import logging from typing import Any, Dict from freqtrade import constants from freqtrade.configuration import setup_utils_configuration from freqtrade.enums import RunMode from freqtrade.exceptions import OperationalException from freqtrade.misc import round_coin_value from freqtrade.optimize.lookahead_analysis import LookaheadAnalysisSubFunctions from freqtrade.resolvers import StrategyResolver logger = logging.getLogger(__name__) def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]: """ Prepare the configuration for the Hyperopt module :param args: Cli args from Arguments() :param method: Bot running mode :return: Configuration """ config = setup_utils_configuration(args, method) no_unlimited_runmodes = { RunMode.BACKTEST: 'backtesting', RunMode.HYPEROPT: 'hyperoptimization', } if method in no_unlimited_runmodes.keys(): wallet_size = config['dry_run_wallet'] * config['tradable_balance_ratio'] # tradable_balance_ratio if (config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT and config['stake_amount'] > wallet_size): wallet = round_coin_value(wallet_size, config['stake_currency']) stake = round_coin_value(config['stake_amount'], config['stake_currency']) raise OperationalException( f"Starting balance ({wallet}) is smaller than stake_amount {stake}. " f"Wallet is calculated as `dry_run_wallet * tradable_balance_ratio`." ) return config def start_backtesting(args: Dict[str, Any]) -> None: """ Start Backtesting script :param args: Cli args from Arguments() :return: None """ # Import here to avoid loading backtesting module when it's not used from freqtrade.optimize.backtesting import Backtesting # Initialize configuration config = setup_optimize_configuration(args, RunMode.BACKTEST) logger.info('Starting freqtrade in Backtesting mode') # Initialize backtesting object backtesting = Backtesting(config) backtesting.start() def start_backtesting_show(args: Dict[str, Any]) -> None: """ Show previous backtest result """ config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) from freqtrade.data.btanalysis import load_backtest_stats from freqtrade.optimize.optimize_reports import show_backtest_results, show_sorted_pairlist results = load_backtest_stats(config['exportfilename']) show_backtest_results(config, results) show_sorted_pairlist(config, results) def start_hyperopt(args: Dict[str, Any]) -> None: """ Start hyperopt script :param args: Cli args from Arguments() :return: None """ # Import here to avoid loading hyperopt module when it's not used try: from filelock import FileLock, Timeout from freqtrade.optimize.hyperopt import Hyperopt except ImportError as e: raise OperationalException( f"{e}. Please ensure that the hyperopt dependencies are installed.") from e # Initialize configuration config = setup_optimize_configuration(args, RunMode.HYPEROPT) logger.info('Starting freqtrade in Hyperopt mode') lock = FileLock(Hyperopt.get_lock_filename(config)) try: with lock.acquire(timeout=1): # Remove noisy log messages logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING) logging.getLogger('filelock').setLevel(logging.WARNING) # Initialize backtesting object hyperopt = Hyperopt(config) hyperopt.start() except Timeout: logger.info("Another running instance of freqtrade Hyperopt detected.") logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. " "Hyperopt module is resource hungry. Please run your Hyperopt sequentially " "or on separate machines.") logger.info("Quitting now.") # TODO: return False here in order to help freqtrade to exit # with non-zero exit code... # Same in Edge and Backtesting start() functions. def start_edge(args: Dict[str, Any]) -> None: """ Start Edge script :param args: Cli args from Arguments() :return: None """ from freqtrade.optimize.edge_cli import EdgeCli # Initialize configuration config = setup_optimize_configuration(args, RunMode.EDGE) logger.info('Starting freqtrade in Edge mode') # Initialize Edge object edge_cli = EdgeCli(config) edge_cli.start() def start_lookahead_analysis(args: Dict[str, Any]) -> None: """ Start the backtest bias tester script :param args: Cli args from Arguments() :return: None """ config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) if args['targeted_trade_amount'] < args['minimum_trade_amount']: # add logic that tells the user to check the configuration # since this combo doesn't make any sense. pass strategy_objs = StrategyResolver.search_all_objects( config, enum_failed=False, recursive=config.get('recursive_strategy_search', False)) lookaheadAnalysis_instances = [] strategy_list = [] # unify --strategy and --strategy_list to one list if 'strategy' in args and args['strategy'] is not None: strategy_list = [args['strategy']] else: strategy_list = args['strategy_list'] # check if strategies can be properly loaded, only check them if they can be. if strategy_list is not None: for strat in strategy_list: for strategy_obj in strategy_objs: if strategy_obj['name'] == strat and strategy_obj not in strategy_list: lookaheadAnalysis_instances.append( LookaheadAnalysisSubFunctions.initialize_single_lookahead_analysis( strategy_obj, config, args)) break # report the results if lookaheadAnalysis_instances: LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances( lookaheadAnalysis_instances) if config['lookahead_analysis_exportfilename'] is not None: LookaheadAnalysisSubFunctions.export_to_csv(config, lookaheadAnalysis_instances) else: logger.error("There were no strategies specified neither through " "--strategy nor through " "--strategy_list " "or timeframe was not specified.")