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Simplify VolumePairList

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This commit is contained in:
hroff-1902 2020-05-15 03:59:13 +03:00
parent 2924b70fd7
commit f0c3a0d2f8
2 changed files with 13 additions and 14 deletions
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25
freqtrade/pairlist/VolumePairList.py
View File

@ -27,6 +27,7 @@ class VolumePairList(IPairList):
f'`number_assets` not specified. Please check your configuration ' f'`number_assets` not specified. Please check your configuration '
'for "pairlist.config.number_assets"') 'for "pairlist.config.number_assets"')
self._stake_currency = config['stake_currency']
self._number_pairs = self._pairlistconfig['number_assets'] self._number_pairs = self._pairlistconfig['number_assets']
self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume') self._sort_key = self._pairlistconfig.get('sort_key', 'quoteVolume')
self._min_value = self._pairlistconfig.get('min_value', 0) self._min_value = self._pairlistconfig.get('min_value', 0)
@ -79,9 +80,7 @@ class VolumePairList(IPairList):
(self._last_refresh + self.refresh_period < datetime.now().timestamp())): (self._last_refresh + self.refresh_period < datetime.now().timestamp())):
self._last_refresh = int(datetime.now().timestamp()) self._last_refresh = int(datetime.now().timestamp())
pairs = self._gen_pair_whitelist(pairlist, tickers, pairs = self._gen_pair_whitelist(pairlist, tickers)
self._config['stake_currency'],
self._sort_key, self._min_value)
else: else:
pairs = pairlist pairs = pairlist
@ -89,29 +88,29 @@ class VolumePairList(IPairList):
return pairs return pairs
def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict, def _gen_pair_whitelist(self, pairlist: List[str], tickers: Dict) -> List[str]:
base_currency: str, key: str, min_val: int) -> List[str]:
""" """
Updates the whitelist with with a dynamically generated list Updates the whitelist with with a dynamically generated list
:param base_currency: base currency as str :param pairlist: pairlist to filter or sort
:param key: sort key (defaults to 'quoteVolume')
:param tickers: Tickers (from exchange.get_tickers()). :param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs :return: List of pairs
""" """
if self._pairlist_pos == 0: if self._pairlist_pos == 0:
# If VolumePairList is the first in the list, use fresh pairlist # If VolumePairList is the first in the list, use fresh pairlist
# Check if pair quote currency equals to the stake currency. # Check if pair quote currency equals to the stake currency.
filtered_tickers = [v for k, v in tickers.items() filtered_tickers = [
if (self._exchange.get_pair_quote_currency(k) == base_currency v for k, v in tickers.items()
and v[key] is not None)] if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
and v[self._sort_key] is not None)]
else: else:
# If other pairlist is in front, use the incoming pairlist. # If other pairlist is in front, use the incoming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in pairlist] filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
if min_val > 0: if self._min_value > 0:
filtered_tickers = [v for v in filtered_tickers if v[key] > min_val] filtered_tickers = [
v for v in filtered_tickers if v[self._sort_key] > self._min_value]
sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[key]) sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[self._sort_key])
# Validate whitelist to only have active market pairs # Validate whitelist to only have active market pairs
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers]) pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])

2
tests/pairlist/test_pairlist.py
View File

@ -206,6 +206,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
pairlists, base_currency, whitelist_result, pairlists, base_currency, whitelist_result,
caplog) -> None: caplog) -> None:
whitelist_conf['pairlists'] = pairlists whitelist_conf['pairlists'] = pairlists
whitelist_conf['stake_currency'] = base_currency
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
freqtrade = get_patched_freqtradebot(mocker, whitelist_conf) freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
@ -215,7 +216,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
markets=PropertyMock(return_value=shitcoinmarkets), markets=PropertyMock(return_value=shitcoinmarkets),
) )
freqtrade.config['stake_currency'] = base_currency
freqtrade.pairlists.refresh_pairlist() freqtrade.pairlists.refresh_pairlist()
whitelist = freqtrade.pairlists.whitelist whitelist = freqtrade.pairlists.whitelist