merged with develop
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@@ -2,7 +2,7 @@
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Performance pair list filter
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"""
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import logging
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from typing import Dict, List
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from typing import Any, Dict, List
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import pandas as pd
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@@ -15,6 +15,13 @@ logger = logging.getLogger(__name__)
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class PerformanceFilter(IPairList):
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def __init__(self, exchange, pairlistmanager,
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config: Dict[str, Any], pairlistconfig: Dict[str, Any],
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pairlist_pos: int) -> None:
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super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
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self._minutes = pairlistconfig.get('minutes', 0)
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@property
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def needstickers(self) -> bool:
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"""
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@@ -40,7 +47,7 @@ class PerformanceFilter(IPairList):
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"""
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# Get the trading performance for pairs from database
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try:
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performance = pd.DataFrame(Trade.get_overall_performance())
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performance = pd.DataFrame(Trade.get_overall_performance(self._minutes))
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except AttributeError:
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# Performancefilter does not work in backtesting.
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self.log_once("PerformanceFilter is not available in this mode.", logger.warning)
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