345 lines
11 KiB
Python
345 lines
11 KiB
Python
"""
|
|
This module contains the argument manager class
|
|
"""
|
|
|
|
import os
|
|
import argparse
|
|
import logging
|
|
import re
|
|
import arrow
|
|
from typing import List, Optional, NamedTuple
|
|
|
|
from freqtrade import __version__, constants
|
|
|
|
|
|
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: 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.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',
|
|
dest='datadir',
|
|
default=None,
|
|
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: %(const)s)',
|
|
dest='dynamic_whitelist',
|
|
const=constants.DYNAMIC_WHITELIST,
|
|
type=int,
|
|
metavar='INT',
|
|
nargs='?',
|
|
)
|
|
self.parser.add_argument(
|
|
'--db-url',
|
|
help='Override trades database URL, this is useful if dry_run is enabled'
|
|
' or in custom deployments (default: %(default)s)',
|
|
dest='db_url',
|
|
default=constants.DEFAULT_DB_PROD_URL,
|
|
type=str,
|
|
metavar='PATH',
|
|
)
|
|
|
|
@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',
|
|
)
|
|
parser.add_argument(
|
|
'--export-filename',
|
|
help='Save backtest results to this filename \
|
|
requires --export to be set as well\
|
|
Example --export-filename=user_data/backtest_data/backtest_today.json\
|
|
(default: %(default)s)',
|
|
type=str,
|
|
default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
|
|
dest='exportfilename',
|
|
metavar='PATH',
|
|
)
|
|
|
|
@staticmethod
|
|
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
|
|
"""
|
|
Parses given common arguments for Backtesting and Hyperopt scripts.
|
|
:param parser:
|
|
:return:
|
|
"""
|
|
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: 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':
|
|
start = int(starts) if len(starts) == 10 \
|
|
else arrow.get(starts, 'YYYYMMDD').timestamp
|
|
else:
|
|
start = int(starts)
|
|
index += 1
|
|
if stype[1]:
|
|
stops = rvals[index]
|
|
if stype[1] == 'date':
|
|
stop = int(stops) if len(stops) == 10 \
|
|
else 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)
|
|
|
|
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
|
|
)
|
|
|
|
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,
|
|
metavar='PATH',
|
|
)
|
|
|
|
self.parser.add_argument(
|
|
'--export',
|
|
help='Export files to given dir',
|
|
dest='export',
|
|
default=None,
|
|
metavar='PATH',
|
|
)
|
|
|
|
self.parser.add_argument(
|
|
'--days',
|
|
help='Download data for number of days',
|
|
dest='days',
|
|
type=int,
|
|
metavar='INT',
|
|
default=None
|
|
)
|
|
|
|
self.parser.add_argument(
|
|
'--exchange',
|
|
help='Exchange name (default: %(default)s)',
|
|
dest='exchange',
|
|
type=str,
|
|
default='bittrex'
|
|
)
|
|
|
|
self.parser.add_argument(
|
|
'-t', '--timeframes',
|
|
help='Specify which tickers to download. Space separated list. \
|
|
Default: %(default)s',
|
|
choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
|
|
'6h', '8h', '12h', '1d', '3d', '1w'],
|
|
default=['1m', '5m'],
|
|
nargs='+',
|
|
dest='timeframes',
|
|
)
|