52 lines
2.2 KiB
Python
52 lines
2.2 KiB
Python
import logging
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from copy import deepcopy
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from typing import Dict, List
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from freqtrade.pairlist.IPairListFilter import IPairListFilter
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logger = logging.getLogger(__name__)
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class PrecisionFilter(IPairListFilter):
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def __init__(self, freqtrade, config: dict) -> None:
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super().__init__(freqtrade, config)
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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 = self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss
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# Adjust stop-prices to precision
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sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price)
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stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"],
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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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logger.info(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: List[Dict]) -> List[str]:
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"""
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Method doing the filtering
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"""
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if self._freqtrade.strategy.stoploss is not None:
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# Precalculate sanitized stoploss value to avoid recalculation for every pair
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stoploss = 1 - abs(self._freqtrade.strategy.stoploss)
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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 = [t for t in tickers if t['symbol'] == p][0]
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# Filter out assets which would not allow setting a stoploss
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if (stoploss and not self._validate_precision_filter(ticker, stoploss)):
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pairlist.remove(p)
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continue
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return pairlist
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