adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Switch performanceFilter to use Minutes lookback resolution

Browse Source 
closes #5060
This commit is contained in:
Matthias 2021-09-18 08:36:06 +02:00
parent 12c12d42df
commit 564e0b9a1a
3 changed files with 7 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
docs/includes/pairlists.md
View File

@ -191,7 +191,7 @@ Sorts pairs by past trade performance, as follows:
Trade count is used as a tie breaker. Trade count is used as a tie breaker.
You can use the `days` parameter to only consider performance of the past X days. You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
Not defining this parameter (or setting it to 0) will use all-time performance. Not defining this parameter (or setting it to 0) will use all-time performance.
```json ```json
@ -199,7 +199,7 @@ Not defining this parameter (or setting it to 0) will use all-time performance.
// ... // ...
{ {
"method": "PerformanceFilter", "method": "PerformanceFilter",
"days": 10 "minutes": 1440 // rolling 24h
} }
], ],
``` ```

6
freqtrade/persistence/models.py
View File

@ -832,14 +832,14 @@ class Trade(_DECL_BASE, LocalTrade):
return total_open_stake_amount or 0 return total_open_stake_amount or 0
@staticmethod @staticmethod
def get_overall_performance(days=None) -> List[Dict[str, Any]]: def get_overall_performance(minutes=None) -> List[Dict[str, Any]]:
""" """
Returns List of dicts containing all Trades, including profit and trade count Returns List of dicts containing all Trades, including profit and trade count
NOTE: Not supported in Backtesting. NOTE: Not supported in Backtesting.
""" """
filters = [Trade.is_open.is_(False)] filters = [Trade.is_open.is_(False)]
if days: if minutes:
start_date = datetime.today() - timedelta(days) start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
filters.append(Trade.close_date >= start_date) filters.append(Trade.close_date >= start_date)
pair_rates = Trade.query.with_entities( pair_rates = Trade.query.with_entities(
Trade.pair, Trade.pair,

4
freqtrade/plugins/pairlist/PerformanceFilter.py
View File

@ -20,7 +20,7 @@ class PerformanceFilter(IPairList):
pairlist_pos: int) -> None: pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._days = pairlistconfig.get('days', 0) self._minutes = pairlistconfig.get('minutes', 0)
@property @property
def needstickers(self) -> bool: def needstickers(self) -> bool:
@ -47,7 +47,7 @@ class PerformanceFilter(IPairList):
""" """
# Get the trading performance for pairs from database # Get the trading performance for pairs from database
try: try:
performance = pd.DataFrame(Trade.get_overall_performance(self._days)) performance = pd.DataFrame(Trade.get_overall_performance(self._minutes))
except AttributeError: except AttributeError:
# Performancefilter does not work in backtesting. # Performancefilter does not work in backtesting.
self.log_once("PerformanceFilter is not available in this mode.", logger.warning) self.log_once("PerformanceFilter is not available in this mode.", logger.warning)