"""
This module contains the argument manager class
"""
import argparse
import os
import re
from typing import List, NamedTuple, Optional
import arrow
from freqtrade import __version__, constants
class TimeRange(NamedTuple):
"""
NamedTuple Defining timerange inputs.
[start/stop]type defines if [start/stop]ts shall be used.
if *type is none, don't use corresponding startvalue.
"""
starttype: Optional[str] = None
stoptype: Optional[str] = None
startts: int = 0
stopts: int = 0
class Arguments(object):
"""
Arguments Class. Manage the arguments received by the cli
"""
def __init__(self, args: Optional[List[str]], description: str) -> None:
self.args = args
self.parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description=description)
def _load_args(self) -> None:
self.common_options()
self.main_options()
self._build_subcommands()
def get_parsed_arg(self) -> argparse.Namespace:
"""
Return the list of arguments
:return: List[str] List of arguments
"""
if self.parsed_arg is None:
self._load_args()
self.parsed_arg = self.parse_args()
return self.parsed_arg
def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
"""
Parses given arguments and returns an argparse Namespace instance.
"""
parsed_arg = self.parser.parse_args(self.args)
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
if not no_default_config and parsed_arg.config is None:
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
def common_options(self) -> None:
"""
Parses arguments that are common for the main Freqtrade, all subcommands and scripts.
"""
parser = self.parser
parser.add_argument(
'-v', '--verbose',
help='Verbose mode (-vv for more, -vvv to get all messages).',
action='count',
dest='loglevel',
default=0,
)
parser.add_argument(
'--logfile',
help='Log to the file specified',
dest='logfile',
metavar='FILE',
)
parser.add_argument(
'--version',
action='version',
version=f'%(prog)s {__version__}'
)
parser.add_argument(
'-c', '--config',
help=f'Specify configuration file (default: {constants.DEFAULT_CONFIG}). '
f'Multiple --config options may be used. '
f'Can be set to `-` to read config from stdin.',
dest='config',
action='append',
metavar='PATH',
)
parser.add_argument(
'-d', '--datadir',
help='Path to backtest data.',
dest='datadir',
metavar='PATH',
)
def main_options(self) -> None:
"""
Parses arguments for the main Freqtrade.
"""
parser = self.parser
parser.add_argument(
'-s', '--strategy',
help='Specify strategy class name (default: %(default)s).',
dest='strategy',
default='DefaultStrategy',
metavar='NAME',
)
parser.add_argument(
'--strategy-path',
help='Specify additional strategy lookup path.',
dest='strategy_path',
metavar='PATH',
)
parser.add_argument(
'--dynamic-whitelist',
help='Dynamically generate and update whitelist '
'based on 24h BaseVolume (default: %(const)s). '
'DEPRECATED.',
dest='dynamic_whitelist',
const=constants.DYNAMIC_WHITELIST,
type=int,
metavar='INT',
nargs='?',
)
parser.add_argument(
'--db-url',
help=f'Override trades database URL, this is useful if dry_run is enabled '
f'or in custom deployments (default: {constants.DEFAULT_DB_DRYRUN_URL}.',
dest='db_url',
metavar='PATH',
)
parser.add_argument(
'--sd-notify',
help='Notify systemd service manager.',
action='store_true',
dest='sd_notify',
)
def common_optimize_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses arguments common for Backtesting, Edge and Hyperopt modules.
:param parser:
"""
parser = subparser or self.parser
parser.add_argument(
'-i', '--ticker-interval',
help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).',
dest='ticker_interval',
)
parser.add_argument(
'--timerange',
help='Specify what timerange of data to use.',
dest='timerange',
)
parser.add_argument(
'--max_open_trades',
help='Specify max_open_trades to use.',
type=int,
dest='max_open_trades',
)
parser.add_argument(
'--stake_amount',
help='Specify stake_amount.',
type=float,
dest='stake_amount',
)
parser.add_argument(
'-r', '--refresh-pairs-cached',
help='Refresh the pairs files in tests/testdata with the latest data from the '
'exchange. Use it if you want to run your optimization commands with '
'up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
def backtesting_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for Backtesting module.
"""
parser = subparser or self.parser
parser.add_argument(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking).',
action='store_true',
dest='position_stacking',
default=False
)
parser.add_argument(
'--dmmp', '--disable-max-market-positions',
help='Disable applying `max_open_trades` during backtest '
'(same as setting `max_open_trades` to a very high number).',
action='store_false',
dest='use_max_market_positions',
default=True
)
parser.add_argument(
'-l', '--live',
help='Use live data.',
action='store_true',
dest='live',
)
parser.add_argument(
'--strategy-list',
help='Provide a commaseparated list of strategies to backtest '
'Please note that ticker-interval needs to be set either in config '
'or via command line. When using this together with --export trades, '
'the strategy-name is injected into the filename '
'(so backtest-data.json becomes backtest-data-DefaultStrategy.json',
nargs='+',
dest='strategy_list',
)
parser.add_argument(
'--export',
help='Export backtest results, argument are: trades. '
'Example --export=trades',
dest='export',
)
parser.add_argument(
'--export-filename',
help='Save backtest results to this filename '
'requires --export to be set as well. '
'Example --export-filename=user_data/backtest_data/backtest_today.json '
'(default: %(default)s)',
default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
dest='exportfilename',
metavar='PATH',
)
def edge_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for Edge module.
"""
parser = subparser or self.parser
parser.add_argument(
'--stoplosses',
help='Defines a range of stoploss against which edge will assess the strategy '
'the format is "min,max,step" (without any space). '
'Example: --stoplosses=-0.01,-0.1,-0.001',
dest='stoploss_range',
)
def hyperopt_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for Hyperopt module.
"""
parser = subparser or self.parser
parser.add_argument(
'--customhyperopt',
help='Specify hyperopt class name (default: %(default)s).',
dest='hyperopt',
default=constants.DEFAULT_HYPEROPT,
metavar='NAME',
)
parser.add_argument(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking).',
action='store_true',
dest='position_stacking',
default=False
)
parser.add_argument(
'--dmmp', '--disable-max-market-positions',
help='Disable applying `max_open_trades` during backtest '
'(same as setting `max_open_trades` to a very high number).',
action='store_false',
dest='use_max_market_positions',
default=True
)
parser.add_argument(
'-e', '--epochs',
help='Specify number of epochs (default: %(default)d).',
dest='epochs',
default=constants.HYPEROPT_EPOCH,
type=int,
metavar='INT',
)
parser.add_argument(
'-s', '--spaces',
help='Specify which parameters to hyperopt. Space separate list. '
'Default: %(default)s.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
default='all',
nargs='+',
dest='spaces',
)
parser.add_argument(
'--print-all',
help='Print all results, not only the best ones.',
action='store_true',
dest='print_all',
default=False
)
parser.add_argument(
'-j', '--job-workers',
help='The number of concurrently running jobs for hyperoptimization '
'(hyperopt worker processes). '
'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
'If 1 is given, no parallel computing code is used at all.',
dest='hyperopt_jobs',
default=-1,
type=int,
metavar='JOBS',
)
parser.add_argument(
'--random-state',
help='Set random state to some positive integer for reproducible hyperopt results.',
dest='hyperopt_random_state',
type=Arguments.check_int_positive,
metavar='INT',
)
parser.add_argument(
'--min-trades',
help="Set minimal desired number of trades for evaluations in the hyperopt "
"optimization path (default: 1).",
dest='hyperopt_min_trades',
default=1,
type=Arguments.check_int_positive,
metavar='INT',
)
def list_exchanges_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses given arguments for the list-exchanges command.
"""
parser = subparser or self.parser
parser.add_argument(
'-1', '--one-column',
help='Print exchanges in one column',
action='store_true',
dest='print_one_column',
)
def _build_subcommands(self) -> None:
"""
Builds and attaches all subcommands.
:return: None
"""
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import start_list_exchanges
subparsers = self.parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
backtesting_cmd.set_defaults(func=start_backtesting)
self.common_optimize_options(backtesting_cmd)
self.backtesting_options(backtesting_cmd)
# Add edge subcommand
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
edge_cmd.set_defaults(func=start_edge)
self.common_optimize_options(edge_cmd)
self.edge_options(edge_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
hyperopt_cmd.set_defaults(func=start_hyperopt)
self.common_optimize_options(hyperopt_cmd)
self.hyperopt_options(hyperopt_cmd)
# Add list-exchanges subcommand
list_exchanges_cmd = subparsers.add_parser(
'list-exchanges',
help='Print available exchanges.'
)
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self.list_exchanges_options(list_exchanges_cmd)
@staticmethod
def parse_timerange(text: Optional[str]) -> TimeRange:
"""
Parse the value of the argument --timerange to determine what is the range desired
:param text: value from --timerange
:return: Start and End range period
"""
if text is None:
return TimeRange(None, None, 0, 0)
syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
(r'^-(\d{10})$', (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'))]
for rex, stype in syntax:
# Apply the regular expression to text
match = re.match(rex, text)
if match: # Regex has matched
rvals = match.groups()
index = 0
start: int = 0
stop: int = 0
if stype[0]:
starts = rvals[index]
if stype[0] == 'date' and len(starts) == 8:
start = arrow.get(starts, 'YYYYMMDD').timestamp
else:
start = int(starts)
index += 1
if stype[1]:
stops = rvals[index]
if stype[1] == 'date' and len(stops) == 8:
stop = arrow.get(stops, 'YYYYMMDD').timestamp
else:
stop = int(stops)
return TimeRange(stype[0], stype[1], start, stop)
raise Exception('Incorrect syntax for timerange "%s"' % text)
@staticmethod
def check_int_positive(value: str) -> int:
try:
uint = int(value)
if uint <= 0:
raise ValueError
except ValueError:
raise argparse.ArgumentTypeError(
f"{value} is invalid for this parameter, should be a positive integer value"
)
return uint
def common_scripts_options(self, subparser: argparse.ArgumentParser = None) -> None:
"""
Parses arguments common for scripts.
"""
parser = subparser or self.parser
parser.add_argument(
'-p', '--pairs',
help='Show profits for only this pairs. Pairs are comma-separated.',
dest='pairs',
)
def download_data_options(self) -> None:
"""
Parses given arguments for testdata download script
"""
parser = self.parser
parser.add_argument(
'--pairs-file',
help='File containing a list of pairs to download.',
dest='pairs_file',
metavar='FILE',
)
parser.add_argument(
'--days',
help='Download data for given number of days.',
dest='days',
type=Arguments.check_int_positive,
metavar='INT',
)
parser.add_argument(
'--exchange',
help=f'Exchange name (default: {constants.DEFAULT_EXCHANGE}). '
f'Only valid if no config is provided.',
dest='exchange',
)
parser.add_argument(
'-t', '--timeframes',
help=f'Specify which tickers to download. Space separated list. '
f'Default: {constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}.',
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
'6h', '8h', '12h', '1d', '3d', '1w'],
nargs='+',
dest='timeframes',
)
parser.add_argument(
'--erase',
help='Clean all existing data for the selected exchange/pairs/timeframes.',
dest='erase',
action='store_true'
)
def plot_dataframe_options(self) -> None:
"""
Parses given arguments for plot dataframe script
"""
parser = self.parser
parser.add_argument(
'--indicators1',
help='Set indicators from your strategy you want in the first row of the graph. '
'Separate them with a coma. E.g: ema3,ema5 (default: %(default)s)',
default='sma,ema3,ema5',
dest='indicators1',
)
parser.add_argument(
'--indicators2',
help='Set indicators from your strategy you want in the third row of the graph. '
'Separate them with a coma. E.g: fastd,fastk (default: %(default)s)',
default='macd,macdsignal',
dest='indicators2',
)
parser.add_argument(
'--plot-limit',
help='Specify tick limit for plotting - too high values cause huge files - '
'Default: %(default)s',
dest='plot_limit',
default=750,
type=int,
)