Merge branch 'develop' into feat/short

This commit is contained in:
Matthias
2022-01-01 19:16:24 +01:00
75 changed files with 593 additions and 314 deletions

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@@ -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()

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@@ -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

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@@ -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

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@@ -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