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Merge branch 'develop' into verify_date_on_new_candle_on_get_signal

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hroff-1902 2020-05-20 14:05:21 +03:00 committed by GitHub
commit 8bf38443c2
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4 changed files with 26 additions and 36 deletions
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31
freqtrade/pairlist/IPairList.py
View File

@ -3,7 +3,6 @@ PairList Handler base class
"""
import logging
from abc import ABC, abstractmethod, abstractproperty
from copy import deepcopy
from typing import Any, Dict, List
from cachetools import TTLCache, cached
@ -87,38 +86,14 @@ class IPairList(ABC):
:return: new whitelist
"""
@staticmethod
def verify_blacklist(pairlist: List[str], blacklist: List[str],
aswarning: bool) -> List[str]:
"""
Verify and remove items from pairlist - returning a filtered pairlist.
Logs a warning or info depending on `aswarning`.
Pairlist Handlers explicitly using this method shall use `aswarning=False`!
:param pairlist: Pairlist to validate
:param blacklist: Blacklist to validate pairlist against
:param aswarning: Log message as Warning or Info
:return: pairlist - blacklisted pairs
"""
for pair in deepcopy(pairlist):
if pair in blacklist:
if aswarning:
logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
else:
logger.info(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair)
return pairlist
def _verify_blacklist(self, pairlist: List[str], aswarning: bool = True) -> List[str]:
def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
"""
Proxy method to verify_blacklist for easy access for child classes.
Logs a warning or info depending on `aswarning`.
Pairlists explicitly using this method shall use aswarning=False!
:param pairlist: Pairlist to validate
:param aswarning: Log message as Warning or info.
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
:return: pairlist - blacklisted pairs
"""
return IPairList.verify_blacklist(pairlist, self._pairlistmanager.blacklist,
aswarning=aswarning)
return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
"""

2
freqtrade/pairlist/VolumePairList.py
View File

@ -115,7 +115,7 @@ class VolumePairList(IPairList):
# 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, aswarning=False)
pairs = self.verify_blacklist(pairs, logger.info)
# Limit pairlist to the requested number of pairs
pairs = pairs[:self._number_pairs]

18
freqtrade/pairlist/pairlistmanager.py
View File

@ -93,7 +93,7 @@ class PairListManager():
# Validation against blacklist happens after the chain of Pairlist Handlers
# to ensure blacklist is respected.
pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
pairlist = self.verify_blacklist(pairlist, logger.warning)
self._whitelist = pairlist
@ -110,6 +110,22 @@ class PairListManager():
return pairlist
def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
"""
Verify and remove items from pairlist - returning a filtered pairlist.
Logs a warning or info depending on `aswarning`.
Pairlist Handlers explicitly using this method shall use
`logmethod=logger.info` to avoid spamming with warning messages
:param pairlist: Pairlist to validate
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
:return: pairlist - blacklisted pairs
"""
for pair in deepcopy(pairlist):
if pair in self._blacklist:
logmethod(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair)
return pairlist
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
"""
Create list of pair tuples with (pair, ticker_interval)

11
freqtrade/strategy/interface.py
View File

@ -310,7 +310,6 @@ class IStrategy(ABC):
logger.warning('Empty candle (OHLCV) data for pair %s', pair)
return False, False
latest_date = dataframe['date'].max()
try:
df_len, df_close, df_date = self.preserve_df(dataframe)
dataframe = strategy_safe_wrapper(
@ -326,25 +325,25 @@ class IStrategy(ABC):
logger.warning('Empty dataframe for pair %s', pair)
return False, False
latest_date = dataframe['date'].max()
latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
signal_date = arrow.get(latest['date'])
interval_minutes = timeframe_to_minutes(interval)
# Check if dataframe is out of date
offset = self.config.get('exchange', {}).get('outdated_offset', 5)
if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
if latest_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old',
pair,
int((arrow.utcnow() - signal_date).total_seconds() // 60)
int((arrow.utcnow() - latest_date).total_seconds() // 60)
)
return False, False
# Check if dataframe has new candle
if (arrow.utcnow() - signal_date).total_seconds() // 60 >= interval_minutes:
if (arrow.utcnow() - latest_date).total_seconds() // 60 >= interval_minutes:
logger.warning('Old candle for pair %s. Last candle is %s minutes old',
pair, int((arrow.utcnow() - signal_date).total_seconds() // 60))
pair, int((arrow.utcnow() - latest_date).total_seconds() // 60))
return False, False
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1