mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 18:23:55 +00:00
09efa7b06b
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
479 lines
20 KiB
Python
479 lines
20 KiB
Python
"""
|
|
This module contains the configuration class
|
|
"""
|
|
import logging
|
|
import warnings
|
|
from copy import deepcopy
|
|
from pathlib import Path
|
|
from typing import Any, Callable, Dict, List, Optional
|
|
|
|
from freqtrade import constants
|
|
from freqtrade.configuration.check_exchange import check_exchange
|
|
from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
|
|
from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
|
|
from freqtrade.configuration.load_config import load_config_file, load_file
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.loggers import setup_logging
|
|
from freqtrade.misc import deep_merge_dicts
|
|
from freqtrade.state import NON_UTIL_MODES, TRADING_MODES, RunMode
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class Configuration:
|
|
"""
|
|
Class to read and init the bot configuration
|
|
Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
|
|
"""
|
|
|
|
def __init__(self, args: Dict[str, Any], runmode: RunMode = None) -> None:
|
|
self.args = args
|
|
self.config: Optional[Dict[str, Any]] = None
|
|
self.runmode = runmode
|
|
|
|
def get_config(self) -> Dict[str, Any]:
|
|
"""
|
|
Return the config. Use this method to get the bot config
|
|
:return: Dict: Bot config
|
|
"""
|
|
if self.config is None:
|
|
self.config = self.load_config()
|
|
|
|
return self.config
|
|
|
|
@staticmethod
|
|
def from_files(files: List[str]) -> Dict[str, Any]:
|
|
"""
|
|
Iterate through the config files passed in, loading all of them
|
|
and merging their contents.
|
|
Files are loaded in sequence, parameters in later configuration files
|
|
override the same parameter from an earlier file (last definition wins).
|
|
Runs through the whole Configuration initialization, so all expected config entries
|
|
are available to interactive environments.
|
|
:param files: List of file paths
|
|
:return: configuration dictionary
|
|
"""
|
|
c = Configuration({'config': files}, RunMode.OTHER)
|
|
return c.get_config()
|
|
|
|
def load_from_files(self, files: List[str]) -> Dict[str, Any]:
|
|
|
|
# Keep this method as staticmethod, so it can be used from interactive environments
|
|
config: Dict[str, Any] = {}
|
|
|
|
if not files:
|
|
return deepcopy(constants.MINIMAL_CONFIG)
|
|
|
|
# We expect here a list of config filenames
|
|
for path in files:
|
|
logger.info(f'Using config: {path} ...')
|
|
|
|
# Merge config options, overwriting old values
|
|
config = deep_merge_dicts(load_config_file(path), config)
|
|
|
|
# Normalize config
|
|
if 'internals' not in config:
|
|
config['internals'] = {}
|
|
# TODO: This can be deleted along with removal of deprecated
|
|
# experimental settings
|
|
if 'ask_strategy' not in config:
|
|
config['ask_strategy'] = {}
|
|
|
|
if 'pairlists' not in config:
|
|
config['pairlists'] = []
|
|
|
|
return config
|
|
|
|
def load_config(self) -> Dict[str, Any]:
|
|
"""
|
|
Extract information for sys.argv and load the bot configuration
|
|
:return: Configuration dictionary
|
|
"""
|
|
# Load all configs
|
|
config: Dict[str, Any] = self.load_from_files(self.args.get("config", []))
|
|
|
|
# Keep a copy of the original configuration file
|
|
config['original_config'] = deepcopy(config)
|
|
|
|
self._process_logging_options(config)
|
|
|
|
self._process_runmode(config)
|
|
|
|
self._process_common_options(config)
|
|
|
|
self._process_trading_options(config)
|
|
|
|
self._process_optimize_options(config)
|
|
|
|
self._process_plot_options(config)
|
|
|
|
self._process_data_options(config)
|
|
|
|
# Check if the exchange set by the user is supported
|
|
check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))
|
|
|
|
self._resolve_pairs_list(config)
|
|
|
|
process_temporary_deprecated_settings(config)
|
|
|
|
return config
|
|
|
|
def _process_logging_options(self, config: Dict[str, Any]) -> None:
|
|
"""
|
|
Extract information for sys.argv and load logging configuration:
|
|
the -v/--verbose, --logfile options
|
|
"""
|
|
# Log level
|
|
config.update({'verbosity': self.args.get('verbosity', 0)})
|
|
|
|
if 'logfile' in self.args and self.args['logfile']:
|
|
config.update({'logfile': self.args['logfile']})
|
|
|
|
setup_logging(config)
|
|
|
|
def _process_trading_options(self, config: Dict[str, Any]) -> None:
|
|
if config['runmode'] not in TRADING_MODES:
|
|
return
|
|
|
|
if config.get('dry_run', False):
|
|
logger.info('Dry run is enabled')
|
|
if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
|
|
# Default to in-memory db for dry_run if not specified
|
|
config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
|
|
else:
|
|
if not config.get('db_url', None):
|
|
config['db_url'] = constants.DEFAULT_DB_PROD_URL
|
|
logger.info('Dry run is disabled')
|
|
|
|
logger.info(f'Using DB: "{config["db_url"]}"')
|
|
|
|
def _process_common_options(self, config: Dict[str, Any]) -> None:
|
|
|
|
# Set strategy if not specified in config and or if it's non default
|
|
if self.args.get('strategy') or not config.get('strategy'):
|
|
config.update({'strategy': self.args.get('strategy')})
|
|
|
|
self._args_to_config(config, argname='strategy_path',
|
|
logstring='Using additional Strategy lookup path: {}')
|
|
|
|
if ('db_url' in self.args and self.args['db_url'] and
|
|
self.args['db_url'] != constants.DEFAULT_DB_PROD_URL):
|
|
config.update({'db_url': self.args['db_url']})
|
|
logger.info('Parameter --db-url detected ...')
|
|
|
|
if config.get('forcebuy_enable', False):
|
|
logger.warning('`forcebuy` RPC message enabled.')
|
|
|
|
# Support for sd_notify
|
|
if 'sd_notify' in self.args and self.args['sd_notify']:
|
|
config['internals'].update({'sd_notify': True})
|
|
|
|
def _process_datadir_options(self, config: Dict[str, Any]) -> None:
|
|
"""
|
|
Extract information for sys.argv and load directory configurations
|
|
--user-data, --datadir
|
|
"""
|
|
# Check exchange parameter here - otherwise `datadir` might be wrong.
|
|
if 'exchange' in self.args and self.args['exchange']:
|
|
config['exchange']['name'] = self.args['exchange']
|
|
logger.info(f"Using exchange {config['exchange']['name']}")
|
|
|
|
if 'pair_whitelist' not in config['exchange']:
|
|
config['exchange']['pair_whitelist'] = []
|
|
|
|
if 'user_data_dir' in self.args and self.args['user_data_dir']:
|
|
config.update({'user_data_dir': self.args['user_data_dir']})
|
|
elif 'user_data_dir' not in config:
|
|
# Default to cwd/user_data (legacy option ...)
|
|
config.update({'user_data_dir': str(Path.cwd() / 'user_data')})
|
|
|
|
# reset to user_data_dir so this contains the absolute path.
|
|
config['user_data_dir'] = create_userdata_dir(config['user_data_dir'], create_dir=False)
|
|
logger.info('Using user-data directory: %s ...', config['user_data_dir'])
|
|
|
|
config.update({'datadir': create_datadir(config, self.args.get('datadir', None))})
|
|
logger.info('Using data directory: %s ...', config.get('datadir'))
|
|
|
|
if self.args.get('exportfilename'):
|
|
self._args_to_config(config, argname='exportfilename',
|
|
logstring='Storing backtest results to {} ...')
|
|
config['exportfilename'] = Path(config['exportfilename'])
|
|
else:
|
|
config['exportfilename'] = (config['user_data_dir']
|
|
/ 'backtest_results')
|
|
|
|
def _process_optimize_options(self, config: Dict[str, Any]) -> None:
|
|
|
|
# This will override the strategy configuration
|
|
self._args_to_config(config, argname='timeframe',
|
|
logstring='Parameter -i/--timeframe detected ... '
|
|
'Using timeframe: {} ...')
|
|
|
|
self._args_to_config(config, argname='position_stacking',
|
|
logstring='Parameter --enable-position-stacking detected ...')
|
|
|
|
self._args_to_config(
|
|
config, argname='enable_protections',
|
|
logstring='Parameter --enable-protections detected, enabling Protections. ...')
|
|
|
|
if 'use_max_market_positions' in self.args and not self.args["use_max_market_positions"]:
|
|
config.update({'use_max_market_positions': False})
|
|
logger.info('Parameter --disable-max-market-positions detected ...')
|
|
logger.info('max_open_trades set to unlimited ...')
|
|
elif 'max_open_trades' in self.args and self.args['max_open_trades']:
|
|
config.update({'max_open_trades': self.args['max_open_trades']})
|
|
logger.info('Parameter --max-open-trades detected, '
|
|
'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
|
|
elif config['runmode'] in NON_UTIL_MODES:
|
|
logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
|
|
# Setting max_open_trades to infinite if -1
|
|
if config.get('max_open_trades') == -1:
|
|
config['max_open_trades'] = float('inf')
|
|
|
|
if self.args.get('stake_amount', None):
|
|
# Convert explicitly to float to support CLI argument for both unlimited and value
|
|
try:
|
|
self.args['stake_amount'] = float(self.args['stake_amount'])
|
|
except ValueError:
|
|
pass
|
|
|
|
self._args_to_config(config, argname='stake_amount',
|
|
logstring='Parameter --stake-amount detected, '
|
|
'overriding stake_amount to: {} ...')
|
|
self._args_to_config(config, argname='dry_run_wallet',
|
|
logstring='Parameter --dry-run-wallet detected, '
|
|
'overriding dry_run_wallet to: {} ...')
|
|
self._args_to_config(config, argname='fee',
|
|
logstring='Parameter --fee detected, '
|
|
'setting fee to: {} ...')
|
|
|
|
self._args_to_config(config, argname='timerange',
|
|
logstring='Parameter --timerange detected: {} ...')
|
|
|
|
self._process_datadir_options(config)
|
|
|
|
self._args_to_config(config, argname='strategy_list',
|
|
logstring='Using strategy list of {} strategies', logfun=len)
|
|
|
|
self._args_to_config(config, argname='timeframe',
|
|
logstring='Overriding timeframe with Command line argument')
|
|
|
|
self._args_to_config(config, argname='export',
|
|
logstring='Parameter --export detected: {} ...')
|
|
|
|
# Edge section:
|
|
if 'stoploss_range' in self.args and self.args["stoploss_range"]:
|
|
txt_range = eval(self.args["stoploss_range"])
|
|
config['edge'].update({'stoploss_range_min': txt_range[0]})
|
|
config['edge'].update({'stoploss_range_max': txt_range[1]})
|
|
config['edge'].update({'stoploss_range_step': txt_range[2]})
|
|
logger.info('Parameter --stoplosses detected: %s ...', self.args["stoploss_range"])
|
|
|
|
# Hyperopt section
|
|
self._args_to_config(config, argname='hyperopt',
|
|
logstring='Using Hyperopt class name: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_path',
|
|
logstring='Using additional Hyperopt lookup path: {}')
|
|
|
|
self._args_to_config(config, argname='hyperoptexportfilename',
|
|
logstring='Using hyperopt file: {}')
|
|
|
|
self._args_to_config(config, argname='epochs',
|
|
logstring='Parameter --epochs detected ... '
|
|
'Will run Hyperopt with for {} epochs ...'
|
|
)
|
|
|
|
self._args_to_config(config, argname='spaces',
|
|
logstring='Parameter -s/--spaces detected: {}')
|
|
|
|
self._args_to_config(config, argname='print_all',
|
|
logstring='Parameter --print-all detected ...')
|
|
|
|
if 'print_colorized' in self.args and not self.args["print_colorized"]:
|
|
logger.info('Parameter --no-color detected ...')
|
|
config.update({'print_colorized': False})
|
|
else:
|
|
config.update({'print_colorized': True})
|
|
|
|
self._args_to_config(config, argname='print_json',
|
|
logstring='Parameter --print-json detected ...')
|
|
|
|
self._args_to_config(config, argname='export_csv',
|
|
logstring='Parameter --export-csv detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_jobs',
|
|
logstring='Parameter -j/--job-workers detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_random_state',
|
|
logstring='Parameter --random-state detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_min_trades',
|
|
logstring='Parameter --min-trades detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_loss',
|
|
logstring='Using Hyperopt loss class name: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_show_index',
|
|
logstring='Parameter -n/--index detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_best',
|
|
logstring='Parameter --best detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_profitable',
|
|
logstring='Parameter --profitable detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_min_trades',
|
|
logstring='Parameter --min-trades detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_max_trades',
|
|
logstring='Parameter --max-trades detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_min_avg_time',
|
|
logstring='Parameter --min-avg-time detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_max_avg_time',
|
|
logstring='Parameter --max-avg-time detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
|
|
logstring='Parameter --min-avg-profit detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_max_avg_profit',
|
|
logstring='Parameter --max-avg-profit detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_min_total_profit',
|
|
logstring='Parameter --min-total-profit detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_max_total_profit',
|
|
logstring='Parameter --max-total-profit detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_min_objective',
|
|
logstring='Parameter --min-objective detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_max_objective',
|
|
logstring='Parameter --max-objective detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_list_no_details',
|
|
logstring='Parameter --no-details detected: {}')
|
|
|
|
self._args_to_config(config, argname='hyperopt_show_no_header',
|
|
logstring='Parameter --no-header detected: {}')
|
|
|
|
def _process_plot_options(self, config: Dict[str, Any]) -> None:
|
|
|
|
self._args_to_config(config, argname='pairs',
|
|
logstring='Using pairs {}')
|
|
|
|
self._args_to_config(config, argname='indicators1',
|
|
logstring='Using indicators1: {}')
|
|
|
|
self._args_to_config(config, argname='indicators2',
|
|
logstring='Using indicators2: {}')
|
|
|
|
self._args_to_config(config, argname='trade_ids',
|
|
logstring='Filtering on trade_ids: {}')
|
|
|
|
self._args_to_config(config, argname='plot_limit',
|
|
logstring='Limiting plot to: {}')
|
|
|
|
self._args_to_config(config, argname='trade_source',
|
|
logstring='Using trades from: {}')
|
|
|
|
self._args_to_config(config, argname='erase',
|
|
logstring='Erase detected. Deleting existing data.')
|
|
|
|
self._args_to_config(config, argname='no_trades',
|
|
logstring='Parameter --no-trades detected.')
|
|
|
|
self._args_to_config(config, argname='timeframes',
|
|
logstring='timeframes --timeframes: {}')
|
|
|
|
self._args_to_config(config, argname='days',
|
|
logstring='Detected --days: {}')
|
|
|
|
self._args_to_config(config, argname='download_trades',
|
|
logstring='Detected --dl-trades: {}')
|
|
|
|
self._args_to_config(config, argname='dataformat_ohlcv',
|
|
logstring='Using "{}" to store OHLCV data.')
|
|
|
|
self._args_to_config(config, argname='dataformat_trades',
|
|
logstring='Using "{}" to store trades data.')
|
|
|
|
def _process_data_options(self, config: Dict[str, Any]) -> None:
|
|
|
|
self._args_to_config(config, argname='new_pairs_days',
|
|
logstring='Detected --new-pairs-days: {}')
|
|
|
|
def _process_runmode(self, config: Dict[str, Any]) -> None:
|
|
|
|
self._args_to_config(config, argname='dry_run',
|
|
logstring='Parameter --dry-run detected, '
|
|
'overriding dry_run to: {} ...')
|
|
|
|
if not self.runmode:
|
|
# Handle real mode, infer dry/live from config
|
|
self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
|
|
logger.info(f"Runmode set to {self.runmode.value}.")
|
|
|
|
config.update({'runmode': self.runmode})
|
|
|
|
def _args_to_config(self, config: Dict[str, Any], argname: str,
|
|
logstring: str, logfun: Optional[Callable] = None,
|
|
deprecated_msg: Optional[str] = None) -> None:
|
|
"""
|
|
:param config: Configuration dictionary
|
|
:param argname: Argumentname in self.args - will be copied to config dict.
|
|
:param logstring: Logging String
|
|
:param logfun: logfun is applied to the configuration entry before passing
|
|
that entry to the log string using .format().
|
|
sample: logfun=len (prints the length of the found
|
|
configuration instead of the content)
|
|
"""
|
|
if (argname in self.args and self.args[argname] is not None
|
|
and self.args[argname] is not False):
|
|
|
|
config.update({argname: self.args[argname]})
|
|
if logfun:
|
|
logger.info(logstring.format(logfun(config[argname])))
|
|
else:
|
|
logger.info(logstring.format(config[argname]))
|
|
if deprecated_msg:
|
|
warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
|
|
|
|
def _resolve_pairs_list(self, config: Dict[str, Any]) -> None:
|
|
"""
|
|
Helper for download script.
|
|
Takes first found:
|
|
* -p (pairs argument)
|
|
* --pairs-file
|
|
* whitelist from config
|
|
"""
|
|
|
|
if "pairs" in config:
|
|
config['exchange']['pair_whitelist'] = config['pairs']
|
|
return
|
|
|
|
if "pairs_file" in self.args and self.args["pairs_file"]:
|
|
pairs_file = Path(self.args["pairs_file"])
|
|
logger.info(f'Reading pairs file "{pairs_file}".')
|
|
# Download pairs from the pairs file if no config is specified
|
|
# or if pairs file is specified explicitely
|
|
if not pairs_file.exists():
|
|
raise OperationalException(f'No pairs file found with path "{pairs_file}".')
|
|
config['pairs'] = load_file(pairs_file)
|
|
config['pairs'].sort()
|
|
return
|
|
|
|
if 'config' in self.args and self.args['config']:
|
|
logger.info("Using pairlist from configuration.")
|
|
config['pairs'] = config.get('exchange', {}).get('pair_whitelist')
|
|
else:
|
|
# Fall back to /dl_path/pairs.json
|
|
pairs_file = config['datadir'] / 'pairs.json'
|
|
if pairs_file.exists():
|
|
config['pairs'] = load_file(pairs_file)
|
|
if 'pairs' in config:
|
|
config['pairs'].sort()
|