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Adding an optional black_list of pairs not to be traded

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This commit is contained in:
Jean-Baptiste LE STANG 2017-12-27 23:34:39 +01:00
parent 6c8253a4f5
commit 6a5a57acb4
2 changed files with 12 additions and 3 deletions
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7
freqtrade/main.py
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@ -65,7 +65,8 @@ def _process(dynamic_whitelist: Optional[int] = 0) -> bool:
refresh_whitelist( refresh_whitelist(
gen_pair_whitelist( gen_pair_whitelist(
_CONF['stake_currency'], _CONF['stake_currency'],
topn=dynamic_whitelist topn=dynamic_whitelist,
black_list = _CONF.get('pair_blacklist', []),
) if dynamic_whitelist else None ) if dynamic_whitelist else None
) )
# Query trades from persistence layer # Query trades from persistence layer
@ -292,7 +293,7 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
@cached(TTLCache(maxsize=1, ttl=1800)) @cached(TTLCache(maxsize=1, ttl=1800))
def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolume') -> List[str]: def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolume', black_list: List[str] = []) -> List[str]:
""" """
Updates the whitelist with with a dynamically generated list Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str :param base_currency: base currency as str
@ -301,7 +302,7 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
:return: List of pairs :return: List of pairs
""" """
summaries = sorted( summaries = sorted(
(s for s in exchange.get_market_summaries() if s['MarketName'].startswith(base_currency)), (s for s in exchange.get_market_summaries() if s['MarketName'].startswith(base_currency) and s['MarketName'].replace('-','_') not in black_list),
key=lambda s: s.get(key) or 0.0, key=lambda s: s.get(key) or 0.0,
reverse=True reverse=True
) )

8
freqtrade/misc.py
View File

@ -268,6 +268,14 @@ CONF_SCHEMA = {
'pattern': '^[0-9A-Z]+_[0-9A-Z]+$' 'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
}, },
'uniqueItems': True 'uniqueItems': True
},
'pair_blacklist': {
'type': 'array',
'items': {
'type': 'string',
'pattern': '^[0-9A-Z]+_[0-9A-Z]+$'
},
'uniqueItems': True
} }
}, },
'required': ['name', 'key', 'secret', 'pair_whitelist'] 'required': ['name', 'key', 'secret', 'pair_whitelist']