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Convert StrategyLoader to static loader

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This commit is contained in:
Matthias
2019-12-23 10:23:48 +01:00
parent 6d5aca4f32
commit c6d2233978
8 changed files with 116 additions and 112 deletions
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2
freqtrade/freqtradebot.py
View File

@@ -55,7 +55,7 @@ class FreqtradeBot:
self.heartbeat_interval = self.config.get('internals', {}).get('heartbeat_interval', 60)
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
# Check config consistency here since strategies can set certain options
validate_config_consistency(config)

4
freqtrade/optimize/backtesting.py
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@@ -75,12 +75,12 @@ class Backtesting:
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
self.strategylist.append(StrategyResolver.load_strategy(stratconf))
validate_config_consistency(stratconf)
else:
# No strategy list specified, only one strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
self.strategylist.append(StrategyResolver.load_strategy(self.config))
validate_config_consistency(self.config)
if "ticker_interval" not in self.config:

2
freqtrade/optimize/edge_cli.py
View File

@@ -34,7 +34,7 @@ class EdgeCli:
remove_credentials(self.config)
self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
self.exchange = Exchange(self.config)
self.strategy = StrategyResolver(self.config).strategy
self.strategy = StrategyResolver.load_strategy(self.config)
validate_config_consistency(self.config)

2
freqtrade/plot/plotting.py
View File

@@ -340,7 +340,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
- Generate plot files
:return: None
"""
strategy = StrategyResolver(config).strategy
strategy = StrategyResolver.load_strategy(config)
plot_elements = init_plotscript(config)
trades = plot_elements['trades']

65
freqtrade/resolvers/strategy_resolver.py
View File

@@ -20,12 +20,11 @@ logger = logging.getLogger(__name__)
class StrategyResolver(IResolver):
"""
This class contains all the logic to load custom strategy class
This class contains the logic to load custom strategy class
"""
__slots__ = ['strategy']
def __init__(self, config: Optional[Dict] = None) -> None:
@staticmethod
def load_strategy(config: Optional[Dict] = None) -> IStrategy:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
@@ -37,9 +36,9 @@ class StrategyResolver(IResolver):
"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'))
strategy: IStrategy = StrategyResolver._load_strategy(
strategy_name, config=config,
extra_dir=config.get('strategy_path'))
# make sure ask_strategy dict is available
if 'ask_strategy' not in config:
@@ -68,9 +67,11 @@ class StrategyResolver(IResolver):
]
for attribute, default, ask_strategy in attributes:
if ask_strategy:
self._override_attribute_helper(config['ask_strategy'], attribute, default)
StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
attribute, default)
else:
self._override_attribute_helper(config, attribute, default)
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
# Loop this list again to have output combined
for attribute, _, exp in attributes:
@@ -80,14 +81,16 @@ class StrategyResolver(IResolver):
logger.info("Strategy using %s: %s", attribute, config[attribute])
# Sort and apply type conversions
self.strategy.minimal_roi = OrderedDict(sorted(
{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
strategy.minimal_roi = OrderedDict(sorted(
{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
key=lambda t: t[0]))
self.strategy.stoploss = float(self.strategy.stoploss)
strategy.stoploss = float(strategy.stoploss)
self._strategy_sanity_validations()
StrategyResolver._strategy_sanity_validations(strategy)
return strategy
def _override_attribute_helper(self, config, attribute: str, default):
@staticmethod
def _override_attribute_helper(strategy, config, attribute: str, default):
"""
Override attributes in the strategy.
Prevalence:
@@ -96,30 +99,32 @@ class StrategyResolver(IResolver):
- default (if not None)
"""
if attribute in config:
setattr(self.strategy, attribute, config[attribute])
setattr(strategy, attribute, config[attribute])
logger.info("Override strategy '%s' with value in config file: %s.",
attribute, config[attribute])
elif hasattr(self.strategy, attribute):
val = getattr(self.strategy, attribute)
elif hasattr(strategy, attribute):
val = getattr(strategy, attribute)
# None's cannot exist in the config, so do not copy them
if val is not None:
config[attribute] = val
# Explicitly check for None here as other "falsy" values are possible
elif default is not None:
setattr(self.strategy, attribute, default)
setattr(strategy, attribute, default)
config[attribute] = default
def _strategy_sanity_validations(self):
if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
@staticmethod
def _strategy_sanity_validations(strategy):
if not all(k in strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-types mapping is incomplete.")
if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
if not all(k in strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-time-in-force mapping is incomplete.")
def _load_strategy(
self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
@staticmethod
def _load_strategy(strategy_name: str,
config: dict, extra_dir: Optional[str] = None) -> IStrategy:
"""
Search and loads the specified strategy.
:param strategy_name: name of the module to import
@@ -129,9 +134,9 @@ class StrategyResolver(IResolver):
"""
current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
abs_paths = self.build_search_paths(config, current_path=current_path,
user_subdir=constants.USERPATH_STRATEGY,
extra_dir=extra_dir)
abs_paths = IResolver.build_search_paths(config, current_path=current_path,
user_subdir=constants.USERPATH_STRATEGY,
extra_dir=extra_dir)
if ":" in strategy_name:
logger.info("loading base64 encoded strategy")
@@ -149,8 +154,8 @@ class StrategyResolver(IResolver):
# register temp path with the bot
abs_paths.insert(0, temp.resolve())
strategy = self._load_object(paths=abs_paths, object_type=IStrategy,
object_name=strategy_name, kwargs={'config': config})
strategy = IResolver._load_object(paths=abs_paths, object_type=IStrategy,
object_name=strategy_name, kwargs={'config': config})
if strategy:
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)

6
freqtrade/templates/strategy_analysis_example.ipynb
View File

@@ -73,9 +73,9 @@
"source": [
"# Load strategy using values set above\n",
"from freqtrade.resolvers import StrategyResolver\n",
"strategy = StrategyResolver({'strategy': strategy_name,\n",
" 'user_data_dir': user_data_dir,\n",
" 'strategy_path': strategy_location}).strategy\n",
"strategy = StrategyResolver.load_strategy({'strategy': strategy_name,\n",
" 'user_data_dir': user_data_dir,\n",
" 'strategy_path': strategy_location})\n",
"\n",
"# Generate buy/sell signals using strategy\n",
"df = strategy.analyze_ticker(candles, {'pair': pair})\n",