class Worker:
"""
Freqtradebot worker class
"""
def __init__(self,
args: Dict[str, Any],
config: Dict[str, Any] = None) -> None:
"""
Init all variables and objects the bot needs to work
"""
logger.info(f"Starting worker {__version__}")
self._args = args
self._config = config
self._init(False)
self.last_throttle_start_time: float = 0
self._heartbeat_msg: float = 0
# Tell systemd that we completed initialization phase
self._notify("READY=1")
def _init(self, reconfig: bool) -> None:
"""
Also called from the _reconfigure() method (with reconfig=True).
"""
if reconfig or self._config is None:
# Load configuration
self._config = Configuration(self._args, None).get_config()
# Init the instance of the bot
self.freqtrade = FreqtradeBot(self._config)
internals_config = self._config.get('internals', {})
self._throttle_secs = internals_config.get(
'process_throttle_secs', constants.PROCESS_THROTTLE_SECS)
self._heartbeat_interval = internals_config.get(
'heartbeat_interval', 60)
self._sd_notify = sdnotify.SystemdNotifier() if \
self._config.get('internals', {}).get('sd_notify', False) else None
def _notify(self, message: str) -> None:
"""
Removes the need to verify in all occurances if sd_notify is enabled
:param message: Message to send to systemd if it's enabled.
"""
if self._sd_notify:
logger.debug(f"sd_notify: {message}")
self._sd_notify.notify(message)
def run(self) -> None:
state = None
while True:
state = self._worker(old_state=state)
if state == State.RELOAD_CONFIG:
self._reconfigure()
def _worker(self, old_state: Optional[State]) -> State:
"""
The main routine that runs each throttling iteration and handles the states.
:param old_state: the previous service state from the previous call
:return: current service state
"""
state = self.freqtrade.state
# Log state transition
if state != old_state:
self.freqtrade.notify_status(f'{state.name.lower()}')
logger.info(f"Changing state to: {state.name}")
if state == State.RUNNING:
self.freqtrade.startup()
if state == State.STOPPED:
self.freqtrade.check_for_open_trades()
# Reset heartbeat timestamp to log the heartbeat message at
# first throttling iteration when the state changes
self._heartbeat_msg = 0
if state == State.STOPPED:
# Ping systemd watchdog before sleeping in the stopped state
self._notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
self._throttle(func=self._process_stopped,
throttle_secs=self._throttle_secs)
elif state == State.RUNNING:
# Ping systemd watchdog before throttling
self._notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
self._throttle(func=self._process_running,
throttle_secs=self._throttle_secs)
if self._heartbeat_interval:
now = time.time()
if (now - self._heartbeat_msg) > self._heartbeat_interval:
logger.info(f"Bot heartbeat. PID={getpid()}, "
f"version='{__version__}', state='{state.name}'")
self._heartbeat_msg = now
return state
def _throttle(self, func: Callable[..., Any], throttle_secs: float, *args,
**kwargs) -> Any:
"""
Throttles the given callable that it
takes at least `min_secs` to finish execution.
:param func: Any callable
:param throttle_secs: throttling interation execution time limit in seconds
:return: Any (result of execution of func)
"""
self.last_throttle_start_time = time.time()
logger.debug("========================================")
result = func(*args, **kwargs)
time_passed = time.time() - self.last_throttle_start_time
sleep_duration = max(throttle_secs - time_passed, 0.0)
logger.debug(
f"Throttling with '{func.__name__}()': sleep for {sleep_duration:.2f} s, "
f"last iteration took {time_passed:.2f} s.")
time.sleep(sleep_duration)
return result
def _process_stopped(self) -> None:
self.freqtrade.process_stopped()
def _process_running(self) -> None:
try:
self.freqtrade.process()
except TemporaryError as error:
logger.warning(
f"Error: {error}, retrying in {constants.RETRY_TIMEOUT} seconds..."
)
time.sleep(constants.RETRY_TIMEOUT)
except OperationalException:
tb = traceback.format_exc()
hint = 'Issue `/start` if you think it is safe to restart.'
self.freqtrade.notify_status(
f'OperationalException:\n```\n{tb}```{hint}')
logger.exception('OperationalException. Stopping trader ...')
self.freqtrade.state = State.STOPPED
def _reconfigure(self) -> None:
"""
Cleans up current freqtradebot instance, reloads the configuration and
replaces it with the new instance
"""
# Tell systemd that we initiated reconfiguration
self._notify("RELOADING=1")
# Clean up current freqtrade modules
self.freqtrade.cleanup()
# Load and validate config and create new instance of the bot
self._init(True)
self.freqtrade.notify_status('config reloaded')
# Tell systemd that we completed reconfiguration
self._notify("READY=1")
def exit(self) -> None:
# Tell systemd that we are exiting now
self._notify("STOPPING=1")
if self.freqtrade:
self.freqtrade.notify_status('process died')
self.freqtrade.cleanup()
def plot_profit(args: Namespace) -> None:
"""
Plots the total profit for all pairs.
Note, the profit calculation isn't realistic.
But should be somewhat proportional, and therefor useful
in helping out to find a good algorithm.
"""
# We need to use the same pairs, same tick_interval
# and same timeperiod as used in backtesting
# to match the tickerdata against the profits-results
timerange = Arguments.parse_timerange(args.timerange)
config = Configuration(args).get_config()
# Init strategy
try:
strategy = StrategyResolver({
'strategy': config.get('strategy')
}).strategy
except AttributeError:
logger.critical(
'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
config.get('strategy'))
exit(1)
# Load the profits results
try:
filename = args.exportfilename
with open(filename) as file:
data = json.load(file)
except FileNotFoundError:
logger.critical(
'File "backtest-result.json" not found. This script require backtesting '
'results to run.\nPlease run a backtesting with the parameter --export.'
)
exit(1)
# Take pairs from the cli otherwise switch to the pair in the config file
if args.pair:
filter_pairs = args.pair
filter_pairs = filter_pairs.split(',')
else:
filter_pairs = config['exchange']['pair_whitelist']
tick_interval = strategy.ticker_interval
pairs = config['exchange']['pair_whitelist']
if filter_pairs:
pairs = list(set(pairs) & set(filter_pairs))
logger.info('Filter, keep pairs %s' % pairs)
tickers = history.load_data(datadir=Path(config.get('datadir')),
pairs=pairs,
ticker_interval=tick_interval,
refresh_pairs=False,
timerange=timerange)
dataframes = strategy.tickerdata_to_dataframe(tickers)
# NOTE: the dataframes are of unequal length,
# 'dates' is an merged date array of them all.
dates = misc.common_datearray(dataframes)
min_date = int(min(dates).timestamp())
max_date = int(max(dates).timestamp())
num_iterations = define_index(min_date, max_date, tick_interval) + 1
# Make an average close price of all the pairs that was involved.
# this could be useful to gauge the overall market trend
# We are essentially saying:
# array <- sum dataframes[*]['close'] / num_items dataframes
# FIX: there should be some onliner numpy/panda for this
avgclose = np.zeros(num_iterations)
num = 0
for pair, pair_data in dataframes.items():
close = pair_data['close']
maxprice = max(close) # Normalize price to [0,1]
logger.info('Pair %s has length %s' % (pair, len(close)))
for x in range(0, len(close)):
avgclose[x] += close[x] / maxprice
# avgclose += close
num += 1
avgclose /= num
# make an profits-growth array
pg = make_profit_array(data, num_iterations, min_date, tick_interval,
filter_pairs)
#
# Plot the pairs average close prices, and total profit growth
#
avgclose = go.Scattergl(
x=dates,
y=avgclose,
name='Avg close price',
)
profit = go.Scattergl(
x=dates,
y=pg,
name='Profit',
)
fig = tools.make_subplots(rows=3,
cols=1,
shared_xaxes=True,
row_width=[1, 1, 1])
fig.append_trace(avgclose, 1, 1)
fig.append_trace(profit, 2, 1)
for pair in pairs:
pg = make_profit_array(data, num_iterations, min_date, tick_interval,
pair)
pair_profit = go.Scattergl(
x=dates,
y=pg,
name=pair,
)
fig.append_trace(pair_profit, 3, 1)
plot(fig,
filename=str(
Path('user_data').joinpath('freqtrade-profit-plot.html')))
class Worker(object):
"""
Freqtradebot worker class
"""
def __init__(self, args: Namespace, config=None) -> None:
"""
Init all variables and objects the bot needs to work
"""
logger.info('Starting worker %s', __version__)
self._args = args
self._config = config
self._init(False)
# Tell systemd that we completed initialization phase
if self._sd_notify:
logger.debug("sd_notify: READY=1")
self._sd_notify.notify("READY=1")
def _init(self, reconfig: bool) -> None:
"""
Also called from the _reconfigure() method (with reconfig=True).
"""
if reconfig or self._config is None:
# Load configuration
self._config = Configuration(self._args, None).get_config()
# Init the instance of the bot
self.freqtrade = FreqtradeBot(self._config)
self._throttle_secs = self._config.get('internals', {}).get(
'process_throttle_secs', constants.PROCESS_THROTTLE_SECS)
self._sd_notify = sdnotify.SystemdNotifier() if \
self._config.get('internals', {}).get('sd_notify', False) else None
@property
def state(self) -> State:
return self.freqtrade.state
@state.setter
def state(self, value: State) -> None:
self.freqtrade.state = value
def run(self) -> None:
state = None
while True:
state = self._worker(old_state=state)
if state == State.RELOAD_CONF:
self._reconfigure()
def _worker(self,
old_state: Optional[State],
throttle_secs: Optional[float] = None) -> State:
"""
Trading routine that must be run at each loop
:param old_state: the previous service state from the previous call
:return: current service state
"""
state = self.freqtrade.state
if throttle_secs is None:
throttle_secs = self._throttle_secs
# Log state transition
if state != old_state:
self.freqtrade.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'{state.name.lower()}'
})
logger.info('Changing state to: %s', state.name)
if state == State.RUNNING:
self.freqtrade.startup()
if state == State.STOPPED:
# Ping systemd watchdog before sleeping in the stopped state
if self._sd_notify:
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
time.sleep(throttle_secs)
elif state == State.RUNNING:
# Ping systemd watchdog before throttling
if self._sd_notify:
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
self._throttle(func=self._process, min_secs=throttle_secs)
return state
def _throttle(self, 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 _process(self) -> None:
logger.debug("========================================")
try:
self.freqtrade.process()
except TemporaryError as error:
logger.warning(
f"Error: {error}, retrying in {constants.RETRY_TIMEOUT} seconds..."
)
time.sleep(constants.RETRY_TIMEOUT)
except OperationalException:
tb = traceback.format_exc()
hint = 'Issue `/start` if you think it is safe to restart.'
self.freqtrade.rpc.send_msg({
'type':
RPCMessageType.STATUS_NOTIFICATION,
'status':
f'OperationalException:\n```\n{tb}```{hint}'
})
logger.exception('OperationalException. Stopping trader ...')
self.freqtrade.state = State.STOPPED
def _reconfigure(self) -> None:
"""
Cleans up current freqtradebot instance, reloads the configuration and
replaces it with the new instance
"""
# Tell systemd that we initiated reconfiguration
if self._sd_notify:
logger.debug("sd_notify: RELOADING=1")
self._sd_notify.notify("RELOADING=1")
# Clean up current freqtrade modules
self.freqtrade.cleanup()
# Load and validate config and create new instance of the bot
self._init(True)
self.freqtrade.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': 'config reloaded'
})
# Tell systemd that we completed reconfiguration
if self._sd_notify:
logger.debug("sd_notify: READY=1")
self._sd_notify.notify("READY=1")
def exit(self) -> None:
# Tell systemd that we are exiting now
if self._sd_notify:
logger.debug("sd_notify: STOPPING=1")
self._sd_notify.notify("STOPPING=1")
if self.freqtrade:
self.freqtrade.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': 'process died'
})
self.freqtrade.cleanup()
class Worker:
"""
Freqtradebot worker class
"""
def __init__(self, args: Dict[str, Any], config=None) -> None:
"""
Init all variables and objects the bot needs to work
"""
logger.info('Starting worker %s', __version__)
self._args = args
self._config = config
self._init(False)
# Tell systemd that we completed initialization phase
if self._sd_notify:
logger.debug("sd_notify: READY=1")
self._sd_notify.notify("READY=1")
def _init(self, reconfig: bool) -> None:
"""
Also called from the _reconfigure() method (with reconfig=True).
"""
# Salvar arquivo de Configurações JSON do Banco de Dados
try:
connection = psycopg2.connect(user=os.getenv('DB_USER'),
password=os.getenv('DB_PASSWORD'),
host=os.getenv('DB_HOST'),
port=os.getenv('DB_PORT'),
database=os.getenv('DB_NAME'))
cursor = connection.cursor()
query = "SELECT config_json FROM usuarios WHERE id={};".format(
str(os.getenv('id_usuario')))
# Pega o resultado do Banco de Dados e salva em um arquivo JSON
cursor.execute(query)
record = cursor.fetchone()
tempString = str(record)
tempString2 = tempString.lstrip("(")
tempString3 = tempString2.rstrip(",)")
resultado = ast.literal_eval(tempString3)
with open('config.json', 'w') as outfile:
json.dump(resultado, outfile, indent=4)
print("JSON Saved")
except (Exception, psycopg2.Error) as error:
print("Error while connecting to PostgreSQL", error)
finally:
# Closing database connection.
if (connection):
cursor.close()
connection.close()
if reconfig or self._config is None:
# Load configuration
self._config = Configuration(self._args, None).get_config()
# Init the instance of the bot
self.freqtrade = FreqtradeBot(self._config)
self._throttle_secs = self._config.get('internals', {}).get(
'process_throttle_secs', constants.PROCESS_THROTTLE_SECS)
self._sd_notify = sdnotify.SystemdNotifier() if \
self._config.get('internals', {}).get('sd_notify', False) else None
@property
def state(self) -> State:
return self.freqtrade.state
@state.setter
def state(self, value: State) -> None:
self.freqtrade.state = value
def run(self) -> None:
state = None
while True:
state = self._worker(old_state=state)
if state == State.RELOAD_CONF:
self._reconfigure()
def _worker(self,
old_state: Optional[State],
throttle_secs: Optional[float] = None) -> State:
"""
Trading routine that must be run at each loop
:param old_state: the previous service state from the previous call
:return: current service state
"""
state = self.freqtrade.state
if throttle_secs is None:
throttle_secs = self._throttle_secs
# Log state transition
if state != old_state:
self.freqtrade.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': f'{state.name.lower()}'
})
logger.info('Changing state to: %s', state.name)
if state == State.RUNNING:
self.freqtrade.startup()
if state == State.STOPPED:
# Ping systemd watchdog before sleeping in the stopped state
if self._sd_notify:
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: STOPPED.")
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: STOPPED.")
time.sleep(throttle_secs)
elif state == State.RUNNING:
# Ping systemd watchdog before throttling
if self._sd_notify:
logger.debug("sd_notify: WATCHDOG=1\\nSTATUS=State: RUNNING.")
self._sd_notify.notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
self._throttle(func=self._process, min_secs=throttle_secs)
return state
def _throttle(self, 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 _process(self) -> None:
logger.debug("========================================")
try:
self.freqtrade.process()
except TemporaryError as error:
logger.warning(
f"Error: {error}, retrying in {constants.RETRY_TIMEOUT} seconds..."
)
time.sleep(constants.RETRY_TIMEOUT)
except OperationalException:
tb = traceback.format_exc()
hint = 'Issue `/start` if you think it is safe to restart.'
self.freqtrade.rpc.send_msg({
'type':
RPCMessageType.STATUS_NOTIFICATION,
'status':
f'OperationalException:\n```\n{tb}```{hint}'
})
logger.exception('OperationalException. Stopping trader ...')
self.freqtrade.state = State.STOPPED
def _reconfigure(self) -> None:
"""
Cleans up current freqtradebot instance, reloads the configuration and
replaces it with the new instance
"""
# Tell systemd that we initiated reconfiguration
if self._sd_notify:
logger.debug("sd_notify: RELOADING=1")
self._sd_notify.notify("RELOADING=1")
# Clean up current freqtrade modules
self.freqtrade.cleanup()
# Load and validate config and create new instance of the bot
self._init(True)
self.freqtrade.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': 'config reloaded'
})
# Tell systemd that we completed reconfiguration
if self._sd_notify:
logger.debug("sd_notify: READY=1")
self._sd_notify.notify("READY=1")
def exit(self) -> None:
# Tell systemd that we are exiting now
if self._sd_notify:
logger.debug("sd_notify: STOPPING=1")
self._sd_notify.notify("STOPPING=1")
if self.freqtrade:
self.freqtrade.rpc.send_msg({
'type': RPCMessageType.STATUS_NOTIFICATION,
'status': 'process died'
})
self.freqtrade.cleanup()
