Sort by profit after sort by count/pair
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@@ -31,17 +31,17 @@ class PerformanceFilter(IPairList):
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def short_desc(self) -> str:
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"""
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Short whitelist method description - used for startup-messages
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Short allowlist method description - used for startup-messages
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"""
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return f"{self.name} - Sorting pairs by performance."
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def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
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"""
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Filters and sorts pairlist and returns the whitelist again.
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Filters and sorts pairlist and returns the allowlist again.
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Called on each bot iteration - please use internal caching if necessary
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:param pairlist: pairlist to filter or sort
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:param tickers: Tickers (from exchange.get_tickers()). May be cached.
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:return: new whitelist
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:return: new allowlist
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"""
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# Get the trading performance for pairs from database
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performance = pd.DataFrame(Trade.get_overall_performance())
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@@ -49,13 +49,18 @@ class PerformanceFilter(IPairList):
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# Skip performance-based sorting if no performance data is available
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if len(performance) == 0:
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return pairlist
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# get pairlist from performance dataframe values
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# Get pairlist from performance dataframe values
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list_df = pd.DataFrame({'pair': pairlist})
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# set initial value for pairs with no trades to 0
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# and sort the list using performance and count
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# Set initial value for pairs with no trades to 0
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# Sort the list using:
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# - primarily performance (high to low)
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# - then count (low to high, so as to favor same performance with fewer trades)
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# - then pair name alphametically
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sorted_df = list_df.merge(performance, on='pair', how='left')\
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.fillna(0).sort_values(by=['profit', 'count', 'pair'], ascending=False)
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.fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
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.sort_values(by=['profit'], ascending=False)
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pairlist = sorted_df['pair'].tolist()
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return pairlist
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