From 143e6f52af7d9f177975226e4a699d23338d51d4 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 05:14:06 +0300
Subject: [PATCH] Simplify SpreadFilter

---
 freqtrade/pairlist/PrecisionFilter.py | 17 +++++++-------
 freqtrade/pairlist/SpreadFilter.py    | 33 ++++++++++++++++-----------
 2 files changed, 28 insertions(+), 22 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 7491cf1b0..422cd865c 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -41,7 +41,7 @@ class PrecisionFilter(IPairList):
         :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
+        :return: True if the pair can stay, False if it should be removed
         """
         stop_price = ticker['ask'] * stoploss
 
@@ -63,13 +63,12 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        # 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 (self._stoploss
-                              and not self._validate_precision_filter(ticker, self._stoploss)):
-                pairlist.remove(p)
-                continue
+        if self._stoploss:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers[p]
+                # Filter out assets which would not allow setting a stoploss
+                if not self._validate_precision_filter(ticker, self._stoploss):
+                    pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 49731ef11..5b886135f 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -31,8 +31,24 @@ class SpreadFilter(IPairList):
         return (f"{self.name} - Filtering pairs with ask/bid diff above "
                 f"{self._max_spread_ratio * 100}%.")
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def _validate_spread(self, ticker: dict) -> bool:
+        """
+        Validate spread for the ticker
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, False if it should be removed
+        """
+        if 'bid' in ticker and 'ask' in ticker:
+            spread = 1 - ticker['bid'] / ticker['ask']
+            if spread > self._max_spread_ratio:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because spread {spread * 100:.3f}% >"
+                                                 f"{self._max_spread_ratio * 100}%")
+                return False
+            else:
+                return True
+        return False
 
+    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
@@ -41,19 +57,10 @@ class SpreadFilter(IPairList):
         :return: new whitelist
         """
         # Copy list since we're modifying this list
-
-        spread = None
         for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            assert ticker is not None
-            if 'bid' in ticker and 'ask' in ticker:
-                spread = 1 - ticker['bid'] / ticker['ask']
-                if not ticker or spread > self._max_spread_ratio:
-                    self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
-                                                     f"because spread {spread * 100:.3f}% >"
-                                                     f"{self._max_spread_ratio * 100}%")
-                    pairlist.remove(p)
-            else:
+            ticker = tickers[p]
+            # Filter out assets
+            if not self._validate_spread(ticker):
                 pairlist.remove(p)
 
         return pairlist