416 lines
17 KiB
Python
416 lines
17 KiB
Python
"""
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This module contains the configuration class
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"""
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import json
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import logging
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import os
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import sys
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from argparse import Namespace
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from logging.handlers import RotatingFileHandler
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from typing import Any, Dict, List, Optional
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import ccxt
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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 OperationalException, constants
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from freqtrade.misc import deep_merge_dicts
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from freqtrade.state import RunMode
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logger = logging.getLogger(__name__)
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def set_loggers(log_level: int = 0) -> None:
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"""
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Set the logger level for Third party libs
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:return: None
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"""
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logging.getLogger('requests').setLevel(logging.INFO if log_level <= 1 else logging.DEBUG)
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logging.getLogger("urllib3").setLevel(logging.INFO if log_level <= 1 else logging.DEBUG)
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logging.getLogger('ccxt.base.exchange').setLevel(
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logging.INFO if log_level <= 2 else logging.DEBUG)
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logging.getLogger('telegram').setLevel(logging.INFO)
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def _extend_with_default(validator_class):
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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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ValidatorWithDefaults = _extend_with_default(Draft4Validator)
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class Configuration(object):
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"""
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Class to read and init the bot configuration
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Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
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"""
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def __init__(self, args: Namespace, runmode: RunMode = None) -> None:
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self.args = args
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self.config: Optional[Dict[str, Any]] = None
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self.runmode = runmode
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def load_config(self) -> Dict[str, Any]:
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"""
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Extract information for sys.argv and load the bot configuration
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:return: Configuration dictionary
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"""
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config: Dict[str, Any] = {}
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# Now expecting a list of config filenames here, not a string
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for path in self.args.config:
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logger.info('Using config: %s ...', path)
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# Merge config options, overwriting old values
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config = deep_merge_dicts(self._load_config_file(path), config)
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if 'internals' not in config:
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config['internals'] = {}
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logger.info('Validating configuration ...')
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self._validate_config_schema(config)
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self._validate_config_consistency(config)
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# Set strategy if not specified in config and or if it's non default
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if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
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config.update({'strategy': self.args.strategy})
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if self.args.strategy_path:
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config.update({'strategy_path': self.args.strategy_path})
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# Load Common configuration
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config = self._load_common_config(config)
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# Load Backtesting
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config = self._load_backtesting_config(config)
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# Load Edge
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config = self._load_edge_config(config)
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# Load Hyperopt
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config = self._load_hyperopt_config(config)
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# Set runmode
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if not self.runmode:
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# Handle real mode, infer dry/live from config
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self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
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config.update({'runmode': self.runmode})
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return config
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def _load_config_file(self, path: str) -> Dict[str, Any]:
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"""
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Loads a config file from the given path
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:param path: path as str
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:return: configuration as dictionary
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"""
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try:
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with open(path) as file:
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conf = json.load(file)
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except FileNotFoundError:
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raise OperationalException(
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f'Config file "{path}" not found!'
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' Please create a config file or check whether it exists.')
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return conf
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def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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"""
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Extract information for sys.argv and load common configuration
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:return: configuration as dictionary
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"""
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# Log level
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if 'loglevel' in self.args and self.args.loglevel:
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config.update({'verbosity': self.args.loglevel})
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else:
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config.update({'verbosity': 0})
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# Log to stdout, not stderr
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log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stdout)]
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if 'logfile' in self.args and self.args.logfile:
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config.update({'logfile': self.args.logfile})
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# Allow setting this as either configuration or argument
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if 'logfile' in config:
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log_handlers.append(RotatingFileHandler(config['logfile'],
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maxBytes=1024 * 1024, # 1Mb
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backupCount=10))
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logging.basicConfig(
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level=logging.INFO if config['verbosity'] < 1 else logging.DEBUG,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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handlers=log_handlers
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)
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set_loggers(config['verbosity'])
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logger.info('Verbosity set to %s', config['verbosity'])
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# Support for sd_notify
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if self.args.sd_notify:
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config['internals'].update({'sd_notify': True})
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# Add dynamic_whitelist if found
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if 'dynamic_whitelist' in self.args and self.args.dynamic_whitelist:
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# Update to volumePairList (the previous default)
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config['pairlist'] = {'method': 'VolumePairList',
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'config': {'number_assets': self.args.dynamic_whitelist}
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}
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logger.warning(
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'Parameter --dynamic-whitelist has been deprecated, '
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'and will be completely replaced by the whitelist dict in the future. '
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'For now: using dynamically generated whitelist based on VolumePairList. '
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'(not applicable with Backtesting and Hyperopt)'
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)
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if self.args.db_url and self.args.db_url != constants.DEFAULT_DB_PROD_URL:
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config.update({'db_url': self.args.db_url})
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logger.info('Parameter --db-url detected ...')
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if config.get('dry_run', False):
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logger.info('Dry run is enabled')
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if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
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# Default to in-memory db for dry_run if not specified
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config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
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else:
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if not config.get('db_url', None):
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config['db_url'] = constants.DEFAULT_DB_PROD_URL
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logger.info('Dry run is disabled')
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if config.get('forcebuy_enable', False):
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logger.warning('`forcebuy` RPC message enabled.')
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# Setting max_open_trades to infinite if -1
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if config.get('max_open_trades') == -1:
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config['max_open_trades'] = float('inf')
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logger.info(f'Using DB: "{config["db_url"]}"')
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# Check if the exchange set by the user is supported
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self.check_exchange(config)
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return config
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def _create_datadir(self, config: Dict[str, Any], datadir: Optional[str] = None) -> str:
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if not datadir:
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# set datadir
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exchange_name = config.get('exchange', {}).get('name').lower()
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datadir = os.path.join('user_data', 'data', exchange_name)
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if not os.path.isdir(datadir):
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os.makedirs(datadir)
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logger.info(f'Created data directory: {datadir}')
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return datadir
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def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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"""
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Extract information for sys.argv and load Backtesting configuration
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:return: configuration as dictionary
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"""
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# If -i/--ticker-interval is used we override the configuration parameter
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# (that will override the strategy configuration)
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if 'ticker_interval' in self.args and self.args.ticker_interval:
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config.update({'ticker_interval': self.args.ticker_interval})
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logger.info('Parameter -i/--ticker-interval detected ...')
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logger.info('Using ticker_interval: %s ...', config.get('ticker_interval'))
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# If -l/--live is used we add it to the configuration
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if 'live' in self.args and self.args.live:
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config.update({'live': True})
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logger.info('Parameter -l/--live detected ...')
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# If --enable-position-stacking is used we add it to the configuration
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if 'position_stacking' in self.args and self.args.position_stacking:
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config.update({'position_stacking': True})
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logger.info('Parameter --enable-position-stacking detected ...')
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# If --disable-max-market-positions is used we add it to the configuration
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if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions:
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config.update({'use_max_market_positions': False})
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logger.info('Parameter --disable-max-market-positions detected ...')
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logger.info('max_open_trades set to unlimited ...')
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else:
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logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
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# If --timerange is used we add it to the configuration
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if 'timerange' in self.args and self.args.timerange:
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config.update({'timerange': self.args.timerange})
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logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
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# If --datadir is used we add it to the configuration
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if 'datadir' in self.args and self.args.datadir:
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config.update({'datadir': self._create_datadir(config, self.args.datadir)})
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else:
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config.update({'datadir': self._create_datadir(config, None)})
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logger.info('Using data folder: %s ...', config.get('datadir'))
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# If -r/--refresh-pairs-cached is used we add it to the configuration
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if 'refresh_pairs' in self.args and self.args.refresh_pairs:
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config.update({'refresh_pairs': True})
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logger.info('Parameter -r/--refresh-pairs-cached detected ...')
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if 'strategy_list' in self.args and self.args.strategy_list:
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config.update({'strategy_list': self.args.strategy_list})
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logger.info('Using strategy list of %s Strategies', len(self.args.strategy_list))
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if 'ticker_interval' in self.args and self.args.ticker_interval:
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config.update({'ticker_interval': self.args.ticker_interval})
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logger.info('Overriding ticker interval with Command line argument')
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# If --export is used we add it to the configuration
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if 'export' in self.args and self.args.export:
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config.update({'export': self.args.export})
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logger.info('Parameter --export detected: %s ...', self.args.export)
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# If --export-filename is used we add it to the configuration
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if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename:
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config.update({'exportfilename': self.args.exportfilename})
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logger.info('Storing backtest results to %s ...', self.args.exportfilename)
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return config
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def _load_edge_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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"""
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Extract information for sys.argv and load Edge configuration
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:return: configuration as dictionary
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"""
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# If --timerange is used we add it to the configuration
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if 'timerange' in self.args and self.args.timerange:
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config.update({'timerange': self.args.timerange})
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logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
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# If --timerange is used we add it to the configuration
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if 'stoploss_range' in self.args and self.args.stoploss_range:
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txt_range = eval(self.args.stoploss_range)
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config['edge'].update({'stoploss_range_min': txt_range[0]})
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config['edge'].update({'stoploss_range_max': txt_range[1]})
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config['edge'].update({'stoploss_range_step': txt_range[2]})
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logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range)
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# If -r/--refresh-pairs-cached is used we add it to the configuration
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if 'refresh_pairs' in self.args and self.args.refresh_pairs:
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config.update({'refresh_pairs': True})
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logger.info('Parameter -r/--refresh-pairs-cached detected ...')
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return config
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def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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"""
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Extract information for sys.argv and load Hyperopt configuration
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:return: configuration as dictionary
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"""
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if "hyperopt" in self.args:
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# Add the hyperopt file to use
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config.update({'hyperopt': self.args.hyperopt})
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# If --epochs is used we add it to the configuration
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if 'epochs' in self.args and self.args.epochs:
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config.update({'epochs': self.args.epochs})
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logger.info('Parameter --epochs detected ...')
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logger.info('Will run Hyperopt with for %s epochs ...', config.get('epochs'))
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# If --spaces is used we add it to the configuration
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if 'spaces' in self.args and self.args.spaces:
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config.update({'spaces': self.args.spaces})
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logger.info('Parameter -s/--spaces detected: %s', config.get('spaces'))
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return config
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def _validate_config_schema(self, 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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try:
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ValidatorWithDefaults(constants.CONF_SCHEMA).validate(conf)
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return conf
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except ValidationError as exception:
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logger.critical(
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'Invalid configuration. See config.json.example. Reason: %s',
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exception
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)
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raise ValidationError(
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best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
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)
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def _validate_config_consistency(self, conf: Dict[str, Any]) -> None:
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"""
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Validate the configuration consistency
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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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self._validate_trailing_stoploss(conf)
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def _validate_trailing_stoploss(self, conf: Dict[str, Any]) -> None:
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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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f'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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f'The config trailing_stop_positive_offset needs '
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'to be greater than trailing_stop_positive_offset in your config.')
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def get_config(self) -> Dict[str, Any]:
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"""
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Return the config. Use this method to get the bot config
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:return: Dict: Bot config
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"""
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if self.config is None:
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self.config = self.load_config()
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return self.config
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def check_exchange(self, config: Dict[str, Any]) -> bool:
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"""
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Check if the exchange name in the config file is supported by Freqtrade
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:return: True or raised an exception if the exchange if not supported
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"""
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exchange = config.get('exchange', {}).get('name').lower()
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if exchange not in ccxt.exchanges:
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exception_msg = f'Exchange "{exchange}" not supported.\n' \
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f'The following exchanges are supported: {", ".join(ccxt.exchanges)}'
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logger.critical(exception_msg)
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raise OperationalException(
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exception_msg
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)
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# Depreciation warning
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if 'ccxt_rate_limit' in config.get('exchange', {}):
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logger.warning("`ccxt_rate_limit` has been deprecated in favor of "
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"`ccxt_config` and `ccxt_async_config` and will be removed "
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"in a future version.")
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logger.debug('Exchange "%s" supported', exchange)
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return True
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