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use number_assets instead of limit

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This commit is contained in:
Stefano Ariestasia
2024-01-09 14:32:27 +09:00
parent 95af462e80
commit e8fcac491a
2 changed files with 19 additions and 15 deletions
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6
docs/includes/pairlists.md
View File

@@ -237,17 +237,17 @@ The optional `bearer_token` will be included in the requests Authorization Heade
{ {
"method": "MarketCapPairList", "method": "MarketCapPairList",
"mode": "top_rank", "mode": "top_rank",
"limit": 20, "number_assets": 20,
"refresh_period": 86400 "refresh_period": 86400
} }
] ]
``` ```
##### `top_rank` mode ##### `top_rank` mode
In this mode, it will return pairlist consist of active and not-blaclisted pairs that are placed at the top `limit` rank of the marketcap. In this mode, it will return pairlist consist of active and not-blaclisted pairs that are placed at the top `number_assets` rank of the marketcap.
##### `total_assets` mode ##### `total_assets` mode
In this mode, it will return pairlist consist of `limit` number of active and not-blaclisted pairs sorted by their marketcap rank. In this mode, it will return pairlist consist of `number_assets` number of active and not-blaclisted pairs sorted by their marketcap rank.
The refresh_period setting allows to define the period (in seconds), at which the marketcap rank data will be refreshed. Defaults to 86,400s (1 day). The pairlist cache (refresh_period) is applicable on both generating pairlists (first position in the list) and filtering instances (not the first position in the list). The refresh_period setting allows to define the period (in seconds), at which the marketcap rank data will be refreshed. Defaults to 86,400s (1 day). The pairlist cache (refresh_period) is applicable on both generating pairlists (first position in the list) and filtering instances (not the first position in the list).

28
freqtrade/plugins/pairlist/MarketCapPairList.py
View File

@@ -32,22 +32,22 @@ class MarketCapPairList(IPairList):
pairlist_pos: int) -> None: pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos) super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if 'limit' not in self._pairlistconfig: if 'number_assets' not in self._pairlistconfig:
raise OperationalException( raise OperationalException(
'`limit` not specified. Please check your configuration ' '`number_assets` not specified. Please check your configuration '
'for "pairlist.config.limit"') 'for "pairlist.config.number_assets"')
self._stake_currency = config['stake_currency'] self._stake_currency = config['stake_currency']
self._mode = self._pairlistconfig.get('mode', 'top_rank') self._mode = self._pairlistconfig.get('mode', 'top_rank')
self._limit = self._pairlistconfig['limit'] self._number_assets = self._pairlistconfig['number_assets']
self._refresh_period = self._pairlistconfig.get('refresh_period', 86400) self._refresh_period = self._pairlistconfig.get('refresh_period', 86400)
self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period) self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
self._def_candletype = self._config['candle_type_def'] self._def_candletype = self._config['candle_type_def']
self._coingekko: CoinGeckoAPI = CoinGeckoAPI() self._coingekko: CoinGeckoAPI = CoinGeckoAPI()
if self._limit > 250: if self._number_assets > 250:
raise OperationalException( raise OperationalException(
"This filter only support limit value up to 250." "This filter only support number_assets value up to 250."
) )
if not self._validate_keys(self._mode): if not self._validate_keys(self._mode):
@@ -71,16 +71,20 @@ class MarketCapPairList(IPairList):
""" """
Short whitelist method description - used for startup-messages Short whitelist method description - used for startup-messages
""" """
return f"{self.name} - Only use top {self._pairlistconfig['limit']} market cap pairs." num = self._pairlistconfig['number_assets']
msg = f"{self.name} - Only include pairs ranked within top {num} market cap."
if self._mode == "total_assets":
msg = f"{self.name} - top {num} pairs sorted by market cap."
return msg
@staticmethod @staticmethod
def description() -> str: def description() -> str:
return "Filter pair list based on market cap." return "Provides pair list based on CoinGecko's market cap rank."
@staticmethod @staticmethod
def available_parameters() -> Dict[str, PairlistParameter]: def available_parameters() -> Dict[str, PairlistParameter]:
return { return {
"limit": { "number_assets": {
"type": "number", "type": "number",
"default": 30, "default": 30,
"description": "Max market cap rank", "description": "Max market cap rank",
@@ -157,7 +161,7 @@ class MarketCapPairList(IPairList):
if self._mode == 'top_rank': if self._mode == 'top_rank':
top_marketcap = marketcap_list[:self._limit:] top_marketcap = marketcap_list[:self._number_assets:]
for pair in pairlist: for pair in pairlist:
base = pair.split('/')[0] base = pair.split('/')[0]
@@ -165,7 +169,7 @@ class MarketCapPairList(IPairList):
filtered_pairlist.append(pair) filtered_pairlist.append(pair)
else: else:
logger.info(f"Remove {pair} from whitelist because it's not ranked " logger.info(f"Remove {pair} from whitelist because it's not ranked "
f"within top {self._limit} market cap") f"within top {self._number_assets} market cap")
else: else:
market = self._config['trading_mode'] market = self._config['trading_mode']
@@ -176,7 +180,7 @@ class MarketCapPairList(IPairList):
test_pair = f"{mc_pair.upper()}/{pair_format}" test_pair = f"{mc_pair.upper()}/{pair_format}"
if test_pair in pairlist: if test_pair in pairlist:
filtered_pairlist.append(test_pair) filtered_pairlist.append(test_pair)
if len(filtered_pairlist) == self._limit: if len(filtered_pairlist) == self._number_assets:
break break
if len(filtered_pairlist) > 0: if len(filtered_pairlist) > 0: