mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-16 05:03:55 +00:00
464 lines
21 KiB
Python
464 lines
21 KiB
Python
"""
|
|
This module contains the configuration class
|
|
"""
|
|
import logging
|
|
import warnings
|
|
from copy import deepcopy
|
|
from pathlib import Path
|
|
from typing import Any, Callable, Dict, List, Optional, Tuple
|
|
|
|
from freqtrade import constants
|
|
from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
|
|
from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
|
|
from freqtrade.configuration.environment_vars import enironment_vars_to_dict
|
|
from freqtrade.configuration.load_config import load_file, load_from_files
|
|
from freqtrade.constants import Config
|
|
from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, CandleType, RunMode, TradingMode
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.loggers import setup_logging
|
|
from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class Configuration:
|
|
"""
|
|
Class to read and init the bot configuration
|
|
Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
|
|
"""
|
|
|
|
def __init__(self, args: Dict[str, Any], runmode: Optional[RunMode] = None) -> None:
|
|
self.args = args
|
|
self.config: Optional[Config] = None
|
|
self.runmode = runmode
|
|
|
|
def get_config(self) -> Config:
|
|
"""
|
|
Return the config. Use this method to get the bot config
|
|
:return: Dict: Bot config
|
|
"""
|
|
if self.config is None:
|
|
self.config = self.load_config()
|
|
|
|
return self.config
|
|
|
|
@staticmethod
|
|
def from_files(files: List[str]) -> Dict[str, Any]:
|
|
"""
|
|
Iterate through the config files passed in, loading all of them
|
|
and merging their contents.
|
|
Files are loaded in sequence, parameters in later configuration files
|
|
override the same parameter from an earlier file (last definition wins).
|
|
Runs through the whole Configuration initialization, so all expected config entries
|
|
are available to interactive environments.
|
|
:param files: List of file paths
|
|
:return: configuration dictionary
|
|
"""
|
|
# Keep this method as staticmethod, so it can be used from interactive environments
|
|
c = Configuration({'config': files}, RunMode.OTHER)
|
|
return c.get_config()
|
|
|
|
def load_config(self) -> Dict[str, Any]:
|
|
"""
|
|
Extract information for sys.argv and load the bot configuration
|
|
:return: Configuration dictionary
|
|
"""
|
|
# Load all configs
|
|
config: Config = load_from_files(self.args.get("config", []))
|
|
|
|
# Load environment variables
|
|
from freqtrade.commands.arguments import NO_CONF_ALLOWED
|
|
if self.args.get('command') not in NO_CONF_ALLOWED:
|
|
env_data = enironment_vars_to_dict()
|
|
config = deep_merge_dicts(env_data, config)
|
|
|
|
# Normalize config
|
|
if 'internals' not in config:
|
|
config['internals'] = {}
|
|
|
|
if 'pairlists' not in config:
|
|
config['pairlists'] = []
|
|
|
|
# Keep a copy of the original configuration file
|
|
config['original_config'] = deepcopy(config)
|
|
|
|
self._process_logging_options(config)
|
|
|
|
self._process_runmode(config)
|
|
|
|
self._process_common_options(config)
|
|
|
|
self._process_trading_options(config)
|
|
|
|
self._process_optimize_options(config)
|
|
|
|
self._process_plot_options(config)
|
|
|
|
self._process_data_options(config)
|
|
|
|
self._process_analyze_options(config)
|
|
|
|
self._process_freqai_options(config)
|
|
|
|
# Import check_exchange here to avoid import cycle problems
|
|
from freqtrade.exchange.check_exchange import check_exchange
|
|
|
|
# Check if the exchange set by the user is supported
|
|
check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))
|
|
|
|
self._resolve_pairs_list(config)
|
|
|
|
process_temporary_deprecated_settings(config)
|
|
|
|
return config
|
|
|
|
def _process_logging_options(self, config: Config) -> None:
|
|
"""
|
|
Extract information for sys.argv and load logging configuration:
|
|
the -v/--verbose, --logfile options
|
|
"""
|
|
# Log level
|
|
config.update({'verbosity': self.args.get('verbosity', 0)})
|
|
|
|
if 'logfile' in self.args and self.args['logfile']:
|
|
config.update({'logfile': self.args['logfile']})
|
|
|
|
setup_logging(config)
|
|
|
|
def _process_trading_options(self, config: Config) -> None:
|
|
if config['runmode'] not in TRADING_MODES:
|
|
return
|
|
|
|
if config.get('dry_run', False):
|
|
logger.info('Dry run is enabled')
|
|
if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
|
|
# Default to in-memory db for dry_run if not specified
|
|
config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
|
|
else:
|
|
if not config.get('db_url'):
|
|
config['db_url'] = constants.DEFAULT_DB_PROD_URL
|
|
logger.info('Dry run is disabled')
|
|
|
|
logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
|
|
|
|
def _process_common_options(self, config: Config) -> None:
|
|
|
|
# Set strategy if not specified in config and or if it's non default
|
|
if self.args.get('strategy') or not config.get('strategy'):
|
|
config.update({'strategy': self.args.get('strategy')})
|
|
|
|
self._args_to_config(config, argname='strategy_path',
|
|
logstring='Using additional Strategy lookup path: {}')
|
|
|
|
if ('db_url' in self.args and self.args['db_url'] and
|
|
self.args['db_url'] != constants.DEFAULT_DB_PROD_URL):
|
|
config.update({'db_url': self.args['db_url']})
|
|
logger.info('Parameter --db-url detected ...')
|
|
|
|
self._args_to_config(config, argname='db_url_from',
|
|
logstring='Parameter --db-url-from detected ...')
|
|
|
|
if config.get('force_entry_enable', False):
|
|
logger.warning('`force_entry_enable` RPC message enabled.')
|
|
|
|
# Support for sd_notify
|
|
if 'sd_notify' in self.args and self.args['sd_notify']:
|
|
config['internals'].update({'sd_notify': True})
|
|
|
|
def _process_datadir_options(self, config: Config) -> None:
|
|
"""
|
|
Extract information for sys.argv and load directory configurations
|
|
--user-data, --datadir
|
|
"""
|
|
# Check exchange parameter here - otherwise `datadir` might be wrong.
|
|
if 'exchange' in self.args and self.args['exchange']:
|
|
config['exchange']['name'] = self.args['exchange']
|
|
logger.info(f"Using exchange {config['exchange']['name']}")
|
|
|
|
if 'pair_whitelist' not in config['exchange']:
|
|
config['exchange']['pair_whitelist'] = []
|
|
|
|
if 'user_data_dir' in self.args and self.args['user_data_dir']:
|
|
config.update({'user_data_dir': self.args['user_data_dir']})
|
|
elif 'user_data_dir' not in config:
|
|
# Default to cwd/user_data (legacy option ...)
|
|
config.update({'user_data_dir': str(Path.cwd() / 'user_data')})
|
|
|
|
# reset to user_data_dir so this contains the absolute path.
|
|
config['user_data_dir'] = create_userdata_dir(config['user_data_dir'], create_dir=False)
|
|
logger.info('Using user-data directory: %s ...', config['user_data_dir'])
|
|
|
|
config.update({'datadir': create_datadir(config, self.args.get('datadir'))})
|
|
logger.info('Using data directory: %s ...', config.get('datadir'))
|
|
|
|
if self.args.get('exportfilename'):
|
|
self._args_to_config(config, argname='exportfilename',
|
|
logstring='Storing backtest results to {} ...')
|
|
config['exportfilename'] = Path(config['exportfilename'])
|
|
else:
|
|
config['exportfilename'] = (config['user_data_dir']
|
|
/ 'backtest_results')
|
|
|
|
def _process_optimize_options(self, config: Config) -> None:
|
|
|
|
# This will override the strategy configuration
|
|
self._args_to_config(config, argname='timeframe',
|
|
logstring='Parameter -i/--timeframe detected ... '
|
|
'Using timeframe: {} ...')
|
|
|
|
self._args_to_config(config, argname='position_stacking',
|
|
logstring='Parameter --enable-position-stacking detected ...')
|
|
|
|
self._args_to_config(
|
|
config, argname='enable_protections',
|
|
logstring='Parameter --enable-protections detected, enabling Protections. ...')
|
|
|
|
if 'use_max_market_positions' in self.args and not self.args["use_max_market_positions"]:
|
|
config.update({'use_max_market_positions': False})
|
|
logger.info('Parameter --disable-max-market-positions detected ...')
|
|
logger.info('max_open_trades set to unlimited ...')
|
|
elif 'max_open_trades' in self.args and self.args['max_open_trades']:
|
|
config.update({'max_open_trades': self.args['max_open_trades']})
|
|
logger.info('Parameter --max-open-trades detected, '
|
|
'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
|
|
elif config['runmode'] in NON_UTIL_MODES:
|
|
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
|
|
# Setting max_open_trades to infinite if -1
|
|
if config.get('max_open_trades') == -1:
|
|
config['max_open_trades'] = float('inf')
|
|
|
|
if self.args.get('stake_amount'):
|
|
# Convert explicitly to float to support CLI argument for both unlimited and value
|
|
try:
|
|
self.args['stake_amount'] = float(self.args['stake_amount'])
|
|
except ValueError:
|
|
pass
|
|
|
|
configurations = [
|
|
('timeframe_detail',
|
|
'Parameter --timeframe-detail detected, using {} for intra-candle backtesting ...'),
|
|
('backtest_show_pair_list', 'Parameter --show-pair-list detected.'),
|
|
('stake_amount',
|
|
'Parameter --stake-amount detected, overriding stake_amount to: {} ...'),
|
|
('dry_run_wallet',
|
|
'Parameter --dry-run-wallet detected, overriding dry_run_wallet to: {} ...'),
|
|
('fee', 'Parameter --fee detected, setting fee to: {} ...'),
|
|
('timerange', 'Parameter --timerange detected: {} ...'),
|
|
]
|
|
|
|
self._args_to_config_loop(config, configurations)
|
|
|
|
self._process_datadir_options(config)
|
|
|
|
self._args_to_config(config, argname='strategy_list',
|
|
logstring='Using strategy list of {} strategies', logfun=len)
|
|
|
|
configurations = [
|
|
('recursive_strategy_search',
|
|
'Recursively searching for a strategy in the strategies folder.'),
|
|
('timeframe', 'Overriding timeframe with Command line argument'),
|
|
('export', 'Parameter --export detected: {} ...'),
|
|
('backtest_breakdown', 'Parameter --breakdown detected ...'),
|
|
('backtest_cache', 'Parameter --cache={} detected ...'),
|
|
('disableparamexport', 'Parameter --disableparamexport detected: {} ...'),
|
|
('freqai_backtest_live_models',
|
|
'Parameter --freqai-backtest-live-models detected ...'),
|
|
]
|
|
self._args_to_config_loop(config, configurations)
|
|
|
|
# Edge section:
|
|
if 'stoploss_range' in self.args and self.args["stoploss_range"]:
|
|
txt_range = eval(self.args["stoploss_range"])
|
|
config['edge'].update({'stoploss_range_min': txt_range[0]})
|
|
config['edge'].update({'stoploss_range_max': txt_range[1]})
|
|
config['edge'].update({'stoploss_range_step': txt_range[2]})
|
|
logger.info('Parameter --stoplosses detected: %s ...', self.args["stoploss_range"])
|
|
|
|
# Hyperopt section
|
|
|
|
configurations = [
|
|
('hyperopt', 'Using Hyperopt class name: {}'),
|
|
('hyperopt_path', 'Using additional Hyperopt lookup path: {}'),
|
|
('hyperoptexportfilename', 'Using hyperopt file: {}'),
|
|
('lookahead_analysis_exportfilename', 'Saving lookahead analysis results into {} ...'),
|
|
('epochs', 'Parameter --epochs detected ... Will run Hyperopt with for {} epochs ...'),
|
|
('spaces', 'Parameter -s/--spaces detected: {}'),
|
|
('analyze_per_epoch', 'Parameter --analyze-per-epoch detected.'),
|
|
('print_all', 'Parameter --print-all detected ...'),
|
|
]
|
|
self._args_to_config_loop(config, configurations)
|
|
|
|
if 'print_colorized' in self.args and not self.args["print_colorized"]:
|
|
logger.info('Parameter --no-color detected ...')
|
|
config.update({'print_colorized': False})
|
|
else:
|
|
config.update({'print_colorized': True})
|
|
|
|
configurations = [
|
|
('print_json', 'Parameter --print-json detected ...'),
|
|
('export_csv', 'Parameter --export-csv detected: {}'),
|
|
('hyperopt_jobs', 'Parameter -j/--job-workers detected: {}'),
|
|
('hyperopt_random_state', 'Parameter --random-state detected: {}'),
|
|
('hyperopt_min_trades', 'Parameter --min-trades detected: {}'),
|
|
('hyperopt_loss', 'Using Hyperopt loss class name: {}'),
|
|
('hyperopt_show_index', 'Parameter -n/--index detected: {}'),
|
|
('hyperopt_list_best', 'Parameter --best detected: {}'),
|
|
('hyperopt_list_profitable', 'Parameter --profitable detected: {}'),
|
|
('hyperopt_list_min_trades', 'Parameter --min-trades detected: {}'),
|
|
('hyperopt_list_max_trades', 'Parameter --max-trades detected: {}'),
|
|
('hyperopt_list_min_avg_time', 'Parameter --min-avg-time detected: {}'),
|
|
('hyperopt_list_max_avg_time', 'Parameter --max-avg-time detected: {}'),
|
|
('hyperopt_list_min_avg_profit', 'Parameter --min-avg-profit detected: {}'),
|
|
('hyperopt_list_max_avg_profit', 'Parameter --max-avg-profit detected: {}'),
|
|
('hyperopt_list_min_total_profit', 'Parameter --min-total-profit detected: {}'),
|
|
('hyperopt_list_max_total_profit', 'Parameter --max-total-profit detected: {}'),
|
|
('hyperopt_list_min_objective', 'Parameter --min-objective detected: {}'),
|
|
('hyperopt_list_max_objective', 'Parameter --max-objective detected: {}'),
|
|
('hyperopt_list_no_details', 'Parameter --no-details detected: {}'),
|
|
('hyperopt_show_no_header', 'Parameter --no-header detected: {}'),
|
|
('hyperopt_ignore_missing_space', 'Paramter --ignore-missing-space detected: {}'),
|
|
]
|
|
|
|
self._args_to_config_loop(config, configurations)
|
|
|
|
def _process_plot_options(self, config: Config) -> None:
|
|
|
|
configurations = [
|
|
('pairs', 'Using pairs {}'),
|
|
('indicators1', 'Using indicators1: {}'),
|
|
('indicators2', 'Using indicators2: {}'),
|
|
('trade_ids', 'Filtering on trade_ids: {}'),
|
|
('plot_limit', 'Limiting plot to: {}'),
|
|
('plot_auto_open', 'Parameter --auto-open detected.'),
|
|
('trade_source', 'Using trades from: {}'),
|
|
('prepend_data', 'Prepend detected. Allowing data prepending.'),
|
|
('erase', 'Erase detected. Deleting existing data.'),
|
|
('no_trades', 'Parameter --no-trades detected.'),
|
|
('timeframes', 'timeframes --timeframes: {}'),
|
|
('days', 'Detected --days: {}'),
|
|
('include_inactive', 'Detected --include-inactive-pairs: {}'),
|
|
('download_trades', 'Detected --dl-trades: {}'),
|
|
('dataformat_ohlcv', 'Using "{}" to store OHLCV data.'),
|
|
('dataformat_trades', 'Using "{}" to store trades data.'),
|
|
('show_timerange', 'Detected --show-timerange'),
|
|
]
|
|
self._args_to_config_loop(config, configurations)
|
|
|
|
def _process_data_options(self, config: Config) -> None:
|
|
self._args_to_config(config, argname='new_pairs_days',
|
|
logstring='Detected --new-pairs-days: {}')
|
|
self._args_to_config(config, argname='trading_mode',
|
|
logstring='Detected --trading-mode: {}')
|
|
config['candle_type_def'] = CandleType.get_default(
|
|
config.get('trading_mode', 'spot') or 'spot')
|
|
config['trading_mode'] = TradingMode(config.get('trading_mode', 'spot') or 'spot')
|
|
self._args_to_config(config, argname='candle_types',
|
|
logstring='Detected --candle-types: {}')
|
|
|
|
def _process_analyze_options(self, config: Config) -> None:
|
|
configurations = [
|
|
('analysis_groups', 'Analysis reason groups: {}'),
|
|
('enter_reason_list', 'Analysis enter tag list: {}'),
|
|
('exit_reason_list', 'Analysis exit tag list: {}'),
|
|
('indicator_list', 'Analysis indicator list: {}'),
|
|
('timerange', 'Filter trades by timerange: {}'),
|
|
('analysis_rejected', 'Analyse rejected signals: {}'),
|
|
('analysis_to_csv', 'Store analysis tables to CSV: {}'),
|
|
('analysis_csv_path', 'Path to store analysis CSVs: {}'),
|
|
# Lookahead analysis results
|
|
('targeted_trade_amount', 'Targeted Trade amount: {}'),
|
|
('minimum_trade_amount', 'Minimum Trade amount: {}'),
|
|
('lookahead_analysis_exportfilename', 'Path to store lookahead-analysis-results: {}'),
|
|
('startup_candle', 'Startup candle to be used on recursive analysis: {}'),
|
|
]
|
|
self._args_to_config_loop(config, configurations)
|
|
|
|
def _args_to_config_loop(self, config, configurations: List[Tuple[str, str]]) -> None:
|
|
|
|
for argname, logstring in configurations:
|
|
self._args_to_config(config, argname=argname, logstring=logstring)
|
|
|
|
def _process_runmode(self, config: Config) -> None:
|
|
|
|
self._args_to_config(config, argname='dry_run',
|
|
logstring='Parameter --dry-run detected, '
|
|
'overriding dry_run to: {} ...')
|
|
|
|
if not self.runmode:
|
|
# Handle real mode, infer dry/live from config
|
|
self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
|
|
logger.info(f"Runmode set to {self.runmode.value}.")
|
|
|
|
config.update({'runmode': self.runmode})
|
|
|
|
def _process_freqai_options(self, config: Config) -> None:
|
|
|
|
self._args_to_config(config, argname='freqaimodel',
|
|
logstring='Using freqaimodel class name: {}')
|
|
|
|
self._args_to_config(config, argname='freqaimodel_path',
|
|
logstring='Using freqaimodel path: {}')
|
|
|
|
return
|
|
|
|
def _args_to_config(self, config: Config, argname: str,
|
|
logstring: str, logfun: Optional[Callable] = None,
|
|
deprecated_msg: Optional[str] = None) -> None:
|
|
"""
|
|
:param config: Configuration dictionary
|
|
:param argname: Argumentname in self.args - will be copied to config dict.
|
|
:param logstring: Logging String
|
|
:param logfun: logfun is applied to the configuration entry before passing
|
|
that entry to the log string using .format().
|
|
sample: logfun=len (prints the length of the found
|
|
configuration instead of the content)
|
|
"""
|
|
if (argname in self.args and self.args[argname] is not None
|
|
and self.args[argname] is not False):
|
|
|
|
config.update({argname: self.args[argname]})
|
|
if logfun:
|
|
logger.info(logstring.format(logfun(config[argname])))
|
|
else:
|
|
logger.info(logstring.format(config[argname]))
|
|
if deprecated_msg:
|
|
warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
|
|
|
|
def _resolve_pairs_list(self, config: Config) -> None:
|
|
"""
|
|
Helper for download script.
|
|
Takes first found:
|
|
* -p (pairs argument)
|
|
* --pairs-file
|
|
* whitelist from config
|
|
"""
|
|
|
|
if "pairs" in config:
|
|
config['exchange']['pair_whitelist'] = config['pairs']
|
|
return
|
|
|
|
if "pairs_file" in self.args and self.args["pairs_file"]:
|
|
pairs_file = Path(self.args["pairs_file"])
|
|
logger.info(f'Reading pairs file "{pairs_file}".')
|
|
# Download pairs from the pairs file if no config is specified
|
|
# or if pairs file is specified explicitly
|
|
if not pairs_file.exists():
|
|
raise OperationalException(f'No pairs file found with path "{pairs_file}".')
|
|
config['pairs'] = load_file(pairs_file)
|
|
if isinstance(config['pairs'], list):
|
|
config['pairs'].sort()
|
|
return
|
|
|
|
if 'config' in self.args and self.args['config']:
|
|
logger.info("Using pairlist from configuration.")
|
|
config['pairs'] = config.get('exchange', {}).get('pair_whitelist')
|
|
else:
|
|
# Fall back to /dl_path/pairs.json
|
|
pairs_file = config['datadir'] / 'pairs.json'
|
|
if pairs_file.exists():
|
|
logger.info(f'Reading pairs file "{pairs_file}".')
|
|
config['pairs'] = load_file(pairs_file)
|
|
if 'pairs' in config and isinstance(config['pairs'], list):
|
|
config['pairs'].sort()
|