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pass pairlist position into the pairlists

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Matthias
2019-11-09 15:04:04 +01:00
parent ae35649366
commit 7ff61f12e9
7 changed files with 39 additions and 20 deletions
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22
freqtrade/pairlist/VolumePairList.py
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@@ -18,8 +18,9 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
class VolumePairList(IPairList):
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig)
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if 'number_assets' not in self._pairlistconfig:
raise OperationalException(
@@ -85,11 +86,18 @@ class VolumePairList(IPairList):
:return: List of pairs
"""
# check length so that we make sure that '/' is actually in the string
tickers = [v for k, v in tickers.items()
if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
and v[key] is not None)]
sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
if self._pairlist_pos == 0:
# If VolumePairList is the first in the list, use fresh pairlist
# check length so that we make sure that '/' is actually in the string
filtered_tickers = [v for k, v in tickers.items()
if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
and v[key] is not None)]
else:
# If other pairlist is in front, use the incomming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
# Validate whitelist to only have active market pairs
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
pairs = self._verify_blacklist(pairs)