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

Merge branch 'develop' into feat/new_args_system

Browse Source
This commit is contained in:
Matthias
2019-10-20 19:32:34 +02:00
parent df43b1f533 a52366c45d
commit f3cfe147b5
100 changed files with 2632 additions and 1112 deletions
Download Patch File Download Diff File Expand all files Collapse all files

26
freqtrade/configuration/arguments.py
View File

@@ -14,7 +14,8 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
"max_open_trades", "stake_amount", "fee"]
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
"strategy_list", "export", "exportfilename"]
@@ -28,11 +29,14 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
ARGS_LIST_EXCHANGES = ["print_one_column"]
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
ARGS_CREATE_USERDIR = ["user_data_dir"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
"timeframes", "erase"]
ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
"db_url", "trade_source", "export", "exportfilename",
@@ -41,7 +45,9 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
"trade_source", "ticker_interval"]
NO_CONF_REQURIED = ["create-userdir", "download-data", "plot-dataframe", "plot-profit"]
NO_CONF_REQURIED = ["download-data", "list-timeframes", "plot-dataframe", "plot-profit"]
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges"]
class Arguments:
@@ -69,8 +75,6 @@ class Arguments:
"""
parsed_arg = self.parser.parse_args(self.args)
# When no config is provided, but a config exists, use that configuration!
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
# Allow no-config for certain commands (like downloading / plotting)
@@ -107,7 +111,7 @@ class Arguments:
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import (start_create_userdir, start_download_data,
start_list_exchanges, start_trading)
start_list_exchanges, start_list_timeframes, start_trading)
from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
subparsers = self.parser.add_subparsers(dest='command',
@@ -156,6 +160,14 @@ class Arguments:
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
# Add list-timeframes subcommand
list_timeframes_cmd = subparsers.add_parser(
'list-timeframes',
help='Print available ticker intervals (timeframes) for the exchange.'
)
list_timeframes_cmd.set_defaults(func=start_list_timeframes)
self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
# Add download-data subcommand
download_data_cmd = subparsers.add_parser('download-data',
help='Download backtesting data.',

14
freqtrade/configuration/check_exchange.py
View File

@@ -3,7 +3,7 @@ from typing import Any, Dict
from freqtrade import OperationalException
from freqtrade.exchange import (available_exchanges, get_exchange_bad_reason,
is_exchange_available, is_exchange_bad,
is_exchange_known_ccxt, is_exchange_bad,
is_exchange_officially_supported)
from freqtrade.state import RunMode
@@ -31,15 +31,15 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
raise OperationalException(
f'This command requires a configured exchange. You should either use '
f'`--exchange <exchange_name>` or specify a configuration file via `--config`.\n'
f'The following exchanges are supported by ccxt: '
f'The following exchanges are available for Freqtrade: '
f'{", ".join(available_exchanges())}'
)
if not is_exchange_available(exchange):
if not is_exchange_known_ccxt(exchange):
raise OperationalException(
f'Exchange "{exchange}" is not supported by ccxt '
f'Exchange "{exchange}" is not known to the ccxt library '
f'and therefore not available for the bot.\n'
f'The following exchanges are supported by ccxt: '
f'The following exchanges are available for Freqtrade: '
f'{", ".join(available_exchanges())}'
)
@@ -51,8 +51,8 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
logger.info(f'Exchange "{exchange}" is officially supported '
f'by the Freqtrade development team.')
else:
logger.warning(f'Exchange "{exchange}" is supported by ccxt '
f'and therefore available for the bot but not officially supported '
logger.warning(f'Exchange "{exchange}" is known to the the ccxt library, '
f'available for the bot, but not officially supported '
f'by the Freqtrade development team. '
f'It may work flawlessly (please report back) or have serious issues. '
f'Use it at your own discretion.')

22
freqtrade/configuration/cli_options.py
View File

@@ -2,7 +2,6 @@
Definition of cli arguments used in arguments.py
"""
import argparse
import os
from freqtrade import __version__, constants
@@ -145,8 +144,12 @@ AVAILABLE_CLI_OPTIONS = {
'Requires `--export` to be set as well. '
'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
metavar='PATH',
default=os.path.join('user_data', 'backtest_results',
'backtest-result.json'),
),
"fee": Arg(
'--fee',
help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
type=float,
metavar='FLOAT',
),
# Edge
"stoploss_range": Arg(
@@ -244,7 +247,12 @@ AVAILABLE_CLI_OPTIONS = {
# List exchanges
"print_one_column": Arg(
'-1', '--one-column',
help='Print exchanges in one column.',
help='Print output in one column.',
action='store_true',
),
"list_exchanges_all": Arg(
'-a', '--all',
help='Print all exchanges known to the ccxt library.',
action='store_true',
),
# Script options
@@ -265,6 +273,12 @@ AVAILABLE_CLI_OPTIONS = {
type=check_int_positive,
metavar='INT',
),
"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.',
action='store_true',
),
"exchange": Arg(
'--exchange',
help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '

30
freqtrade/configuration/configuration.py
View File

@@ -9,8 +9,9 @@ from typing import Any, Callable, Dict, List, Optional
from freqtrade import OperationalException, constants
from freqtrade.configuration.check_exchange import check_exchange
from freqtrade.configuration.config_validation import (
validate_config_consistency, validate_config_schema)
from freqtrade.configuration.config_validation import (validate_config_consistency,
validate_config_schema)
from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
from freqtrade.configuration.directory_operations import (create_datadir,
create_userdata_dir)
from freqtrade.configuration.load_config import load_config_file
@@ -75,6 +76,10 @@ class Configuration:
# Normalize config
if 'internals' not in config:
config['internals'] = {}
# TODO: This can be deleted along with removal of deprecated
# experimental settings
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
# validate configuration before returning
logger.info('Validating configuration ...')
@@ -106,6 +111,8 @@ class Configuration:
self._resolve_pairs_list(config)
process_temporary_deprecated_settings(config)
validate_config_consistency(config)
return config
@@ -189,6 +196,13 @@ class Configuration:
config.update({'datadir': create_datadir(config, self.args.get("datadir", None))})
logger.info('Using data directory: %s ...', config.get('datadir'))
if self.args.get('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')
def _process_optimize_options(self, config: Dict[str, Any]) -> None:
# This will override the strategy configuration
@@ -214,6 +228,10 @@ class Configuration:
logstring='Parameter --stake_amount detected, '
'overriding stake_amount to: {} ...')
self._args_to_config(config, argname='fee',
logstring='Parameter --fee detected, '
'setting fee to: {} ...')
self._args_to_config(config, argname='timerange',
logstring='Parameter --timerange detected: {} ...')
@@ -228,9 +246,6 @@ class Configuration:
self._args_to_config(config, argname='export',
logstring='Parameter --export detected: {} ...')
self._args_to_config(config, argname='exportfilename',
logstring='Storing backtest results to {} ...')
# Edge section:
if 'stoploss_range' in self.args and self.args["stoploss_range"]:
txt_range = eval(self.args["stoploss_range"])
@@ -305,6 +320,8 @@ class Configuration:
self._args_to_config(config, argname='days',
logstring='Detected --days: {}')
self._args_to_config(config, argname='download_trades',
logstring='Detected --dl-trades: {}')
def _process_runmode(self, config: Dict[str, Any]) -> None:
@@ -327,7 +344,8 @@ class Configuration:
sample: logfun=len (prints the length of the found
configuration instead of the content)
"""
if argname in self.args and self.args[argname]:
if (argname in self.args and self.args[argname] is not None
and self.args[argname] is not False):
config.update({argname: self.args[argname]})
if logfun:

59
freqtrade/configuration/deprecated_settings.py Normal file
View File

@@ -0,0 +1,59 @@
"""
Functions to handle deprecated settings
"""
import logging
from typing import Any, Dict
from freqtrade import OperationalException
logger = logging.getLogger(__name__)
def check_conflicting_settings(config: Dict[str, Any],
section1: str, name1: str,
section2: str, name2: str):
section1_config = config.get(section1, {})
section2_config = config.get(section2, {})
if name1 in section1_config and name2 in section2_config:
raise OperationalException(
f"Conflicting settings `{section1}.{name1}` and `{section2}.{name2}` "
"(DEPRECATED) detected in the configuration file. "
"This deprecated setting will be removed in the next versions of Freqtrade. "
f"Please delete it from your configuration and use the `{section1}.{name1}` "
"setting instead."
)
def process_deprecated_setting(config: Dict[str, Any],
section1: str, name1: str,
section2: str, name2: str):
section2_config = config.get(section2, {})
if name2 in section2_config:
logger.warning(
"DEPRECATED: "
f"The `{section2}.{name2}` setting is deprecated and "
"will be removed in the next versions of Freqtrade. "
f"Please use the `{section1}.{name1}` setting in your configuration instead."
)
section1_config = config.get(section1, {})
section1_config[name1] = section2_config[name2]
def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
'experimental', 'use_sell_signal')
check_conflicting_settings(config, 'ask_strategy', 'sell_profit_only',
'experimental', 'sell_profit_only')
check_conflicting_settings(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
'experimental', 'ignore_roi_if_buy_signal')
process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
'experimental', 'use_sell_signal')
process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only',
'experimental', 'sell_profit_only')
process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
'experimental', 'ignore_roi_if_buy_signal')

11
freqtrade/configuration/timerange.py
View File

@@ -42,9 +42,10 @@ class TimeRange:
(r'^-(\d{10})$', (None, 'date')),
(r'^(\d{10})-$', ('date', None)),
(r'^(\d{10})-(\d{10})$', ('date', 'date')),
(r'^(-\d+)$', (None, 'line')),
(r'^(\d+)-$', ('line', None)),
(r'^(\d+)-(\d+)$', ('index', 'index'))]
(r'^-(\d{13})$', (None, 'date')),
(r'^(\d{13})-$', ('date', None)),
(r'^(\d{13})-(\d{13})$', ('date', 'date')),
]
for rex, stype in syntax:
# Apply the regular expression to text
match = re.match(rex, text)
@@ -57,6 +58,8 @@ class TimeRange:
starts = rvals[index]
if stype[0] == 'date' and len(starts) == 8:
start = arrow.get(starts, 'YYYYMMDD').timestamp
elif len(starts) == 13:
start = int(starts) // 1000
else:
start = int(starts)
index += 1
@@ -64,6 +67,8 @@ class TimeRange:
stops = rvals[index]
if stype[1] == 'date' and len(stops) == 8:
stop = arrow.get(stops, 'YYYYMMDD').timestamp
elif len(stops) == 13:
stop = int(stops) // 1000
else:
stop = int(stops)
return TimeRange(stype[0], stype[1], start, stop)