add fulltradesfilter

freqtrade/plugins/pairlist/FullTradesFilter.py

@@ -0,0 +1,78 @@
+"""
+Performance pair list filter
+"""
+import logging
+from typing import Any, Dict, List
+
+import pandas as pd
+
+from freqtrade.constants import Config
+from freqtrade.exchange.types import Tickers
+from freqtrade.persistence import Trade
+from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
+
+
+logger = logging.getLogger(__name__)
+
+
+class FullTradesFilter(IPairList):
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Config, pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._minutes = pairlistconfig.get('minutes', 0)
+        self._min_profit = pairlistconfig.get('min_profit')
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short allowlist method description - used for startup-messages
+        """
+        return f"{self.name} - Emptying whitelist when trade slots are full."
+
+    @staticmethod
+    def description() -> str:
+        return "Emptying whitelist when trade slots are full."
+
+    @staticmethod
+    def available_parameters() -> Dict[str, PairlistParameter]:
+        return {
+            
+        }
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
+        """
+        Filters and sorts pairlist and returns the allowlist again.
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers). May be cached.
+        :return: new allowlist
+        """
+        # Get the trading performance for pairs from database
+        try:
+            trades = Trade.get_trades(Trade.is_open.is_(True)).all()
+        except AttributeError:
+            # Performancefilter does not work in backtesting.
+            self.log_once("PerformanceFilter is not available in this mode.", logger.warning)
+            return pairlist
+
+        # Skip performance-based sorting if no performance data is available
+        num_open = len(trades)
+        if num_open == 0:
+            return pairlist
+
+        max_trades = self._config['max_open_trades']
+
+        self.log_once(f"Max open trades: {max_trades}, current open trades: {num_open}")
+
+        return pairlist