mirror of
https://github.com/freqtrade/freqtrade.git
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261 lines
10 KiB
Python
261 lines
10 KiB
Python
import ast
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import os
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import shutil
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from pathlib import Path
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import astor
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class StrategyUpdater:
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name_mapping = {
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'ticker_interval': 'timeframe',
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'buy': 'enter_long',
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'sell': 'exit_long',
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'buy_tag': 'enter_tag',
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'sell_reason': 'exit_reason',
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'sell_signal': 'exit_signal',
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'custom_sell': 'custom_exit',
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'force_sell': 'force_exit',
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'emergency_sell': 'emergency_exit',
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# Strategy/config settings:
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'use_sell_signal': 'use_exit_signal',
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'sell_profit_only': 'exit_profit_only',
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'sell_profit_offset': 'exit_profit_offset',
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'ignore_roi_if_buy_signal': 'ignore_roi_if_entry_signal',
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'forcebuy_enable': 'force_entry_enable',
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}
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function_mapping = {
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'populate_buy_trend': 'populate_entry_trend',
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'populate_sell_trend': 'populate_exit_trend',
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'custom_sell': 'custom_exit',
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'check_buy_timeout': 'check_entry_timeout',
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'check_sell_timeout': 'check_exit_timeout',
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# '': '',
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}
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# order_time_in_force, order_types, unfilledtimeout
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otif_ot_unfilledtimeout = {
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'buy': 'entry',
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'sell': 'exit',
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}
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# create a dictionary that maps the old column names to the new ones
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rename_dict = {'buy': 'enter_long', 'sell': 'exit_long', 'buy_tag': 'enter_tag'}
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def start(self, config, strategy_obj: dict) -> None:
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"""
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Run strategy updater
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It updates a strategy to v3 with the help of the ast-module
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:return: None
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"""
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source_file = strategy_obj['location']
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print(f"started conversion of {source_file}")
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strategies_backup_folder = Path.joinpath(config['user_data_dir'], "strategies_orig_updater")
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target_file = Path.joinpath(strategies_backup_folder, strategy_obj['location_rel'])
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# read the file
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with open(source_file, 'r') as f:
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old_code = f.read()
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if not os.path.exists(strategies_backup_folder):
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os.makedirs(strategies_backup_folder)
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# backup original
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# => currently no date after the filename,
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# could get overridden pretty fast if this is fired twice!
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# The folder is always the same and the file name too (currently).
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shutil.copy(source_file, target_file)
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# update the code
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new_code = StrategyUpdater.update_code(self, old_code)
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# write the modified code to the destination folder
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with open(source_file, 'w') as f:
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f.write(new_code)
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print(f"conversion of file {source_file} successful.")
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# define the function to update the code
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def update_code(self, code):
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# parse the code into an AST
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tree = ast.parse(code)
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# use the AST to update the code
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updated_code = self.modify_ast(self, tree)
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# return the modified code without executing it
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return updated_code
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# function that uses the ast module to update the code
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def modify_ast(self, tree): # noqa
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# use the visitor to update the names and functions in the AST
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NameUpdater().visit(tree)
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# first fix the comments, so it understands "\n" properly inside multi line comments.
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ast.fix_missing_locations(tree)
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ast.increment_lineno(tree, n=1)
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# generate the new code from the updated AST
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return astor.to_source(tree)
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# Here we go through each respective node, slice, elt, key ... to replace outdated entries.
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class NameUpdater(ast.NodeTransformer):
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def generic_visit(self, node):
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# traverse the AST recursively by calling the visitor method for each child node
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if hasattr(node, "_fields"):
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for field_name, field_value in ast.iter_fields(node):
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self.check_strategy_and_config_settings(node, field_value)
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self.check_fields(field_value)
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for child in ast.iter_child_nodes(node):
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self.generic_visit(child)
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def check_fields(self, field_value):
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if isinstance(field_value, list):
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for item in field_value:
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if isinstance(item, ast.AST) or isinstance(item, ast.If):
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self.visit(item)
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if isinstance(field_value, ast.Name):
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self.visit_Name(field_value)
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def check_strategy_and_config_settings(self, node, field_value):
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if (isinstance(field_value, ast.AST) and
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hasattr(node, "targets") and
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isinstance(node.targets, list)):
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for target in node.targets:
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if (hasattr(target, "id") and
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hasattr(field_value, "keys") and
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isinstance(field_value.keys, list)):
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if (target.id == "order_time_in_force" or
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target.id == "order_types" or
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target.id == "unfilledtimeout"):
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for key in field_value.keys:
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self.visit(key)
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def check_args(self, node):
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if isinstance(node.args, ast.arguments):
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self.check_args(node.args)
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if hasattr(node, "args"):
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if isinstance(node.args, list):
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for arg in node.args:
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arg.arg = StrategyUpdater.name_mapping[arg.arg]
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return node
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def visit_Name(self, node):
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# if the name is in the mapping, update it
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if node.id in StrategyUpdater.name_mapping:
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node.id = StrategyUpdater.name_mapping[node.id]
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return node
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def visit_Import(self, node):
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# do not update the names in import statements
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return node
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# This function is currently never successfully triggered
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# since freqtrade currently only allows valid code to be processed.
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# The module .hyper does not anymore exist and by that fails to even
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# reach this function to be updated currently.
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def visit_ImportFrom(self, node):
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# if hasattr(node, "module"):
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# if node.module == "freqtrade.strategy.hyper":
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# node.module = "freqtrade.strategy"
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return node
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def visit_If(self, node: ast.If):
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for child in ast.iter_child_nodes(node):
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self.visit(child)
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return self.generic_visit(node)
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def visit_FunctionDef(self, node):
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# if the function name is in the mapping, update it
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if node.name in StrategyUpdater.function_mapping:
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node.name = StrategyUpdater.function_mapping[node.name]
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if hasattr(node, "args"):
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self.check_args(node)
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return self.generic_visit(node)
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def visit_Assign(self, node):
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if hasattr(node, "targets") and isinstance(node.targets, list):
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for target in node.targets:
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if hasattr(target, "id") and target.id in StrategyUpdater.name_mapping:
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target.id = StrategyUpdater.name_mapping[target.id]
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return node
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def visit_Attribute(self, node):
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# if the attribute name is 'nr_of_successful_buys',
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# update it to 'nr_of_successful_entries'
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if isinstance(node.value, ast.Name) and \
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node.value.id == 'trades' and \
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node.attr == 'nr_of_successful_buys':
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node.attr = 'nr_of_successful_entries'
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return self.generic_visit(node)
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def visit_ClassDef(self, node):
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# check if the class is derived from IStrategy
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if any(isinstance(base, ast.Name) and
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base.id == 'IStrategy' for base in node.bases):
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# check if the INTERFACE_VERSION variable exists
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has_interface_version = any(
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isinstance(child, ast.Assign) and
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isinstance(child.targets[0], ast.Name) and
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child.targets[0].id == 'INTERFACE_VERSION'
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for child in node.body
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)
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# if the INTERFACE_VERSION variable does not exist, add it as the first child
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if not has_interface_version:
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node.body.insert(0, ast.parse('INTERFACE_VERSION = 3').body[0])
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# otherwise, update its value to 3
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else:
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for child in node.body:
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if isinstance(child, ast.Assign) and \
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isinstance(child.targets[0], ast.Name) and \
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child.targets[0].id == 'INTERFACE_VERSION':
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child.value = ast.parse('3').body[0].value
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return self.generic_visit(node)
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def visit_Subscript(self, node):
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if isinstance(node.slice, ast.Constant):
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if node.slice.value in StrategyUpdater.rename_dict:
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# Replace the slice attributes with the values from rename_dict
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node.slice.value = StrategyUpdater.rename_dict[node.slice.value]
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if hasattr(node.slice, "elts"):
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self.visit_elts(node.slice.elts)
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if hasattr(node.slice, "value"):
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if hasattr(node.slice.value, "elts"):
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self.visit_elts(node.slice.value.elts)
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# Check if the target is a Subscript object with a "value" attribute
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# if isinstance(target, ast.Subscript) and hasattr(target.value, "attr"):
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# if target.value.attr == "loc":
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# self.visit(target)
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return node
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# elts can have elts (technically recursively)
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def visit_elts(self, elts):
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if isinstance(elts, list):
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for elt in elts:
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self.visit_elt(elt)
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else:
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self.visit_elt(elts)
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# sub function again needed since the structure itself is highly flexible ...
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def visit_elt(self, elt):
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if isinstance(elt, ast.Constant) and elt.value in StrategyUpdater.rename_dict:
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elt.value = StrategyUpdater.rename_dict[elt.value]
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if hasattr(elt, "elts"):
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self.visit_elts(elt.elts)
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if hasattr(elt, "args"):
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if isinstance(elt.args, ast.arguments):
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self.visit_elts(elt.args)
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else:
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for arg in elt.args:
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self.visit_elts(arg)
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def visit_Constant(self, node):
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# do not update the names in import statements
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if node.value in \
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StrategyUpdater.otif_ot_unfilledtimeout:
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node.value = \
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StrategyUpdater.otif_ot_unfilledtimeout[node.value]
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return node
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