mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
464 lines
21 KiB
Python
464 lines
21 KiB
Python
"""
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This module contains the configuration class
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"""
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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 NON_UTIL_MODES, TRADING_MODES, CandleType, RunMode, TradingMode
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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 TRADING_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(config, argname='strategy_path',
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logstring='Using additional Strategy lookup path: {}')
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if ('db_url' in self.args and self.args['db_url'] and
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self.args['db_url'] != constants.DEFAULT_DB_PROD_URL):
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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(config, argname='db_url_from',
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logstring='Parameter --db-url-from detected ...')
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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(config, argname='exportfilename',
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logstring='Storing backtest results to {} ...')
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config['exportfilename'] = Path(config['exportfilename'])
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else:
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config['exportfilename'] = (config['user_data_dir']
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/ 'backtest_results')
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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(config, argname='timeframe',
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logstring='Parameter -i/--timeframe detected ... '
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'Using timeframe: {} ...')
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self._args_to_config(config, argname='position_stacking',
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logstring='Parameter --enable-position-stacking detected ...')
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self._args_to_config(
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config, argname='enable_protections',
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logstring='Parameter --enable-protections detected, enabling Protections. ...')
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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('Parameter --max-open-trades detected, '
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'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
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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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('timeframe_detail',
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'Parameter --timeframe-detail detected, using {} for intra-candle backtesting ...'),
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('backtest_show_pair_list', 'Parameter --show-pair-list detected.'),
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('stake_amount',
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'Parameter --stake-amount detected, overriding stake_amount to: {} ...'),
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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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('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(config, argname='strategy_list',
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logstring='Using strategy list of {} strategies', logfun=len)
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configurations = [
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('recursive_strategy_search',
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'Recursively searching for a strategy in the strategies folder.'),
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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',
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'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 = 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', 'Paramter --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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('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(config, argname='new_pairs_days',
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logstring='Detected --new-pairs-days: {}')
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self._args_to_config(config, argname='trading_mode',
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logstring='Detected --trading-mode: {}')
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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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config['trading_mode'] = TradingMode(config.get('trading_mode', 'spot') or 'spot')
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self._args_to_config(config, argname='candle_types',
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logstring='Detected --candle-types: {}')
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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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('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(config, argname='dry_run',
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logstring='Parameter --dry-run detected, '
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'overriding dry_run to: {} ...')
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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(config, argname='freqaimodel',
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logstring='Using freqaimodel class name: {}')
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self._args_to_config(config, argname='freqaimodel_path',
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logstring='Using freqaimodel path: {}')
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return
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def _args_to_config(self, config: Config, argname: str,
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logstring: str, logfun: Optional[Callable] = None,
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deprecated_msg: Optional[str] = None) -> None:
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"""
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:param config: Configuration dictionary
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:param argname: Argumentname in self.args - will be copied to config dict.
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:param logstring: Logging String
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:param logfun: logfun is applied to the configuration entry before passing
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that entry to the log string using .format().
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sample: logfun=len (prints the length of the found
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configuration instead of the content)
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"""
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if (argname in self.args and self.args[argname] is not None
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and self.args[argname] is not False):
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config.update({argname: self.args[argname]})
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if logfun:
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logger.info(logstring.format(logfun(config[argname])))
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else:
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logger.info(logstring.format(config[argname]))
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if deprecated_msg:
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warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
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def _resolve_pairs_list(self, config: Config) -> None:
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"""
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Helper for download script.
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Takes first found:
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* -p (pairs argument)
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* --pairs-file
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* whitelist from config
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"""
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if "pairs" in config:
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config['exchange']['pair_whitelist'] = config['pairs']
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return
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if "pairs_file" in self.args and self.args["pairs_file"]:
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pairs_file = Path(self.args["pairs_file"])
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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()
|