def set_routes(self, routes: List[Any]) -> None:
self._reset()
self.routes = []
for r in routes:
# validate strategy
strategy_name = r[3]
if jh.is_unit_testing():
exists = jh.file_exists(
f"{sys.path[0]}/jesse/strategies/{strategy_name}/__init__.py"
)
else:
exists = jh.file_exists(
f'strategies/{strategy_name}/__init__.py')
if not exists:
raise exceptions.InvalidRoutes(
f'A strategy with the name of "{r[3]}" could not be found.'
)
# validate timeframe
route_timeframe = r[2]
all_timeframes = [
timeframe for timeframe in jh.class_iter(timeframes)
]
if route_timeframe not in all_timeframes:
raise exceptions.InvalidRoutes(
f'Timeframe "{route_timeframe}" is invalid. Supported timeframes are {", ".join(all_timeframes)}'
)
self.routes.append(Route(*r))
def set_routes(self, routes: List[Any]) -> None:
self._reset()
self.routes = []
for r in routes:
# validate strategy
strategy_name = r[3]
if jh.is_unit_testing():
exists = jh.file_exists(sys.path[0] + '/jesse/strategies/{}/__init__.py'.format(strategy_name))
else:
exists = jh.file_exists('strategies/{}/__init__.py'.format(strategy_name))
if not exists:
raise exceptions.InvalidRoutes(
'A strategy with the name of "{}" could not be found.'.format(r[3]))
# validate timeframe
timeframe = r[2]
if timeframe not in ['1m', '3m', '5m', '15m', '30m', '45m', '1h', '2h', '3h', '4h', '6h', '8h', '12h', '1D', '3D', '1W'']:
raise exceptions.InvalidRoutes(
'Timeframe "{}" is invalid. Supported timeframes are 1m, 3m, 5m, 15m, 30m, 45m, 1h, 2h, 3h, 4h, 6h, 8h, 12h, 1D, 3D, 1W'.format(
timeframe)
)
self.routes.append(Route(*r))
def set_routes(self, routes):
self.routes = []
for r in routes:
# validate strategy
import jesse.helpers as jh
from jesse import exceptions
strategy_name = r[3]
if jh.is_unit_testing():
exists = jh.file_exists(
'jesse/strategies/{}/__init__.py'.format(strategy_name))
else:
exists = jh.file_exists(
'strategies/{}/__init__.py'.format(strategy_name))
if not exists:
raise exceptions.InvalidRoutes(
'A strategy with the name of "{}" could not be found.'.
format(r[3]))
# validate timeframe
timeframe = r[2]
if timeframe not in [
'1m', '3m', '5m', '15m', '30m', '1h', '2h', '3h', '4h',
'6h', '8h', '1D'
]:
raise exceptions.InvalidRoutes(
'Timeframe "{}" is invalid. Supported timeframes are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 3h, 4h, 6h, 8h, 1D'
.format(timeframe))
self.routes.append(Route(*r))
def set_routes(self, routes: List[Any]) -> None:
self._reset()
self.routes = []
for r in routes:
# validate strategy that the strategy file exists (if sent as a string)
if isinstance(r["strategy"], str):
strategy_name = r["strategy"]
if jh.is_unit_testing():
path = sys.path[0]
# live plugin
if path.endswith('jesse-live'):
strategies_dir = f'{sys.path[0]}/tests/strategies'
# main framework
else:
strategies_dir = f'{sys.path[0]}/jesse/strategies'
exists = jh.file_exists(
f"{strategies_dir}/{strategy_name}/__init__.py")
else:
exists = jh.file_exists(
f'strategies/{strategy_name}/__init__.py')
else:
exists = True
if not exists and isinstance(r["strategy"], str):
raise exceptions.InvalidRoutes(
f'A strategy with the name of "{r["strategy"]}" could not be found.'
)
self.routes.append(
Route(r["exchange"], r["symbol"], r["timeframe"],
r["strategy"], None))
def set_routes(self, routes: List[Any]) -> None:
self._reset()
self.routes = []
for r in routes:
# validate strategy
strategy_name = r[3]
if jh.is_unit_testing():
exists = jh.file_exists(sys.path[0] + '/jesse/strategies/{}/__init__.py'.format(strategy_name))
else:
exists = jh.file_exists('strategies/{}/__init__.py'.format(strategy_name))
if not exists:
raise exceptions.InvalidRoutes(
'A strategy with the name of "{}" could not be found.'.format(r[3]))
# validate timeframe
route_timeframe = r[2]
all_timeframes = [timeframe for timeframe in jh.class_iter(timeframes)]
if route_timeframe not in all_timeframes:
raise exceptions.InvalidRoutes(
'Timeframe "{}" is invalid. Supported timeframes are {}'.format(
route_timeframe, ', '.join(all_timeframes))
)
self.routes.append(Route(*r))
def __init__(self, iterations: int, population_size: int, solution_len: int,
charset: str = '()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvw',
fitness_goal: float = 1,
options: Dict[str, Union[bool, Any]] = None) -> None:
self.started_index = 0
self.start_time = jh.now_to_timestamp()
self.population = []
self.iterations = iterations
self.population_size = population_size
self.solution_len = solution_len
self.charset = charset
self.fitness_goal = fitness_goal
self.cpu_cores = 0
if options is None:
self.options = {}
else:
self.options = options
os.makedirs('./storage/temp/optimize', exist_ok=True)
self.temp_path = f"./storage/temp/optimize/{self.options['strategy_name']}-{self.options['exchange']}-{self.options['symbol']}-{self.options['timeframe']}-{self.options['start_date']}-{self.options['finish_date']}.pickle"
if fitness_goal > 1 or fitness_goal < 0:
raise ValueError('fitness scores must be between 0 and 1')
# if temp file exists, load data to resume previous session
if jh.file_exists(self.temp_path):
if click.confirm('Previous session detected. Do you want to resume?', default=True):
self.load_progress()
def report_exception(
description: str, traceback: str, mode: str, attach_logs: bool, session_id: str, email: str = None, has_live: bool = False
) -> JSONResponse:
access_token = get_access_token()
if attach_logs and session_id:
path_exchange_log = None
if mode == 'backtest':
path_log = f'storage/logs/backtest-mode/{session_id}.txt'
elif mode == 'live':
path_log = f'storage/logs/live-mode/{session_id}.txt'
path_exchange_log = 'storage/logs/exchange-streams.txt'
else:
raise ValueError('Invalid mode')
# attach exchange_log if there's any
files = {'log_file': open(path_log, 'rb')}
if path_exchange_log and jh.file_exists(path_exchange_log):
files['exchange_log'] = open(path_exchange_log, 'rb')
else:
files = None
from jesse.version import __version__ as jesse_version
info = {
'os': jh.get_os(),
'python_version': '{}.{}'.format(*jh.python_version()),
'is_docker': jh.is_docker(),
'jesse_version': jesse_version
}
if has_live:
from jesse_live.version import __version__ as live_plugin_version
info['live_plugin_version'] = live_plugin_version
params = {
'description': description,
'traceback': traceback,
'email': email,
'info': json.dumps(info)
}
res = requests.post(
'https://jesse.trade/api/exception',
data=params,
files=files,
headers={'Authorization': f'Bearer {access_token}'}
)
success_message = 'Exception report submitted successfully'
error_message = f"{res.status_code} error: {res.json()['message']}"
return JSONResponse({
'status': 'success' if res.status_code == 200 else 'error',
'message': success_message if res.status_code == 200 else error_message
}, status_code=200)
def __init__(
self,
iterations,
population_size,
solution_len,
charset='()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvw',
fitness_goal=1,
options=None):
"""
:param iterations: int
:param population_size: int
:param solution_len: int
:param charset: str default= '()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvw'
which is 40-119 (len=80)
:param fitness_goal:
"""
# used for naming the files related to this session
self.session_id = str(jh.now())
self.started_index = 0
self.start_time = jh.now()
self.population = []
self.iterations = iterations
self.population_size = population_size
self.solution_len = solution_len
self.charset = charset
self.fitness_goal = fitness_goal
if options is None:
self.options = {}
else:
self.options = options
os.makedirs('./storage/temp/optimize', exist_ok=True)
self.temp_path = './storage/temp/optimize/{}-{}-{}-{}.pickle'.format(
self.options['strategy_name'], self.options['exchange'],
self.options['symbol'], self.options['timeframe'])
if fitness_goal > 1 or fitness_goal < 0:
raise ValueError('fitness scores must be between 0 and 1')
# if temp file exists, load data to resume previous session
if jh.file_exists(self.temp_path):
if click.confirm(
'Previous session detected. Do you want to resume?',
default=True):
self.load_progress()
def test_file_exists():
assert jh.file_exists('tests/test_helpers.py') is True
