added effort as new argument
This commit is contained in:
orehunt
parent
0a49dcb712
commit
d96e842a21
@ -15,18 +15,17 @@ 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",
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"max_open_trades", "stake_amount", "fee"]
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ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount", "fee"]
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ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
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"strategy_list", "export", "exportfilename"]
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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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]
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ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
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"position_stacking", "epochs", "spaces",
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"use_max_market_positions", "print_all",
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"print_colorized", "print_json", "hyperopt_jobs",
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"hyperopt_random_state", "hyperopt_min_trades",
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"hyperopt_continue", "hyperopt_loss"]
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ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + [
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"hyperopt", "hyperopt_path", "position_stacking", "epochs", "spaces",
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"use_max_market_positions", "print_all", "print_colorized", "print_json", "hyperopt_jobs",
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"hyperopt_random_state", "hyperopt_min_trades", "hyperopt_continue", "hyperopt_loss", "effort"
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]
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ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
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@ -38,8 +37,10 @@ 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 = ["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_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_TEST_PAIRLIST = ["config", "quote_currencies", "print_one_column", "list_pairs_print_json"]
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@ -54,30 +55,38 @@ 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 = ["pairs", "pairs_file", "days", "download_trades", "exchange",
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"timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
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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_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_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_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
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"trade_source", "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_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_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_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
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"print_json", "hyperopt_show_no_header"]
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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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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_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_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
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@ -86,7 +95,6 @@ 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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@ -155,70 +163,70 @@ 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 (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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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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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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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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# Add trade subcommand
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trade_cmd = subparsers.add_parser('trade', help='Trade module.',
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trade_cmd = subparsers.add_parser('trade',
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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', help='Backtesting module.',
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backtesting_cmd = subparsers.add_parser('backtesting',
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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', help='Edge module.',
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edge_cmd = subparsers.add_parser('edge',
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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('hyperopt', 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(
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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.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('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(
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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.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',
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help="Create new config")
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build_config_cmd = subparsers.add_parser('new-config', 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',
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help="Create new strategy")
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build_strategy_cmd = subparsers.add_parser('new-strategy', 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',
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help="Create new hyperopt")
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build_hyperopt_cmd = subparsers.add_parser('new-hyperopt', 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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@ -13,8 +13,7 @@ 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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)
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f"{value} is invalid for this parameter, should be a positive integer value")
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return uint
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@ -25,8 +24,7 @@ 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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)
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f"{value} is invalid for this parameter, should be a non-zero integer value")
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return uint
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@ -40,25 +38,32 @@ 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": Arg(
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'-v', '--verbose',
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"verbosity":
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Arg(
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'-v',
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'--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": Arg(
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"logfile":
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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": Arg(
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'-V', '--version',
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"version":
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Arg(
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'-V',
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'--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": Arg(
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'-c', '--config',
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"config":
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Arg(
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'-c',
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'--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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@ -66,84 +71,105 @@ AVAILABLE_CLI_OPTIONS = {
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action='append',
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metavar='PATH',
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),
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"datadir": Arg(
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'-d', '--datadir',
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"datadir":
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Arg(
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'-d',
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'--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": Arg(
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'--userdir', '--user-data-dir',
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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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help='Path to userdata directory.',
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metavar='PATH',
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),
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"reset": Arg(
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"reset":
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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": Arg(
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'-s', '--strategy',
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"strategy":
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Arg(
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'-s',
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'--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": Arg(
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"strategy_path":
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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": Arg(
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"db_url":
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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": Arg(
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"sd_notify":
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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": Arg(
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"dry_run":
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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": Arg(
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'-i', '--ticker-interval',
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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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help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
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),
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"timerange": Arg(
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"timerange":
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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": Arg(
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"max_open_trades":
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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": Arg(
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"stake_amount":
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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": Arg(
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'--eps', '--enable-position-stacking',
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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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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": Arg(
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'--dmmp', '--disable-max-market-positions',
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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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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": Arg(
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"strategy_list":
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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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@ -152,77 +178,100 @@ 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": Arg(
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"export":
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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": Arg(
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"exportfilename":
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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": Arg(
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"fee":
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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
|
||||
"stoploss_range": Arg(
|
||||
"stoploss_range":
|
||||
Arg(
|
||||
'--stoplosses',
|
||||
help='Defines a range of stoploss values against which edge will assess the strategy. '
|
||||
'The format is "min,max,step" (without any space). '
|
||||
'Example: `--stoplosses=-0.01,-0.1,-0.001`',
|
||||
),
|
||||
# Hyperopt
|
||||
"hyperopt": Arg(
|
||||
"hyperopt":
|
||||
Arg(
|
||||
'--hyperopt',
|
||||
help='Specify hyperopt class name which will be used by the bot.',
|
||||
metavar='NAME',
|
||||
),
|
||||
"hyperopt_path": Arg(
|
||||
"hyperopt_path":
|
||||
Arg(
|
||||
'--hyperopt-path',
|
||||
help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
|
||||
metavar='PATH',
|
||||
),
|
||||
"epochs": Arg(
|
||||
'-e', '--epochs',
|
||||
"epochs":
|
||||
Arg(
|
||||
'-e',
|
||||
'--epochs',
|
||||
help='Specify number of epochs (default: %(default)d).',
|
||||
type=check_int_positive,
|
||||
metavar='INT',
|
||||
default=constants.HYPEROPT_EPOCH,
|
||||
),
|
||||
"spaces": Arg(
|
||||
"effort":
|
||||
Arg(
|
||||
'--effort',
|
||||
help=('The higher the number, the longer will be the search if'
|
||||
'no epochs are defined (default: %(default)d).'),
|
||||
type=check_int_positive,
|
||||
metavar='INT',
|
||||
default=constants.HYPEROPT_EFFORT,
|
||||
),
|
||||
"spaces":
|
||||
Arg(
|
||||
'--spaces',
|
||||
help='Specify which parameters to hyperopt. Space-separated list.',
|
||||
choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
|
||||
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. '
|
||||
@ -231,13 +280,15 @@ 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).",
|
||||
@ -245,14 +296,16 @@ 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, '
|
||||
@ -263,121 +316,143 @@ 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`.',
|
||||
@ -385,19 +460,22 @@ 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.',
|
||||
@ -405,7 +483,8 @@ 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',
|
||||
@ -413,76 +492,90 @@ 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',
|
||||
|
||||
@ -1,12 +1,12 @@
|
||||
# pragma pylint: disable=too-few-public-methods
|
||||
|
||||
"""
|
||||
bot constants
|
||||
"""
|
||||
DEFAULT_CONFIG = 'config.json'
|
||||
DEFAULT_EXCHANGE = 'bittrex'
|
||||
PROCESS_THROTTLE_SECS = 5 # sec
|
||||
HYPEROPT_EPOCH = 100 # epochs
|
||||
HYPEROPT_EPOCH = 0 # epochs
|
||||
HYPEROPT_EFFORT = 0 # /10
|
||||
RETRY_TIMEOUT = 30 # sec
|
||||
DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
|
||||
DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
|
||||
@ -17,8 +17,9 @@ 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
|
||||
@ -38,11 +39,9 @@ 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 = {
|
||||
@ -63,9 +62,16 @@ 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,
|
||||
@ -77,32 +83,76 @@ CONF_SCHEMA = {
|
||||
'maximum': 1,
|
||||
'default': 0.99
|
||||
},
|
||||
'amend_last_stake_amount': {'type': 'boolean', 'default': False},
|
||||
'last_stake_amount_min_ratio': {
|
||||
'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
|
||||
'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'
|
||||
},
|
||||
'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': {
|
||||
@ -113,13 +163,24 @@ 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
|
||||
},
|
||||
}
|
||||
},
|
||||
},
|
||||
@ -129,43 +190,92 @@ 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': {
|
||||
@ -173,8 +283,13 @@ 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'],
|
||||
}
|
||||
@ -182,71 +297,126 @@ 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': {
|
||||
@ -263,29 +433,65 @@ 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']
|
||||
}
|
||||
|
||||
@ -2,7 +2,6 @@
|
||||
"""
|
||||
This module contains the hyperopt logic
|
||||
"""
|
||||
|
||||
import os
|
||||
import functools
|
||||
import locale
|
||||
@ -10,12 +9,12 @@ import logging
|
||||
import random
|
||||
import sys
|
||||
import warnings
|
||||
from collections import OrderedDict
|
||||
from collections import OrderedDict, deque
|
||||
from math import factorial, log
|
||||
from operator import itemgetter
|
||||
from pathlib import Path
|
||||
from pprint import pprint
|
||||
from typing import Any, Dict, List, Optional
|
||||
from typing import Any, Dict, List, Optional, Callable
|
||||
|
||||
import rapidjson
|
||||
from colorama import Fore, Style
|
||||
@ -32,7 +31,6 @@ from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F401
|
||||
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F401
|
||||
from freqtrade.resolvers.hyperopt_resolver import (HyperOptLossResolver, HyperOptResolver)
|
||||
from joblib import (Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects)
|
||||
from joblib._parallel_backends import LokyBackend
|
||||
from joblib import register_parallel_backend, parallel_backend
|
||||
from pandas import DataFrame
|
||||
|
||||
@ -62,6 +60,7 @@ class Hyperopt:
|
||||
hyperopt.start()
|
||||
"""
|
||||
def __init__(self, config: Dict[str, Any]) -> None:
|
||||
|
||||
self.config = config
|
||||
|
||||
self.backtesting = Backtesting(self.config)
|
||||
@ -75,16 +74,16 @@ class Hyperopt:
|
||||
'hyperopt_results.pickle')
|
||||
self.tickerdata_pickle = (self.config['user_data_dir'] / 'hyperopt_results' /
|
||||
'hyperopt_tickerdata.pkl')
|
||||
self.effort = config.get('epochs', 0) or 1
|
||||
self.total_epochs = 9999
|
||||
self.max_epoch = 9999
|
||||
self.total_epochs = config['epochs'] if 'epochs' in config else 0
|
||||
self.effort = config['effort'] if 'effort' in config else -1
|
||||
self.max_epoch = 0
|
||||
self.search_space_size = 0
|
||||
self.max_epoch_reached = False
|
||||
|
||||
self.min_epochs = INITIAL_POINTS
|
||||
self.current_best_loss = 100
|
||||
self.current_best_epoch = 0
|
||||
self.epochs_since_last_best = []
|
||||
self.epochs_since_last_best: List = []
|
||||
self.avg_best_occurrence = 0
|
||||
|
||||
if not self.config.get('hyperopt_continue'):
|
||||
@ -100,6 +99,10 @@ class Hyperopt:
|
||||
self.opt: Optimizer
|
||||
self.opt = None
|
||||
self.f_val: List = []
|
||||
self.to_ask: deque
|
||||
self.to_ask = deque()
|
||||
self.tell: Callable
|
||||
self.tell = None
|
||||
|
||||
# Populate functions here (hasattr is slow so should not be run during "regular" operations)
|
||||
if hasattr(self.custom_hyperopt, 'populate_indicators'):
|
||||
@ -163,6 +166,7 @@ class Hyperopt:
|
||||
Save hyperopt trials to file
|
||||
"""
|
||||
num_trials = len(self.trials)
|
||||
print()
|
||||
if num_trials > self.num_trials_saved:
|
||||
logger.info(f"Saving {num_trials} {plural(num_trials, 'epoch')}.")
|
||||
dump(self.trials, self.trials_file)
|
||||
@ -276,8 +280,8 @@ class Hyperopt:
|
||||
"""
|
||||
is_best = results['is_best']
|
||||
if self.print_all or is_best:
|
||||
self.print_results_explanation(results, self.total_epochs, self.print_all,
|
||||
self.print_colorized)
|
||||
self.print_results_explanation(results, self.total_epochs or self.max_epoch,
|
||||
self.print_all, self.print_colorized)
|
||||
|
||||
@staticmethod
|
||||
def print_results_explanation(results, total_epochs, highlight_best: bool,
|
||||
@ -386,10 +390,10 @@ class Hyperopt:
|
||||
position_stacking=self.position_stacking,
|
||||
)
|
||||
return self._get_results_dict(backtesting_results, min_date, max_date, params_dict,
|
||||
params_details)
|
||||
params_details, raw_params)
|
||||
|
||||
def _get_results_dict(self, backtesting_results, min_date, max_date, params_dict,
|
||||
params_details):
|
||||
params_details, raw_params):
|
||||
results_metrics = self._calculate_results_metrics(backtesting_results)
|
||||
results_explanation = self._format_results_explanation_string(results_metrics)
|
||||
|
||||
@ -413,6 +417,7 @@ class Hyperopt:
|
||||
'results_metrics': results_metrics,
|
||||
'results_explanation': results_explanation,
|
||||
'total_profit': total_profit,
|
||||
'asked': raw_params,
|
||||
}
|
||||
|
||||
def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
|
||||
@ -448,38 +453,51 @@ class Hyperopt:
|
||||
random_state=self.random_state,
|
||||
)
|
||||
|
||||
def run_optimizer_parallel(self, parallel, tries: int, first_try: int) -> List:
|
||||
def run_optimizer_parallel(self, parallel: Parallel, tries: int, first_try: int,
|
||||
jobs: int) -> List:
|
||||
result = parallel(
|
||||
delayed(wrap_non_picklable_objects(self.parallel_objective))(asked, i)
|
||||
for asked, i in zip(self.opt_generator(), range(first_try, first_try + tries)))
|
||||
for asked, i in zip(self.opt_generator(jobs, tries), range(
|
||||
first_try, first_try + tries)))
|
||||
return result
|
||||
|
||||
def opt_generator(self):
|
||||
def opt_generator(self, jobs: int, tries: int):
|
||||
while True:
|
||||
if self.f_val:
|
||||
# print("opt.tell(): ",
|
||||
# [v['params_dict'] for v in self.f_val], [v['loss'] for v in self.f_val])
|
||||
functools.partial(self.opt.tell,
|
||||
([v['params_dict']
|
||||
for v in self.f_val], [v['loss'] for v in self.f_val]))
|
||||
# print("opt.tell(): ", [v['asked'] for v in self.f_val],
|
||||
# [v['loss'] for v in self.f_val])
|
||||
self.tell = functools.partial(self.opt.tell, [v['asked'] for v in self.f_val],
|
||||
[v['loss'] for v in self.f_val])
|
||||
self.f_val = []
|
||||
yield self.opt.ask()
|
||||
|
||||
if not self.to_ask:
|
||||
self.opt.update_next()
|
||||
self.to_ask.extend(self.opt.ask(n_points=tries))
|
||||
self.fit = True
|
||||
yield self.to_ask.popleft()
|
||||
# yield self.opt.ask()
|
||||
|
||||
def parallel_objective(self, asked, n):
|
||||
self.log_results_immediate(n)
|
||||
return self.generate_optimizer(asked)
|
||||
|
||||
def parallel_callback(self, f_val):
|
||||
if self.tell:
|
||||
self.tell(fit=self.fit)
|
||||
self.tell = None
|
||||
self.fit = False
|
||||
self.f_val.extend(f_val)
|
||||
|
||||
def log_results_immediate(self, n) -> None:
|
||||
print('.', end='')
|
||||
sys.stdout.flush()
|
||||
|
||||
def log_results(self, f_val, frame_start, max_epoch) -> None:
|
||||
def log_results(self, f_val, frame_start, total_epochs: int) -> None:
|
||||
"""
|
||||
Log results if it is better than any previous evaluation
|
||||
"""
|
||||
print()
|
||||
current = frame_start + 1
|
||||
for i, v in enumerate(f_val):
|
||||
is_best = self.is_best_loss(v, self.current_best_loss)
|
||||
current = frame_start + i + 1
|
||||
@ -493,15 +511,10 @@ class Hyperopt:
|
||||
self.print_results(v)
|
||||
self.trials.append(v)
|
||||
# Save results after every batch
|
||||
print('\n')
|
||||
self.save_trials()
|
||||
# give up if no best since max epochs
|
||||
if current > self.max_epoch:
|
||||
if current + 1 > (total_epochs or self.max_epoch):
|
||||
self.max_epoch_reached = True
|
||||
# testing trapdoor
|
||||
if os.getenv('FQT_HYPEROPT_TRAP'):
|
||||
logger.debug('bypassing hyperopt loop')
|
||||
self.max_epoch = 1
|
||||
|
||||
@staticmethod
|
||||
def load_previous_results(trials_file: Path) -> List:
|
||||
@ -522,7 +535,7 @@ class Hyperopt:
|
||||
return random_state or random.randint(1, 2**16 - 1)
|
||||
|
||||
@staticmethod
|
||||
def calc_epochs(dimensions: List[Dimension], config_jobs: int, effort: int):
|
||||
def calc_epochs(dimensions: List[Dimension], config_jobs: int, effort: int, total_epochs: int):
|
||||
""" Compute a reasonable number of initial points and
|
||||
a minimum number of epochs to evaluate """
|
||||
n_dimensions = len(dimensions)
|
||||
@ -543,16 +556,18 @@ class Hyperopt:
|
||||
if search_space_size < config_jobs:
|
||||
# don't waste if the space is small
|
||||
n_initial_points = config_jobs
|
||||
elif total_epochs > 0:
|
||||
n_initial_points = total_epochs // 3 if total_epochs > config_jobs * 3 else config_jobs
|
||||
min_epochs = n_initial_points
|
||||
else:
|
||||
# extract coefficients from the search space and the jobs count
|
||||
log_sss = int(log(search_space_size, 10))
|
||||
log_jobs = int(log(config_jobs, 2))
|
||||
log_jobs = 2 if log_jobs < 0 else log_jobs
|
||||
log_jobs = int(log(config_jobs, 2)) if config_jobs > 4 else 2
|
||||
jobs_ip = log_jobs * log_sss
|
||||
# never waste
|
||||
n_initial_points = log_sss if jobs_ip > search_space_size else jobs_ip
|
||||
# it shall run for this much, I say
|
||||
min_epochs = max(2 * n_initial_points, 3 * config_jobs) * effort
|
||||
# it shall run for this much, I say
|
||||
min_epochs = int(max(2 * n_initial_points, 3 * config_jobs) * (1 + effort / 10))
|
||||
return n_initial_points, min_epochs, search_space_size
|
||||
|
||||
def update_max_epoch(self, val: Dict, current: int):
|
||||
@ -563,11 +578,12 @@ class Hyperopt:
|
||||
self.avg_best_occurrence = (sum(self.epochs_since_last_best) //
|
||||
len(self.epochs_since_last_best))
|
||||
self.current_best_epoch = current
|
||||
self.max_epoch = (self.current_best_epoch + self.avg_best_occurrence +
|
||||
self.min_epochs) * self.effort
|
||||
self.max_epoch = int(
|
||||
(self.current_best_epoch + self.avg_best_occurrence + self.min_epochs) *
|
||||
(1 + self.effort / 10))
|
||||
if self.max_epoch > self.search_space_size:
|
||||
self.max_epoch = self.search_space_size
|
||||
print('\n')
|
||||
print()
|
||||
logger.info(f'Max epochs set to: {self.max_epoch}')
|
||||
|
||||
def start(self) -> None:
|
||||
@ -599,47 +615,53 @@ class Hyperopt:
|
||||
|
||||
self.dimensions: List[Dimension] = self.hyperopt_space()
|
||||
self.n_initial_points, self.min_epochs, self.search_space_size = self.calc_epochs(
|
||||
self.dimensions, config_jobs, self.effort)
|
||||
self.dimensions, config_jobs, self.effort, self.total_epochs)
|
||||
logger.info(f"Min epochs set to: {self.min_epochs}")
|
||||
self.max_epoch = self.min_epochs
|
||||
self.avg_best_occurrence = self.max_epoch
|
||||
if self.total_epochs < 1:
|
||||
self.max_epoch = int(self.min_epochs + len(self.trials))
|
||||
else:
|
||||
self.max_epoch = self.n_initial_points
|
||||
self.avg_best_occurrence = self.min_epochs
|
||||
|
||||
logger.info(f'Initial points: {self.n_initial_points}')
|
||||
self.opt = self.get_optimizer(self.dimensions, config_jobs, self.n_initial_points)
|
||||
|
||||
# last_frame_len = (self.total_epochs - 1) % self.avg_best_occurrence
|
||||
|
||||
if self.print_colorized:
|
||||
colorama_init(autoreset=True)
|
||||
|
||||
try:
|
||||
register_parallel_backend('custom', CustomImmediateResultBackend)
|
||||
with parallel_backend('custom'):
|
||||
with Parallel(n_jobs=config_jobs, verbose=0) as parallel:
|
||||
for frame in range(self.total_epochs):
|
||||
epochs_so_far = len(self.trials)
|
||||
# pad the frame length to the number of jobs to avoid desaturation
|
||||
frame_len = (self.avg_best_occurrence + config_jobs -
|
||||
self.avg_best_occurrence % config_jobs)
|
||||
print(
|
||||
f"{epochs_so_far+1}-{epochs_so_far+self.avg_best_occurrence}"
|
||||
f"/{self.total_epochs}: ",
|
||||
end='')
|
||||
f_val = self.run_optimizer_parallel(parallel, frame_len, epochs_so_far)
|
||||
self.log_results(f_val, epochs_so_far, self.total_epochs)
|
||||
if self.max_epoch_reached:
|
||||
logger.info("Max epoch reached, terminating.")
|
||||
break
|
||||
try:
|
||||
register_parallel_backend('custom', CustomImmediateResultBackend)
|
||||
with parallel_backend('custom'):
|
||||
with Parallel(n_jobs=config_jobs, verbose=0) as parallel:
|
||||
while True:
|
||||
# update epochs count
|
||||
epochs_so_far = len(self.trials)
|
||||
# pad the frame length to the number of jobs to avoid desaturation
|
||||
frame_len = (self.avg_best_occurrence + config_jobs -
|
||||
self.avg_best_occurrence % config_jobs)
|
||||
# don't go over the limit
|
||||
if epochs_so_far + frame_len > (self.total_epochs or self.max_epoch):
|
||||
frame_len = (self.total_epochs or self.max_epoch) - epochs_so_far
|
||||
print(
|
||||
f"{epochs_so_far+1}-{epochs_so_far+frame_len}"
|
||||
f"/{self.total_epochs}: ",
|
||||
end='')
|
||||
f_val = self.run_optimizer_parallel(parallel, frame_len, epochs_so_far,
|
||||
config_jobs)
|
||||
self.log_results(f_val, epochs_so_far, self.total_epochs or self.max_epoch)
|
||||
if self.max_epoch_reached:
|
||||
logger.info("Max epoch reached, terminating.")
|
||||
break
|
||||
|
||||
except KeyboardInterrupt:
|
||||
print("User interrupted..")
|
||||
except KeyboardInterrupt:
|
||||
print("User interrupted..")
|
||||
|
||||
self.save_trials(final=True)
|
||||
|
||||
if self.trials:
|
||||
sorted_trials = sorted(self.trials, key=itemgetter('loss'))
|
||||
results = sorted_trials[0]
|
||||
self.print_epoch_details(results, self.total_epochs, self.print_json)
|
||||
self.print_epoch_details(results, self.max_epoch, self.print_json)
|
||||
else:
|
||||
# This is printed when Ctrl+C is pressed quickly, before first epochs have
|
||||
# a chance to be evaluated.
|
||||
|
||||
@ -1,6 +1,7 @@
|
||||
from joblib._parallel_backends import LokyBackend
|
||||
from typing import Any
|
||||
|
||||
hyperopt = None
|
||||
hyperopt: Any = None
|
||||
|
||||
|
||||
class MultiCallback:
|
||||
|
||||
Loading…
Reference in New Issue
Block a user