filtering edge pairs for RPC

freqtrade/edge/__init__.py

@@ -203,6 +203,24 @@ class Edge():
 
         return self._final_pairs
 
+    def accepted_pairs(self) -> list:
+        """
+        return a list of accepted pairs along with their winrate, expectancy and stoploss
+        ex:
+        #[{'Pair': 'ADX/ETH', 'Winrate': 0.08333333333333333, 'Expectancy': -0.8105153934775888, 'Stoploss': -0.02}]
+        """
+        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)):
+                final.append({
+                    'Pair': pair,
+                    'Winrate': info.winrate,
+                    'Expectancy': info.expectancy,
+                    'Stoploss': info.stoploss,
+                })
+        return final
+
     def _fill_calculable_fields(self, result: DataFrame) -> DataFrame:
         """
         The result frame contains a number of columns that are calculable

freqtrade/rpc/rpc.py

@@ -484,13 +484,4 @@ class RPC(object):
         """ Returns information related to Edge """
         if not self._freqtrade.edge:
             raise RPCException(f'Edge is not enabled.')
-
-        return [
-            {
-                'Pair': k,
-                'Winrate': v.winrate,
-                'Expectancy': v.expectancy,
-                'Stoploss': v.stoploss,
-            }
-            for k, v in self._freqtrade.edge._cached_pairs.items()
-        ]
+        return self._freqtrade.edge.accepted_pairs()

freqtrade/rpc/telegram.py

@@ -511,7 +511,6 @@ class Telegram(RPC):
         """
         try:
             edge_pairs = self._rpc_edge()
-            print(edge_pairs)
             edge_pairs_tab = tabulate(edge_pairs, headers='keys', tablefmt='simple')
             message = f'<b>Edge only validated following pairs:</b>\n<pre>{edge_pairs_tab}</pre>'
             self._send_msg(message, bot=bot, parse_mode=ParseMode.HTML)