Merged feat/short into lev-strat

This commit is contained in:
Sam Germain
2021-09-19 17:44:12 -06:00
parent a89c67787b
commit 778f0d9d0a
41 changed files with 3173 additions and 614 deletions

View File

@@ -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)