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Allow chaining of pairlists

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This commit is contained in:
Matthias
2019-11-09 06:55:16 +01:00
parent dee9b84322
commit e632720c02
10 changed files with 143 additions and 165 deletions
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32
freqtrade/pairlist/VolumePairList.py
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@@ -5,7 +5,7 @@ Provides lists as configured in config.json
"""
import logging
from typing import List
from typing import List, Dict
from cachetools import TTLCache, cached
@@ -19,18 +19,17 @@ SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
class VolumePairList(IPairList):
def __init__(self, freqtrade, config: dict) -> None:
super().__init__(freqtrade, config)
self._whitelistconf = self._config.get('pairlist', {}).get('config')
if 'number_assets' not in self._whitelistconf:
def __init__(self, exchange, config, pairlistconfig: dict) -> None:
super().__init__(exchange, config, pairlistconfig)
if 'number_assets' not in self._pairlistconfig:
raise OperationalException(
f'`number_assets` not specified. Please check your configuration '
'for "pairlist.config.number_assets"')
self._number_pairs = self._whitelistconf['number_assets']
self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
self._precision_filter = self._whitelistconf.get('precision_filter', True)
self._number_pairs = self._pairlistconfig['number_assets']
self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
if not self._freqtrade.exchange.exchange_has('fetchTickers'):
if not self._exchange.exchange_has('fetchTickers'):
raise OperationalException(
'Exchange does not support dynamic whitelist.'
'Please edit your config and restart the bot'
@@ -45,14 +44,16 @@ class VolumePairList(IPairList):
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
return f"{self.name} - top {self._whitelistconf['number_assets']} volume pairs."
def refresh_pairlist(self) -> None:
def filter_pairlist(self, pairlist: List[str], tickers: List[Dict]) -> List[str]:
"""
Refreshes pairlists and assigns them to self._whitelist and self._blacklist respectively
-> Please overwrite in subclasses
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
# Generate dynamic whitelist
self._whitelist = self._gen_pair_whitelist(
@@ -64,17 +65,18 @@ class VolumePairList(IPairList):
Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str
:param key: sort key (defaults to 'quoteVolume')
:param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs
"""
tickers = self._freqtrade.exchange.get_tickers()
tickers = self._exchange.get_tickers()
# check length so that we make sure that '/' is actually in the string
tickers = [v for k, v in tickers.items()
if (len(k.split('/')) == 2 and k.split('/')[1] == base_currency
and v[key] is not None)]
sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
# Validate whitelist to only have active market pairs
pairs = self.validate_whitelist([s['symbol'] for s in sorted_tickers], tickers)
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
logger.info(f"Searching {self._number_pairs} pairs: {pairs[:self._number_pairs]}")