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Use explicit merge without depending on library detail. Add no trades case.

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This commit is contained in:
Leif Segen
2020-11-28 09:45:17 -06:00
parent e1d42ba78c
commit 03c5714399
2 changed files with 12 additions and 5 deletions
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9
freqtrade/pairlist/PerformanceFilter.py
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@@ -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()