Merge branch 'develop' into feat/short

freqtrade/plugins/pairlist/PerformanceFilter.py

@@ -68,14 +68,14 @@ class PerformanceFilter(IPairList):
         #  - then pair name alphametically
         sorted_df = list_df.merge(performance, on='pair', how='left')\
             .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
-            .sort_values(by=['profit'], ascending=False)
+            .sort_values(by=['profit_ratio'], ascending=False)
         if self._min_profit is not None:
-            removed = sorted_df[sorted_df['profit'] < self._min_profit]
+            removed = sorted_df[sorted_df['profit_ratio'] < self._min_profit]
             for _, row in removed.iterrows():
                 self.log_once(
-                    f"Removing pair {row['pair']} since {row['profit']} is "
+                    f"Removing pair {row['pair']} since {row['profit_ratio']} is "
                     f"below {self._min_profit}", logger.info)
-            sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit]
+            sorted_df = sorted_df[sorted_df['profit_ratio'] >= self._min_profit]
 
         pairlist = sorted_df['pair'].tolist()
 

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -8,7 +8,7 @@ from typing import Any, Dict, List, Optional
 
 import arrow
 import numpy as np
-from cachetools.ttl import TTLCache
+from cachetools import TTLCache
 from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes

freqtrade/plugins/pairlist/VolumePairList.py

@@ -8,7 +8,7 @@ from functools import partial
 from typing import Any, Dict, List
 
 import arrow
-from cachetools.ttl import TTLCache
+from cachetools import TTLCache
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -6,7 +6,7 @@ from copy import deepcopy
 from typing import Any, Dict, List, Optional
 
 import arrow
-from cachetools.ttl import TTLCache
+from cachetools import TTLCache
 from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes

freqtrade/plugins/pairlistmanager.py

@@ -2,7 +2,7 @@
 PairList manager class
 """
 import logging
-from copy import deepcopy
+from functools import partial
 from typing import Dict, List
 
 from cachetools import TTLCache, cached
@@ -10,6 +10,7 @@ from cachetools import TTLCache, cached
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.enums import CandleType
 from freqtrade.exceptions import OperationalException
+from freqtrade.mixins import LoggingMixin
 from freqtrade.plugins.pairlist.IPairList import IPairList
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import PairListResolver
@@ -18,7 +19,7 @@ from freqtrade.resolvers import PairListResolver
 logger = logging.getLogger(__name__)
 
 
-class PairListManager():
+class PairListManager(LoggingMixin):
 
     def __init__(self, exchange, config: dict) -> None:
         self._exchange = exchange
@@ -42,6 +43,9 @@ class PairListManager():
         if not self._pairlist_handlers:
             raise OperationalException("No Pairlist Handlers defined")
 
+        refresh_period = config.get('pairlist_refresh_period', 3600)
+        LoggingMixin.__init__(self, logger, refresh_period)
+
     @property
     def whitelist(self) -> List[str]:
         """The current whitelist"""
@@ -109,9 +113,10 @@ class PairListManager():
         except ValueError as err:
             logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
             return []
-        for pair in deepcopy(pairlist):
+        log_once = partial(self.log_once, logmethod=logmethod)
+        for pair in pairlist.copy():
             if pair in blacklist:
-                logmethod(f"Pair {pair} in your blacklist. Removing it from whitelist...")
+                log_once(f"Pair {pair} in your blacklist. Removing it from whitelist...")
                 pairlist.remove(pair)
         return pairlist