Merge pull request #1728 from mishaker/edge_rpc_msg

Filtering edge pairs for RPC
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Matthias 2019-04-03 19:27:14 +02:00 committed by GitHub
commit 09321ccc9c
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3 changed files with 17 additions and 11 deletions

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@ -203,6 +203,22 @@ class Edge():
return self._final_pairs return self._final_pairs
def accepted_pairs(self) -> list:
"""
return a list of accepted pairs along with their winrate, expectancy and stoploss
"""
final = []
for pair, info in self._cached_pairs.items():
if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
final.append({
'Pair': pair,
'Winrate': info.winrate,
'Expectancy': info.expectancy,
'Stoploss': info.stoploss,
})
return final
def _fill_calculable_fields(self, result: DataFrame) -> DataFrame: def _fill_calculable_fields(self, result: DataFrame) -> DataFrame:
""" """
The result frame contains a number of columns that are calculable The result frame contains a number of columns that are calculable

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@ -484,13 +484,4 @@ class RPC(object):
""" Returns information related to Edge """ """ Returns information related to Edge """
if not self._freqtrade.edge: if not self._freqtrade.edge:
raise RPCException(f'Edge is not enabled.') raise RPCException(f'Edge is not enabled.')
return self._freqtrade.edge.accepted_pairs()
return [
{
'Pair': k,
'Winrate': v.winrate,
'Expectancy': v.expectancy,
'Stoploss': v.stoploss,
}
for k, v in self._freqtrade.edge._cached_pairs.items()
]

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@ -511,7 +511,6 @@ class Telegram(RPC):
""" """
try: try:
edge_pairs = self._rpc_edge() edge_pairs = self._rpc_edge()
print(edge_pairs)
edge_pairs_tab = tabulate(edge_pairs, headers='keys', tablefmt='simple') edge_pairs_tab = tabulate(edge_pairs, headers='keys', tablefmt='simple')
message = f'<b>Edge only validated following pairs:</b>\n<pre>{edge_pairs_tab}</pre>' message = f'<b>Edge only validated following pairs:</b>\n<pre>{edge_pairs_tab}</pre>'
self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML) self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML)