52 lines
2.2 KiB
Python
52 lines
2.2 KiB
Python
|
import logging
|
||
|
|
from copy import deepcopy
|
||
|
|
from typing import Dict, List
|
||
|
|
|
||
|
|
from freqtrade.pairlist.IPairListFilter import IPairListFilter
|
||
|
|
|
||
|
|
logger = logging.getLogger(__name__)
|
||
|
|
|
||
|
|
|
||
|
|
class PrecisionFilter(IPairListFilter):
|
||
|
|
|
||
|
|
def __init__(self, freqtrade, config: dict) -> None:
|
||
|
|
super().__init__(freqtrade, config)
|
||
|
|
|
||
|
|
def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool:
|
||
|
|
"""
|
||
|
|
Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
|
||
|
|
low value pairs.
|
||
|
|
:param ticker: ticker dict as returned from ccxt.load_markets()
|
||
|
|
:param stoploss: stoploss value as set in the configuration
|
||
|
|
(already cleaned to be 1 - stoploss)
|
||
|
|
:return: True if the pair can stay, false if it should be removed
|
||
|
|
"""
|
||
|
|
stop_price = self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss
|
||
|
|
# Adjust stop-prices to precision
|
||
|
|
sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price)
|
||
|
|
stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"],
|
||
|
|
stop_price * 0.99)
|
||
|
|
logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
|
||
|
|
if sp <= stop_gap_price:
|
||
|
|
logger.info(f"Removed {ticker['symbol']} from whitelist, "
|
||
|
|
f"because stop price {sp} would be <= stop limit {stop_gap_price}")
|
||
|
|
return False
|
||
|
|
return True
|
||
|
|
|
||
|
|
def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]:
|
||
|
|
"""
|
||
|
|
Method doing the filtering
|
||
|
|
"""
|
||
|
|
if self._freqtrade.strategy.stoploss is not None:
|
||
|
|
# Precalculate sanitized stoploss value to avoid recalculation for every pair
|
||
|
|
stoploss = 1 - abs(self._freqtrade.strategy.stoploss)
|
||
|
|
# Copy list since we're modifying this list
|
||
|
|
for p in deepcopy(pairlist):
|
||
|
|
ticker = [t for t in tickers if t['symbol'] == p][0]
|
||
|
|
# Filter out assets which would not allow setting a stoploss
|
||
|
|
if (stoploss and not self._validate_precision_filter(ticker, stoploss)):
|
||
|
|
pairlist.remove(p)
|
||
|
|
continue
|
||
|
|
|
||
|
|
return pairlist
|