stable/freqtrade/configuration/arguments.py

460 lines
16 KiB
Python

"""
This module contains the argument manager class
"""
import argparse
import os
import re
from typing import List, NamedTuple, Optional
import arrow
from freqtrade import __version__, constants
def check_int_positive(value: str) -> int:
try:
uint = int(value)
if uint <= 0:
raise ValueError
except ValueError:
raise argparse.ArgumentTypeError(
f"{value} is invalid for this parameter, should be a positive 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',
help='Log to the file specified.',
metavar='FILE',
),
"version": Arg(
'--version',
action='version',
version=f'%(prog)s {__version__}',
),
"config": Arg(
'-c', '--config',
help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
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',
help='Path to backtest data.',
metavar='PATH',
),
# Main options
"strategy": Arg(
'-s', '--strategy',
help='Specify strategy class name (default: `%(default)s`).',
metavar='NAME',
default='DefaultStrategy',
),
"strategy_path": Arg(
'--strategy-path',
help='Specify additional strategy lookup path.',
metavar='PATH',
),
"dynamic_whitelist": Arg(
'--dynamic-whitelist',
help='Dynamically generate and update whitelist '
'based on 24h BaseVolume (default: %(const)s). '
'DEPRECATED.',
const=constants.DYNAMIC_WHITELIST,
type=int,
metavar='INT',
nargs='?',
),
"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',
),
"sd_notify": Arg(
'--sd-notify',
help='Notify systemd service manager.',
action='store_true',
),
# Optimize common
"ticker_interval": Arg(
'-i', '--ticker-interval',
help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
),
"timerange": Arg(
'--timerange',
help='Specify what timerange of data to use.',
),
"max_open_trades": Arg(
'--max_open_trades',
help='Specify max_open_trades to use.',
type=int,
metavar='INT',
),
"stake_amount": Arg(
'--stake_amount',
help='Specify stake_amount.',
type=float,
),
"refresh_pairs": Arg(
'-r', '--refresh-pairs-cached',
help='Refresh the pairs files in tests/testdata with the latest data from the '
'exchange. Use it if you want to run your optimization commands with '
'up-to-date data.',
action='store_true',
),
# Backtesting
"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,
),
"live": Arg(
'-l', '--live',
help='Use live data.',
action='store_true',
),
"strategy_list": Arg(
'--strategy-list',
help='Provide a comma-separated list of strategies to backtest. '
'Please note that ticker-interval 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-DefaultStrategy.json`',
nargs='+',
),
"export": Arg(
'--export',
help='Export backtest results, argument are: trades. '
'Example: `--export=trades`',
),
"exportfilename": Arg(
'--export-filename',
help='Save backtest results to the file with this filename (default: `%(default)s`). '
'Requires `--export` to be set as well. '
'Example: `--export-filename=user_data/backtest_data/backtest_today.json`',
metavar='PATH',
default=os.path.join('user_data', 'backtest_data',
'backtest-result.json'),
),
# 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(
'--customhyperopt',
help='Specify hyperopt class name (default: `%(default)s`).',
metavar='NAME',
default=constants.DEFAULT_HYPEROPT,
),
"epochs": Arg(
'-e', '--epochs',
help='Specify number of epochs (default: %(default)d).',
type=check_int_positive,
metavar='INT',
default=constants.HYPEROPT_EPOCH,
),
"spaces": Arg(
'-s', '--spaces',
help='Specify which parameters to hyperopt. Space-separated list. '
'Default: `%(default)s`.',
choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
nargs='+',
default='all',
),
"print_all": Arg(
'--print-all',
help='Print all results, not only the best ones.',
action='store_true',
default=False,
),
"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,
),
# List exchanges
"print_one_column": Arg(
'-1', '--one-column',
help='Print exchanges in one column.',
action='store_true',
),
# Script options
"pairs": Arg(
'-p', '--pairs',
help='Show profits for only these pairs. Pairs are comma-separated.',
),
# Download data
"pairs_file": Arg(
'--pairs-file',
help='File containing a list of pairs to download.',
metavar='FILE',
),
"days": Arg(
'--days',
help='Download data for given number of days.',
type=check_int_positive,
metavar='INT',
),
"exchange": Arg(
'--exchange',
help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
f'Only valid if no config is provided.',
),
"timeframes": Arg(
'-t', '--timeframes',
help=f'Specify which tickers to download. Space-separated list. '
f'Default: `{constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}`.',
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
'6h', '8h', '12h', '1d', '3d', '1w'],
nargs='+',
),
"erase": Arg(
'--erase',
help='Clean all existing data for the selected exchange/pairs/timeframes.',
action='store_true',
),
# Plot dataframe
"indicators1": Arg(
'--indicators1',
help='Set indicators from your strategy you want in the first row of the graph. '
'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.',
default='sma,ema3,ema5',
),
"indicators2": Arg(
'--indicators2',
help='Set indicators from your strategy you want in the third row of the graph. '
'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.',
default='macd,macdsignal',
),
"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,
),
"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",
),
}
ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir"]
ARGS_STRATEGY = ["strategy", "strategy_path"]
ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["dynamic_whitelist", "db_url", "sd_notify"]
ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
"max_open_trades", "stake_amount", "refresh_pairs"]
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
"live", "strategy_list", "export", "exportfilename"]
ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "position_stacking", "epochs", "spaces",
"use_max_market_positions", "print_all", "hyperopt_jobs",
"hyperopt_random_state", "hyperopt_min_trades"]
ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
ARGS_LIST_EXCHANGES = ["print_one_column"]
ARGS_DOWNLOADER = ARGS_COMMON + ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
"trade_source", "export", "exportfilename", "timerange",
"refresh_pairs", "live"])
ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY +
["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"])
class TimeRange(NamedTuple):
"""
NamedTuple defining timerange inputs.
[start/stop]type defines if [start/stop]ts shall be used.
if *type is None, don't use corresponding startvalue.
"""
starttype: Optional[str] = None
stoptype: Optional[str] = None
startts: int = 0
stopts: int = 0
class Arguments(object):
"""
Arguments Class. Manage the arguments received by the cli
"""
def __init__(self, args: Optional[List[str]], description: str) -> None:
self.args = args
self.parsed_arg: Optional[argparse.Namespace] = None
self.parser = argparse.ArgumentParser(description=description)
def _load_args(self) -> None:
self.build_args(optionlist=ARGS_MAIN)
self._build_subcommands()
def get_parsed_arg(self) -> argparse.Namespace:
"""
Return the list of arguments
:return: List[str] List of arguments
"""
if self.parsed_arg is None:
self._load_args()
self.parsed_arg = self.parse_args()
return self.parsed_arg
def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
"""
Parses given arguments and returns an argparse Namespace instance.
"""
parsed_arg = self.parser.parse_args(self.args)
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
if not no_default_config and parsed_arg.config is None:
parsed_arg.config = [constants.DEFAULT_CONFIG]
return parsed_arg
def build_args(self, optionlist, parser=None):
parser = parser or self.parser
for val in optionlist:
opt = AVAILABLE_CLI_OPTIONS[val]
parser.add_argument(*opt.cli, dest=val, **opt.kwargs)
def _build_subcommands(self) -> None:
"""
Builds and attaches all subcommands.
:return: None
"""
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
from freqtrade.utils import start_list_exchanges
subparsers = self.parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
backtesting_cmd.set_defaults(func=start_backtesting)
self.build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
# Add edge subcommand
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
edge_cmd.set_defaults(func=start_edge)
self.build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
hyperopt_cmd.set_defaults(func=start_hyperopt)
self.build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
# Add list-exchanges subcommand
list_exchanges_cmd = subparsers.add_parser(
'list-exchanges',
help='Print available exchanges.'
)
list_exchanges_cmd.set_defaults(func=start_list_exchanges)
self.build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
@staticmethod
def parse_timerange(text: Optional[str]) -> TimeRange:
"""
Parse the value of the argument --timerange to determine what is the range desired
:param text: value from --timerange
:return: Start and End range period
"""
if text is None:
return TimeRange(None, None, 0, 0)
syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
(r'^-(\d{10})$', (None, 'date')),
(r'^(\d{10})-$', ('date', None)),
(r'^(\d{10})-(\d{10})$', ('date', 'date')),
(r'^(-\d+)$', (None, 'line')),
(r'^(\d+)-$', ('line', None)),
(r'^(\d+)-(\d+)$', ('index', 'index'))]
for rex, stype in syntax:
# Apply the regular expression to text
match = re.match(rex, text)
if match: # Regex has matched
rvals = match.groups()
index = 0
start: int = 0
stop: int = 0
if stype[0]:
starts = rvals[index]
if stype[0] == 'date' and len(starts) == 8:
start = arrow.get(starts, 'YYYYMMDD').timestamp
else:
start = int(starts)
index += 1
if stype[1]:
stops = rvals[index]
if stype[1] == 'date' and len(stops) == 8:
stop = arrow.get(stops, 'YYYYMMDD').timestamp
else:
stop = int(stops)
return TimeRange(stype[0], stype[1], start, stop)
raise Exception('Incorrect syntax for timerange "%s"' % text)