# pragma pylint: disable=attribute-defined-outside-init """ This module load custom strategies """ import logging import tempfile from base64 import urlsafe_b64decode from inspect import getfullargspec from pathlib import Path from typing import Any, Dict, Optional from freqtrade.configuration.config_validation import validate_migrated_strategy_settings from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES from freqtrade.enums import TradingMode from freqtrade.exceptions import OperationalException from freqtrade.resolvers import IResolver from freqtrade.strategy.interface import IStrategy logger = logging.getLogger(__name__) class StrategyResolver(IResolver): """ This class contains the logic to load custom strategy class """ object_type = IStrategy object_type_str = "Strategy" user_subdir = USERPATH_STRATEGIES initial_search_path = None @staticmethod def load_strategy(config: Dict[str, Any] = None) -> IStrategy: """ Load the custom class from config parameter :param config: configuration dictionary or None """ config = config or {} if not config.get('strategy'): raise OperationalException("No strategy set. Please use `--strategy` to specify " "the strategy class to use.") strategy_name = config['strategy'] strategy: IStrategy = StrategyResolver._load_strategy( strategy_name, config=config, extra_dir=config.get('strategy_path')) if strategy._ft_params_from_file: # Set parameters from Hyperopt results file params = strategy._ft_params_from_file strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {})) strategy.stoploss = params.get('stoploss', {}).get( 'stoploss', getattr(strategy, 'stoploss', -0.1)) trailing = params.get('trailing', {}) strategy.trailing_stop = trailing.get( 'trailing_stop', getattr(strategy, 'trailing_stop', False)) strategy.trailing_stop_positive = trailing.get( 'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None)) strategy.trailing_stop_positive_offset = trailing.get( 'trailing_stop_positive_offset', getattr(strategy, 'trailing_stop_positive_offset', 0)) strategy.trailing_only_offset_is_reached = trailing.get( 'trailing_only_offset_is_reached', getattr(strategy, 'trailing_only_offset_is_reached', 0.0)) # Set attributes # Check if we need to override configuration # (Attribute name, default, subkey) attributes = [("minimal_roi", {"0": 10.0}), ("timeframe", None), ("stoploss", None), ("trailing_stop", None), ("trailing_stop_positive", None), ("trailing_stop_positive_offset", 0.0), ("trailing_only_offset_is_reached", None), ("use_custom_stoploss", None), ("process_only_new_candles", None), ("order_types", None), ("order_time_in_force", None), ("stake_currency", None), ("stake_amount", None), ("protections", None), ("startup_candle_count", None), ("unfilledtimeout", None), ("use_exit_signal", True), ("exit_profit_only", False), ("ignore_roi_if_entry_signal", False), ("exit_profit_offset", 0.0), ("disable_dataframe_checks", False), ("ignore_buying_expired_candle_after", 0), ("position_adjustment_enable", False), ("max_entry_position_adjustment", -1), ] for attribute, default in attributes: StrategyResolver._override_attribute_helper(strategy, config, attribute, default) # Loop this list again to have output combined for attribute, _ in attributes: if attribute in config: logger.info("Strategy using %s: %s", attribute, config[attribute]) StrategyResolver._normalize_attributes(strategy) StrategyResolver._strategy_sanity_validations(strategy) return strategy @staticmethod def _override_attribute_helper(strategy, config: Dict[str, Any], attribute: str, default: Any): """ Override attributes in the strategy. Prevalence: - Configuration - Strategy - default (if not None) """ if (attribute in config and not isinstance(getattr(type(strategy), attribute, None), property)): # Ensure Properties are not overwritten setattr(strategy, attribute, config[attribute]) logger.info("Override strategy '%s' with value in config file: %s.", attribute, config[attribute]) elif hasattr(strategy, attribute): val = getattr(strategy, attribute) # None's cannot exist in the config, so do not copy them if val is not None: config[attribute] = val # Explicitly check for None here as other "falsy" values are possible elif default is not None: setattr(strategy, attribute, default) config[attribute] = default @staticmethod def _normalize_attributes(strategy: IStrategy) -> IStrategy: """ Normalize attributes to have the correct type. """ # Sort and apply type conversions if hasattr(strategy, 'minimal_roi'): strategy.minimal_roi = dict(sorted( {int(key): value for (key, value) in strategy.minimal_roi.items()}.items(), key=lambda t: t[0])) if hasattr(strategy, 'stoploss'): strategy.stoploss = float(strategy.stoploss) return strategy @staticmethod def _strategy_sanity_validations(strategy: IStrategy): # Ensure necessary migrations are performed first. validate_migrated_strategy_settings(strategy.config) if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES): raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. " f"Order-types mapping is incomplete.") if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF): raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. " f"Order-time-in-force mapping is incomplete.") trading_mode = strategy.config.get('trading_mode', TradingMode.SPOT) if (strategy.can_short and trading_mode == TradingMode.SPOT): raise ImportError( "Short strategies cannot run in spot markets. Please make sure that this " "is the correct strategy and that your trading mode configuration is correct. " "You can run this strategy in spot markets by setting `can_short=False`" " in your strategy. Please note that short signals will be ignored in that case." ) @staticmethod def validate_strategy(strategy: IStrategy) -> IStrategy: if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT: # Require new method if not check_override(strategy, IStrategy, 'populate_entry_trend'): raise OperationalException("`populate_entry_trend` must be implemented.") if not check_override(strategy, IStrategy, 'populate_exit_trend'): raise OperationalException("`populate_exit_trend` must be implemented.") if check_override(strategy, IStrategy, 'check_buy_timeout'): raise OperationalException("Please migrate your implementation " "of `check_buy_timeout` to `check_entry_timeout`.") if check_override(strategy, IStrategy, 'check_sell_timeout'): raise OperationalException("Please migrate your implementation " "of `check_sell_timeout` to `check_exit_timeout`.") if check_override(strategy, IStrategy, 'custom_sell'): raise OperationalException( "Please migrate your implementation of `custom_sell` to `custom_exit`.") warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True) warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True) warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True) warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal', 'ignore_roi_if_entry_signal', True) else: # TODO: Implementing one of the following methods should show a deprecation warning # buy_trend and sell_trend, custom_sell warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only') warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset') warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal') warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal', 'ignore_roi_if_entry_signal') if ( not check_override(strategy, IStrategy, 'populate_buy_trend') and not check_override(strategy, IStrategy, 'populate_entry_trend') ): raise OperationalException( "`populate_entry_trend` or `populate_buy_trend` must be implemented.") if ( not check_override(strategy, IStrategy, 'populate_sell_trend') and not check_override(strategy, IStrategy, 'populate_exit_trend') ): 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) if any(x == 2 for x in [ strategy._populate_fun_len, strategy._buy_fun_len, strategy._sell_fun_len ]): strategy.INTERFACE_VERSION = 1 return strategy @staticmethod def _load_strategy(strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy: """ Search and loads the specified strategy. :param strategy_name: name of the module to import :param config: configuration for the strategy :param extra_dir: additional directory to search for the given strategy :return: Strategy instance or None """ abs_paths = StrategyResolver.build_search_paths(config, user_subdir=USERPATH_STRATEGIES, extra_dir=extra_dir) if ":" in strategy_name: logger.info("loading base64 encoded strategy") strat = strategy_name.split(":") if len(strat) == 2: temp = Path(tempfile.mkdtemp("freq", "strategy")) name = strat[0] + ".py" temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8')) temp.joinpath("__init__.py").touch() strategy_name = strat[0] # register temp path with the bot abs_paths.insert(0, temp.resolve()) strategy = StrategyResolver._load_object( paths=abs_paths, object_name=strategy_name, add_source=True, kwargs={'config': config}, ) if strategy: return StrategyResolver.validate_strategy(strategy) raise OperationalException( f"Impossible to load Strategy '{strategy_name}'. This class does not exist " "or contains Python code errors." ) def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False): if hasattr(strategy, old): errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'." if error: raise OperationalException(errormsg) logger.warning(errormsg) setattr(strategy, new, getattr(strategy, f'{old}')) def check_override(object, parentclass, attribute): """ Checks if a object overrides the parent class attribute. :returns: True if the object is overridden. """ return getattr(type(object), attribute) != getattr(parentclass, attribute)