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Merge branch 'develop' into pr/samgermain/6558

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Matthias
2022-04-23 09:16:28 +02:00
parent ba92e09b7b e4629a2730
commit f1f4846053
196 changed files with 34421 additions and 5193 deletions
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123
freqtrade/resolvers/strategy_resolver.py
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@@ -11,7 +11,9 @@ from os import walk
from pathlib import Path
from typing import Any, Dict, List, Optional
from freqtrade.configuration.config_validation import validate_migrated_strategy_settings
from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
from freqtrade.enums import TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.resolvers import IResolver
from freqtrade.strategy.interface import IStrategy
@@ -84,10 +86,10 @@ class StrategyResolver(IResolver):
("protections", None),
("startup_candle_count", None),
("unfilledtimeout", None),
("use_sell_signal", True),
("sell_profit_only", False),
("ignore_roi_if_buy_signal", False),
("sell_profit_offset", 0.0),
("use_exit_signal", True),
("exit_profit_only", False),
("ignore_roi_if_entry_signal", False),
("exit_profit_offset", 0.0),
("disable_dataframe_checks", False),
("ignore_buying_expired_candle_after", 0),
("position_adjustment_enable", False),
@@ -148,14 +150,83 @@ class StrategyResolver(IResolver):
return strategy
@staticmethod
def _strategy_sanity_validations(strategy):
def _strategy_sanity_validations(strategy: IStrategy):
# Ensure necessary migrations are performed first.
validate_migrated_strategy_settings(strategy.config)
if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-types mapping is incomplete.")
if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-time-in-force mapping is incomplete.")
trading_mode = strategy.config.get('trading_mode', TradingMode.SPOT)
if (strategy.can_short and trading_mode == TradingMode.SPOT):
raise ImportError(
"Short strategies cannot run in spot markets. Please make sure that this "
"is the correct strategy and that your trading mode configuration is correct. "
"You can run this strategy in spot markets by setting `can_short=False`"
" in your strategy. Please note that short signals will be ignored in that case."
)
@staticmethod
def validate_strategy(strategy: IStrategy) -> IStrategy:
if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
# Require new method
warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True)
warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True)
warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True)
warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal',
'ignore_roi_if_entry_signal', True)
if not check_override(strategy, IStrategy, 'populate_entry_trend'):
raise OperationalException("`populate_entry_trend` must be implemented.")
if not check_override(strategy, IStrategy, 'populate_exit_trend'):
raise OperationalException("`populate_exit_trend` must be implemented.")
if check_override(strategy, IStrategy, 'check_buy_timeout'):
raise OperationalException("Please migrate your implementation "
"of `check_buy_timeout` to `check_entry_timeout`.")
if check_override(strategy, IStrategy, 'check_sell_timeout'):
raise OperationalException("Please migrate your implementation "
"of `check_sell_timeout` to `check_exit_timeout`.")
if check_override(strategy, IStrategy, 'custom_sell'):
raise OperationalException(
"Please migrate your implementation of `custom_sell` to `custom_exit`.")
else:
# TODO: Implementing one of the following methods should show a deprecation warning
# buy_trend and sell_trend, custom_sell
warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only')
warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset')
warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal')
warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal',
'ignore_roi_if_entry_signal')
if (
not check_override(strategy, IStrategy, 'populate_buy_trend')
and not check_override(strategy, IStrategy, 'populate_entry_trend')
):
raise OperationalException(
"`populate_entry_trend` or `populate_buy_trend` must be implemented.")
if (
not check_override(strategy, IStrategy, 'populate_sell_trend')
and not check_override(strategy, IStrategy, 'populate_exit_trend')
):
raise OperationalException(
"`populate_exit_trend` or `populate_sell_trend` must be implemented.")
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
if any(x == 2 for x in [
strategy._populate_fun_len,
strategy._buy_fun_len,
strategy._sell_fun_len
]):
strategy.INTERFACE_VERSION = 1
return strategy
@staticmethod
def _load_strategy(strategy_name: str,
@@ -197,23 +268,35 @@ class StrategyResolver(IResolver):
# register temp path with the bot
abs_paths.insert(0, temp.resolve())
strategy = StrategyResolver._load_object(paths=abs_paths,
object_name=strategy_name,
add_source=True,
kwargs={'config': config},
)
if strategy:
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
if any(x == 2 for x in [strategy._populate_fun_len,
strategy._buy_fun_len,
strategy._sell_fun_len]):
strategy.INTERFACE_VERSION = 1
strategy = StrategyResolver._load_object(
paths=abs_paths,
object_name=strategy_name,
add_source=True,
kwargs={'config': config},
)
return strategy
if strategy:
return StrategyResolver.validate_strategy(strategy)
raise OperationalException(
f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
"or contains Python code errors."
)
def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False):
if hasattr(strategy, old):
errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'."
if error:
raise OperationalException(errormsg)
logger.warning(errormsg)
setattr(strategy, new, getattr(strategy, f'{old}'))
def check_override(object, parentclass, attribute):
"""
Checks if a object overrides the parent class attribute.
:returns: True if the object is overridden.
"""
return getattr(type(object), attribute) != getattr(parentclass, attribute)