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working on backtesting BASE64 encoded strategies

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This commit is contained in:
Gert Wohlgemuth
2018-05-21 20:48:35 -07:00
parent 4e31b4c9ee
commit c25aa22690
5 changed files with 184 additions and 77 deletions
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39
freqtrade/strategy/resolver.py
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@@ -6,6 +6,7 @@ This module load custom strategies
import importlib.util
import inspect
import logging
from base64 import urlsafe_b64decode
from collections import OrderedDict
from typing import Optional, Dict, Type
@@ -88,15 +89,16 @@ class StrategyResolver(object):
# Add extra strategy directory on top of search paths
abs_paths.insert(0, extra_dir)
try:
# check if given strategy matches an url
logger.debug("requesting remote strategy from {}".format(strategy_name))
resp = requests.get(strategy_name, stream=True)
if resp.status_code == 200:
temp = Path(tempfile.mkdtemp("freq", "strategy"))
name = os.path.basename(urlparse(strategy_name).path)
# check if the given strategy is provided as name, value pair
# where the value is the strategy encoded in base 64
if ":" in strategy_name:
strat = strategy_name.split(":")
temp.joinpath(name).write_text(resp.text)
if len(strat) == 2:
temp = Path(tempfile.mkdtemp("freq", "strategy"))
name = strat[0] + ".py"
temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
temp.joinpath("__init__.py").touch()
strategy_name = os.path.splitext(name)[0]
@@ -104,8 +106,25 @@ class StrategyResolver(object):
# register temp path with the bot
abs_paths.insert(0, temp.absolute())
except requests.RequestException:
logger.debug("received error trying to fetch strategy remotely, carry on!")
# check if given strategy matches an url
else:
try:
logger.debug("requesting remote strategy from {}".format(strategy_name))
resp = requests.get(strategy_name, stream=True)
if resp.status_code == 200:
temp = Path(tempfile.mkdtemp("freq", "strategy"))
name = os.path.basename(urlparse(strategy_name).path)
temp.joinpath(name).write_text(resp.text)
temp.joinpath("__init__.py").touch()
strategy_name = os.path.splitext(name)[0]
# register temp path with the bot
abs_paths.insert(0, temp.absolute())
except requests.RequestException:
logger.debug("received error trying to fetch strategy remotely, carry on!")
for path in abs_paths:
strategy = self._search_strategy(path, strategy_name)