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