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stable/freqtrade/commands/cli_options.py
hippocritical 7bd55971dc strategy_updater: 
removed args_common_optimize for strategy-updater

backtest_lookahead_bias_checker:
added args and cli-options for minimum and target trade amounts
fixed code according to best-practice coding requests of matthias (CamelCase etc)
2023-03-28 22:20:00 +02:00

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"""
Definition of cli arguments used in arguments.py
"""
from argparse import SUPPRESS, ArgumentTypeError
from freqtrade import __version__, constants
from freqtrade.constants import HYPEROPT_LOSS_BUILTIN
from freqtrade.enums import CandleType
def check_int_positive(value: str) -> int:
try:
uint = int(value)
if uint <= 0:
raise ValueError
except ValueError:
raise ArgumentTypeError(
f"{value} is invalid for this parameter, should be a positive integer value"
)
return uint
def check_int_nonzero(value: str) -> int:
try:
uint = int(value)
if uint == 0:
raise ValueError
except ValueError:
raise ArgumentTypeError(
f"{value} is invalid for this parameter, should be a non-zero integer value"
)
return uint
class Arg:
# Optional CLI arguments
def __init__(self, *args, **kwargs):
self.cli = args
self.kwargs = kwargs
# List of available command line options
AVAILABLE_CLI_OPTIONS = {
# Common options
"verbosity": Arg(
'-v', '--verbose',
help='Verbose mode (-vv for more, -vvv to get all messages).',
action='count',
default=0,
),
"logfile": Arg(
'--logfile', '--log-file',
help="Log to the file specified. Special values are: 'syslog', 'journald'. "
"See the documentation for more details.",
metavar='FILE',
),
"version": Arg(
'-V', '--version',
action='version',
version=f'%(prog)s {__version__}',
),
"config": Arg(
'-c', '--config',
help=f'Specify configuration file (default: `userdir/{constants.DEFAULT_CONFIG}` '
f'or `config.json` whichever exists). '
f'Multiple --config options may be used. '
f'Can be set to `-` to read config from stdin.',
action='append',
metavar='PATH',
),
"datadir": Arg(
'-d', '--datadir', '--data-dir',
help='Path to directory with historical backtesting data.',
metavar='PATH',
),
"user_data_dir": Arg(
'--userdir', '--user-data-dir',
help='Path to userdata directory.',
metavar='PATH',
),
"reset": Arg(
'--reset',
help='Reset sample files to their original state.',
action='store_true',
),
"recursive_strategy_search": Arg(
'--recursive-strategy-search',
help='Recursively search for a strategy in the strategies folder.',
action='store_true',
),
# Main options
"strategy": Arg(
'-s', '--strategy',
help='Specify strategy class name which will be used by the bot.',
metavar='NAME',
),
"strategy_path": Arg(
'--strategy-path',
help='Specify additional strategy lookup path.',
metavar='PATH',
),
"db_url": Arg(
'--db-url',
help=f'Override trades database URL, this is useful in custom deployments '
f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
metavar='PATH',
),
"db_url_from": Arg(
'--db-url-from',
help='Source db url to use when migrating a database.',
metavar='PATH',
),
"sd_notify": Arg(
'--sd-notify',
help='Notify systemd service manager.',
action='store_true',
),
"dry_run": Arg(
'--dry-run',
help='Enforce dry-run for trading (removes Exchange secrets and simulates trades).',
action='store_true',
),
"dry_run_wallet": Arg(
'--dry-run-wallet', '--starting-balance',
help='Starting balance, used for backtesting / hyperopt and dry-runs.',
type=float,
),
# Optimize common
"timeframe": Arg(
'-i', '--timeframe',
help='Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"timerange": Arg(
'--timerange',
help='Specify what timerange of data to use.',
),
"max_open_trades": Arg(
'--max-open-trades',
help='Override the value of the `max_open_trades` configuration setting.',
type=int,
metavar='INT',
),
"stake_amount": Arg(
'--stake-amount',
help='Override the value of the `stake_amount` configuration setting.',
),
# Backtesting
"timeframe_detail": Arg(
'--timeframe-detail',
help='Specify detail timeframe for backtesting (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"position_stacking": Arg(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking).',
action='store_true',
default=False,
),
"use_max_market_positions": Arg(
'--dmmp', '--disable-max-market-positions',
help='Disable applying `max_open_trades` during backtest '
'(same as setting `max_open_trades` to a very high number).',
action='store_false',
default=True,
),
"backtest_show_pair_list": Arg(
'--show-pair-list',
help='Show backtesting pairlist sorted by profit.',
action='store_true',
default=False,
),
"enable_protections": Arg(
'--enable-protections', '--enableprotections',
help='Enable protections for backtesting.'
'Will slow backtesting down by a considerable amount, but will include '
'configured protections',
action='store_true',
default=False,
),
"strategy_list": Arg(
'--strategy-list',
help='Provide a space-separated list of strategies to backtest. '
'Please note that timeframe needs to be set either in config '
'or via command line. When using this together with `--export trades`, '
'the strategy-name is injected into the filename '
'(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',
nargs='+',
),
"export": Arg(
'--export',
help='Export backtest results (default: trades).',
choices=constants.EXPORT_OPTIONS,
),
"exportfilename": Arg(
"--export-filename",
"--backtest-filename",
help="Use this filename for backtest results."
"Requires `--export` to be set as well. "
"Example: `--export-filename=user_data/backtest_results/backtest_today.json`",
metavar="PATH",
),
"disableparamexport": Arg(
'--disable-param-export',
help="Disable automatic hyperopt parameter export.",
action='store_true',
),
"fee": Arg(
'--fee',
help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
type=float,
metavar='FLOAT',
),
"backtest_breakdown": Arg(
'--breakdown',
help='Show backtesting breakdown per [day, week, month].',
nargs='+',
choices=constants.BACKTEST_BREAKDOWNS
),
"backtest_cache": Arg(
'--cache',
help='Load a cached backtest result no older than specified age (default: %(default)s).',
default=constants.BACKTEST_CACHE_DEFAULT,
choices=constants.BACKTEST_CACHE_AGE,
),
# Edge
"stoploss_range": Arg(
'--stoplosses',
help='Defines a range of stoploss values against which edge will assess the strategy. '
'The format is "min,max,step" (without any space). '
'Example: `--stoplosses=-0.01,-0.1,-0.001`',
),
# Hyperopt
"hyperopt": Arg(
'--hyperopt',
help=SUPPRESS,
metavar='NAME',
required=False,
),
"hyperopt_path": Arg(
'--hyperopt-path',
help='Specify additional lookup path for Hyperopt Loss functions.',
metavar='PATH',
),
"epochs": Arg(
'-e', '--epochs',
help='Specify number of epochs (default: %(default)d).',
type=check_int_positive,
metavar='INT',
default=constants.HYPEROPT_EPOCH,
),
"spaces": Arg(
'--spaces',
help='Specify which parameters to hyperopt. Space-separated list.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss',
'trailing', 'protection', 'trades', 'default'],
nargs='+',
default='default',
),
"analyze_per_epoch": Arg(
'--analyze-per-epoch',
help='Run populate_indicators once per epoch.',
action='store_true',
default=False,
),
"print_all": Arg(
'--print-all',
help='Print all results, not only the best ones.',
action='store_true',
default=False,
),
"print_colorized": Arg(
'--no-color',
help='Disable colorization of hyperopt results. May be useful if you are '
'redirecting output to a file.',
action='store_false',
default=True,
),
"print_json": Arg(
'--print-json',
help='Print output in JSON format.',
action='store_true',
default=False,
),
"export_csv": Arg(
'--export-csv',
help='Export to CSV-File.'
' This will disable table print.'
' Example: --export-csv hyperopt.csv',
metavar='FILE',
),
"hyperopt_jobs": Arg(
'-j', '--job-workers',
help='The number of concurrently running jobs for hyperoptimization '
'(hyperopt worker processes). '
'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
'If 1 is given, no parallel computing code is used at all.',
type=int,
metavar='JOBS',
default=-1,
),
"hyperopt_random_state": Arg(
'--random-state',
help='Set random state to some positive integer for reproducible hyperopt results.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_min_trades": Arg(
'--min-trades',
help="Set minimal desired number of trades for evaluations in the hyperopt "
"optimization path (default: 1).",
type=check_int_positive,
metavar='INT',
default=1,
),
"hyperopt_loss": Arg(
'--hyperopt-loss', '--hyperoptloss',
help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
'Different functions can generate completely different results, '
'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
f'{", ".join(HYPEROPT_LOSS_BUILTIN)}',
metavar='NAME',
),
"hyperoptexportfilename": Arg(
'--hyperopt-filename',
help='Hyperopt result filename.'
'Example: `--hyperopt-filename=hyperopt_results_2020-09-27_16-20-48.pickle`',
metavar='FILENAME',
),
# List exchanges
"print_one_column": Arg(
'-1', '--one-column',
help='Print output in one column.',
action='store_true',
),
"list_exchanges_all": Arg(
'-a', '--all',
help='Print all exchanges known to the ccxt library.',
action='store_true',
),
# List pairs / markets
"list_pairs_all": Arg(
'-a', '--all',
help='Print all pairs or market symbols. By default only active '
'ones are shown.',
action='store_true',
),
"print_list": Arg(
'--print-list',
help='Print list of pairs or market symbols. By default data is '
'printed in the tabular format.',
action='store_true',
),
"list_pairs_print_json": Arg(
'--print-json',
help='Print list of pairs or market symbols in JSON format.',
action='store_true',
default=False,
),
"print_csv": Arg(
'--print-csv',
help='Print exchange pair or market data in the csv format.',
action='store_true',
),
"quote_currencies": Arg(
'--quote',
help='Specify quote currency(-ies). Space-separated list.',
nargs='+',
metavar='QUOTE_CURRENCY',
),
"base_currencies": Arg(
'--base',
help='Specify base currency(-ies). Space-separated list.',
nargs='+',
metavar='BASE_CURRENCY',
),
"trading_mode": Arg(
'--trading-mode', '--tradingmode',
help='Select Trading mode',
choices=constants.TRADING_MODES,
),
"candle_types": Arg(
'--candle-types',
help='Select candle type to use',
choices=[c.value for c in CandleType],
nargs='+',
),
# Script options
"pairs": Arg(
'-p', '--pairs',
help='Limit command to these pairs. Pairs are space-separated.',
nargs='+',
),
# Download data
"pairs_file": Arg(
'--pairs-file',
help='File containing a list of pairs. '
'Takes precedence over --pairs or pairs configured in the configuration.',
metavar='FILE',
),
"days": Arg(
'--days',
help='Download data for given number of days.',
type=check_int_positive,
metavar='INT',
),
"include_inactive": Arg(
'--include-inactive-pairs',
help='Also download data from inactive pairs.',
action='store_true',
),
"new_pairs_days": Arg(
'--new-pairs-days',
help='Download data of new pairs for given number of days. Default: `%(default)s`.',
type=check_int_positive,
metavar='INT',
),
"download_trades": Arg(
'--dl-trades',
help='Download trades instead of OHLCV data. The bot will resample trades to the '
'desired timeframe as specified as --timeframes/-t.',
action='store_true',
),
"format_from": Arg(
'--format-from',
help='Source format for data conversion.',
choices=constants.AVAILABLE_DATAHANDLERS,
required=True,
),
"format_to": Arg(
'--format-to',
help='Destination format for data conversion.',
choices=constants.AVAILABLE_DATAHANDLERS,
required=True,
),
"dataformat_ohlcv": Arg(
'--data-format-ohlcv',
help='Storage format for downloaded candle (OHLCV) data. (default: `json`).',
choices=constants.AVAILABLE_DATAHANDLERS,
),
"dataformat_trades": Arg(
'--data-format-trades',
help='Storage format for downloaded trades data. (default: `jsongz`).',
choices=constants.AVAILABLE_DATAHANDLERS_TRADES,
),
"show_timerange": Arg(
'--show-timerange',
help='Show timerange available for available data. (May take a while to calculate).',
action='store_true',
),
"exchange": Arg(
'--exchange',
help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
f'Only valid if no config is provided.',
),
"timeframes": Arg(
'-t', '--timeframes',
help='Specify which tickers to download. Space-separated list. '
'Default: `1m 5m`.',
default=['1m', '5m'],
nargs='+',
),
"prepend_data": Arg(
'--prepend',
help='Allow data prepending. (Data-appending is disabled)',
action='store_true',
),
"erase": Arg(
'--erase',
help='Clean all existing data for the selected exchange/pairs/timeframes.',
action='store_true',
),
"erase_ui_only": Arg(
'--erase',
help="Clean UI folder, don't download new version.",
action='store_true',
default=False,
),
"ui_version": Arg(
'--ui-version',
help=('Specify a specific version of FreqUI to install. '
'Not specifying this installs the latest version.'),
type=str,
),
# Templating options
"template": Arg(
'--template',
help='Use a template which is either `minimal`, '
'`full` (containing multiple sample indicators) or `advanced`. Default: `%(default)s`.',
choices=['full', 'minimal', 'advanced'],
default='full',
),
# Plot dataframe
"indicators1": Arg(
'--indicators1',
help='Set indicators from your strategy you want in the first row of the graph. '
"Space-separated list. Example: `ema3 ema5`. Default: `['sma', 'ema3', 'ema5']`.",
nargs='+',
),
"indicators2": Arg(
'--indicators2',
help='Set indicators from your strategy you want in the third row of the graph. '
"Space-separated list. Example: `fastd fastk`. Default: `['macd', 'macdsignal']`.",
nargs='+',
),
"plot_limit": Arg(
'--plot-limit',
help='Specify tick limit for plotting. Notice: too high values cause huge files. '
'Default: %(default)s.',
type=check_int_positive,
metavar='INT',
default=750,
),
"plot_auto_open": Arg(
'--auto-open',
help='Automatically open generated plot.',
action='store_true',
),
"no_trades": Arg(
'--no-trades',
help='Skip using trades from backtesting file and DB.',
action='store_true',
),
"trade_source": Arg(
'--trade-source',
help='Specify the source for trades (Can be DB or file (backtest file)) '
'Default: %(default)s',
choices=["DB", "file"],
default="file",
),
"trade_ids": Arg(
'--trade-ids',
help='Specify the list of trade ids.',
nargs='+',
),
# hyperopt-list, hyperopt-show
"hyperopt_list_profitable": Arg(
'--profitable',
help='Select only profitable epochs.',
action='store_true',
),
"hyperopt_list_best": Arg(
'--best',
help='Select only best epochs.',
action='store_true',
),
"hyperopt_list_min_trades": Arg(
'--min-trades',
help='Select epochs with more than INT trades.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_list_max_trades": Arg(
'--max-trades',
help='Select epochs with less than INT trades.',
type=check_int_positive,
metavar='INT',
),
"hyperopt_list_min_avg_time": Arg(
'--min-avg-time',
help='Select epochs above average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_time": Arg(
'--max-avg-time',
help='Select epochs below average time.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_avg_profit": Arg(
'--min-avg-profit',
help='Select epochs above average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_avg_profit": Arg(
'--max-avg-profit',
help='Select epochs below average profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_total_profit": Arg(
'--min-total-profit',
help='Select epochs above total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_total_profit": Arg(
'--max-total-profit',
help='Select epochs below total profit.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_min_objective": Arg(
'--min-objective',
help='Select epochs above objective.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_max_objective": Arg(
'--max-objective',
help='Select epochs below objective.',
type=float,
metavar='FLOAT',
),
"hyperopt_list_no_details": Arg(
'--no-details',
help='Do not print best epoch details.',
action='store_true',
),
"hyperopt_show_index": Arg(
'-n', '--index',
help='Specify the index of the epoch to print details for.',
type=check_int_nonzero,
metavar='INT',
),
"hyperopt_show_no_header": Arg(
'--no-header',
help='Do not print epoch details header.',
action='store_true',
),
"hyperopt_ignore_missing_space": Arg(
"--ignore-missing-spaces", "--ignore-unparameterized-spaces",
help=("Suppress errors for any requested Hyperopt spaces "
"that do not contain any parameters."),
action="store_true",
),
"analysis_groups": Arg(
"--analysis-groups",
help=("grouping output - "
"0: simple wins/losses by enter tag, "
"1: by enter_tag, "
"2: by enter_tag and exit_tag, "
"3: by pair and enter_tag, "
"4: by pair, enter_ and exit_tag (this can get quite large), "
"5: by exit_tag"),
nargs='+',
default=['0', '1', '2'],
choices=['0', '1', '2', '3', '4', '5'],
),
"enter_reason_list": Arg(
"--enter-reason-list",
help=("Comma separated list of entry signals to analyse. Default: all. "
"e.g. 'entry_tag_a,entry_tag_b'"),
nargs='+',
default=['all'],
),
"exit_reason_list": Arg(
"--exit-reason-list",
help=("Comma separated list of exit signals to analyse. Default: all. "
"e.g. 'exit_tag_a,roi,stop_loss,trailing_stop_loss'"),
nargs='+',
default=['all'],
),
"indicator_list": Arg(
"--indicator-list",
help=("Comma separated list of indicators to analyse. "
"e.g. 'close,rsi,bb_lowerband,profit_abs'"),
nargs='+',
default=[],
),
"freqaimodel": Arg(
'--freqaimodel',
help='Specify a custom freqaimodels.',
metavar='NAME',
),
"freqaimodel_path": Arg(
'--freqaimodel-path',
help='Specify additional lookup path for freqaimodels.',
metavar='PATH',
),
"freqai_backtest_live_models": Arg(
'--freqai-backtest-live-models',
help='Run backtest with ready models.',
action='store_true'
),
"minimum_trade_amount": Arg(
'--minimum-trade-amount',
help='set INT minimum trade amount',
type=check_int_positive,
metavar='INT',
default=10,
),
"targeted_trade_amount": Arg(
'--targeted-trade-amount',
help='set INT targeted trade amount',
type=check_int_positive,
metavar='INT',
default=20,
)
}
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