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Merge pull request #2442 from freqtrade/volumeList_enhanced_filter

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Pairlists enhanced filter options
This commit is contained in:
Matthias
2019-11-19 20:19:10 +01:00
committed by GitHub
parent 67c5115b41 c92f233c15
commit 09b302abf7
26 changed files with 879 additions and 265 deletions
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7
freqtrade/configuration/config_validation.py
View File

@@ -122,6 +122,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]:
return
if (conf.get('pairlist', {}).get('method', 'StaticPairList') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")
for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
if (pl.get('method') == 'StaticPairList'
and not conf.get('exchange', {}).get('pair_whitelist')):
raise OperationalException("StaticPairList requires pair_whitelist to be set.")

3
freqtrade/configuration/configuration.py
View File

@@ -81,6 +81,9 @@ class Configuration:
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
if 'pairlists' not in config:
config['pairlists'] = []
# validate configuration before returning
logger.info('Validating configuration ...')
validate_config_schema(config)

16
freqtrade/configuration/deprecated_settings.py
View File

@@ -57,3 +57,19 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
'experimental', 'sell_profit_only')
process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
'experimental', 'ignore_roi_if_buy_signal')
if config.get('pairlist', {}).get("method") == 'VolumePairList':
logger.warning(
"DEPRECATED: "
f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. "
"Please refer to the docs on configuration details")
pl = {'method': 'VolumePairList'}
pl.update(config.get('pairlist', {}).get('config'))
config['pairlists'].append(pl)
if config.get('pairlist', {}).get('config', {}).get('precision_filter'):
logger.warning(
"DEPRECATED: "
f"Using precision_filter setting is deprecated and has been replaced by"
"PrecisionFilter. Please refer to the docs on configuration details")
config['pairlists'].append({'method': 'PrecisionFilter'})

19
freqtrade/constants.py
View File

@@ -18,7 +18,7 @@ REQUIRED_ORDERTIF = ['buy', 'sell']
REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
DRY_RUN_WALLET = 999.9
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons
@@ -149,13 +149,16 @@ CONF_SCHEMA = {
'block_bad_exchanges': {'type': 'boolean'}
}
},
'pairlist': {
'type': 'object',
'properties': {
'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
'config': {'type': 'object'}
},
'required': ['method']
'pairlists': {
'type': 'array',
'items': {
'type': 'object',
'properties': {
'method': {'type': 'string', 'enum': AVAILABLE_PAIRLISTS},
'config': {'type': 'object'}
},
'required': ['method'],
}
},
'telegram': {
'type': 'object',

7
freqtrade/freqtradebot.py
View File

@@ -20,9 +20,9 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
from freqtrade.persistence import Trade
from freqtrade.resolvers import (ExchangeResolver, PairListResolver,
StrategyResolver)
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.rpc import RPCManager, RPCMessageType
from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.state import State
from freqtrade.strategy.interface import IStrategy, SellType
from freqtrade.wallets import Wallets
@@ -70,8 +70,7 @@ class FreqtradeBot:
# Attach Wallets to Strategy baseclass
IStrategy.wallets = self.wallets
pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
self.pairlists = PairListManager(self.exchange, self.config)
# Initializing Edge only if enabled
self.edge = Edge(self.config, self.exchange, self.strategy) if \

93
freqtrade/pairlist/IPairList.py
View File

@@ -5,22 +5,31 @@ Provides lists as configured in config.json
"""
import logging
from abc import ABC, abstractmethod
from typing import List
from abc import ABC, abstractmethod, abstractproperty
from copy import deepcopy
from typing import Dict, List
from freqtrade.exchange import market_is_active
logger = logging.getLogger(__name__)
class IPairList(ABC):
def __init__(self, freqtrade, config: dict) -> None:
self._freqtrade = freqtrade
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
pairlist_pos: int) -> None:
"""
:param exchange: Exchange instance
:param pairlistmanager: Instanciating Pairlist manager
:param config: Global bot configuration
:param pairlistconfig: Configuration for this pairlist - can be empty.
:param pairlist_pos: Position of the filter in the pairlist-filter-list
"""
self._exchange = exchange
self._pairlistmanager = pairlistmanager
self._config = config
self._whitelist = self._config['exchange']['pair_whitelist']
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
self._pairlistconfig = pairlistconfig
self._pairlist_pos = pairlist_pos
@property
def name(self) -> str:
@@ -30,21 +39,13 @@ class IPairList(ABC):
"""
return self.__class__.__name__
@property
def whitelist(self) -> List[str]:
@abstractproperty
def needstickers(self) -> bool:
"""
Has the current whitelist
-> no need to overwrite in subclasses
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return self._whitelist
@property
def blacklist(self) -> List[str]:
"""
Has the current blacklist
-> no need to overwrite in subclasses
"""
return self._blacklist
@abstractmethod
def short_desc(self) -> str:
@@ -54,36 +55,62 @@ class IPairList(ABC):
"""
@abstractmethod
def refresh_pairlist(self) -> None:
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
-> Please overwrite in subclasses
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
def _validate_whitelist(self, whitelist: List[str]) -> List[str]:
@staticmethod
def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]:
"""
Verify and remove items from pairlist - returning a filtered pairlist.
"""
for pair in deepcopy(pairlist):
if pair in blacklist:
logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair)
return pairlist
def _verify_blacklist(self, pairlist: List[str]) -> List[str]:
"""
Proxy method to verify_blacklist for easy access for child classes.
"""
return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist)
def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
"""
Check available markets and remove pair from whitelist if necessary
:param whitelist: the sorted list of pairs the user might want to trade
:return: the list of pairs the user wants to trade without those unavailable or
black_listed
"""
markets = self._freqtrade.exchange.markets
markets = self._exchange.markets
sanitized_whitelist = set()
for pair in whitelist:
# pair is not in the generated dynamic market, or in the blacklist ... ignore it
if (pair in self.blacklist or pair not in markets
or not pair.endswith(self._config['stake_currency'])):
sanitized_whitelist: List[str] = []
for pair in pairlist:
# pair is not in the generated dynamic market or has the wrong stake currency
if pair not in markets:
logger.warning(f"Pair {pair} is not compatible with exchange "
f"{self._freqtrade.exchange.name} or contained in "
f"your blacklist. Removing it from whitelist..")
f"{self._exchange.name}. Removing it from whitelist..")
continue
if not pair.endswith(self._config['stake_currency']):
logger.warning(f"Pair {pair} is not compatible with your stake currency "
f"{self._config['stake_currency']}. Removing it from whitelist..")
continue
# Check if market is active
market = markets[pair]
if not market_is_active(market):
logger.info(f"Ignoring {pair} from whitelist. Market is not active.")
continue
sanitized_whitelist.add(pair)
if pair not in sanitized_whitelist:
sanitized_whitelist.append(pair)
sanitized_whitelist = self._verify_blacklist(sanitized_whitelist)
# We need to remove pairs that are unknown
return list(sanitized_whitelist)
return sanitized_whitelist

62
freqtrade/pairlist/PrecisionFilter.py Normal file
View File

@@ -0,0 +1,62 @@
import logging
from copy import deepcopy
from typing import Dict, List
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class PrecisionFilter(IPairList):
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
return f"{self.name} - Filtering untradable pairs."
def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool:
"""
Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
low value pairs.
:param ticker: ticker dict as returned from ccxt.load_markets()
:param stoploss: stoploss value as set in the configuration
(already cleaned to be 1 - stoploss)
:return: True if the pair can stay, false if it should be removed
"""
stop_price = ticker['ask'] * stoploss
# Adjust stop-prices to precision
sp = self._exchange.symbol_price_prec(ticker["symbol"], stop_price)
stop_gap_price = self._exchange.symbol_price_prec(ticker["symbol"], stop_price * 0.99)
logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
if sp <= stop_gap_price:
logger.info(f"Removed {ticker['symbol']} from whitelist, "
f"because stop price {sp} would be <= stop limit {stop_gap_price}")
return False
return True
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlists and assigns and returns them again.
"""
if self._config.get('stoploss') is not None:
# Precalculate sanitized stoploss value to avoid recalculation for every pair
stoploss = 1 - abs(self._config.get('stoploss'))
# Copy list since we're modifying this list
for p in deepcopy(pairlist):
ticker = tickers.get(p)
# Filter out assets which would not allow setting a stoploss
if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)):
pairlist.remove(p)
continue
return pairlist

69
freqtrade/pairlist/PriceFilter.py Normal file
View File

@@ -0,0 +1,69 @@
import logging
from copy import deepcopy
from typing import Dict, List
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class PriceFilter(IPairList):
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
def _validate_ticker_lowprice(self, ticker) -> bool:
"""
Check if if one price-step (pip) is > than a certain barrier.
:param ticker: ticker dict as returned from ccxt.load_markets()
:param precision: Precision
:return: True if the pair can stay, false if it should be removed
"""
precision = self._exchange.markets[ticker['symbol']]['precision']['price']
compare = ticker['last'] + 1 / pow(10, precision)
changeperc = (compare - ticker['last']) / ticker['last']
if changeperc > self._low_price_ratio:
logger.info(f"Removed {ticker['symbol']} from whitelist, "
f"because 1 unit is {changeperc * 100:.3f}%")
return False
return True
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
# Copy list since we're modifying this list
for p in deepcopy(pairlist):
ticker = tickers.get(p)
if not ticker:
pairlist.remove(p)
# Filter out assets which would not allow setting a stoploss
if self._low_price_ratio and not self._validate_ticker_lowprice(ticker):
pairlist.remove(p)
return pairlist

23
freqtrade/pairlist/StaticPairList.py
View File

@@ -5,6 +5,7 @@ Provides lists as configured in config.json
"""
import logging
from typing import Dict, List
from freqtrade.pairlist.IPairList import IPairList
@@ -13,18 +14,28 @@ logger = logging.getLogger(__name__)
class StaticPairList(IPairList):
def __init__(self, freqtrade, config: dict) -> None:
super().__init__(freqtrade, config)
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return False
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
return f"{self.name}: {self.whitelist}"
return f"{self.name}"
def refresh_pairlist(self) -> None:
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
self._whitelist = self._validate_whitelist(self._config['exchange']['pair_whitelist'])
return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist'])

104
freqtrade/pairlist/VolumePairList.py
View File

@@ -5,11 +5,12 @@ Provides lists as configured in config.json
"""
import logging
from typing import List
from cachetools import TTLCache, cached
from datetime import datetime
from typing import Dict, List
from freqtrade.pairlist.IPairList import IPairList
from freqtrade import OperationalException
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
@@ -17,18 +18,19 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
class VolumePairList(IPairList):
def __init__(self, freqtrade, config: dict) -> None:
super().__init__(freqtrade, config)
self._whitelistconf = self._config.get('pairlist', {}).get('config')
if 'number_assets' not in self._whitelistconf:
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if 'number_assets' not in self._pairlistconfig:
raise OperationalException(
f'`number_assets` not specified. Please check your configuration '
'for "pairlist.config.number_assets"')
self._number_pairs = self._whitelistconf['number_assets']
self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
self._precision_filter = self._whitelistconf.get('precision_filter', False)
self._number_pairs = self._pairlistconfig['number_assets']
self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
self.refresh_period = self._pairlistconfig.get('refresh_period', 1800)
if not self._freqtrade.exchange.exchange_has('fetchTickers'):
if not self._exchange.exchange_has('fetchTickers'):
raise OperationalException(
'Exchange does not support dynamic whitelist.'
'Please edit your config and restart the bot'
@@ -36,6 +38,16 @@ class VolumePairList(IPairList):
if not self._validate_keys(self._sort_key):
raise OperationalException(
f'key {self._sort_key} not in {SORT_VALUES}')
self._last_refresh = 0
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requries tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return True
def _validate_keys(self, key):
return key in SORT_VALUES
@@ -43,54 +55,54 @@ class VolumePairList(IPairList):
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs."
return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
def refresh_pairlist(self) -> None:
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
-> Please overwrite in subclasses
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
# Generate dynamic whitelist
self._whitelist = self._gen_pair_whitelist(
self._config['stake_currency'], self._sort_key)
if self._last_refresh + self.refresh_period < datetime.now().timestamp():
self._last_refresh = int(datetime.now().timestamp())
return self._gen_pair_whitelist(pairlist,
tickers,
self._config['stake_currency'],
self._sort_key,
)
else:
return pairlist
@cached(TTLCache(maxsize=1, ttl=1800))
def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]:
def _gen_pair_whitelist(self, pairlist, tickers, base_currency: str, key: str) -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
:param key: sort key (defaults to 'quoteVolume')
:param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs
"""
tickers = self._freqtrade.exchange.get_tickers()
# check length so that we make sure that '/' is actually in the string
tickers = [v for k, v in tickers.items()
if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
and v[key] is not None)]
sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
if self._pairlist_pos == 0:
# If VolumePairList is the first in the list, use fresh pairlist
# check length so that we make sure that '/' is actually in the string
filtered_tickers = [v for k, v in tickers.items()
if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
and v[key] is not None)]
else:
# If other pairlist is in front, use the incomming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
# Validate whitelist to only have active market pairs
valid_pairs = self._validate_whitelist([s['symbol'] for s in sorted_tickers])
valid_tickers = [t for t in sorted_tickers if t["symbol"] in valid_pairs]
if self._freqtrade.strategy.stoploss is not None and self._precision_filter:
stop_prices = [self._freqtrade.get_target_bid(t["symbol"], t)
* (1 - abs(self._freqtrade.strategy.stoploss)) for t in valid_tickers]
rates = [sp * 0.99 for sp in stop_prices]
logger.debug("\n".join([f"{sp} : {r}" for sp, r in zip(stop_prices[:10], rates[:10])]))
for i, t in enumerate(valid_tickers):
sp = self._freqtrade.exchange.symbol_price_prec(t["symbol"], stop_prices[i])
r = self._freqtrade.exchange.symbol_price_prec(t["symbol"], rates[i])
logger.debug(f"{t['symbol']} - {sp} : {r}")
if sp <= r:
logger.info(f"Removed {t['symbol']} from whitelist, "
f"because stop price {sp} would be <= stop limit {r}")
valid_tickers.remove(t)
pairs = [s['symbol'] for s in valid_tickers]
logger.info(f"Searching pairs: {pairs[:self._number_pairs]}")
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
pairs = self._verify_blacklist(pairs)
# Limit to X number of pairs
pairs = pairs[:self._number_pairs]
logger.info(f"Searching {self._number_pairs} pairs: {pairs}")
return pairs

95
freqtrade/pairlist/pairlistmanager.py Normal file
View File

@@ -0,0 +1,95 @@
"""
Static List provider
Provides lists as configured in config.json
"""
from cachetools import TTLCache, cached
import logging
from typing import Dict, List
from freqtrade import OperationalException
from freqtrade.pairlist.IPairList import IPairList
from freqtrade.resolvers import PairListResolver
logger = logging.getLogger(__name__)
class PairListManager():
def __init__(self, exchange, config: dict) -> None:
self._exchange = exchange
self._config = config
self._whitelist = self._config['exchange'].get('pair_whitelist')
self._blacklist = self._config['exchange'].get('pair_blacklist', [])
self._pairlists: List[IPairList] = []
self._tickers_needed = False
for pl in self._config.get('pairlists', None):
if 'method' not in pl:
logger.warning(f"No method in {pl}")
continue
pairl = PairListResolver(pl.get('method'),
exchange=exchange,
pairlistmanager=self,
config=config,
pairlistconfig=pl,
pairlist_pos=len(self._pairlists)
).pairlist
self._tickers_needed = pairl.needstickers or self._tickers_needed
self._pairlists.append(pairl)
if not self._pairlists:
raise OperationalException("No Pairlist defined!")
@property
def whitelist(self) -> List[str]:
"""
Has the current whitelist
"""
return self._whitelist
@property
def blacklist(self) -> List[str]:
"""
Has the current blacklist
-> no need to overwrite in subclasses
"""
return self._blacklist
@property
def name_list(self) -> List[str]:
"""
Get list of loaded pairlists names
"""
return [p.name for p in self._pairlists]
def short_desc(self) -> List[Dict]:
"""
List of short_desc for each pairlist
"""
return [{p.name: p.short_desc()} for p in self._pairlists]
@cached(TTLCache(maxsize=1, ttl=1800))
def _get_cached_tickers(self):
return self._exchange.get_tickers()
def refresh_pairlist(self) -> None:
"""
Run pairlist through all configured pairlists.
"""
pairlist = self._whitelist.copy()
# tickers should be cached to avoid calling the exchange on each call.
tickers: Dict = {}
if self._tickers_needed:
tickers = self._get_cached_tickers()
# Process all pairlists in chain
for pl in self._pairlists:
pairlist = pl.filter_pairlist(pairlist, tickers)
# Validation against blacklist happens after the pairlists to ensure blacklist is respected.
pairlist = IPairList.verify_blacklist(pairlist, self.blacklist)
self._whitelist = pairlist

10
freqtrade/resolvers/iresolver.py
View File

@@ -17,13 +17,13 @@ class IResolver:
This class contains all the logic to load custom classes
"""
def build_search_paths(self, config, current_path: Path, user_subdir: str,
def build_search_paths(self, config, current_path: Path, user_subdir: Optional[str] = None,
extra_dir: Optional[str] = None) -> List[Path]:
abs_paths = [
config['user_data_dir'].joinpath(user_subdir),
current_path,
]
abs_paths: List[Path] = [current_path]
if user_subdir:
abs_paths.insert(0, config['user_data_dir'].joinpath(user_subdir))
if extra_dir:
# Add extra directory to the top of the search paths

13
freqtrade/resolvers/pairlist_resolver.py
View File

@@ -20,13 +20,18 @@ class PairListResolver(IResolver):
__slots__ = ['pairlist']
def __init__(self, pairlist_name: str, freqtrade, config: dict) -> None:
def __init__(self, pairlist_name: str, exchange, pairlistmanager,
config: dict, pairlistconfig: dict, pairlist_pos: int) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
"""
self.pairlist = self._load_pairlist(pairlist_name, config, kwargs={'freqtrade': freqtrade,
'config': config})
self.pairlist = self._load_pairlist(pairlist_name, config,
kwargs={'exchange': exchange,
'pairlistmanager': pairlistmanager,
'config': config,
'pairlistconfig': pairlistconfig,
'pairlist_pos': pairlist_pos})
def _load_pairlist(
self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
@@ -40,7 +45,7 @@ class PairListResolver(IResolver):
current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
abs_paths = self.build_search_paths(config, current_path=current_path,
user_subdir='pairlist', extra_dir=None)
user_subdir=None, extra_dir=None)
pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
object_name=pairlist_name, kwargs=kwargs)

4
freqtrade/rpc/rpc.py
View File

@@ -462,7 +462,7 @@ class RPC:
def _rpc_whitelist(self) -> Dict:
""" Returns the currently active whitelist"""
res = {'method': self._freqtrade.pairlists.name,
res = {'method': self._freqtrade.pairlists.name_list,
'length': len(self._freqtrade.active_pair_whitelist),
'whitelist': self._freqtrade.active_pair_whitelist
}
@@ -477,7 +477,7 @@ class RPC:
and pair not in self._freqtrade.pairlists.blacklist):
self._freqtrade.pairlists.blacklist.append(pair)
res = {'method': self._freqtrade.pairlists.name,
res = {'method': self._freqtrade.pairlists.name_list,
'length': len(self._freqtrade.pairlists.blacklist),
'blacklist': self._freqtrade.pairlists.blacklist,
}