freqtrade_origin/freqtrade/configuration/config_validation.py
2021-03-30 20:20:24 +02:00

189 lines
7.0 KiB
Python

import logging
from copy import deepcopy
from typing import Any, Dict
from jsonschema import Draft4Validator, validators
from jsonschema.exceptions import ValidationError, best_match
from freqtrade import constants
from freqtrade.exceptions import OperationalException
from freqtrade.state import RunMode
logger = logging.getLogger(__name__)
def _extend_validator(validator_class):
"""
Extended validator for the Freqtrade configuration JSON Schema.
Currently it only handles defaults for subschemas.
"""
validate_properties = validator_class.VALIDATORS['properties']
def set_defaults(validator, properties, instance, schema):
for prop, subschema in properties.items():
if 'default' in subschema:
instance.setdefault(prop, subschema['default'])
for error in validate_properties(
validator, properties, instance, schema,
):
yield error
return validators.extend(
validator_class, {'properties': set_defaults}
)
FreqtradeValidator = _extend_validator(Draft4Validator)
def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
"""
Validate the configuration follow the Config Schema
:param conf: Config in JSON format
:return: Returns the config if valid, otherwise throw an exception
"""
conf_schema = deepcopy(constants.CONF_SCHEMA)
if conf.get('runmode', RunMode.OTHER) in (RunMode.DRY_RUN, RunMode.LIVE):
conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
elif conf.get('runmode', RunMode.OTHER) in (RunMode.BACKTEST, RunMode.HYPEROPT):
conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED
else:
conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
try:
FreqtradeValidator(conf_schema).validate(conf)
return conf
except ValidationError as e:
logger.critical(
f"Invalid configuration. Reason: {e}"
)
raise ValidationError(
best_match(Draft4Validator(conf_schema).iter_errors(conf)).message
)
def validate_config_consistency(conf: Dict[str, Any]) -> None:
"""
Validate the configuration consistency.
Should be ran after loading both configuration and strategy,
since strategies can set certain configuration settings too.
:param conf: Config in JSON format
:return: Returns None if everything is ok, otherwise throw an OperationalException
"""
# validating trailing stoploss
_validate_trailing_stoploss(conf)
_validate_price_config(conf)
_validate_edge(conf)
_validate_whitelist(conf)
_validate_protections(conf)
_validate_unlimited_amount(conf)
# validate configuration before returning
logger.info('Validating configuration ...')
validate_config_schema(conf)
def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
"""
If edge is disabled, either max_open_trades or stake_amount need to be set.
:raise: OperationalException if config validation failed
"""
if (not conf.get('edge', {}).get('enabled')
and conf.get('max_open_trades') == float('inf')
and conf.get('stake_amount') == constants.UNLIMITED_STAKE_AMOUNT):
raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.")
def _validate_price_config(conf: Dict[str, Any]) -> None:
"""
When using market orders, price sides must be using the "other" side of the price
"""
if (conf.get('order_types', {}).get('buy') == 'market'
and conf.get('bid_strategy', {}).get('price_side') != 'ask'):
raise OperationalException('Market buy orders require bid_strategy.price_side = "ask".')
if (conf.get('order_types', {}).get('sell') == 'market'
and conf.get('ask_strategy', {}).get('price_side') != 'bid'):
raise OperationalException('Market sell orders require ask_strategy.price_side = "bid".')
def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
if conf.get('stoploss') == 0.0:
raise OperationalException(
'The config stoploss needs to be different from 0 to avoid problems with sell orders.'
)
# Skip if trailing stoploss is not activated
if not conf.get('trailing_stop', False):
return
tsl_positive = float(conf.get('trailing_stop_positive', 0))
tsl_offset = float(conf.get('trailing_stop_positive_offset', 0))
tsl_only_offset = conf.get('trailing_only_offset_is_reached', False)
if tsl_only_offset:
if tsl_positive == 0.0:
raise OperationalException(
'The config trailing_only_offset_is_reached needs '
'trailing_stop_positive_offset to be more than 0 in your config.')
if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive:
raise OperationalException(
'The config trailing_stop_positive_offset needs '
'to be greater than trailing_stop_positive in your config.')
# Fetch again without default
if 'trailing_stop_positive' in conf and float(conf['trailing_stop_positive']) == 0.0:
raise OperationalException(
'The config trailing_stop_positive needs to be different from 0 '
'to avoid problems with sell orders.'
)
def _validate_edge(conf: Dict[str, Any]) -> None:
"""
Edge and Dynamic whitelist should not both be enabled, since edge overrides dynamic whitelists.
"""
if not conf.get('edge', {}).get('enabled'):
return
if not conf.get('ask_strategy', {}).get('use_sell_signal', True):
raise OperationalException(
"Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
)
def _validate_whitelist(conf: Dict[str, Any]) -> None:
"""
Dynamic whitelist does not require pair_whitelist to be set - however StaticWhitelist does.
"""
if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT,
RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]:
return
for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
if (pl.get('method') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")
def _validate_protections(conf: Dict[str, Any]) -> None:
"""
Validate protection configuration validity
"""
for prot in conf.get('protections', []):
if ('stop_duration' in prot and 'stop_duration_candles' in prot):
raise OperationalException(
"Protections must specify either `stop_duration` or `stop_duration_candles`.\n"
f"Please fix the protection {prot.get('method')}"
)
if ('lookback_period' in prot and 'lookback_period_candles' in prot):
raise OperationalException(
"Protections must specify either `lookback_period` or `lookback_period_candles`.\n"
f"Please fix the protection {prot.get('method')}"
)