175 lines
7.8 KiB
Python
175 lines
7.8 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 collections import OrderedDict
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from inspect import getfullargspec
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from pathlib import Path
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from typing import Dict, Optional
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from freqtrade import constants, OperationalException
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from freqtrade.resolvers import IResolver
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from freqtrade.strategy import import_strategy
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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 all the logic to load custom strategy class
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"""
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__slots__ = ['strategy']
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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: configuration dictionary or None
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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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strategy_name = config.get('strategy') or constants.DEFAULT_STRATEGY
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self.strategy: IStrategy = self._load_strategy(strategy_name,
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config=config,
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extra_dir=config.get('strategy_path'))
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# make sure experimental dict is available
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if 'experimental' not in config:
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config['experimental'] = {}
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# Set attributes
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# Check if we need to override configuration
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# (Attribute name, default, experimental)
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attributes = [("minimal_roi", {"0": 10.0}, False),
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("ticker_interval", None, False),
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("stoploss", None, False),
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("trailing_stop", None, False),
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("trailing_stop_positive", None, False),
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("trailing_stop_positive_offset", 0.0, False),
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("trailing_only_offset_is_reached", None, False),
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("process_only_new_candles", None, False),
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("order_types", None, False),
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("order_time_in_force", None, False),
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("stake_currency", None, False),
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("stake_amount", None, False),
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("use_sell_signal", False, True),
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("sell_profit_only", False, True),
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("ignore_roi_if_buy_signal", False, True),
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]
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for attribute, default, experimental in attributes:
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if experimental:
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self._override_attribute_helper(config['experimental'], attribute, default)
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else:
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self._override_attribute_helper(config, attribute, default)
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# Loop this list again to have output combined
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for attribute, _, exp in attributes:
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if exp and attribute in config['experimental']:
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logger.info("Strategy using %s: %s", attribute, config['experimental'][attribute])
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elif attribute in config:
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logger.info("Strategy using %s: %s", attribute, config[attribute])
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# Sort and apply type conversions
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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]))
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self.strategy.stoploss = float(self.strategy.stoploss)
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self._strategy_sanity_validations()
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def _override_attribute_helper(self, config, attribute: str, default):
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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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setattr(self.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(self.strategy, attribute):
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config[attribute] = getattr(self.strategy, attribute)
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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(self.strategy, attribute, default)
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config[attribute] = default
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def _strategy_sanity_validations(self):
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if not all(k in self.strategy.order_types for k in constants.REQUIRED_ORDERTYPES):
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raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
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f"Order-types mapping is incomplete.")
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if not all(k in self.strategy.order_time_in_force for k in constants.REQUIRED_ORDERTIF):
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raise ImportError(f"Impossible to load Strategy '{self.strategy.__class__.__name__}'. "
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f"Order-time-in-force mapping is incomplete.")
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def _load_strategy(
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self, strategy_name: str, 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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current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
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abs_paths = [
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Path.cwd().joinpath('user_data/strategies'),
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current_path,
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]
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if extra_dir:
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# Add extra strategy directory on top of search paths
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abs_paths.insert(0, Path(extra_dir).resolve())
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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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for _path in abs_paths:
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try:
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(strategy, module_path) = self._search_object(directory=_path,
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object_type=IStrategy,
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object_name=strategy_name,
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kwargs={'config': config})
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if strategy:
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logger.info(f"Using resolved strategy {strategy_name} from '{module_path}'...")
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strategy._populate_fun_len = len(
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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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try:
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return import_strategy(strategy, config=config)
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except TypeError as e:
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logger.warning(
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f"Impossible to load strategy '{strategy_name}' from {module_path}. "
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f"Error: {e}")
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except FileNotFoundError:
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logger.warning('Path "%s" does not exist.', _path.relative_to(Path.cwd()))
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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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