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Merge pull request #1 from incrementby1/ShuffleFilterDetectLiveMode

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ShuffleFilterDetectLiveMode
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incrementby1 2021-11-27 16:31:05 +01:00 committed by GitHub
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2 changed files with 11 additions and 3 deletions
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4
docs/includes/pairlists.md
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@ -254,10 +254,10 @@ Min price precision for SHITCOIN/BTC is 8 decimals. If its price is 0.00000011 -
#### ShuffleFilter
Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
!!! Tip
You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order.
You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order. ShuffleFilter will automatically detect runmodes and apply the `seed` only for backtesting modes - if a `seed` value is set.
#### SpreadFilter

10
freqtrade/plugins/pairlist/ShuffleFilter.py
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@ -18,7 +18,15 @@ class ShuffleFilter(IPairList):
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
self._seed = pairlistconfig.get('seed')
# Apply seed in backtesting mode to get comparable results,
# but not in live modes to get a non-repeating order of pairs during live modes.
if config['runmode'].value in ('live', 'dry_run'):
self._seed = None
logger.info("live mode detected, not applying seed.")
else:
self._seed = pairlistconfig.get('seed')
logger.info("Backtesting mode detected, applying seed value: " + str(self._seed))
self._random = random.Random(self._seed)
@property