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Merge branch 'develop' into data_handler

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This commit is contained in:
Matthias
2020-02-09 15:16:43 +01:00
parent 1b9af9d2d8 f41de38498
commit d65a06947d
74 changed files with 1078 additions and 408 deletions
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1
freqtrade/commands/__init__.py
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@@ -15,6 +15,7 @@ from freqtrade.commands.deploy_commands import (start_create_userdir,
from freqtrade.commands.hyperopt_commands import (start_hyperopt_list,
start_hyperopt_show)
from freqtrade.commands.list_commands import (start_list_exchanges,
start_list_hyperopts,
start_list_markets,
start_list_strategies,
start_list_timeframes)

24
freqtrade/commands/arguments.py
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@@ -32,6 +32,8 @@ ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column"]
ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column"]
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
@@ -66,9 +68,9 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable", "print_c
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
"print_json", "hyperopt_show_no_header"]
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data",
"list-timeframes", "list-markets", "list-pairs",
"list-strategies", "hyperopt-list", "hyperopt-show",
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
"list-markets", "list-pairs", "list-strategies",
"list-hyperopts", "hyperopt-list", "hyperopt-show",
"plot-dataframe", "plot-profit"]
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
@@ -137,9 +139,10 @@ class Arguments:
from freqtrade.commands import (start_create_userdir, start_convert_data,
start_download_data,
start_hyperopt_list, start_hyperopt_show,
start_list_exchanges, start_list_markets,
start_list_strategies, start_new_hyperopt,
start_new_strategy, start_list_timeframes,
start_list_exchanges, start_list_hyperopts,
start_list_markets, start_list_strategies,
start_list_timeframes,
start_new_hyperopt, start_new_strategy,
start_plot_dataframe, start_plot_profit,
start_backtesting, start_hyperopt, start_edge,
start_test_pairlist, start_trading)
@@ -203,6 +206,15 @@ class Arguments:
list_strategies_cmd.set_defaults(func=start_list_strategies)
self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
# Add list-hyperopts subcommand
list_hyperopts_cmd = subparsers.add_parser(
'list-hyperopts',
help='Print available hyperopt classes.',
parents=[_common_parser],
)
list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
# Add list-exchanges subcommand
list_exchanges_cmd = subparsers.add_parser(
'list-exchanges',

2
freqtrade/commands/cli_options.py
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@@ -256,7 +256,7 @@ AVAILABLE_CLI_OPTIONS = {
help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
'Different functions can generate completely different results, '
'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily.'
'(default: `%(default)s`).',
metavar='NAME',
default=constants.DEFAULT_HYPEROPT_LOSS,

13
freqtrade/commands/data_commands.py
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@@ -39,26 +39,31 @@ def start_download_data(args: Dict[str, Any]) -> None:
pairs_not_available: List[str] = []
# Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
# Manual validations of relevant settings
exchange.validate_pairs(config['pairs'])
for timeframe in config['timeframes']:
exchange.validate_timeframes(timeframe)
try:
if config.get('download_trades'):
pairs_not_available = refresh_backtest_trades_data(
exchange, pairs=config["pairs"], datadir=config['datadir'],
timerange=timerange, erase=config.get("erase"),
timerange=timerange, erase=bool(config.get("erase")),
data_format=config['dataformat_trades'])
# Convert downloaded trade data to different timeframes
convert_trades_to_ohlcv(
pairs=config["pairs"], timeframes=config["timeframes"],
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"),
datadir=config['datadir'], timerange=timerange, erase=bool(config.get("erase")),
data_format_ohlcv=config['dataformat_ohlcv'],
data_format_trades=config['dataformat_trades'],
)
else:
pairs_not_available = refresh_backtest_ohlcv_data(
exchange, pairs=config["pairs"], timeframes=config["timeframes"],
datadir=config['datadir'], timerange=timerange, erase=config.get("erase"),
datadir=config['datadir'], timerange=timerange, erase=bool(config.get("erase")),
data_format=config['dataformat_ohlcv'])
except KeyboardInterrupt:

8
freqtrade/commands/deploy_commands.py
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@@ -6,7 +6,7 @@ from typing import Any, Dict
from freqtrade.configuration import setup_utils_configuration
from freqtrade.configuration.directory_operations import (copy_sample_files,
create_userdata_dir)
from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGY
from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
from freqtrade.exceptions import OperationalException
from freqtrade.misc import render_template
from freqtrade.state import RunMode
@@ -28,7 +28,7 @@ def start_create_userdir(args: Dict[str, Any]) -> None:
sys.exit(1)
def deploy_new_strategy(strategy_name, strategy_path: Path, subtemplate: str):
def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: str) -> None:
"""
Deploy new strategy from template to strategy_path
"""
@@ -57,7 +57,7 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
if args["strategy"] == "DefaultStrategy":
raise OperationalException("DefaultStrategy is not allowed as name.")
new_path = config['user_data_dir'] / USERPATH_STRATEGY / (args["strategy"] + ".py")
new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args["strategy"] + ".py")
if new_path.exists():
raise OperationalException(f"`{new_path}` already exists. "
@@ -69,7 +69,7 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
raise OperationalException("`new-strategy` requires --strategy to be set.")
def deploy_new_hyperopt(hyperopt_name, hyperopt_path: Path, subtemplate: str):
def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: str) -> None:
"""
Deploys a new hyperopt template to hyperopt_path
"""

26
freqtrade/commands/list_commands.py
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@@ -9,7 +9,7 @@ import rapidjson
from tabulate import tabulate
from freqtrade.configuration import setup_utils_configuration
from freqtrade.constants import USERPATH_STRATEGY
from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
market_is_active, symbol_is_pair)
@@ -38,11 +38,11 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
def start_list_strategies(args: Dict[str, Any]) -> None:
"""
Print Strategies available in a directory
Print files with Strategy custom classes available in the directory
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGY))
directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
strategies = StrategyResolver.search_all_objects(directory)
# Sort alphabetically
strategies = sorted(strategies, key=lambda x: x['name'])
@@ -54,6 +54,26 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
print(tabulate(strats_to_print, headers='keys', tablefmt='pipe'))
def start_list_hyperopts(args: Dict[str, Any]) -> None:
"""
Print files with HyperOpt custom classes available in the directory
"""
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
directory = Path(config.get('hyperopt_path', config['user_data_dir'] / USERPATH_HYPEROPTS))
hyperopts = HyperOptResolver.search_all_objects(directory)
# Sort alphabetically
hyperopts = sorted(hyperopts, key=lambda x: x['name'])
hyperopts_to_print = [{'name': s['name'], 'location': s['location'].name} for s in hyperopts]
if args['print_one_column']:
print('\n'.join([s['name'] for s in hyperopts]))
else:
print(tabulate(hyperopts_to_print, headers='keys', tablefmt='pipe'))
def start_list_timeframes(args: Dict[str, Any]) -> None:
"""
Print ticker intervals (timeframes) available on Exchange

2
freqtrade/commands/plot_commands.py
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@@ -5,7 +5,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.state import RunMode
def validate_plot_args(args: Dict[str, Any]):
def validate_plot_args(args: Dict[str, Any]) -> None:
if not args.get('datadir') and not args.get('config'):
raise OperationalException(
"You need to specify either `--datadir` or `--config` "

4
freqtrade/commands/trade_commands.py
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@@ -10,8 +10,10 @@ def start_trading(args: Dict[str, Any]) -> int:
"""
Main entry point for trading mode
"""
# Import here to avoid loading worker module when it's not used
from freqtrade.worker import Worker
# Load and run worker
# Create and run worker
worker = None
try:
worker = Worker(args)