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Added ability to keep invalid pairs while expanding expand_pairlist

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This commit is contained in:
nas-
2021-01-15 00:13:11 +01:00
committed by Matthias
parent 4d7ffa8c81
commit f72d53351c
9 changed files with 128 additions and 57 deletions
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10
freqtrade/plugins/pairlist/IPairList.py
View File

@@ -124,19 +124,21 @@ class IPairList(LoggingMixin, ABC):
"""
return self._pairlistmanager.verify_blacklist(pairlist, logmethod)
def verify_whitelist(self, pairlist: List[str], logmethod) -> List[str]:
def verify_whitelist(self, pairlist: List[str], logmethod,
keep_invalid: bool = False) -> List[str]:
"""
Proxy method to verify_whitelist for easy access for child classes.
:param pairlist: Pairlist to validate
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`
:param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes.
:return: pairlist - whitelisted pairs
"""
return self._pairlistmanager.verify_whitelist(pairlist, logmethod)
return self._pairlistmanager.verify_whitelist(pairlist, logmethod, keep_invalid)
def _whitelist_for_active_markets(self, pairlist: List[str]) -> List[str]:
"""
Check available markets and remove pair from whitelist if necessary
:param whitelist: the sorted list of pairs the user might want to trade
:param pairlist: the sorted list of pairs the user might want to trade
:return: the list of pairs the user wants to trade without those unavailable or
black_listed
"""

4
freqtrade/plugins/pairlist/StaticPairList.py
View File

@@ -50,7 +50,9 @@ class StaticPairList(IPairList):
:return: List of pairs
"""
if self._allow_inactive:
return self.verify_whitelist(self._config['exchange']['pair_whitelist'], logger.info)
return self.verify_whitelist(
self._config['exchange']['pair_whitelist'], logger.info, keep_invalid=True
)
else:
return self._whitelist_for_active_markets(
self.verify_whitelist(self._config['exchange']['pair_whitelist'], logger.info))

37
freqtrade/plugins/pairlist/pairlist_helpers.py
View File

@@ -2,22 +2,41 @@ import re
from typing import List
def expand_pairlist(wildcardpl: List[str], available_pairs: List[str]) -> List[str]:
def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
keep_invalid: bool = False) -> List[str]:
"""
Expand pairlist potentially containing wildcards based on available markets.
This will implicitly filter all pairs in the wildcard-list which are not in available_pairs.
:param wildcardpl: List of Pairlists, which may contain regex
:param available_pairs: List of all available pairs (`exchange.get_markets().keys()`)
:param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes
:return expanded pairlist, with Regexes from wildcardpl applied to match all available pairs.
:raises: ValueError if a wildcard is invalid (like '*/BTC' - which should be `.*/BTC`)
"""
result = []
for pair_wc in wildcardpl:
try:
comp = re.compile(pair_wc)
result += [
pair for pair in available_pairs if re.match(comp, pair)
]
except re.error as err:
raise ValueError(f"Wildcard error in {pair_wc}, {err}")
if keep_invalid:
for pair_wc in wildcardpl:
try:
comp = re.compile(pair_wc)
result_partial = [
pair for pair in available_pairs if re.match(comp, pair)
]
# Add all matching pairs.
# If there are no matching pairs (Pair not on exchange) keep it.
result += result_partial or [pair_wc]
except re.error as err:
raise ValueError(f"Wildcard error in {pair_wc}, {err}")
for element in result:
if not re.fullmatch(r'^[A-Za-z0-9/-]+$', element):
result.remove(element)
else:
for pair_wc in wildcardpl:
try:
comp = re.compile(pair_wc)
result += [
pair for pair in available_pairs if re.match(comp, pair)
]
except re.error as err:
raise ValueError(f"Wildcard error in {pair_wc}, {err}")
return result

33
freqtrade/plugins/pairlistmanager.py
View File

@@ -59,9 +59,15 @@ class PairListManager():
"""The expanded blacklist (including wildcard expansion)"""
return expand_pairlist(self._blacklist, self._exchange.get_markets().keys())
@property
def expanded_whitelist_keep_invalid(self) -> List[str]:
"""The expanded whitelist (including wildcard expansion), maintaining invalid pairs"""
return expand_pairlist(self._whitelist, self._exchange.get_markets().keys(),
keep_invalid=True)
@property
def expanded_whitelist(self) -> List[str]:
"""The expanded whitelist (including wildcard expansion)"""
"""The expanded whitelist (including wildcard expansion), filtering invalid pairs"""
return expand_pairlist(self._whitelist, self._exchange.get_markets().keys())
@property
@@ -134,19 +140,30 @@ class PairListManager():
pairlist.remove(pair)
return pairlist
def verify_whitelist(self, pairlist: List[str], logmethod) -> List[str]:
def verify_whitelist(self, pairlist: List[str], logmethod,
keep_invalid: bool = False) -> List[str]:
"""
Verify and remove items from pairlist - returning a filtered pairlist.
Logs a warning or info depending on `aswarning`.
Pairlist Handlers explicitly using this method shall use
`logmethod=logger.info` to avoid spamming with warning messages
:return: pairlist - blacklisted pairs
:param pairlist: Pairlist to validate
:param logmethod: Function that'll be called, `logger.info` or `logger.warning`
:param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes.
:return: pairlist - whitelisted pairs
"""
try:
whitelist = self.expanded_whitelist
except ValueError as err:
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
return []
if keep_invalid:
try:
whitelist = self.expanded_whitelist_keep_invalid
except ValueError as err:
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
return []
else:
try:
whitelist = self.expanded_whitelist
except ValueError as err:
logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
return []
return whitelist
def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes: