""" This module contains the argument manager class """ import argparse import os import re from typing import List, NamedTuple, Optional import arrow from freqtrade import __version__, constants def check_int_positive(value: str) -> int: try: uint = int(value) if uint <= 0: raise ValueError except ValueError: raise argparse.ArgumentTypeError( f"{value} is invalid for this parameter, should be a positive integer value" ) return uint class Arg: # Optional CLI arguments def __init__(self, *args, **kwargs): self.cli = args self.kwargs = kwargs # List of available command line options AVAILABLE_CLI_OPTIONS = { # Common options "verbosity": Arg( '-v', '--verbose', help='Verbose mode (-vv for more, -vvv to get all messages).', action='count', default=0, ), "logfile": Arg( '--logfile', help='Log to the file specified.', metavar='FILE', ), "version": Arg( '--version', action='version', version=f'%(prog)s {__version__}', ), "config": Arg( '-c', '--config', help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). ' f'Multiple --config options may be used. ' f'Can be set to `-` to read config from stdin.', action='append', metavar='PATH', ), "datadir": Arg( '-d', '--datadir', help='Path to backtest data.', metavar='PATH', ), # Main options "strategy": Arg( '-s', '--strategy', help='Specify strategy class name (default: `%(default)s`).', metavar='NAME', default='DefaultStrategy', ), "strategy_path": Arg( '--strategy-path', help='Specify additional strategy lookup path.', metavar='PATH', ), "db_url": Arg( '--db-url', help=f'Override trades database URL, this is useful in custom deployments ' f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, ' f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).', metavar='PATH', ), "sd_notify": Arg( '--sd-notify', help='Notify systemd service manager.', action='store_true', ), # Optimize common "ticker_interval": Arg( '-i', '--ticker-interval', help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).', ), "timerange": Arg( '--timerange', help='Specify what timerange of data to use.', ), "max_open_trades": Arg( '--max_open_trades', help='Specify max_open_trades to use.', type=int, metavar='INT', ), "stake_amount": Arg( '--stake_amount', help='Specify stake_amount.', type=float, ), "refresh_pairs": Arg( '-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 optimization commands with ' 'up-to-date data.', action='store_true', ), # Backtesting "position_stacking": Arg( '--eps', '--enable-position-stacking', help='Allow buying the same pair multiple times (position stacking).', action='store_true', default=False, ), "use_max_market_positions": Arg( '--dmmp', '--disable-max-market-positions', help='Disable applying `max_open_trades` during backtest ' '(same as setting `max_open_trades` to a very high number).', action='store_false', default=True, ), "live": Arg( '-l', '--live', help='Use live data.', action='store_true', ), "strategy_list": Arg( '--strategy-list', help='Provide a comma-separated list of strategies to backtest. ' 'Please note that ticker-interval needs to be set either in config ' 'or via command line. When using this together with `--export trades`, ' 'the strategy-name is injected into the filename ' '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`', nargs='+', ), "export": Arg( '--export', help='Export backtest results, argument are: trades. ' 'Example: `--export=trades`', ), "exportfilename": Arg( '--export-filename', help='Save backtest results to the file with this filename (default: `%(default)s`). ' 'Requires `--export` to be set as well. ' 'Example: `--export-filename=user_data/backtest_data/backtest_today.json`', metavar='PATH', default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'), ), # Edge "stoploss_range": Arg( '--stoplosses', help='Defines a range of stoploss values against which edge will assess the strategy. ' 'The format is "min,max,step" (without any space). ' 'Example: `--stoplosses=-0.01,-0.1,-0.001`', ), # Hyperopt "hyperopt": Arg( '--customhyperopt', help='Specify hyperopt class name (default: `%(default)s`).', metavar='NAME', default=constants.DEFAULT_HYPEROPT, ), "epochs": Arg( '-e', '--epochs', help='Specify number of epochs (default: %(default)d).', type=check_int_positive, metavar='INT', default=constants.HYPEROPT_EPOCH, ), "spaces": Arg( '-s', '--spaces', help='Specify which parameters to hyperopt. Space-separated list. ' 'Default: `%(default)s`.', choices=['all', 'buy', 'sell', 'roi', 'stoploss'], nargs='+', default='all', ), "print_all": Arg( '--print-all', help='Print all results, not only the best ones.', action='store_true', default=False, ), "hyperopt_jobs": Arg( '-j', '--job-workers', help='The number of concurrently running jobs for hyperoptimization ' '(hyperopt worker processes). ' 'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. ' 'If 1 is given, no parallel computing code is used at all.', type=int, metavar='JOBS', default=-1, ), "hyperopt_random_state": Arg( '--random-state', help='Set random state to some positive integer for reproducible hyperopt results.', type=check_int_positive, metavar='INT', ), "hyperopt_min_trades": Arg( '--min-trades', help="Set minimal desired number of trades for evaluations in the hyperopt " "optimization path (default: 1).", type=check_int_positive, metavar='INT', default=1, ), # List exchanges "print_one_column": Arg( '-1', '--one-column', help='Print exchanges in one column.', action='store_true', ), # Script options "pairs": Arg( '-p', '--pairs', help='Show profits for only these pairs. Pairs are comma-separated.', ), # Download data "pairs_file": Arg( '--pairs-file', help='File containing a list of pairs to download.', metavar='FILE', ), "days": Arg( '--days', help='Download data for given number of days.', type=check_int_positive, metavar='INT', ), "exchange": Arg( '--exchange', help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). ' f'Only valid if no config is provided.', ), "timeframes": Arg( '-t', '--timeframes', help=f'Specify which tickers to download. Space-separated list. ' f'Default: `{constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}`.', choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w'], nargs='+', ), "erase": Arg( '--erase', help='Clean all existing data for the selected exchange/pairs/timeframes.', action='store_true', ), # Plot dataframe "indicators1": Arg( '--indicators1', help='Set indicators from your strategy you want in the first row of the graph. ' 'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.', default='sma,ema3,ema5', ), "indicators2": Arg( '--indicators2', help='Set indicators from your strategy you want in the third row of the graph. ' 'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.', default='macd,macdsignal', ), "plot_limit": Arg( '--plot-limit', help='Specify tick limit for plotting. Notice: too high values cause huge files. ' 'Default: %(default)s.', type=check_int_positive, metavar='INT', default=750, ), "trade_source": Arg( '--trade-source', help='Specify the source for trades (Can be DB or file (backtest file)) ' 'Default: %(default)s', choices=["DB", "file"], default="file", ), } ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir"] ARGS_STRATEGY = ["strategy", "strategy_path"] ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"] ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange", "max_open_trades", "stake_amount", "refresh_pairs"] ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions", "live", "strategy_list", "export", "exportfilename"] ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "position_stacking", "epochs", "spaces", "use_max_market_positions", "print_all", "hyperopt_jobs", "hyperopt_random_state", "hyperopt_min_trades"] ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"] ARGS_LIST_EXCHANGES = ["print_one_column"] ARGS_DOWNLOADER = ARGS_COMMON + ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"] ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY + ["pairs", "indicators1", "indicators2", "plot_limit", "db_url", "trade_source", "export", "exportfilename", "timerange", "refresh_pairs", "live"]) ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY + ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"]) 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: Optional[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.build_args(optionlist=ARGS_MAIN) 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, no_default_config: bool = False) -> argparse.Namespace: """ Parses given arguments and returns an argparse Namespace instance. """ parsed_arg = self.parser.parse_args(self.args) # Workaround issue in argparse with action='append' and default value # (see https://bugs.python.org/issue16399) if not no_default_config and parsed_arg.config is None: parsed_arg.config = [constants.DEFAULT_CONFIG] return parsed_arg def build_args(self, optionlist, parser=None): parser = parser or self.parser for val in optionlist: opt = AVAILABLE_CLI_OPTIONS[val] parser.add_argument(*opt.cli, dest=val, **opt.kwargs) def _build_subcommands(self) -> None: """ Builds and attaches all subcommands. :return: None """ from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge from freqtrade.utils import start_list_exchanges subparsers = self.parser.add_subparsers(dest='subparser') # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.') backtesting_cmd.set_defaults(func=start_backtesting) self.build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd) # Add edge subcommand edge_cmd = subparsers.add_parser('edge', help='Edge module.') edge_cmd.set_defaults(func=start_edge) self.build_args(optionlist=ARGS_EDGE, parser=edge_cmd) # Add hyperopt subcommand hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.') hyperopt_cmd.set_defaults(func=start_hyperopt) self.build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd) # Add list-exchanges subcommand list_exchanges_cmd = subparsers.add_parser( 'list-exchanges', help='Print available exchanges.' ) list_exchanges_cmd.set_defaults(func=start_list_exchanges) self.build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_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' and len(starts) == 8: start = arrow.get(starts, 'YYYYMMDD').timestamp else: start = int(starts) index += 1 if stype[1]: stops = rvals[index] if stype[1] == 'date' and len(stops) == 8: stop = 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)