stable/freqtrade/misc.py
2017-11-17 18:09:55 +01:00

214 lines
5.6 KiB
Python

import argparse
import enum
import logging
import os
import time
from typing import Any, Callable
from wrapt import synchronized
from freqtrade import __version__
logger = logging.getLogger(__name__)
class FreqtradeException(BaseException):
pass
class State(enum.Enum):
RUNNING = 0
STOPPED = 1
# Current application state
_STATE = State.STOPPED
@synchronized
def update_state(state: State) -> None:
"""
Updates the application state
:param state: new state
:return: None
"""
global _STATE
_STATE = state
@synchronized
def get_state() -> State:
"""
Gets the current application state
:return:
"""
return _STATE
def throttle(func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
"""
Throttles the given callable that it
takes at least `min_secs` to finish execution.
:param func: Any callable
:param min_secs: minimum execution time in seconds
:return: Any
"""
start = time.time()
result = func(*args, **kwargs)
end = time.time()
duration = max(min_secs - (end - start), 0.0)
logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
time.sleep(duration)
return result
def build_arg_parser() -> argparse.ArgumentParser:
""" Builds and returns an ArgumentParser instance """
parser = argparse.ArgumentParser(
description='Simple High Frequency Trading Bot for crypto currencies'
)
parser.add_argument(
'-c', '--config',
help='specify configuration file (default: config.json)',
dest='config',
default='config.json',
type=str,
metavar='PATH',
)
parser.add_argument(
'-v', '--verbose',
help='be verbose',
action='store_const',
dest='loglevel',
const=logging.DEBUG,
default=logging.INFO,
)
parser.add_argument(
'--version',
action='version',
version='%(prog)s {}'.format(__version__),
)
parser.add_argument(
'--dynamic-whitelist',
help='dynamically generate and update whitelist based on 24h BaseVolume',
action='store_true',
)
build_subcommands(parser)
return parser
def build_subcommands(parser: argparse.ArgumentParser) -> None:
""" Builds and attaches all subcommands """
subparsers = parser.add_subparsers(dest='subparser')
backtest = subparsers.add_parser('backtesting', help='backtesting module')
backtest.set_defaults(func=start_backtesting)
backtest.add_argument(
'-l', '--live',
action='store_true',
dest='live',
help='using live data',
)
backtest.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval in minutes (default: 5)',
dest='ticker_interval',
default=5,
type=int,
metavar='INT',
)
def start_backtesting(args) -> None:
"""
Exports all args as environment variables and starts backtesting via pytest.
:param args: arguments namespace
:return:
"""
import pytest
os.environ.update({
'BACKTEST': 'true',
'BACKTEST_LIVE': 'true' if args.live else '',
'BACKTEST_CONFIG': args.config,
'BACKTEST_TICKER_INTERVAL': str(args.ticker_interval),
})
path = os.path.join(os.path.dirname(__file__), 'tests', 'test_backtesting.py')
pytest.main(['-s', path])
# Required json-schema for user specified config
CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 1},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
'stake_amount': {'type': 'number', 'minimum': 0.0005},
'dry_run': {'type': 'boolean'},
'minimal_roi': {
'type': 'object',
'patternProperties': {
'^[0-9.]+$': {'type': 'number'}
},
'minProperties': 1
},
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
'bid_strategy': {
'type': 'object',
'properties': {
'ask_last_balance': {
'type': 'number',
'minimum': 0,
'maximum': 1,
'exclusiveMaximum': False
},
},
'required': ['ask_last_balance']
},
'exchange': {'$ref': '#/definitions/exchange'},
'telegram': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'token': {'type': 'string'},
'chat_id': {'type': 'string'},
},
'required': ['enabled', 'token', 'chat_id']
},
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
'internals': {
'type': 'object',
'properties': {
'process_throttle_secs': {'type': 'number'}
}
}
},
'definitions': {
'exchange': {
'type': 'object',
'properties': {
'name': {'type': 'string'},
'key': {'type': 'string'},
'secret': {'type': 'string'},
'pair_whitelist': {
'type': 'array',
'items': {'type': 'string'},
'uniqueItems': True
}
},
'required': ['name', 'key', 'secret', 'pair_whitelist']
}
},
'anyOf': [
{'required': ['exchange']}
],
'required': [
'max_open_trades',
'stake_currency',
'stake_amount',
'dry_run',
'minimal_roi',
'bid_strategy',
'telegram'
]
}