adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Split the generation logic and filtering

Browse Source
This commit is contained in:
hroff-1902
2020-05-22 15:03:49 +03:00
parent 74056e768a
commit 8e89802b2d
5 changed files with 135 additions and 77 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
freqtrade/pairlist/IPairList.py
View File

@@ -8,6 +8,7 @@ from typing import Any, Dict, List
from cachetools import TTLCache, cached
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import market_is_active
@@ -90,6 +91,16 @@ class IPairList(ABC):
"""
raise NotImplementedError()
def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
"""
Generate the pairlist
:param cached_pairlist: Previously generated pairlist (cached)
:param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs
"""
raise OperationalException("This Pairlist Handler should not be used "
"at the first position in the list of Pairlist Handlers.")
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlist and returns the whitelist again.

11
freqtrade/pairlist/StaticPairList.py
View File

@@ -30,6 +30,15 @@ class StaticPairList(IPairList):
"""
return f"{self.name}"
def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
"""
Generate the pairlist
:param cached_pairlist: Previously generated pairlist (cached)
:param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs
"""
return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist'])
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlist and returns the whitelist again.
@@ -38,4 +47,4 @@ class StaticPairList(IPairList):
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
return self._whitelist_for_active_markets(self._config['exchange']['pair_whitelist'])
return pairlist

60
freqtrade/pairlist/VolumePairList.py
View File

@@ -68,6 +68,31 @@ class VolumePairList(IPairList):
"""
return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
"""
Generate the pairlist
:param cached_pairlist: Previously generated pairlist (cached)
:param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs
"""
# Generate dynamic whitelist
# Must always run if this pairlist is not the first in the list.
if self._last_refresh + self.refresh_period < datetime.now().timestamp():
self._last_refresh = int(datetime.now().timestamp())
# Use fresh pairlist
# Check if pair quote currency equals to the stake currency.
filtered_tickers = [
v for k, v in tickers.items()
if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
and v[self._sort_key] is not None)]
pairlist = [s['symbol'] for s in filtered_tickers]
else:
# Use the cached pairlist if it's not time yet to refresh
pairlist = cached_pairlist
return pairlist
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlist and returns the whitelist again.
@@ -76,37 +101,8 @@ class VolumePairList(IPairList):
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
# Generate dynamic whitelist
# Must always run if this pairlist is not the first in the list.
if (self._pairlist_pos != 0 or
(self._last_refresh + self.refresh_period < datetime.now().timestamp())):
self._last_refresh = int(datetime.now().timestamp())
pairs = self._gen_pair_whitelist(pairlist, tickers)
else:
pairs = pairlist
self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}")
return pairs
def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Updates the whitelist with with a dynamically generated list
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs
"""
if self._pairlist_pos == 0:
# If VolumePairList is the first in the list, use fresh pairlist
# Check if pair quote currency equals to the stake currency.
filtered_tickers = [
v for k, v in tickers.items()
if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
and v[self._sort_key] is not None)]
else:
# If other pairlist is in front, use the incoming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
# Use the incoming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
if self._min_value > 0:
filtered_tickers = [
@@ -120,4 +116,6 @@ class VolumePairList(IPairList):
# Limit pairlist to the requested number of pairs
pairs = pairs[:self._number_pairs]
self.log_on_refresh(logger.info, f"Searching {self._number_pairs} pairs: {pairs}")
return pairs

3
freqtrade/pairlist/pairlistmanager.py
View File

@@ -87,6 +87,9 @@ class PairListManager():
# Adjust whitelist if filters are using tickers
pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
# Generate the pairlist with first Pairlist Handler in the chain
pairlist = self._pairlist_handlers[0].gen_pairlist(self._whitelist, tickers)
# Process all Pairlist Handlers in the chain
for pairlist_handler in self._pairlist_handlers:
pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)