load pairlists via resolver

docs/developer.md

@@ -20,6 +20,16 @@ This is a simple provider, which however serves as a good example on how to star
 
 Next, modify the classname of the provider (ideally align this with the Filename).
 
+The base-class provides the an instance of the bot (`self._freqtrade`), as well as the configuration (`self._config`), and initiates both `_blacklist` and `_whitelist`.
+
+```python
+        self._freqtrade = freqtrade
+        self._config = config
+        self._whitelist = self._config['exchange']['pair_whitelist']
+        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
+```
+
+
 Now, let's step through the methods which require actions:
 
 #### configuration
@@ -35,7 +45,7 @@ Additional elements can be configured as needed. `VolumePairList` uses `"sort_ke
 Returns a description used for Telegram messages.
 This should coutain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
 
-#### refresh_whitelist
+#### refresh_pairlist
 
 Override this method and run all calculations needed in this method.
 This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
@@ -47,7 +57,7 @@ Please also run `self._validate_whitelist(pairs)` and to check and remove pairs
 ##### sample
 
 ``` python
-    def refresh_whitelist(self) -> None:
+    def refresh_pairlist(self) -> None:
         # Generate dynamic whitelist
         pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
         # Validate whitelist to only have active market pairs

freqtrade/freqtradebot.py

@@ -19,12 +19,10 @@ from freqtrade.wallets import Wallets
 from freqtrade.edge import Edge
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCManager, RPCMessageType
-from freqtrade.resolvers import StrategyResolver
+from freqtrade.resolvers import StrategyResolver, PairListResolver
 from freqtrade.state import State
 from freqtrade.strategy.interface import SellType, IStrategy
 from freqtrade.exchange.exchange_helpers import order_book_to_dataframe
-from freqtrade.pairlist.StaticPairList import StaticPairList
-from freqtrade.pairlist.VolumePairList import VolumePairList
 
 
 logger = logging.getLogger(__name__)
@@ -59,10 +57,8 @@ class FreqtradeBot(object):
         self.persistence = None
         self.exchange = Exchange(self.config)
         self.wallets = Wallets(self.exchange)
-        if self.config.get('pairlist', {}).get('method') == 'VolumePairList':
-            self.pairlists: StaticPairList = VolumePairList(self, self.config)
-        else:
-            self.pairlists: StaticPairList = StaticPairList(self, self.config)
+        pairlistname = self.config.get('pairlist', {}).get('method', 'StaticPairList')
+        self.pairlists = PairListResolver(pairlistname, self, self.config).pairlist
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
@@ -151,7 +147,7 @@ class FreqtradeBot(object):
         state_changed = False
         try:
             # Refresh whitelist
-            self.pairlists.refresh_whitelist()
+            self.pairlists.refresh_pairlist()
             self.active_pair_whitelist = self.pairlists.whitelist
 
             # Calculating Edge positiong

freqtrade/pairlist/IPairList.py

@@ -0,0 +1,91 @@
+"""
+Static List provider
+
+Provides lists as configured in config.json
+
+ """
+import logging
+from abc import ABC, abstractmethod
+from typing import List
+
+logger = logging.getLogger(__name__)
+
+
+class IPairList(ABC):
+
+    def __init__(self, freqtrade, config: dict) -> None:
+        self._freqtrade = freqtrade
+        self._config = config
+        self._whitelist = self._config['exchange']['pair_whitelist']
+        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
+
+    @property
+    def name(self) -> str:
+        """
+        Gets name of the class
+        -> no need to overwrite in subclasses
+        """
+        return self.__class__.__name__
+
+    @property
+    def whitelist(self) -> List[str]:
+        """
+        Has the current whitelist
+        -> no need to overwrite in subclasses
+        """
+        return self._whitelist
+
+    @property
+    def blacklist(self) -> List[str]:
+        """
+        Has the current blacklist
+        -> no need to overwrite in subclasses
+        """
+        return self._blacklist
+
+    @abstractmethod
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        -> Please overwrite in subclasses
+        """
+
+    @abstractmethod
+    def refresh_pairlist(self) -> None:
+        """
+        Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
+        -> Please overwrite in subclasses
+        """
+
+    def _validate_whitelist(self, whitelist: List[str]) -> List[str]:
+        """
+        Check available markets and remove pair from whitelist if necessary
+        :param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
+        trade
+        :return: the list of pairs the user wants to trade without the one unavailable or
+        black_listed
+        """
+        sanitized_whitelist = whitelist
+        markets = self._freqtrade.exchange.get_markets()
+
+        # Filter to markets in stake currency
+        markets = [m for m in markets if m['quote'] == self._config['stake_currency']]
+        known_pairs = set()
+
+        for market in markets:
+            pair = market['symbol']
+            # pair is not int the generated dynamic market, or in the blacklist ... ignore it
+            if pair not in whitelist or pair in self.blacklist:
+                continue
+            # else the pair is valid
+            known_pairs.add(pair)
+            # Market is not active
+            if not market['active']:
+                sanitized_whitelist.remove(pair)
+                logger.info(
+                    'Ignoring %s from whitelist. Market is not active.',
+                    pair
+                )
+
+        # We need to remove pairs that are unknown
+        return [x for x in sanitized_whitelist if x in known_pairs]

freqtrade/pairlist/StaticPairList.py

@@ -5,43 +5,16 @@ Provides lists as configured in config.json
 
  """
 import logging
-from typing import List
+
+from freqtrade.pairlist.IPairList import IPairList
 
 logger = logging.getLogger(__name__)
 
 
-class StaticPairList(object):
+class StaticPairList(IPairList):
 
     def __init__(self, freqtrade, config: dict) -> None:
-        self._freqtrade = freqtrade
-        self._config = config
-        self._whitelist = self._config['exchange']['pair_whitelist']
-        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
-        # self.refresh_whitelist()
-
-    @property
-    def name(self) -> str:
-        """
-        Gets name of the class
-        -> no need to overwrite in subclasses
-        """
-        return self.__class__.__name__
-
-    @property
-    def whitelist(self) -> List[str]:
-        """
-        Has the current whitelist
-        -> no need to overwrite in subclasses
-        """
-        return self._whitelist
-
-    @property
-    def blacklist(self) -> List[str]:
-        """
-        Has the current blacklist
-        -> no need to overwrite in subclasses
-        """
-        return self._blacklist
+        super().__init__(freqtrade, config)
 
     def short_desc(self) -> str:
         """
@@ -50,41 +23,8 @@ class StaticPairList(object):
         """
         return f"{self.name}: {self.whitelist}"
 
-    def refresh_whitelist(self) -> None:
+    def refresh_pairlist(self) -> None:
         """
-        Refreshes whitelist and assigns it to self._whitelist
+        Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
         """
         self._whitelist = self._validate_whitelist(self._config['exchange']['pair_whitelist'])
-
-    def _validate_whitelist(self, whitelist: List[str]) -> List[str]:
-        """
-        Check available markets and remove pair from whitelist if necessary
-        :param whitelist: the sorted list (based on BaseVolume) of pairs the user might want to
-        trade
-        :return: the list of pairs the user wants to trade without the one unavailable or
-        black_listed
-        """
-        sanitized_whitelist = whitelist
-        markets = self._freqtrade.exchange.get_markets()
-
-        # Filter to markets in stake currency
-        markets = [m for m in markets if m['quote'] == self._config['stake_currency']]
-        known_pairs = set()
-
-        for market in markets:
-            pair = market['symbol']
-            # pair is not int the generated dynamic market, or in the blacklist ... ignore it
-            if pair not in whitelist or pair in self.blacklist:
-                continue
-            # else the pair is valid
-            known_pairs.add(pair)
-            # Market is not active
-            if not market['active']:
-                sanitized_whitelist.remove(pair)
-                logger.info(
-                    'Ignoring %s from whitelist. Market is not active.',
-                    pair
-                )
-
-        # We need to remove pairs that are unknown
-        return [x for x in sanitized_whitelist if x in known_pairs]

freqtrade/pairlist/VolumePairList.py

@@ -8,21 +8,18 @@ import logging
 from typing import List
 from cachetools import TTLCache, cached
 
-from freqtrade.pairlist.StaticPairList import StaticPairList
+from freqtrade.pairlist.IPairList import IPairList
 from freqtrade import OperationalException
 logger = logging.getLogger(__name__)
 
 SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 
-class VolumePairList(StaticPairList):
+class VolumePairList(IPairList):
 
     def __init__(self, freqtrade, config: dict) -> None:
-        self._freqtrade = freqtrade
-        self._config = config
+        super().__init__(freqtrade, config)
         self._whitelistconf = self._config.get('pairlist', {}).get('config')
-        self._whitelist = self._config['exchange']['pair_whitelist']
-        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
         self._number_pairs = self._whitelistconf['number_assets']
         self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
 
@@ -34,7 +31,6 @@ class VolumePairList(StaticPairList):
         if not self._validate_keys(self._sort_key):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
-        # self.refresh_whitelist()
 
     def _validate_keys(self, key):
         return key in SORT_VALUES
@@ -46,9 +42,10 @@ class VolumePairList(StaticPairList):
         """
         return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs."
 
-    def refresh_whitelist(self) -> None:
+    def refresh_pairlist(self) -> None:
         """
-        Refreshes whitelist and assigns it to self._whitelist
+        Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
+        -> Please overwrite in subclasses
         """
         # Generate dynamic whitelist
         pairs = self._gen_pair_whitelist(self._config['stake_currency'], self._sort_key)
@@ -72,4 +69,3 @@ class VolumePairList(StaticPairList):
         sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
         pairs = [s['symbol'] for s in sorted_tickers]
         return pairs
-

freqtrade/resolvers/__init__.py

@@ -1,3 +1,4 @@
 from freqtrade.resolvers.iresolver import IResolver  # noqa: F401
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver  # noqa: F401
+from freqtrade.resolvers.pairlist_resolver import PairListResolver  # noqa: F401
 from freqtrade.resolvers.strategy_resolver import StrategyResolver  # noqa: F401

freqtrade/resolvers/pairlist_resolver.py

@@ -0,0 +1,59 @@
+# pragma pylint: disable=attribute-defined-outside-init
+
+"""
+This module load custom hyperopts
+"""
+import logging
+from pathlib import Path
+
+from freqtrade.pairlist.IPairList import IPairList
+from freqtrade.resolvers import IResolver
+
+logger = logging.getLogger(__name__)
+
+
+class PairListResolver(IResolver):
+    """
+    This class contains all the logic to load custom hyperopt class
+    """
+
+    __slots__ = ['pairlist']
+
+    def __init__(self, pairlist_name: str, freqtrade, config: dict) -> None:
+        """
+        Load the custom class from config parameter
+        :param config: configuration dictionary or None
+        """
+        self.pairlist = self._load_pairlist(pairlist_name, kwargs={'freqtrade': freqtrade,
+                                                                   'config': config})
+
+    def _load_pairlist(
+            self, pairlist_name: str, kwargs: dict) -> IPairList:
+        """
+        Search and loads the specified pairlist.
+        :param pairlist_name: name of the module to import
+        :param extra_dir: additional directory to search for the given pairlist
+        :return: PairList instance or None
+        """
+        current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
+
+        abs_paths = [
+            current_path.parent.parent.joinpath('user_data/pairlist'),
+            current_path,
+        ]
+
+        for _path in abs_paths:
+            try:
+                pairlist = self._search_object(directory=_path, object_type=IPairList,
+                                               object_name=pairlist_name,
+                                               kwargs=kwargs)
+                if pairlist:
+                    logger.info('Using resolved pairlist %s from \'%s\'', pairlist_name, _path)
+                    return pairlist
+            except FileNotFoundError:
+                logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
+
+        raise ImportError(
+            "Impossible to load Pairlist '{}'. This class does not exist"
+            " or contains Python code errors".format(pairlist_name)
+        )