stable/freqtrade/arguments.py
2018-09-21 17:57:29 +02:00

363 lines
12 KiB
Python

"""
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: 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) -> argparse.Namespace:
"""
Parses given arguments and returns an argparse Namespace instance.
"""
parsed_arg = self.parser.parse_args(self.args)
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(
'--version',
action='version',
version=f'%(prog)s {__version__}'
)
self.parser.add_argument(
'-c', '--config',
help='specify configuration file (default: %(default)s)',
dest='config',
default='config.json',
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)',
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',
)
@staticmethod
def backtesting_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given arguments for Backtesting scripts.
"""
parser.add_argument(
'-l', '--live',
help='using live data',
action='store_true',
dest='live',
)
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 backtesting with up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
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 optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given common arguments for Backtesting and Hyperopt scripts.
: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(
'--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(
'--timerange',
help='specify what timerange of data to use.',
default=None,
type=str,
dest='timerange',
)
@staticmethod
def hyperopt_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given arguments for Hyperopt scripts.
"""
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', 'roi', 'stoploss'],
default='all',
nargs='+',
dest='spaces',
)
def _build_subcommands(self) -> None:
"""
Builds and attaches all subcommands
:return: None
"""
from freqtrade.optimize import backtesting, hyperopt
subparsers = self.parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
backtesting_cmd.set_defaults(func=backtesting.start)
self.optimizer_shared_options(backtesting_cmd)
self.backtesting_options(backtesting_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
hyperopt_cmd.set_defaults(func=hyperopt.start)
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)
def scripts_options(self) -> None:
"""
Parses given arguments for scripts.
"""
self.parser.add_argument(
'-p', '--pair',
help='Show profits for only this pairs. Pairs are comma-separated.',
dest='pair',
default=None
)
def testdata_dl_options(self) -> None:
"""
Parses given arguments for testdata download
"""
self.parser.add_argument(
'--pairs-file',
help='File containing a list of pairs to download',
dest='pairs_file',
default=None,
metavar='PATH',
)
self.parser.add_argument(
'--export',
help='Export files to given dir',
dest='export',
default=None,
metavar='PATH',
)
self.parser.add_argument(
'--days',
help='Download data for number of days',
dest='days',
type=int,
metavar='INT',
default=None
)
self.parser.add_argument(
'--exchange',
help='Exchange name (default: %(default)s)',
dest='exchange',
type=str,
default='bittrex'
)
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'],
default=['1m', '5m'],
nargs='+',
dest='timeframes',
)
self.parser.add_argument(
'--erase',
help='Clean all existing data for the selected exchange/pairs/timeframes',
dest='erase',
action='store_true'
)