""" Minimum age (days listed) pair list filter """ import logging from copy import deepcopy from typing import Any, Dict, List, Optional import arrow from pandas import DataFrame from freqtrade.exceptions import OperationalException from freqtrade.misc import plural from freqtrade.plugins.pairlist.IPairList import IPairList logger = logging.getLogger(__name__) class AgeFilter(IPairList): # Checked symbols cache (dictionary of ticker symbol => timestamp) _symbolsChecked: Dict[str, int] = {} def __init__(self, exchange, pairlistmanager, config: Dict[str, Any], pairlistconfig: Dict[str, Any], pairlist_pos: int) -> None: super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) self._min_days_listed = pairlistconfig.get('min_days_listed', 10) if self._min_days_listed < 1: raise OperationalException("AgeFilter requires min_days_listed to be >= 1") if self._min_days_listed > exchange.ohlcv_candle_limit('1d'): raise OperationalException("AgeFilter requires min_days_listed to not exceed " "exchange max request size " f"({exchange.ohlcv_candle_limit('1d')})") @property def needstickers(self) -> bool: """ Boolean property defining if tickers are necessary. If no Pairlist requires tickers, an empty Dict is passed as tickers argument to filter_pairlist """ return False def short_desc(self) -> str: """ Short whitelist method description - used for startup-messages """ return (f"{self.name} - Filtering pairs with age less than " f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.") def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]: """ :param pairlist: pairlist to filter or sort :param tickers: Tickers (from exchange.get_tickers()). May be cached. :return: new allowlist """ needed_pairs = [(p, '1d') for p in pairlist if p not in self._symbolsChecked] if not needed_pairs: return pairlist since_ms = int(arrow.utcnow() .floor('day') .shift(days=-self._min_days_listed - 1) .float_timestamp) * 1000 candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False) if self._enabled: for p in deepcopy(pairlist): daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None if not self._validate_pair_loc(p, daily_candles): pairlist.remove(p) logger.info(f"Validated {len(pairlist)} pairs.") return pairlist def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool: """ Validate age for the ticker :param pair: Pair that's currently validated :param ticker: ticker dict as returned from ccxt.load_markets() :return: True if the pair can stay, false if it should be removed """ # Check symbol in cache if pair in self._symbolsChecked: return True if daily_candles is not None: if len(daily_candles) > self._min_days_listed: # We have fetched at least the minimum required number of daily candles # Add to cache, store the time we last checked this symbol self._symbolsChecked[pair] = int(arrow.utcnow().float_timestamp) * 1000 return True else: self.log_once(f"Removed {pair} from whitelist, because age " f"{len(daily_candles)} is less than {self._min_days_listed} " f"{plural(self._min_days_listed, 'day')}", logger.info) return False return False