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Implement pair_blacklist functionality (#257)

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* Adding an optional black_list of pairs not to be traded

* applying the blacklist also when not using --dynamic-whitelist

* fix error retrieving pair in conf

* Refactoring the handling of whitelist among the various functions

* unit test to verify that black listed pairs are being removed from the pair_whitelist

* Fixing newly added unit tests in develop

* fixing flake8 code review

* fix code review from @garcq
This commit is contained in:
jblestang
2017-12-30 14:15:07 +01:00
committed by Michael Egger
parent 00415d66a2
commit 8411844d7e
4 changed files with 46 additions and 28 deletions
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38
freqtrade/main.py
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@@ -26,19 +26,17 @@ logger = logging.getLogger('freqtrade')
_CONF = {}
def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None:
def refresh_whitelist(whitelist: List[str]) -> List[str]:
"""
Check wallet health and remove pair from whitelist if necessary
:param whitelist: a new whitelist (optional)
:return: None
:param whitelist: the pair the user might want to trade
:return: the list of pairs the user wants to trade without the one unavailable or black_listed
"""
whitelist = whitelist or _CONF['exchange']['pair_whitelist']
sanitized_whitelist = []
health = exchange.get_wallet_health()
for status in health:
pair = '{}_{}'.format(_CONF['stake_currency'], status['Currency'])
if pair not in whitelist:
if pair not in whitelist or pair in _CONF['exchange'].get('pair_blacklist', []):
continue
if status['IsActive']:
sanitized_whitelist.append(pair)
@@ -47,27 +45,29 @@ def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None:
'Ignoring %s from whitelist (reason: %s).',
pair, status.get('Notice') or 'wallet is not active'
)
if _CONF['exchange']['pair_whitelist'] != sanitized_whitelist:
logger.debug('Using refreshed pair whitelist: %s ...', sanitized_whitelist)
_CONF['exchange']['pair_whitelist'] = sanitized_whitelist
return sanitized_whitelist
def _process(dynamic_whitelist: Optional[int] = 0) -> bool:
def _process(nb_assets: Optional[int] = 0) -> bool:
"""
Queries the persistence layer for open trades and handles them,
otherwise a new trade is created.
:param: dynamic_whitelist: True is a dynamic whitelist should be generated (optional)
:param: nb_assets: the maximum number of pairs to be traded at the same time
:return: True if a trade has been created or closed, False otherwise
"""
state_changed = False
try:
# Refresh whitelist based on wallet maintenance
refresh_whitelist(
sanitized_list = refresh_whitelist(
gen_pair_whitelist(
_CONF['stake_currency'],
topn=dynamic_whitelist
) if dynamic_whitelist else None
_CONF['stake_currency']
) if nb_assets else _CONF['exchange']['pair_whitelist']
)
# Keep only the subsets of pairs wanted (up to nb_assets)
final_list = sanitized_list[:nb_assets] if nb_assets else sanitized_list
_CONF['exchange']['pair_whitelist'] = final_list
# Query trades from persistence layer
trades = Trade.query.filter(Trade.is_open.is_(True)).all()
if len(trades) < _CONF['max_open_trades']:
@@ -295,11 +295,10 @@ def init(config: dict, db_url: Optional[str] = None) -> None:
@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, key: str = 'BaseVolume') -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
:param topn: maximum number of returned results, must be greater than 0
:param key: sort key (defaults to 'BaseVolume')
:return: List of pairs
"""
@@ -309,10 +308,7 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
reverse=True
)
if topn <= 0:
topn = 20
return [s['MarketName'].replace('-', '_') for s in summaries[:topn]]
return [s['MarketName'].replace('-', '_') for s in summaries]
def cleanup() -> None: