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Remove pairs with no ticker available when it's needed

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This commit is contained in:
hroff-1902 2020-05-17 11:39:18 +03:00
parent d457542d96
commit ce185a3b19
1 changed files with 18 additions and 2 deletions
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20
freqtrade/pairlist/pairlistmanager.py
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@ -5,6 +5,7 @@ Provides lists as configured in config.json
""" """
import logging import logging
from copy import deepcopy
from typing import Dict, List from typing import Dict, List
from cachetools import TTLCache, cached from cachetools import TTLCache, cached
@ -79,13 +80,14 @@ class PairListManager():
Run pairlist through all configured pairlists. Run pairlist through all configured pairlists.
""" """
pairlist = self._whitelist.copy()
# 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 = {} tickers: Dict = {}
if self._tickers_needed: if self._tickers_needed:
tickers = self._get_cached_tickers() 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 # Process all pairlists in chain
for pl in self._pairlists: for pl in self._pairlists:
pairlist = pl.filter_pairlist(pairlist, tickers) pairlist = pl.filter_pairlist(pairlist, tickers)
@ -94,3 +96,17 @@ class PairListManager():
pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True) pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
self._whitelist = pairlist 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