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run_evolution.py
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executable file
·228 lines (189 loc) · 7 KB
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#!/usr/bin/env python3
"""
GAFreqTrade - Main Entry Point
Run genetic algorithm evolution to optimize trading strategies for Freqtrade.
"""
import sys
import os
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
import argparse
from pathlib import Path
from orchestration.evolution_loop import run_evolution
from utils.logger import get_logger
logger = get_logger()
def main():
"""Main entry point"""
parser = argparse.ArgumentParser(
description='GAFreqTrade - Genetic Algorithm for Freqtrade Strategy Optimization',
formatter_class=argparse.RawDescriptionHelpFormatter,
epilog='''
Examples:
# Run evolution with default settings (mock mode)
python run_evolution.py
# Run with custom config
python run_evolution.py --config config/ga_config.yaml
# Run with real backtesting
python run_evolution.py --no-mock --generations 50
# Resume from checkpoint
python run_evolution.py --resume checkpoints/population_gen_0010.pkl
# Quick test run
python run_evolution.py --generations 3 --population 10
'''
)
# Configuration
parser.add_argument(
'--config',
type=str,
default='config/ga_config.yaml',
help='Path to configuration file (default: config/ga_config.yaml)'
)
# Population parameters
parser.add_argument(
'--population',
type=int,
help='Population size (overrides config)'
)
parser.add_argument(
'--generations',
type=int,
help='Number of generations to run (overrides config)'
)
parser.add_argument(
'--elite',
type=int,
help='Elite size - number of best strategies to preserve (overrides config)'
)
# Execution modes
parser.add_argument(
'--resume',
type=str,
metavar='CHECKPOINT',
help='Resume from checkpoint file'
)
parser.add_argument(
'--no-mock',
action='store_true',
help='Use real Freqtrade backtesting (default: mock mode for testing)'
)
# Output
parser.add_argument(
'--checkpoint-interval',
type=int,
default=10,
help='Save checkpoint every N generations (default: 10)'
)
parser.add_argument(
'--output-dir',
type=str,
default='strategies/generated',
help='Output directory for generated strategies (default: strategies/generated)'
)
# Logging
parser.add_argument(
'--log-level',
type=str,
choices=['DEBUG', 'INFO', 'WARNING', 'ERROR'],
default='INFO',
help='Logging level (default: INFO)'
)
parser.add_argument(
'--quiet',
action='store_true',
help='Suppress output (only errors)'
)
args = parser.parse_args()
# Setup logging
if args.quiet:
logger.setLevel('ERROR')
else:
logger.setLevel(args.log_level)
# Display banner
if not args.quiet:
print_banner()
# Load configuration
config = {}
if args.config and Path(args.config).exists():
try:
import yaml
with open(args.config, 'r') as f:
loaded_config = yaml.safe_load(f) or {}
config.update(loaded_config)
logger.info(f"Loaded configuration from {args.config}")
except Exception as e:
logger.warning(f"Failed to load config: {e}, using defaults")
else:
logger.debug("Using default configuration")
# Override config with CLI arguments
if args.population:
config['population_size'] = args.population
if args.generations:
config['generations'] = args.generations
if args.elite:
config['elite_size'] = args.elite
if args.checkpoint_interval:
config['checkpoint_interval'] = args.checkpoint_interval
# Validate
if not config.get('population_size'):
config['population_size'] = 20
if not config.get('generations'):
config['generations'] = 10
# Display configuration
if not args.quiet:
logger.info("=" * 60)
logger.info("GAFreqTrade Configuration:")
logger.info(f" Population Size: {config.get('population_size')}")
logger.info(f" Generations: {config.get('generations')}")
logger.info(f" Elite Size: {config.get('elite_size', 4)}")
logger.info(f" Mutation Rate: {config.get('mutation_rate', 0.20)}")
logger.info(f" Crossover Rate: {config.get('crossover_rate', 0.70)}")
logger.info(f" Evaluation Mode: {'Real Backtesting' if args.no_mock else 'Mock (Testing)'}")
if args.resume:
logger.info(f" Resume from: {args.resume}")
logger.info("=" * 60)
# Confirm if using real backtesting
if args.no_mock and not args.quiet:
logger.warning("=" * 60)
logger.warning("REAL BACKTESTING MODE ENABLED")
logger.warning("This will use actual Freqtrade backtesting.")
logger.warning("Make sure Freqtrade is properly configured.")
logger.warning("=" * 60)
input("Press Enter to continue or Ctrl+C to cancel...")
# Run evolution
try:
logger.info("Starting evolution...")
final_population = run_evolution(
config=config,
resume_checkpoint=args.resume,
max_generations=config.get('generations', 10),
use_mock=not args.no_mock
)
logger.info("=" * 60)
logger.info("EVOLUTION COMPLETED SUCCESSFULLY")
logger.info("=" * 60)
logger.info(f"Final population size: {len(final_population.strategies)}")
logger.info(f"Best strategies saved in: {args.output_dir}/")
logger.info(f"Checkpoints saved in: checkpoints/")
logger.info("=" * 60)
return 0
except KeyboardInterrupt:
logger.warning("\n\nEvolution interrupted by user")
logger.info("Progress has been saved in checkpoints/")
return 1
except Exception as e:
logger.error(f"Error during evolution: {e}", exc_info=True)
return 1
def print_banner():
"""Print application banner"""
banner = """
╔══════════════════════════════════════════════════════════╗
║ ║
║ GAFreqTrade v1.0 ║
║ ║
║ Genetic Algorithm Strategy Optimization ║
║ for Freqtrade ║
║ ║
╚══════════════════════════════════════════════════════════╝
"""
print(banner)
if __name__ == "__main__":
sys.exit(main())