""" This module contains the argument manager class """ import argparse import logging import os import re from typing import List, NamedTuple, Optional import arrow from freqtrade import __version__, constants 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: 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.common_args_parser() 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) -> argparse.Namespace: """ Parses given arguments and returns an argparse Namespace instance. """ parsed_arg = self.parser.parse_args(self.args) return parsed_arg def common_args_parser(self) -> None: """ Parses given common arguments and returns them as a parsed object. """ self.parser.add_argument( '-v', '--verbose', help='be verbose', action='store_const', dest='loglevel', const=logging.DEBUG, default=logging.INFO, ) self.parser.add_argument( '--version', action='version', version=f'%(prog)s {__version__}' ) self.parser.add_argument( '-c', '--config', help='specify configuration file (default: %(default)s)', dest='config', default='config.json', type=str, metavar='PATH', ) self.parser.add_argument( '-d', '--datadir', help='path to backtest data', dest='datadir', default=None, type=str, metavar='PATH', ) self.parser.add_argument( '-s', '--strategy', help='specify strategy class name (default: %(default)s)', dest='strategy', default='DefaultStrategy', type=str, metavar='NAME', ) self.parser.add_argument( '--strategy-path', help='specify additional strategy lookup path', dest='strategy_path', type=str, metavar='PATH', ) self.parser.add_argument( '--dynamic-whitelist', help='dynamically generate and update whitelist' ' based on 24h BaseVolume (default: %(const)s)', dest='dynamic_whitelist', const=constants.DYNAMIC_WHITELIST, type=int, metavar='INT', nargs='?', ) self.parser.add_argument( '--db-url', help='Override trades database URL, this is useful if dry_run is enabled' ' or in custom deployments (default: %(default)s)', dest='db_url', default=constants.DEFAULT_DB_PROD_URL, type=str, metavar='PATH', ) @staticmethod def backtesting_options(parser: argparse.ArgumentParser) -> None: """ Parses given arguments for Backtesting scripts. """ parser.add_argument( '-l', '--live', help='using live data', action='store_true', dest='live', ) parser.add_argument( '-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 backtesting with up-to-date data.', action='store_true', dest='refresh_pairs', ) parser.add_argument( '--export', help='export backtest results, argument are: trades\ Example --export=trades', type=str, default=None, dest='export', ) parser.add_argument( '--export-filename', help='Save backtest results to this filename \ requires --export to be set as well\ Example --export-filename=user_data/backtest_data/backtest_today.json\ (default: %(default)s)', type=str, default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'), dest='exportfilename', metavar='PATH', ) @staticmethod def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: """ Parses given common arguments for Backtesting and Hyperopt scripts. :param parser: :return: """ parser.add_argument( '-i', '--ticker-interval', help='specify ticker interval (1m, 5m, 30m, 1h, 1d)', dest='ticker_interval', type=str, ) parser.add_argument( '--enable-position-stacking', help='Allow buying the same pair twice (position stacking)', action='store_true', dest='position_stacking', default=False ) parser.add_argument( '--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', dest='use_max_market_positions', default=True ) parser.add_argument( '--timerange', help='specify what timerange of data to use.', default=None, type=str, dest='timerange', ) @staticmethod def hyperopt_options(parser: argparse.ArgumentParser) -> None: """ Parses given arguments for Hyperopt scripts. """ parser.add_argument( '-e', '--epochs', help='specify number of epochs (default: %(default)d)', dest='epochs', default=constants.HYPEROPT_EPOCH, type=int, metavar='INT', ) parser.add_argument( '-s', '--spaces', help='Specify which parameters to hyperopt. Space separate list. \ Default: %(default)s', choices=['all', 'buy', 'roi', 'stoploss'], default='all', nargs='+', dest='spaces', ) def _build_subcommands(self) -> None: """ Builds and attaches all subcommands :return: None """ from freqtrade.optimize import backtesting, hyperopt subparsers = self.parser.add_subparsers(dest='subparser') # Add backtesting subcommand backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module') backtesting_cmd.set_defaults(func=backtesting.start) self.optimizer_shared_options(backtesting_cmd) self.backtesting_options(backtesting_cmd) # Add hyperopt subcommand hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module') hyperopt_cmd.set_defaults(func=hyperopt.start) self.optimizer_shared_options(hyperopt_cmd) self.hyperopt_options(hyperopt_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) def scripts_options(self) -> None: """ Parses given arguments for scripts. """ self.parser.add_argument( '-p', '--pair', help='Show profits for only this pairs. Pairs are comma-separated.', dest='pair', default=None ) def testdata_dl_options(self) -> None: """ Parses given arguments for testdata download """ self.parser.add_argument( '--pairs-file', help='File containing a list of pairs to download', dest='pairs_file', default=None, metavar='PATH', ) self.parser.add_argument( '--export', help='Export files to given dir', dest='export', default=None, metavar='PATH', ) self.parser.add_argument( '--days', help='Download data for number of days', dest='days', type=int, metavar='INT', default=None ) self.parser.add_argument( '--exchange', help='Exchange name (default: %(default)s)', dest='exchange', type=str, default='bittrex' ) self.parser.add_argument( '-t', '--timeframes', help='Specify which tickers to download. Space separated list. \ Default: %(default)s', choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w'], default=['1m', '5m'], nargs='+', dest='timeframes', ) self.parser.add_argument( '--erase', help='Clean all existing data for the selected exchange/pairs/timeframes', dest='erase', action='store_true' )