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adding edge configuration to cli

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This commit is contained in:
misagh 2018-11-14 12:53:20 +01:00
parent cf974168e9
commit 95cbbf1cb5
3 changed files with 47 additions and 3 deletions
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42
freqtrade/configuration.py
View File

@ -58,6 +58,9 @@ class Configuration(object):
# Load Backtesting
config = self._load_backtesting_config(config)
# Load Edge
config = self._load_edge_config(config)
# Load Hyperopt
config = self._load_hyperopt_config(config)
@ -213,6 +216,45 @@ class Configuration(object):
return config
def _load_edge_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""
Extract information for sys.argv and load Edge configuration
:return: configuration as dictionary
"""
# If --timerange is used we add it to the configuration
if 'timerange' in self.args and self.args.timerange:
config.update({'timerange': self.args.timerange})
logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
# If --datadir is used we add it to the configuration
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self.args.datadir})
else:
config.update({'datadir': self._create_default_datadir(config)})
logger.info('Using data folder: %s ...', config.get('datadir'))
# If -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
config.update({'refresh_pairs': True})
logger.info('Parameter -r/--refresh-pairs-cached detected ...')
if 'ticker_interval' in self.args and self.args.ticker_interval:
config.update({'ticker_interval': self.args.ticker_interval})
logger.info('Overriding ticker interval with Command line argument')
# If --export is used we add it to the configuration
if 'export' in self.args and self.args.export:
config.update({'export': self.args.export})
logger.info('Parameter --export detected: %s ...', self.args.export)
# If --export-filename is used we add it to the configuration
if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename:
config.update({'exportfilename': self.args.exportfilename})
logger.info('Storing backtest results to %s ...', self.args.exportfilename)
return config
def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""
Extract information for sys.argv and load Hyperopt configuration

5
freqtrade/edge/__init__.py
View File

@ -35,7 +35,7 @@ class Edge():
'pair_info',
['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy'])
def __init__(self, config: Dict[str, Any], exchange, strategy, refresh_pairs=True) -> None:
def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:
self.config = config
self.exchange = exchange
@ -53,6 +53,7 @@ class Edge():
self._allowed_risk: float = self.edge_config.get('allowed_risk')
self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
self._last_updated: int = 0 # Timestamp of pairs last updated time
self._refresh_pairs = True
self._stoploss_range_min = float(self.edge_config.get('stoploss_range_min', -0.01))
self._stoploss_range_max = float(self.edge_config.get('stoploss_range_max', -0.05))
@ -86,7 +87,7 @@ class Edge():
self.config['datadir'],
pairs=pairs,
ticker_interval=self.ticker_interval,
refresh_pairs=True,
refresh_pairs=self._refresh_pairs,
exchange=self.exchange,
timerange=self._timerange
)

3
freqtrade/optimize/edge.py
View File

@ -48,6 +48,7 @@ class EdgeCli(object):
self.strategy = StrategyResolver(self.config).strategy
self.edge = Edge(config, self.exchange, self.strategy)
self.edge._refresh_pairs = self.config.get('refresh_pairs', False)
def start(self) -> None:
self.edge.calculate()
@ -80,7 +81,7 @@ def start(args: Namespace) -> None:
# Initialize configuration
config = setup_configuration(args)
logger.info('Starting freqtrade in Edge mode')
print('edge talking here...')
# Initialize Edge object
edge_cli = EdgeCli(config)
edge_cli.start()