freqtrade_origin/freqtrade/commands/optimize_commands.py
2020-09-28 19:40:46 +02:00

111 lines
3.5 KiB
Python

import logging
from typing import Any, Dict
from freqtrade import constants
from freqtrade.configuration import setup_utils_configuration
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
:return: Configuration
"""
config = setup_utils_configuration(args, method)
no_unlimited_runmodes = {
RunMode.BACKTEST: 'backtesting',
RunMode.HYPEROPT: 'hyperoptimization',
}
if (method in no_unlimited_runmodes.keys() and
config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT):
raise DependencyException(
f'The value of `stake_amount` cannot be set as "{constants.UNLIMITED_STAKE_AMOUNT}" '
f'for {no_unlimited_runmodes[method]}')
return config
def start_backtesting(args: Dict[str, Any]) -> None:
"""
Start Backtesting script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading backtesting module when it's not used
from freqtrade.optimize.backtesting import Backtesting
# Initialize configuration
config = setup_optimize_configuration(args, RunMode.BACKTEST)
logger.info('Starting freqtrade in Backtesting mode')
# Initialize backtesting object
backtesting = Backtesting(config)
backtesting.start()
def start_hyperopt(args: Dict[str, Any]) -> None:
"""
Start hyperopt script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading hyperopt module when it's not used
try:
from filelock import FileLock, Timeout
from freqtrade.optimize.hyperopt import Hyperopt
except ImportError as e:
raise OperationalException(
f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
# Initialize configuration
config = setup_optimize_configuration(args, RunMode.HYPEROPT)
logger.info('Starting freqtrade in Hyperopt mode')
lock = FileLock(Hyperopt.get_lock_filename(config))
try:
with lock.acquire(timeout=1):
# Remove noisy log messages
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logging.getLogger('filelock').setLevel(logging.WARNING)
# Initialize backtesting object
hyperopt = Hyperopt(config)
hyperopt.start()
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit
# with non-zero exit code...
# Same in Edge and Backtesting start() functions.
def start_edge(args: Dict[str, Any]) -> None:
"""
Start Edge script
:param args: Cli args from Arguments()
:return: None
"""
from freqtrade.optimize.edge_cli import EdgeCli
# Initialize configuration
config = setup_optimize_configuration(args, RunMode.EDGE)
logger.info('Starting freqtrade in Edge mode')
# Initialize Edge object
edge_cli = EdgeCli(config)
edge_cli.start()