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