merged with feat/short

freqtrade/plugins/pairlist/AgeFilter.py

@@ -8,6 +8,7 @@ from typing import Any, Dict, List, Optional
 import arrow
 from pandas import DataFrame
 
+from freqtrade.configuration import PeriodicCache
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -18,14 +19,15 @@ logger = logging.getLogger(__name__)
 
 class AgeFilter(IPairList):
 
-    # Checked symbols cache (dictionary of ticker symbol => timestamp)
-    _symbolsChecked: Dict[str, int] = {}
-
     def __init__(self, exchange, pairlistmanager,
                  config: Dict[str, Any], pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
+        # Checked symbols cache (dictionary of ticker symbol => timestamp)
+        self._symbolsChecked: Dict[str, int] = {}
+        self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
+
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
         self._max_days_listed = pairlistconfig.get('max_days_listed', None)
 
@@ -69,9 +71,12 @@ class AgeFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new allowlist
         """
-        needed_pairs = [(p, '1d') for p in pairlist if p not in self._symbolsChecked]
+        needed_pairs = [
+            (p, '1d') for p in pairlist
+            if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
         if not needed_pairs:
-            return pairlist
+            # Remove pairs that have been removed before
+            return [p for p in pairlist if p not in self._symbolsCheckFailed]
 
         since_days = -(
             self._max_days_listed if self._max_days_listed else self._min_days_listed
@@ -118,5 +123,6 @@ class AgeFilter(IPairList):
                     " or more than "
                     f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
                 ) if self._max_days_listed else ''), logger.info)
+                self._symbolsCheckFailed[pair] = arrow.utcnow().int_timestamp * 1000
                 return False
         return False

freqtrade/plugins/pairlist/PerformanceFilter.py

@@ -2,7 +2,7 @@
 Performance pair list filter
 """
 import logging
-from typing import Dict, List
+from typing import Any, Dict, List
 
 import pandas as pd
 
@@ -15,6 +15,13 @@ logger = logging.getLogger(__name__)
 
 class PerformanceFilter(IPairList):
 
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._minutes = pairlistconfig.get('minutes', 0)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -40,7 +47,7 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            performance = pd.DataFrame(Trade.get_overall_performance())
+            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)