Added pairslist AgeFilter

freqtrade/pairlist/AgeFilter.py

@@ -0,0 +1,76 @@
+"""
+Minimum age (days listed) pair list filter
+"""
+import logging
+import arrow
+from typing import Any, Dict
+
+from freqtrade.misc import plural
+from freqtrade.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class AgeFilter(IPairList):
+
+    # Checked symbols cache (dictionary of ticker symbol => timestamp)
+    _symbolsChecked: Dict[str, int] = {}
+
+    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._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+        self._enabled = self._min_days_listed >= 1
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return True
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return (f"{self.name} - Filtering pairs with age less than "
+                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
+
+    def _validate_pair(self, ticker: dict) -> bool:
+        """
+        Validate age 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
+        """
+
+        # Check symbol in cache
+        if ticker['symbol'] in self._symbolsChecked:
+            return True
+
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=-self._min_days_listed)
+                       .float_timestamp) * 1000
+
+        daily_candles = self._exchange.get_historic_ohlcv(pair=ticker['symbol'],
+                                                          timeframe='1d',
+                                                          since_ms=since_ms)
+
+        if daily_candles is not None:
+            if len(daily_candles) > self._min_days_listed:
+                # We have fetched at least the minimum required number of daily candles
+                # Add to cache, store the time we last checked this symbol
+                self._symbolsChecked[ticker['symbol']] = int(arrow.utcnow().float_timestamp) * 1000
+                return True
+            else:
+                self.log_on_refresh(logger.info, f"Removed {ticker['symbol']} from whitelist, "
+                                                 f"because age is less than "
+                                                 f"{self._min_days_listed} "
+                                                 f"{plural(self._min_days_listed, 'day')}")
+                return False
+        return False