deformat
This commit is contained in:
orehunt
parent
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commit
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@ -15,7 +15,8 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
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ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
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ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount", "fee"]
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ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
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"max_open_trades", "stake_amount", "fee"]
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ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + [
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"position_stacking", "use_max_market_positions", "strategy_list", "export", "exportfilename"
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@ -38,10 +39,8 @@ ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
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ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
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ARGS_LIST_PAIRS = [
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"exchange", "print_list", "list_pairs_print_json", "print_one_column", "print_csv",
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"base_currencies", "quote_currencies", "list_pairs_all"
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]
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ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
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"print_csv", "base_currencies", "quote_currencies", "list_pairs_all"]
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ARGS_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pairs_print_json"]
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@ -56,38 +55,30 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
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ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
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ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
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ARGS_DOWNLOAD_DATA = [
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"pairs", "pairs_file", "days", "download_trades", "exchange", "timeframes", "erase",
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"dataformat_ohlcv", "dataformat_trades"
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]
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ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
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"timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
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ARGS_PLOT_DATAFRAME = [
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"pairs", "indicators1", "indicators2", "plot_limit", "db_url", "trade_source", "export",
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"exportfilename", "timerange", "ticker_interval"
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]
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ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
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"db_url", "trade_source", "export", "exportfilename",
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"timerange", "ticker_interval"]
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ARGS_PLOT_PROFIT = [
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"pairs", "timerange", "export", "exportfilename", "db_url", "trade_source", "ticker_interval"
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]
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ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
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"trade_source", "ticker_interval"]
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ARGS_HYPEROPT_LIST = [
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"hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_list_min_trades",
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"hyperopt_list_max_trades", "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
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"hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
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"hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit", "print_colorized",
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"print_json", "hyperopt_list_no_details"
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]
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ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
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"hyperopt_list_min_trades", "hyperopt_list_max_trades",
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"hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
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"hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
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"hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
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"print_colorized", "print_json", "hyperopt_list_no_details"]
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ARGS_HYPEROPT_SHOW = [
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"hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index", "print_json",
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"hyperopt_show_no_header"
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]
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ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
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"print_json", "hyperopt_show_no_header"]
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NO_CONF_REQURIED = [
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"convert-data", "convert-trade-data", "download-data", "list-timeframes", "list-markets",
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"list-pairs", "list-strategies", "list-hyperopts", "hyperopt-list", "hyperopt-show",
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"plot-dataframe", "plot-profit"
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]
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NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
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"list-markets", "list-pairs", "list-strategies",
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"list-hyperopts", "hyperopt-list", "hyperopt-show",
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"plot-dataframe", "plot-profit"]
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NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
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@ -96,6 +87,7 @@ class Arguments:
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"""
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Arguments Class. Manage the arguments received by the cli
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"""
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def __init__(self, args: Optional[List[str]]) -> None:
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self.args = args
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self._parsed_arg: Optional[argparse.Namespace] = None
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@ -164,70 +156,70 @@ class Arguments:
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self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
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self._build_args(optionlist=['version'], parser=self.parser)
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from freqtrade.commands import (
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start_create_userdir, start_convert_data, start_download_data, start_hyperopt_list,
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start_hyperopt_show, start_list_exchanges, start_list_hyperopts, start_list_markets,
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start_list_strategies, start_list_timeframes, start_new_config, start_new_hyperopt,
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start_new_strategy, start_plot_dataframe, start_plot_profit, start_backtesting,
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start_hyperopt, start_edge, start_test_pairlist, start_trading)
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from freqtrade.commands import (start_create_userdir, start_convert_data,
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start_download_data,
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start_hyperopt_list, start_hyperopt_show,
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start_list_exchanges, start_list_hyperopts,
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start_list_markets, start_list_strategies,
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start_list_timeframes, start_new_config,
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start_new_hyperopt, start_new_strategy,
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start_plot_dataframe, start_plot_profit,
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start_backtesting, start_hyperopt, start_edge,
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start_test_pairlist, start_trading)
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subparsers = self.parser.add_subparsers(
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dest='command',
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# Use custom message when no subhandler is added
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# shown from `main.py`
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# required=True
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)
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subparsers = self.parser.add_subparsers(dest='command',
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# Use custom message when no subhandler is added
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# shown from `main.py`
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# required=True
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)
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# Add trade subcommand
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trade_cmd = subparsers.add_parser('trade',
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help='Trade module.',
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trade_cmd = subparsers.add_parser('trade', help='Trade module.',
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parents=[_common_parser, _strategy_parser])
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trade_cmd.set_defaults(func=start_trading)
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self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
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# Add backtesting subcommand
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backtesting_cmd = subparsers.add_parser('backtesting',
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help='Backtesting module.',
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backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
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parents=[_common_parser, _strategy_parser])
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backtesting_cmd.set_defaults(func=start_backtesting)
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self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
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# Add edge subcommand
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edge_cmd = subparsers.add_parser('edge',
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help='Edge module.',
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edge_cmd = subparsers.add_parser('edge', help='Edge module.',
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parents=[_common_parser, _strategy_parser])
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edge_cmd.set_defaults(func=start_edge)
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self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
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# Add hyperopt subcommand
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hyperopt_cmd = subparsers.add_parser(
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'hyperopt',
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help='Hyperopt module.',
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parents=[_common_parser, _strategy_parser],
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)
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hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
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parents=[_common_parser, _strategy_parser],
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)
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hyperopt_cmd.set_defaults(func=start_hyperopt)
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self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
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# add create-userdir subcommand
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create_userdir_cmd = subparsers.add_parser(
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'create-userdir',
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help="Create user-data directory.",
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)
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create_userdir_cmd = subparsers.add_parser('create-userdir',
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help="Create user-data directory.",
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)
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create_userdir_cmd.set_defaults(func=start_create_userdir)
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self._build_args(optionlist=ARGS_CREATE_USERDIR, parser=create_userdir_cmd)
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# add new-config subcommand
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build_config_cmd = subparsers.add_parser('new-config', help="Create new config")
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build_config_cmd = subparsers.add_parser('new-config',
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help="Create new config")
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build_config_cmd.set_defaults(func=start_new_config)
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self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
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# add new-strategy subcommand
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build_strategy_cmd = subparsers.add_parser('new-strategy', help="Create new strategy")
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build_strategy_cmd = subparsers.add_parser('new-strategy',
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help="Create new strategy")
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build_strategy_cmd.set_defaults(func=start_new_strategy)
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self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd)
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# add new-hyperopt subcommand
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build_hyperopt_cmd = subparsers.add_parser('new-hyperopt', help="Create new hyperopt")
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build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
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help="Create new hyperopt")
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build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
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self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
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@ -13,7 +13,8 @@ def check_int_positive(value: str) -> int:
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raise ValueError
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except ValueError:
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raise ArgumentTypeError(
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f"{value} is invalid for this parameter, should be a positive integer value")
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f"{value} is invalid for this parameter, should be a positive integer value"
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)
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return uint
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@ -24,7 +25,8 @@ def check_int_nonzero(value: str) -> int:
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raise ValueError
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except ValueError:
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raise ArgumentTypeError(
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f"{value} is invalid for this parameter, should be a non-zero integer value")
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f"{value} is invalid for this parameter, should be a non-zero integer value"
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)
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return uint
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@ -38,32 +40,25 @@ class Arg:
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# List of available command line options
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AVAILABLE_CLI_OPTIONS = {
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# Common options
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"verbosity":
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Arg(
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'-v',
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'--verbose',
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"verbosity": Arg(
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'-v', '--verbose',
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help='Verbose mode (-vv for more, -vvv to get all messages).',
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action='count',
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default=0,
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),
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"logfile":
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Arg(
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"logfile": Arg(
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'--logfile',
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help="Log to the file specified. Special values are: 'syslog', 'journald'. "
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"See the documentation for more details.",
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"See the documentation for more details.",
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metavar='FILE',
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),
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"version":
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Arg(
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'-V',
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'--version',
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"version": Arg(
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'-V', '--version',
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action='version',
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version=f'%(prog)s {__version__}',
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),
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"config":
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Arg(
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'-c',
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'--config',
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"config": Arg(
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'-c', '--config',
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help=f'Specify configuration file (default: `userdir/{constants.DEFAULT_CONFIG}` '
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f'or `config.json` whichever exists). '
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f'Multiple --config options may be used. '
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@ -71,105 +66,84 @@ AVAILABLE_CLI_OPTIONS = {
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action='append',
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metavar='PATH',
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),
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"datadir":
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Arg(
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'-d',
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'--datadir',
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"datadir": Arg(
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'-d', '--datadir',
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help='Path to directory with historical backtesting data.',
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metavar='PATH',
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),
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"user_data_dir":
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Arg(
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'--userdir',
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'--user-data-dir',
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"user_data_dir": Arg(
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'--userdir', '--user-data-dir',
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help='Path to userdata directory.',
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metavar='PATH',
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),
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"reset":
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Arg(
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"reset": Arg(
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'--reset',
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help='Reset sample files to their original state.',
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action='store_true',
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),
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# Main options
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"strategy":
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Arg(
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'-s',
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'--strategy',
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"strategy": Arg(
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'-s', '--strategy',
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help='Specify strategy class name which will be used by the bot.',
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metavar='NAME',
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),
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"strategy_path":
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Arg(
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"strategy_path": Arg(
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'--strategy-path',
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help='Specify additional strategy lookup path.',
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metavar='PATH',
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),
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"db_url":
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Arg(
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"db_url": Arg(
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'--db-url',
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help=f'Override trades database URL, this is useful in custom deployments '
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f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
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f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
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metavar='PATH',
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),
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"sd_notify":
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Arg(
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"sd_notify": Arg(
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'--sd-notify',
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help='Notify systemd service manager.',
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action='store_true',
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),
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"dry_run":
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Arg(
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"dry_run": Arg(
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'--dry-run',
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help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
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action='store_true',
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),
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# Optimize common
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"ticker_interval":
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Arg(
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'-i',
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'--ticker-interval',
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"ticker_interval": Arg(
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'-i', '--ticker-interval',
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help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
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),
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"timerange":
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Arg(
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"timerange": Arg(
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'--timerange',
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help='Specify what timerange of data to use.',
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),
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"max_open_trades":
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Arg(
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"max_open_trades": Arg(
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'--max-open-trades',
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help='Override the value of the `max_open_trades` configuration setting.',
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type=int,
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metavar='INT',
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),
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"stake_amount":
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Arg(
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"stake_amount": Arg(
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'--stake-amount',
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help='Override the value of the `stake_amount` configuration setting.',
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type=float,
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),
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# Backtesting
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"position_stacking":
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Arg(
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'--eps',
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'--enable-position-stacking',
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"position_stacking": Arg(
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'--eps', '--enable-position-stacking',
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help='Allow buying the same pair multiple times (position stacking).',
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action='store_true',
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default=False,
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),
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"use_max_market_positions":
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Arg(
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'--dmmp',
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'--disable-max-market-positions',
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"use_max_market_positions": Arg(
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'--dmmp', '--disable-max-market-positions',
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help='Disable applying `max_open_trades` during backtest '
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'(same as setting `max_open_trades` to a very high number).',
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action='store_false',
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default=True,
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),
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"strategy_list":
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Arg(
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"strategy_list": Arg(
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'--strategy-list',
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help='Provide a space-separated list of strategies to backtest. '
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'Please note that ticker-interval needs to be set either in config '
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@ -178,52 +152,44 @@ AVAILABLE_CLI_OPTIONS = {
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'(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
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nargs='+',
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),
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"export":
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Arg(
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"export": Arg(
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'--export',
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help='Export backtest results, argument are: trades. '
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'Example: `--export=trades`',
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),
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"exportfilename":
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Arg(
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"exportfilename": Arg(
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'--export-filename',
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help='Save backtest results to the file with this filename. '
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'Requires `--export` to be set as well. '
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'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
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metavar='PATH',
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),
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"fee":
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Arg(
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"fee": Arg(
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'--fee',
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help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
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type=float,
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metavar='FLOAT',
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),
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# Edge
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"stoploss_range":
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Arg(
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"stoploss_range": Arg(
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'--stoplosses',
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help='Defines a range of stoploss values against which edge will assess the strategy. '
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'The format is "min,max,step" (without any space). '
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'Example: `--stoplosses=-0.01,-0.1,-0.001`',
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),
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# Hyperopt
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"hyperopt":
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Arg(
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"hyperopt": Arg(
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'--hyperopt',
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help='Specify hyperopt class name which will be used by the bot.',
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metavar='NAME',
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),
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"hyperopt_path":
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Arg(
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"hyperopt_path": Arg(
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'--hyperopt-path',
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help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
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metavar='PATH',
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),
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"epochs":
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Arg(
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'-e',
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'--epochs',
|
||||
"epochs": Arg(
|
||||
'-e', '--epochs',
|
||||
help='Specify number of epochs (default: %(default)d).',
|
||||
type=check_int_positive,
|
||||
metavar='INT',
|
||||
@ -260,32 +226,27 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
nargs='+',
|
||||
default='default',
|
||||
),
|
||||
"print_all":
|
||||
Arg(
|
||||
"print_all": Arg(
|
||||
'--print-all',
|
||||
help='Print all results, not only the best ones.',
|
||||
action='store_true',
|
||||
default=False,
|
||||
),
|
||||
"print_colorized":
|
||||
Arg(
|
||||
"print_colorized": Arg(
|
||||
'--no-color',
|
||||
help='Disable colorization of hyperopt results. May be useful if you are '
|
||||
'redirecting output to a file.',
|
||||
action='store_false',
|
||||
default=True,
|
||||
),
|
||||
"print_json":
|
||||
Arg(
|
||||
"print_json": Arg(
|
||||
'--print-json',
|
||||
help='Print best result detailization in JSON format.',
|
||||
action='store_true',
|
||||
default=False,
|
||||
),
|
||||
"hyperopt_jobs":
|
||||
Arg(
|
||||
'-j',
|
||||
'--job-workers',
|
||||
"hyperopt_jobs": Arg(
|
||||
'-j', '--job-workers',
|
||||
help='The number of concurrently running jobs for hyperoptimization '
|
||||
'(hyperopt worker processes). '
|
||||
'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
|
||||
@ -294,15 +255,13 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
metavar='JOBS',
|
||||
default=-1,
|
||||
),
|
||||
"hyperopt_random_state":
|
||||
Arg(
|
||||
"hyperopt_random_state": Arg(
|
||||
'--random-state',
|
||||
help='Set random state to some positive integer for reproducible hyperopt results.',
|
||||
type=check_int_positive,
|
||||
metavar='INT',
|
||||
),
|
||||
"hyperopt_min_trades":
|
||||
Arg(
|
||||
"hyperopt_min_trades": Arg(
|
||||
'--min-trades',
|
||||
help="Set minimal desired number of trades for evaluations in the hyperopt "
|
||||
"optimization path (default: 1).",
|
||||
@ -310,16 +269,14 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
metavar='INT',
|
||||
default=1,
|
||||
),
|
||||
"hyperopt_continue":
|
||||
Arg(
|
||||
"hyperopt_continue": Arg(
|
||||
"--continue",
|
||||
help="Continue hyperopt from previous runs. "
|
||||
"By default, temporary files will be removed and hyperopt will start from scratch.",
|
||||
default=False,
|
||||
action='store_true',
|
||||
),
|
||||
"hyperopt_loss":
|
||||
Arg(
|
||||
"hyperopt_loss": Arg(
|
||||
'--hyperopt-loss',
|
||||
help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
|
||||
'Different functions can generate completely different results, '
|
||||
@ -331,143 +288,121 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
default=constants.DEFAULT_HYPEROPT_LOSS,
|
||||
),
|
||||
# List exchanges
|
||||
"print_one_column":
|
||||
Arg(
|
||||
'-1',
|
||||
'--one-column',
|
||||
"print_one_column": Arg(
|
||||
'-1', '--one-column',
|
||||
help='Print output in one column.',
|
||||
action='store_true',
|
||||
),
|
||||
"list_exchanges_all":
|
||||
Arg(
|
||||
'-a',
|
||||
'--all',
|
||||
"list_exchanges_all": Arg(
|
||||
'-a', '--all',
|
||||
help='Print all exchanges known to the ccxt library.',
|
||||
action='store_true',
|
||||
),
|
||||
# List pairs / markets
|
||||
"list_pairs_all":
|
||||
Arg(
|
||||
'-a',
|
||||
'--all',
|
||||
"list_pairs_all": Arg(
|
||||
'-a', '--all',
|
||||
help='Print all pairs or market symbols. By default only active '
|
||||
'ones are shown.',
|
||||
'ones are shown.',
|
||||
action='store_true',
|
||||
),
|
||||
"print_list":
|
||||
Arg(
|
||||
"print_list": Arg(
|
||||
'--print-list',
|
||||
help='Print list of pairs or market symbols. By default data is '
|
||||
'printed in the tabular format.',
|
||||
'printed in the tabular format.',
|
||||
action='store_true',
|
||||
),
|
||||
"list_pairs_print_json":
|
||||
Arg(
|
||||
"list_pairs_print_json": Arg(
|
||||
'--print-json',
|
||||
help='Print list of pairs or market symbols in JSON format.',
|
||||
action='store_true',
|
||||
default=False,
|
||||
),
|
||||
"print_csv":
|
||||
Arg(
|
||||
"print_csv": Arg(
|
||||
'--print-csv',
|
||||
help='Print exchange pair or market data in the csv format.',
|
||||
action='store_true',
|
||||
),
|
||||
"quote_currencies":
|
||||
Arg(
|
||||
"quote_currencies": Arg(
|
||||
'--quote',
|
||||
help='Specify quote currency(-ies). Space-separated list.',
|
||||
nargs='+',
|
||||
metavar='QUOTE_CURRENCY',
|
||||
),
|
||||
"base_currencies":
|
||||
Arg(
|
||||
"base_currencies": Arg(
|
||||
'--base',
|
||||
help='Specify base currency(-ies). Space-separated list.',
|
||||
nargs='+',
|
||||
metavar='BASE_CURRENCY',
|
||||
),
|
||||
# Script options
|
||||
"pairs":
|
||||
Arg(
|
||||
'-p',
|
||||
'--pairs',
|
||||
"pairs": Arg(
|
||||
'-p', '--pairs',
|
||||
help='Show profits for only these pairs. Pairs are space-separated.',
|
||||
nargs='+',
|
||||
),
|
||||
# Download data
|
||||
"pairs_file":
|
||||
Arg(
|
||||
"pairs_file": Arg(
|
||||
'--pairs-file',
|
||||
help='File containing a list of pairs to download.',
|
||||
metavar='FILE',
|
||||
),
|
||||
"days":
|
||||
Arg(
|
||||
"days": Arg(
|
||||
'--days',
|
||||
help='Download data for given number of days.',
|
||||
type=check_int_positive,
|
||||
metavar='INT',
|
||||
),
|
||||
"download_trades":
|
||||
Arg(
|
||||
"download_trades": Arg(
|
||||
'--dl-trades',
|
||||
help='Download trades instead of OHLCV data. The bot will resample trades to the '
|
||||
'desired timeframe as specified as --timeframes/-t.',
|
||||
'desired timeframe as specified as --timeframes/-t.',
|
||||
action='store_true',
|
||||
),
|
||||
"format_from":
|
||||
Arg(
|
||||
"format_from": Arg(
|
||||
'--format-from',
|
||||
help='Source format for data conversion.',
|
||||
choices=constants.AVAILABLE_DATAHANDLERS,
|
||||
required=True,
|
||||
),
|
||||
"format_to":
|
||||
Arg(
|
||||
"format_to": Arg(
|
||||
'--format-to',
|
||||
help='Destination format for data conversion.',
|
||||
choices=constants.AVAILABLE_DATAHANDLERS,
|
||||
required=True,
|
||||
),
|
||||
"dataformat_ohlcv":
|
||||
Arg('--data-format-ohlcv',
|
||||
"dataformat_ohlcv": Arg(
|
||||
'--data-format-ohlcv',
|
||||
help='Storage format for downloaded ohlcv data. (default: `%(default)s`).',
|
||||
choices=constants.AVAILABLE_DATAHANDLERS,
|
||||
default='json'),
|
||||
"dataformat_trades":
|
||||
Arg('--data-format-trades',
|
||||
default='json'
|
||||
),
|
||||
"dataformat_trades": Arg(
|
||||
'--data-format-trades',
|
||||
help='Storage format for downloaded trades data. (default: `%(default)s`).',
|
||||
choices=constants.AVAILABLE_DATAHANDLERS,
|
||||
default='jsongz'),
|
||||
"exchange":
|
||||
Arg(
|
||||
default='jsongz'
|
||||
),
|
||||
"exchange": Arg(
|
||||
'--exchange',
|
||||
help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
|
||||
f'Only valid if no config is provided.',
|
||||
),
|
||||
"timeframes":
|
||||
Arg(
|
||||
'-t',
|
||||
'--timeframes',
|
||||
"timeframes": Arg(
|
||||
'-t', '--timeframes',
|
||||
help=f'Specify which tickers to download. Space-separated list. '
|
||||
f'Default: `1m 5m`.',
|
||||
choices=[
|
||||
'1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w'
|
||||
],
|
||||
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
|
||||
'6h', '8h', '12h', '1d', '3d', '1w'],
|
||||
default=['1m', '5m'],
|
||||
nargs='+',
|
||||
),
|
||||
"erase":
|
||||
Arg(
|
||||
"erase": Arg(
|
||||
'--erase',
|
||||
help='Clean all existing data for the selected exchange/pairs/timeframes.',
|
||||
action='store_true',
|
||||
),
|
||||
# Templating options
|
||||
"template":
|
||||
Arg(
|
||||
"template": Arg(
|
||||
'--template',
|
||||
help='Use a template which is either `minimal` or '
|
||||
'`full` (containing multiple sample indicators). Default: `%(default)s`.',
|
||||
@ -475,22 +410,19 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
default='full',
|
||||
),
|
||||
# Plot dataframe
|
||||
"indicators1":
|
||||
Arg(
|
||||
"indicators1": Arg(
|
||||
'--indicators1',
|
||||
help='Set indicators from your strategy you want in the first row of the graph. '
|
||||
"Space-separated list. Example: `ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.",
|
||||
nargs='+',
|
||||
),
|
||||
"indicators2":
|
||||
Arg(
|
||||
"indicators2": Arg(
|
||||
'--indicators2',
|
||||
help='Set indicators from your strategy you want in the third row of the graph. '
|
||||
"Space-separated list. Example: `fastd fastk`. Default: `['macd', 'macdsignal']`.",
|
||||
nargs='+',
|
||||
),
|
||||
"plot_limit":
|
||||
Arg(
|
||||
"plot_limit": Arg(
|
||||
'--plot-limit',
|
||||
help='Specify tick limit for plotting. Notice: too high values cause huge files. '
|
||||
'Default: %(default)s.',
|
||||
@ -498,8 +430,7 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
metavar='INT',
|
||||
default=750,
|
||||
),
|
||||
"trade_source":
|
||||
Arg(
|
||||
"trade_source": Arg(
|
||||
'--trade-source',
|
||||
help='Specify the source for trades (Can be DB or file (backtest file)) '
|
||||
'Default: %(default)s',
|
||||
@ -507,90 +438,76 @@ AVAILABLE_CLI_OPTIONS = {
|
||||
default="file",
|
||||
),
|
||||
# hyperopt-list, hyperopt-show
|
||||
"hyperopt_list_profitable":
|
||||
Arg(
|
||||
"hyperopt_list_profitable": Arg(
|
||||
'--profitable',
|
||||
help='Select only profitable epochs.',
|
||||
action='store_true',
|
||||
),
|
||||
"hyperopt_list_best":
|
||||
Arg(
|
||||
"hyperopt_list_best": Arg(
|
||||
'--best',
|
||||
help='Select only best epochs.',
|
||||
action='store_true',
|
||||
),
|
||||
"hyperopt_list_min_trades":
|
||||
Arg(
|
||||
"hyperopt_list_min_trades": Arg(
|
||||
'--min-trades',
|
||||
help='Select epochs with more than INT trades.',
|
||||
type=check_int_positive,
|
||||
metavar='INT',
|
||||
),
|
||||
"hyperopt_list_max_trades":
|
||||
Arg(
|
||||
"hyperopt_list_max_trades": Arg(
|
||||
'--max-trades',
|
||||
help='Select epochs with less than INT trades.',
|
||||
type=check_int_positive,
|
||||
metavar='INT',
|
||||
),
|
||||
"hyperopt_list_min_avg_time":
|
||||
Arg(
|
||||
"hyperopt_list_min_avg_time": Arg(
|
||||
'--min-avg-time',
|
||||
help='Select epochs on above average time.',
|
||||
type=float,
|
||||
metavar='FLOAT',
|
||||
),
|
||||
"hyperopt_list_max_avg_time":
|
||||
Arg(
|
||||
"hyperopt_list_max_avg_time": Arg(
|
||||
'--max-avg-time',
|
||||
help='Select epochs on under average time.',
|
||||
type=float,
|
||||
metavar='FLOAT',
|
||||
),
|
||||
"hyperopt_list_min_avg_profit":
|
||||
Arg(
|
||||
"hyperopt_list_min_avg_profit": Arg(
|
||||
'--min-avg-profit',
|
||||
help='Select epochs on above average profit.',
|
||||
type=float,
|
||||
metavar='FLOAT',
|
||||
),
|
||||
"hyperopt_list_max_avg_profit":
|
||||
Arg(
|
||||
"hyperopt_list_max_avg_profit": Arg(
|
||||
'--max-avg-profit',
|
||||
help='Select epochs on below average profit.',
|
||||
type=float,
|
||||
metavar='FLOAT',
|
||||
),
|
||||
"hyperopt_list_min_total_profit":
|
||||
Arg(
|
||||
"hyperopt_list_min_total_profit": Arg(
|
||||
'--min-total-profit',
|
||||
help='Select epochs on above total profit.',
|
||||
type=float,
|
||||
metavar='FLOAT',
|
||||
),
|
||||
"hyperopt_list_max_total_profit":
|
||||
Arg(
|
||||
"hyperopt_list_max_total_profit": Arg(
|
||||
'--max-total-profit',
|
||||
help='Select epochs on below total profit.',
|
||||
type=float,
|
||||
metavar='FLOAT',
|
||||
),
|
||||
"hyperopt_list_no_details":
|
||||
Arg(
|
||||
"hyperopt_list_no_details": Arg(
|
||||
'--no-details',
|
||||
help='Do not print best epoch details.',
|
||||
action='store_true',
|
||||
),
|
||||
"hyperopt_show_index":
|
||||
Arg(
|
||||
'-n',
|
||||
'--index',
|
||||
"hyperopt_show_index": Arg(
|
||||
'-n', '--index',
|
||||
help='Specify the index of the epoch to print details for.',
|
||||
type=check_int_nonzero,
|
||||
metavar='INT',
|
||||
),
|
||||
"hyperopt_show_no_header":
|
||||
Arg(
|
||||
"hyperopt_show_no_header": Arg(
|
||||
'--no-header',
|
||||
help='Do not print epoch details header.',
|
||||
action='store_true',
|
||||
|
||||
@ -10,7 +10,8 @@ from typing import Any, Callable, Dict, List, Optional
|
||||
from freqtrade import constants
|
||||
from freqtrade.configuration.check_exchange import check_exchange
|
||||
from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
|
||||
from freqtrade.configuration.directory_operations import (create_datadir, create_userdata_dir)
|
||||
from freqtrade.configuration.directory_operations import (create_datadir,
|
||||
create_userdata_dir)
|
||||
from freqtrade.configuration.load_config import load_config_file
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.loggers import setup_logging
|
||||
@ -25,6 +26,7 @@ class Configuration:
|
||||
Class to read and init the bot configuration
|
||||
Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
|
||||
"""
|
||||
|
||||
def __init__(self, args: Dict[str, Any], runmode: RunMode = None) -> None:
|
||||
self.args = args
|
||||
self.config: Optional[Dict[str, Any]] = None
|
||||
@ -150,12 +152,11 @@ class Configuration:
|
||||
if self.args.get("strategy") or not config.get('strategy'):
|
||||
config.update({'strategy': self.args.get("strategy")})
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='strategy_path',
|
||||
self._args_to_config(config, argname='strategy_path',
|
||||
logstring='Using additional Strategy lookup path: {}')
|
||||
|
||||
if ('db_url' in self.args and self.args["db_url"]
|
||||
and self.args["db_url"] != constants.DEFAULT_DB_PROD_URL):
|
||||
if ('db_url' in self.args and self.args["db_url"] and
|
||||
self.args["db_url"] != constants.DEFAULT_DB_PROD_URL):
|
||||
config.update({'db_url': self.args["db_url"]})
|
||||
logger.info('Parameter --db-url detected ...')
|
||||
|
||||
@ -193,23 +194,20 @@ class Configuration:
|
||||
logger.info('Using data directory: %s ...', config.get('datadir'))
|
||||
|
||||
if self.args.get('exportfilename'):
|
||||
self._args_to_config(config,
|
||||
argname='exportfilename',
|
||||
self._args_to_config(config, argname='exportfilename',
|
||||
logstring='Storing backtest results to {} ...')
|
||||
else:
|
||||
config['exportfilename'] = (config['user_data_dir'] /
|
||||
'backtest_results/backtest-result.json')
|
||||
config['exportfilename'] = (config['user_data_dir']
|
||||
/ 'backtest_results/backtest-result.json')
|
||||
|
||||
def _process_optimize_options(self, config: Dict[str, Any]) -> None:
|
||||
|
||||
# This will override the strategy configuration
|
||||
self._args_to_config(config,
|
||||
argname='ticker_interval',
|
||||
self._args_to_config(config, argname='ticker_interval',
|
||||
logstring='Parameter -i/--ticker-interval detected ... '
|
||||
'Using ticker_interval: {} ...')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='position_stacking',
|
||||
self._args_to_config(config, argname='position_stacking',
|
||||
logstring='Parameter --enable-position-stacking detected ...')
|
||||
|
||||
# Setting max_open_trades to infinite if -1
|
||||
@ -222,39 +220,31 @@ class Configuration:
|
||||
logger.info('max_open_trades set to unlimited ...')
|
||||
elif 'max_open_trades' in self.args and self.args["max_open_trades"]:
|
||||
config.update({'max_open_trades': self.args["max_open_trades"]})
|
||||
logger.info(
|
||||
'Parameter --max-open-trades detected, '
|
||||
'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
|
||||
logger.info('Parameter --max-open-trades detected, '
|
||||
'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
|
||||
elif config['runmode'] in NON_UTIL_MODES:
|
||||
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='stake_amount',
|
||||
self._args_to_config(config, argname='stake_amount',
|
||||
logstring='Parameter --stake-amount detected, '
|
||||
'overriding stake_amount to: {} ...')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='fee',
|
||||
self._args_to_config(config, argname='fee',
|
||||
logstring='Parameter --fee detected, '
|
||||
'setting fee to: {} ...')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='timerange',
|
||||
self._args_to_config(config, argname='timerange',
|
||||
logstring='Parameter --timerange detected: {} ...')
|
||||
|
||||
self._process_datadir_options(config)
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='strategy_list',
|
||||
logstring='Using strategy list of {} strategies',
|
||||
logfun=len)
|
||||
self._args_to_config(config, argname='strategy_list',
|
||||
logstring='Using strategy list of {} strategies', logfun=len)
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='ticker_interval',
|
||||
self._args_to_config(config, argname='ticker_interval',
|
||||
logstring='Overriding ticker interval with Command line argument')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='export',
|
||||
self._args_to_config(config, argname='export',
|
||||
logstring='Parameter --export detected: {} ...')
|
||||
|
||||
# Edge section:
|
||||
@ -266,14 +256,13 @@ class Configuration:
|
||||
logger.info('Parameter --stoplosses detected: %s ...', self.args["stoploss_range"])
|
||||
|
||||
# Hyperopt section
|
||||
self._args_to_config(config, argname='hyperopt', logstring='Using Hyperopt class name: {}')
|
||||
self._args_to_config(config, argname='hyperopt',
|
||||
logstring='Using Hyperopt class name: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_path',
|
||||
self._args_to_config(config, argname='hyperopt_path',
|
||||
logstring='Using additional Hyperopt lookup path: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='epochs',
|
||||
self._args_to_config(config, argname='epochs',
|
||||
logstring='Parameter --epochs detected ... '
|
||||
'Will run Hyperopt with for {} epochs ...')
|
||||
self._args_to_config(config,
|
||||
@ -290,8 +279,7 @@ class Configuration:
|
||||
argname='spaces',
|
||||
logstring='Parameter -s/--spaces detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='print_all',
|
||||
self._args_to_config(config, argname='print_all',
|
||||
logstring='Parameter --print-all detected ...')
|
||||
|
||||
if 'print_colorized' in self.args and not self.args["print_colorized"]:
|
||||
@ -300,115 +288,100 @@ class Configuration:
|
||||
else:
|
||||
config.update({'print_colorized': True})
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='print_json',
|
||||
self._args_to_config(config, argname='print_json',
|
||||
logstring='Parameter --print-json detected ...')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_jobs',
|
||||
self._args_to_config(config, argname='hyperopt_jobs',
|
||||
logstring='Parameter -j/--job-workers detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_random_state',
|
||||
self._args_to_config(config, argname='hyperopt_random_state',
|
||||
logstring='Parameter --random-state detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_min_trades',
|
||||
self._args_to_config(config, argname='hyperopt_min_trades',
|
||||
logstring='Parameter --min-trades detected: {}')
|
||||
|
||||
self._args_to_config(config, argname='hyperopt_continue', logstring='Hyperopt continue: {}')
|
||||
self._args_to_config(config, argname='hyperopt_continue',
|
||||
logstring='Hyperopt continue: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_loss',
|
||||
self._args_to_config(config, argname='hyperopt_loss',
|
||||
logstring='Using Hyperopt loss class name: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_show_index',
|
||||
self._args_to_config(config, argname='hyperopt_show_index',
|
||||
logstring='Parameter -n/--index detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_best',
|
||||
self._args_to_config(config, argname='hyperopt_list_best',
|
||||
logstring='Parameter --best detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_profitable',
|
||||
self._args_to_config(config, argname='hyperopt_list_profitable',
|
||||
logstring='Parameter --profitable detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_min_trades',
|
||||
self._args_to_config(config, argname='hyperopt_list_min_trades',
|
||||
logstring='Parameter --min-trades detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_max_trades',
|
||||
self._args_to_config(config, argname='hyperopt_list_max_trades',
|
||||
logstring='Parameter --max-trades detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_min_avg_time',
|
||||
self._args_to_config(config, argname='hyperopt_list_min_avg_time',
|
||||
logstring='Parameter --min-avg-time detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_max_avg_time',
|
||||
self._args_to_config(config, argname='hyperopt_list_max_avg_time',
|
||||
logstring='Parameter --max-avg-time detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_min_avg_profit',
|
||||
self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
|
||||
logstring='Parameter --min-avg-profit detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_max_avg_profit',
|
||||
self._args_to_config(config, argname='hyperopt_list_max_avg_profit',
|
||||
logstring='Parameter --max-avg-profit detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_min_total_profit',
|
||||
self._args_to_config(config, argname='hyperopt_list_min_total_profit',
|
||||
logstring='Parameter --min-total-profit detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_max_total_profit',
|
||||
self._args_to_config(config, argname='hyperopt_list_max_total_profit',
|
||||
logstring='Parameter --max-total-profit detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_list_no_details',
|
||||
self._args_to_config(config, argname='hyperopt_list_no_details',
|
||||
logstring='Parameter --no-details detected: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='hyperopt_show_no_header',
|
||||
self._args_to_config(config, argname='hyperopt_show_no_header',
|
||||
logstring='Parameter --no-header detected: {}')
|
||||
|
||||
def _process_plot_options(self, config: Dict[str, Any]) -> None:
|
||||
|
||||
self._args_to_config(config, argname='pairs', logstring='Using pairs {}')
|
||||
self._args_to_config(config, argname='pairs',
|
||||
logstring='Using pairs {}')
|
||||
|
||||
self._args_to_config(config, argname='indicators1', logstring='Using indicators1: {}')
|
||||
self._args_to_config(config, argname='indicators1',
|
||||
logstring='Using indicators1: {}')
|
||||
|
||||
self._args_to_config(config, argname='indicators2', logstring='Using indicators2: {}')
|
||||
self._args_to_config(config, argname='indicators2',
|
||||
logstring='Using indicators2: {}')
|
||||
|
||||
self._args_to_config(config, argname='plot_limit', logstring='Limiting plot to: {}')
|
||||
self._args_to_config(config, argname='trade_source', logstring='Using trades from: {}')
|
||||
self._args_to_config(config, argname='plot_limit',
|
||||
logstring='Limiting plot to: {}')
|
||||
self._args_to_config(config, argname='trade_source',
|
||||
logstring='Using trades from: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='erase',
|
||||
self._args_to_config(config, argname='erase',
|
||||
logstring='Erase detected. Deleting existing data.')
|
||||
|
||||
self._args_to_config(config, argname='timeframes', logstring='timeframes --timeframes: {}')
|
||||
self._args_to_config(config, argname='timeframes',
|
||||
logstring='timeframes --timeframes: {}')
|
||||
|
||||
self._args_to_config(config, argname='days', logstring='Detected --days: {}')
|
||||
self._args_to_config(config, argname='days',
|
||||
logstring='Detected --days: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='download_trades',
|
||||
self._args_to_config(config, argname='download_trades',
|
||||
logstring='Detected --dl-trades: {}')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='dataformat_ohlcv',
|
||||
self._args_to_config(config, argname='dataformat_ohlcv',
|
||||
logstring='Using "{}" to store OHLCV data.')
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='dataformat_trades',
|
||||
self._args_to_config(config, argname='dataformat_trades',
|
||||
logstring='Using "{}" to store trades data.')
|
||||
|
||||
def _process_runmode(self, config: Dict[str, Any]) -> None:
|
||||
|
||||
self._args_to_config(config,
|
||||
argname='dry_run',
|
||||
self._args_to_config(config, argname='dry_run',
|
||||
logstring='Parameter --dry-run detected, '
|
||||
'overriding dry_run to: {} ...')
|
||||
|
||||
@ -419,11 +392,8 @@ class Configuration:
|
||||
|
||||
config.update({'runmode': self.runmode})
|
||||
|
||||
def _args_to_config(self,
|
||||
config: Dict[str, Any],
|
||||
argname: str,
|
||||
logstring: str,
|
||||
logfun: Optional[Callable] = None,
|
||||
def _args_to_config(self, config: Dict[str, Any], argname: str,
|
||||
logstring: str, logfun: Optional[Callable] = None,
|
||||
deprecated_msg: Optional[str] = None) -> None:
|
||||
"""
|
||||
:param config: Configuration dictionary
|
||||
@ -435,7 +405,7 @@ class Configuration:
|
||||
configuration instead of the content)
|
||||
"""
|
||||
if (argname in self.args and self.args[argname] is not None
|
||||
and self.args[argname] is not False):
|
||||
and self.args[argname] is not False):
|
||||
|
||||
config.update({argname: self.args[argname]})
|
||||
if logfun:
|
||||
|
||||
@ -1,4 +1,5 @@
|
||||
# pragma pylint: disable=too-few-public-methods
|
||||
|
||||
"""
|
||||
bot constants
|
||||
"""
|
||||
@ -18,12 +19,11 @@ REQUIRED_ORDERTIF = ['buy', 'sell']
|
||||
REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
|
||||
ORDERTYPE_POSSIBILITIES = ['limit', 'market']
|
||||
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
|
||||
AVAILABLE_PAIRLISTS = [
|
||||
'StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter', 'SpreadFilter'
|
||||
]
|
||||
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
|
||||
'PrecisionFilter', 'PriceFilter', 'SpreadFilter']
|
||||
AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
|
||||
DRY_RUN_WALLET = 1000
|
||||
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
|
||||
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
|
||||
DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
|
||||
|
||||
USERPATH_HYPEROPTS = 'hyperopts'
|
||||
@ -40,9 +40,11 @@ USER_DATA_FILES = {
|
||||
}
|
||||
|
||||
SUPPORTED_FIAT = [
|
||||
"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR",
|
||||
"ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK",
|
||||
"SGD", "THB", "TRY", "TWD", "ZAR", "USD", "BTC", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
|
||||
"AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK",
|
||||
"EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY",
|
||||
"KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN",
|
||||
"RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD",
|
||||
"BTC", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
|
||||
]
|
||||
|
||||
MINIMAL_CONFIG = {
|
||||
@ -63,16 +65,9 @@ MINIMAL_CONFIG = {
|
||||
CONF_SCHEMA = {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'max_open_trades': {
|
||||
'type': ['integer', 'number'],
|
||||
'minimum': -1
|
||||
},
|
||||
'ticker_interval': {
|
||||
'type': 'string'
|
||||
},
|
||||
'stake_currency': {
|
||||
'type': 'string'
|
||||
},
|
||||
'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
|
||||
'ticker_interval': {'type': 'string'},
|
||||
'stake_currency': {'type': 'string'},
|
||||
'stake_amount': {
|
||||
'type': ['number', 'string'],
|
||||
'minimum': 0.0001,
|
||||
@ -84,76 +79,32 @@ CONF_SCHEMA = {
|
||||
'maximum': 1,
|
||||
'default': 0.99
|
||||
},
|
||||
'amend_last_stake_amount': {
|
||||
'type': 'boolean',
|
||||
'default': False
|
||||
},
|
||||
'amend_last_stake_amount': {'type': 'boolean', 'default': False},
|
||||
'last_stake_amount_min_ratio': {
|
||||
'type': 'number',
|
||||
'minimum': 0.0,
|
||||
'maximum': 1.0,
|
||||
'default': 0.5
|
||||
},
|
||||
'fiat_display_currency': {
|
||||
'type': 'string',
|
||||
'enum': SUPPORTED_FIAT
|
||||
},
|
||||
'dry_run': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'dry_run_wallet': {
|
||||
'type': 'number',
|
||||
'default': DRY_RUN_WALLET
|
||||
},
|
||||
'process_only_new_candles': {
|
||||
'type': 'boolean'
|
||||
'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
|
||||
},
|
||||
'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
|
||||
'dry_run': {'type': 'boolean'},
|
||||
'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
|
||||
'process_only_new_candles': {'type': 'boolean'},
|
||||
'minimal_roi': {
|
||||
'type': 'object',
|
||||
'patternProperties': {
|
||||
'^[0-9.]+$': {
|
||||
'type': 'number'
|
||||
}
|
||||
'^[0-9.]+$': {'type': 'number'}
|
||||
},
|
||||
'minProperties': 1
|
||||
},
|
||||
'amount_reserve_percent': {
|
||||
'type': 'number',
|
||||
'minimum': 0.0,
|
||||
'maximum': 0.5
|
||||
},
|
||||
'stoploss': {
|
||||
'type': 'number',
|
||||
'maximum': 0,
|
||||
'exclusiveMaximum': True
|
||||
},
|
||||
'trailing_stop': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'trailing_stop_positive': {
|
||||
'type': 'number',
|
||||
'minimum': 0,
|
||||
'maximum': 1
|
||||
},
|
||||
'trailing_stop_positive_offset': {
|
||||
'type': 'number',
|
||||
'minimum': 0,
|
||||
'maximum': 1
|
||||
},
|
||||
'trailing_only_offset_is_reached': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5},
|
||||
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
|
||||
'trailing_stop': {'type': 'boolean'},
|
||||
'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
|
||||
'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
|
||||
'trailing_only_offset_is_reached': {'type': 'boolean'},
|
||||
'unfilledtimeout': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'buy': {
|
||||
'type': 'number',
|
||||
'minimum': 1
|
||||
},
|
||||
'sell': {
|
||||
'type': 'number',
|
||||
'minimum': 1
|
||||
}
|
||||
'buy': {'type': 'number', 'minimum': 1},
|
||||
'sell': {'type': 'number', 'minimum': 1}
|
||||
}
|
||||
},
|
||||
'bid_strategy': {
|
||||
@ -164,24 +115,13 @@ CONF_SCHEMA = {
|
||||
'minimum': 0,
|
||||
'maximum': 1,
|
||||
'exclusiveMaximum': False,
|
||||
'use_order_book': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'order_book_top': {
|
||||
'type': 'integer',
|
||||
'maximum': 20,
|
||||
'minimum': 1
|
||||
},
|
||||
'use_order_book': {'type': 'boolean'},
|
||||
'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
|
||||
'check_depth_of_market': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'enabled': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'bids_to_ask_delta': {
|
||||
'type': 'number',
|
||||
'minimum': 0
|
||||
},
|
||||
'enabled': {'type': 'boolean'},
|
||||
'bids_to_ask_delta': {'type': 'number', 'minimum': 0},
|
||||
}
|
||||
},
|
||||
},
|
||||
@ -191,92 +131,43 @@ CONF_SCHEMA = {
|
||||
'ask_strategy': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'use_order_book': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'order_book_min': {
|
||||
'type': 'integer',
|
||||
'minimum': 1
|
||||
},
|
||||
'order_book_max': {
|
||||
'type': 'integer',
|
||||
'minimum': 1,
|
||||
'maximum': 50
|
||||
},
|
||||
'use_sell_signal': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'sell_profit_only': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'ignore_roi_if_buy_signal': {
|
||||
'type': 'boolean'
|
||||
}
|
||||
'use_order_book': {'type': 'boolean'},
|
||||
'order_book_min': {'type': 'integer', 'minimum': 1},
|
||||
'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
|
||||
'use_sell_signal': {'type': 'boolean'},
|
||||
'sell_profit_only': {'type': 'boolean'},
|
||||
'ignore_roi_if_buy_signal': {'type': 'boolean'}
|
||||
}
|
||||
},
|
||||
'order_types': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'buy': {
|
||||
'type': 'string',
|
||||
'enum': ORDERTYPE_POSSIBILITIES
|
||||
},
|
||||
'sell': {
|
||||
'type': 'string',
|
||||
'enum': ORDERTYPE_POSSIBILITIES
|
||||
},
|
||||
'emergencysell': {
|
||||
'type': 'string',
|
||||
'enum': ORDERTYPE_POSSIBILITIES
|
||||
},
|
||||
'stoploss': {
|
||||
'type': 'string',
|
||||
'enum': ORDERTYPE_POSSIBILITIES
|
||||
},
|
||||
'stoploss_on_exchange': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'stoploss_on_exchange_interval': {
|
||||
'type': 'number'
|
||||
}
|
||||
'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
|
||||
'sell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
|
||||
'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
|
||||
'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
|
||||
'stoploss_on_exchange': {'type': 'boolean'},
|
||||
'stoploss_on_exchange_interval': {'type': 'number'}
|
||||
},
|
||||
'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
|
||||
},
|
||||
'order_time_in_force': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'buy': {
|
||||
'type': 'string',
|
||||
'enum': ORDERTIF_POSSIBILITIES
|
||||
},
|
||||
'sell': {
|
||||
'type': 'string',
|
||||
'enum': ORDERTIF_POSSIBILITIES
|
||||
}
|
||||
'buy': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES},
|
||||
'sell': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES}
|
||||
},
|
||||
'required': ['buy', 'sell']
|
||||
},
|
||||
'exchange': {
|
||||
'$ref': '#/definitions/exchange'
|
||||
},
|
||||
'edge': {
|
||||
'$ref': '#/definitions/edge'
|
||||
},
|
||||
'exchange': {'$ref': '#/definitions/exchange'},
|
||||
'edge': {'$ref': '#/definitions/edge'},
|
||||
'experimental': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'use_sell_signal': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'sell_profit_only': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'ignore_roi_if_buy_signal': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'block_bad_exchanges': {
|
||||
'type': 'boolean'
|
||||
}
|
||||
'use_sell_signal': {'type': 'boolean'},
|
||||
'sell_profit_only': {'type': 'boolean'},
|
||||
'ignore_roi_if_buy_signal': {'type': 'boolean'},
|
||||
'block_bad_exchanges': {'type': 'boolean'}
|
||||
}
|
||||
},
|
||||
'pairlists': {
|
||||
@ -284,13 +175,8 @@ CONF_SCHEMA = {
|
||||
'items': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'method': {
|
||||
'type': 'string',
|
||||
'enum': AVAILABLE_PAIRLISTS
|
||||
},
|
||||
'config': {
|
||||
'type': 'object'
|
||||
}
|
||||
'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
|
||||
'config': {'type': 'object'}
|
||||
},
|
||||
'required': ['method'],
|
||||
}
|
||||
@ -298,126 +184,71 @@ CONF_SCHEMA = {
|
||||
'telegram': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'enabled': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'token': {
|
||||
'type': 'string'
|
||||
},
|
||||
'chat_id': {
|
||||
'type': 'string'
|
||||
},
|
||||
'enabled': {'type': 'boolean'},
|
||||
'token': {'type': 'string'},
|
||||
'chat_id': {'type': 'string'},
|
||||
},
|
||||
'required': ['enabled', 'token', 'chat_id']
|
||||
},
|
||||
'webhook': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'enabled': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'webhookbuy': {
|
||||
'type': 'object'
|
||||
},
|
||||
'webhookbuycancel': {
|
||||
'type': 'object'
|
||||
},
|
||||
'webhooksell': {
|
||||
'type': 'object'
|
||||
},
|
||||
'webhooksellcancel': {
|
||||
'type': 'object'
|
||||
},
|
||||
'webhookstatus': {
|
||||
'type': 'object'
|
||||
},
|
||||
'enabled': {'type': 'boolean'},
|
||||
'webhookbuy': {'type': 'object'},
|
||||
'webhookbuycancel': {'type': 'object'},
|
||||
'webhooksell': {'type': 'object'},
|
||||
'webhooksellcancel': {'type': 'object'},
|
||||
'webhookstatus': {'type': 'object'},
|
||||
},
|
||||
},
|
||||
'api_server': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'enabled': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'listen_ip_address': {
|
||||
'format': 'ipv4'
|
||||
},
|
||||
'enabled': {'type': 'boolean'},
|
||||
'listen_ip_address': {'format': 'ipv4'},
|
||||
'listen_port': {
|
||||
'type': 'integer',
|
||||
'minimum': 1024,
|
||||
'maximum': 65535
|
||||
},
|
||||
'username': {
|
||||
'type': 'string'
|
||||
},
|
||||
'password': {
|
||||
'type': 'string'
|
||||
},
|
||||
'username': {'type': 'string'},
|
||||
'password': {'type': 'string'},
|
||||
},
|
||||
'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
|
||||
},
|
||||
'db_url': {
|
||||
'type': 'string'
|
||||
},
|
||||
'initial_state': {
|
||||
'type': 'string',
|
||||
'enum': ['running', 'stopped']
|
||||
},
|
||||
'forcebuy_enable': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'db_url': {'type': 'string'},
|
||||
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
|
||||
'forcebuy_enable': {'type': 'boolean'},
|
||||
'internals': {
|
||||
'type': 'object',
|
||||
'default': {},
|
||||
'properties': {
|
||||
'process_throttle_secs': {
|
||||
'type': 'integer'
|
||||
},
|
||||
'interval': {
|
||||
'type': 'integer'
|
||||
},
|
||||
'sd_notify': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'process_throttle_secs': {'type': 'integer'},
|
||||
'interval': {'type': 'integer'},
|
||||
'sd_notify': {'type': 'boolean'},
|
||||
}
|
||||
},
|
||||
'dataformat_ohlcv': {
|
||||
'type': 'string',
|
||||
'enum': AVAILABLE_DATAHANDLERS,
|
||||
'default': 'json'
|
||||
'enum': AVAILABLE_DATAHANDLERS,
|
||||
'default': 'json'
|
||||
},
|
||||
'dataformat_trades': {
|
||||
'type': 'string',
|
||||
'enum': AVAILABLE_DATAHANDLERS,
|
||||
'default': 'jsongz'
|
||||
'enum': AVAILABLE_DATAHANDLERS,
|
||||
'default': 'jsongz'
|
||||
}
|
||||
},
|
||||
'definitions': {
|
||||
'exchange': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'name': {
|
||||
'type': 'string'
|
||||
},
|
||||
'sandbox': {
|
||||
'type': 'boolean',
|
||||
'default': False
|
||||
},
|
||||
'key': {
|
||||
'type': 'string',
|
||||
'default': ''
|
||||
},
|
||||
'secret': {
|
||||
'type': 'string',
|
||||
'default': ''
|
||||
},
|
||||
'password': {
|
||||
'type': 'string',
|
||||
'default': ''
|
||||
},
|
||||
'uid': {
|
||||
'type': 'string'
|
||||
},
|
||||
'name': {'type': 'string'},
|
||||
'sandbox': {'type': 'boolean', 'default': False},
|
||||
'key': {'type': 'string', 'default': ''},
|
||||
'secret': {'type': 'string', 'default': ''},
|
||||
'password': {'type': 'string', 'default': ''},
|
||||
'uid': {'type': 'string'},
|
||||
'pair_whitelist': {
|
||||
'type': 'array',
|
||||
'items': {
|
||||
@ -432,65 +263,29 @@ CONF_SCHEMA = {
|
||||
},
|
||||
'uniqueItems': True
|
||||
},
|
||||
'outdated_offset': {
|
||||
'type': 'integer',
|
||||
'minimum': 1
|
||||
},
|
||||
'markets_refresh_interval': {
|
||||
'type': 'integer'
|
||||
},
|
||||
'ccxt_config': {
|
||||
'type': 'object'
|
||||
},
|
||||
'ccxt_async_config': {
|
||||
'type': 'object'
|
||||
}
|
||||
'outdated_offset': {'type': 'integer', 'minimum': 1},
|
||||
'markets_refresh_interval': {'type': 'integer'},
|
||||
'ccxt_config': {'type': 'object'},
|
||||
'ccxt_async_config': {'type': 'object'}
|
||||
},
|
||||
'required': ['name']
|
||||
},
|
||||
'edge': {
|
||||
'type': 'object',
|
||||
'properties': {
|
||||
'enabled': {
|
||||
'type': 'boolean'
|
||||
},
|
||||
'process_throttle_secs': {
|
||||
'type': 'integer',
|
||||
'minimum': 600
|
||||
},
|
||||
'calculate_since_number_of_days': {
|
||||
'type': 'integer'
|
||||
},
|
||||
'allowed_risk': {
|
||||
'type': 'number'
|
||||
},
|
||||
'capital_available_percentage': {
|
||||
'type': 'number'
|
||||
},
|
||||
'stoploss_range_min': {
|
||||
'type': 'number'
|
||||
},
|
||||
'stoploss_range_max': {
|
||||
'type': 'number'
|
||||
},
|
||||
'stoploss_range_step': {
|
||||
'type': 'number'
|
||||
},
|
||||
'minimum_winrate': {
|
||||
'type': 'number'
|
||||
},
|
||||
'minimum_expectancy': {
|
||||
'type': 'number'
|
||||
},
|
||||
'min_trade_number': {
|
||||
'type': 'number'
|
||||
},
|
||||
'max_trade_duration_minute': {
|
||||
'type': 'integer'
|
||||
},
|
||||
'remove_pumps': {
|
||||
'type': 'boolean'
|
||||
}
|
||||
'enabled': {'type': 'boolean'},
|
||||
'process_throttle_secs': {'type': 'integer', 'minimum': 600},
|
||||
'calculate_since_number_of_days': {'type': 'integer'},
|
||||
'allowed_risk': {'type': 'number'},
|
||||
'capital_available_percentage': {'type': 'number'},
|
||||
'stoploss_range_min': {'type': 'number'},
|
||||
'stoploss_range_max': {'type': 'number'},
|
||||
'stoploss_range_step': {'type': 'number'},
|
||||
'minimum_winrate': {'type': 'number'},
|
||||
'minimum_expectancy': {'type': 'number'},
|
||||
'min_trade_number': {'type': 'number'},
|
||||
'max_trade_duration_minute': {'type': 'integer'},
|
||||
'remove_pumps': {'type': 'boolean'}
|
||||
},
|
||||
'required': ['process_throttle_secs', 'allowed_risk']
|
||||
}
|
||||
|
||||
@ -248,27 +248,24 @@ class Hyperopt:
|
||||
result: Dict = {}
|
||||
|
||||
if self.has_space('buy'):
|
||||
result['buy'] = {p.name: params.get(p.name) for p in self.hyperopt_space('buy')}
|
||||
result['buy'] = {p.name: params.get(p.name)
|
||||
for p in self.hyperopt_space('buy')}
|
||||
if self.has_space('sell'):
|
||||
result['sell'] = {p.name: params.get(p.name) for p in self.hyperopt_space('sell')}
|
||||
result['sell'] = {p.name: params.get(p.name)
|
||||
for p in self.hyperopt_space('sell')}
|
||||
if self.has_space('roi'):
|
||||
result['roi'] = self.custom_hyperopt.generate_roi_table(params)
|
||||
if self.has_space('stoploss'):
|
||||
result['stoploss'] = {
|
||||
p.name: params.get(p.name)
|
||||
for p in self.hyperopt_space('stoploss')
|
||||
}
|
||||
result['stoploss'] = {p.name: params.get(p.name)
|
||||
for p in self.hyperopt_space('stoploss')}
|
||||
if self.has_space('trailing'):
|
||||
result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
|
||||
|
||||
return result
|
||||
|
||||
@staticmethod
|
||||
def print_epoch_details(results,
|
||||
total_epochs: int,
|
||||
print_json: bool,
|
||||
no_header: bool = False,
|
||||
header_str: str = None) -> None:
|
||||
def print_epoch_details(results, total_epochs: int, print_json: bool,
|
||||
no_header: bool = False, header_str: str = None) -> None:
|
||||
"""
|
||||
Display details of the hyperopt result
|
||||
"""
|
||||
@ -307,7 +304,8 @@ class Hyperopt:
|
||||
# OrderedDict is used to keep the numeric order of the items
|
||||
# in the dict.
|
||||
result_dict['minimal_roi'] = OrderedDict(
|
||||
(str(k), v) for k, v in space_params.items())
|
||||
(str(k), v) for k, v in space_params.items()
|
||||
)
|
||||
else: # 'stoploss', 'trailing'
|
||||
result_dict.update(space_params)
|
||||
|
||||
@ -359,7 +357,8 @@ class Hyperopt:
|
||||
def _format_explanation_string(results, total_epochs) -> str:
|
||||
return (("*" if 'is_initial_point' in results and results['is_initial_point'] else " ") +
|
||||
f"{results['current_epoch']:5d}/{total_epochs}: " +
|
||||
f"{results['results_explanation']} " + f"Objective: {results['loss']:.5f}")
|
||||
f"{results['results_explanation']} " +
|
||||
f"Objective: {results['loss']:.5f}")
|
||||
|
||||
@staticmethod
|
||||
def print_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
|
||||
@ -372,15 +371,12 @@ class Hyperopt:
|
||||
|
||||
trials = json_normalize(results, max_level=1)
|
||||
trials['Best'] = ''
|
||||
trials = trials[[
|
||||
'Best', 'current_epoch', 'results_metrics.trade_count', 'results_metrics.avg_profit',
|
||||
'results_metrics.total_profit', 'results_metrics.profit', 'results_metrics.duration',
|
||||
'loss', 'is_initial_point', 'is_best'
|
||||
]]
|
||||
trials.columns = [
|
||||
'Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit', 'Profit', 'Avg duration',
|
||||
'Objective', 'is_initial_point', 'is_best'
|
||||
]
|
||||
trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
|
||||
'results_metrics.avg_profit', 'results_metrics.total_profit',
|
||||
'results_metrics.profit', 'results_metrics.duration',
|
||||
'loss', 'is_initial_point', 'is_best']]
|
||||
trials.columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Total profit',
|
||||
'Profit', 'Avg duration', 'Objective', 'is_initial_point', 'is_best']
|
||||
trials['is_profit'] = False
|
||||
trials.loc[trials['is_initial_point'], 'Best'] = '*'
|
||||
trials.loc[trials['is_best'], 'Best'] = 'Best'
|
||||
@ -388,33 +384,31 @@ class Hyperopt:
|
||||
trials.loc[trials['Total profit'] > 0, 'is_profit'] = True
|
||||
trials['Trades'] = trials['Trades'].astype(str)
|
||||
|
||||
trials['Epoch'] = trials['Epoch'].apply(lambda x: "{}/{}".format(x, total_epochs))
|
||||
trials['Avg profit'] = trials['Avg profit'].apply(lambda x: '{:,.2f}%'.format(x)
|
||||
if not isna(x) else x)
|
||||
trials['Profit'] = trials['Profit'].apply(lambda x: '{:,.2f}%'.format(x)
|
||||
if not isna(x) else x)
|
||||
trials['Epoch'] = trials['Epoch'].apply(
|
||||
lambda x: "{}/{}".format(x, total_epochs))
|
||||
trials['Avg profit'] = trials['Avg profit'].apply(
|
||||
lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
|
||||
trials['Profit'] = trials['Profit'].apply(
|
||||
lambda x: '{:,.2f}%'.format(x) if not isna(x) else x)
|
||||
trials['Total profit'] = trials['Total profit'].apply(
|
||||
lambda x: '{: 11.8f} '.format(x) + config['stake_currency'] if not isna(x) else x)
|
||||
trials['Avg duration'] = trials['Avg duration'].apply(lambda x: '{:,.1f}m'.format(x)
|
||||
if not isna(x) else x)
|
||||
trials['Avg duration'] = trials['Avg duration'].apply(
|
||||
lambda x: '{:,.1f}m'.format(x) if not isna(x) else x)
|
||||
if print_colorized:
|
||||
for i in range(len(trials)):
|
||||
if trials.loc[i]['is_profit']:
|
||||
for z in range(len(trials.loc[i]) - 3):
|
||||
trials.iat[i, z] = "{}{}{}".format(Fore.GREEN, str(trials.loc[i][z]),
|
||||
Fore.RESET)
|
||||
for z in range(len(trials.loc[i])-3):
|
||||
trials.iat[i, z] = "{}{}{}".format(Fore.GREEN,
|
||||
str(trials.loc[i][z]), Fore.RESET)
|
||||
if trials.loc[i]['is_best'] and highlight_best:
|
||||
for z in range(len(trials.loc[i]) - 3):
|
||||
trials.iat[i, z] = "{}{}{}".format(Style.BRIGHT, str(trials.loc[i][z]),
|
||||
Style.RESET_ALL)
|
||||
for z in range(len(trials.loc[i])-3):
|
||||
trials.iat[i, z] = "{}{}{}".format(Style.BRIGHT,
|
||||
str(trials.loc[i][z]), Style.RESET_ALL)
|
||||
|
||||
trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit'])
|
||||
|
||||
print(
|
||||
tabulate(trials.to_dict(orient='list'),
|
||||
headers='keys',
|
||||
tablefmt='psql',
|
||||
stralign="right"))
|
||||
print(tabulate(trials.to_dict(orient='list'), headers='keys', tablefmt='psql',
|
||||
stralign="right"))
|
||||
|
||||
def has_space(self, space: str) -> bool:
|
||||
"""
|
||||
@ -518,10 +512,8 @@ class Hyperopt:
|
||||
# path. We do not want to optimize 'hodl' strategies.
|
||||
loss: float = MAX_LOSS
|
||||
if trade_count >= self.config['hyperopt_min_trades']:
|
||||
loss = self.calculate_loss(results=backtesting_results,
|
||||
trade_count=trade_count,
|
||||
min_date=min_date.datetime,
|
||||
max_date=max_date.datetime)
|
||||
loss = self.calculate_loss(results=backtesting_results, trade_count=trade_count,
|
||||
min_date=min_date.datetime, max_date=max_date.datetime)
|
||||
return {
|
||||
'loss': loss,
|
||||
'params_dict': params_dict,
|
||||
@ -549,8 +541,8 @@ class Hyperopt:
|
||||
f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
|
||||
f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
|
||||
f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
|
||||
f"Avg duration {results_metrics['duration']:5.1f} min.").encode(
|
||||
locale.getpreferredencoding(), 'replace').decode('utf-8')
|
||||
f"Avg duration {results_metrics['duration']:5.1f} min."
|
||||
).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
|
||||
|
||||
def get_next_point_strategy(self):
|
||||
""" Choose a strategy randomly among the supported ones, used in multi opt mode
|
||||
@ -571,10 +563,6 @@ class Hyperopt:
|
||||
acq_optimizer=self.opt_acq_optimizer,
|
||||
n_initial_points=n_initial_points,
|
||||
acq_optimizer_kwargs={'n_jobs': n_jobs},
|
||||
acq_func_kwargs={
|
||||
'xi': 0.00001,
|
||||
'kappa': 0.00001
|
||||
},
|
||||
model_queue_size=self.n_models,
|
||||
random_state=self.random_state,
|
||||
)
|
||||
@ -755,8 +743,9 @@ class Hyperopt:
|
||||
n_parameters += len(d.bounds)
|
||||
# guess the size of the search space as the count of the
|
||||
# unordered combination of the dimensions entries
|
||||
search_space_size = (factorial(n_parameters) /
|
||||
(factorial(n_parameters - n_dimensions) * factorial(n_dimensions)))
|
||||
search_space_size = int(
|
||||
(factorial(n_parameters) /
|
||||
(factorial(n_parameters - n_dimensions) * factorial(n_dimensions))))
|
||||
# logger.info(f'Search space size: {search_space_size}')
|
||||
if search_space_size < n_jobs:
|
||||
# don't waste if the space is small
|
||||
@ -789,7 +778,7 @@ class Hyperopt:
|
||||
if self.max_epoch > self.search_space_size:
|
||||
self.max_epoch = self.search_space_size
|
||||
print()
|
||||
logger.info(f'Max epochs set to: {self.epochs_limit()}')
|
||||
logger.info(f'Max epoch set to: {self.epochs_limit()}')
|
||||
|
||||
def setup_optimizers(self):
|
||||
""" Setup the optimizers objects, try to load from disk, or create new ones """
|
||||
@ -834,8 +823,10 @@ class Hyperopt:
|
||||
self.n_samples += len(preprocessed[pair])
|
||||
min_date, max_date = get_timerange(data)
|
||||
|
||||
logger.info('Hyperopting with data from %s up to %s (%s days)..', min_date.isoformat(),
|
||||
max_date.isoformat(), (max_date - min_date).days)
|
||||
logger.info(
|
||||
'Hyperopting with data from %s up to %s (%s days)..',
|
||||
min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
|
||||
)
|
||||
dump(preprocessed, self.tickerdata_pickle)
|
||||
|
||||
# We don't need exchange instance anymore while running hyperopt
|
||||
@ -898,7 +889,7 @@ class Hyperopt:
|
||||
break
|
||||
|
||||
except KeyboardInterrupt:
|
||||
print("User interrupted..")
|
||||
print('User interrupted..')
|
||||
|
||||
self.save_trials(final=True)
|
||||
|
||||
|
||||
@ -13,7 +13,3 @@ ignore_missing_imports = True
|
||||
|
||||
[mypy-tests.*]
|
||||
ignore_errors = True
|
||||
|
||||
[yapf]
|
||||
based_on_style = pep8
|
||||
column_limit = 100
|
||||
File diff suppressed because it is too large
Load Diff
Loading…
Reference in New Issue
Block a user