freqtrade_origin/freqtrade/misc.py
2017-12-17 12:34:26 +02:00

288 lines
8.1 KiB
Python

import argparse
import enum
import json
import logging
import time
from typing import Any, Callable, List, Dict
from jsonschema import validate, Draft4Validator
from jsonschema.exceptions import best_match, ValidationError
from wrapt import synchronized
from freqtrade import __version__
logger = logging.getLogger(__name__)
class State(enum.Enum):
RUNNING = 0
STOPPED = 1
# Current application state
_STATE = State.STOPPED
@synchronized
def update_state(state: State) -> None:
"""
Updates the application state
:param state: new state
:return: None
"""
global _STATE
_STATE = state
@synchronized
def get_state() -> State:
"""
Gets the current application state
:return:
"""
return _STATE
def load_config(path: str) -> Dict:
"""
Loads a config file from the given path
:param path: path as str
:return: configuration as dictionary
"""
with open(path) as file:
conf = json.load(file)
if 'internals' not in conf:
conf['internals'] = {}
logger.info('Validating configuration ...')
try:
validate(conf, CONF_SCHEMA)
return conf
except ValidationError:
logger.fatal('Configuration is not valid! See config.json.example')
raise ValidationError(
best_match(Draft4Validator(CONF_SCHEMA).iter_errors(conf)).message
)
def throttle(func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
"""
Throttles the given callable that it
takes at least `min_secs` to finish execution.
:param func: Any callable
:param min_secs: minimum execution time in seconds
:return: Any
"""
start = time.time()
result = func(*args, **kwargs)
end = time.time()
duration = max(min_secs - (end - start), 0.0)
logger.debug('Throttling %s for %.2f seconds', func.__name__, duration)
time.sleep(duration)
return result
def parse_args(args: List[str]):
"""
Parses given arguments and returns an argparse Namespace instance.
Returns None if a sub command has been selected and executed.
"""
parser = argparse.ArgumentParser(
description='Simple High Frequency Trading Bot for crypto currencies'
)
parser.add_argument(
'-c', '--config',
help='specify configuration file (default: config.json)',
dest='config',
default='config.json',
type=str,
metavar='PATH',
)
parser.add_argument(
'-v', '--verbose',
help='be verbose',
action='store_const',
dest='loglevel',
const=logging.DEBUG,
default=logging.INFO,
)
parser.add_argument(
'--version',
action='version',
version='%(prog)s {}'.format(__version__),
)
parser.add_argument(
'--dynamic-whitelist',
help='dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies)', # noqa
dest='dynamic_whitelist',
const=20,
type=int,
metavar='INT',
nargs='?',
)
parser.add_argument(
'--dry-run-db',
help='Force dry run to use a local DB "tradesv3.dry_run.sqlite" instead of memory DB. Work only if dry_run is \
enabled.', # noqa
action='store_true',
dest='dry_run_db',
)
build_subcommands(parser)
parsed_args = parser.parse_args(args)
# No subcommand as been selected
if not hasattr(parsed_args, 'func'):
return parsed_args
parsed_args.func(parsed_args)
return None
def build_subcommands(parser: argparse.ArgumentParser) -> None:
""" Builds and attaches all subcommands """
from freqtrade.optimize import backtesting, hyperopt
subparsers = parser.add_subparsers(dest='subparser')
# Add backtesting subcommand
backtesting_cmd = subparsers.add_parser('backtesting', help='backtesting module')
backtesting_cmd.set_defaults(func=backtesting.start)
backtesting_cmd.add_argument(
'-l', '--live',
action='store_true',
dest='live',
help='using live data',
)
backtesting_cmd.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval in minutes (default: 5)',
dest='ticker_interval',
default=5,
type=int,
metavar='INT',
)
backtesting_cmd.add_argument(
'--realistic-simulation',
help='uses max_open_trades from config to simulate real world limitations',
action='store_true',
dest='realistic_simulation',
)
backtesting_cmd.add_argument(
'-r', '--refresh-pairs-cached',
help='refresh the pairs files in tests/testdata with the latest data from Bittrex. Use it if you want to \
run your backtesting with up-to-date data.',
action='store_true',
dest='refresh_pairs',
)
# Add hyperopt subcommand
hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
hyperopt_cmd.set_defaults(func=hyperopt.start)
hyperopt_cmd.add_argument(
'-e', '--epochs',
help='specify number of epochs (default: 100)',
dest='epochs',
default=100,
type=int,
metavar='INT',
)
hyperopt_cmd.add_argument(
'--use-mongodb',
help='parallelize evaluations with mongodb (requires mongod in PATH)',
dest='mongodb',
action='store_true',
)
hyperopt_cmd.add_argument(
'-i', '--ticker-interval',
help='specify ticker interval in minutes (default: 5)',
dest='ticker_interval',
default=5,
type=int,
metavar='INT',
)
# Required json-schema for user specified config
CONF_SCHEMA = {
'type': 'object',
'properties': {
'max_open_trades': {'type': 'integer', 'minimum': 1},
'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
'stake_amount': {'type': 'number', 'minimum': 0.0005},
'dry_run': {'type': 'boolean'},
'minimal_roi': {
'type': 'object',
'patternProperties': {
'^[0-9.]+$': {'type': 'number'}
},
'minProperties': 1
},
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
'bid_strategy': {
'type': 'object',
'properties': {
'ask_last_balance': {
'type': 'number',
'minimum': 0,
'maximum': 1,
'exclusiveMaximum': False
},
},
'required': ['ask_last_balance']
},
'exchange': {'$ref': '#/definitions/exchange'},
'experimental': {
'type': 'object',
'properties': {
'use_sell_signal': {'type': 'boolean'}
}
},
'telegram': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean'},
'token': {'type': 'string'},
'chat_id': {'type': 'string'},
},
'required': ['enabled', 'token', 'chat_id']
},
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
'internals': {
'type': 'object',
'properties': {
'process_throttle_secs': {'type': 'number'}
}
}
},
'definitions': {
'exchange': {
'type': 'object',
'properties': {
'name': {'type': 'string'},
'key': {'type': 'string'},
'secret': {'type': 'string'},
'pair_whitelist': {
'type': 'array',
'items': {
'type': 'string',
'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
},
'uniqueItems': True
}
},
'required': ['name', 'key', 'secret', 'pair_whitelist']
}
},
'anyOf': [
{'required': ['exchange']}
],
'required': [
'max_open_trades',
'stake_currency',
'stake_amount',
'dry_run',
'minimal_roi',
'bid_strategy',
'telegram'
]
}