260 lines
12 KiB
Python
260 lines
12 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 logging
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import tempfile
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from base64 import urlsafe_b64decode
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from inspect import getfullargspec
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from pathlib import Path
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from typing import Any, Dict, Optional
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from freqtrade.configuration.config_validation import validate_migrated_strategy_settings
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from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
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from freqtrade.enums import TradingMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.resolvers import IResolver
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from freqtrade.strategy.interface import IStrategy
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logger = logging.getLogger(__name__)
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class StrategyResolver(IResolver):
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"""
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This class contains the logic to load custom strategy class
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"""
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object_type = IStrategy
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object_type_str = "Strategy"
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user_subdir = USERPATH_STRATEGIES
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initial_search_path = None
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@staticmethod
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def load_strategy(config: Dict[str, Any] = None) -> IStrategy:
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"""
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Load the custom class from config parameter
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:param config: configuration dictionary or None
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"""
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config = config or {}
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if not config.get('strategy'):
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raise OperationalException("No strategy set. Please use `--strategy` to specify "
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"the strategy class to use.")
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strategy_name = config['strategy']
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strategy: IStrategy = StrategyResolver._load_strategy(
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strategy_name, config=config,
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extra_dir=config.get('strategy_path'))
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if strategy._ft_params_from_file:
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# Set parameters from Hyperopt results file
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params = strategy._ft_params_from_file
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strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {}))
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strategy.stoploss = params.get('stoploss', {}).get(
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'stoploss', getattr(strategy, 'stoploss', -0.1))
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trailing = params.get('trailing', {})
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strategy.trailing_stop = trailing.get(
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'trailing_stop', getattr(strategy, 'trailing_stop', False))
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strategy.trailing_stop_positive = trailing.get(
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'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None))
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strategy.trailing_stop_positive_offset = trailing.get(
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'trailing_stop_positive_offset',
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getattr(strategy, 'trailing_stop_positive_offset', 0))
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strategy.trailing_only_offset_is_reached = trailing.get(
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'trailing_only_offset_is_reached',
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getattr(strategy, 'trailing_only_offset_is_reached', 0.0))
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# Set attributes
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# Check if we need to override configuration
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# (Attribute name, default, subkey)
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attributes = [("minimal_roi", {"0": 10.0}),
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("timeframe", None),
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("stoploss", None),
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("trailing_stop", None),
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("trailing_stop_positive", None),
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("trailing_stop_positive_offset", 0.0),
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("trailing_only_offset_is_reached", None),
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("use_custom_stoploss", None),
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("process_only_new_candles", None),
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("order_types", None),
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("order_time_in_force", None),
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("stake_currency", None),
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("stake_amount", None),
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("protections", None),
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("startup_candle_count", None),
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("unfilledtimeout", None),
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("use_sell_signal", True),
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("sell_profit_only", False),
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("ignore_roi_if_buy_signal", False),
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("sell_profit_offset", 0.0),
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("disable_dataframe_checks", False),
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("ignore_buying_expired_candle_after", 0),
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("position_adjustment_enable", False),
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("max_entry_position_adjustment", -1),
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]
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for attribute, default in attributes:
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StrategyResolver._override_attribute_helper(strategy, config,
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attribute, default)
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# Loop this list again to have output combined
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for attribute, _ in attributes:
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if attribute in config:
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logger.info("Strategy using %s: %s", attribute, config[attribute])
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StrategyResolver._normalize_attributes(strategy)
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StrategyResolver._strategy_sanity_validations(strategy)
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return strategy
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@staticmethod
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def _override_attribute_helper(strategy, config: Dict[str, Any],
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attribute: str, default: Any):
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"""
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Override attributes in the strategy.
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Prevalence:
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- Configuration
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- Strategy
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- default (if not None)
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"""
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if (attribute in config
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and not isinstance(getattr(type(strategy), attribute, None), property)):
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# Ensure Properties are not overwritten
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setattr(strategy, attribute, config[attribute])
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logger.info("Override strategy '%s' with value in config file: %s.",
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attribute, config[attribute])
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elif hasattr(strategy, attribute):
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val = getattr(strategy, attribute)
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# None's cannot exist in the config, so do not copy them
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if val is not None:
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config[attribute] = val
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# Explicitly check for None here as other "falsy" values are possible
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elif default is not None:
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setattr(strategy, attribute, default)
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config[attribute] = default
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@staticmethod
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def _normalize_attributes(strategy: IStrategy) -> IStrategy:
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"""
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Normalize attributes to have the correct type.
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"""
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# Sort and apply type conversions
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if hasattr(strategy, 'minimal_roi'):
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strategy.minimal_roi = dict(sorted(
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{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
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key=lambda t: t[0]))
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if hasattr(strategy, 'stoploss'):
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strategy.stoploss = float(strategy.stoploss)
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return strategy
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@staticmethod
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def _strategy_sanity_validations(strategy: IStrategy):
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# Ensure necessary migrations are performed first.
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validate_migrated_strategy_settings(strategy.config)
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if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
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raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
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f"Order-types mapping is incomplete.")
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if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
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raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
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f"Order-time-in-force mapping is incomplete.")
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trading_mode = strategy.config.get('trading_mode', TradingMode.SPOT)
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if (strategy.can_short and trading_mode == TradingMode.SPOT):
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raise ImportError(
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"Short strategies cannot run in spot markets. Please make sure that this "
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"is the correct strategy and that your trading mode configuration is correct. "
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"You can run this strategy in spot markets by setting `can_short=False`"
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" in your strategy. Please note that short signals will be ignored in that case."
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)
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@staticmethod
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def _load_strategy(strategy_name: str,
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config: dict, extra_dir: Optional[str] = None) -> 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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:param config: configuration for the strategy
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:param extra_dir: additional directory to search for the given strategy
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:return: Strategy instance or None
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"""
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abs_paths = StrategyResolver.build_search_paths(config,
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user_subdir=USERPATH_STRATEGIES,
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extra_dir=extra_dir)
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if ":" in strategy_name:
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logger.info("loading base64 encoded strategy")
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strat = strategy_name.split(":")
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if len(strat) == 2:
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temp = Path(tempfile.mkdtemp("freq", "strategy"))
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name = strat[0] + ".py"
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temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
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temp.joinpath("__init__.py").touch()
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strategy_name = strat[0]
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# register temp path with the bot
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abs_paths.insert(0, temp.resolve())
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strategy = StrategyResolver._load_object(
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paths=abs_paths,
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object_name=strategy_name,
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add_source=True,
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kwargs={'config': config},
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)
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if strategy:
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if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
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# Require new method
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if not check_override(strategy, IStrategy, 'populate_entry_trend'):
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raise OperationalException("`populate_entry_trend` must be implemented.")
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if not check_override(strategy, IStrategy, 'populate_exit_trend'):
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raise OperationalException("`populate_exit_trend` must be implemented.")
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if check_override(strategy, IStrategy, 'custom_sell'):
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raise OperationalException(
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"Please migrate your implementation of `custom_sell` to `custom_exit`.")
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else:
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# TODO: Implementing one of the following methods should show a deprecation warning
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# buy_trend and sell_trend, custom_sell
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if (
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not check_override(strategy, IStrategy, 'populate_buy_trend')
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and not check_override(strategy, IStrategy, 'populate_entry_trend')
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):
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raise OperationalException(
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"`populate_entry_trend` or `populate_buy_trend` must be implemented.")
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if (
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not check_override(strategy, IStrategy, 'populate_sell_trend')
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and not check_override(strategy, IStrategy, 'populate_exit_trend')
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):
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raise OperationalException(
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"`populate_exit_trend` or `populate_sell_trend` must be implemented.")
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strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
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strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
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strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
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if any(x == 2 for x in [
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strategy._populate_fun_len,
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strategy._buy_fun_len,
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strategy._sell_fun_len
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]):
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strategy.INTERFACE_VERSION = 1
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return strategy
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raise OperationalException(
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f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
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"or contains Python code errors."
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)
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def check_override(object, parentclass, attribute):
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"""
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Checks if a object overrides the parent class attribute.
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:returns: True if the object is overridden.
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"""
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return getattr(type(object), attribute) != getattr(parentclass, attribute)
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