diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py index c4a9c3e40..3e6252fc4 100644 --- a/freqtrade/plugins/pairlist/IPairList.py +++ b/freqtrade/plugins/pairlist/IPairList.py @@ -73,7 +73,7 @@ class IPairList(LoggingMixin, ABC): """ raise NotImplementedError() - def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]: + def gen_pairlist(self, tickers: Dict) -> List[str]: """ Generate the pairlist. @@ -84,7 +84,6 @@ class IPairList(LoggingMixin, ABC): it will raise the exception if a Pairlist Handler is used at the first position in the chain. - :param cached_pairlist: Previously generated pairlist (cached) :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: List of pairs """ diff --git a/freqtrade/plugins/pairlist/StaticPairList.py b/freqtrade/plugins/pairlist/StaticPairList.py index 13d30fc47..d8623e13d 100644 --- a/freqtrade/plugins/pairlist/StaticPairList.py +++ b/freqtrade/plugins/pairlist/StaticPairList.py @@ -42,10 +42,9 @@ class StaticPairList(IPairList): """ return f"{self.name}" - def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]: + def gen_pairlist(self, tickers: Dict) -> List[str]: """ Generate the pairlist - :param cached_pairlist: Previously generated pairlist (cached) :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: List of pairs """ diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py index e85fb1805..8eff137b0 100644 --- a/freqtrade/plugins/pairlist/VolumePairList.py +++ b/freqtrade/plugins/pairlist/VolumePairList.py @@ -4,9 +4,10 @@ Volume PairList provider Provides dynamic pair list based on trade volumes """ import logging -from datetime import datetime from typing import Any, Dict, List +from cachetools.ttl import TTLCache + from freqtrade.exceptions import OperationalException from freqtrade.plugins.pairlist.IPairList import IPairList @@ -33,7 +34,8 @@ class VolumePairList(IPairList): 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) - self.refresh_period = self._pairlistconfig.get('refresh_period', 1800) + self._refresh_period = self._pairlistconfig.get('refresh_period', 1800) + self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period) if not self._exchange.exchange_has('fetchTickers'): raise OperationalException( @@ -63,17 +65,19 @@ class VolumePairList(IPairList): """ return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs." - def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]: + def gen_pairlist(self, tickers: Dict) -> List[str]: """ Generate the pairlist - :param cached_pairlist: Previously generated pairlist (cached) :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: List of pairs """ # Generate dynamic whitelist # Must always run if this pairlist is not the first in the list. - if self._last_refresh + self.refresh_period < datetime.now().timestamp(): - self._last_refresh = int(datetime.now().timestamp()) + pairlist = self._pair_cache.get('pairlist') + if pairlist: + # Item found - no refresh necessary + return pairlist + else: # Use fresh pairlist # Check if pair quote currency equals to the stake currency. @@ -82,9 +86,9 @@ class VolumePairList(IPairList): if (self._exchange.get_pair_quote_currency(k) == self._stake_currency and v[self._sort_key] is not None)] pairlist = [s['symbol'] for s in filtered_tickers] - else: - # Use the cached pairlist if it's not time yet to refresh - pairlist = cached_pairlist + + pairlist = self.filter_pairlist(pairlist, tickers) + self._pair_cache['pairlist'] = pairlist return pairlist diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py index 29c78084c..d1cdd2c5b 100644 --- a/freqtrade/plugins/pairlistmanager.py +++ b/freqtrade/plugins/pairlistmanager.py @@ -3,7 +3,7 @@ PairList manager class """ import logging from copy import deepcopy -from typing import Any, Dict, List +from typing import Dict, List from cachetools import TTLCache, cached @@ -79,11 +79,8 @@ class PairListManager(): if self._tickers_needed: tickers = self._get_cached_tickers() - # Adjust whitelist if filters are using tickers - pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers) - # Generate the pairlist with first Pairlist Handler in the chain - pairlist = self._pairlist_handlers[0].gen_pairlist(pairlist, tickers) + pairlist = self._pairlist_handlers[0].gen_pairlist(tickers) # Process all Pairlist Handlers in the chain for pairlist_handler in self._pairlist_handlers: @@ -95,19 +92,6 @@ class PairListManager(): self._whitelist = pairlist - def _prepare_whitelist(self, pairlist: List[str], tickers: Dict[str, Any]) -> List[str]: - """ - Prepare sanitized pairlist for Pairlist Handlers 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): - if p not in tickers: - pairlist.remove(p) - - return pairlist - def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]: """ Verify and remove items from pairlist - returning a filtered pairlist. diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py index bf225271f..8b060c287 100644 --- a/tests/plugins/test_pairlist.py +++ b/tests/plugins/test_pairlist.py @@ -1,5 +1,6 @@ # pragma pylint: disable=missing-docstring,C0103,protected-access +import time from unittest.mock import MagicMock, PropertyMock import pytest @@ -260,6 +261,8 @@ def test_refresh_pairlist_dynamic_2(mocker, shitcoinmarkets, tickers, whitelist_ freqtrade.pairlists.refresh_pairlist() assert whitelist == freqtrade.pairlists.whitelist + # Delay to allow 0 TTL cache to expire... + time.sleep(1) whitelist = ['FUEL/BTC', 'ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC'] tickers_dict['FUEL/BTC']['quoteVolume'] = 10000.0 freqtrade.pairlists.refresh_pairlist() @@ -604,17 +607,14 @@ def test_volumepairlist_caching(mocker, markets, whitelist_conf, tickers): get_tickers=tickers ) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) - assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == 0 + assert len(freqtrade.pairlists._pairlist_handlers[0]._pair_cache) == 0 assert tickers.call_count == 0 freqtrade.pairlists.refresh_pairlist() assert tickers.call_count == 1 - assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh != 0 - lrf = freqtrade.pairlists._pairlist_handlers[0]._last_refresh + assert len(freqtrade.pairlists._pairlist_handlers[0]._pair_cache) == 1 freqtrade.pairlists.refresh_pairlist() assert tickers.call_count == 1 - # Time should not be updated. - assert freqtrade.pairlists._pairlist_handlers[0]._last_refresh == lrf def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tickers):