Allow to change the number of currencies used by dynamic-whitelist
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README.md
35
README.md
@ -146,19 +146,40 @@ Simple High Frequency Trading Bot for crypto currencies
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positional arguments:
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{backtesting}
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backtesting backtesting module
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backtesting backtesting module
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optional arguments:
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-h, --help show this help message and exit
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-h, --help show this help message and exit
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-c PATH, --config PATH
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specify configuration file (default: config.json)
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-v, --verbose be verbose
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--version show program's version number and exit
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--dynamic-whitelist dynamically generate and update whitelist based on 24h
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BaseVolume
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specify configuration file (default: config.json)
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-v, --verbose be verbose
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--version show program's version number and exit
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--dynamic-whitelist INT dynamically generate and update whitelist based on 24h
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BaseVolume (Default 20 currencies)
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```
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#### Dynamic whitelist example
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Per default `--dynamic-whitelist` will retrieve the 20 currencies based
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on BaseVolume. This value can be changed when you run the script.
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**By Default**
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Get the 20 currencies based on BaseVolume.
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```bash
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freqtrade --dynamic-whitelist
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```
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**Customize the number of currencies to retrieve**
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Get the 30 currencies based on BaseVolume.
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```bash
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freqtrade --dynamic-whitelist 30
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```
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**Exception**
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`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
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negative value (e.g -2), `--dynamic-whitelist` will use the default
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value (20).
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### Backtesting
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Backtesting also uses the config specified via `-c/--config`.
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@ -1,4 +1,5 @@
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#!/usr/bin/env python3
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import argparse
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import copy
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import json
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import logging
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@ -49,7 +50,7 @@ def refresh_whitelist(whitelist: Optional[List[str]] = None) -> None:
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_CONF['exchange']['pair_whitelist'] = sanitized_whitelist
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def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
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def _process(dynamic_whitelist: Optional[int] = 0) -> bool:
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"""
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Queries the persistence layer for open trades and handles them,
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otherwise a new trade is created.
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@ -60,7 +61,7 @@ def _process(dynamic_whitelist: Optional[bool] = False) -> bool:
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try:
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# Refresh whitelist based on wallet maintenance
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refresh_whitelist(
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gen_pair_whitelist(_CONF['stake_currency']) if dynamic_whitelist else None
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gen_pair_whitelist(_CONF['stake_currency'], topn = dynamic_whitelist) if dynamic_whitelist else None
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)
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# Query trades from persistence layer
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trades = Trade.query.filter(Trade.is_open.is_(True)).all()
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@ -266,7 +267,7 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
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"""
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Updates the whitelist with with a dynamically generated list
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:param base_currency: base currency as str
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:param topn: maximum number of returned results
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:param topn: maximum number of returned results, must be greater than 0
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:param key: sort key (defaults to 'BaseVolume')
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:return: List of pairs
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"""
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@ -275,6 +276,11 @@ def gen_pair_whitelist(base_currency: str, topn: int = 20, key: str = 'BaseVolum
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key=lambda s: s.get(key) or 0.0,
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reverse=True
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)
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# topn must be greater than 0
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if not topn > 0:
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topn = 20
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return [s['MarketName'].replace('-', '_') for s in summaries[:topn]]
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@ -112,8 +112,12 @@ def parse_args(args: List[str]):
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)
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parser.add_argument(
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'--dynamic-whitelist',
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help='dynamically generate and update whitelist based on 24h BaseVolume',
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action='store_true',
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help='dynamically generate and update whitelist based on 24h BaseVolume (Default 20 currencies)',
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dest='dynamic_whitelist',
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const=20,
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type=int,
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metavar='INT',
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nargs='?',
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)
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build_subcommands(parser)
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parsed_args = parser.parse_args(args)
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@ -30,7 +30,7 @@ def test_parse_args_defaults():
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args = parse_args([])
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assert args is not None
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assert args.config == 'config.json'
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assert args.dynamic_whitelist is False
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assert args.dynamic_whitelist is None
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assert args.loglevel == 20
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@ -58,7 +58,16 @@ def test_parse_args_verbose():
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def test_parse_args_dynamic_whitelist():
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args = parse_args(['--dynamic-whitelist'])
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assert args is not None
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assert args.dynamic_whitelist is True
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assert args.dynamic_whitelist is 20
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def test_parse_args_dynamic_whitelist_10():
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args = parse_args(['--dynamic-whitelist', '10'])
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assert args is not None
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assert args.dynamic_whitelist is 10
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def test_parse_args_dynamic_whitelist_invalid_values():
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with pytest.raises(SystemExit, match=r'2'):
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parse_args(['--dynamic-whitelist', 'abc'])
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def test_parse_args_backtesting(mocker):
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