From 481f9ba6d6f10befedcddaddd63d973ed3aa7cb0 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 03:00:55 +0300
Subject: [PATCH 01/14] Use list comprehension instead of filter()

---
 freqtrade/pairlist/VolumePairList.py | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index eb44fe725..7ac350de9 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -26,6 +26,7 @@ class VolumePairList(IPairList):
             raise OperationalException(
                 f'`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
+
         self._number_pairs = self._pairlistconfig['number_assets']
         self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
         self._min_value = self._pairlistconfig.get('min_value', 0)
@@ -36,9 +37,11 @@ class VolumePairList(IPairList):
                 'Exchange does not support dynamic whitelist.'
                 'Please edit your config and restart the bot'
             )
+
         if not self._validate_keys(self._sort_key):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
+
         if self._sort_key != 'quoteVolume':
             logger.warning(
                 "DEPRECATED: using any key other than quoteVolume for VolumePairList is deprecated."
@@ -81,7 +84,9 @@ class VolumePairList(IPairList):
                                              self._sort_key, self._min_value)
         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,
@@ -100,11 +105,11 @@ class VolumePairList(IPairList):
                                 if (self._exchange.get_pair_quote_currency(k) == base_currency
                                     and v[key] is not None)]
         else:
-            # If other pairlist is in front, use the incomming pairlist.
+            # If other pairlist is in front, use the incoming pairlist.
             filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
         if min_val > 0:
-            filtered_tickers = list(filter(lambda t: t[key] > min_val, filtered_tickers))
+            filtered_tickers = [v for v in filtered_tickers if v[key] > min_val]
 
         sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
 

From 2924b70fd70861555cfb664e0ce8c5ab3d6d359c Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 03:41:41 +0300
Subject: [PATCH 02/14] Cosmetics in tests/pairlist/

---
 tests/pairlist/test_pairlist.py | 48 ++++++++++++++++-----------------
 1 file changed, 24 insertions(+), 24 deletions(-)

diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index f9e2893c3..10886d87c 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -69,44 +69,44 @@ def test_log_on_refresh(mocker, static_pl_conf, markets, tickers):
 
 
 def test_load_pairlist_noexist(mocker, markets, default_conf):
-    bot = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    plm = PairListManager(bot.exchange, default_conf)
+    plm = PairListManager(freqtrade.exchange, default_conf)
     with pytest.raises(OperationalException,
                        match=r"Impossible to load Pairlist 'NonexistingPairList'. "
                              r"This class does not exist or contains Python code errors."):
-        PairListResolver.load_pairlist('NonexistingPairList', bot.exchange, plm,
+        PairListResolver.load_pairlist('NonexistingPairList', freqtrade.exchange, plm,
                                        default_conf, {}, 1)
 
 
 def test_refresh_market_pair_not_in_whitelist(mocker, markets, static_pl_conf):
 
-    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
+    freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
 
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
-    assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
+    assert set(whitelist) == set(freqtrade.pairlists.whitelist)
     # Ensure config dict hasn't been changed
     assert (static_pl_conf['exchange']['pair_whitelist'] ==
-            freqtradebot.config['exchange']['pair_whitelist'])
+            freqtrade.config['exchange']['pair_whitelist'])
 
 
 def test_refresh_static_pairlist(mocker, markets, static_pl_conf):
-    freqtradebot = get_patched_freqtradebot(mocker, static_pl_conf)
+    freqtrade = get_patched_freqtradebot(mocker, static_pl_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         exchange_has=MagicMock(return_value=True),
         markets=PropertyMock(return_value=markets),
     )
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     # List ordered by BaseVolume
     whitelist = ['ETH/BTC', 'TKN/BTC']
     # Ensure all except those in whitelist are removed
-    assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
-    assert static_pl_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
+    assert set(whitelist) == set(freqtrade.pairlists.whitelist)
+    assert static_pl_conf['exchange']['pair_blacklist'] == freqtrade.pairlists.blacklist
 
 
 def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_conf):
@@ -116,7 +116,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
         get_tickers=tickers,
         exchange_has=MagicMock(return_value=True),
     )
-    bot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     # Remock markets with shitcoinmarkets since get_patched_freqtradebot uses the markets fixture
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -124,9 +124,9 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
      )
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']
-    bot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
 
-    assert whitelist == bot.pairlists.whitelist
+    assert whitelist == freqtrade.pairlists.whitelist
 
     whitelist_conf['pairlists'] = [{'method': 'VolumePairList',
                                     'config': {}
@@ -136,7 +136,7 @@ def test_refresh_pairlist_dynamic(mocker, shitcoinmarkets, tickers, whitelist_co
     with pytest.raises(OperationalException,
                        match=r'`number_assets` not specified. Please check your configuration '
                              r'for "pairlist.config.number_assets"'):
-        PairListManager(bot.exchange, whitelist_conf)
+        PairListManager(freqtrade.exchange, whitelist_conf)
 
 
 def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
@@ -144,13 +144,13 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
         'freqtrade.exchange.Exchange',
         exchange_has=MagicMock(return_value=True),
     )
-    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
 
     # argument: use the whitelist dynamically by exchange-volume
     whitelist = []
     whitelist_conf['exchange']['pair_whitelist'] = []
-    freqtradebot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     pairslist = whitelist_conf['exchange']['pair_whitelist']
 
     assert set(whitelist) == set(pairslist)
@@ -312,18 +312,18 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers):
                           exchange_has=MagicMock(return_value=True),
                           get_tickers=tickers
                           )
-    bot = get_patched_freqtradebot(mocker, whitelist_conf)
-    assert bot.pairlists._pairlists[0]._last_refresh == 0
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    assert freqtrade.pairlists._pairlists[0]._last_refresh == 0
     assert tickers.call_count == 0
-    bot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
 
-    assert bot.pairlists._pairlists[0]._last_refresh != 0
-    lrf = bot.pairlists._pairlists[0]._last_refresh
-    bot.pairlists.refresh_pairlist()
+    assert freqtrade.pairlists._pairlists[0]._last_refresh != 0
+    lrf = freqtrade.pairlists._pairlists[0]._last_refresh
+    freqtrade.pairlists.refresh_pairlist()
     assert tickers.call_count == 1
     # Time should not be updated.
-    assert bot.pairlists._pairlists[0]._last_refresh == lrf
+    assert freqtrade.pairlists._pairlists[0]._last_refresh == lrf
 
 
 def test_pairlistmanager_no_pairlist(mocker, markets, whitelist_conf, caplog):

From f0c3a0d2f88ce57443c3313100cdb796f8c46f4a Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 03:59:13 +0300
Subject: [PATCH 03/14] Simplify VolumePairList

---
 freqtrade/pairlist/VolumePairList.py | 25 ++++++++++++-------------
 tests/pairlist/test_pairlist.py      |  2 +-
 2 files changed, 13 insertions(+), 14 deletions(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 7ac350de9..602a2e7cb 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -27,6 +27,7 @@ class VolumePairList(IPairList):
                 f'`number_assets` not specified. Please check your configuration '
                 'for "pairlist.config.number_assets"')
 
+        self._stake_currency = config['stake_currency']
         self._number_pairs = self._pairlistconfig['number_assets']
         self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
         self._min_value = self._pairlistconfig.get('min_value', 0)
@@ -79,9 +80,7 @@ class VolumePairList(IPairList):
                 (self._last_refresh + self.refresh_period < datetime.now().timestamp())):
 
             self._last_refresh = int(datetime.now().timestamp())
-            pairs = self._gen_pair_whitelist(pairlist, tickers,
-                                             self._config['stake_currency'],
-                                             self._sort_key, self._min_value)
+            pairs = self._gen_pair_whitelist(pairlist, tickers)
         else:
             pairs = pairlist
 
@@ -89,29 +88,29 @@ class VolumePairList(IPairList):
 
         return pairs
 
-    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict,
-                            base_currency: str, key: str, min_val: int) -> List[str]:
+    def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Updates the whitelist with with a dynamically generated list
-        :param base_currency: base currency as str
-        :param key: sort key (defaults to 'quoteVolume')
+        :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) == base_currency
-                                    and v[key] is not None)]
+            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]
 
-        if min_val > 0:
-            filtered_tickers = [v for v in filtered_tickers if v[key] > min_val]
+        if self._min_value > 0:
+            filtered_tickers = [
+                    v for v in filtered_tickers if v[self._sort_key] > self._min_value]
 
-        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key])
+        sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[self._sort_key])
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
diff --git a/tests/pairlist/test_pairlist.py b/tests/pairlist/test_pairlist.py
index 10886d87c..61f6b4bd5 100644
--- a/tests/pairlist/test_pairlist.py
+++ b/tests/pairlist/test_pairlist.py
@@ -206,6 +206,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                                       pairlists, base_currency, whitelist_result,
                                       caplog) -> None:
     whitelist_conf['pairlists'] = pairlists
+    whitelist_conf['stake_currency'] = base_currency
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
@@ -215,7 +216,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                           markets=PropertyMock(return_value=shitcoinmarkets),
                           )
 
-    freqtrade.config['stake_currency'] = base_currency
     freqtrade.pairlists.refresh_pairlist()
     whitelist = freqtrade.pairlists.whitelist
 

From afa7a5846b29eaf0794a06e5ad9ec8514aca0fac Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 04:05:31 +0300
Subject: [PATCH 04/14] Simplify PriceFilter

---
 freqtrade/pairlist/PriceFilter.py | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 2f7e98e24..a7c2bd2d9 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -38,14 +38,12 @@ class PriceFilter(IPairList):
         :return: True if the pair can stay, false if it should be removed
         """
         if ticker['last'] is None:
-
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, because "
                                 "ticker['last'] is empty (Usually no trade in the last 24h).")
             return False
-        compare = ticker['last'] + self._exchange.price_get_one_pip(ticker['symbol'],
-                                                                    ticker['last'])
-        changeperc = (compare - ticker['last']) / ticker['last']
+        compare = self._exchange.price_get_one_pip(ticker['symbol'], ticker['last'])
+        changeperc = compare / ticker['last']
         if changeperc > self._low_price_ratio:
             self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
                                              f"because 1 unit is {changeperc * 100:.3f}%")

From 794ed304b1a3356d010feafe7d57816dc07b657e Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 04:17:23 +0300
Subject: [PATCH 05/14] Make stoploss an attribute

---
 freqtrade/pairlist/PrecisionFilter.py | 19 +++++++++++++------
 1 file changed, 13 insertions(+), 6 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 2a2ba46b7..35eed5392 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -1,6 +1,6 @@
 import logging
 from copy import deepcopy
-from typing import Dict, List
+from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
@@ -9,6 +9,16 @@ logger = logging.getLogger(__name__)
 
 class PrecisionFilter(IPairList):
 
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._stoploss = self._config.get('stoploss')
+        if self._stoploss is not None:
+            # Precalculate sanitized stoploss value to avoid recalculation for every pair
+            self._stoploss = 1 - abs(self._stoploss)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -49,15 +59,12 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        stoploss = self._config.get('stoploss')
-        if stoploss is not None:
-            # Precalculate sanitized stoploss value to avoid recalculation for every pair
-            stoploss = 1 - abs(stoploss)
         # Copy list since we're modifying this list
         for p in deepcopy(pairlist):
             ticker = tickers.get(p)
             # Filter out assets which would not allow setting a stoploss
-            if not ticker or (stoploss and not self._validate_precision_filter(ticker, stoploss)):
+            if not ticker or (self._stoploss
+                              and not self._validate_precision_filter(ticker, self._stoploss)):
                 pairlist.remove(p)
                 continue
 

From 2aa80f915d5a494fc30637c5f785d9a92f05c72f Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 04:24:18 +0300
Subject: [PATCH 06/14] Cosmetics: improve readability

---
 freqtrade/pairlist/PrecisionFilter.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 35eed5392..7491cf1b0 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -44,15 +44,19 @@ class PrecisionFilter(IPairList):
         :return: True if the pair can stay, false if it should be removed
         """
         stop_price = ticker['ask'] * stoploss
+
         # Adjust stop-prices to precision
         sp = self._exchange.price_to_precision(ticker["symbol"], stop_price)
+
         stop_gap_price = self._exchange.price_to_precision(ticker["symbol"], stop_price * 0.99)
         logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
+
         if sp <= stop_gap_price:
             self.log_on_refresh(logger.info,
                                 f"Removed {ticker['symbol']} from whitelist, "
                                 f"because stop price {sp} would be <= stop limit {stop_gap_price}")
             return False
+
         return True
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:

From cbb2ce3708b7f1a88e6b255ef2006ac98b360788 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 04:55:28 +0300
Subject: [PATCH 07/14] Simplify PriceFilter

---
 freqtrade/pairlist/PriceFilter.py | 16 +++++++---------
 1 file changed, 7 insertions(+), 9 deletions(-)

diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index a7c2bd2d9..166515148 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -58,14 +58,12 @@ class PriceFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        # Copy list since we're modifying this list
-        for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            if not ticker:
-                pairlist.remove(p)
-
-            # Filter out assets which would not allow setting a stoploss
-            if self._low_price_ratio and not self._validate_ticker_lowprice(ticker):
-                pairlist.remove(p)
+        if self._low_price_ratio:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers[p]
+                # Filter out assets which would not allow setting a stoploss
+                if not self._validate_ticker_lowprice(ticker):
+                    pairlist.remove(p)
 
         return pairlist

From 143e6f52af7d9f177975226e4a699d23338d51d4 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Fri, 15 May 2020 05:14:06 +0300
Subject: [PATCH 08/14] Simplify SpreadFilter

---
 freqtrade/pairlist/PrecisionFilter.py | 17 +++++++-------
 freqtrade/pairlist/SpreadFilter.py    | 33 ++++++++++++++++-----------
 2 files changed, 28 insertions(+), 22 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 7491cf1b0..422cd865c 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -41,7 +41,7 @@ class PrecisionFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.load_markets()
         :param stoploss: stoploss value as set in the configuration
                         (already cleaned to be 1 - stoploss)
-        :return: True if the pair can stay, false if it should be removed
+        :return: True if the pair can stay, False if it should be removed
         """
         stop_price = ticker['ask'] * stoploss
 
@@ -63,13 +63,12 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        # Copy list since we're modifying this list
-        for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            # Filter out assets which would not allow setting a stoploss
-            if not ticker or (self._stoploss
-                              and not self._validate_precision_filter(ticker, self._stoploss)):
-                pairlist.remove(p)
-                continue
+        if self._stoploss:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers[p]
+                # Filter out assets which would not allow setting a stoploss
+                if not self._validate_precision_filter(ticker, self._stoploss):
+                    pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 49731ef11..5b886135f 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -31,8 +31,24 @@ class SpreadFilter(IPairList):
         return (f"{self.name} - Filtering pairs with ask/bid diff above "
                 f"{self._max_spread_ratio * 100}%.")
 
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+    def _validate_spread(self, ticker: dict) -> bool:
+        """
+        Validate spread for the ticker
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, False if it should be removed
+        """
+        if 'bid' in ticker and 'ask' in ticker:
+            spread = 1 - ticker['bid'] / ticker['ask']
+            if spread > self._max_spread_ratio:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because spread {spread * 100:.3f}% >"
+                                                 f"{self._max_spread_ratio * 100}%")
+                return False
+            else:
+                return True
+        return False
 
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         Filters and sorts pairlist and returns the whitelist again.
         Called on each bot iteration - please use internal caching if necessary
@@ -41,19 +57,10 @@ class SpreadFilter(IPairList):
         :return: new whitelist
         """
         # Copy list since we're modifying this list
-
-        spread = None
         for p in deepcopy(pairlist):
-            ticker = tickers.get(p)
-            assert ticker is not None
-            if 'bid' in ticker and 'ask' in ticker:
-                spread = 1 - ticker['bid'] / ticker['ask']
-                if not ticker or spread > self._max_spread_ratio:
-                    self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
-                                                     f"because spread {spread * 100:.3f}% >"
-                                                     f"{self._max_spread_ratio * 100}%")
-                    pairlist.remove(p)
-            else:
+            ticker = tickers[p]
+            # Filter out assets
+            if not self._validate_spread(ticker):
                 pairlist.remove(p)
 
         return pairlist

From 1b3864ebf8eb29f8e089e721d17377f22ed44384 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Sat, 16 May 2020 09:21:36 +0300
Subject: [PATCH 09/14] Make flake happy

---
 freqtrade/pairlist/VolumePairList.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 602a2e7cb..46ff4b9c8 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -101,7 +101,7 @@ class VolumePairList(IPairList):
             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)]
+                        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]

From d457542d962796011a4dd23259d1a453182720d2 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Sun, 17 May 2020 11:11:49 +0300
Subject: [PATCH 10/14] Fix PrecisionFilter

---
 freqtrade/pairlist/PrecisionFilter.py | 19 ++++++++-----------
 1 file changed, 8 insertions(+), 11 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 422cd865c..85fa592f8 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -14,10 +14,8 @@ class PrecisionFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        self._stoploss = self._config.get('stoploss')
-        if self._stoploss is not None:
-            # Precalculate sanitized stoploss value to avoid recalculation for every pair
-            self._stoploss = 1 - abs(self._stoploss)
+        # Precalculate sanitized stoploss value to avoid recalculation for every pair
+        self._stoploss = 1 - abs(self._config['stoploss'])
 
     @property
     def needstickers(self) -> bool:
@@ -63,12 +61,11 @@ class PrecisionFilter(IPairList):
         """
         Filters and sorts pairlists and assigns and returns them again.
         """
-        if self._stoploss:
-            # Copy list since we're modifying this list
-            for p in deepcopy(pairlist):
-                ticker = tickers[p]
-                # Filter out assets which would not allow setting a stoploss
-                if not self._validate_precision_filter(ticker, self._stoploss):
-                    pairlist.remove(p)
+        # Copy list since we're modifying this list
+        for p in deepcopy(pairlist):
+            ticker = tickers[p]
+            # Filter out assets which would not allow setting a stoploss
+            if not self._validate_precision_filter(ticker, self._stoploss):
+                pairlist.remove(p)
 
         return pairlist

From ce185a3b193429a0ca00cb8119ad8a99e786f422 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Sun, 17 May 2020 11:39:18 +0300
Subject: [PATCH 11/14] Remove pairs with no ticker available when it's needed

---
 freqtrade/pairlist/pairlistmanager.py | 20 ++++++++++++++++++--
 1 file changed, 18 insertions(+), 2 deletions(-)

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 5b4c5b602..07dec912e 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -5,6 +5,7 @@ Provides lists as configured in config.json
 
  """
 import logging
+from copy import deepcopy
 from typing import Dict, List
 
 from cachetools import TTLCache, cached
@@ -79,13 +80,14 @@ class PairListManager():
         Run pairlist through all configured pairlists.
         """
 
-        pairlist = self._whitelist.copy()
-
         # tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
 
+        # Adjust whitelist if filters are using tickers
+        pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
+
         # Process all pairlists in chain
         for pl in self._pairlists:
             pairlist = pl.filter_pairlist(pairlist, tickers)
@@ -94,3 +96,17 @@ class PairListManager():
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
+
+    def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
+        """
+        Prepare pairlist for Pairlist Filters that use tickers data - remove
+        pairs that do not have ticker available
+        """
+        if self._tickers_needed:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                ticker = tickers.get(p)
+                if not ticker:
+                    pairlist.remove(p)
+
+        return pairlist

From 97c50f86e984c7b48ab6ec192c1835ba9b9ef178 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Sun, 17 May 2020 14:10:11 +0300
Subject: [PATCH 12/14] Cleanup pairlistmanager

---
 freqtrade/pairlist/pairlistmanager.py | 19 ++++++++-----------
 1 file changed, 8 insertions(+), 11 deletions(-)

diff --git a/freqtrade/pairlist/pairlistmanager.py b/freqtrade/pairlist/pairlistmanager.py
index 07dec912e..b01f1342b 100644
--- a/freqtrade/pairlist/pairlistmanager.py
+++ b/freqtrade/pairlist/pairlistmanager.py
@@ -1,9 +1,6 @@
 """
-Static List provider
-
-Provides lists as configured in config.json
-
- """
+PairList manager class
+"""
 import logging
 from copy import deepcopy
 from typing import Dict, List
@@ -14,6 +11,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import PairListResolver
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -79,8 +77,7 @@ class PairListManager():
         """
         Run pairlist through all configured pairlists.
         """
-
-        # tickers should be cached to avoid calling the exchange on each call.
+        # Tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
@@ -92,21 +89,21 @@ class PairListManager():
         for pl in self._pairlists:
             pairlist = pl.filter_pairlist(pairlist, tickers)
 
-        # Validation against blacklist happens after the pairlists to ensure blacklist is respected.
+        # Validation against blacklist happens after the pairlists to ensure
+        # blacklist is respected.
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
 
     def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
         """
-        Prepare pairlist for Pairlist Filters that use tickers data - remove
+        Prepare sanitized pairlist for Pairlist Filters that use tickers data - remove
         pairs that do not have ticker available
         """
         if self._tickers_needed:
             # Copy list since we're modifying this list
             for p in deepcopy(pairlist):
-                ticker = tickers.get(p)
-                if not ticker:
+                if p not in tickers:
                     pairlist.remove(p)
 
         return pairlist

From ae69d31095bb5241690036c39acb2ca768b96f26 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Sun, 17 May 2020 14:13:26 +0300
Subject: [PATCH 13/14] Cosmetics in IPairList

---
 freqtrade/pairlist/IPairList.py | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/freqtrade/pairlist/IPairList.py b/freqtrade/pairlist/IPairList.py
index e089e546c..e2eb364bc 100644
--- a/freqtrade/pairlist/IPairList.py
+++ b/freqtrade/pairlist/IPairList.py
@@ -1,9 +1,6 @@
 """
-Static List provider
-
-Provides lists as configured in config.json
-
- """
+PairList base class
+"""
 import logging
 from abc import ABC, abstractmethod, abstractproperty
 from copy import deepcopy
@@ -13,6 +10,7 @@ from cachetools import TTLCache, cached
 
 from freqtrade.exchange import market_is_active
 
+
 logger = logging.getLogger(__name__)
 
 

From 16622bbfadc26561fe134a08f7bfeaba89134390 Mon Sep 17 00:00:00 2001
From: hroff-1902 <hroff_raeyd9tzpttf@mail.ru>
Date: Sun, 17 May 2020 14:26:21 +0300
Subject: [PATCH 14/14] Cosmetics in pair lists

---
 freqtrade/pairlist/PrecisionFilter.py | 7 +++++--
 freqtrade/pairlist/PriceFilter.py     | 7 +++++--
 freqtrade/pairlist/SpreadFilter.py    | 4 ++++
 freqtrade/pairlist/StaticPairList.py  | 8 ++++----
 freqtrade/pairlist/VolumePairList.py  | 9 +++++----
 5 files changed, 23 insertions(+), 12 deletions(-)

diff --git a/freqtrade/pairlist/PrecisionFilter.py b/freqtrade/pairlist/PrecisionFilter.py
index 85fa592f8..6bd9c594e 100644
--- a/freqtrade/pairlist/PrecisionFilter.py
+++ b/freqtrade/pairlist/PrecisionFilter.py
@@ -1,9 +1,13 @@
+"""
+Precision pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -63,9 +67,8 @@ class PrecisionFilter(IPairList):
         """
         # Copy list since we're modifying this list
         for p in deepcopy(pairlist):
-            ticker = tickers[p]
             # Filter out assets which would not allow setting a stoploss
-            if not self._validate_precision_filter(ticker, self._stoploss):
+            if not self._validate_precision_filter(tickers[p], self._stoploss):
                 pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/PriceFilter.py b/freqtrade/pairlist/PriceFilter.py
index 166515148..167717656 100644
--- a/freqtrade/pairlist/PriceFilter.py
+++ b/freqtrade/pairlist/PriceFilter.py
@@ -1,9 +1,13 @@
+"""
+Price pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Any, Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -61,9 +65,8 @@ class PriceFilter(IPairList):
         if self._low_price_ratio:
             # Copy list since we're modifying this list
             for p in deepcopy(pairlist):
-                ticker = tickers[p]
                 # Filter out assets which would not allow setting a stoploss
-                if not self._validate_ticker_lowprice(ticker):
+                if not self._validate_ticker_lowprice(tickers[p]):
                     pairlist.remove(p)
 
         return pairlist
diff --git a/freqtrade/pairlist/SpreadFilter.py b/freqtrade/pairlist/SpreadFilter.py
index 5b886135f..88e143a50 100644
--- a/freqtrade/pairlist/SpreadFilter.py
+++ b/freqtrade/pairlist/SpreadFilter.py
@@ -1,9 +1,13 @@
+"""
+Spread pair list filter
+"""
 import logging
 from copy import deepcopy
 from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/pairlist/StaticPairList.py b/freqtrade/pairlist/StaticPairList.py
index 0050fbd5c..07e559168 100644
--- a/freqtrade/pairlist/StaticPairList.py
+++ b/freqtrade/pairlist/StaticPairList.py
@@ -1,14 +1,14 @@
 """
-Static List provider
+Static Pair List provider
 
-Provides lists as configured in config.json
-
- """
+Provides pair white list as it configured in config
+"""
 import logging
 from typing import Dict, List
 
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
 
diff --git a/freqtrade/pairlist/VolumePairList.py b/freqtrade/pairlist/VolumePairList.py
index 46ff4b9c8..e20fb3577 100644
--- a/freqtrade/pairlist/VolumePairList.py
+++ b/freqtrade/pairlist/VolumePairList.py
@@ -1,9 +1,8 @@
 """
 Volume PairList provider
 
-Provides lists as configured in config.json
-
- """
+Provides dynamic pair list based on trade volumes
+"""
 import logging
 from datetime import datetime
 from typing import Any, Dict, List
@@ -11,8 +10,10 @@ from typing import Any, Dict, List
 from freqtrade.exceptions import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 
+
 logger = logging.getLogger(__name__)
 
+
 SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
 
 
@@ -115,7 +116,7 @@ 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)
-        # Limit to X number of pairs
+        # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 
         return pairs