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 ConfigurationError, OperationalException from freqtrade.util import fmt_coin 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 = fmt_coin(wallet_size, config["stake_currency"]) stake = fmt_coin(config["stake_amount"], config["stake_currency"]) raise ConfigurationError( 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 """ from freqtrade.optimize.analysis.lookahead_helpers import LookaheadAnalysisSubFunctions config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) LookaheadAnalysisSubFunctions.start(config) def start_recursive_analysis(args: Dict[str, Any]) -> None: """ Start the backtest recursive tester script :param args: Cli args from Arguments() :return: None """ from freqtrade.optimize.analysis.recursive_helpers import RecursiveAnalysisSubFunctions config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) RecursiveAnalysisSubFunctions.start(config)