Add documentation for days parameter in PerformanceFilter
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@ -165,6 +165,7 @@ Example to remove the first 10 pairs from the pairlist:
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```json
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```json
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"pairlists": [
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"pairlists": [
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// ...
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{
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{
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"method": "OffsetFilter",
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"method": "OffsetFilter",
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"offset": 10
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"offset": 10
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@ -190,6 +191,19 @@ Sorts pairs by past trade performance, as follows:
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Trade count is used as a tie breaker.
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Trade count is used as a tie breaker.
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You can use the `days` parameter to only consider performance of the past X days.
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Not defining this parameter (or setting it to 0) will use all-time performance.
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```json
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"pairlists": [
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// ...
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{
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"method": "PerformanceFilter",
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"days": 10
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}
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],
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```
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!!! Note
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!!! Note
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`PerformanceFilter` does not support backtesting mode.
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`PerformanceFilter` does not support backtesting mode.
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@ -2,7 +2,7 @@
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This module contains the class to persist trades into SQLite
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This module contains the class to persist trades into SQLite
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"""
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"""
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import logging
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import logging
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from datetime import datetime, timezone, timedelta
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from datetime import datetime, timedelta, timezone
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from decimal import Decimal
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from decimal import Decimal
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from typing import Any, Dict, List, Optional
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from typing import Any, Dict, List, Optional
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@ -840,7 +840,7 @@ class Trade(_DECL_BASE, LocalTrade):
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filters = [Trade.is_open.is_(False)]
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filters = [Trade.is_open.is_(False)]
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if days:
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if days:
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start_date = datetime.today() - timedelta(days)
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start_date = datetime.today() - timedelta(days)
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filters.append((Trade.close_date >= start_date))
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filters.append(Trade.close_date >= start_date)
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pair_rates = Trade.query.with_entities(
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pair_rates = Trade.query.with_entities(
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Trade.pair,
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Trade.pair,
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func.sum(Trade.close_profit).label('profit_sum'),
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func.sum(Trade.close_profit).label('profit_sum'),
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@ -2,7 +2,7 @@
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Performance pair list filter
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Performance pair list filter
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"""
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"""
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import logging
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import logging
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from typing import Dict, List, Any
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from typing import Any, Dict, List
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import pandas as pd
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import pandas as pd
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