344 lines
11 KiB
Python
344 lines
11 KiB
Python
"""
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This module contains the argument manager class
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"""
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import os
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import argparse
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import logging
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import re
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import arrow
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from typing import List, Optional, NamedTuple
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from freqtrade import __version__, constants
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class TimeRange(NamedTuple):
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"""
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NamedTuple Defining timerange inputs.
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[start/stop]type defines if [start/stop]ts shall be used.
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if *type is none, don't use corresponding startvalue.
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"""
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starttype: Optional[str] = None
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stoptype: Optional[str] = None
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startts: int = 0
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stopts: int = 0
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class Arguments(object):
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"""
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Arguments Class. Manage the arguments received by the cli
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"""
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def __init__(self, args: List[str], description: str) -> None:
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self.args = args
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self.parsed_arg: Optional[argparse.Namespace] = None
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self.parser = argparse.ArgumentParser(description=description)
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def _load_args(self) -> None:
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self.common_args_parser()
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self._build_subcommands()
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def get_parsed_arg(self) -> argparse.Namespace:
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"""
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Return the list of arguments
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:return: List[str] List of arguments
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"""
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if self.parsed_arg is None:
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self._load_args()
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self.parsed_arg = self.parse_args()
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return self.parsed_arg
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def parse_args(self) -> argparse.Namespace:
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"""
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Parses given arguments and returns an argparse Namespace instance.
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"""
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parsed_arg = self.parser.parse_args(self.args)
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return parsed_arg
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def common_args_parser(self) -> None:
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"""
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Parses given common arguments and returns them as a parsed object.
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"""
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self.parser.add_argument(
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'-v', '--verbose',
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help='be verbose',
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action='store_const',
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dest='loglevel',
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const=logging.DEBUG,
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default=logging.INFO,
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)
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self.parser.add_argument(
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'--version',
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action='version',
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version=f'%(prog)s {__version__}'
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)
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self.parser.add_argument(
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'-c', '--config',
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help='specify configuration file (default: %(default)s)',
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dest='config',
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default='config.json',
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type=str,
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metavar='PATH',
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)
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self.parser.add_argument(
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'-d', '--datadir',
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help='path to backtest data',
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dest='datadir',
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default=None,
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type=str,
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metavar='PATH',
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)
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self.parser.add_argument(
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'-s', '--strategy',
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help='specify strategy class name (default: %(default)s)',
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dest='strategy',
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default='DefaultStrategy',
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type=str,
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metavar='NAME',
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)
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self.parser.add_argument(
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'--strategy-path',
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help='specify additional strategy lookup path',
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dest='strategy_path',
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type=str,
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metavar='PATH',
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)
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self.parser.add_argument(
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'--dynamic-whitelist',
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help='dynamically generate and update whitelist'
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' based on 24h BaseVolume (default: %(const)s)',
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dest='dynamic_whitelist',
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const=constants.DYNAMIC_WHITELIST,
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type=int,
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metavar='INT',
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nargs='?',
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)
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self.parser.add_argument(
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'--db-url',
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help='Override trades database URL, this is useful if dry_run is enabled'
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' or in custom deployments (default: %(default)s)',
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dest='db_url',
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default=constants.DEFAULT_DB_PROD_URL,
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type=str,
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metavar='PATH',
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)
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@staticmethod
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def backtesting_options(parser: argparse.ArgumentParser) -> None:
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"""
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Parses given arguments for Backtesting scripts.
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"""
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parser.add_argument(
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'-l', '--live',
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help='using live data',
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action='store_true',
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dest='live',
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)
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parser.add_argument(
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'-r', '--refresh-pairs-cached',
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help='refresh the pairs files in tests/testdata with the latest data from the '
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'exchange. Use it if you want to run your backtesting with up-to-date data.',
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action='store_true',
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dest='refresh_pairs',
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)
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parser.add_argument(
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'--export',
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help='export backtest results, argument are: trades\
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Example --export=trades',
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type=str,
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default=None,
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dest='export',
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)
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parser.add_argument(
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'--export-filename',
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help='Save backtest results to this filename \
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requires --export to be set as well\
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Example --export-filename=user_data/backtest_data/backtest_today.json\
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(default: %(default)s)',
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type=str,
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default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
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dest='exportfilename',
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metavar='PATH',
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)
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@staticmethod
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def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
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"""
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Parses given common arguments for Backtesting and Hyperopt scripts.
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:param parser:
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:return:
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"""
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parser.add_argument(
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'-i', '--ticker-interval',
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help='specify ticker interval (1m, 5m, 30m, 1h, 1d)',
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dest='ticker_interval',
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type=str,
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)
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parser.add_argument(
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'--realistic-simulation',
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help='uses max_open_trades from config to simulate real world limitations',
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action='store_true',
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dest='realistic_simulation',
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)
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parser.add_argument(
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'--timerange',
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help='specify what timerange of data to use.',
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default=None,
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type=str,
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dest='timerange',
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)
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@staticmethod
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def hyperopt_options(parser: argparse.ArgumentParser) -> None:
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"""
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Parses given arguments for Hyperopt scripts.
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"""
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parser.add_argument(
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'-e', '--epochs',
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help='specify number of epochs (default: %(default)d)',
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dest='epochs',
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default=constants.HYPEROPT_EPOCH,
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type=int,
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metavar='INT',
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)
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parser.add_argument(
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'-s', '--spaces',
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help='Specify which parameters to hyperopt. Space separate list. \
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Default: %(default)s',
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choices=['all', 'buy', 'roi', 'stoploss'],
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default='all',
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nargs='+',
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dest='spaces',
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)
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def _build_subcommands(self) -> None:
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"""
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Builds and attaches all subcommands
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:return: None
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"""
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from freqtrade.optimize import backtesting, hyperopt
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subparsers = self.parser.add_subparsers(dest='subparser')
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# Add backtesting subcommand
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backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
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backtesting_cmd.set_defaults(func=backtesting.start)
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self.optimizer_shared_options(backtesting_cmd)
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self.backtesting_options(backtesting_cmd)
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# Add hyperopt subcommand
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hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
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hyperopt_cmd.set_defaults(func=hyperopt.start)
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self.optimizer_shared_options(hyperopt_cmd)
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self.hyperopt_options(hyperopt_cmd)
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@staticmethod
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def parse_timerange(text: Optional[str]) -> TimeRange:
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"""
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Parse the value of the argument --timerange to determine what is the range desired
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:param text: value from --timerange
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:return: Start and End range period
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"""
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if text is None:
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return TimeRange(None, None, 0, 0)
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syntax = [(r'^-(\d{8})$', (None, 'date')),
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(r'^(\d{8})-$', ('date', None)),
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(r'^(\d{8})-(\d{8})$', ('date', 'date')),
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(r'^-(\d{10})$', (None, 'date')),
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(r'^(\d{10})-$', ('date', None)),
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(r'^(\d{10})-(\d{10})$', ('date', 'date')),
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(r'^(-\d+)$', (None, 'line')),
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(r'^(\d+)-$', ('line', None)),
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(r'^(\d+)-(\d+)$', ('index', 'index'))]
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for rex, stype in syntax:
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# Apply the regular expression to text
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match = re.match(rex, text)
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if match: # Regex has matched
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rvals = match.groups()
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index = 0
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start: int = 0
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stop: int = 0
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if stype[0]:
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starts = rvals[index]
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if stype[0] == 'date' and len(starts) == 8:
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start = arrow.get(starts, 'YYYYMMDD').timestamp
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else:
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start = int(starts)
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index += 1
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if stype[1]:
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stops = rvals[index]
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if stype[1] == 'date' and len(stops) == 8:
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stop = arrow.get(stops, 'YYYYMMDD').timestamp
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else:
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stop = int(stops)
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return TimeRange(stype[0], stype[1], start, stop)
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raise Exception('Incorrect syntax for timerange "%s"' % text)
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def scripts_options(self) -> None:
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"""
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Parses given arguments for scripts.
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"""
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self.parser.add_argument(
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'-p', '--pair',
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help='Show profits for only this pairs. Pairs are comma-separated.',
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dest='pair',
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default=None
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)
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def testdata_dl_options(self) -> None:
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"""
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Parses given arguments for testdata download
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"""
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self.parser.add_argument(
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'--pairs-file',
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help='File containing a list of pairs to download',
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dest='pairs_file',
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default=None,
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metavar='PATH',
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)
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self.parser.add_argument(
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'--export',
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help='Export files to given dir',
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dest='export',
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default=None,
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metavar='PATH',
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)
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self.parser.add_argument(
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'--days',
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help='Download data for number of days',
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dest='days',
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type=int,
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metavar='INT',
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default=None
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)
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self.parser.add_argument(
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'--exchange',
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help='Exchange name (default: %(default)s)',
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dest='exchange',
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type=str,
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default='bittrex'
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)
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self.parser.add_argument(
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'-t', '--timeframes',
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help='Specify which tickers to download. Space separated list. \
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Default: %(default)s',
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choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
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'6h', '8h', '12h', '1d', '3d', '1w'],
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default=['1m', '5m'],
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nargs='+',
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dest='timeframes',
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)
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self.parser.add_argument(
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'--erase',
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help='Clean all existing data for the selected exchange/pairs/timeframes',
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dest='erase',
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action='store_true'
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)
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