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Switch performanceFilter to use Minutes lookback resolution

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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
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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.
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.
```json
@ -199,7 +199,7 @@ Not defining this parameter (or setting it to 0) will use all-time performance.
// ...
{
"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
@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
NOTE: Not supported in Backtesting.
"""
filters = [Trade.is_open.is_(False)]
if days:
start_date = datetime.today() - timedelta(days)
if minutes:
start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
filters.append(Trade.close_date >= start_date)
pair_rates = Trade.query.with_entities(
Trade.pair,

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

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