410 lines
17 KiB
Python
410 lines
17 KiB
Python
import logging
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from collections import Counter
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from copy import deepcopy
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from typing import Any, Dict
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from jsonschema import Draft4Validator, validators
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from jsonschema.exceptions import ValidationError, best_match
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from freqtrade import constants
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from freqtrade.configuration.deprecated_settings import process_deprecated_setting
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from freqtrade.enums import RunMode, TradingMode
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from freqtrade.exceptions import OperationalException
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logger = logging.getLogger(__name__)
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def _extend_validator(validator_class):
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"""
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Extended validator for the Freqtrade configuration JSON Schema.
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Currently it only handles defaults for subschemas.
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"""
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validate_properties = validator_class.VALIDATORS['properties']
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def set_defaults(validator, properties, instance, schema):
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for prop, subschema in properties.items():
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if 'default' in subschema:
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instance.setdefault(prop, subschema['default'])
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for error in validate_properties(
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validator, properties, instance, schema,
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):
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yield error
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return validators.extend(
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validator_class, {'properties': set_defaults}
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)
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FreqtradeValidator = _extend_validator(Draft4Validator)
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def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> Dict[str, Any]:
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"""
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Validate the configuration follow the Config Schema
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:param conf: Config in JSON format
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:return: Returns the config if valid, otherwise throw an exception
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"""
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conf_schema = deepcopy(constants.CONF_SCHEMA)
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if conf.get('runmode', RunMode.OTHER) in (RunMode.DRY_RUN, RunMode.LIVE):
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conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
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elif conf.get('runmode', RunMode.OTHER) in (RunMode.BACKTEST, RunMode.HYPEROPT):
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if preliminary:
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conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED
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else:
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conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED_FINAL
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else:
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conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
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try:
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FreqtradeValidator(conf_schema).validate(conf)
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return conf
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except ValidationError as e:
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logger.critical(
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f"Invalid configuration. Reason: {e}"
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)
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raise ValidationError(
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best_match(Draft4Validator(conf_schema).iter_errors(conf)).message
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)
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def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False) -> None:
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"""
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Validate the configuration consistency.
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Should be ran after loading both configuration and strategy,
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since strategies can set certain configuration settings too.
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:param conf: Config in JSON format
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:return: Returns None if everything is ok, otherwise throw an OperationalException
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"""
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# validating trailing stoploss
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_validate_trailing_stoploss(conf)
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_validate_price_config(conf)
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_validate_edge(conf)
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_validate_whitelist(conf)
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_validate_protections(conf)
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_validate_unlimited_amount(conf)
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_validate_ask_orderbook(conf)
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_validate_freqai_hyperopt(conf)
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_validate_freqai_backtest(conf)
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_validate_freqai_include_timeframes(conf)
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_validate_consumers(conf)
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validate_migrated_strategy_settings(conf)
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# validate configuration before returning
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logger.info('Validating configuration ...')
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validate_config_schema(conf, preliminary=preliminary)
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def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
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"""
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If edge is disabled, either max_open_trades or stake_amount need to be set.
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:raise: OperationalException if config validation failed
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"""
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if (not conf.get('edge', {}).get('enabled')
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and conf.get('max_open_trades') == float('inf')
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and conf.get('stake_amount') == constants.UNLIMITED_STAKE_AMOUNT):
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raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.")
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def _validate_price_config(conf: Dict[str, Any]) -> None:
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"""
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When using market orders, price sides must be using the "other" side of the price
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"""
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# TODO: The below could be an enforced setting when using market orders
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if (conf.get('order_types', {}).get('entry') == 'market'
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and conf.get('entry_pricing', {}).get('price_side') not in ('ask', 'other')):
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raise OperationalException(
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'Market entry orders require entry_pricing.price_side = "other".')
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if (conf.get('order_types', {}).get('exit') == 'market'
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and conf.get('exit_pricing', {}).get('price_side') not in ('bid', 'other')):
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raise OperationalException('Market exit orders require exit_pricing.price_side = "other".')
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def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
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if conf.get('stoploss') == 0.0:
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raise OperationalException(
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'The config stoploss needs to be different from 0 to avoid problems with sell orders.'
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)
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# Skip if trailing stoploss is not activated
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if not conf.get('trailing_stop', False):
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return
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tsl_positive = float(conf.get('trailing_stop_positive', 0))
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tsl_offset = float(conf.get('trailing_stop_positive_offset', 0))
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tsl_only_offset = conf.get('trailing_only_offset_is_reached', False)
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if tsl_only_offset:
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if tsl_positive == 0.0:
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raise OperationalException(
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'The config trailing_only_offset_is_reached needs '
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'trailing_stop_positive_offset to be more than 0 in your config.')
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if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive:
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raise OperationalException(
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'The config trailing_stop_positive_offset needs '
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'to be greater than trailing_stop_positive in your config.')
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# Fetch again without default
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if 'trailing_stop_positive' in conf and float(conf['trailing_stop_positive']) == 0.0:
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raise OperationalException(
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'The config trailing_stop_positive needs to be different from 0 '
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'to avoid problems with sell orders.'
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)
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def _validate_edge(conf: Dict[str, Any]) -> None:
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"""
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Edge and Dynamic whitelist should not both be enabled, since edge overrides dynamic whitelists.
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"""
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if not conf.get('edge', {}).get('enabled'):
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return
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if not conf.get('use_exit_signal', True):
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raise OperationalException(
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"Edge requires `use_exit_signal` to be True, otherwise no sells will happen."
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)
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def _validate_whitelist(conf: Dict[str, Any]) -> None:
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"""
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Dynamic whitelist does not require pair_whitelist to be set - however StaticWhitelist does.
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"""
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if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT,
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RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]:
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return
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for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
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if (pl.get('method') == 'StaticPairList'
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and not conf.get('exchange', {}).get('pair_whitelist')):
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raise OperationalException("StaticPairList requires pair_whitelist to be set.")
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def _validate_protections(conf: Dict[str, Any]) -> None:
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"""
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Validate protection configuration validity
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"""
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for prot in conf.get('protections', []):
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if ('stop_duration' in prot and 'stop_duration_candles' in prot):
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raise OperationalException(
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"Protections must specify either `stop_duration` or `stop_duration_candles`.\n"
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f"Please fix the protection {prot.get('method')}"
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)
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if ('lookback_period' in prot and 'lookback_period_candles' in prot):
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raise OperationalException(
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"Protections must specify either `lookback_period` or `lookback_period_candles`.\n"
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f"Please fix the protection {prot.get('method')}"
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)
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def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
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ask_strategy = conf.get('exit_pricing', {})
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ob_min = ask_strategy.get('order_book_min')
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ob_max = ask_strategy.get('order_book_max')
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if ob_min is not None and ob_max is not None and ask_strategy.get('use_order_book'):
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if ob_min != ob_max:
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raise OperationalException(
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"Using order_book_max != order_book_min in exit_pricing is no longer supported."
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"Please pick one value and use `order_book_top` in the future."
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)
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else:
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# Move value to order_book_top
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ask_strategy['order_book_top'] = ob_min
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logger.warning(
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"DEPRECATED: "
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"Please use `order_book_top` instead of `order_book_min` and `order_book_max` "
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"for your `exit_pricing` configuration."
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)
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def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
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_validate_time_in_force(conf)
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_validate_order_types(conf)
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_validate_unfilledtimeout(conf)
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_validate_pricing_rules(conf)
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_strategy_settings(conf)
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def _validate_time_in_force(conf: Dict[str, Any]) -> None:
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time_in_force = conf.get('order_time_in_force', {})
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if 'buy' in time_in_force or 'sell' in time_in_force:
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if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
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raise OperationalException(
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"Please migrate your time_in_force settings to use 'entry' and 'exit'.")
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else:
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logger.warning(
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"DEPRECATED: Using 'buy' and 'sell' for time_in_force is deprecated."
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"Please migrate your time_in_force settings to use 'entry' and 'exit'."
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)
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process_deprecated_setting(
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conf, 'order_time_in_force', 'buy', 'order_time_in_force', 'entry')
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process_deprecated_setting(
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conf, 'order_time_in_force', 'sell', 'order_time_in_force', 'exit')
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def _validate_order_types(conf: Dict[str, Any]) -> None:
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order_types = conf.get('order_types', {})
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old_order_types = ['buy', 'sell', 'emergencysell', 'forcebuy',
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'forcesell', 'emergencyexit', 'forceexit', 'forceentry']
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if any(x in order_types for x in old_order_types):
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if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
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raise OperationalException(
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"Please migrate your order_types settings to use the new wording.")
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else:
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logger.warning(
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"DEPRECATED: Using 'buy' and 'sell' for order_types is deprecated."
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"Please migrate your order_types settings to use 'entry' and 'exit' wording."
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)
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for o, n in [
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('buy', 'entry'),
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('sell', 'exit'),
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('emergencysell', 'emergency_exit'),
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('forcesell', 'force_exit'),
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('forcebuy', 'force_entry'),
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('emergencyexit', 'emergency_exit'),
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('forceexit', 'force_exit'),
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('forceentry', 'force_entry'),
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]:
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process_deprecated_setting(conf, 'order_types', o, 'order_types', n)
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def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
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unfilledtimeout = conf.get('unfilledtimeout', {})
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if any(x in unfilledtimeout for x in ['buy', 'sell']):
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if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
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raise OperationalException(
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"Please migrate your unfilledtimeout settings to use the new wording.")
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else:
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logger.warning(
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"DEPRECATED: Using 'buy' and 'sell' for unfilledtimeout is deprecated."
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"Please migrate your unfilledtimeout settings to use 'entry' and 'exit' wording."
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)
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for o, n in [
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('buy', 'entry'),
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('sell', 'exit'),
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]:
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process_deprecated_setting(conf, 'unfilledtimeout', o, 'unfilledtimeout', n)
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def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
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if conf.get('ask_strategy') or conf.get('bid_strategy'):
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if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
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raise OperationalException(
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"Please migrate your pricing settings to use the new wording.")
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else:
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logger.warning(
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"DEPRECATED: Using 'ask_strategy' and 'bid_strategy' is deprecated."
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"Please migrate your settings to use 'entry_pricing' and 'exit_pricing'."
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)
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conf['entry_pricing'] = {}
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for obj in list(conf.get('bid_strategy', {}).keys()):
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if obj == 'ask_last_balance':
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process_deprecated_setting(conf, 'bid_strategy', obj,
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'entry_pricing', 'price_last_balance')
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else:
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process_deprecated_setting(conf, 'bid_strategy', obj, 'entry_pricing', obj)
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del conf['bid_strategy']
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conf['exit_pricing'] = {}
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for obj in list(conf.get('ask_strategy', {}).keys()):
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if obj == 'bid_last_balance':
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process_deprecated_setting(conf, 'ask_strategy', obj,
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'exit_pricing', 'price_last_balance')
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else:
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process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj)
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del conf['ask_strategy']
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def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
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freqai_enabled = conf.get('freqai', {}).get('enabled', False)
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analyze_per_epoch = conf.get('analyze_per_epoch', False)
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if analyze_per_epoch and freqai_enabled:
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raise OperationalException(
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'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')
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def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
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freqai_enabled = conf.get('freqai', {}).get('enabled', False)
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if freqai_enabled:
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main_tf = conf.get('timeframe', '5m')
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freqai_include_timeframes = conf.get('freqai', {}).get('feature_parameters', {}
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).get('include_timeframes', [])
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from freqtrade.exchange import timeframe_to_seconds
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main_tf_s = timeframe_to_seconds(main_tf)
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offending_lines = []
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for tf in freqai_include_timeframes:
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tf_s = timeframe_to_seconds(tf)
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if tf_s < main_tf_s:
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offending_lines.append(tf)
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if offending_lines:
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raise OperationalException(
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f"Main timeframe of {main_tf} must be smaller or equal to FreqAI "
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f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")
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# Ensure that the base timeframe is included in the include_timeframes list
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if main_tf not in freqai_include_timeframes:
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feature_parameters = conf.get('freqai', {}).get('feature_parameters', {})
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include_timeframes = [main_tf] + freqai_include_timeframes
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conf.get('freqai', {}).get('feature_parameters', {}) \
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.update({**feature_parameters, 'include_timeframes': include_timeframes})
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def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
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if conf.get('runmode', RunMode.OTHER) == RunMode.BACKTEST:
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freqai_enabled = conf.get('freqai', {}).get('enabled', False)
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timerange = conf.get('timerange')
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freqai_backtest_live_models = conf.get('freqai_backtest_live_models', False)
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if freqai_backtest_live_models and freqai_enabled and timerange:
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raise OperationalException(
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'Using timerange parameter is not supported with '
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'--freqai-backtest-live-models parameter.')
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if freqai_backtest_live_models and not freqai_enabled:
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raise OperationalException(
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'Using --freqai-backtest-live-models parameter is only '
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'supported with a FreqAI strategy.')
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if freqai_enabled and not freqai_backtest_live_models and not timerange:
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raise OperationalException(
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'Please pass --timerange if you intend to use FreqAI for backtesting.')
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def _validate_consumers(conf: Dict[str, Any]) -> None:
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emc_conf = conf.get('external_message_consumer', {})
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if emc_conf.get('enabled', False):
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if len(emc_conf.get('producers', [])) < 1:
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raise OperationalException("You must specify at least 1 Producer to connect to.")
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producer_names = [p['name'] for p in emc_conf.get('producers', [])]
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duplicates = [item for item, count in Counter(producer_names).items() if count > 1]
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if duplicates:
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raise OperationalException(
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f"Producer names must be unique. Duplicate: {', '.join(duplicates)}")
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if conf.get('process_only_new_candles', True):
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# Warning here or require it?
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logger.warning("To receive best performance with external data, "
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"please set `process_only_new_candles` to False")
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def _strategy_settings(conf: Dict[str, Any]) -> None:
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process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal')
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process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')
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process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset')
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process_deprecated_setting(conf, None, 'ignore_roi_if_buy_signal',
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None, 'ignore_roi_if_entry_signal')
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