72 lines
2.6 KiB
Python
72 lines
2.6 KiB
Python
import logging
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from copy import deepcopy
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from typing import Any, Dict, List
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from freqtrade.pairlist.IPairList import IPairList
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logger = logging.getLogger(__name__)
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class PrecisionFilter(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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# Precalculate sanitized stoploss value to avoid recalculation for every pair
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self._stoploss = 1 - abs(self._config['stoploss'])
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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 True
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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} - Filtering untradable pairs."
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def _validate_precision_filter(self, ticker: dict, stoploss: float) -> bool:
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"""
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Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
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low value pairs.
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:param ticker: ticker dict as returned from ccxt.load_markets()
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:param stoploss: stoploss value as set in the configuration
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(already cleaned to be 1 - stoploss)
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:return: True if the pair can stay, False if it should be removed
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"""
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stop_price = ticker['ask'] * stoploss
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# Adjust stop-prices to precision
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sp = self._exchange.price_to_precision(ticker["symbol"], stop_price)
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stop_gap_price = self._exchange.price_to_precision(ticker["symbol"], stop_price * 0.99)
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logger.debug(f"{ticker['symbol']} - {sp} : {stop_gap_price}")
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if sp <= stop_gap_price:
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self.log_on_refresh(logger.info,
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f"Removed {ticker['symbol']} from whitelist, "
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f"because stop price {sp} would be <= stop limit {stop_gap_price}")
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return False
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return True
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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 pairlists and assigns and returns them again.
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"""
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# Copy list since we're modifying this list
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for p in deepcopy(pairlist):
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ticker = tickers[p]
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# Filter out assets which would not allow setting a stoploss
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if not self._validate_precision_filter(ticker, self._stoploss):
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pairlist.remove(p)
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return pairlist
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