load pairlists via resolver

This commit is contained in:
Matthias
2018-12-05 20:44:56 +01:00
parent 43031aa3bb
commit 3e2fa58029
7 changed files with 179 additions and 86 deletions

View File

@@ -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]

View File

@@ -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]

View File

@@ -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