Merge pull request #173 from glonlas/autoselect_top_currencies

Allow to change the number of currencies used by dynamic-whitelist

README.md

@@ -146,19 +146,40 @@ Simple High Frequency Trading Bot for crypto currencies
 
 positional arguments:
   {backtesting}
-    backtesting         backtesting module
+    backtesting             backtesting module
 
 optional arguments:
-  -h, --help            show this help message and exit
+  -h, --help                show this help message and exit
   -c PATH, --config PATH
-                        specify configuration file (default: config.json)
-  -v, --verbose         be verbose
-  --version             show program's version number and exit
-  --dynamic-whitelist   dynamically generate and update whitelist based on 24h
-                        BaseVolume
+                            specify configuration file (default: config.json)
+  -v, --verbose             be verbose
+  --version                 show program's version number and exit
+  --dynamic-whitelist INT   dynamically generate and update whitelist based on 24h
+                            BaseVolume (Default 20 currencies)
 
 ```
 
+#### Dynamic whitelist example
+Per default `--dynamic-whitelist` will retrieve the 20 currencies based 
+on BaseVolume. This value can be changed when you run the script.
+
+**By Default**  
+Get the 20 currencies based on BaseVolume.  
+```bash
+freqtrade --dynamic-whitelist
+```
+
+**Customize the number of currencies to retrieve**  
+Get the 30 currencies based on BaseVolume.  
+```bash
+freqtrade --dynamic-whitelist 30
+```
+
+**Exception**  
+`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
+negative value (e.g -2), `--dynamic-whitelist` will use the default
+value (20).
+
 ### Backtesting
 
 Backtesting also uses the config specified via `-c/--config`.

freqtrade/main.py

@@ -49,7 +49,7 @@ def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None:
         _CONF['exchange']['pair_whitelist'] = sanitized_whitelist
 
 
-def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
+def _process(dynamic_whitelist: Optional[int] = 0) -> bool:
     """
     Queries the persistence layer for open trades and handles them,
     otherwise a new trade is created.
@@ -60,7 +60,7 @@ def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
     try:
         # Refresh whitelist based on wallet maintenance
         refresh_whitelist(
-            gen_pair_whitelist(_CONF['stake_currency']) if dynamic_whitelist else None
+            gen_pair_whitelist(_CONF['stake_currency'], topn = dynamic_whitelist) if dynamic_whitelist else None
         )
         # Query trades from persistence layer
         trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -266,7 +266,7 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
     """
     Updates the whitelist with with a dynamically generated list
     :param base_currency: base currency as str
-    :param topn: maximum number of returned results
+    :param topn: maximum number of returned results, must be greater than 0
     :param key: sort key (defaults to 'BaseVolume')
     :return: List of pairs
     """
@@ -275,6 +275,11 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
         key=lambda s: s.get(key) or 0.0,
         reverse=True
     )
+
+    # topn must be greater than 0
+    if not topn > 0:
+        topn = 20
+
     return [s['MarketName'].replace('-', '_') for s in summaries[:topn]]
 
 

freqtrade/misc.py

@@ -112,8 +112,12 @@ def parse_args(args: List[str]):
     )
     parser.add_argument(
         '--dynamic-whitelist',
-        help='dynamically generate and update whitelist based on 24h BaseVolume',
-        action='store_true',
+        help='dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies)',
+        dest='dynamic_whitelist',
+        const=20,
+        type=int,
+        metavar='INT',
+        nargs='?',
     )
     build_subcommands(parser)
     parsed_args = parser.parse_args(args)

freqtrade/tests/test_misc.py

@@ -30,7 +30,7 @@ def test_parse_args_defaults():
     args = parse_args([])
     assert args is not None
     assert args.config == 'config.json'
-    assert args.dynamic_whitelist is False
+    assert args.dynamic_whitelist is None
     assert args.loglevel == 20
 
 
@@ -58,7 +58,16 @@ def test_parse_args_verbose():
 def test_parse_args_dynamic_whitelist():
     args = parse_args(['--dynamic-whitelist'])
     assert args is not None
-    assert args.dynamic_whitelist is True
+    assert args.dynamic_whitelist is 20
+
+def test_parse_args_dynamic_whitelist_10():
+    args = parse_args(['--dynamic-whitelist', '10'])
+    assert args is not None
+    assert args.dynamic_whitelist is 10
+
+def test_parse_args_dynamic_whitelist_invalid_values():
+    with pytest.raises(SystemExit, match=r'2'):
+        parse_args(['--dynamic-whitelist', 'abc'])
 
 
 def test_parse_args_backtesting(mocker):