Allow blacklist-verification from all pairlists

This commit is contained in:
Matthias 2019-11-09 07:19:46 +01:00
parent 1059586226
commit eaf3fd80c5
4 changed files with 21 additions and 16 deletions

View File

@ -6,6 +6,7 @@ Provides lists as configured in config.json
"""
import logging
from abc import ABC, abstractmethod, abstractproperty
from copy import deepcopy
from typing import Dict, List
from freqtrade.exchange import market_is_active
@ -15,8 +16,9 @@ logger = logging.getLogger(__name__)
class IPairList(ABC):
def __init__(self, exchange, config, pairlistconfig: dict) -> None:
def __init__(self, exchange, pairlistmanager, config, pairlistconfig: dict) -> None:
self._exchange = exchange
self._pairlistmanager = pairlistmanager
self._config = config
self._pairlistconfig = pairlistconfig
@ -54,6 +56,15 @@ class IPairList(ABC):
:return: new whitelist
"""
@staticmethod
def _verify_blacklist(self, pairlist: List[str]) -> List[str]:
for pair in deepcopy(pairlist):
if pair in self._pairlistmanager.blacklist:
logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair)
return pairlist
def _whitelist_for_active_markets(self, whitelist: List[str]) -> List[str]:
"""
Check available markets and remove pair from whitelist if necessary

View File

@ -85,7 +85,9 @@ class VolumePairList(IPairList):
sorted_tickers = sorted(tickers, reverse=True, key=lambda t: t[key])
# Validate whitelist to only have active market pairs
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]}")
pairs = self._verify_blacklist(pairs)
# Limit to X number of pairs
pairs = pairs[:self._number_pairs]
logger.info(f"Searching {self._number_pairs} pairs: {pairs}")
return pairs

View File

@ -5,7 +5,6 @@ Provides lists as configured in config.json
"""
import logging
from copy import deepcopy
from typing import List
from freqtrade.pairlist.IPairList import IPairList
@ -25,7 +24,7 @@ class PairListManager():
self._tickers_needed = False
for pl in self._config.get('pairlists', [{'method': "StaticPairList"}]):
pairl = PairListResolver(pl.get('method'),
exchange, config,
exchange, self, config,
pl.get('config')).pairlist
self._tickers_needed = pairl.needstickers or self._tickers_needed
self._pairlists.append(pairl)
@ -57,18 +56,10 @@ class PairListManager():
if self._tickers_needed:
tickers = self._exchange.get_tickers()
# Process all pairlists in chain
for pl in self._pairlists:
pl.filter_pairlist(pairlist, tickers)
pairlist = pl.filter_pairlist(pairlist, tickers)
# Validation against blacklist happens after the pairlists to ensure blacklist is respected.
pairlist = self.verify_blacklist(pairlist, self.blacklist)
self._whitelist = pairlist
@staticmethod
def verify_blacklist(pairlist: List[str], blacklist: List[str]) -> List[str]:
for pair in deepcopy(pairlist):
if pair in blacklist:
logger.warning(f"Pair {pair} in your blacklist. Removing it from whitelist...")
pairlist.remove(pair)
return pairlist

View File

@ -20,13 +20,14 @@ class PairListResolver(IResolver):
__slots__ = ['pairlist']
def __init__(self, pairlist_name: str, exchange, config: dict, pairlistconfig) -> None:
def __init__(self, pairlist_name: str, exchange, pairlistmanager, config: dict, pairlistconfig) -> None:
"""
Load the custom class from config parameter
:param config: configuration dictionary or None
"""
self.pairlist = self._load_pairlist(pairlist_name, config,
kwargs={'exchange': exchange,
'pairlistmanager': pairlistmanager,
'config': config,
'pairlistconfig': pairlistconfig})