feat(agefilter): add max_days_listed

config_full.json.example

@@ -67,7 +67,7 @@
             "sort_key": "quoteVolume",
             "refresh_period": 1800
         },
-        {"method": "AgeFilter", "min_days_listed": 10},
+        {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005},

docs/includes/pairlists.md

@@ -87,7 +87,7 @@ When pairs are first listed on an exchange they can suffer huge price drops and
 in the first few days while the pair goes through its price-discovery period. Bots can often
 be caught out buying before the pair has finished dropping in price.
 
-This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
+This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days and listed before `max_days_listed`.
 
 #### PerformanceFilter
 
@@ -212,7 +212,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "number_assets": 20,
         "sort_key": "quoteVolume"
     },
-    {"method": "AgeFilter", "min_days_listed": 10},
+    {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},

freqtrade/plugins/pairlist/AgeFilter.py

@@ -27,6 +27,7 @@ class AgeFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+        self._max_days_listed = pairlistconfig.get('max_days_listed', None)
 
         if self._min_days_listed < 1:
             raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
@@ -34,6 +35,8 @@ class AgeFilter(IPairList):
             raise OperationalException("AgeFilter requires min_days_listed to not exceed "
                                        "exchange max request size "
                                        f"({exchange.ohlcv_candle_limit('1d')})")
+        if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
+            raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
 
     @property
     def needstickers(self) -> bool:
@@ -49,7 +52,9 @@ class AgeFilter(IPairList):
         Short whitelist method description - used for startup-messages
         """
         return (f"{self.name} - Filtering pairs with age less than "
-                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
+                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}"
+                " or more than "
+                f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}")
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -61,9 +66,10 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             return pairlist
 
+        since_days = -(self._max_days_listed if self._max_days_listed else self._min_days_listed) - 1
         since_ms = int(arrow.utcnow()
                        .floor('day')
-                       .shift(days=-self._min_days_listed - 1)
+                       .shift(days=since_days)
                        .float_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
@@ -86,7 +92,8 @@ class AgeFilter(IPairList):
             return True
 
         if daily_candles is not None:
-            if len(daily_candles) >= self._min_days_listed:
+            if len(daily_candles) >= self._min_days_listed and \
+                    len(daily_candles) <= self._max_days_listed:
                 # We have fetched at least the minimum required number of daily candles
                 # Add to cache, store the time we last checked this symbol
                 self._symbolsChecked[pair] = int(arrow.utcnow().float_timestamp) * 1000
@@ -94,6 +101,8 @@ class AgeFilter(IPairList):
             else:
                 self.log_once(f"Removed {pair} from whitelist, because age "
                               f"{len(daily_candles)} is less than {self._min_days_listed} "
-                              f"{plural(self._min_days_listed, 'day')}", logger.info)
+                              f"{plural(self._min_days_listed, 'day')} or more than "
+                              f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}",
+                              logger.info)
                 return False
         return False

tests/plugins/test_pairlist.py

@@ -79,7 +79,8 @@ def whitelist_conf_agefilter(default_conf):
         },
         {
             "method": "AgeFilter",
-            "min_days_listed": 2
+            "min_days_listed": 2,
+            "max_days_listed": 100
         }
     ]
     return default_conf
@@ -302,7 +303,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # No pair for ETH, all handlers
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 2},
+      {"method": "AgeFilter", "min_days_listed": 2, "max_days_listed": None},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.03},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005},
@@ -310,11 +311,15 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "ETH", []),
     # AgeFilter and VolumePairList (require 2 days only, all should pass age test)
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 2}],
+      {"method": "AgeFilter", "min_days_listed": 2, "max_days_listed": 100}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
     # AgeFilter and VolumePairList (require 10 days, all should fail age test)
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 10}],
+      {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": None}],
+     "BTC", []),
+    # AgeFilter and VolumePairList (all pair listed > 2, all should fail age test)
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 1, "max_days_listed": 2}],
      "BTC", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
@@ -480,9 +485,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
 
         for pairlist in pairlists:
             if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
-                    len(ohlcv_history) <= pairlist['min_days_listed']:
+                    len(ohlcv_history) < pairlist['min_days_listed']:
                 assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
-                                  r'.* day.*', caplog)
+                                  r'.* day.* or more than .* day', caplog)
+            if pairlist['method'] == 'AgeFilter' and pairlist['max_days_listed'] and \
+                    len(ohlcv_history) > pairlist['max_days_listed']:
+                assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
+                                  r'.* day.* or more than .* day', caplog)
             if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
                 assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                                   r'would be <= stop limit.*', caplog)
@@ -650,6 +659,22 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
         get_patched_freqtradebot(mocker, default_conf)
 
 
+def test_agefilter_max_days_lower_than_min_days(mocker, default_conf, markets, tickers):
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
+                                 {'method': 'AgeFilter', 'min_days_listed': 3,
+                                 "max_days_listed": 2}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+
+    with pytest.raises(OperationalException,
+                       match=r'AgeFilter max_days_listed <= min_days_listed not permitted'):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
 def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'AgeFilter', 'min_days_listed': 99999}]