From 13da8f936812bbfd255c4dfce4dd451dc9134c46 Mon Sep 17 00:00:00 2001 From: Daniel Goller Date: Mon, 9 Nov 2020 08:34:40 +0000 Subject: [PATCH] Added ConstPairList handler to skip validation of pairs if you want to backtest a pair that's not live any more, e.g. expiring contracts. --- freqtrade/constants.py | 2 +- freqtrade/pairlist/ConstPairList.py | 60 +++++++++++++++++++++++++++++ 2 files changed, 61 insertions(+), 1 deletion(-) create mode 100644 freqtrade/pairlist/ConstPairList.py diff --git a/freqtrade/constants.py b/freqtrade/constants.py index dc5384f6f..21308b2dc 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -23,7 +23,7 @@ ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss', 'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily', 'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily'] -AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', +AVAILABLE_PAIRLISTS = ['ConstPairList', 'StaticPairList', 'VolumePairList', 'AgeFilter', 'PrecisionFilter', 'PriceFilter', 'ShuffleFilter', 'SpreadFilter'] AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5'] diff --git a/freqtrade/pairlist/ConstPairList.py b/freqtrade/pairlist/ConstPairList.py new file mode 100644 index 000000000..e5b009c55 --- /dev/null +++ b/freqtrade/pairlist/ConstPairList.py @@ -0,0 +1,60 @@ +""" +Const Pair List provider + +Provides pair white list as it configured in config without checking for active markets +""" +import logging +from typing import Any, Dict, List + +from freqtrade.exceptions import OperationalException +from freqtrade.pairlist.IPairList import IPairList + + +logger = logging.getLogger(__name__) + + +class ConstPairList(IPairList): + + def __init__(self, exchange, pairlistmanager, + config: Dict[str, Any], pairlistconfig: Dict[str, Any], + pairlist_pos: int) -> None: + super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) + + if self._pairlist_pos != 0: + raise OperationalException(f"{self.name} can only be used in the first position " + "in the list of Pairlist Handlers.") + + @property + def needstickers(self) -> bool: + """ + Boolean property defining if tickers are necessary. + If no Pairlist requires 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}" + + def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]: + """ + Generate the pairlist + :param cached_pairlist: Previously generated pairlist (cached) + :param tickers: Tickers (from exchange.get_tickers()). + :return: List of pairs + """ + return self._config['exchange']['pair_whitelist'] + + 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 + """ + return pairlist