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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 :return: new whitelist
""" """
# Get the trading performance for pairs from database # 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 # get pairlist from performance dataframe values
list_df = pd.DataFrame({'pair': pairlist}) list_df = pd.DataFrame({'pair': pairlist})
# set initial value for pairs with no trades to 0 # set initial value for pairs with no trades to 0
# and sort the list using performance and count # 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) .fillna(0).sort_values(by=['profit', 'count'], ascending=False)
pairlist = sorted_df['pair'].tolist() pairlist = sorted_df['pair'].tolist()

8
tests/pairlist/test_pairlist.py
View File

@ -383,8 +383,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
# Provide for PerformanceFilter's dependency # Provide for PerformanceFilter's dependency
mocker.patch.multiple('freqtrade.persistence.Trade', mocker.patch.multiple('freqtrade.persistence.Trade',
get_overall_performance=MagicMock( get_overall_performance=MagicMock(return_value=[])
return_value=[{'pair': 'ETH/BTC', 'profit': 5, 'count': 3}]),
) )
# Set whitelist_result to None if pairlist is invalid and should produce exception # 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", [ @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"}], ([{"method": "StaticPairList"}, {"method": "PerformanceFilter"}],
['ETH/BTC', 'TKN/BTC'], ['ETH/BTC', 'TKN/BTC'],
[{'pair': 'TKN/BTC', 'profit': 5, 'count': 3}, {'pair': 'ETH/BTC', 'profit': 4, 'count': 2}], [{'pair': 'TKN/BTC', 'profit': 5, 'count': 3}, {'pair': 'ETH/BTC', 'profit': 4, 'count': 2}],