Merge branch 'develop' into verify_date_on_new_candle_on_get_signal

freqtrade/pairlist/IPairList.py

@@ -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(self, pairlist: List[str], logmethod) -> List[str]:
-    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]:
         """
         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,
+        return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
-                                          aswarning=aswarning)
 
     def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
         """

freqtrade/pairlist/VolumePairList.py

@@ -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]
 

freqtrade/pairlist/pairlistmanager.py

@@ -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)

freqtrade/strategy/interface.py

@@ -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