)
ask_strategy = self.config.get('ask_strategy', {})
# if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
roi_reached = (not (buy and ask_strategy.get('ignore_roi_if_buy_signal', False))
roi_reached = (not (buy and self.ignore_roi_if_buy_signal)
and self.min_roi_reached(trade=trade, current_profit=current_profit,
current_time=date))
@@ -556,11 +560,10 @@ class IStrategy(ABC, HyperStrategyMixin):
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
if (ask_strategy.get('sell_profit_only', False)
and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
if (self.sell_profit_only and current_profit <= self.sell_profit_offset):
# sell_profit_only and profit doesn't reach the offset - ignore sell signal
pass
elif ask_strategy.get('use_sell_signal', True) and not buy:
elif self.use_sell_signal and not buy:
if sell:
sell_signal = SellType.SELL_SIGNAL
else:

3
freqtrade/templates/base_config.json.j2
View File

@@ -26,9 +26,6 @@
"price_side": "ask",
"use_order_book": true,
"order_book_top": 1,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
{{ exchange | indent(4) }},
"pairlists": [