2020-11-28 03:24:40 +00:00
|
|
|
"""
|
|
|
|
Performance pair list filter
|
|
|
|
"""
|
|
|
|
import logging
|
|
|
|
from typing import Any, Dict, List
|
|
|
|
|
|
|
|
import pandas as pd
|
|
|
|
|
|
|
|
from freqtrade.pairlist.IPairList import IPairList
|
|
|
|
from freqtrade.persistence import Trade
|
|
|
|
|
2020-11-28 07:59:30 +00:00
|
|
|
|
2020-11-28 03:24:40 +00:00
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
2020-11-28 07:34:18 +00:00
|
|
|
|
2020-11-28 03:24:40 +00:00
|
|
|
class PerformanceFilter(IPairList):
|
|
|
|
|
|
|
|
def __init__(self, exchange, pairlistmanager,
|
|
|
|
config: Dict[str, Any], pairlistconfig: Dict[str, Any],
|
|
|
|
pairlist_pos: int) -> None:
|
|
|
|
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
|
|
|
|
|
|
|
|
@property
|
|
|
|
def needstickers(self) -> bool:
|
|
|
|
"""
|
|
|
|
Boolean property defining if tickers are necessary.
|
|
|
|
If no Pairlist requries tickers, an empty List is passed
|
|
|
|
as tickers argument to filter_pairlist
|
|
|
|
"""
|
|
|
|
return False
|
|
|
|
|
|
|
|
def short_desc(self) -> str:
|
|
|
|
"""
|
|
|
|
Short whitelist method description - used for startup-messages
|
|
|
|
"""
|
|
|
|
return f"{self.name} - Sorting pairs by performance."
|
|
|
|
|
|
|
|
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
|
|
|
|
"""
|
|
|
|
Filters and sorts pairlist and returns the whitelist again.
|
|
|
|
Called on each bot iteration - please use internal caching if necessary
|
|
|
|
:param pairlist: pairlist to filter or sort
|
|
|
|
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
|
|
|
|
:return: new whitelist
|
|
|
|
"""
|
|
|
|
# Get the trading performance for pairs from database
|
|
|
|
perf = pd.DataFrame(Trade.get_overall_performance())
|
2020-11-28 07:15:36 +00:00
|
|
|
# get pairlist from performance dataframe values
|
2020-11-28 07:34:18 +00:00
|
|
|
list_df = pd.DataFrame({'pair': pairlist})
|
2020-11-28 03:24:40 +00:00
|
|
|
# set initial value for pairs with no trades to 0
|
|
|
|
# and sort the list using performance and count
|
|
|
|
sorted_df = list_df.join(perf.set_index('pair'), on='pair')\
|
|
|
|
.fillna(0).sort_values(by=['profit', 'count'], ascending=False)
|
|
|
|
pairlist = sorted_df['pair'].tolist()
|
|
|
|
|
2020-11-28 07:34:18 +00:00
|
|
|
return pairlist
|