"""check-universe command"""
import datetime
import logging
import secrets
from pathlib import Path
from typing import Optional
import pandas as pd
from tradingstrategy.chain import ChainId
from .app import app
from .shared_options import unit_testing
from ..bootstrap import prepare_executor_id, prepare_cache, create_web3_config, create_client, create_execution_and_sync_model
from ..log import setup_logging
from ...analysis.pair import display_strategy_universe
from ...strategy.approval import UncheckedApprovalModel
from ...strategy.bootstrap import import_strategy_file, make_factory_from_strategy_mod
from ...strategy.cycle import CycleDuration, snap_to_previous_tick
from ...strategy.description import StrategyExecutionDescription
from ...strategy.execution_context import console_command_execution_context, ExecutionContext, ExecutionMode
from ...strategy.execution_model import AssetManagementMode
from ...strategy.pandas_trader.indicator import calculate_and_load_indicators_inline, MemoryIndicatorStorage
from ...strategy.run_state import RunState
from ...strategy.strategy_module import StrategyModuleInformation, read_strategy_module
from ...strategy.trading_strategy_universe import TradingStrategyUniverseModel
from ...utils.cpu import get_safe_max_workers_count
from . import shared_options
from ...utils.timer import timed_task
[docs]@app.command()
def check_universe(
id: str = shared_options.id,
strategy_file: Path = shared_options.strategy_file,
trading_strategy_api_key: str = shared_options.trading_strategy_api_key,
cache_path: Optional[Path] = shared_options.cache_path,
max_data_delay_minutes: int = shared_options.max_data_delay_minutes,
log_level: str = shared_options.log_level,
max_workers: int | None = shared_options.max_workers,
json_rpc_binance: Optional[str] = shared_options.json_rpc_binance,
json_rpc_polygon: Optional[str] = shared_options.json_rpc_polygon,
json_rpc_avalanche: Optional[str] = shared_options.json_rpc_avalanche,
json_rpc_ethereum: Optional[str] = shared_options.json_rpc_ethereum,
json_rpc_base: Optional[str] = shared_options.json_rpc_base,
json_rpc_arbitrum: Optional[str] = shared_options.json_rpc_arbitrum,
json_rpc_anvil: Optional[str] = shared_options.json_rpc_anvil,
private_key: str = shared_options.private_key,
asset_management_mode: AssetManagementMode = shared_options.asset_management_mode,
vault_address: Optional[str] = shared_options.vault_address,
vault_adapter_address: Optional[str] = shared_options.vault_adapter_address,
vault_payment_forwarder_address: Optional[str] = shared_options.vault_payment_forwarder,
):
"""Checks that the trading universe is healthy.
Check that create_trading_universe() and create_indicators() functions in the strategy module work,
and will display all available trading pairs.
"""
global logger
id = prepare_executor_id(id, strategy_file)
logger = setup_logging(log_level)
if log_level != "disabled":
assert logger.level <= logging.INFO, "Log level must be at least INFO to get output from this command"
logger.info("Loading strategy file %s", strategy_file)
mod: StrategyModuleInformation = read_strategy_module(strategy_file)
cache_path = prepare_cache(id, cache_path)
execution_context = ExecutionContext(
mode=ExecutionMode.preflight_check,
timed_task_context_manager=timed_task,
engine_version=mod.trading_strategy_engine_version,
)
web3config = create_web3_config(
json_rpc_binance=json_rpc_binance,
json_rpc_polygon=json_rpc_polygon,
json_rpc_avalanche=json_rpc_avalanche,
json_rpc_ethereum=json_rpc_ethereum, json_rpc_base=json_rpc_base,
json_rpc_anvil=json_rpc_anvil,
json_rpc_arbitrum=json_rpc_arbitrum,
unit_testing=unit_testing,
)
if not web3config.has_any_connection():
# Only revelvant if create_trading_universe() uses web3 connection
web3config.default_chain_id = mod.chain_id or ChainId.ethereum
else:
web3config.choose_single_chain()
# create_trading_universe() which needs to access Lagoon
if asset_management_mode is None:
asset_management_mode = AssetManagementMode.hot_wallet
# create_trading_universe() which needs to access Lagoon
if private_key is None:
private_key = "0x" + secrets.token_hex(32)
if web3config.has_any_connection():
execution_model, sync_model, valuation_model_factory, pricing_model_factory = create_execution_and_sync_model(
asset_management_mode=asset_management_mode,
private_key=private_key,
web3config=web3config,
min_gas_balance=0,
max_slippage=99,
vault_address=vault_address,
vault_adapter_address=vault_adapter_address,
vault_payment_forwarder_address=vault_payment_forwarder_address,
routing_hint=mod.trade_routing,
confirmation_block_count=0, # Not used
confirmation_timeout=datetime.timedelta(seconds=60), # Not used
)
else:
execution_model = sync_model = valuation_model_factory = pricing_model_factory = None
client, routing_model = create_client(
mod=mod,
web3config=web3config,
trading_strategy_api_key=trading_strategy_api_key,
cache_path=cache_path,
clear_caches=False,
asset_management_mode=asset_management_mode,
test_evm_uniswap_v2_factory=None, # Not used
test_evm_uniswap_v2_router=None, # Not used
test_evm_uniswap_v2_init_code_hash=None, # Not used
)
assert client is not None, "You need to give details for TradingStrategy.ai client"
# Set up the strategy engine
factory = make_factory_from_strategy_mod(mod)
run_description: StrategyExecutionDescription = factory(
execution_model=execution_model,
execution_context=execution_context,
timed_task_context_manager=execution_context.timed_task_context_manager,
sync_model=sync_model,
valuation_model_factory=valuation_model_factory,
pricing_model_factory=pricing_model_factory,
approval_model=UncheckedApprovalModel(),
client=client,
routing_model=routing_model, # None unless test EVM
run_state=RunState(),
)
universe_options = mod.get_universe_options()
# We construct the trading universe to know what's our reserve asset
universe_model: TradingStrategyUniverseModel = run_description.universe_model
ts = datetime.datetime.utcnow()
universe = universe_model.construct_universe(
ts,
ExecutionMode.preflight_check,
universe_options,
strategy_parameters=mod.parameters,
execution_model=execution_model,
)
if max_data_delay_minutes:
max_data_delay = datetime.timedelta(minutes=max_data_delay_minutes)
logger.info(f"Maximum price feed delay is {max_data_delay}")
else:
logger.info(f"Maximum price feed delay is not set")
max_data_delay = None
latest_candle_at = universe_model.check_data_age(ts, universe, max_data_delay)
ago = datetime.datetime.utcnow() - latest_candle_at
logger.info("Latest OHCLV candle is at: %s, %s ago", latest_candle_at, ago)
with pd.option_context('display.max_rows', None, 'display.max_columns', None, 'display.width', 140):
universe_df = display_strategy_universe(universe)
# universe_df = pd.DataFrame(universe.get_universe_data())
logger.info("Universe is:\n%s", str(universe_df))
# Disable excessive logging for the following section
logging.getLogger("tradeexecutor.strategy.pandas_trader.indicator").setLevel(logging.WARNING)
# Poke create_indicators() if the strategy module defines one
create_indicators = run_description.runner.create_indicators
if create_indicators:
parameters = run_description.runner.parameters
cycle_duration: CycleDuration = parameters["cycle_duration"]
clock = datetime.datetime.utcnow()
strategy_cycle_timestamp = snap_to_previous_tick(
clock,
cycle_duration,
)
logger.info("Checking create_indicators(), using strategy cycle timestamp %s", strategy_cycle_timestamp)
calculate_and_load_indicators_inline(
create_indicators=create_indicators,
strategy_universe=universe,
parameters=parameters,
execution_context=execution_context,
storage=MemoryIndicatorStorage(universe.get_cache_key()),
strategy_cycle_timestamp=strategy_cycle_timestamp,
max_workers=max_workers or get_safe_max_workers_count,
)
else:
logger.info("Strategy module lacks create_indicators()")
logger.info("All ok")