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

Merge pull request #6723 from freqtrade/strategy_v1_remove

Browse Source 
Strategy v1 remove
This commit is contained in:
Matthias 2022-04-25 08:26:35 +02:00 committed by GitHub
commit f45bafdb16
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
10 changed files with 76 additions and 220 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
freqtrade/resolvers/strategy_resolver.py
View File

@ -217,15 +217,19 @@ class StrategyResolver(IResolver):
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)
_populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
_buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
_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
_populate_fun_len,
_buy_fun_len,
_sell_fun_len
]):
strategy.INTERFACE_VERSION = 1
raise OperationalException(
"Strategy Interface v1 is no longer supported. "
"Please update your strategy to implement "
"`populate_indicators`, `populate_entry_trend` and `populate_exit_trend` "
"with the metadata argument. ")
return strategy
@staticmethod

22
freqtrade/strategy/interface.py
View File

@ -3,7 +3,6 @@ IStrategy interface
This module defines the interface to apply for strategies
"""
import logging
import warnings
from abc import ABC, abstractmethod
from datetime import datetime, timedelta, timezone
from typing import Dict, List, Optional, Tuple, Union
@ -44,14 +43,11 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
# Strategy interface version
# Default to version 2
# Version 1 is the initial interface without metadata dict
# Version 1 is the initial interface without metadata dict - deprecated and no longer supported.
# Version 2 populate_* include metadata dict
# Version 3 - First version with short and leverage support
INTERFACE_VERSION: int = 3
_populate_fun_len: int = 0
_buy_fun_len: int = 0
_sell_fun_len: int = 0
_ft_params_from_file: Dict
# associated minimal roi
minimal_roi: Dict = {}
@ -1090,11 +1086,6 @@ class IStrategy(ABC, HyperStrategyMixin):
dataframe = _create_and_merge_informative_pair(
self, dataframe, metadata, inf_data, populate_fn)
if self._populate_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
return self.populate_indicators(dataframe) # type: ignore
else:
return self.populate_indicators(dataframe, metadata)
def advise_entry(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@ -1109,11 +1100,6 @@ class IStrategy(ABC, HyperStrategyMixin):
logger.debug(f"Populating enter signals for pair {metadata.get('pair')}.")
if self._buy_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
df = self.populate_buy_trend(dataframe) # type: ignore
else:
df = self.populate_entry_trend(dataframe, metadata)
if 'enter_long' not in df.columns:
df = df.rename({'buy': 'enter_long', 'buy_tag': 'enter_tag'}, axis='columns')
@ -1129,13 +1115,7 @@ class IStrategy(ABC, HyperStrategyMixin):
currently traded pair
:return: DataFrame with exit column
"""
logger.debug(f"Populating exit signals for pair {metadata.get('pair')}.")
if self._sell_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
df = self.populate_sell_trend(dataframe) # type: ignore
else:
df = self.populate_exit_trend(dataframe, metadata)
if 'exit_long' not in df.columns:
df = df.rename({'sell': 'exit_long'}, axis='columns')

16
tests/commands/test_commands.py
View File

@ -859,8 +859,8 @@ def test_start_list_strategies(capsys):
# pargs['config'] = None
start_list_strategies(pargs)
captured = capsys.readouterr()
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" not in captured.out
assert "StrategyTestV2" in captured.out
assert "strategy_test_v2.py" not in captured.out
assert CURRENT_TEST_STRATEGY in captured.out
# Test regular output
@ -874,8 +874,8 @@ def test_start_list_strategies(capsys):
# pargs['config'] = None
start_list_strategies(pargs)
captured = capsys.readouterr()
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" in captured.out
assert "StrategyTestV2" in captured.out
assert "strategy_test_v2.py" in captured.out
assert CURRENT_TEST_STRATEGY in captured.out
# Test color output
@ -888,8 +888,8 @@ def test_start_list_strategies(capsys):
# pargs['config'] = None
start_list_strategies(pargs)
captured = capsys.readouterr()
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" in captured.out
assert "StrategyTestV2" in captured.out
assert "strategy_test_v2.py" in captured.out
assert CURRENT_TEST_STRATEGY in captured.out
assert "LOAD FAILED" in captured.out
# Recursive
@ -907,8 +907,8 @@ def test_start_list_strategies(capsys):
# pargs['config'] = None
start_list_strategies(pargs)
captured = capsys.readouterr()
assert "TestStrategyLegacyV1" in captured.out
assert "legacy_strategy_v1.py" in captured.out
assert "StrategyTestV2" in captured.out
assert "strategy_test_v2.py" in captured.out
assert "StrategyTestV2" in captured.out
assert "TestStrategyNoImplements" in captured.out
assert str(Path("broken_strats/broken_futures_strategies.py")) in captured.out

27
tests/optimize/test_backtesting.py
View File

@ -500,7 +500,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
Backtesting(default_conf)
# Multiple strategies
default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'TestStrategyLegacyV1']
default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY, 'StrategyTestV2']
with pytest.raises(OperationalException,
match='PrecisionFilter not allowed for backtesting multiple strategies.'):
Backtesting(default_conf)
@ -1198,7 +1198,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'--disable-max-market-positions',
'--strategy-list',
CURRENT_TEST_STRATEGY,
'TestStrategyLegacyV1',
'StrategyTestV2',
]
args = get_args(args)
start_backtesting(args)
@ -1221,14 +1221,13 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
'Running backtesting for Strategy TestStrategyLegacyV1',
'Running backtesting for Strategy StrategyTestV2',
]
for line in exists:
assert log_has(line, caplog)
@pytest.mark.filterwarnings("ignore:deprecated")
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
default_conf.update({
"use_exit_signal": True,
@ -1310,7 +1309,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'--breakdown', 'day',
'--strategy-list',
CURRENT_TEST_STRATEGY,
'TestStrategyLegacyV1',
'StrategyTestV2',
]
args = get_args(args)
start_backtesting(args)
@ -1327,7 +1326,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
'Running backtesting for Strategy TestStrategyLegacyV1',
'Running backtesting for Strategy StrategyTestV2',
]
for line in exists:
@ -1592,7 +1591,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
min_backtest_date = now - timedelta(weeks=4)
load_backtest_metadata = MagicMock(return_value={
'StrategyTestV2': {'run_id': '1', 'backtest_start_time': now.timestamp()},
'TestStrategyLegacyV1': {'run_id': run_id, 'backtest_start_time': start_time.timestamp()}
'StrategyTestV3': {'run_id': run_id, 'backtest_start_time': start_time.timestamp()}
})
load_backtest_stats = MagicMock(side_effect=[
{
@ -1601,9 +1600,9 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
'strategy_comparison': [{'key': 'StrategyTestV2'}]
},
{
'metadata': {'TestStrategyLegacyV1': {'run_id': '2'}},
'strategy': {'TestStrategyLegacyV1': {}},
'strategy_comparison': [{'key': 'TestStrategyLegacyV1'}]
'metadata': {'StrategyTestV3': {'run_id': '2'}},
'strategy': {'StrategyTestV3': {}},
'strategy_comparison': [{'key': 'StrategyTestV3'}]
}
])
mocker.patch('pathlib.Path.glob', return_value=[
@ -1627,7 +1626,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
'--cache', cache,
'--strategy-list',
'StrategyTestV2',
'TestStrategyLegacyV1',
'StrategyTestV3',
]
args = get_args(args)
start_backtesting(args)
@ -1649,7 +1648,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
assert backtestmock.call_count == 2
exists = [
'Running backtesting for Strategy StrategyTestV2',
'Running backtesting for Strategy TestStrategyLegacyV1',
'Running backtesting for Strategy StrategyTestV3',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).',
]
@ -1657,12 +1656,12 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
assert backtestmock.call_count == 0
exists = [
'Reusing result of previous backtest for StrategyTestV2',
'Reusing result of previous backtest for TestStrategyLegacyV1',
'Reusing result of previous backtest for StrategyTestV3',
]
else:
exists = [
'Reusing result of previous backtest for StrategyTestV2',
'Running backtesting for Strategy TestStrategyLegacyV1',
'Running backtesting for Strategy StrategyTestV3',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).',
]

1
tests/rpc/test_rpc_apiserver.py
View File

@ -1389,7 +1389,6 @@ def test_api_strategies(botclient):
'StrategyTestV2',
'StrategyTestV3',
'StrategyTestV3Futures',
'TestStrategyLegacyV1',
]}

30
tests/strategy/strats/broken_strats/legacy_strategy_v1.py Normal file
View File

@ -0,0 +1,30 @@
# type: ignore
from pandas import DataFrame
from freqtrade.strategy import IStrategy
# Dummy strategy - no longer loads but raises an exception.
class TestStrategyLegacyV1(IStrategy):
minimal_roi = {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
}
stoploss = -0.10
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
return dataframe
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
return dataframe
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
return dataframe

85
tests/strategy/strats/legacy_strategy_v1.py
View File

@ -1,85 +0,0 @@
# --- Do not remove these libs ---
# Add your lib to import here
import talib.abstract as ta
from pandas import DataFrame
from freqtrade.strategy import IStrategy
# --------------------------------
# This class is a sample. Feel free to customize it.
class TestStrategyLegacyV1(IStrategy):
"""
This is a test strategy using the legacy function headers, which will be
removed in a future update.
Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py
for a uptodate version of this template.
"""
# Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi"
minimal_roi = {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
}
# Optimal stoploss designed for the strategy
# This attribute will be overridden if the config file contains "stoploss"
stoploss = -0.10
timeframe = '5m'
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
Performance Note: For the best performance be frugal on the number of indicators
you are using. Let uncomment only the indicator you are using in your strategies
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
"""
# Momentum Indicator
# ------------------------------------
# ADX
dataframe['adx'] = ta.ADX(dataframe)
# TEMA - Triple Exponential Moving Average
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
return dataframe
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with buy column
"""
dataframe.loc[
(
(dataframe['adx'] > 30) &
(dataframe['tema'] > dataframe['tema'].shift(1)) &
(dataframe['volume'] > 0)
),
'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with buy column
"""
dataframe.loc[
(
(dataframe['adx'] > 70) &
(dataframe['tema'] < dataframe['tema'].shift(1)) &
(dataframe['volume'] > 0)
),
'sell'] = 1
return dataframe

13
tests/strategy/strats/strategy_test_v2.py
View File

@ -56,19 +56,6 @@ class StrategyTestV2(IStrategy):
# By default this strategy does not use Position Adjustments
position_adjustment_enable = False
def informative_pairs(self):
"""
Define additional, informative pair/interval combinations to be cached from the exchange.
These pair/interval combinations are non-tradeable, unless they are part
of the whitelist as well.
For more information, please consult the documentation
:return: List of tuples in the format (pair, interval)
Sample: return [("ETH/USDT", "5m"),
("BTC/USDT", "15m"),
]
"""
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame

2
tests/strategy/test_interface.py
View File

@ -686,7 +686,7 @@ def test_is_pair_locked(default_conf):
def test_is_informative_pairs_callback(default_conf):
default_conf.update({'strategy': 'TestStrategyLegacyV1'})
default_conf.update({'strategy': 'StrategyTestV2'})
strategy = StrategyResolver.load_strategy(default_conf)
# Should return empty
# Uses fallback to base implementation

76
tests/strategy/test_strategy_loading.py
View File

@ -1,6 +1,5 @@
# pragma pylint: disable=missing-docstring, protected-access, C0103
import logging
import warnings
from base64 import urlsafe_b64encode
from pathlib import Path
@ -35,7 +34,7 @@ def test_search_all_strategies_no_failed():
directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
assert isinstance(strategies, list)
assert len(strategies) == 6
assert len(strategies) == 5
assert isinstance(strategies[0], dict)
@ -43,10 +42,10 @@ def test_search_all_strategies_with_failed():
directory = Path(__file__).parent / "strats"
strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
assert isinstance(strategies, list)
assert len(strategies) == 7
assert len(strategies) == 6
# with enum_failed=True search_all_objects() shall find 2 good strategies
# and 1 which fails to load
assert len([x for x in strategies if x['class'] is not None]) == 6
assert len([x for x in strategies if x['class'] is not None]) == 5
assert len([x for x in strategies if x['class'] is None]) == 1
@ -100,7 +99,7 @@ def test_load_strategy_noname(default_conf):
@pytest.mark.filterwarnings("ignore:deprecated")
@pytest.mark.parametrize('strategy_name', ['StrategyTestV2', 'TestStrategyLegacyV1'])
@pytest.mark.parametrize('strategy_name', ['StrategyTestV2'])
def test_strategy_pre_v3(result, default_conf, strategy_name):
default_conf.update({'strategy': strategy_name})
@ -346,40 +345,6 @@ def test_strategy_override_use_exit_profit_only(caplog, default_conf):
assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog)
@pytest.mark.filterwarnings("ignore:deprecated")
def test_deprecate_populate_indicators(result, default_conf):
default_location = Path(__file__).parent / "strats"
default_conf.update({'strategy': 'TestStrategyLegacyV1',
'strategy_path': default_location})
strategy = StrategyResolver.load_strategy(default_conf)
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
indicators = strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
in str(w[-1].message)
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
strategy.advise_entry(indicators, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
in str(w[-1].message)
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
strategy.advise_exit(indicators, {'pair': 'ETH_BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
in str(w[-1].message)
@pytest.mark.filterwarnings("ignore:deprecated")
def test_missing_implements(default_conf, caplog):
@ -438,33 +403,14 @@ def test_missing_implements(default_conf, caplog):
StrategyResolver.load_strategy(default_conf)
@pytest.mark.filterwarnings("ignore:deprecated")
def test_call_deprecated_function(result, default_conf, caplog):
default_location = Path(__file__).parent / "strats"
def test_call_deprecated_function(default_conf):
default_location = Path(__file__).parent / "strats/broken_strats/"
del default_conf['timeframe']
default_conf.update({'strategy': 'TestStrategyLegacyV1',
'strategy_path': default_location})
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
# Make sure we are using a legacy function
assert strategy._populate_fun_len == 2
assert strategy._buy_fun_len == 2
assert strategy._sell_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
assert strategy.timeframe == '5m'
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
enterdf = strategy.advise_entry(result, metadata=metadata)
assert isinstance(enterdf, DataFrame)
assert 'enter_long' in enterdf.columns
exitdf = strategy.advise_exit(result, metadata=metadata)
assert isinstance(exitdf, DataFrame)
assert 'exit_long' in exitdf
with pytest.raises(OperationalException,
match=r"Strategy Interface v1 is no longer supported.*"):
StrategyResolver.load_strategy(default_conf)
def test_strategy_interface_versioning(result, default_conf):
@ -472,10 +418,6 @@ def test_strategy_interface_versioning(result, default_conf):
strategy = StrategyResolver.load_strategy(default_conf)
metadata = {'pair': 'ETH/BTC'}
# Make sure we are using a legacy function
assert strategy._populate_fun_len == 3
assert strategy._buy_fun_len == 3
assert strategy._sell_fun_len == 3
assert strategy.INTERFACE_VERSION == 2
indicator_df = strategy.advise_indicators(result, metadata=metadata)