adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into pr/froggleston/7861

Browse Source
This commit is contained in:
Matthias
2023-03-19 15:00:20 +01:00
parent af6fc886f6 7aa56adf15
commit cd9c2c4c23
259 changed files with 23487 additions and 14834 deletions
Download Patch File Download Diff File Expand all files Collapse all files

1
freqtrade/commands/__init__.py
View File

@@ -22,5 +22,6 @@ from freqtrade.commands.optimize_commands import (start_backtesting, start_backt
start_edge, start_hyperopt)
from freqtrade.commands.pairlist_commands import start_test_pairlist
from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
from freqtrade.commands.strategy_utils_commands import start_strategy_update
from freqtrade.commands.trade_commands import start_trading
from freqtrade.commands.webserver_commands import start_webserver

0
freqtrade/commands/analyze_commands.py Executable file → Normal file
View File

17
freqtrade/commands/arguments.py
View File

@@ -112,10 +112,13 @@ ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
"list-markets", "list-pairs", "list-strategies", "list-freqaimodels",
"list-data", "hyperopt-list", "hyperopt-show", "backtest-filter",
"plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
"plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv",
"strategy-updater"]
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
ARGS_STRATEGY_UTILS = ["strategy_list", "strategy_path", "recursive_strategy_search"]
class Arguments:
"""
@@ -199,8 +202,8 @@ class Arguments:
start_list_freqAI_models, start_list_markets,
start_list_strategies, start_list_timeframes,
start_new_config, start_new_strategy, start_plot_dataframe,
start_plot_profit, start_show_trades, start_test_pairlist,
start_trading, start_webserver)
start_plot_profit, start_show_trades, start_strategy_update,
start_test_pairlist, start_trading, start_webserver)
subparsers = self.parser.add_subparsers(dest='command',
# Use custom message when no subhandler is added
@@ -441,3 +444,11 @@ class Arguments:
parents=[_common_parser])
webserver_cmd.set_defaults(func=start_webserver)
self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
# Add strategy_updater subcommand
strategy_updater_cmd = subparsers.add_parser('strategy-updater',
help='updates outdated strategy'
'files to the current version',
parents=[_common_parser])
strategy_updater_cmd.set_defaults(func=start_strategy_update)
self._build_args(optionlist=ARGS_STRATEGY_UTILS, parser=strategy_updater_cmd)

4
freqtrade/commands/build_config_commands.py
View File

@@ -108,7 +108,7 @@ def ask_user_config() -> Dict[str, Any]:
"binance",
"binanceus",
"bittrex",
"gateio",
"gate",
"huobi",
"kraken",
"kucoin",
@@ -123,7 +123,7 @@ def ask_user_config() -> Dict[str, Any]:
"message": "Do you want to trade Perpetual Swaps (perpetual futures)?",
"default": False,
"filter": lambda val: 'futures' if val else 'spot',
"when": lambda x: x["exchange_name"] in ['binance', 'gateio', 'okx'],
"when": lambda x: x["exchange_name"] in ['binance', 'gate', 'okx'],
},
{
"type": "autocomplete",

8
freqtrade/commands/cli_options.py
View File

@@ -251,7 +251,8 @@ AVAILABLE_CLI_OPTIONS = {
"spaces": Arg(
'--spaces',
help='Specify which parameters to hyperopt. Space-separated list.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection', 'default'],
choices=['all', 'buy', 'sell', 'roi', 'stoploss',
'trailing', 'protection', 'trades', 'default'],
nargs='+',
default='default',
),
@@ -632,10 +633,11 @@ AVAILABLE_CLI_OPTIONS = {
"1: by enter_tag, "
"2: by enter_tag and exit_tag, "
"3: by pair and enter_tag, "
"4: by pair, enter_ and exit_tag (this can get quite large)"),
"4: by pair, enter_ and exit_tag (this can get quite large), "
"5: by exit_tag"),
nargs='+',
default=[],
choices=['0', '1', '2', '3', '4'],
choices=['0', '1', '2', '3', '4', '5'],
),
"enter_reason_list": Arg(
"--enter-reason-list",

25
freqtrade/commands/data_commands.py
View File

@@ -5,7 +5,7 @@ from datetime import datetime, timedelta
from typing import Any, Dict, List
from freqtrade.configuration import TimeRange, setup_utils_configuration
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.constants import DATETIME_PRINT_FORMAT, Config
from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
refresh_backtest_trades_data)
@@ -14,20 +14,30 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange import market_is_active, timeframe_to_minutes
from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist, expand_pairlist
from freqtrade.resolvers import ExchangeResolver
from freqtrade.util.binance_mig import migrate_binance_futures_data
logger = logging.getLogger(__name__)
def _data_download_sanity(config: Config) -> None:
if 'days' in config and 'timerange' in config:
raise OperationalException("--days and --timerange are mutually exclusive. "
"You can only specify one or the other.")
if 'pairs' not in config:
raise OperationalException(
"Downloading data requires a list of pairs. "
"Please check the documentation on how to configure this.")
def start_download_data(args: Dict[str, Any]) -> None:
"""
Download data (former download_backtest_data.py script)
"""
config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
if 'days' in config and 'timerange' in config:
raise OperationalException("--days and --timerange are mutually exclusive. "
"You can only specify one or the other.")
_data_download_sanity(config)
timerange = TimeRange()
if 'days' in config:
time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
@@ -39,11 +49,6 @@ def start_download_data(args: Dict[str, Any]) -> None:
# Remove stake-currency to skip checks which are not relevant for datadownload
config['stake_currency'] = ''
if 'pairs' not in config:
raise OperationalException(
"Downloading data requires a list of pairs. "
"Please check the documentation on how to configure this.")
pairs_not_available: List[str] = []
# Init exchange
@@ -86,6 +91,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
"Please use `--dl-trades` instead for this exchange "
"(will unfortunately take a long time)."
)
migrate_binance_futures_data(config)
pairs_not_available = refresh_backtest_ohlcv_data(
exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
datadir=config['datadir'], timerange=timerange,
@@ -145,6 +151,7 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
if ohlcv:
migrate_binance_futures_data(config)
candle_types = [CandleType.from_string(ct) for ct in config.get('candle_types', ['spot'])]
for candle_type in candle_types:
convert_ohlcv_format(config,

12
freqtrade/commands/db_commands.py
View File

@@ -1,7 +1,7 @@
import logging
from typing import Any, Dict
from sqlalchemy import func
from sqlalchemy import func, select
from freqtrade.configuration.config_setup import setup_utils_configuration
from freqtrade.enums import RunMode
@@ -20,7 +20,7 @@ def start_convert_db(args: Dict[str, Any]) -> None:
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
init_db(config['db_url'])
session_target = Trade._session
session_target = Trade.session
init_db(config['db_url_from'])
logger.info("Starting db migration.")
@@ -36,16 +36,16 @@ def start_convert_db(args: Dict[str, Any]) -> None:
session_target.commit()
for pairlock in PairLock.query:
for pairlock in PairLock.get_all_locks():
pairlock_count += 1
make_transient(pairlock)
session_target.add(pairlock)
session_target.commit()
# Update sequences
max_trade_id = session_target.query(func.max(Trade.id)).scalar()
max_order_id = session_target.query(func.max(Order.id)).scalar()
max_pairlock_id = session_target.query(func.max(PairLock.id)).scalar()
max_trade_id = session_target.scalar(select(func.max(Trade.id)))
max_order_id = session_target.scalar(select(func.max(Order.id)))
max_pairlock_id = session_target.scalar(select(func.max(PairLock.id)))
set_sequence_ids(session_target.get_bind(),
trade_id=max_trade_id,

0
freqtrade/commands/hyperopt_commands.py Executable file → Normal file
View File

55
freqtrade/commands/strategy_utils_commands.py Normal file
View File

@@ -0,0 +1,55 @@
import logging
import sys
import time
from pathlib import Path
from typing import Any, Dict
from freqtrade.configuration import setup_utils_configuration
from freqtrade.enums import RunMode
from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.strategyupdater import StrategyUpdater
logger = logging.getLogger(__name__)
def start_strategy_update(args: Dict[str, Any]) -> None:
"""
Start the strategy updating script
:param args: Cli args from Arguments()
:return: None
"""
if sys.version_info == (3, 8): # pragma: no cover
sys.exit("Freqtrade strategy updater requires Python version >= 3.9")
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
strategy_objs = StrategyResolver.search_all_objects(
config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
filtered_strategy_objs = []
if args['strategy_list']:
filtered_strategy_objs = [
strategy_obj for strategy_obj in strategy_objs
if strategy_obj['name'] in args['strategy_list']
]
else:
# Use all available entries.
filtered_strategy_objs = strategy_objs
processed_locations = set()
for strategy_obj in filtered_strategy_objs:
if strategy_obj['location'] not in processed_locations:
processed_locations.add(strategy_obj['location'])
start_conversion(strategy_obj, config)
def start_conversion(strategy_obj, config):
print(f"Conversion of {Path(strategy_obj['location']).name} started.")
instance_strategy_updater = StrategyUpdater()
start = time.perf_counter()
instance_strategy_updater.start(config, strategy_obj)
elapsed = time.perf_counter() - start
print(f"Conversion of {Path(strategy_obj['location']).name} took {elapsed:.1f} seconds.")

8
freqtrade/commands/trade_commands.py
View File

@@ -1,4 +1,5 @@
import logging
import signal
from typing import Any, Dict
@@ -12,15 +13,20 @@ def start_trading(args: Dict[str, Any]) -> int:
# Import here to avoid loading worker module when it's not used
from freqtrade.worker import Worker
def term_handler(signum, frame):
# Raise KeyboardInterrupt - so we can handle it in the same way as Ctrl-C
raise KeyboardInterrupt()
# Create and run worker
worker = None
try:
signal.signal(signal.SIGTERM, term_handler)
worker = Worker(args)
worker.run()
except Exception as e:
logger.error(str(e))
logger.exception("Fatal exception!")
except KeyboardInterrupt:
except (KeyboardInterrupt):
logger.info('SIGINT received, aborting ...')
finally:
if worker: