mirror of
https://github.com/freqtrade/freqtrade.git
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476 lines
16 KiB
Python
476 lines
16 KiB
Python
"""
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This module contains the argument manager class
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"""
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import argparse
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import os
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import re
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from typing import List, NamedTuple, Optional
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import arrow
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from freqtrade import __version__, constants
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def check_int_positive(value: str) -> int:
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try:
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uint = int(value)
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if uint <= 0:
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raise ValueError
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except ValueError:
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raise argparse.ArgumentTypeError(
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f"{value} is invalid for this parameter, should be a positive integer value"
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)
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return uint
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class Arg:
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# Optional CLI arguments
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def __init__(self, *args, **kwargs):
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self.cli = args
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self.kwargs = kwargs
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# List of available command line options
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AVAILABLE_CLI_OPTIONS = {
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# Common options
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"verbosity": Arg(
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'-v', '--verbose',
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help='Verbose mode (-vv for more, -vvv to get all messages).',
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action='count',
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default=0,
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),
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"logfile": Arg(
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'--logfile',
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help='Log to the file specified.',
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metavar='FILE',
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),
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"version": Arg(
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'--version',
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action='version',
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version=f'%(prog)s {__version__}',
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),
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"config": Arg(
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'-c', '--config',
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help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
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f'Multiple --config options may be used. '
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f'Can be set to `-` to read config from stdin.',
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action='append',
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metavar='PATH',
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),
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"datadir": Arg(
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'-d', '--datadir',
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help='Path to backtest data.',
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metavar='PATH',
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),
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# Main options
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"strategy": Arg(
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'-s', '--strategy',
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help='Specify strategy class name (default: `%(default)s`).',
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metavar='NAME',
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default='DefaultStrategy',
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),
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"strategy_path": Arg(
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'--strategy-path',
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help='Specify additional strategy lookup path.',
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metavar='PATH',
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),
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"dynamic_whitelist": Arg(
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'--dynamic-whitelist',
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help='Dynamically generate and update whitelist '
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'based on 24h BaseVolume (default: %(const)s). '
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'DEPRECATED.',
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const=constants.DYNAMIC_WHITELIST,
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type=int,
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metavar='INT',
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nargs='?',
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),
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"db_url": Arg(
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'--db-url',
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help=f'Override trades database URL, this is useful in custom deployments '
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f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
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f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
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metavar='PATH',
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),
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"sd_notify": Arg(
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'--sd-notify',
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help='Notify systemd service manager.',
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action='store_true',
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),
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# Optimize common
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"ticker_interval": Arg(
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'-i', '--ticker-interval',
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help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
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),
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"timerange": Arg(
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'--timerange',
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help='Specify what timerange of data to use.',
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),
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"max_open_trades": Arg(
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'--max_open_trades',
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help='Specify max_open_trades to use.',
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type=int,
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metavar='INT',
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),
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"stake_amount": Arg(
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'--stake_amount',
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help='Specify stake_amount.',
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type=float,
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),
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"refresh_pairs": Arg(
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'-r', '--refresh-pairs-cached',
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help='Refresh the pairs files in tests/testdata with the latest data from the '
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'exchange. Use it if you want to run your optimization commands with '
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'up-to-date data.',
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action='store_true',
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),
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# Backtesting
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"position_stacking": Arg(
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'--eps', '--enable-position-stacking',
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help='Allow buying the same pair multiple times (position stacking).',
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action='store_true',
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default=False,
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),
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"use_max_market_positions": Arg(
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'--dmmp', '--disable-max-market-positions',
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help='Disable applying `max_open_trades` during backtest '
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'(same as setting `max_open_trades` to a very high number).',
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action='store_false',
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default=True,
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),
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"live": Arg(
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'-l', '--live',
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help='Use live data.',
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action='store_true',
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),
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"strategy_list": Arg(
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'--strategy-list',
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help='Provide a comma-separated list of strategies to backtest. '
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'Please note that ticker-interval needs to be set either in config '
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'or via command line. When using this together with `--export trades`, '
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'the strategy-name is injected into the filename '
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'(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
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nargs='+',
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),
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"export": Arg(
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'--export',
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help='Export backtest results, argument are: trades. '
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'Example: `--export=trades`',
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),
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"exportfilename": Arg(
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'--export-filename',
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help='Save backtest results to the file with this filename (default: `%(default)s`). '
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'Requires `--export` to be set as well. '
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'Example: `--export-filename=user_data/backtest_data/backtest_today.json`',
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metavar='PATH',
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default=os.path.join('user_data', 'backtest_data',
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'backtest-result.json'),
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),
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# Edge
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"stoploss_range": Arg(
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'--stoplosses',
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help='Defines a range of stoploss values against which edge will assess the strategy. '
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'The format is "min,max,step" (without any space). '
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'Example: `--stoplosses=-0.01,-0.1,-0.001`',
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),
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# Hyperopt
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"hyperopt": Arg(
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'--customhyperopt',
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help='Specify hyperopt class name (default: `%(default)s`).',
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metavar='NAME',
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default=constants.DEFAULT_HYPEROPT,
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),
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"epochs": Arg(
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'-e', '--epochs',
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help='Specify number of epochs (default: %(default)d).',
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type=check_int_positive,
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metavar='INT',
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default=constants.HYPEROPT_EPOCH,
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),
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"spaces": Arg(
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'-s', '--spaces',
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help='Specify which parameters to hyperopt. Space-separated list. '
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'Default: `%(default)s`.',
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choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
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nargs='+',
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default='all',
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),
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"print_all": Arg(
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'--print-all',
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help='Print all results, not only the best ones.',
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action='store_true',
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default=False,
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),
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"hyperopt_jobs": Arg(
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'-j', '--job-workers',
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help='The number of concurrently running jobs for hyperoptimization '
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'(hyperopt worker processes). '
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'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
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'If 1 is given, no parallel computing code is used at all.',
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type=int,
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metavar='JOBS',
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default=-1,
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),
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"hyperopt_random_state": Arg(
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'--random-state',
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help='Set random state to some positive integer for reproducible hyperopt results.',
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type=check_int_positive,
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metavar='INT',
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),
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"hyperopt_min_trades": Arg(
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'--min-trades',
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help="Set minimal desired number of trades for evaluations in the hyperopt "
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"optimization path (default: 1).",
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type=check_int_positive,
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metavar='INT',
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default=1,
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),
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"hyperopt_clean_state": Arg(
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"--clean",
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help="Remove temporary hyperopt files (should be used when the custom hyperopt file "
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"was changed, or when changing the arguments for --min-trades or spaces.",
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default=False,
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action='store_true',
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),
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"loss_function": Arg(
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'--loss-function',
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help='Define the loss-function to use for hyperopt.'
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'Possibilities are `legacy`, and `custom` (providing a custom loss-function).'
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'Default: `%(default)s`.',
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choices=['legacy', 'custom'],
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default='legacy',
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),
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# List exchanges
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"print_one_column": Arg(
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'-1', '--one-column',
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help='Print exchanges in one column.',
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action='store_true',
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),
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# Script options
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"pairs": Arg(
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'-p', '--pairs',
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help='Show profits for only these pairs. Pairs are comma-separated.',
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),
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# Download data
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"pairs_file": Arg(
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'--pairs-file',
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help='File containing a list of pairs to download.',
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metavar='FILE',
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),
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"days": Arg(
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'--days',
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help='Download data for given number of days.',
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type=check_int_positive,
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metavar='INT',
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),
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"exchange": Arg(
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'--exchange',
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help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
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f'Only valid if no config is provided.',
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),
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"timeframes": Arg(
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'-t', '--timeframes',
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help=f'Specify which tickers to download. Space-separated list. '
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f'Default: `{constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}`.',
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choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
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'6h', '8h', '12h', '1d', '3d', '1w'],
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nargs='+',
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),
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"erase": Arg(
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'--erase',
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help='Clean all existing data for the selected exchange/pairs/timeframes.',
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action='store_true',
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),
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# Plot dataframe
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"indicators1": Arg(
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'--indicators1',
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help='Set indicators from your strategy you want in the first row of the graph. '
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'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.',
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default='sma,ema3,ema5',
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),
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"indicators2": Arg(
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'--indicators2',
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help='Set indicators from your strategy you want in the third row of the graph. '
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'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.',
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default='macd,macdsignal',
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),
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"plot_limit": Arg(
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'--plot-limit',
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help='Specify tick limit for plotting. Notice: too high values cause huge files. '
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'Default: %(default)s.',
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type=check_int_positive,
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metavar='INT',
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default=750,
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),
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"trade_source": Arg(
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'--trade-source',
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help='Specify the source for trades (Can be DB or file (backtest file)) '
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'Default: %(default)s',
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choices=["DB", "file"],
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default="file",
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),
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}
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ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir"]
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ARGS_STRATEGY = ["strategy", "strategy_path"]
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ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["dynamic_whitelist", "db_url", "sd_notify"]
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ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
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"max_open_trades", "stake_amount", "refresh_pairs"]
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ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
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"live", "strategy_list", "export", "exportfilename"]
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ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "position_stacking", "epochs", "spaces",
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"use_max_market_positions", "print_all", "hyperopt_jobs",
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"hyperopt_random_state", "hyperopt_min_trades",
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"hyperopt_clean_state", "loss_function"]
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ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
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ARGS_LIST_EXCHANGES = ["print_one_column"]
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ARGS_DOWNLOADER = ARGS_COMMON + ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
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ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
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["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
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"trade_source", "export", "exportfilename", "timerange",
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"refresh_pairs", "live"])
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ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY +
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["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"])
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class TimeRange(NamedTuple):
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"""
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NamedTuple defining timerange inputs.
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[start/stop]type defines if [start/stop]ts shall be used.
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if *type is None, don't use corresponding startvalue.
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"""
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starttype: Optional[str] = None
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stoptype: Optional[str] = None
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startts: int = 0
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stopts: int = 0
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class Arguments(object):
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"""
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Arguments Class. Manage the arguments received by the cli
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"""
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def __init__(self, args: Optional[List[str]], description: str) -> None:
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self.args = args
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self.parsed_arg: Optional[argparse.Namespace] = None
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self.parser = argparse.ArgumentParser(description=description)
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def _load_args(self) -> None:
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self.build_args(optionlist=ARGS_MAIN)
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self._build_subcommands()
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def get_parsed_arg(self) -> argparse.Namespace:
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"""
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Return the list of arguments
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:return: List[str] List of arguments
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"""
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if self.parsed_arg is None:
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self._load_args()
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self.parsed_arg = self.parse_args()
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return self.parsed_arg
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def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
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"""
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Parses given arguments and returns an argparse Namespace instance.
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"""
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parsed_arg = self.parser.parse_args(self.args)
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# Workaround issue in argparse with action='append' and default value
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# (see https://bugs.python.org/issue16399)
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if not no_default_config and parsed_arg.config is None:
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parsed_arg.config = [constants.DEFAULT_CONFIG]
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return parsed_arg
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def build_args(self, optionlist, parser=None):
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parser = parser or self.parser
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for val in optionlist:
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opt = AVAILABLE_CLI_OPTIONS[val]
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parser.add_argument(*opt.cli, dest=val, **opt.kwargs)
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def _build_subcommands(self) -> None:
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"""
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Builds and attaches all subcommands.
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:return: None
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"""
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from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
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from freqtrade.utils import start_list_exchanges
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subparsers = self.parser.add_subparsers(dest='subparser')
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# Add backtesting subcommand
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backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
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backtesting_cmd.set_defaults(func=start_backtesting)
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self.build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
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# Add edge subcommand
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edge_cmd = subparsers.add_parser('edge', help='Edge module.')
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edge_cmd.set_defaults(func=start_edge)
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self.build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
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# Add hyperopt subcommand
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hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
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hyperopt_cmd.set_defaults(func=start_hyperopt)
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self.build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
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# Add list-exchanges subcommand
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list_exchanges_cmd = subparsers.add_parser(
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'list-exchanges',
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help='Print available exchanges.'
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)
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list_exchanges_cmd.set_defaults(func=start_list_exchanges)
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self.build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
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@staticmethod
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def parse_timerange(text: Optional[str]) -> TimeRange:
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"""
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Parse the value of the argument --timerange to determine what is the range desired
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:param text: value from --timerange
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:return: Start and End range period
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"""
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if text is None:
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return TimeRange(None, None, 0, 0)
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syntax = [(r'^-(\d{8})$', (None, 'date')),
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(r'^(\d{8})-$', ('date', None)),
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(r'^(\d{8})-(\d{8})$', ('date', 'date')),
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(r'^-(\d{10})$', (None, 'date')),
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(r'^(\d{10})-$', ('date', None)),
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(r'^(\d{10})-(\d{10})$', ('date', 'date')),
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(r'^(-\d+)$', (None, 'line')),
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(r'^(\d+)-$', ('line', None)),
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(r'^(\d+)-(\d+)$', ('index', 'index'))]
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for rex, stype in syntax:
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# Apply the regular expression to text
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match = re.match(rex, text)
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if match: # Regex has matched
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rvals = match.groups()
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index = 0
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start: int = 0
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stop: int = 0
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if stype[0]:
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starts = rvals[index]
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if stype[0] == 'date' and len(starts) == 8:
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start = arrow.get(starts, 'YYYYMMDD').timestamp
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else:
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start = int(starts)
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index += 1
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if stype[1]:
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stops = rvals[index]
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if stype[1] == 'date' and len(stops) == 8:
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stop = arrow.get(stops, 'YYYYMMDD').timestamp
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else:
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stop = int(stops)
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return TimeRange(stype[0], stype[1], start, stop)
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raise Exception('Incorrect syntax for timerange "%s"' % text)
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