Added suppoort for regex in whitelist

This commit is contained in:
nas- 2021-01-12 01:13:58 +01:00
parent dbc25f00ac
commit 4d7ffa8c81
9 changed files with 93 additions and 51 deletions

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@ -10,6 +10,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_oh
refresh_backtest_trades_data) refresh_backtest_trades_data)
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import ExchangeResolver from freqtrade.resolvers import ExchangeResolver
from freqtrade.state import RunMode from freqtrade.state import RunMode
@ -42,15 +43,17 @@ def start_download_data(args: Dict[str, Any]) -> None:
"Downloading data requires a list of pairs. " "Downloading data requires a list of pairs. "
"Please check the documentation on how to configure this.") "Please check the documentation on how to configure this.")
logger.info(f"About to download pairs: {config['pairs']}, "
f"intervals: {config['timeframes']} to {config['datadir']}")
pairs_not_available: List[str] = [] pairs_not_available: List[str] = []
# Init exchange # Init exchange
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False) exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
# Manual validations of relevant settings # Manual validations of relevant settings
exchange.validate_pairs(config['pairs']) exchange.validate_pairs(config['pairs'])
expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets))
logger.info(f"About to download pairs: {expanded_pairs}, "
f"intervals: {config['timeframes']} to {config['datadir']}")
for timeframe in config['timeframes']: for timeframe in config['timeframes']:
exchange.validate_timeframes(timeframe) exchange.validate_timeframes(timeframe)
@ -58,20 +61,20 @@ def start_download_data(args: Dict[str, Any]) -> None:
if config.get('download_trades'): if config.get('download_trades'):
pairs_not_available = refresh_backtest_trades_data( pairs_not_available = refresh_backtest_trades_data(
exchange, pairs=config['pairs'], datadir=config['datadir'], exchange, pairs=expanded_pairs, datadir=config['datadir'],
timerange=timerange, erase=bool(config.get('erase')), timerange=timerange, erase=bool(config.get('erase')),
data_format=config['dataformat_trades']) data_format=config['dataformat_trades'])
# Convert downloaded trade data to different timeframes # Convert downloaded trade data to different timeframes
convert_trades_to_ohlcv( convert_trades_to_ohlcv(
pairs=config['pairs'], timeframes=config['timeframes'], pairs=expanded_pairs, timeframes=config['timeframes'],
datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')), datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
data_format_ohlcv=config['dataformat_ohlcv'], data_format_ohlcv=config['dataformat_ohlcv'],
data_format_trades=config['dataformat_trades'], data_format_trades=config['dataformat_trades'],
) )
else: else:
pairs_not_available = refresh_backtest_ohlcv_data( pairs_not_available = refresh_backtest_ohlcv_data(
exchange, pairs=config['pairs'], timeframes=config['timeframes'], exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')), datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
data_format=config['dataformat_ohlcv']) data_format=config['dataformat_ohlcv'])

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@ -12,6 +12,7 @@ from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
from freqtrade.data.history import get_timerange, load_data, refresh_data from freqtrade.data.history import get_timerange, load_data, refresh_data
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
@ -80,10 +81,12 @@ class Edge:
if config.get('fee'): if config.get('fee'):
self.fee = config['fee'] self.fee = config['fee']
else: else:
self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0]) self.fee = self.exchange.get_fee(symbol=expand_pairlist(
self.config['exchange']['pair_whitelist'], list(self.exchange.markets))[0])
def calculate(self) -> bool: def calculate(self) -> bool:
pairs = self.config['exchange']['pair_whitelist'] pairs = expand_pairlist(self.config['exchange']['pair_whitelist'],
list(self.exchange.markets))
heartbeat = self.edge_config.get('process_throttle_secs') heartbeat = self.edge_config.get('process_throttle_secs')
if (self._last_updated > 0) and ( if (self._last_updated > 0) and (

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@ -25,6 +25,7 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES, retrier, from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES, retrier,
retrier_async) retrier_async)
from freqtrade.misc import deep_merge_dicts, safe_value_fallback2 from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
CcxtModuleType = Any CcxtModuleType = Any
@ -335,8 +336,9 @@ class Exchange:
if not self.markets: if not self.markets:
logger.warning('Unable to validate pairs (assuming they are correct).') logger.warning('Unable to validate pairs (assuming they are correct).')
return return
extended_pairs = expand_pairlist(pairs, list(self.markets))
invalid_pairs = [] invalid_pairs = []
for pair in pairs: for pair in extended_pairs:
# Note: ccxt has BaseCurrency/QuoteCurrency format for pairs # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
# TODO: add a support for having coins in BTC/USDT format # TODO: add a support for having coins in BTC/USDT format
if self.markets and pair not in self.markets: if self.markets and pair not in self.markets:

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@ -13,6 +13,7 @@ from freqtrade.data.history import get_timerange, load_data
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_prev_date, timeframe_to_seconds from freqtrade.exchange import timeframe_to_prev_date, timeframe_to_seconds
from freqtrade.misc import pair_to_filename from freqtrade.misc import pair_to_filename
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy import IStrategy from freqtrade.strategy import IStrategy
@ -29,16 +30,16 @@ except ImportError:
exit(1) exit(1)
def init_plotscript(config, startup_candles: int = 0): def init_plotscript(config, markets: List, startup_candles: int = 0):
""" """
Initialize objects needed for plotting Initialize objects needed for plotting
:return: Dict with candle (OHLCV) data, trades and pairs :return: Dict with candle (OHLCV) data, trades and pairs
""" """
if "pairs" in config: if "pairs" in config:
pairs = config['pairs'] pairs = expand_pairlist(config['pairs'], markets)
else: else:
pairs = config['exchange']['pair_whitelist'] pairs = expand_pairlist(config['exchange']['pair_whitelist'], markets)
# Set timerange to use # Set timerange to use
timerange = TimeRange.parse_timerange(config.get('timerange')) timerange = TimeRange.parse_timerange(config.get('timerange'))
@ -177,7 +178,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, " trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
f"{row['sell_reason']}, " f"{row['sell_reason']}, "
f"{row['trade_duration']} min", f"{row['trade_duration']} min",
axis=1) axis=1)
trade_buys = go.Scatter( trade_buys = go.Scatter(
x=trades["open_date"], x=trades["open_date"],
y=trades["open_rate"], y=trades["open_rate"],
@ -527,7 +528,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config) exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
IStrategy.dp = DataProvider(config, exchange) IStrategy.dp = DataProvider(config, exchange)
plot_elements = init_plotscript(config, strategy.startup_candle_count) plot_elements = init_plotscript(config, list(exchange.markets), strategy.startup_candle_count)
timerange = plot_elements['timerange'] timerange = plot_elements['timerange']
trades = plot_elements['trades'] trades = plot_elements['trades']
pair_counter = 0 pair_counter = 0
@ -562,7 +563,8 @@ def plot_profit(config: Dict[str, Any]) -> None:
But should be somewhat proportional, and therefor useful But should be somewhat proportional, and therefor useful
in helping out to find a good algorithm. in helping out to find a good algorithm.
""" """
plot_elements = init_plotscript(config) exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
plot_elements = init_plotscript(config, list(exchange.markets))
trades = plot_elements['trades'] trades = plot_elements['trades']
# Filter trades to relevant pairs # Filter trades to relevant pairs
# Remove open pairs - we don't know the profit yet so can't calculate profit for these. # Remove open pairs - we don't know the profit yet so can't calculate profit for these.

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@ -124,6 +124,15 @@ class IPairList(LoggingMixin, ABC):
""" """
return self._pairlistmanager.verify_blacklist(pairlist, logmethod) return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
def verify_whitelist(self, pairlist: List[str], logmethod) -> List[str]:
"""
Proxy method to verify_whitelist for easy access for child classes.
:param pairlist: Pairlist to validate
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
:return: pairlist - whitelisted pairs
"""
return self._pairlistmanager.verify_whitelist(pairlist, logmethod)
def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]: def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
""" """
Check available markets and remove pair from whitelist if necessary Check available markets and remove pair from whitelist if necessary

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@ -50,9 +50,10 @@ class StaticPairList(IPairList):
:return: List of pairs :return: List of pairs
""" """
if self._allow_inactive: if self._allow_inactive:
return self._config['exchange']['pair_whitelist'] return self.verify_whitelist(self._config['exchange']['pair_whitelist'], logger.info)
else: else:
return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist']) return self._whitelist_for_active_markets(
self.verify_whitelist(self._config['exchange']['pair_whitelist'], logger.info))
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
""" """

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@ -59,6 +59,11 @@ class PairListManager():
"""The expanded blacklist (including wildcard expansion)""" """The expanded blacklist (including wildcard expansion)"""
return expand_pairlist(self._blacklist, self._exchange.get_markets().keys()) return expand_pairlist(self._blacklist, self._exchange.get_markets().keys())
@property
def expanded_whitelist(self) -> List[str]:
"""The expanded whitelist (including wildcard expansion)"""
return expand_pairlist(self._whitelist, self._exchange.get_markets().keys())
@property @property
def name_list(self) -> List[str]: def name_list(self) -> List[str]:
"""Get list of loaded Pairlist Handler names""" """Get list of loaded Pairlist Handler names"""
@ -129,6 +134,21 @@ class PairListManager():
pairlist.remove(pair) pairlist.remove(pair)
return pairlist return pairlist
def verify_whitelist(self, pairlist: List[str], logmethod) -> List[str]:
"""
Verify and remove items from pairlist - returning a filtered pairlist.
Logs a warning or info depending on `aswarning`.
Pairlist Handlers explicitly using this method shall use
`logmethod=logger.info` to avoid spamming with warning messages
:return: pairlist - blacklisted pairs
"""
try:
whitelist = self.expanded_whitelist
except ValueError as err:
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
return []
return whitelist
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes: def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
""" """
Create list of pair tuples with (pair, timeframe) Create list of pair tuples with (pair, timeframe)

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@ -505,37 +505,38 @@ def test_validate_pairs(default_conf, mocker): # test exchange.validate_pairs d
Exchange(default_conf) Exchange(default_conf)
def test_validate_pairs_not_available(default_conf, mocker): # This cannot happen anymore as expand_pairlist implicitly filters out unavaliablie pairs
api_mock = MagicMock() # def test_validate_pairs_not_available(default_conf, mocker):
type(api_mock).markets = PropertyMock(return_value={ # api_mock = MagicMock()
'XRP/BTC': {'inactive': True} # type(api_mock).markets = PropertyMock(return_value={
}) # 'XRP/BTC': {'inactive': True, 'base': 'XRP', 'quote': 'BTC'}
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock)) # })
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') # mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') # mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets') # mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
# mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
with pytest.raises(OperationalException, match=r'not available'): #
Exchange(default_conf) # with pytest.raises(OperationalException, match=r'not available'):
# Exchange(default_conf)
#
def test_validate_pairs_exception(default_conf, mocker, caplog): #
caplog.set_level(logging.INFO) # def test_validate_pairs_exception(default_conf, mocker, caplog):
api_mock = MagicMock() # caplog.set_level(logging.INFO)
mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance')) # api_mock = MagicMock()
# mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='Binance'))
type(api_mock).markets = PropertyMock(return_value={}) #
mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock) # type(api_mock).markets = PropertyMock(return_value={})
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes') # mocker.patch('freqtrade.exchange.Exchange._init_ccxt', api_mock)
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency') # mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange._load_async_markets') # mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
# mocker.patch('freqtrade.exchange.Exchange._load_async_markets')
with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'): #
Exchange(default_conf) # with pytest.raises(OperationalException, match=r'Pair ETH/BTC is not available on Binance'):
# Exchange(default_conf)
mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})) #
Exchange(default_conf) # mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}))
assert log_has('Unable to validate pairs (assuming they are correct).', caplog) # Exchange(default_conf)
# assert log_has('Unable to validate pairs (assuming they are correct).', caplog)
def test_validate_pairs_restricted(default_conf, mocker, caplog): def test_validate_pairs_restricted(default_conf, mocker, caplog):

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@ -47,14 +47,15 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
default_conf['timeframe'] = "5m" default_conf['timeframe'] = "5m"
default_conf["datadir"] = testdatadir default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json" default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
ret = init_plotscript(default_conf) supported_markets = ["TRX/BTC", "ADA/BTC"]
ret = init_plotscript(default_conf, supported_markets)
assert "ohlcv" in ret assert "ohlcv" in ret
assert "trades" in ret assert "trades" in ret
assert "pairs" in ret assert "pairs" in ret
assert 'timerange' in ret assert 'timerange' in ret
default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"] default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"]
ret = init_plotscript(default_conf, 20) ret = init_plotscript(default_conf, supported_markets, 20)
assert "ohlcv" in ret assert "ohlcv" in ret
assert "TRX/BTC" in ret["ohlcv"] assert "TRX/BTC" in ret["ohlcv"]
assert "ADA/BTC" in ret["ohlcv"] assert "ADA/BTC" in ret["ohlcv"]