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Added min_profit param to PerformanceFilter

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Sergey Khliustin 2021-10-04 18:49:57 +03:00
parent 26d2b5b81f
commit 07750518c3
1 changed files with 3 additions and 0 deletions
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3
freqtrade/plugins/pairlist/PerformanceFilter.py
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@ -21,6 +21,7 @@ class PerformanceFilter(IPairList):
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._minutes = pairlistconfig.get('minutes', 0) self._minutes = pairlistconfig.get('minutes', 0)
self._min_profit = pairlistconfig.get('min_profit', None)
@property @property
def needstickers(self) -> bool: def needstickers(self) -> bool:
@ -68,6 +69,8 @@ class PerformanceFilter(IPairList):
sorted_df = list_df.merge(performance, on='pair', how='left')\ sorted_df = list_df.merge(performance, on='pair', how='left')\
.fillna(0).sort_values(by=['count', 'pair'], ascending=True)\ .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
.sort_values(by=['profit'], ascending=False) .sort_values(by=['profit'], ascending=False)
if self._min_profit is not None:
sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit]
pairlist = sorted_df['pair'].tolist() pairlist = sorted_df['pair'].tolist()
return pairlist return pairlist