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removing reserve keyword “filter”: replaced by “adjust”

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This commit is contained in:
misagh 2018-11-07 19:03:08 +01:00
parent 7b80985533
commit 3330d327ed
2 changed files with 6 additions and 7 deletions
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11
freqtrade/edge/__init__.py
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@ -152,10 +152,12 @@ class Edge():
def stoploss(self, pair: str) -> float:
return self._cached_pairs[pair].stoploss
def filter(self, pairs) -> list:
def adjust(self, pairs) -> list:
"""
Filters out and sorts "pairs" according to Edge calculated pairs
"""
final = []
for pair, info in self._cached_pairs.items():
if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
@ -163,10 +165,7 @@ class Edge():
final.append(pair)
if final:
logger.info(
'Edge validated only %s',
final
)
logger.info('Edge validated only %s', final)
else:
logger.info('Edge removed all pairs as no pair with minimum expectancy was found !')

2
freqtrade/freqtradebot.py
View File

@ -408,7 +408,7 @@ class FreqtradeBot(object):
# running get_signal on historical data fetched
# to find buy signals
if self.edge:
whitelist = self.edge.filter(whitelist)
whitelist = self.edge.adjust(whitelist)
for _pair in whitelist:
(buy, sell) = self.strategy.get_signal(_pair, interval, self.exchange.klines.get(_pair))