189 lines
7.0 KiB
Python
189 lines
7.0 KiB
Python
import logging
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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.enums import RunMode
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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]) -> 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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conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED
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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]) -> 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 configuration before returning
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logger.info('Validating configuration ...')
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validate_config_schema(conf)
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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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if (conf.get('order_types', {}).get('buy') == 'market'
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and conf.get('bid_strategy', {}).get('price_side') != 'ask'):
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raise OperationalException('Market buy orders require bid_strategy.price_side = "ask".')
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if (conf.get('order_types', {}).get('sell') == 'market'
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and conf.get('ask_strategy', {}).get('price_side') != 'bid'):
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raise OperationalException('Market sell orders require ask_strategy.price_side = "bid".')
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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('ask_strategy', {}).get('use_sell_signal', True):
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raise OperationalException(
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"Edge requires `use_sell_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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