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rename LowPriceFilter to PrieFilter

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This commit is contained in:
Matthias 2019-11-19 06:41:05 +01:00
parent c22b00b303
commit a8855bf795
5 changed files with 15 additions and 14 deletions
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2
config_full.json.example
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@ -61,7 +61,7 @@
} }
}, },
{"method": "PrecisionFilter"}, {"method": "PrecisionFilter"},
{"method": "LowPriceFilter", "low_price_ratio": 0.01 {"method": "PriceFilter", "low_price_ratio": 0.01
} }
], ],
"exchange": { "exchange": {

13
docs/configuration.md
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@ -380,7 +380,7 @@ The valid values are:
Pairlists define the list of pairs that the bot should trade. Pairlists define the list of pairs that the bot should trade.
There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available. There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
[`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter) act as filters, removing low-value pairs. [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists. All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
@ -391,7 +391,7 @@ Inactive markets and blacklisted pairs are always removed from the resulting `pa
* [`StaticPairList`](#static-pair-list) (default, if not configured differently) * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
* [`VolumePairList`](#volume-pair-list) * [`VolumePairList`](#volume-pair-list)
* [`PrecisionFilter`](#precision-filter) * [`PrecisionFilter`](#precision-filter)
* [`LowPriceFilter`](#low-price-pair-filter) * [`PriceFilter`](#price-pair-filter)
#### Static Pair List #### Static Pair List
@ -426,9 +426,10 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
Filters low-value coins which would not allow setting a stoploss. Filters low-value coins which would not allow setting a stoploss.
#### Low Price Pair Filter #### Price Pair Filter
The `LowPriceFilter` allows filtering of pairs where a raise of 1 price unit is below the `low_price_ratio` ratio. The `PriceFilter` allows filtering of pairs by price.
Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
This option is disabled by default, and will only apply if set to <> 0. This option is disabled by default, and will only apply if set to <> 0.
Calculation example: Calculation example:
@ -438,7 +439,7 @@ These pairs are dangerous since it may be impossible to place the desired stoplo
### Full Pairlist example ### Full Pairlist example
The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`LowPriceFilter`](#low-price-pair-filter), filtering all assets where 1 priceunit is > 1%. The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
```json ```json
"exchange": { "exchange": {
@ -452,7 +453,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
"sort_key": "quoteVolume", "sort_key": "quoteVolume",
}, },
{"method": "PrecisionFilter"}, {"method": "PrecisionFilter"},
{"method": "LowPriceFilter", "low_price_ratio": 0.01} {"method": "PriceFilter", "low_price_ratio": 0.01}
], ],
``` ```

2
freqtrade/constants.py
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@ -20,7 +20,7 @@ REQUIRED_ORDERTIF = ['buy', 'sell']
REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange'] REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
ORDERTYPE_POSSIBILITIES = ['limit', 'market'] ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'LowPriceFilter'] AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'PrecisionFilter', 'PriceFilter']
DRY_RUN_WALLET = 999.9 DRY_RUN_WALLET = 999.9
MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons MATH_CLOSE_PREC = 1e-14 # Precision used for float comparisons

4
freqtrade/pairlist/LowPriceFilter.py → freqtrade/pairlist/PriceFilter.py
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@ -7,7 +7,7 @@ from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
class LowPriceFilter(IPairList): class PriceFilter(IPairList):
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict, def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict,
pairlist_pos: int) -> None: pairlist_pos: int) -> None:
@ -32,7 +32,7 @@ class LowPriceFilter(IPairList):
def _validate_ticker_lowprice(self, ticker) -> bool: def _validate_ticker_lowprice(self, ticker) -> bool:
""" """
Check if if one price-step is > than a certain barrier. Check if if one price-step (pip) is > than a certain barrier.
:param ticker: ticker dict as returned from ccxt.load_markets() :param ticker: ticker dict as returned from ccxt.load_markets()
:param precision: Precision :param precision: Precision
: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

8
tests/pairlist/test_pairlist.py
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@ -150,14 +150,14 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
# Precisionfilter bid # Precisionfilter bid
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"}, ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "bidVolume"},
{"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']), {"method": "PrecisionFilter"}], "BTC", ['FUEL/BTC', 'LTC/BTC', 'TKN/BTC', 'ETH/BTC']),
# Lowpricefilter and VolumePairList # PriceFilter and VolumePairList
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "LowPriceFilter", "low_price_ratio": 0.03}], {"method": "PriceFilter", "low_price_ratio": 0.03}],
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']), "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'FUEL/BTC']),
# Hot is removed by precision_filter, Fuel by low_price_filter. # Hot is removed by precision_filter, Fuel by low_price_filter.
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"}, ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
{"method": "PrecisionFilter"}, {"method": "PrecisionFilter"},
{"method": "LowPriceFilter", "low_price_ratio": 0.02} {"method": "PriceFilter", "low_price_ratio": 0.02}
], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']), ], "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC']),
# StaticPairlist Only # StaticPairlist Only
([{"method": "StaticPairList"}, ([{"method": "StaticPairList"},
@ -189,7 +189,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
if pairlist['method'] == 'PrecisionFilter': if pairlist['method'] == 'PrecisionFilter':
assert log_has_re(r'^Removed .* from whitelist, because stop price .* ' assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
r'would be <= stop limit.*', caplog) r'would be <= stop limit.*', caplog)
if pairlist['method'] == 'LowPriceFilter': if pairlist['method'] == 'PriceFilter':
assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) assert log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog)