""" 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_args_parser() 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 parsed_arg.config is None and not no_default_config: parsed_arg.config = [constants.DEFAULT_CONFIG] return parsed_arg def common_args_parser(self) -> None: """ Parses given common arguments and returns them as a parsed object. """ self.parser.add_argument( '-v', '--verbose', help='Verbose mode (-vv for more, -vvv to get all messages).', action='count', dest='loglevel', default=0, ) self.parser.add_argument( '--logfile', help='Log to the file specified', dest='logfile', type=str, metavar='FILE' ) self.parser.add_argument( '--version', action='version', version=f'%(prog)s {__version__}' ) self.parser.add_argument( '-c', '--config', help='Specify configuration file (default: %(default)s). ' 'Multiple --config options may be used.', dest='config', action='append', type=str, metavar='PATH', ) self.parser.add_argument( '-d', '--datadir', help='Path to backtest data.', dest='datadir', default=None, type=str, metavar='PATH', ) self.parser.add_argument( '-s', '--strategy', help='Specify strategy class name (default: %(default)s).', dest='strategy', default='DefaultStrategy', type=str, metavar='NAME', ) self.parser.add_argument( '--strategy-path', help='Specify additional strategy lookup path.', dest='strategy_path', type=str, metavar='PATH', ) self.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='?', ) self.parser.add_argument( '--db-url', help='Override trades database URL, this is useful if dry_run is enabled' ' or in custom deployments (default: %(default)s).', dest='db_url', type=str, metavar='PATH', ) self.parser.add_argument( '--sd-notify', help='Notify systemd service manager.', action='store_true', dest='sd_notify', ) @staticmethod def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: """ Parses given common arguments for Backtesting, Edge and Hyperopt modules. :param parser: :return: """ parser.add_argument( '-i', '--ticker-interval', help='Specify ticker interval (1m, 5m, 30m, 1h, 1d).', dest='ticker_interval', type=str, ) parser.add_argument( '--timerange', help='Specify what timerange of data to use.', default=None, type=str, dest='timerange', ) parser.add_argument( '--max_open_trades', help='Specify max_open_trades to use.', default=None, type=int, dest='max_open_trades', ) parser.add_argument( '--stake_amount', help='Specify stake_amount.', default=None, 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', ) @staticmethod def backtesting_options(parser: argparse.ArgumentParser) -> None: """ Parses given arguments for Backtesting module. """ 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', type=str, default=None, 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)', type=str, default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'), dest='exportfilename', metavar='PATH', ) @staticmethod def edge_options(parser: argparse.ArgumentParser) -> None: """ Parses given arguments for Edge module. """ 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', type=str, dest='stoploss_range', ) @staticmethod def hyperopt_options(parser: argparse.ArgumentParser) -> None: """ Parses given arguments for Hyperopt module. """ parser.add_argument( '--customhyperopt', help='Specify hyperopt class name (default: %(default)s).', dest='hyperopt', default=constants.DEFAULT_HYPEROPT, type=str, 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', default=None, 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 _build_subcommands(self) -> None: """ Builds and attaches all subcommands :return: None """ from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge 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.optimizer_shared_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.optimizer_shared_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.optimizer_shared_options(hyperopt_cmd) self.hyperopt_options(hyperopt_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 scripts_options(self) -> None: """ Parses given arguments for scripts. """ self.parser.add_argument( '-p', '--pairs', help='Show profits for only this pairs. Pairs are comma-separated.', dest='pairs', default=None ) def download_data_options(self) -> None: """ Parses given arguments for testdata download """ self.parser.add_argument( '-v', '--verbose', help='Verbose mode (-vv for more, -vvv to get all messages).', action='count', dest='loglevel', default=0, ) self.parser.add_argument( '--logfile', help='Log to the file specified', dest='logfile', type=str, metavar='FILE', ) self.parser.add_argument( '-c', '--config', help='Specify configuration file (default: %(default)s). ' 'Multiple --config options may be used.', dest='config', action='append', type=str, metavar='PATH', ) self.parser.add_argument( '-d', '--datadir', help='Path to backtest data.', dest='datadir', metavar='PATH', ) self.parser.add_argument( '--pairs-file', help='File containing a list of pairs to download.', dest='pairs_file', metavar='FILE', ) self.parser.add_argument( '--days', help='Download data for given number of days.', dest='days', type=Arguments.check_int_positive, metavar='INT', ) self.parser.add_argument( '--exchange', help='Exchange name (default: %(default)s). Only valid if no config is provided.', dest='exchange', ) self.parser.add_argument( '-t', '--timeframes', help='Specify which tickers to download. Space separated list. \ Default: %(default)s.', choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w'], nargs='+', dest='timeframes', ) self.parser.add_argument( '--erase', help='Clean all existing data for the selected exchange/pairs/timeframes.', dest='erase', action='store_true' )