use native python logger
This commit is contained in:
gcarq
parent
3f8d7dae39
commit
fa7f74b4bc
@ -1,6 +1,7 @@
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"""
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Functions to analyze ticker data with indicators and produce buy and sell signals
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"""
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import logging
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from datetime import datetime, timedelta
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from enum import Enum
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from typing import Dict, List, Tuple
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@ -9,11 +10,13 @@ import arrow
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from pandas import DataFrame, to_datetime
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from freqtrade.exchange import get_ticker_history
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from freqtrade.logger import Logger
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from freqtrade.persistence import Trade
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from freqtrade.strategy.strategy import Strategy
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logger = logging.getLogger(__name__)
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class SignalType(Enum):
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"""
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Enum to distinguish between buy and sell signals
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@ -32,8 +35,6 @@ class Analyze(object):
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Init Analyze
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:param config: Bot configuration (use the one from Configuration())
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"""
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self.logger = Logger(__name__, level=config.get('loglevel')).get_logger()
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self.config = config
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self.strategy = Strategy(self.config)
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@ -107,20 +108,20 @@ class Analyze(object):
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"""
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ticker_hist = get_ticker_history(pair, interval)
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if not ticker_hist:
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self.logger.warning('Empty ticker history for pair %s', pair)
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logger.warning('Empty ticker history for pair %s', pair)
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return False, False
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try:
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dataframe = self.analyze_ticker(ticker_hist)
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except ValueError as error:
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self.logger.warning(
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logger.warning(
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'Unable to analyze ticker for pair %s: %s',
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pair,
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str(error)
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)
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return False, False
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except Exception as error:
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self.logger.exception(
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logger.exception(
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'Unexpected error when analyzing ticker for pair %s: %s',
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pair,
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str(error)
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@ -128,7 +129,7 @@ class Analyze(object):
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return False, False
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if dataframe.empty:
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self.logger.warning('Empty dataframe for pair %s', pair)
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logger.warning('Empty dataframe for pair %s', pair)
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return False, False
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latest = dataframe.iloc[-1]
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@ -136,7 +137,7 @@ class Analyze(object):
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# Check if dataframe is out of date
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signal_date = arrow.get(latest['date'])
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if signal_date < arrow.utcnow() - timedelta(minutes=(interval + 5)):
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self.logger.warning(
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logger.warning(
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'Outdated history for pair %s. Last tick is %s minutes old',
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pair,
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(arrow.utcnow() - signal_date).seconds // 60
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@ -144,7 +145,7 @@ class Analyze(object):
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return False, False
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(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
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self.logger.debug(
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logger.debug(
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'trigger: %s (pair=%s) buy=%s sell=%s',
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latest['date'],
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pair,
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@ -161,17 +162,17 @@ class Analyze(object):
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"""
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# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
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if self.min_roi_reached(trade=trade, current_rate=rate, current_time=date):
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self.logger.debug('Required profit reached. Selling..')
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logger.debug('Required profit reached. Selling..')
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return True
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# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
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if self.config.get('experimental', {}).get('sell_profit_only', False):
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self.logger.debug('Checking if trade is profitable..')
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logger.debug('Checking if trade is profitable..')
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if trade.calc_profit(rate=rate) <= 0:
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return False
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if sell and not buy and self.config.get('experimental', {}).get('use_sell_signal', False):
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self.logger.debug('Sell signal received. Selling..')
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logger.debug('Sell signal received. Selling..')
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return True
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return False
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@ -184,7 +185,7 @@ class Analyze(object):
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"""
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current_profit = trade.calc_profit_percent(current_rate)
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if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss:
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self.logger.debug('Stop loss hit.')
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logger.debug('Stop loss hit.')
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return True
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# Check if time matches and current rate is above threshold
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@ -3,6 +3,7 @@ This module contains the configuration class
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"""
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import json
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import logging
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from argparse import Namespace
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from typing import Dict, Any
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@ -10,7 +11,9 @@ from jsonschema import Draft4Validator, validate
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from jsonschema.exceptions import ValidationError, best_match
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from freqtrade.constants import Constants
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from freqtrade.logger import Logger
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logger = logging.getLogger(__name__)
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class Configuration(object):
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@ -20,8 +23,6 @@ class Configuration(object):
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"""
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def __init__(self, args: Namespace) -> None:
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self.args = args
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self.logging = Logger(__name__)
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self.logger = self.logging.get_logger()
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self.config = None
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def load_config(self) -> Dict[str, Any]:
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@ -29,7 +30,7 @@ class Configuration(object):
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Extract information for sys.argv and load the bot configuration
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:return: Configuration dictionary
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"""
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self.logger.info('Using config: %s ...', self.args.config)
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logger.info('Using config: %s ...', self.args.config)
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config = self._load_config_file(self.args.config)
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# Add the strategy file to use
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@ -56,7 +57,7 @@ class Configuration(object):
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with open(path) as file:
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conf = json.load(file)
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except FileNotFoundError:
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self.logger.critical(
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logger.critical(
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'Config file "%s" not found. Please create your config file',
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path
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)
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@ -64,7 +65,7 @@ class Configuration(object):
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if 'internals' not in conf:
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conf['internals'] = {}
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self.logger.info('Validating configuration ...')
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logger.info('Validating configuration ...')
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return self._validate_config(conf)
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@ -77,13 +78,16 @@ class Configuration(object):
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# Log level
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if 'loglevel' in self.args and self.args.loglevel:
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config.update({'loglevel': self.args.loglevel})
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self.logging.set_level(self.args.loglevel)
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self.logger.info('Log level set at %s', config['loglevel'])
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logging.basicConfig(
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level=config['loglevel'],
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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)
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logger.info('Log level set to %s', logging.getLevelName(config['loglevel']))
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# Add dynamic_whitelist if found
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if 'dynamic_whitelist' in self.args and self.args.dynamic_whitelist:
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config.update({'dynamic_whitelist': self.args.dynamic_whitelist})
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self.logger.info(
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logger.info(
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'Parameter --dynamic-whitelist detected. '
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'Using dynamically generated whitelist. '
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'(not applicable with Backtesting and Hyperopt)'
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@ -92,13 +96,13 @@ class Configuration(object):
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# Add dry_run_db if found and the bot in dry run
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if self.args.dry_run_db and config.get('dry_run', False):
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config.update({'dry_run_db': True})
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self.logger.info('Parameter --dry-run-db detected ...')
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logger.info('Parameter --dry-run-db detected ...')
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if config.get('dry_run_db', False):
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if config.get('dry_run', False):
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self.logger.info('Dry_run will use the DB file: "tradesv3.dry_run.sqlite"')
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logger.info('Dry_run will use the DB file: "tradesv3.dry_run.sqlite"')
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else:
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self.logger.info('Dry run is disabled. (--dry_run_db ignored)')
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logger.info('Dry run is disabled. (--dry_run_db ignored)')
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return config
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@ -112,39 +116,39 @@ class Configuration(object):
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# (that will override the strategy configuration)
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if 'ticker_interval' in self.args and self.args.ticker_interval:
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config.update({'ticker_interval': self.args.ticker_interval})
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self.logger.info('Parameter -i/--ticker-interval detected ...')
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self.logger.info('Using ticker_interval: %d ...', config.get('ticker_interval'))
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logger.info('Parameter -i/--ticker-interval detected ...')
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logger.info('Using ticker_interval: %d ...', config.get('ticker_interval'))
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# If -l/--live is used we add it to the configuration
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if 'live' in self.args and self.args.live:
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config.update({'live': True})
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self.logger.info('Parameter -l/--live detected ...')
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logger.info('Parameter -l/--live detected ...')
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# If --realistic-simulation is used we add it to the configuration
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if 'realistic_simulation' in self.args and self.args.realistic_simulation:
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config.update({'realistic_simulation': True})
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self.logger.info('Parameter --realistic-simulation detected ...')
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self.logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
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logger.info('Parameter --realistic-simulation detected ...')
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logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
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# If --timerange is used we add it to the configuration
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if 'timerange' in self.args and self.args.timerange:
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config.update({'timerange': self.args.timerange})
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self.logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
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logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
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# If --datadir is used we add it to the configuration
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if 'datadir' in self.args and self.args.datadir:
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config.update({'datadir': self.args.datadir})
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self.logger.info('Parameter --datadir detected: %s ...', self.args.datadir)
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logger.info('Parameter --datadir detected: %s ...', self.args.datadir)
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# If -r/--refresh-pairs-cached is used we add it to the configuration
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if 'refresh_pairs' in self.args and self.args.refresh_pairs:
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config.update({'refresh_pairs': True})
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self.logger.info('Parameter -r/--refresh-pairs-cached detected ...')
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logger.info('Parameter -r/--refresh-pairs-cached detected ...')
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# If --export is used we add it to the configuration
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if 'export' in self.args and self.args.export:
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config.update({'export': self.args.export})
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self.logger.info('Parameter --export detected: %s ...', self.args.export)
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logger.info('Parameter --export detected: %s ...', self.args.export)
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return config
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@ -156,18 +160,18 @@ class Configuration(object):
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# If --realistic-simulation is used we add it to the configuration
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if 'epochs' in self.args and self.args.epochs:
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config.update({'epochs': self.args.epochs})
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self.logger.info('Parameter --epochs detected ...')
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self.logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs'))
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logger.info('Parameter --epochs detected ...')
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logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs'))
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# If --mongodb is used we add it to the configuration
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if 'mongodb' in self.args and self.args.mongodb:
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config.update({'mongodb': self.args.mongodb})
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self.logger.info('Parameter --use-mongodb detected ...')
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logger.info('Parameter --use-mongodb detected ...')
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# If --spaces is used we add it to the configuration
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if 'spaces' in self.args and self.args.spaces:
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config.update({'spaces': self.args.spaces})
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self.logger.info('Parameter -s/--spaces detected: %s', config.get('spaces'))
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logger.info('Parameter -s/--spaces detected: %s', config.get('spaces'))
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return config
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@ -181,7 +185,7 @@ class Configuration(object):
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validate(conf, Constants.CONF_SCHEMA)
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return conf
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except ValidationError as exception:
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self.logger.fatal(
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logger.fatal(
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'Invalid configuration. See config.json.example. Reason: %s',
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exception
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)
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@ -4,6 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
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import copy
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import json
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import logging
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import time
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import traceback
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from datetime import datetime
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@ -13,16 +14,20 @@ import arrow
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import requests
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from cachetools import cached, TTLCache
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from freqtrade import (DependencyException, OperationalException, exchange, persistence)
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from freqtrade import (
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DependencyException, OperationalException, exchange, persistence, __version__
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)
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from freqtrade.analyze import Analyze
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from freqtrade.constants import Constants
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from freqtrade.fiat_convert import CryptoToFiatConverter
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from freqtrade.logger import Logger
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from freqtrade.persistence import Trade
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from freqtrade.rpc.rpc_manager import RPCManager
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from freqtrade.state import State
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logger = logging.getLogger(__name__)
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class FreqtradeBot(object):
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"""
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Freqtrade is the main class of the bot.
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@ -37,8 +42,10 @@ class FreqtradeBot(object):
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:param db_url: database connector string for sqlalchemy (Optional)
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"""
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# Init the logger
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self.logger = Logger(__name__, level=config.get('loglevel')).get_logger()
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logger.info(
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'Starting freqtrade %s',
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__version__,
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)
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# Init bot states
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self.state = State.STOPPED
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@ -81,7 +88,7 @@ class FreqtradeBot(object):
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:return: None
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"""
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self.rpc.send_msg('*Status:* `Stopping trader...`')
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self.logger.info('Stopping trader and cleaning up modules...')
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logger.info('Stopping trader and cleaning up modules...')
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self.state = State.STOPPED
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self.rpc.cleanup()
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persistence.cleanup()
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@ -97,7 +104,7 @@ class FreqtradeBot(object):
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state = self.state
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if state != old_state:
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self.rpc.send_msg('*Status:* `{}`'.format(state.name.lower()))
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self.logger.info('Changing state to: %s', state.name)
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logger.info('Changing state to: %s', state.name)
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if state == State.STOPPED:
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time.sleep(1)
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@ -129,7 +136,7 @@ class FreqtradeBot(object):
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result = func(*args, **kwargs)
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end = time.time()
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duration = max(min_secs - (end - start), 0.0)
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self.logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
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logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
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time.sleep(duration)
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return result
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@ -170,7 +177,7 @@ class FreqtradeBot(object):
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Trade.session.flush()
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except (requests.exceptions.RequestException, json.JSONDecodeError) as error:
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self.logger.warning('%s, retrying in 30 seconds...', error)
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logger.warning('%s, retrying in 30 seconds...', error)
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time.sleep(Constants.RETRY_TIMEOUT)
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except OperationalException:
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self.rpc.send_msg(
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@ -180,7 +187,7 @@ class FreqtradeBot(object):
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hint='Issue `/start` if you think it is safe to restart.'
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)
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)
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self.logger.exception('OperationalException. Stopping trader ...')
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logger.exception('OperationalException. Stopping trader ...')
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self.state = State.STOPPED
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return state_changed
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@ -222,7 +229,7 @@ class FreqtradeBot(object):
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# Market is not active
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if not status['IsActive']:
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sanitized_whitelist.remove(pair)
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self.logger.info(
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logger.info(
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'Ignoring %s from whitelist (reason: %s).',
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pair, status.get('Notice') or 'wallet is not active'
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)
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@ -253,7 +260,7 @@ class FreqtradeBot(object):
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stake_amount = self.config['stake_amount']
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interval = self.analyze.get_ticker_interval()
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self.logger.info(
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logger.info(
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'Checking buy signals to create a new trade with stake_amount: %f ...',
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stake_amount
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)
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@ -268,7 +275,7 @@ class FreqtradeBot(object):
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for trade in Trade.query.filter(Trade.is_open.is_(True)).all():
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if trade.pair in whitelist:
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whitelist.remove(trade.pair)
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self.logger.debug('Ignoring %s in pair whitelist', trade.pair)
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logger.debug('Ignoring %s in pair whitelist', trade.pair)
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if not whitelist:
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raise DependencyException('No currency pairs in whitelist')
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@ -333,10 +340,10 @@ class FreqtradeBot(object):
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if self.create_trade():
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return True
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self.logger.info('Found no buy signals for whitelisted currencies. Trying again..')
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logger.info('Found no buy signals for whitelisted currencies. Trying again..')
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return False
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except DependencyException as exception:
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self.logger.warning('Unable to create trade: %s', exception)
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logger.warning('Unable to create trade: %s', exception)
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return False
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def process_maybe_execute_sell(self, trade: Trade) -> bool:
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@ -347,7 +354,7 @@ class FreqtradeBot(object):
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# Get order details for actual price per unit
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if trade.open_order_id:
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# Update trade with order values
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self.logger.info('Found open order for %s', trade)
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logger.info('Found open order for %s', trade)
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trade.update(exchange.get_order(trade.open_order_id))
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if trade.is_open and trade.open_order_id is None:
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@ -363,7 +370,7 @@ class FreqtradeBot(object):
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if not trade.is_open:
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raise ValueError('attempt to handle closed trade: {}'.format(trade))
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self.logger.debug('Handling %s ...', trade)
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logger.debug('Handling %s ...', trade)
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current_rate = exchange.get_ticker(trade.pair)['bid']
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(buy, sell) = (False, False)
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@ -389,7 +396,7 @@ class FreqtradeBot(object):
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try:
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order = exchange.get_order(trade.open_order_id)
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except requests.exceptions.RequestException:
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self.logger.info(
|
||||
logger.info(
|
||||
'Cannot query order for %s due to %s',
|
||||
trade,
|
||||
traceback.format_exc())
|
||||
@ -419,7 +426,7 @@ class FreqtradeBot(object):
|
||||
# FIX? do we really need to flush, caller of
|
||||
# check_handle_timedout will flush afterwards
|
||||
Trade.session.flush()
|
||||
self.logger.info('Buy order timeout for %s.', trade)
|
||||
logger.info('Buy order timeout for %s.', trade)
|
||||
self.rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
|
||||
trade.pair.replace('_', '/')))
|
||||
return True
|
||||
@ -429,7 +436,7 @@ class FreqtradeBot(object):
|
||||
trade.amount = order['amount'] - order['remaining']
|
||||
trade.stake_amount = trade.amount * trade.open_rate
|
||||
trade.open_order_id = None
|
||||
self.logger.info('Partial buy order timeout for %s.', trade)
|
||||
logger.info('Partial buy order timeout for %s.', trade)
|
||||
self.rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
|
||||
trade.pair.replace('_', '/')))
|
||||
return False
|
||||
@ -450,7 +457,7 @@ class FreqtradeBot(object):
|
||||
trade.open_order_id = None
|
||||
self.rpc.send_msg('*Timeout:* Unfilled sell order for {} cancelled'.format(
|
||||
trade.pair.replace('_', '/')))
|
||||
self.logger.info('Sell order timeout for %s.', trade)
|
||||
logger.info('Sell order timeout for %s.', trade)
|
||||
return True
|
||||
|
||||
# TODO: figure out how to handle partially complete sell orders
|
||||
|
||||
@ -8,11 +8,11 @@ import logging
|
||||
import sys
|
||||
from typing import List
|
||||
|
||||
from freqtrade import (__version__)
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.configuration import Configuration
|
||||
from freqtrade.freqtradebot import FreqtradeBot
|
||||
from freqtrade.logger import Logger
|
||||
|
||||
logger = logging.getLogger('freqtrade')
|
||||
|
||||
|
||||
def main(sysargv: List[str]) -> None:
|
||||
@ -26,28 +26,20 @@ def main(sysargv: List[str]) -> None:
|
||||
)
|
||||
args = arguments.get_parsed_arg()
|
||||
|
||||
logger = Logger(__name__, level=args.loglevel).get_logger()
|
||||
|
||||
# A subcommand has been issued.
|
||||
# Means if Backtesting or Hyperopt have been called we exit the bot
|
||||
if hasattr(args, 'func'):
|
||||
args.func(args)
|
||||
return
|
||||
|
||||
logger.info(
|
||||
'Starting freqtrade %s (loglevel=%s)',
|
||||
__version__,
|
||||
logging.getLevelName(args.loglevel)
|
||||
)
|
||||
|
||||
freqtrade = None
|
||||
return_code = 1
|
||||
try:
|
||||
# Load and validate configuration
|
||||
configuration = Configuration(args)
|
||||
config = Configuration(args).get_config()
|
||||
|
||||
# Init the bot
|
||||
freqtrade = FreqtradeBot(configuration.get_config())
|
||||
freqtrade = FreqtradeBot(config)
|
||||
|
||||
state = None
|
||||
while 1:
|
||||
|
||||
@ -2,15 +2,15 @@
|
||||
|
||||
import gzip
|
||||
import json
|
||||
import logging
|
||||
import os
|
||||
from typing import Optional, List, Dict, Tuple
|
||||
|
||||
from freqtrade import misc
|
||||
from freqtrade.exchange import get_ticker_history
|
||||
from freqtrade.logger import Logger
|
||||
from user_data.hyperopt_conf import hyperopt_optimize_conf
|
||||
|
||||
logger = Logger(__name__).get_logger()
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def trim_tickerlist(tickerlist: List[Dict], timerange: Tuple[Tuple, int, int]) -> List[Dict]:
|
||||
|
||||
@ -3,6 +3,7 @@
|
||||
"""
|
||||
This module contains the backtesting logic
|
||||
"""
|
||||
import logging
|
||||
from argparse import Namespace
|
||||
from typing import Dict, Tuple, Any, List, Optional
|
||||
|
||||
@ -16,11 +17,13 @@ from freqtrade.analyze import Analyze
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.configuration import Configuration
|
||||
from freqtrade.exchange import Bittrex
|
||||
from freqtrade.logger import Logger
|
||||
from freqtrade.misc import file_dump_json
|
||||
from freqtrade.persistence import Trade
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Backtesting(object):
|
||||
"""
|
||||
Backtesting class, this class contains all the logic to run a backtest
|
||||
@ -30,10 +33,6 @@ class Backtesting(object):
|
||||
backtesting.start()
|
||||
"""
|
||||
def __init__(self, config: Dict[str, Any]) -> None:
|
||||
|
||||
# Init the logger
|
||||
self.logging = Logger(__name__, level=config['loglevel'])
|
||||
self.logger = self.logging.get_logger()
|
||||
self.config = config
|
||||
self.analyze = None
|
||||
self.ticker_interval = None
|
||||
@ -200,7 +199,7 @@ class Backtesting(object):
|
||||
# For now export inside backtest(), maybe change so that backtest()
|
||||
# returns a tuple like: (dataframe, records, logs, etc)
|
||||
if record and record.find('trades') >= 0:
|
||||
self.logger.info('Dumping backtest results')
|
||||
logger.info('Dumping backtest results')
|
||||
file_dump_json('backtest-result.json', records)
|
||||
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
|
||||
return DataFrame.from_records(trades, columns=labels)
|
||||
@ -212,15 +211,15 @@ class Backtesting(object):
|
||||
"""
|
||||
data = {}
|
||||
pairs = self.config['exchange']['pair_whitelist']
|
||||
self.logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
|
||||
self.logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
|
||||
logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
|
||||
logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
|
||||
|
||||
if self.config.get('live'):
|
||||
self.logger.info('Downloading data for all pairs in whitelist ...')
|
||||
logger.info('Downloading data for all pairs in whitelist ...')
|
||||
for pair in pairs:
|
||||
data[pair] = exchange.get_ticker_history(pair, self.ticker_interval)
|
||||
else:
|
||||
self.logger.info('Using local backtesting data (using whitelist in given config) ...')
|
||||
logger.info('Using local backtesting data (using whitelist in given config) ...')
|
||||
|
||||
timerange = Arguments.parse_timerange(self.config.get('timerange'))
|
||||
data = optimize.load_data(
|
||||
@ -235,14 +234,14 @@ class Backtesting(object):
|
||||
if self.config.get('realistic_simulation', False):
|
||||
max_open_trades = self.config['max_open_trades']
|
||||
else:
|
||||
self.logger.info('Ignoring max_open_trades (realistic_simulation not set) ...')
|
||||
logger.info('Ignoring max_open_trades (realistic_simulation not set) ...')
|
||||
max_open_trades = 0
|
||||
|
||||
preprocessed = self.tickerdata_to_dataframe(data)
|
||||
|
||||
# Print timeframe
|
||||
min_date, max_date = self.get_timeframe(preprocessed)
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
'Measuring data from %s up to %s (%s days)..',
|
||||
min_date.isoformat(),
|
||||
max_date.isoformat(),
|
||||
@ -263,9 +262,7 @@ class Backtesting(object):
|
||||
'record': self.config.get('export')
|
||||
}
|
||||
)
|
||||
|
||||
self.logging.set_format('%(message)s')
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
'\n==================================== '
|
||||
'BACKTESTING REPORT'
|
||||
' ====================================\n'
|
||||
@ -301,7 +298,6 @@ def start(args: Namespace) -> None:
|
||||
"""
|
||||
|
||||
# Initialize logger
|
||||
logger = Logger(__name__).get_logger()
|
||||
logger.info('Starting freqtrade in Backtesting mode')
|
||||
|
||||
# Initialize configuration
|
||||
|
||||
@ -31,6 +31,9 @@ from freqtrade.optimize.backtesting import Backtesting
|
||||
from user_data.hyperopt_conf import hyperopt_optimize_conf
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Hyperopt(Backtesting):
|
||||
"""
|
||||
Hyperopt class, this class contains all the logic to run a hyperopt simulation
|
||||
@ -42,11 +45,6 @@ class Hyperopt(Backtesting):
|
||||
def __init__(self, config: Dict[str, Any]) -> None:
|
||||
|
||||
super().__init__(config)
|
||||
|
||||
# Rename the logging to display Hyperopt file instead of Backtesting
|
||||
self.logging = Logger(__name__, level=config['loglevel'])
|
||||
self.logger = self.logging.get_logger()
|
||||
|
||||
# set TARGET_TRADES to suit your number concurrent trades so its realistic
|
||||
# to the number of days
|
||||
self.target_trades = 600
|
||||
@ -194,14 +192,14 @@ class Hyperopt(Backtesting):
|
||||
"""
|
||||
Save hyperopt trials to file
|
||||
"""
|
||||
self.logger.info('Saving Trials to \'%s\'', self.trials_file)
|
||||
logger.info('Saving Trials to \'%s\'', self.trials_file)
|
||||
pickle.dump(self.trials, open(self.trials_file, 'wb'))
|
||||
|
||||
def read_trials(self) -> Trials:
|
||||
"""
|
||||
Read hyperopt trials file
|
||||
"""
|
||||
self.logger.info('Reading Trials from \'%s\'', self.trials_file)
|
||||
logger.info('Reading Trials from \'%s\'', self.trials_file)
|
||||
trials = pickle.load(open(self.trials_file, 'rb'))
|
||||
os.remove(self.trials_file)
|
||||
return trials
|
||||
@ -212,7 +210,7 @@ class Hyperopt(Backtesting):
|
||||
"""
|
||||
vals = json.dumps(self.trials.best_trial['misc']['vals'], indent=4)
|
||||
results = self.trials.best_trial['result']['result']
|
||||
self.logger.info('Best result:\n%s\nwith values:\n%s', results, vals)
|
||||
logger.info('Best result:\n%s\nwith values:\n%s', results, vals)
|
||||
|
||||
def log_results(self, results) -> None:
|
||||
"""
|
||||
@ -226,7 +224,7 @@ class Hyperopt(Backtesting):
|
||||
results['result'],
|
||||
results['loss']
|
||||
)
|
||||
self.logger.info(log_msg)
|
||||
logger.info(log_msg)
|
||||
else:
|
||||
print('.', end='')
|
||||
sys.stdout.flush()
|
||||
@ -511,8 +509,8 @@ class Hyperopt(Backtesting):
|
||||
self.processed = self.tickerdata_to_dataframe(data)
|
||||
|
||||
if self.config.get('mongodb'):
|
||||
self.logger.info('Using mongodb ...')
|
||||
self.logger.info(
|
||||
logger.info('Using mongodb ...')
|
||||
logger.info(
|
||||
'Start scripts/start-mongodb.sh and start-hyperopt-worker.sh manually!'
|
||||
)
|
||||
|
||||
@ -522,7 +520,7 @@ class Hyperopt(Backtesting):
|
||||
exp_key='exp1'
|
||||
)
|
||||
else:
|
||||
self.logger.info('Preparing Trials..')
|
||||
logger.info('Preparing Trials..')
|
||||
signal.signal(signal.SIGINT, self.signal_handler)
|
||||
# read trials file if we have one
|
||||
if os.path.exists(self.trials_file) and os.path.getsize(self.trials_file) > 0:
|
||||
@ -530,16 +528,13 @@ class Hyperopt(Backtesting):
|
||||
|
||||
self.current_tries = len(self.trials.results)
|
||||
self.total_tries += self.current_tries
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
'Continuing with trials. Current: %d, Total: %d',
|
||||
self.current_tries,
|
||||
self.total_tries
|
||||
)
|
||||
|
||||
try:
|
||||
# change the Logging format
|
||||
self.logging.set_format('\n%(message)s')
|
||||
|
||||
best_parameters = fmin(
|
||||
fn=self.generate_optimizer,
|
||||
space=self.hyperopt_space(),
|
||||
@ -563,11 +558,11 @@ class Hyperopt(Backtesting):
|
||||
best_parameters
|
||||
)
|
||||
|
||||
self.logger.info('Best parameters:\n%s', json.dumps(best_parameters, indent=4))
|
||||
logger.info('Best parameters:\n%s', json.dumps(best_parameters, indent=4))
|
||||
if 'roi_t1' in best_parameters:
|
||||
self.logger.info('ROI table:\n%s', self.generate_roi_table(best_parameters))
|
||||
logger.info('ROI table:\n%s', self.generate_roi_table(best_parameters))
|
||||
|
||||
self.logger.info('Best Result:\n%s', best_result)
|
||||
logger.info('Best Result:\n%s', best_result)
|
||||
|
||||
# Store trials result to file to resume next time
|
||||
self.save_trials()
|
||||
@ -576,7 +571,7 @@ class Hyperopt(Backtesting):
|
||||
"""
|
||||
Hyperopt SIGINT handler
|
||||
"""
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
'Hyperopt received %s',
|
||||
signal.Signals(sig).name
|
||||
)
|
||||
|
||||
@ -1,7 +1,7 @@
|
||||
"""
|
||||
This module contains class to define a RPC communications
|
||||
"""
|
||||
|
||||
import logging
|
||||
from datetime import datetime, timedelta
|
||||
from decimal import Decimal
|
||||
from typing import Tuple, Any
|
||||
@ -11,12 +11,14 @@ import sqlalchemy as sql
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade import exchange
|
||||
from freqtrade.logger import Logger
|
||||
from freqtrade.misc import shorten_date
|
||||
from freqtrade.persistence import Trade
|
||||
from freqtrade.state import State
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class RPC(object):
|
||||
"""
|
||||
RPC class can be used to have extra feature, like bot data, and access to DB data
|
||||
@ -28,10 +30,6 @@ class RPC(object):
|
||||
:return: None
|
||||
"""
|
||||
self.freqtrade = freqtrade
|
||||
self.logger = Logger(
|
||||
__name__,
|
||||
level=self.freqtrade.config.get('loglevel')
|
||||
).get_logger()
|
||||
|
||||
def rpc_trade_status(self) -> Tuple[bool, Any]:
|
||||
"""
|
||||
@ -346,7 +344,7 @@ class RPC(object):
|
||||
)
|
||||
).first()
|
||||
if not trade:
|
||||
self.logger.warning('forcesell: Invalid argument received')
|
||||
logger.warning('forcesell: Invalid argument received')
|
||||
return True, 'Invalid argument.'
|
||||
|
||||
_exec_forcesell(trade)
|
||||
|
||||
@ -1,11 +1,14 @@
|
||||
"""
|
||||
This module contains class to manage RPC communications (Telegram, Slack, ...)
|
||||
"""
|
||||
import logging
|
||||
|
||||
from freqtrade.logger import Logger
|
||||
from freqtrade.rpc.telegram import Telegram
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class RPCManager(object):
|
||||
"""
|
||||
Class to manage RPC objects (Telegram, Slack, ...)
|
||||
@ -18,12 +21,6 @@ class RPCManager(object):
|
||||
"""
|
||||
self.freqtrade = freqtrade
|
||||
|
||||
# Init the logger
|
||||
self.logger = Logger(
|
||||
__name__,
|
||||
level=self.freqtrade.config.get('loglevel')
|
||||
).get_logger()
|
||||
|
||||
self.registered_modules = []
|
||||
self.telegram = None
|
||||
self._init()
|
||||
@ -34,7 +31,7 @@ class RPCManager(object):
|
||||
:return:
|
||||
"""
|
||||
if self.freqtrade.config['telegram'].get('enabled', False):
|
||||
self.logger.info('Enabling rpc.telegram ...')
|
||||
logger.info('Enabling rpc.telegram ...')
|
||||
self.registered_modules.append('telegram')
|
||||
self.telegram = Telegram(self.freqtrade)
|
||||
|
||||
@ -44,7 +41,7 @@ class RPCManager(object):
|
||||
:return: None
|
||||
"""
|
||||
if 'telegram' in self.registered_modules:
|
||||
self.logger.info('Cleaning up rpc.telegram ...')
|
||||
logger.info('Cleaning up rpc.telegram ...')
|
||||
self.registered_modules.remove('telegram')
|
||||
self.telegram.cleanup()
|
||||
|
||||
@ -54,6 +51,6 @@ class RPCManager(object):
|
||||
:param msg: message
|
||||
:return: None
|
||||
"""
|
||||
self.logger.info(msg)
|
||||
logger.info(msg)
|
||||
if 'telegram' in self.registered_modules:
|
||||
self.telegram.send_msg(msg)
|
||||
|
||||
@ -3,7 +3,7 @@
|
||||
"""
|
||||
This module manage Telegram communication
|
||||
"""
|
||||
|
||||
import logging
|
||||
from typing import Any, Callable
|
||||
|
||||
from tabulate import tabulate
|
||||
@ -15,6 +15,9 @@ from freqtrade.__init__ import __version__
|
||||
from freqtrade.rpc.rpc import RPC
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[..., Any]:
|
||||
"""
|
||||
Decorator to check if the message comes from the correct chat_id
|
||||
@ -31,13 +34,13 @@ def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[
|
||||
chat_id = int(self._config['telegram']['chat_id'])
|
||||
|
||||
if int(update.message.chat_id) != chat_id:
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
'Rejected unauthorized message from: %s',
|
||||
update.message.chat_id
|
||||
)
|
||||
return wrapper
|
||||
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
'Executing handler: %s for chat_id: %s',
|
||||
command_handler.__name__,
|
||||
chat_id
|
||||
@ -45,7 +48,7 @@ def authorized_only(command_handler: Callable[[Bot, Update], None]) -> Callable[
|
||||
try:
|
||||
return command_handler(self, *args, **kwargs)
|
||||
except BaseException:
|
||||
self.logger.exception('Exception occurred within Telegram module')
|
||||
logger.exception('Exception occurred within Telegram module')
|
||||
|
||||
return wrapper
|
||||
|
||||
@ -101,7 +104,7 @@ class Telegram(RPC):
|
||||
timeout=30,
|
||||
read_latency=60,
|
||||
)
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
'rpc.telegram is listening for following commands: %s',
|
||||
[h.command for h in handles]
|
||||
)
|
||||
@ -357,7 +360,7 @@ class Telegram(RPC):
|
||||
'max': [self._config['max_open_trades']]
|
||||
}, headers=['current', 'max'], tablefmt='simple')
|
||||
message = "<pre>{}</pre>".format(message)
|
||||
self.logger.debug(message)
|
||||
logger.debug(message)
|
||||
self.send_msg(message, parse_mode=ParseMode.HTML)
|
||||
|
||||
@authorized_only
|
||||
@ -428,7 +431,7 @@ class Telegram(RPC):
|
||||
except NetworkError as network_err:
|
||||
# Sometimes the telegram server resets the current connection,
|
||||
# if this is the case we send the message again.
|
||||
self.logger.warning(
|
||||
logger.warning(
|
||||
'Telegram NetworkError: %s! Trying one more time.',
|
||||
network_err.message
|
||||
)
|
||||
@ -439,7 +442,7 @@ class Telegram(RPC):
|
||||
reply_markup=reply_markup
|
||||
)
|
||||
except TelegramError as telegram_err:
|
||||
self.logger.warning(
|
||||
logger.warning(
|
||||
'TelegramError: %s! Giving up on that message.',
|
||||
telegram_err.message
|
||||
)
|
||||
|
||||
@ -4,6 +4,7 @@
|
||||
This module load custom strategies
|
||||
"""
|
||||
import importlib
|
||||
import logging
|
||||
import os
|
||||
import sys
|
||||
from collections import OrderedDict
|
||||
@ -11,12 +12,14 @@ from collections import OrderedDict
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.constants import Constants
|
||||
from freqtrade.logger import Logger
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
|
||||
sys.path.insert(0, r'../../user_data/strategies')
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class Strategy(object):
|
||||
"""
|
||||
This class contains all the logic to load custom strategy class
|
||||
@ -27,8 +30,6 @@ class Strategy(object):
|
||||
:param config:
|
||||
:return:
|
||||
"""
|
||||
self.logger = Logger(__name__).get_logger()
|
||||
|
||||
# Verify the strategy is in the configuration, otherwise fallback to the default strategy
|
||||
if 'strategy' in config:
|
||||
strategy = config['strategy']
|
||||
@ -42,17 +43,17 @@ class Strategy(object):
|
||||
# Check if we need to override configuration
|
||||
if 'minimal_roi' in config:
|
||||
self.custom_strategy.minimal_roi = config['minimal_roi']
|
||||
self.logger.info("Override strategy \'minimal_roi\' with value in config file.")
|
||||
logger.info("Override strategy \'minimal_roi\' with value in config file.")
|
||||
|
||||
if 'stoploss' in config:
|
||||
self.custom_strategy.stoploss = config['stoploss']
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
"Override strategy \'stoploss\' with value in config file: %s.", config['stoploss']
|
||||
)
|
||||
|
||||
if 'ticker_interval' in config:
|
||||
self.custom_strategy.ticker_interval = config['ticker_interval']
|
||||
self.logger.info(
|
||||
logger.info(
|
||||
"Override strategy \'ticker_interval\' with value in config file: %s.",
|
||||
config['ticker_interval']
|
||||
)
|
||||
@ -87,12 +88,12 @@ class Strategy(object):
|
||||
|
||||
# Fallback to the default strategy
|
||||
except (ImportError, TypeError) as error:
|
||||
self.logger.error(
|
||||
logger.error(
|
||||
"Impossible to load Strategy 'user_data/strategies/%s.py'. This file does not exist"
|
||||
" or contains Python code errors",
|
||||
strategy_name
|
||||
)
|
||||
self.logger.error(
|
||||
logger.error(
|
||||
"The error is:\n%s.",
|
||||
error
|
||||
)
|
||||
@ -106,7 +107,7 @@ class Strategy(object):
|
||||
module = importlib.import_module(filename, __package__)
|
||||
custom_strategy = getattr(module, module.class_name)
|
||||
|
||||
self.logger.info("Load strategy class: %s (%s.py)", module.class_name, filename)
|
||||
logger.info("Load strategy class: %s (%s.py)", module.class_name, filename)
|
||||
return custom_strategy()
|
||||
|
||||
@staticmethod
|
||||
|
||||
@ -29,7 +29,6 @@ def test_strategy_structure():
|
||||
|
||||
def test_load_strategy(result):
|
||||
strategy = Strategy()
|
||||
strategy.logger = logging.getLogger(__name__)
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
strategy._load_strategy('test_strategy')
|
||||
@ -42,14 +41,13 @@ def test_load_strategy(result):
|
||||
|
||||
def test_load_not_found_strategy(caplog):
|
||||
strategy = Strategy()
|
||||
strategy.logger = logging.getLogger(__name__)
|
||||
|
||||
assert not hasattr(Strategy, 'custom_strategy')
|
||||
strategy._load_strategy('NotFoundStrategy')
|
||||
|
||||
error_msg = "Impossible to load Strategy 'user_data/strategies/{}.py'. This file does not " \
|
||||
"exist or contains Python code errors".format('NotFoundStrategy')
|
||||
assert ('test_strategy', logging.ERROR, error_msg) in caplog.record_tuples
|
||||
assert ('freqtrade.strategy.strategy', logging.ERROR, error_msg) in caplog.record_tuples
|
||||
|
||||
|
||||
def test_strategy(result):
|
||||
|
||||
@ -11,7 +11,7 @@ Optional Cli parameters
|
||||
--timerange: specify what timerange of data to use.
|
||||
-l / --live: Live, to download the latest ticker for the pair
|
||||
"""
|
||||
|
||||
import logging
|
||||
import sys
|
||||
from argparse import Namespace
|
||||
|
||||
@ -24,11 +24,10 @@ import plotly.graph_objs as go
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade import exchange
|
||||
from freqtrade.logger import Logger
|
||||
import freqtrade.optimize as optimize
|
||||
|
||||
|
||||
logger = Logger(__name__).get_logger()
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def plot_analyzed_dataframe(args: Namespace) -> None:
|
||||
|
||||
@ -10,7 +10,7 @@ Optional Cli parameters
|
||||
-s / --strategy: strategy to use
|
||||
--timerange: specify what timerange of data to use.
|
||||
"""
|
||||
|
||||
import logging
|
||||
import sys
|
||||
import json
|
||||
from argparse import Namespace
|
||||
@ -24,13 +24,12 @@ import plotly.graph_objs as go
|
||||
from freqtrade.arguments import Arguments
|
||||
from freqtrade.configuration import Configuration
|
||||
from freqtrade.analyze import Analyze
|
||||
from freqtrade.logger import Logger
|
||||
|
||||
import freqtrade.optimize as optimize
|
||||
import freqtrade.misc as misc
|
||||
|
||||
|
||||
logger = Logger(__name__).get_logger()
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
# data:: [ pair, profit-%, enter, exit, time, duration]
|
||||
|
||||
Loading…
Reference in New Issue
Block a user