130 lines
4.7 KiB
Python
130 lines
4.7 KiB
Python
# pragma pylint: disable=attribute-defined-outside-init
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"""
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This module load custom strategies
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"""
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import importlib.util
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import inspect
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import logging
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import os
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from collections import OrderedDict
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from typing import Optional, Dict, Type
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from freqtrade.constants import Constants
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from freqtrade.strategy.interface import IStrategy
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logger = logging.getLogger(__name__)
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class StrategyResolver(object):
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"""
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This class contains all the logic to load custom strategy class
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"""
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def __init__(self, config: Optional[Dict] = None) -> None:
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"""
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Load the custom class from config parameter
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:param config:
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:return:
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"""
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config = config or {}
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# Verify the strategy is in the configuration, otherwise fallback to the default strategy
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self.strategy = self._load_strategy(config.get('strategy') or Constants.DEFAULT_STRATEGY)
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# Set attributes
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# Check if we need to override configuration
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if 'minimal_roi' in config:
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self.strategy.minimal_roi = config['minimal_roi']
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logger.info("Override strategy \'minimal_roi\' with value in config file.")
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if 'stoploss' in config:
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self.strategy.stoploss = float(config['stoploss'])
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logger.info(
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"Override strategy \'stoploss\' with value in config file: %s.", config['stoploss']
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)
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if 'ticker_interval' in config:
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self.strategy.ticker_interval = int(config['ticker_interval'])
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logger.info(
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"Override strategy \'ticker_interval\' with value in config file: %s.",
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config['ticker_interval']
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)
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# Minimal ROI designed for the strategy
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self.strategy.minimal_roi = OrderedDict(sorted(
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{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),
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key=lambda t: t[0])) # sort after converting to number
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def _load_strategy(self, strategy_name: str) -> Optional[IStrategy]:
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"""
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Search and loads the specified strategy.
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:param strategy_name: name of the module to import
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:return: Strategy instance or None
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"""
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try:
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current_path = os.path.dirname(os.path.realpath(__file__))
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abs_paths = [
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os.path.join(current_path, '..', '..', 'user_data', 'strategies'),
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current_path,
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]
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for path in abs_paths:
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strategy = self._search_strategy(path, strategy_name)
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if strategy:
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logger.info('Using resolved strategy %s from \'%s\'', strategy_name, path)
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return strategy
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raise ImportError('not found')
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# Fallback to the default strategy
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except (ImportError, TypeError) as error:
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logger.error(
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"Impossible to load Strategy '%s'. This class does not exist"
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" or contains Python code errors",
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strategy_name
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)
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logger.error(
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"The error is:\n%s.",
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error
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)
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return None
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@staticmethod
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def _get_valid_strategies(module_path: str, strategy_name: str) -> Optional[Type[IStrategy]]:
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"""
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Returns a list of all possible strategies for the given module_path
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:param module_path: absolute path to the module
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:param strategy_name: Class name of the strategy
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:return: Tuple with (name, class) or None
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"""
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# Generate spec based on absolute path
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spec = importlib.util.spec_from_file_location('user_data.strategies', module_path)
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module = importlib.util.module_from_spec(spec)
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spec.loader.exec_module(module)
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valid_strategies_gen = (
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obj for name, obj in inspect.getmembers(module, inspect.isclass)
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if strategy_name == name and IStrategy in obj.__bases__
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)
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return next(valid_strategies_gen, None)
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@staticmethod
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def _search_strategy(directory: str, strategy_name: str) -> Optional[IStrategy]:
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"""
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Search for the strategy_name in the given directory
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:param directory: relative or absolute directory path
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:return: name of the strategy class
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"""
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logger.debug('Searching for strategy %s in \'%s\'', strategy_name, directory)
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for entry in os.listdir(directory):
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# Only consider python files
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if not entry.endswith('.py'):
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logger.debug('Ignoring %s', entry)
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continue
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strategy = StrategyResolver._get_valid_strategies(
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os.path.abspath(os.path.join(directory, entry)), strategy_name
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)
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if strategy:
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return strategy()
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return None
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