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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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65
freqtrade/resolvers/strategy_resolver.py
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@@ -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)