freqtrade/configuration/config_validation.py
import logging
from collections import Counter
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.configuration.deprecated_settings import process_deprecated_setting
from freqtrade.enums import RunMode, TradingMode
from freqtrade.exceptions import ConfigurationError
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'])
yield from validate_properties(validator, properties, instance, schema)
return validators.extend(
validator_class, {'properties': set_defaults}
)
FreqtradeValidator = _extend_validator(Draft4Validator)
def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> 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):
if preliminary:
conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED
else:
conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED_FINAL
elif conf.get('runmode', RunMode.OTHER) == RunMode.WEBSERVER:
conf_schema['required'] = constants.SCHEMA_MINIMAL_WEBSERVER
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], *, preliminary: bool = False) -> 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 ConfigurationError
"""
# 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_ask_orderbook(conf)
_validate_freqai_hyperopt(conf)
_validate_freqai_backtest(conf)
_validate_freqai_include_timeframes(conf, preliminary=preliminary)
_validate_consumers(conf)
validate_migrated_strategy_settings(conf)
# validate configuration before returning
logger.info('Validating configuration ...')
validate_config_schema(conf, preliminary=preliminary)
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: ConfigurationError 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 ConfigurationError("`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
"""
# TODO: The below could be an enforced setting when using market orders
if (conf.get('order_types', {}).get('entry') == 'market'
and conf.get('entry_pricing', {}).get('price_side') not in ('ask', 'other')):
raise ConfigurationError(
'Market entry orders require entry_pricing.price_side = "other".')
if (conf.get('order_types', {}).get('exit') == 'market'
and conf.get('exit_pricing', {}).get('price_side') not in ('bid', 'other')):
raise ConfigurationError('Market exit orders require exit_pricing.price_side = "other".')
def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
if conf.get('stoploss') == 0.0:
raise ConfigurationError(
'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 ConfigurationError(
'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 ConfigurationError(
'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 ConfigurationError(
'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('use_exit_signal', True):
raise ConfigurationError(
"Edge requires `use_exit_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 (isinstance(pl, dict) and pl.get('method') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise ConfigurationError("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 ConfigurationError(
"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 ConfigurationError(
"Protections must specify either `lookback_period` or `lookback_period_candles`.\n"
f"Please fix the protection {prot.get('method')}"
)
def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
ask_strategy = conf.get('exit_pricing', {})
ob_min = ask_strategy.get('order_book_min')
ob_max = ask_strategy.get('order_book_max')
if ob_min is not None and ob_max is not None and ask_strategy.get('use_order_book'):
if ob_min != ob_max:
raise ConfigurationError(
"Using order_book_max != order_book_min in exit_pricing is no longer supported."
"Please pick one value and use `order_book_top` in the future."
)
else:
# Move value to order_book_top
ask_strategy['order_book_top'] = ob_min
logger.warning(
"DEPRECATED: "
"Please use `order_book_top` instead of `order_book_min` and `order_book_max` "
"for your `exit_pricing` configuration."
)
def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
_validate_time_in_force(conf)
_validate_order_types(conf)
_validate_unfilledtimeout(conf)
_validate_pricing_rules(conf)
_strategy_settings(conf)
def _validate_time_in_force(conf: Dict[str, Any]) -> None:
time_in_force = conf.get('order_time_in_force', {})
if 'buy' in time_in_force or 'sell' in time_in_force:
if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
raise ConfigurationError(
"Please migrate your time_in_force settings to use 'entry' and 'exit'.")
else:
logger.warning(
"DEPRECATED: Using 'buy' and 'sell' for time_in_force is deprecated."
"Please migrate your time_in_force settings to use 'entry' and 'exit'."
)
process_deprecated_setting(
conf, 'order_time_in_force', 'buy', 'order_time_in_force', 'entry')
process_deprecated_setting(
conf, 'order_time_in_force', 'sell', 'order_time_in_force', 'exit')
def _validate_order_types(conf: Dict[str, Any]) -> None:
order_types = conf.get('order_types', {})
old_order_types = ['buy', 'sell', 'emergencysell', 'forcebuy',
'forcesell', 'emergencyexit', 'forceexit', 'forceentry']
if any(x in order_types for x in old_order_types):
if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
raise ConfigurationError(
"Please migrate your order_types settings to use the new wording.")
else:
logger.warning(
"DEPRECATED: Using 'buy' and 'sell' for order_types is deprecated."
"Please migrate your order_types settings to use 'entry' and 'exit' wording."
)
for o, n in [
('buy', 'entry'),
('sell', 'exit'),
('emergencysell', 'emergency_exit'),
('forcesell', 'force_exit'),
('forcebuy', 'force_entry'),
('emergencyexit', 'emergency_exit'),
('forceexit', 'force_exit'),
('forceentry', 'force_entry'),
]:
process_deprecated_setting(conf, 'order_types', o, 'order_types', n)
def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
unfilledtimeout = conf.get('unfilledtimeout', {})
if any(x in unfilledtimeout for x in ['buy', 'sell']):
if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
raise ConfigurationError(
"Please migrate your unfilledtimeout settings to use the new wording.")
else:
logger.warning(
"DEPRECATED: Using 'buy' and 'sell' for unfilledtimeout is deprecated."
"Please migrate your unfilledtimeout settings to use 'entry' and 'exit' wording."
)
for o, n in [
('buy', 'entry'),
('sell', 'exit'),
]:
process_deprecated_setting(conf, 'unfilledtimeout', o, 'unfilledtimeout', n)
def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
if conf.get('ask_strategy') or conf.get('bid_strategy'):
if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
raise ConfigurationError(
"Please migrate your pricing settings to use the new wording.")
else:
logger.warning(
"DEPRECATED: Using 'ask_strategy' and 'bid_strategy' is deprecated."
"Please migrate your settings to use 'entry_pricing' and 'exit_pricing'."
)
conf['entry_pricing'] = {}
for obj in list(conf.get('bid_strategy', {}).keys()):
if obj == 'ask_last_balance':
process_deprecated_setting(conf, 'bid_strategy', obj,
'entry_pricing', 'price_last_balance')
else:
process_deprecated_setting(conf, 'bid_strategy', obj, 'entry_pricing', obj)
del conf['bid_strategy']
conf['exit_pricing'] = {}
for obj in list(conf.get('ask_strategy', {}).keys()):
if obj == 'bid_last_balance':
process_deprecated_setting(conf, 'ask_strategy', obj,
'exit_pricing', 'price_last_balance')
else:
process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj)
del conf['ask_strategy']
def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
freqai_enabled = conf.get('freqai', {}).get('enabled', False)
analyze_per_epoch = conf.get('analyze_per_epoch', False)
if analyze_per_epoch and freqai_enabled:
raise ConfigurationError(
'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')
def _validate_freqai_include_timeframes(conf: Dict[str, Any], preliminary: bool) -> None:
freqai_enabled = conf.get('freqai', {}).get('enabled', False)
if freqai_enabled:
main_tf = conf.get('timeframe', '5m')
freqai_include_timeframes = conf.get('freqai', {}).get('feature_parameters', {}
).get('include_timeframes', [])
from freqtrade.exchange import timeframe_to_seconds
main_tf_s = timeframe_to_seconds(main_tf)
offending_lines = []
for tf in freqai_include_timeframes:
tf_s = timeframe_to_seconds(tf)
if tf_s < main_tf_s:
offending_lines.append(tf)
if offending_lines:
raise ConfigurationError(
f"Main timeframe of {main_tf} must be smaller or equal to FreqAI "
f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")
# Ensure that the base timeframe is included in the include_timeframes list
if not preliminary and main_tf not in freqai_include_timeframes:
feature_parameters = conf.get('freqai', {}).get('feature_parameters', {})
include_timeframes = [main_tf] + freqai_include_timeframes
conf.get('freqai', {}).get('feature_parameters', {}) \
.update({**feature_parameters, 'include_timeframes': include_timeframes})
def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
if conf.get('runmode', RunMode.OTHER) == RunMode.BACKTEST:
freqai_enabled = conf.get('freqai', {}).get('enabled', False)
timerange = conf.get('timerange')
freqai_backtest_live_models = conf.get('freqai_backtest_live_models', False)
if freqai_backtest_live_models and freqai_enabled and timerange:
raise ConfigurationError(
'Using timerange parameter is not supported with '
'--freqai-backtest-live-models parameter.')
if freqai_backtest_live_models and not freqai_enabled:
raise ConfigurationError(
'Using --freqai-backtest-live-models parameter is only '
'supported with a FreqAI strategy.')
if freqai_enabled and not freqai_backtest_live_models and not timerange:
raise ConfigurationError(
'Please pass --timerange if you intend to use FreqAI for backtesting.')
def _validate_consumers(conf: Dict[str, Any]) -> None:
emc_conf = conf.get('external_message_consumer', {})
if emc_conf.get('enabled', False):
if len(emc_conf.get('producers', [])) < 1:
raise ConfigurationError("You must specify at least 1 Producer to connect to.")
producer_names = [p['name'] for p in emc_conf.get('producers', [])]
duplicates = [item for item, count in Counter(producer_names).items() if count > 1]
if duplicates:
raise ConfigurationError(
f"Producer names must be unique. Duplicate: {', '.join(duplicates)}")
if conf.get('process_only_new_candles', True):
# Warning here or require it?
logger.warning("To receive best performance with external data, "
"please set `process_only_new_candles` to False")
def _strategy_settings(conf: Dict[str, Any]) -> None:
process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal')
process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')
process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset')
process_deprecated_setting(conf, None, 'ignore_roi_if_buy_signal',
None, 'ignore_roi_if_entry_signal')