Added min_price, max_price to PriceFilter

config_full.json.example

@@ -66,7 +66,7 @@
         },
         {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
-        {"method": "PriceFilter", "low_price_ratio": 0.01},
+        {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005}
     ],
     "exchange": {

docs/configuration.md

@@ -662,16 +662,25 @@ Filters low-value coins which would not allow setting stoplosses.
 
 #### PriceFilter
 
-The `PriceFilter` allows filtering of pairs by price.
+The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported:
+* `min_price`
+* `max_price`
+* `low_price_ratio`
 
-Currently, only `low_price_ratio` setting is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
+The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs.
+This option is disabled by default, and will only apply if set to <> 0.
+
+The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs.
+This option is disabled by default, and will only apply if set to <> 0.
+
+The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to <> 0.
 
 Calculation example:
 
 Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value.
 
-These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses. Here is what the PriceFilters takes over.
+These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
 
 #### ShuffleFilter
 

freqtrade/pairlist/PriceFilter.py

@@ -18,7 +18,11 @@ class PriceFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._low_price_ratio = pairlistconfig.get('low_price_ratio', 0)
-        self._enabled = self._low_price_ratio != 0
+        self._min_price = pairlistconfig.get('min_price', 0)
+        self._max_price = pairlistconfig.get('max_price', 0)
+        self._enabled = (self._low_price_ratio != 0) or \
+                        (self._min_price != 0) or \
+                        (self._max_price != 0)
 
     @property
     def needstickers(self) -> bool:
@@ -33,7 +37,18 @@ class PriceFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return f"{self.name} - Filtering pairs priced below {self._low_price_ratio * 100}%."
+        active_price_filters = []
+        if self._low_price_ratio != 0:
+            active_price_filters.append(f"below {self._low_price_ratio * 100}%")
+        if self._min_price != 0:
+            active_price_filters.append(f"below {self._min_price:.8f}")
+        if self._max_price != 0:
+            active_price_filters.append(f"above {self._max_price:.8f}")
+
+        if len(active_price_filters):
+            return f"{self.name} - Filtering pairs priced {' or '.join(active_price_filters)}."
+
+        return f"{self.name} - No price filters configured."
 
     def _validate_pair(self, ticker) -> bool:
         """
@@ -46,10 +61,28 @@ class PriceFilter(IPairList):
                                 f"Removed {ticker['symbol']} from whitelist, because "
                                 "ticker['last'] is empty (Usually no trade in the last 24h).")
             return False
-        compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
+
-        changeperc = compare / ticker['last']
+        # Perform low_price_ratio check.
-        if changeperc > self._low_price_ratio:
+        if self._low_price_ratio != 0:
-            self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+            compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
-                                             f"because 1 unit is {changeperc * 100:.3f}%")
+            changeperc = compare / ticker['last']
-            return False
+            if changeperc > self._low_price_ratio:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because 1 unit is {changeperc * 100:.3f}%")
+                return False
+
+        # Perform min_price check.
+        if self._min_price != 0:
+            if ticker['last'] < self._min_price:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because last price < {self._min_price:.8f}")
+                return False
+
+        # Perform max_price check.
+        if self._max_price != 0:
+            if ticker['last'] > self._max_price:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because last price > {self._max_price:.8f}")
+                return False
+
         return True

tests/pairlist/test_pairlist.py

@@ -275,11 +275,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],
      "USDT", ['ETH/USDT', 'NANO/USDT']),
-    # Hot is removed by precision_filter, Fuel by low_price_filter.
+    # Hot is removed by precision_filter, Fuel by low_price_ratio, Ripple by min_price.
     ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.01}],
-     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
+    # Hot is removed by precision_filter, Fuel by low_price_ratio, Ethereum by max_price.
+    ([{"method": "VolumePairList", "number_assets": 6, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"},
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "max_price": 0.05}],
+     "BTC", ['TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
     # HOT and XRP are removed because below 1250 quoteVolume
     ([{"method": "VolumePairList", "number_assets": 5,
        "sort_key": "quoteVolume", "min_value": 1250}],
@@ -319,7 +324,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC", 'filter_at_the_beginning'),  # OperationalException expected
     # PriceFilter after StaticPairList
     ([{"method": "StaticPairList"},
-      {"method": "PriceFilter", "low_price_ratio": 0.02}],
+      {"method": "PriceFilter", "low_price_ratio": 0.02, "min_price": 0.000001, "max_price": 0.1}],
      "BTC", ['ETH/BTC', 'TKN/BTC']),
     # PriceFilter only
     ([{"method": "PriceFilter", "low_price_ratio": 0.02}],
@@ -396,6 +401,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                                   r'would be <= stop limit.*', caplog)
             if pairlist['method'] == 'PriceFilter' and whitelist_result:
                 assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
+                        log_has_re(r'^Removed .* from whitelist, '
+                                   r'because last price < .*%$', caplog) or
+                        log_has_re(r'^Removed .* from whitelist, '
+                                   r'because last price > .*%$', caplog) or
                         log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] "
                                    r"is empty.*", caplog))
             if pairlist['method'] == 'VolumePairList':