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add mode

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This commit is contained in:
Stefano Ariestasia
2024-01-08 00:42:33 +09:00
parent 09cb6cb02d
commit 96a6c00acc
1 changed files with 38 additions and 26 deletions
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64
freqtrade/plugins/pairlist/MarketCapFilter.py
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@@ -21,7 +21,7 @@ from pycoingecko import CoinGeckoAPI
logger = logging.getLogger(__name__)
SORT_VALUES = ['quoteVolume']
MODE_VALUES = ['top_rank', 'total_assets']
class MarketCapFilter(IPairList):
@@ -33,23 +33,28 @@ class MarketCapFilter(IPairList):
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if 'max_rank' not in self._pairlistconfig:
if 'limit' not in self._pairlistconfig:
raise OperationalException(
'`max_rank` not specified. Please check your configuration '
'for "pairlist.config.max_rank"')
'`limit` not specified. Please check your configuration '
'for "pairlist.config.limit"')
self._stake_currency = config['stake_currency']
self._max_rank = self._pairlistconfig['max_rank']
self._mode = self._pairlistconfig.get('mode', 'top_rank')
self._limit = self._pairlistconfig['limit']
self._refresh_period = self._pairlistconfig.get('refresh_period', 86400)
self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._def_candletype = self._config['candle_type_def']
self._coingekko: CoinGeckoAPI = CoinGeckoAPI()
if self._max_rank > 250:
if self._limit > 250:
raise OperationalException(
"This filter only support up to rank 250."
)
if not self._validate_keys(self._mode):
raise OperationalException(
f'key {self._mode} not in {MODE_VALUES}')
@property
def needstickers(self) -> bool:
@@ -61,13 +66,13 @@ class MarketCapFilter(IPairList):
return False
def _validate_keys(self, key):
return key in SORT_VALUES
return key in MODE_VALUES
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
"""
return f"{self.name} - Only use top {self._pairlistconfig['max_rank']} market cap pairs."
return f"{self.name} - Only use top {self._pairlistconfig['limit']} market cap pairs."
@staticmethod
def description() -> str:
@@ -76,11 +81,18 @@ class MarketCapFilter(IPairList):
@staticmethod
def available_parameters() -> Dict[str, PairlistParameter]:
return {
"max_rank": {
"limit": {
"type": "number",
"default": 30,
"description": "Max market cap rank",
"help": "Only use assets that ranked within top max_rank market cap",
"help": "Only use assets with high market cap rank",
},
"mode": {
"type": "option",
"default": "top_rank",
"options": MODE_VALUES,
"description": "Mode of number",
"help": "How to interpret the number",
},
"refresh_period": {
"type": "number",
@@ -156,24 +168,24 @@ class MarketCapFilter(IPairList):
if can_filter:
filtered_pairlist = []
# option A
# top_marketcap = marketcap_list[:self._max_rank:]
if self._mode == 'top_rank':
top_marketcap = marketcap_list[:self._limit:]
# for pair in pairlist:
# base = pair.split('/')[0]
# if base.lower() in top_marketcap:
# filtered_pairlist.append(pair)
# else:
# logger.info(f"Remove {pair} from whitelist because it's not in "
# f"top {self._max_rank} market cap")
for pair in pairlist:
base = pair.split('/')[0]
if base.lower() in top_marketcap:
filtered_pairlist.append(pair)
else:
logger.info(f"Remove {pair} from whitelist because it's not ranked "
f"within top {self._limit} market cap")
# option B
for mc_pair in marketcap_list:
test_pair = f"{mc_pair.upper()}/{self._stake_currency.upper()}"
if test_pair in pairlist:
filtered_pairlist.append(test_pair)
if len(filtered_pairlist) == self._max_rank:
break
else:
for mc_pair in marketcap_list:
test_pair = f"{mc_pair.upper()}/{self._stake_currency.upper()}"
if test_pair in pairlist:
filtered_pairlist.append(test_pair)
if len(filtered_pairlist) == self._limit:
break
if len(filtered_pairlist) > 0:
return filtered_pairlist