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fixing issues of the maintainer

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found a bug meaning elts could contain lists of elts (now recurively gone through)

Next in line: writing tests based on StrategyUpdater.update_code
This commit is contained in:
hippocritical 2022-12-29 22:17:52 +01:00
parent 70e9fa6136
commit c6f045afa9
3 changed files with 228 additions and 216 deletions
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6
freqtrade/commands/strategy_utils_commands.py
View File

@ -17,7 +17,7 @@ def start_strategy_update(args: Dict[str, Any]) -> None:
"""
# Import here to avoid loading backtesting module when it's not used
from freqtrade.strategy.strategy_updater import strategy_updater
from freqtrade.strategy.strategyupdater import StrategyUpdater
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
@ -33,5 +33,5 @@ def start_strategy_update(args: Dict[str, Any]) -> None:
for filtered_strategy_obj in filtered_strategy_objs:
# Initialize backtesting object
instance_strategy_updater = strategy_updater()
strategy_updater.start(instance_strategy_updater, filtered_strategy_obj)
instance_strategy_updater = StrategyUpdater()
StrategyUpdater.start(instance_strategy_updater, config, filtered_strategy_obj)

213
freqtrade/strategy/strategy_updater.py
View File

@ -1,213 +0,0 @@
import ast
import os
import shutil
class strategy_updater:
name_mapping = {
'ticker_interval': 'timeframe',
'buy': 'enter_long',
'sell': 'exit_long',
'buy_tag': 'enter_tag',
'sell_reason': 'exit_reason',
'sell_signal': 'exit_signal',
'custom_sell': 'custom_exit',
'force_sell': 'force_exit',
'emergency_sell': 'emergency_exit',
# Strategy/config settings:
'use_sell_signal': 'use_exit_signal',
'sell_profit_only': 'exit_profit_only',
'sell_profit_offset': 'exit_profit_offset',
'ignore_roi_if_buy_signal': 'ignore_roi_if_entry_signal',
'forcebuy_enable': 'force_entry_enable',
}
function_mapping = {
'populate_buy_trend': 'populate_entry_trend',
'populate_sell_trend': 'populate_exit_trend',
'custom_sell': 'custom_exit',
'check_buy_timeout': 'check_entry_timeout',
'check_sell_timeout': 'check_exit_timeout',
# '': '',
}
# order_time_in_force, order_types, unfilledtimeout
otif_ot_unfilledtimeout = {
'buy': 'entry',
'sell': 'exit',
}
# create a dictionary that maps the old column names to the new ones
rename_dict = {'buy': 'enter_long', 'sell': 'exit_long', 'buy_tag': 'enter_tag'}
def start(self, strategy_obj: dict) -> None:
"""
Run strategy updater
It updates a strategy to v3 with the help of the ast-module
:return: None
"""
self.cwd = os.getcwd()
self.strategies_backup_folder = f'{os.getcwd()}user_data/strategies_orig_updater'
source_file = strategy_obj['location']
# read the file
with open(source_file, 'r') as f:
old_code = f.read()
if not os.path.exists(self.strategies_backup_folder):
os.makedirs(self.strategies_backup_folder)
# backup original
# => currently no date after the filename,
# could get overridden pretty fast if this is fired twice!
shutil.copy(source_file, f"{self.strategies_backup_folder}/{strategy_obj['location_rel']}")
# update the code
new_code = strategy_updater.update_code(self, old_code,
strategy_updater.name_mapping,
strategy_updater.function_mapping,
strategy_updater.rename_dict)
# write the modified code to the destination folder
with open(source_file, 'w') as f:
f.write(new_code)
print(f"conversion of file {source_file} successful.")
# define the function to update the code
def update_code(self, code, _name_mapping, _function_mapping, _rename_dict):
# parse the code into an AST
tree = ast.parse(code)
# use the AST to update the code
updated_code = strategy_updater.modify_ast(
tree,
_name_mapping,
_function_mapping,
_rename_dict)
# return the modified code without executing it
return updated_code
# function that uses the ast module to update the code
def modify_ast(node, _name_mapping, _function_mapping, _rename_dict): # noqa
# create a visitor that will update the names and functions
class NameUpdater(ast.NodeTransformer):
def generic_visit(self, node):
# traverse the AST recursively by calling the visitor method for each child node
if hasattr(node, "_fields"):
for field_name, field_value in ast.iter_fields(node):
self.check_fields(field_value)
self.check_strategy_and_config_settings(field_value)
# add this check to handle the case where field_value is a slice
if isinstance(field_value, ast.Slice):
self.visit(field_value)
# add this check to handle the case where field_value is a target
if isinstance(field_value, ast.expr_context):
self.visit(field_value)
def check_fields(self, field_value):
if isinstance(field_value, list):
for item in field_value:
if isinstance(item, ast.AST):
self.visit(item)
def check_strategy_and_config_settings(self, field_value):
if (isinstance(field_value, ast.AST) and
hasattr(node, "targets") and
isinstance(node.targets, list)):
for target in node.targets:
if (hasattr(target, "id") and
(target.id == "order_time_in_force" or
target.id == "order_types" or
target.id == "unfilledtimeout") and
hasattr(field_value, "keys") and
isinstance(field_value.keys, list)):
for key in field_value.keys:
self.visit(key)
def visit_Name(self, node):
# if the name is in the mapping, update it
if node.id in _name_mapping:
node.id = _name_mapping[node.id]
return node
def visit_Import(self, node):
# do not update the names in import statements
return node
def visit_ImportFrom(self, node):
# do not update the names in import statements
if hasattr(node, "module"):
if node.module == "freqtrade.strategy.hyper":
node.module = "freqtrade.strategy"
return node
def visit_FunctionDef(self, node):
# if the function name is in the mapping, update it
if node.name in _function_mapping:
node.name = _function_mapping[node.name]
return self.generic_visit(node)
def visit_Attribute(self, node):
# if the attribute name is 'nr_of_successful_buys',
# update it to 'nr_of_successful_entries'
if isinstance(node.value, ast.Name) and \
node.value.id == 'trades' and \
node.attr == 'nr_of_successful_buys':
node.attr = 'nr_of_successful_entries'
return self.generic_visit(node)
def visit_ClassDef(self, node):
# check if the class is derived from IStrategy
if any(isinstance(base, ast.Name) and
base.id == 'IStrategy' for base in node.bases):
# check if the INTERFACE_VERSION variable exists
has_interface_version = any(
isinstance(child, ast.Assign) and
isinstance(child.targets[0], ast.Name) and
child.targets[0].id == 'INTERFACE_VERSION'
for child in node.body
)
# if the INTERFACE_VERSION variable does not exist, add it as the first child
if not has_interface_version:
node.body.insert(0, ast.parse('INTERFACE_VERSION = 3').body[0])
# otherwise, update its value to 3
else:
for child in node.body:
if isinstance(child, ast.Assign) and \
isinstance(child.targets[0], ast.Name) and \
child.targets[0].id == 'INTERFACE_VERSION':
child.value = ast.parse('3').body[0].value
return self.generic_visit(node)
def visit_Subscript(self, node):
if isinstance(node.slice, ast.Constant):
if node.slice.value in strategy_updater.rename_dict:
# Replace the slice attributes with the values from rename_dict
node.slice.value = strategy_updater.rename_dict[node.slice.value]
if hasattr(node.slice, "elts"):
for elt in node.slice.elts:
if isinstance(elt, ast.Constant) and \
elt.value in strategy_updater.rename_dict:
elt.value = strategy_updater.rename_dict[elt.value]
return node
def visit_Constant(self, node):
# do not update the names in import statements
if node.value in \
strategy_updater.otif_ot_unfilledtimeout:
node.value = \
strategy_updater.otif_ot_unfilledtimeout[node.value]
return node
# use the visitor to update the names and functions in the AST
NameUpdater().visit(node)
# first fix the comments so it understands "\n" properly inside multi line comments.
ast.fix_missing_locations(node)
ast.increment_lineno(node, n=1)
# generate the new code from the updated AST
return ast.unparse(node)

225
freqtrade/strategy/strategyupdater.py Normal file
View File

@ -0,0 +1,225 @@
import ast
import os
import shutil
from pathlib import Path
import astor
class StrategyUpdater:
name_mapping = {
'ticker_interval': 'timeframe',
'buy': 'enter_long',
'sell': 'exit_long',
'buy_tag': 'enter_tag',
'sell_reason': 'exit_reason',
'sell_signal': 'exit_signal',
'custom_sell': 'custom_exit',
'force_sell': 'force_exit',
'emergency_sell': 'emergency_exit',
# Strategy/config settings:
'use_sell_signal': 'use_exit_signal',
'sell_profit_only': 'exit_profit_only',
'sell_profit_offset': 'exit_profit_offset',
'ignore_roi_if_buy_signal': 'ignore_roi_if_entry_signal',
'forcebuy_enable': 'force_entry_enable',
}
function_mapping = {
'populate_buy_trend': 'populate_entry_trend',
'populate_sell_trend': 'populate_exit_trend',
'custom_sell': 'custom_exit',
'check_buy_timeout': 'check_entry_timeout',
'check_sell_timeout': 'check_exit_timeout',
# '': '',
}
# order_time_in_force, order_types, unfilledtimeout
otif_ot_unfilledtimeout = {
'buy': 'entry',
'sell': 'exit',
}
# create a dictionary that maps the old column names to the new ones
rename_dict = {'buy': 'enter_long', 'sell': 'exit_long', 'buy_tag': 'enter_tag'}
def start(self, config, strategy_obj: dict) -> None:
"""
Run strategy updater
It updates a strategy to v3 with the help of the ast-module
:return: None
"""
source_file = strategy_obj['location']
strategies_backup_folder = Path.joinpath(config['user_data_dir'], "strategies_orig_updater")
target_file = Path.joinpath(strategies_backup_folder, strategy_obj['location_rel'])
# read the file
with open(source_file, 'r') as f:
old_code = f.read()
if not os.path.exists(strategies_backup_folder):
os.makedirs(strategies_backup_folder)
# backup original
# => currently no date after the filename,
# could get overridden pretty fast if this is fired twice!
# The folder is always the same and the file name too (currently).
shutil.copy(source_file, target_file)
# update the code
new_code = StrategyUpdater.update_code(self, old_code)
# write the modified code to the destination folder
with open(source_file, 'w') as f:
f.write(new_code)
print(f"conversion of file {source_file} successful.")
# define the function to update the code
def update_code(self, code):
# parse the code into an AST
tree = ast.parse(code)
# use the AST to update the code
updated_code = self.modify_ast(
tree)
# return the modified code without executing it
return updated_code
# function that uses the ast module to update the code
def modify_ast(self, tree): # noqa
# use the visitor to update the names and functions in the AST
NameUpdater().visit(tree)
# first fix the comments, so it understands "\n" properly inside multi line comments.
ast.fix_missing_locations(tree)
ast.increment_lineno(tree, n=1)
# generate the new code from the updated AST
return astor.to_source(tree)
# Here we go through each respective node, slice, elt, key ... to replace outdated entries.
class NameUpdater(ast.NodeTransformer):
def generic_visit(self, node):
# traverse the AST recursively by calling the visitor method for each child node
if hasattr(node, "_fields"):
for field_name, field_value in ast.iter_fields(node):
self.visit(field_value)
self.generic_visit(field_value)
self.check_fields(field_value)
self.check_strategy_and_config_settings(node, field_value)
# add this check to handle the case where field_value is a slice
if isinstance(field_value, ast.Slice):
self.visit(field_value)
# add this check to handle the case where field_value is a target
if isinstance(field_value, ast.expr_context):
self.visit(field_value)
def check_fields(self, field_value):
if isinstance(field_value, list):
for item in field_value:
if isinstance(item, ast.AST):
self.visit(item)
def check_strategy_and_config_settings(self, node, field_value):
if (isinstance(field_value, ast.AST) and
hasattr(node, "targets") and
isinstance(node.targets, list)):
for target in node.targets:
if (hasattr(target, "id") and
hasattr(field_value, "keys") and
isinstance(field_value.keys, list)):
if (target.id == "order_time_in_force" or
target.id == "order_types" or
target.id == "unfilledtimeout"):
for key in field_value.keys:
self.visit(key)
# Check if the target is a Subscript object with a "value" attribute
if isinstance(target, ast.Subscript) and hasattr(target.value, "attr"):
if target.value.attr == "loc":
self.visit(target)
def visit_Name(self, node):
# if the name is in the mapping, update it
if node.id in StrategyUpdater.name_mapping:
node.id = StrategyUpdater.name_mapping[node.id]
return node
def visit_Import(self, node):
# do not update the names in import statements
return node
def visit_ImportFrom(self, node):
# do not update the names in import statements
if hasattr(node, "module"):
if node.module == "freqtrade.strategy.hyper":
node.module = "freqtrade.strategy"
return node
def visit_FunctionDef(self, node):
# if the function name is in the mapping, update it
if node.name in StrategyUpdater.function_mapping:
node.name = StrategyUpdater.function_mapping[node.name]
return self.generic_visit(node)
def visit_Attribute(self, node):
# if the attribute name is 'nr_of_successful_buys',
# update it to 'nr_of_successful_entries'
if isinstance(node.value, ast.Name) and \
node.value.id == 'trades' and \
node.attr == 'nr_of_successful_buys':
node.attr = 'nr_of_successful_entries'
return self.generic_visit(node)
def visit_ClassDef(self, node):
# check if the class is derived from IStrategy
if any(isinstance(base, ast.Name) and
base.id == 'IStrategy' for base in node.bases):
# check if the INTERFACE_VERSION variable exists
has_interface_version = any(
isinstance(child, ast.Assign) and
isinstance(child.targets[0], ast.Name) and
child.targets[0].id == 'INTERFACE_VERSION'
for child in node.body
)
# if the INTERFACE_VERSION variable does not exist, add it as the first child
if not has_interface_version:
node.body.insert(0, ast.parse('INTERFACE_VERSION = 3').body[0])
# otherwise, update its value to 3
else:
for child in node.body:
if isinstance(child, ast.Assign) and \
isinstance(child.targets[0], ast.Name) and \
child.targets[0].id == 'INTERFACE_VERSION':
child.value = ast.parse('3').body[0].value
return self.generic_visit(node)
def visit_Subscript(self, node):
if isinstance(node.slice, ast.Constant):
if node.slice.value in StrategyUpdater.rename_dict:
# Replace the slice attributes with the values from rename_dict
node.slice.value = StrategyUpdater.rename_dict[node.slice.value]
if hasattr(node.slice, "elts"):
self.visit_slice_elts(node.slice.elts)
if hasattr(node.slice.value, "elts"):
self.visit_slice_elts(node.slice.value.elts)
return node
# elts can have elts (technically recursively)
def visit_slice_elts(self, elts):
for elt in elts:
if isinstance(elt, ast.Constant) and elt.value in StrategyUpdater.rename_dict:
elt.value = StrategyUpdater.rename_dict[elt.value]
elif hasattr(elt, "elts"):
self.visit_slice_elts(elt.elts)
def visit_Constant(self, node):
# do not update the names in import statements
if node.value in \
StrategyUpdater.otif_ot_unfilledtimeout:
node.value = \
StrategyUpdater.otif_ot_unfilledtimeout[node.value]
return node