freqtrade_origin/freqtrade/configuration/config_validation.py

import logging
from collections import Counter
from copy import deepcopy
from typing import Any, Dict

from jsonschema import Draft4Validator, validators
from jsonschema.exceptions import ValidationError, best_match

from freqtrade import constants
from freqtrade.configuration.deprecated_settings import process_deprecated_setting
from freqtrade.enums import RunMode, TradingMode
from freqtrade.exceptions import ConfigurationError


logger = logging.getLogger(__name__)


def _extend_validator(validator_class):
    """
    Extended validator for the Freqtrade configuration JSON Schema.
    Currently it only handles defaults for subschemas.
    """
    validate_properties = validator_class.VALIDATORS['properties']

    def set_defaults(validator, properties, instance, schema):
        for prop, subschema in properties.items():
            if 'default' in subschema:
                instance.setdefault(prop, subschema['default'])

        yield from validate_properties(validator, properties, instance, schema)

    return validators.extend(
        validator_class, {'properties': set_defaults}
    )


FreqtradeValidator = _extend_validator(Draft4Validator)


def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> Dict[str, Any]:
    """
    Validate the configuration follow the Config Schema
    :param conf: Config in JSON format
    :return: Returns the config if valid, otherwise throw an exception
    """
    conf_schema = deepcopy(constants.CONF_SCHEMA)
    if conf.get('runmode', RunMode.OTHER) in (RunMode.DRY_RUN, RunMode.LIVE):
        conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
    elif conf.get('runmode', RunMode.OTHER) in (RunMode.BACKTEST, RunMode.HYPEROPT):
        if preliminary:
            conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED
        else:
            conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED_FINAL
    elif conf.get('runmode', RunMode.OTHER) == RunMode.WEBSERVER:
        conf_schema['required'] = constants.SCHEMA_MINIMAL_WEBSERVER
    else:
        conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
    try:
        FreqtradeValidator(conf_schema).validate(conf)
        return conf
    except ValidationError as e:
        logger.critical(
            f"Invalid configuration. Reason: {e}"
        )
        raise ValidationError(
            best_match(Draft4Validator(conf_schema).iter_errors(conf)).message
        )


def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = False) -> None:
    """
    Validate the configuration consistency.
    Should be ran after loading both configuration and strategy,
    since strategies can set certain configuration settings too.
    :param conf: Config in JSON format
    :return: Returns None if everything is ok, otherwise throw an ConfigurationError
    """

    # validating trailing stoploss
    _validate_trailing_stoploss(conf)
    _validate_price_config(conf)
    _validate_edge(conf)
    _validate_whitelist(conf)
    _validate_protections(conf)
    _validate_unlimited_amount(conf)
    _validate_ask_orderbook(conf)
    _validate_freqai_hyperopt(conf)
    _validate_freqai_backtest(conf)
    _validate_freqai_include_timeframes(conf, preliminary=preliminary)
    _validate_consumers(conf)
    validate_migrated_strategy_settings(conf)
    _validate_orderflow(conf)

    # validate configuration before returning
    logger.info('Validating configuration ...')
    validate_config_schema(conf, preliminary=preliminary)


def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
    """
    If edge is disabled, either max_open_trades or stake_amount need to be set.
    :raise: ConfigurationError if config validation failed
    """
    if (not conf.get('edge', {}).get('enabled')
        and conf.get('max_open_trades') == float('inf')
            and conf.get('stake_amount') == constants.UNLIMITED_STAKE_AMOUNT):
        raise ConfigurationError("`max_open_trades` and `stake_amount` cannot both be unlimited.")


def _validate_price_config(conf: Dict[str, Any]) -> None:
    """
    When using market orders, price sides must be using the "other" side of the price
    """
    # TODO: The below could be an enforced setting when using market orders
    if (conf.get('order_types', {}).get('entry') == 'market'
            and conf.get('entry_pricing', {}).get('price_side') not in ('ask', 'other')):
        raise ConfigurationError(
            'Market entry orders require entry_pricing.price_side = "other".')

    if (conf.get('order_types', {}).get('exit') == 'market'
            and conf.get('exit_pricing', {}).get('price_side') not in ('bid', 'other')):
        raise ConfigurationError('Market exit orders require exit_pricing.price_side = "other".')


def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:

    if conf.get('stoploss') == 0.0:
        raise ConfigurationError(
            'The config stoploss needs to be different from 0 to avoid problems with sell orders.'
        )
    # Skip if trailing stoploss is not activated
    if not conf.get('trailing_stop', False):
        return

    tsl_positive = float(conf.get('trailing_stop_positive', 0))
    tsl_offset = float(conf.get('trailing_stop_positive_offset', 0))
    tsl_only_offset = conf.get('trailing_only_offset_is_reached', False)

    if tsl_only_offset:
        if tsl_positive == 0.0:
            raise ConfigurationError(
                'The config trailing_only_offset_is_reached needs '
                'trailing_stop_positive_offset to be more than 0 in your config.')
    if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive:
        raise ConfigurationError(
            'The config trailing_stop_positive_offset needs '
            'to be greater than trailing_stop_positive in your config.')

    # Fetch again without default
    if 'trailing_stop_positive' in conf and float(conf['trailing_stop_positive']) == 0.0:
        raise ConfigurationError(
            'The config trailing_stop_positive needs to be different from 0 '
            'to avoid problems with sell orders.'
        )


def _validate_edge(conf: Dict[str, Any]) -> None:
    """
    Edge and Dynamic whitelist should not both be enabled, since edge overrides dynamic whitelists.
    """

    if not conf.get('edge', {}).get('enabled'):
        return

    if not conf.get('use_exit_signal', True):
        raise ConfigurationError(
            "Edge requires `use_exit_signal` to be True, otherwise no sells will happen."
        )


def _validate_whitelist(conf: Dict[str, Any]) -> None:
    """
    Dynamic whitelist does not require pair_whitelist to be set - however StaticWhitelist does.
    """
    if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT,
                                              RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]:
        return

    for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
        if (isinstance(pl, dict) and pl.get('method') == 'StaticPairList'
                and not conf.get('exchange', {}).get('pair_whitelist')):
            raise ConfigurationError("StaticPairList requires pair_whitelist to be set.")


def _validate_protections(conf: Dict[str, Any]) -> None:
    """
    Validate protection configuration validity
    """

    for prot in conf.get('protections', []):
        if ('stop_duration' in prot and 'stop_duration_candles' in prot):
            raise ConfigurationError(
                "Protections must specify either `stop_duration` or `stop_duration_candles`.\n"
                f"Please fix the protection {prot.get('method')}"
            )

        if ('lookback_period' in prot and 'lookback_period_candles' in prot):
            raise ConfigurationError(
                "Protections must specify either `lookback_period` or `lookback_period_candles`.\n"
                f"Please fix the protection {prot.get('method')}"
            )


def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
    ask_strategy = conf.get('exit_pricing', {})
    ob_min = ask_strategy.get('order_book_min')
    ob_max = ask_strategy.get('order_book_max')
    if ob_min is not None and ob_max is not None and ask_strategy.get('use_order_book'):
        if ob_min != ob_max:
            raise ConfigurationError(
                "Using order_book_max != order_book_min in exit_pricing is no longer supported."
                "Please pick one value and use `order_book_top` in the future."
            )
        else:
            # Move value to order_book_top
            ask_strategy['order_book_top'] = ob_min
            logger.warning(
                "DEPRECATED: "
                "Please use `order_book_top` instead of `order_book_min` and `order_book_max` "
                "for your `exit_pricing` configuration."
            )


def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:

    _validate_time_in_force(conf)
    _validate_order_types(conf)
    _validate_unfilledtimeout(conf)
    _validate_pricing_rules(conf)
    _strategy_settings(conf)


def _validate_time_in_force(conf: Dict[str, Any]) -> None:

    time_in_force = conf.get('order_time_in_force', {})
    if 'buy' in time_in_force or 'sell' in time_in_force:
        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
            raise ConfigurationError(
                "Please migrate your time_in_force settings to use 'entry' and 'exit'.")
        else:
            logger.warning(
                "DEPRECATED: Using 'buy' and 'sell' for time_in_force is deprecated."
                "Please migrate your time_in_force settings to use 'entry' and 'exit'."
            )
            process_deprecated_setting(
                conf, 'order_time_in_force', 'buy', 'order_time_in_force', 'entry')

            process_deprecated_setting(
                conf, 'order_time_in_force', 'sell', 'order_time_in_force', 'exit')


def _validate_order_types(conf: Dict[str, Any]) -> None:

    order_types = conf.get('order_types', {})
    old_order_types = ['buy', 'sell', 'emergencysell', 'forcebuy',
                       'forcesell', 'emergencyexit', 'forceexit', 'forceentry']
    if any(x in order_types for x in old_order_types):
        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
            raise ConfigurationError(
                "Please migrate your order_types settings to use the new wording.")
        else:
            logger.warning(
                "DEPRECATED: Using 'buy' and 'sell' for order_types is deprecated."
                "Please migrate your order_types settings to use 'entry' and 'exit' wording."
            )
            for o, n in [
                ('buy', 'entry'),
                ('sell', 'exit'),
                ('emergencysell', 'emergency_exit'),
                ('forcesell', 'force_exit'),
                ('forcebuy', 'force_entry'),
                ('emergencyexit', 'emergency_exit'),
                ('forceexit', 'force_exit'),
                ('forceentry', 'force_entry'),
            ]:

                process_deprecated_setting(conf, 'order_types', o, 'order_types', n)


def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
    unfilledtimeout = conf.get('unfilledtimeout', {})
    if any(x in unfilledtimeout for x in ['buy', 'sell']):
        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
            raise ConfigurationError(
                "Please migrate your unfilledtimeout settings to use the new wording.")
        else:

            logger.warning(
                "DEPRECATED: Using 'buy' and 'sell' for unfilledtimeout is deprecated."
                "Please migrate your unfilledtimeout settings to use 'entry' and 'exit' wording."
            )
            for o, n in [
                ('buy', 'entry'),
                ('sell', 'exit'),
            ]:

                process_deprecated_setting(conf, 'unfilledtimeout', o, 'unfilledtimeout', n)


def _validate_pricing_rules(conf: Dict[str, Any]) -> None:

    if conf.get('ask_strategy') or conf.get('bid_strategy'):
        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
            raise ConfigurationError(
                "Please migrate your pricing settings to use the new wording.")
        else:

            logger.warning(
                "DEPRECATED: Using 'ask_strategy' and 'bid_strategy' is deprecated."
                "Please migrate your settings to use 'entry_pricing' and 'exit_pricing'."
            )
            conf['entry_pricing'] = {}
            for obj in list(conf.get('bid_strategy', {}).keys()):
                if obj == 'ask_last_balance':
                    process_deprecated_setting(conf, 'bid_strategy', obj,
                                               'entry_pricing', 'price_last_balance')
                else:
                    process_deprecated_setting(conf, 'bid_strategy', obj, 'entry_pricing', obj)
            del conf['bid_strategy']

            conf['exit_pricing'] = {}
            for obj in list(conf.get('ask_strategy', {}).keys()):
                if obj == 'bid_last_balance':
                    process_deprecated_setting(conf, 'ask_strategy', obj,
                                               'exit_pricing', 'price_last_balance')
                else:
                    process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj)
            del conf['ask_strategy']


def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
    analyze_per_epoch = conf.get('analyze_per_epoch', False)
    if analyze_per_epoch and freqai_enabled:
        raise ConfigurationError(
            'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')


def _validate_freqai_include_timeframes(conf: Dict[str, Any], preliminary: bool) -> None:
    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
    if freqai_enabled:
        main_tf = conf.get('timeframe', '5m')
        freqai_include_timeframes = conf.get('freqai', {}).get('feature_parameters', {}
                                                               ).get('include_timeframes', [])

        from freqtrade.exchange import timeframe_to_seconds
        main_tf_s = timeframe_to_seconds(main_tf)
        offending_lines = []
        for tf in freqai_include_timeframes:
            tf_s = timeframe_to_seconds(tf)
            if tf_s < main_tf_s:
                offending_lines.append(tf)
        if offending_lines:
            raise ConfigurationError(
                f"Main timeframe of {main_tf} must be smaller or equal to FreqAI "
                f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")

        # Ensure that the base timeframe is included in the include_timeframes list
        if not preliminary and main_tf not in freqai_include_timeframes:
            feature_parameters = conf.get('freqai', {}).get('feature_parameters', {})
            include_timeframes = [main_tf] + freqai_include_timeframes
            conf.get('freqai', {}).get('feature_parameters', {}) \
                .update({**feature_parameters, 'include_timeframes': include_timeframes})


def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
    if conf.get('runmode', RunMode.OTHER) == RunMode.BACKTEST:
        freqai_enabled = conf.get('freqai', {}).get('enabled', False)
        timerange = conf.get('timerange')
        freqai_backtest_live_models = conf.get('freqai_backtest_live_models', False)
        if freqai_backtest_live_models and freqai_enabled and timerange:
            raise ConfigurationError(
                'Using timerange parameter is not supported with '
                '--freqai-backtest-live-models parameter.')

        if freqai_backtest_live_models and not freqai_enabled:
            raise ConfigurationError(
                'Using --freqai-backtest-live-models parameter is only '
                'supported with a FreqAI strategy.')

        if freqai_enabled and not freqai_backtest_live_models and not timerange:
            raise ConfigurationError(
                'Please pass --timerange if you intend to use FreqAI for backtesting.')


def _validate_consumers(conf: Dict[str, Any]) -> None:
    emc_conf = conf.get('external_message_consumer', {})
    if emc_conf.get('enabled', False):
        if len(emc_conf.get('producers', [])) < 1:
            raise ConfigurationError("You must specify at least 1 Producer to connect to.")

        producer_names = [p['name'] for p in emc_conf.get('producers', [])]
        duplicates = [item for item, count in Counter(producer_names).items() if count > 1]
        if duplicates:
            raise ConfigurationError(
                f"Producer names must be unique. Duplicate: {', '.join(duplicates)}")
        if conf.get('process_only_new_candles', True):
            # Warning here or require it?
            logger.warning("To receive best performance with external data, "
                           "please set `process_only_new_candles` to False")


def _validate_orderflow(conf: Dict[str, Any]) -> None:
    if conf.get('exchange', {}).get('use_public_trades'):
        if 'orderflow' not in conf:
            raise OperationalException(
                "Orderflow is a required configuration key when using public trades."
            )


def _strategy_settings(conf: Dict[str, Any]) -> None:

    process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal')
    process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')
    process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset')
    process_deprecated_setting(conf, None, 'ignore_roi_if_buy_signal',
                               None, 'ignore_roi_if_entry_signal')