From 03c5714399d57af12cb18ffa7f4b6937ed3cd6b4 Mon Sep 17 00:00:00 2001 From: Leif Segen Date: Sat, 28 Nov 2020 09:45:17 -0600 Subject: [PATCH] Use explicit merge without depending on library detail. Add no trades case. --- freqtrade/pairlist/PerformanceFilter.py | 9 +++++++-- tests/pairlist/test_pairlist.py | 8 +++++--- 2 files changed, 12 insertions(+), 5 deletions(-) diff --git a/freqtrade/pairlist/PerformanceFilter.py b/freqtrade/pairlist/PerformanceFilter.py index bd56a4607..2d360a346 100644 --- a/freqtrade/pairlist/PerformanceFilter.py +++ b/freqtrade/pairlist/PerformanceFilter.py @@ -44,12 +44,17 @@ class PerformanceFilter(IPairList): :return: new whitelist """ # Get the trading performance for pairs from database - perf = pd.DataFrame(Trade.get_overall_performance()) + performance = pd.DataFrame(Trade.get_overall_performance()) + + # Skip performance-based sorting if no performance data is available + if len(performance) == 0: + return pairlist + # get pairlist from performance dataframe values list_df = pd.DataFrame({'pair': pairlist}) # 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')\ + sorted_df = list_df.merge(performance, on='pair', how='left')\ .fillna(0).sort_values(by=['profit', 'count'], ascending=False) pairlist = sorted_df['pair'].tolist() diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py index d40cece41..c62ec81f3 100644 --- a/tests/pairlist/test_pairlist.py +++ b/tests/pairlist/test_pairlist.py @@ -383,8 +383,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t # Provide for PerformanceFilter's dependency mocker.patch.multiple('freqtrade.persistence.Trade', - get_overall_performance=MagicMock( - return_value=[{'pair': 'ETH/BTC', 'profit': 5, 'count': 3}]), + get_overall_performance=MagicMock(return_value=[]) ) # Set whitelist_result to None if pairlist is invalid and should produce exception @@ -729,7 +728,10 @@ def test_pairlistmanager_no_pairlist(mocker, whitelist_conf): @pytest.mark.parametrize("pairlists,pair_allowlist,overall_performance,allowlist_result", [ - # Happy path, descending order, all values filled + # No trades yet + ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], + ['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], [], ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), + # Happy path: Descending order, all values filled ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}], ['ETH/BTC', 'TKN/BTC'], [{'pair': 'TKN/BTC', 'profit': 5, 'count': 3}, {'pair': 'ETH/BTC', 'profit': 4, 'count': 2}],