110 lines
4.5 KiB
Python
110 lines
4.5 KiB
Python
"""
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This module contains the argument manager class
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"""
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import logging
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import re
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from typing import Optional
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import arrow
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logger = logging.getLogger(__name__)
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class TimeRange:
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"""
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object defining timerange inputs.
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[start/stop]type defines if [start/stop]ts shall be used.
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if *type is None, don't use corresponding startvalue.
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"""
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def __init__(self, starttype: Optional[str] = None, stoptype: Optional[str] = None,
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startts: int = 0, stopts: int = 0):
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self.starttype: Optional[str] = starttype
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self.stoptype: Optional[str] = stoptype
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self.startts: int = startts
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self.stopts: int = stopts
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def __eq__(self, other):
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"""Override the default Equals behavior"""
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return (self.starttype == other.starttype and self.stoptype == other.stoptype
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and self.startts == other.startts and self.stopts == other.stopts)
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def subtract_start(self, seconds: int) -> None:
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"""
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Subtracts <seconds> from startts if startts is set.
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:param seconds: Seconds to subtract from starttime
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:return: None (Modifies the object in place)
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"""
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if self.startts:
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self.startts = self.startts - seconds
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def adjust_start_if_necessary(self, timeframe_secs: int, startup_candles: int,
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min_date: arrow.Arrow) -> None:
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"""
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Adjust startts by <startup_candles> candles.
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Applies only if no startup-candles have been available.
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:param timeframe_secs: Timeframe in seconds e.g. `timeframe_to_seconds('5m')`
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:param startup_candles: Number of candles to move start-date forward
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:param min_date: Minimum data date loaded. Key kriterium to decide if start-time
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has to be moved
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:return: None (Modifies the object in place)
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"""
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if (not self.starttype or (startup_candles
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and min_date.int_timestamp >= self.startts)):
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# If no startts was defined, or backtest-data starts at the defined backtest-date
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logger.warning("Moving start-date by %s candles to account for startup time.",
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startup_candles)
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self.startts = (min_date.int_timestamp + timeframe_secs * startup_candles)
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self.starttype = 'date'
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@staticmethod
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def parse_timerange(text: Optional[str]) -> 'TimeRange':
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"""
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Parse the value of the argument --timerange to determine what is the range desired
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:param text: value from --timerange
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:return: Start and End range period
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"""
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if text is None:
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return TimeRange(None, None, 0, 0)
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syntax = [(r'^-(\d{8})$', (None, 'date')),
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(r'^(\d{8})-$', ('date', None)),
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(r'^(\d{8})-(\d{8})$', ('date', 'date')),
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(r'^-(\d{10})$', (None, 'date')),
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(r'^(\d{10})-$', ('date', None)),
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(r'^(\d{10})-(\d{10})$', ('date', 'date')),
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(r'^-(\d{13})$', (None, 'date')),
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(r'^(\d{13})-$', ('date', None)),
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(r'^(\d{13})-(\d{13})$', ('date', 'date')),
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]
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for rex, stype in syntax:
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# Apply the regular expression to text
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match = re.match(rex, text)
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if match: # Regex has matched
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rvals = match.groups()
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index = 0
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start: int = 0
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stop: int = 0
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if stype[0]:
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starts = rvals[index]
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if stype[0] == 'date' and len(starts) == 8:
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start = arrow.get(starts, 'YYYYMMDD').int_timestamp
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elif len(starts) == 13:
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start = int(starts) // 1000
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else:
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start = int(starts)
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index += 1
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if stype[1]:
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stops = rvals[index]
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if stype[1] == 'date' and len(stops) == 8:
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stop = arrow.get(stops, 'YYYYMMDD').int_timestamp
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elif len(stops) == 13:
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stop = int(stops) // 1000
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else:
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stop = int(stops)
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if start > stop > 0:
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raise Exception('Start date is after stop date for timerange "%s"' % text)
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return TimeRange(stype[0], stype[1], start, stop)
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raise Exception('Incorrect syntax for timerange "%s"' % text)
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