stable/freqtrade/arguments.py
2018-06-02 17:31:31 +03:00

300 lines
9.5 KiB
Python

"""
This module contains the argument manager class
"""
import argparse
import logging
import os
import re
import arrow
from typing import List, Tuple, Optional
from freqtrade import __version__, constants
class Arguments(object):
"""
Arguments Class. Manage the arguments received by the cli
"""
def __init__(self, args: List[str], description: str):
self.args = args
self.parsed_arg = None
self.parser = argparse.ArgumentParser(description=description)
def _load_args(self) -> None:
self.common_args_parser()
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) -> argparse.Namespace:
"""
Parses given arguments and returns an argparse Namespace instance.
"""
parsed_arg = self.parser.parse_args(self.args)
return parsed_arg
def common_args_parser(self) -> None:
"""
Parses given common arguments and returns them as a parsed object.
"""
self.parser.add_argument(
'-v', '--verbose',
help='be verbose',
action='store_const',
dest='loglevel',
const=logging.DEBUG,
default=logging.INFO,
)
self.parser.add_argument(
'--version',
action='version',
version='%(prog)s {}'.format(__version__),
)
self.parser.add_argument(
'-c', '--config',
help='specify configuration file (default: %(default)s)',
dest='config',
default='config.json',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'-d', '--datadir',
help='path to backtest data (default: %(default)s',
dest='datadir',
default=os.path.join('freqtrade', 'tests', 'testdata'),
type=str,
metavar='PATH',
)
self.parser.add_argument(
'-s', '--strategy',
help='specify strategy class name (default: %(default)s)',
dest='strategy',
default='DefaultStrategy',
type=str,
metavar='NAME',
)
self.parser.add_argument(
'--strategy-path',
help='specify additional strategy lookup path',
dest='strategy_path',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'--dynamic-whitelist',
help='dynamically generate and update whitelist \
based on 24h BaseVolume (Default 20 currencies)', # noqa
dest='dynamic_whitelist',
const=constants.DYNAMIC_WHITELIST,
type=int,
metavar='INT',
nargs='?',
)
self.parser.add_argument(
'--dry-run-db',
help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" \
instead of memory DB. Work only if dry_run is enabled.',
action='store_true',
dest='dry_run_db',
)
@staticmethod
def backtesting_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given arguments for Backtesting scripts.
"""
parser.add_argument(
'-l', '--live',
help='using live data',
action='store_true',
dest='live',
)
parser.add_argument(
'-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 backtesting with up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
parser.add_argument(
'--export',
help='export backtest results, argument are: trades\
Example --export=trades',
type=str,
default=None,
dest='export',
)
@staticmethod
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
parser.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval (1m, 5m, 30m, 1h, 1d)',
dest='ticker_interval',
type=str,
)
parser.add_argument(
'--realistic-simulation',
help='uses max_open_trades from config to simulate real world limitations',
action='store_true',
dest='realistic_simulation',
)
parser.add_argument(
'--timerange',
help='specify what timerange of data to use.',
default=None,
type=str,
dest='timerange',
)
@staticmethod
def hyperopt_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given arguments for Hyperopt scripts.
"""
parser.add_argument(
'-e', '--epochs',
help='specify number of epochs (default: %(default)d)',
dest='epochs',
default=constants.HYPEROPT_EPOCH,
type=int,
metavar='INT',
)
parser.add_argument(
'--use-mongodb',
help='parallelize evaluations with mongodb (requires mongod in PATH)',
dest='mongodb',
action='store_true',
)
parser.add_argument(
'-s', '--spaces',
help='Specify which parameters to hyperopt. Space separate list. \
Default: %(default)s',
choices=['all', 'buy', 'roi', 'stoploss'],
default='all',
nargs='+',
dest='spaces',
)
def _build_subcommands(self) -> None:
"""
Builds and attaches all subcommands
:return: None
"""
from freqtrade.optimize import backtesting, hyperopt
subparsers = self.parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
backtesting_cmd.set_defaults(func=backtesting.start)
self.optimizer_shared_options(backtesting_cmd)
self.backtesting_options(backtesting_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
hyperopt_cmd.set_defaults(func=hyperopt.start)
self.optimizer_shared_options(hyperopt_cmd)
self.hyperopt_options(hyperopt_cmd)
@staticmethod
def parse_timerange(text: str) -> Optional[Tuple[List, int, int]]:
"""
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 None
syntax = [(r'^-(\d{8})$', (None, 'date')),
(r'^(\d{8})-$', ('date', None)),
(r'^(\d{8})-(\d{8})$', ('date', 'date')),
(r'^(-\d+)$', (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 = None
stop = None
if stype[0]:
start = rvals[index]
if stype[0] == 'date':
start = arrow.get(start, 'YYYYMMDD').timestamp
else:
start = int(start)
index += 1
if stype[1]:
stop = rvals[index]
if stype[1] == 'date':
stop = arrow.get(stop, 'YYYYMMDD').timestamp
else:
stop = int(stop)
return stype, start, stop
raise Exception('Incorrect syntax for timerange "%s"' % text)
def scripts_options(self) -> None:
"""
Parses given arguments for scripts.
"""
self.parser.add_argument(
'-p', '--pair',
help='Show profits for only this pairs. Pairs are comma-separated.',
dest='pair',
default=None
)
self.parser.add_argument(
'-db', '--db-url',
help='Show trades stored in database.',
dest='db_url',
default=None
)
def testdata_dl_options(self) -> None:
"""
Parses given arguments for testdata download
"""
self.parser.add_argument(
'--pairs-file',
help='File containing a list of pairs to download',
dest='pairs_file',
default=None
)
self.parser.add_argument(
'--export',
help='Export files to given dir',
dest='export',
default=None)
self.parser.add_argument(
'--days',
help='Download data for number of days',
dest='days',
type=int,
default=None)
self.parser.add_argument(
'--exchange',
help='Exchange name',
dest='exchange',
type=str,
default='bittrex')