166 lines
6.6 KiB
Python
166 lines
6.6 KiB
Python
# pragma pylint: disable=attribute-defined-outside-init
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"""
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This module load custom strategies
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"""
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import inspect
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import logging
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import tempfile
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from base64 import urlsafe_b64decode
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from collections import OrderedDict
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from pathlib import Path
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from typing import Dict, Optional
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from freqtrade import constants
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from freqtrade.resolvers import IResolver
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from freqtrade.strategy import import_strategy
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from freqtrade.strategy.interface import IStrategy
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logger = logging.getLogger(__name__)
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class StrategyResolver(IResolver):
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"""
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This class contains all the logic to load custom strategy class
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"""
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__slots__ = ['strategy']
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def __init__(self, config: Optional[Dict] = None) -> None:
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"""
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Load the custom class from config parameter
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:param config: configuration dictionary or None
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"""
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config = config or {}
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# Verify the strategy is in the configuration, otherwise fallback to the default strategy
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strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
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self.strategy: IStrategy = self._load_strategy(strategy_name,
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config=config,
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extra_dir=config.get('strategy_path'))
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# Set attributes
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# Check if we need to override configuration
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if 'minimal_roi' in config:
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self.strategy.minimal_roi = config['minimal_roi']
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logger.info("Override strategy 'minimal_roi' with value in config file: %s.",
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config['minimal_roi'])
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else:
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config['minimal_roi'] = self.strategy.minimal_roi
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if 'stoploss' in config:
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self.strategy.stoploss = config['stoploss']
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logger.info(
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"Override strategy 'stoploss' with value in config file: %s.", config['stoploss']
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)
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else:
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config['stoploss'] = self.strategy.stoploss
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if 'ticker_interval' in config:
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self.strategy.ticker_interval = config['ticker_interval']
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logger.info(
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"Override strategy 'ticker_interval' with value in config file: %s.",
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config['ticker_interval']
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)
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else:
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config['ticker_interval'] = self.strategy.ticker_interval
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if 'process_only_new_candles' in config:
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self.strategy.process_only_new_candles = config['process_only_new_candles']
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logger.info(
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"Override process_only_new_candles 'process_only_new_candles' "
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"with value in config file: %s.", config['process_only_new_candles']
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)
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else:
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config['process_only_new_candles'] = self.strategy.process_only_new_candles
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if 'order_types' in config:
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self.strategy.order_types = config['order_types']
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logger.info(
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"Override strategy 'order_types' with value in config file: %s.",
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config['order_types']
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)
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else:
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config['order_types'] = self.strategy.order_types
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if 'order_time_in_force' in config:
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self.strategy.order_time_in_force = config['order_time_in_force']
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logger.info(
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"Override strategy 'order_time_in_force' with value in config file: %s.",
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config['order_time_in_force']
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)
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else:
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config['order_time_in_force'] = self.strategy.order_time_in_force
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if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
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raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
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f"Order-types mapping is incomplete.")
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if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
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raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
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f"Order-time-in-force mapping is incomplete.")
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# Sort and apply type conversions
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self.strategy.minimal_roi = OrderedDict(sorted(
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{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
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key=lambda t: t[0]))
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self.strategy.stoploss = float(self.strategy.stoploss)
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def _load_strategy(
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self, strategy_name: str, config: dict, extra_dir: Optional[str] = None) -> IStrategy:
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"""
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Search and loads the specified strategy.
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:param strategy_name: name of the module to import
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:param config: configuration for the strategy
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:param extra_dir: additional directory to search for the given strategy
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:return: Strategy instance or None
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"""
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current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
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abs_paths = [
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Path.cwd().joinpath('user_data/strategies'),
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current_path,
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]
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if extra_dir:
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# Add extra strategy directory on top of search paths
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abs_paths.insert(0, Path(extra_dir).resolve())
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if ":" in strategy_name:
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logger.info("loading base64 endocded strategy")
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strat = strategy_name.split(":")
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if len(strat) == 2:
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temp = Path(tempfile.mkdtemp("freq", "strategy"))
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name = strat[0] + ".py"
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temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
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temp.joinpath("__init__.py").touch()
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strategy_name = strat[0]
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# register temp path with the bot
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abs_paths.insert(0, temp.resolve())
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for _path in abs_paths:
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try:
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strategy = self._search_object(directory=_path, object_type=IStrategy,
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object_name=strategy_name, kwargs={'config': config})
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if strategy:
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logger.info('Using resolved strategy %s from \'%s\'', strategy_name, _path)
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strategy._populate_fun_len = len(
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inspect.getfullargspec(strategy.populate_indicators).args)
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strategy._buy_fun_len = len(
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inspect.getfullargspec(strategy.populate_buy_trend).args)
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strategy._sell_fun_len = len(
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inspect.getfullargspec(strategy.populate_sell_trend).args)
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return import_strategy(strategy, config=config)
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except FileNotFoundError:
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logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
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raise ImportError(
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"Impossible to load Strategy '{}'. This class does not exist"
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" or contains Python code errors".format(strategy_name)
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)
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