61 lines
2.0 KiB
Python
61 lines
2.0 KiB
Python
"""
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Performance pair list filter
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"""
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import logging
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import random
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from typing import Any, Dict, List
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import pandas as pd
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from pandas import DataFrame, Series
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from freqtrade.pairlist.IPairList import IPairList
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from freqtrade.persistence import Trade
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from datetime import timedelta, datetime, timezone
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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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@property
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def needstickers(self) -> bool:
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"""
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Boolean property defining if tickers are necessary.
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If no Pairlist requries tickers, an empty List is passed
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as tickers argument to filter_pairlist
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"""
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return False
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def short_desc(self) -> str:
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"""
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Short whitelist method description - used for startup-messages
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"""
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return f"{self.name} - Sorting pairs by performance."
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def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
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"""
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Filters and sorts pairlist and returns the whitelist again.
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Called on each bot iteration - please use internal caching if necessary
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:param pairlist: pairlist to filter or sort
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:param tickers: Tickers (from exchange.get_tickers()). May be cached.
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:return: new whitelist
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"""
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# Get the trading performance for pairs from database
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perf = pd.DataFrame(Trade.get_overall_performance())
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# update pairlist with values from performance dataframe
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# set initial value for pairs with no trades to 0
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# and sort the list using performance and count
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list_df = pd.DataFrame({'pair':pairlist})
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sorted_df = list_df.join(perf.set_index('pair'), on='pair')\
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.fillna(0).sort_values(by=['profit', 'count'], ascending=False)
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pairlist = sorted_df['pair'].tolist()
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return pairlist |