merged with feat/short
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@@ -18,6 +18,7 @@ class PrecisionFilter(IPairList):
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pairlist_pos: int) -> None:
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super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
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# TODO-lev: Liquidation price?
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if 'stoploss' not in self._config:
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raise OperationalException(
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'PrecisionFilter can only work with stoploss defined. Please add the '
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@@ -123,7 +123,7 @@ class VolumePairList(IPairList):
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filtered_tickers = [
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v for k, v in tickers.items()
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if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
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and v[self._sort_key] is not None)]
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and (self._use_range or v[self._sort_key] is not None))]
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pairlist = [s['symbol'] for s in filtered_tickers]
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pairlist = self.filter_pairlist(pairlist, tickers)
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@@ -17,7 +17,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
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if keep_invalid:
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for pair_wc in wildcardpl:
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try:
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comp = re.compile(pair_wc)
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comp = re.compile(pair_wc, re.IGNORECASE)
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result_partial = [
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pair for pair in available_pairs if re.fullmatch(comp, pair)
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]
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@@ -33,7 +33,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
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else:
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for pair_wc in wildcardpl:
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try:
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comp = re.compile(pair_wc)
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comp = re.compile(pair_wc, re.IGNORECASE)
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result += [
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pair for pair in available_pairs if re.fullmatch(comp, pair)
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]
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@@ -127,7 +127,7 @@ class PairListManager():
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:return: pairlist - whitelisted pairs
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"""
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try:
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# TODO-lev: filter for pairlists that are able to trade at the desired leverage
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whitelist = expand_pairlist(pairlist, self._exchange.get_markets().keys(), keep_invalid)
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except ValueError as err:
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logger.error(f"Pair whitelist contains an invalid Wildcard: {err}")
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@@ -36,6 +36,7 @@ class MaxDrawdown(IProtection):
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"""
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LockReason to use
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"""
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# TODO-lev: < for shorts?
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return (f'{drawdown} > {self._max_allowed_drawdown} in {self.lookback_period_str}, '
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f'locking for {self.stop_duration_str}.')
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@@ -32,6 +32,7 @@ class StoplossGuard(IProtection):
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def _reason(self) -> str:
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"""
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LockReason to use
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#TODO-lev: check if min is the right word for shorts
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"""
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return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
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f'locking for {self._stop_duration} min.')
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@@ -51,6 +52,7 @@ class StoplossGuard(IProtection):
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# if pair:
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# filters.append(Trade.pair == pair)
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# trades = Trade.get_trades(filters).all()
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# TODO-lev: Liquidation price?
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trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
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trades = [trade for trade in trades1 if (str(trade.sell_reason) in (
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