599 lines
17 KiB
Python
599 lines
17 KiB
Python
"""
|
|
Definition of cli arguments used in arguments.py
|
|
"""
|
|
from argparse import ArgumentTypeError
|
|
|
|
from freqtrade import __version__, constants
|
|
|
|
|
|
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',
|
|
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',
|
|
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',
|
|
),
|
|
# 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',
|
|
),
|
|
"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',
|
|
),
|
|
# 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='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.',
|
|
type=float,
|
|
),
|
|
# 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,
|
|
),
|
|
"strategy_list":
|
|
Arg(
|
|
'--strategy-list',
|
|
help='Provide a space-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. '
|
|
'Requires `--export` to be set as well. '
|
|
'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
|
|
metavar='PATH',
|
|
),
|
|
"fee":
|
|
Arg(
|
|
'--fee',
|
|
help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
|
|
type=float,
|
|
metavar='FLOAT',
|
|
),
|
|
# 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='Specify hyperopt class name which will be used by the bot.',
|
|
metavar='NAME',
|
|
),
|
|
"hyperopt_path":
|
|
Arg(
|
|
'--hyperopt-path',
|
|
help='Specify additional lookup path for Hyperopt and 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,
|
|
),
|
|
"effort":
|
|
Arg(
|
|
'--effort',
|
|
help=('The higher the number, the longer will be the search if'
|
|
'no epochs are defined (default: %(default)d).'),
|
|
type=float,
|
|
metavar='FLOAT',
|
|
default=constants.HYPEROPT_EFFORT,
|
|
),
|
|
"multi_opt":
|
|
Arg('--multi',
|
|
help=('Switches hyperopt to use one optimizer per job, use it',
|
|
'when backtesting iterations are cheap (default: %(default)d).'),
|
|
action='store_true',
|
|
default=False),
|
|
"points_per_opt":
|
|
Arg('--points-per-opt',
|
|
help=('Controls how many points to ask at each job dispatch to each',
|
|
'optimizer in multi opt mode, increase if cpu usage of each core',
|
|
'appears low (default: %(default)d).'),
|
|
type=int,
|
|
metavar='INT',
|
|
default=constants.HYPEROPT_POINTS_PER_OPT),
|
|
"spaces":
|
|
Arg(
|
|
'--spaces',
|
|
help='Specify which parameters to hyperopt. Space-separated list.',
|
|
choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
|
|
nargs='+',
|
|
default='default',
|
|
),
|
|
"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 best result detailization in JSON format.',
|
|
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,
|
|
),
|
|
"hyperopt_continue":
|
|
Arg(
|
|
"--continue",
|
|
help="Continue hyperopt from previous runs. "
|
|
"By default, temporary files will be removed and hyperopt will start from scratch.",
|
|
default=False,
|
|
action='store_true',
|
|
),
|
|
"hyperopt_loss":
|
|
Arg(
|
|
'--hyperopt-loss',
|
|
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: '
|
|
'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss, SharpeHyperOptLossDaily, '
|
|
'SortinoHyperOptLoss, SortinoHyperOptLossDaily.'
|
|
'(default: `%(default)s`).',
|
|
metavar='NAME',
|
|
default=constants.DEFAULT_HYPEROPT_LOSS,
|
|
),
|
|
# 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',
|
|
),
|
|
# Script options
|
|
"pairs":
|
|
Arg(
|
|
'-p',
|
|
'--pairs',
|
|
help='Show profits for only these pairs. Pairs are space-separated.',
|
|
nargs='+',
|
|
),
|
|
# 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',
|
|
),
|
|
"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 ohlcv data. (default: `%(default)s`).',
|
|
choices=constants.AVAILABLE_DATAHANDLERS,
|
|
default='json'),
|
|
"dataformat_trades":
|
|
Arg('--data-format-trades',
|
|
help='Storage format for downloaded trades data. (default: `%(default)s`).',
|
|
choices=constants.AVAILABLE_DATAHANDLERS,
|
|
default='jsongz'),
|
|
"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: `1m 5m`.',
|
|
choices=[
|
|
'1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w'
|
|
],
|
|
default=['1m', '5m'],
|
|
nargs='+',
|
|
),
|
|
"erase":
|
|
Arg(
|
|
'--erase',
|
|
help='Clean all existing data for the selected exchange/pairs/timeframes.',
|
|
action='store_true',
|
|
),
|
|
# Templating options
|
|
"template":
|
|
Arg(
|
|
'--template',
|
|
help='Use a template which is either `minimal` or '
|
|
'`full` (containing multiple sample indicators). Default: `%(default)s`.',
|
|
choices=['full', 'minimal'],
|
|
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,
|
|
),
|
|
"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",
|
|
),
|
|
# 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 on above average time.',
|
|
type=float,
|
|
metavar='FLOAT',
|
|
),
|
|
"hyperopt_list_max_avg_time":
|
|
Arg(
|
|
'--max-avg-time',
|
|
help='Select epochs on under average time.',
|
|
type=float,
|
|
metavar='FLOAT',
|
|
),
|
|
"hyperopt_list_min_avg_profit":
|
|
Arg(
|
|
'--min-avg-profit',
|
|
help='Select epochs on above average profit.',
|
|
type=float,
|
|
metavar='FLOAT',
|
|
),
|
|
"hyperopt_list_max_avg_profit":
|
|
Arg(
|
|
'--max-avg-profit',
|
|
help='Select epochs on below average profit.',
|
|
type=float,
|
|
metavar='FLOAT',
|
|
),
|
|
"hyperopt_list_min_total_profit":
|
|
Arg(
|
|
'--min-total-profit',
|
|
help='Select epochs on above total profit.',
|
|
type=float,
|
|
metavar='FLOAT',
|
|
),
|
|
"hyperopt_list_max_total_profit":
|
|
Arg(
|
|
'--max-total-profit',
|
|
help='Select epochs on below total profit.',
|
|
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',
|
|
),
|
|
}
|