stable/freqtrade/resolvers/strategy_resolver.py
2022-04-05 20:43:39 +02:00

293 lines
13 KiB
Python

# pragma pylint: disable=attribute-defined-outside-init
"""
This module load custom strategies
"""
import logging
import tempfile
from base64 import urlsafe_b64decode
from inspect import getfullargspec
from pathlib import Path
from typing import Any, Dict, Optional
from freqtrade.configuration.config_validation import validate_migrated_strategy_settings
from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
from freqtrade.enums import TradingMode
from freqtrade.exceptions import OperationalException
from freqtrade.resolvers import IResolver
from freqtrade.strategy.interface import IStrategy
logger = logging.getLogger(__name__)
class StrategyResolver(IResolver):
"""
This class contains the logic to load custom strategy class
"""
object_type = IStrategy
object_type_str = "Strategy"
user_subdir = USERPATH_STRATEGIES
initial_search_path = None
@staticmethod
def load_strategy(config: Dict[str, Any] = None) -> IStrategy:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
"""
config = config or {}
if not config.get('strategy'):
raise OperationalException("No strategy set. Please use `--strategy` to specify "
"the strategy class to use.")
strategy_name = config['strategy']
strategy: IStrategy = StrategyResolver._load_strategy(
strategy_name, config=config,
extra_dir=config.get('strategy_path'))
if strategy._ft_params_from_file:
# Set parameters from Hyperopt results file
params = strategy._ft_params_from_file
strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {}))
strategy.stoploss = params.get('stoploss', {}).get(
'stoploss', getattr(strategy, 'stoploss', -0.1))
trailing = params.get('trailing', {})
strategy.trailing_stop = trailing.get(
'trailing_stop', getattr(strategy, 'trailing_stop', False))
strategy.trailing_stop_positive = trailing.get(
'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None))
strategy.trailing_stop_positive_offset = trailing.get(
'trailing_stop_positive_offset',
getattr(strategy, 'trailing_stop_positive_offset', 0))
strategy.trailing_only_offset_is_reached = trailing.get(
'trailing_only_offset_is_reached',
getattr(strategy, 'trailing_only_offset_is_reached', 0.0))
# Set attributes
# Check if we need to override configuration
# (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}),
("timeframe", None),
("stoploss", None),
("trailing_stop", None),
("trailing_stop_positive", None),
("trailing_stop_positive_offset", 0.0),
("trailing_only_offset_is_reached", None),
("use_custom_stoploss", None),
("process_only_new_candles", None),
("order_types", None),
("order_time_in_force", None),
("stake_currency", None),
("stake_amount", None),
("protections", None),
("startup_candle_count", None),
("unfilledtimeout", None),
("use_exit_signal", True),
("exit_profit_only", False),
("ignore_roi_if_entry_signal", False),
("exit_profit_offset", 0.0),
("disable_dataframe_checks", False),
("ignore_buying_expired_candle_after", 0),
("position_adjustment_enable", False),
("max_entry_position_adjustment", -1),
]
for attribute, default in attributes:
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
# Loop this list again to have output combined
for attribute, _ in attributes:
if attribute in config:
logger.info("Strategy using %s: %s", attribute, config[attribute])
StrategyResolver._normalize_attributes(strategy)
StrategyResolver._strategy_sanity_validations(strategy)
return strategy
@staticmethod
def _override_attribute_helper(strategy, config: Dict[str, Any],
attribute: str, default: Any):
"""
Override attributes in the strategy.
Prevalence:
- Configuration
- Strategy
- default (if not None)
"""
if (attribute in config
and not isinstance(getattr(type(strategy), attribute, None), property)):
# Ensure Properties are not overwritten
setattr(strategy, attribute, config[attribute])
logger.info("Override strategy '%s' with value in config file: %s.",
attribute, config[attribute])
elif hasattr(strategy, attribute):
val = getattr(strategy, attribute)
# None's cannot exist in the config, so do not copy them
if val is not None:
config[attribute] = val
# Explicitly check for None here as other "falsy" values are possible
elif default is not None:
setattr(strategy, attribute, default)
config[attribute] = default
@staticmethod
def _normalize_attributes(strategy: IStrategy) -> IStrategy:
"""
Normalize attributes to have the correct type.
"""
# Sort and apply type conversions
if hasattr(strategy, 'minimal_roi'):
strategy.minimal_roi = dict(sorted(
{int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
key=lambda t: t[0]))
if hasattr(strategy, 'stoploss'):
strategy.stoploss = float(strategy.stoploss)
return strategy
@staticmethod
def _strategy_sanity_validations(strategy: IStrategy):
# Ensure necessary migrations are performed first.
validate_migrated_strategy_settings(strategy.config)
if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-types mapping is incomplete.")
if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
f"Order-time-in-force mapping is incomplete.")
trading_mode = strategy.config.get('trading_mode', TradingMode.SPOT)
if (strategy.can_short and trading_mode == TradingMode.SPOT):
raise ImportError(
"Short strategies cannot run in spot markets. Please make sure that this "
"is the correct strategy and that your trading mode configuration is correct. "
"You can run this strategy in spot markets by setting `can_short=False`"
" in your strategy. Please note that short signals will be ignored in that case."
)
@staticmethod
def validate_strategy(strategy: IStrategy) -> IStrategy:
if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
# Require new method
warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True)
warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True)
warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True)
warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal',
'ignore_roi_if_entry_signal', True)
if not check_override(strategy, IStrategy, 'populate_entry_trend'):
raise OperationalException("`populate_entry_trend` must be implemented.")
if not check_override(strategy, IStrategy, 'populate_exit_trend'):
raise OperationalException("`populate_exit_trend` must be implemented.")
if check_override(strategy, IStrategy, 'check_buy_timeout'):
raise OperationalException("Please migrate your implementation "
"of `check_buy_timeout` to `check_entry_timeout`.")
if check_override(strategy, IStrategy, 'check_sell_timeout'):
raise OperationalException("Please migrate your implementation "
"of `check_sell_timeout` to `check_exit_timeout`.")
if check_override(strategy, IStrategy, 'custom_sell'):
raise OperationalException(
"Please migrate your implementation of `custom_sell` to `custom_exit`.")
else:
# TODO: Implementing one of the following methods should show a deprecation warning
# buy_trend and sell_trend, custom_sell
warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only')
warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset')
warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal')
warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal',
'ignore_roi_if_entry_signal')
if (
not check_override(strategy, IStrategy, 'populate_buy_trend')
and not check_override(strategy, IStrategy, 'populate_entry_trend')
):
raise OperationalException(
"`populate_entry_trend` or `populate_buy_trend` must be implemented.")
if (
not check_override(strategy, IStrategy, 'populate_sell_trend')
and not check_override(strategy, IStrategy, 'populate_exit_trend')
):
raise OperationalException(
"`populate_exit_trend` or `populate_sell_trend` must be implemented.")
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
if any(x == 2 for x in [
strategy._populate_fun_len,
strategy._buy_fun_len,
strategy._sell_fun_len
]):
strategy.INTERFACE_VERSION = 1
return strategy
@staticmethod
def _load_strategy(strategy_name: str,
config: dict, extra_dir: Optional[str] = None) -> IStrategy:
"""
Search and loads the specified strategy.
:param strategy_name: name of the module to import
:param config: configuration for the strategy
:param extra_dir: additional directory to search for the given strategy
:return: Strategy instance or None
"""
abs_paths = StrategyResolver.build_search_paths(config,
user_subdir=USERPATH_STRATEGIES,
extra_dir=extra_dir)
if ":" in strategy_name:
logger.info("loading base64 encoded strategy")
strat = strategy_name.split(":")
if len(strat) == 2:
temp = Path(tempfile.mkdtemp("freq", "strategy"))
name = strat[0] + ".py"
temp.joinpath(name).write_text(urlsafe_b64decode(strat[1]).decode('utf-8'))
temp.joinpath("__init__.py").touch()
strategy_name = strat[0]
# register temp path with the bot
abs_paths.insert(0, temp.resolve())
strategy = StrategyResolver._load_object(
paths=abs_paths,
object_name=strategy_name,
add_source=True,
kwargs={'config': config},
)
if strategy:
return StrategyResolver.validate_strategy(strategy)
raise OperationalException(
f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
"or contains Python code errors."
)
def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False):
if hasattr(strategy, old):
errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'."
if error:
raise OperationalException(errormsg)
logger.warning(errormsg)
setattr(strategy, new, getattr(strategy, f'{old}'))
def check_override(object, parentclass, attribute):
"""
Checks if a object overrides the parent class attribute.
:returns: True if the object is overridden.
"""
return getattr(type(object), attribute) != getattr(parentclass, attribute)