freqtrade_origin/freqtrade/arguments.py
2019-05-25 20:06:15 +02:00

494 lines
17 KiB
Python

"""
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
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)
# Workaround issue in argparse with action='append' and default value
# (see https://bugs.python.org/issue16399)
if parsed_arg.config is None:
parsed_arg.config = [constants.DEFAULT_CONFIG]
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='Verbose mode (-vv for more, -vvv to get all messages).',
action='count',
dest='loglevel',
default=0,
)
self.parser.add_argument(
'--logfile',
help='Log to the file specified',
dest='logfile',
type=str,
metavar='FILE'
)
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). '
'Multiple --config options may be used.',
dest='config',
action='append',
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).'
' DEPRECATED.',
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',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'--sd-notify',
help='Notify systemd service manager.',
action='store_true',
dest='sd_notify',
)
@staticmethod
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given common arguments for Backtesting, Edge and Hyperopt modules.
: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(
'--timerange',
help='Specify what timerange of data to use.',
default=None,
type=str,
dest='timerange',
)
parser.add_argument(
'--max_open_trades',
help='Specify max_open_trades to use.',
default=None,
type=int,
dest='max_open_trades',
)
parser.add_argument(
'--stake_amount',
help='Specify stake_amount.',
default=None,
type=float,
dest='stake_amount',
)
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 optimization commands with '
'up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
@staticmethod
def backtesting_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given arguments for Backtesting module.
"""
parser.add_argument(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking).',
action='store_true',
dest='position_stacking',
default=False
)
parser.add_argument(
'--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',
dest='use_max_market_positions',
default=True
)
parser.add_argument(
'-l', '--live',
help='Use live data.',
action='store_true',
dest='live',
)
parser.add_argument(
'--strategy-list',
help='Provide a commaseparated 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='+',
dest='strategy_list',
)
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 edge_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given arguments for Edge module.
"""
parser.add_argument(
'--stoplosses',
help='Defines a range of stoploss against which edge will assess the strategy '
'the format is "min,max,step" (without any space).'
'example: --stoplosses=-0.01,-0.1,-0.001',
type=str,
dest='stoploss_range',
)
@staticmethod
def hyperopt_options(parser: argparse.ArgumentParser) -> None:
"""
Parses given arguments for Hyperopt module.
"""
parser.add_argument(
'--customhyperopt',
help='Specify hyperopt class name (default: %(default)s).',
dest='hyperopt',
default=constants.DEFAULT_HYPEROPT,
type=str,
metavar='NAME',
)
parser.add_argument(
'--eps', '--enable-position-stacking',
help='Allow buying the same pair multiple times (position stacking).',
action='store_true',
dest='position_stacking',
default=False
)
parser.add_argument(
'--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',
dest='use_max_market_positions',
default=True
)
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', 'sell', 'roi', 'stoploss'],
default='all',
nargs='+',
dest='spaces',
)
parser.add_argument(
'--print-all',
help='Print all results, not only the best ones.',
action='store_true',
dest='print_all',
default=False
)
parser.add_argument(
'-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.',
dest='hyperopt_jobs',
default=-1,
type=int,
metavar='JOBS',
)
parser.add_argument(
'--random-state',
help='Set random state to some positive integer for reproducible hyperopt results.',
dest='hyperopt_random_state',
default=None,
type=Arguments.check_int_positive,
metavar='INT',
)
parser.add_argument(
'--min-trades',
help="Set minimal desired number of trades for evaluations in the hyperopt "
"optimization path (default: 1).",
dest='hyperopt_min_trades',
default=1,
type=Arguments.check_int_positive,
metavar='INT',
)
def _build_subcommands(self) -> None:
"""
Builds and attaches all subcommands
:return: None
"""
from freqtrade.optimize import start_backtesting, start_hyperopt, start_edgecli
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.optimizer_shared_options(backtesting_cmd)
self.backtesting_options(backtesting_cmd)
# Add edge subcommand
edge_cmd = subparsers.add_parser('edge', help='Edge module.')
edge_cmd.set_defaults(func=start_edgecli)
self.optimizer_shared_options(edge_cmd)
self.edge_options(edge_cmd)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
hyperopt_cmd.set_defaults(func=start_hyperopt)
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)
@staticmethod
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
def scripts_options(self) -> None:
"""
Parses given arguments for scripts.
"""
self.parser.add_argument(
'-p', '--pairs',
help='Show profits for only this pairs. Pairs are comma-separated.',
dest='pairs',
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(
'-c', '--config',
help='Specify configuration file (default: %(default)s). '
'Multiple --config options may be used.',
dest='config',
action='append',
type=str,
metavar='PATH',
)
self.parser.add_argument(
'--days',
help='Download data for given number of days.',
dest='days',
type=int,
metavar='INT',
default=None
)
self.parser.add_argument(
'--exchange',
help='Exchange name (default: %(default)s). Only valid if no config is provided.',
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'
)