207 lines
9.1 KiB
Python
207 lines
9.1 KiB
Python
# pragma pylint: disable=attribute-defined-outside-init
|
|
|
|
"""
|
|
This module load custom strategies
|
|
"""
|
|
import logging
|
|
import tempfile
|
|
from base64 import urlsafe_b64decode
|
|
from collections import OrderedDict
|
|
from inspect import getfullargspec
|
|
from pathlib import Path
|
|
from typing import Any, Dict, Optional
|
|
|
|
from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.resolvers import IResolver
|
|
from freqtrade.strategy.interface import IStrategy
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class StrategyResolver(IResolver):
|
|
"""
|
|
This class contains the logic to load custom strategy class
|
|
"""
|
|
object_type = IStrategy
|
|
object_type_str = "Strategy"
|
|
user_subdir = USERPATH_STRATEGIES
|
|
initial_search_path = None
|
|
|
|
@staticmethod
|
|
def load_strategy(config: Dict[str, Any] = None) -> IStrategy:
|
|
"""
|
|
Load the custom class from config parameter
|
|
:param config: configuration dictionary or None
|
|
"""
|
|
config = config or {}
|
|
|
|
if not config.get('strategy'):
|
|
raise OperationalException("No strategy set. Please use `--strategy` to specify "
|
|
"the strategy class to use.")
|
|
|
|
strategy_name = config['strategy']
|
|
strategy: IStrategy = StrategyResolver._load_strategy(
|
|
strategy_name, config=config,
|
|
extra_dir=config.get('strategy_path'))
|
|
|
|
# make sure ask_strategy dict is available
|
|
if 'ask_strategy' not in config:
|
|
config['ask_strategy'] = {}
|
|
|
|
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
|
|
# Assign ticker_interval to timeframe to keep compatibility
|
|
if 'timeframe' not in config:
|
|
logger.warning(
|
|
"DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
|
|
)
|
|
strategy.timeframe = strategy.ticker_interval
|
|
|
|
# Set attributes
|
|
# Check if we need to override configuration
|
|
# (Attribute name, default, subkey)
|
|
attributes = [("minimal_roi", {"0": 10.0}, None),
|
|
("timeframe", None, None),
|
|
("stoploss", None, None),
|
|
("trailing_stop", None, None),
|
|
("trailing_stop_positive", None, None),
|
|
("trailing_stop_positive_offset", 0.0, None),
|
|
("trailing_only_offset_is_reached", None, None),
|
|
("process_only_new_candles", None, None),
|
|
("order_types", None, None),
|
|
("order_time_in_force", None, None),
|
|
("stake_currency", None, None),
|
|
("stake_amount", None, None),
|
|
("protections", None, None),
|
|
("startup_candle_count", None, None),
|
|
("unfilledtimeout", None, None),
|
|
("use_sell_signal", True, 'ask_strategy'),
|
|
("sell_profit_only", False, 'ask_strategy'),
|
|
("ignore_roi_if_buy_signal", False, 'ask_strategy'),
|
|
("disable_dataframe_checks", False, None),
|
|
]
|
|
for attribute, default, subkey in attributes:
|
|
if subkey:
|
|
StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
|
|
attribute, default)
|
|
else:
|
|
StrategyResolver._override_attribute_helper(strategy, config,
|
|
attribute, default)
|
|
|
|
# Loop this list again to have output combined
|
|
for attribute, _, subkey in attributes:
|
|
if subkey and attribute in config[subkey]:
|
|
logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
|
|
elif attribute in config:
|
|
logger.info("Strategy using %s: %s", attribute, config[attribute])
|
|
|
|
StrategyResolver._normalize_attributes(strategy)
|
|
|
|
StrategyResolver._strategy_sanity_validations(strategy)
|
|
return strategy
|
|
|
|
@staticmethod
|
|
def _override_attribute_helper(strategy, config: Dict[str, Any],
|
|
attribute: str, default: Any):
|
|
"""
|
|
Override attributes in the strategy.
|
|
Prevalence:
|
|
- Configuration
|
|
- Strategy
|
|
- default (if not None)
|
|
"""
|
|
if attribute in config:
|
|
setattr(strategy, attribute, config[attribute])
|
|
logger.info("Override strategy '%s' with value in config file: %s.",
|
|
attribute, config[attribute])
|
|
elif hasattr(strategy, attribute):
|
|
val = getattr(strategy, attribute)
|
|
# None's cannot exist in the config, so do not copy them
|
|
if val is not None:
|
|
config[attribute] = val
|
|
# Explicitly check for None here as other "falsy" values are possible
|
|
elif default is not None:
|
|
setattr(strategy, attribute, default)
|
|
config[attribute] = default
|
|
|
|
@staticmethod
|
|
def _normalize_attributes(strategy: IStrategy) -> IStrategy:
|
|
"""
|
|
Normalize attributes to have the correct type.
|
|
"""
|
|
# Assign deprecated variable - to not break users code relying on this.
|
|
if hasattr(strategy, 'timeframe'):
|
|
strategy.ticker_interval = strategy.timeframe
|
|
|
|
# Sort and apply type conversions
|
|
if hasattr(strategy, 'minimal_roi'):
|
|
strategy.minimal_roi = OrderedDict(sorted(
|
|
{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
|
|
key=lambda t: t[0]))
|
|
if hasattr(strategy, 'stoploss'):
|
|
strategy.stoploss = float(strategy.stoploss)
|
|
return strategy
|
|
|
|
@staticmethod
|
|
def _strategy_sanity_validations(strategy):
|
|
if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
|
|
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
|
|
f"Order-types mapping is incomplete.")
|
|
|
|
if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
|
|
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
|
|
f"Order-time-in-force mapping is incomplete.")
|
|
|
|
@staticmethod
|
|
def _load_strategy(strategy_name: str,
|
|
config: dict, extra_dir: Optional[str] = None) -> IStrategy:
|
|
"""
|
|
Search and loads the specified strategy.
|
|
:param strategy_name: name of the module to import
|
|
:param config: configuration for the strategy
|
|
:param extra_dir: additional directory to search for the given strategy
|
|
:return: Strategy instance or None
|
|
"""
|
|
|
|
abs_paths = StrategyResolver.build_search_paths(config,
|
|
user_subdir=USERPATH_STRATEGIES,
|
|
extra_dir=extra_dir)
|
|
|
|
if ":" in strategy_name:
|
|
logger.info("loading base64 encoded strategy")
|
|
strat = strategy_name.split(":")
|
|
|
|
if len(strat) == 2:
|
|
temp = Path(tempfile.mkdtemp("freq", "strategy"))
|
|
name = strat[0] + ".py"
|
|
|
|
temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
|
|
temp.joinpath("__init__.py").touch()
|
|
|
|
strategy_name = strat[0]
|
|
|
|
# register temp path with the bot
|
|
abs_paths.insert(0, temp.resolve())
|
|
|
|
strategy = StrategyResolver._load_object(paths=abs_paths,
|
|
object_name=strategy_name,
|
|
add_source=True,
|
|
kwargs={'config': config},
|
|
)
|
|
if strategy:
|
|
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
|
|
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
|
|
strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
|
|
if any([x == 2 for x in [strategy._populate_fun_len,
|
|
strategy._buy_fun_len,
|
|
strategy._sell_fun_len]]):
|
|
strategy.INTERFACE_VERSION = 1
|
|
|
|
return strategy
|
|
|
|
raise OperationalException(
|
|
f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
|
|
"or contains Python code errors."
|
|
)
|