stable/freqtrade/plugins/pairlist/ShuffleFilter.py

"""
Shuffle pair list filter
"""
import logging
import random
from typing import Any, Dict, List, Literal

from freqtrade.constants import Config
from freqtrade.enums import RunMode
from freqtrade.exchange import timeframe_to_seconds
from freqtrade.exchange.types import Tickers
from freqtrade.plugins.pairlist.IPairList import IPairList
from freqtrade.util.periodic_cache import PeriodicCache


logger = logging.getLogger(__name__)

ShuffleValues = Literal['candle', 'iteration']


class ShuffleFilter(IPairList):

    def __init__(self, exchange, pairlistmanager,
                 config: Config, pairlistconfig: Dict[str, Any],
                 pairlist_pos: int) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)

        # Apply seed in backtesting mode to get comparable results,
        # but not in live modes to get a non-repeating order of pairs during live modes.
        if config.get('runmode') in (RunMode.LIVE, RunMode.DRY_RUN):
            self._seed = None
            logger.info("Live mode detected, not applying seed.")
        else:
            self._seed = pairlistconfig.get('seed')
            logger.info(f"Backtesting mode detected, applying seed value: {self._seed}")

        self._random = random.Random(self._seed)
        self._shuffle_freq: ShuffleValues = pairlistconfig.get('shuffle_frequency', 'candle')
        self.__pairlist_cache = PeriodicCache(
                    maxsize=1000, ttl=timeframe_to_seconds(self._config['timeframe']))

    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict 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} - Shuffling pairs every {self._shuffle_freq}" +
                (f", seed = {self._seed}." if self._seed is not None else "."))

    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> 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
        """
        pairlist_bef = tuple(pairlist)
        pairlist_new = self.__pairlist_cache.get(pairlist_bef)
        if pairlist_new and self._shuffle_freq == 'candle':
            # Use cached pairlist.
            return pairlist_new
        # Shuffle is done inplace
        self._random.shuffle(pairlist)
        self.__pairlist_cache[pairlist_bef] = pairlist

        return pairlist