76 lines
2.8 KiB
Python
76 lines
2.8 KiB
Python
"""
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Shuffle 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, Literal
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from freqtrade.constants import Config
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from freqtrade.enums import RunMode
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from freqtrade.exchange import timeframe_to_seconds
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from freqtrade.exchange.types import Tickers
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.util.periodic_cache import PeriodicCache
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logger = logging.getLogger(__name__)
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ShuffleValues = Literal['candle', 'iteration']
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class ShuffleFilter(IPairList):
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def __init__(self, exchange, pairlistmanager,
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config: Config, 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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# Apply seed in backtesting mode to get comparable results,
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# but not in live modes to get a non-repeating order of pairs during live modes.
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if config.get('runmode') in (RunMode.LIVE, RunMode.DRY_RUN):
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self._seed = None
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logger.info("Live mode detected, not applying seed.")
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else:
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self._seed = pairlistconfig.get('seed')
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logger.info(f"Backtesting mode detected, applying seed value: {self._seed}")
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self._random = random.Random(self._seed)
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self._shuffle_freq: ShuffleValues = pairlistconfig.get('shuffle_frequency', 'candle')
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self.__pairlist_cache = PeriodicCache(
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maxsize=1000, ttl=timeframe_to_seconds(self._config['timeframe']))
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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 requires tickers, an empty Dict 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} - Shuffling pairs every {self._shuffle_freq}" +
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(f", seed = {self._seed}." if self._seed is not None else "."))
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def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> 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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pairlist_bef = tuple(pairlist)
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pairlist_new = self.__pairlist_cache.get(pairlist_bef)
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if pairlist_new and self._shuffle_freq == 'candle':
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# Use cached pairlist.
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return pairlist_new
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# Shuffle is done inplace
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self._random.shuffle(pairlist)
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self.__pairlist_cache[pairlist_bef] = pairlist
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return pairlist
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