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Offsetfilter: add number_assets parameter

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closes #6824
This commit is contained in:
Matthias 2022-05-14 14:14:53 +02:00
parent 8e9384e8e6
commit 2a1368d508
3 changed files with 21 additions and 6 deletions
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8
docs/includes/pairlists.md
View File

@ -160,17 +160,17 @@ This filter allows freqtrade to ignore pairs until they have been listed for at
Offsets an incoming pairlist by a given `offset` value.
As an example it can be used in conjunction with `VolumeFilter` to remove the top X volume pairs. Or to split
a larger pairlist on two bot instances.
As an example it can be used in conjunction with `VolumeFilter` to remove the top X volume pairs. Or to split a larger pairlist on two bot instances.
Example to remove the first 10 pairs from the pairlist:
Example to remove the first 10 pairs from the pairlist, and takes the next 20 (taking items 10-30 of the initial list):
```json
"pairlists": [
// ...
{
"method": "OffsetFilter",
"offset": 10
"offset": 10,
"number_assets": 20
}
],
```

9
freqtrade/plugins/pairlist/OffsetFilter.py
View File

@ -19,6 +19,7 @@ class OffsetFilter(IPairList):
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._offset = pairlistconfig.get('offset', 0)
self._number_pairs = pairlistconfig.get('number_assets', 0)
if self._offset < 0:
raise OperationalException("OffsetFilter requires offset to be >= 0")
@ -36,7 +37,9 @@ class OffsetFilter(IPairList):
"""
Short whitelist method description - used for startup-messages
"""
return f"{self.name} - Offseting pairs by {self._offset}."
if self._number_pairs:
return f"{self.name} - Taking {self._number_pairs} Pairs, starting from {self._offset}."
return f"{self.name} - Offsetting pairs by {self._offset}."
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
@ -50,5 +53,9 @@ class OffsetFilter(IPairList):
self.log_once(f"Offset of {self._offset} is larger than " +
f"pair count of {len(pairlist)}", logger.warning)
pairs = pairlist[self._offset:]
if self._number_pairs:
pairs = pairs[:self._number_pairs]
self.log_once(f"Searching {len(pairs)} pairs: {pairs}", logger.info)
return pairs

10
tests/plugins/test_pairlist.py
View File

@ -470,12 +470,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
"BTC", ['ETH/BTC', 'TKN/BTC']),
# VolumePairList with no offset = unchanged pairlist
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "OffsetFilter", "offset": 0}],
{"method": "OffsetFilter", "offset": 0, "number_assets": 0}],
"USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
# VolumePairList with offset = 2
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "OffsetFilter", "offset": 2}],
"USDT", ['ADAHALF/USDT', 'ADADOUBLE/USDT']),
# VolumePairList with offset and limit
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "OffsetFilter", "offset": 1, "number_assets": 2}],
"USDT", ['NANO/USDT', 'ADAHALF/USDT']),
# VolumePairList with higher offset, than total pairlist
([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
{"method": "OffsetFilter", "offset": 100}],
@ -1152,6 +1156,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
"0.01 and above 0.99 over the last days.'}]",
None
),
({"method": "OffsetFilter", "offset": 5, "number_assets": 10},
"[{'OffsetFilter': 'OffsetFilter - Taking 10 Pairs, starting from 5.'}]",
None
),
])
def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,
desc_expected, exception_expected):