From c02a538187340fffe3515396e052c18d4116e467 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 14 Oct 2021 19:33:32 +0200
Subject: [PATCH] Add documentation and log to PerformanceFilter

---
 docs/includes/pairlists.md                      | 9 +++++++--
 freqtrade/plugins/pairlist/PerformanceFilter.py | 6 ++++++
 tests/plugins/test_pairlist.py                  | 7 ++++---
 3 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index b612a4ddf..3d10747d3 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -194,17 +194,22 @@ Trade count is used as a tie breaker.
 You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
 Not defining this parameter (or setting it to 0) will use all-time performance.
 
+The optional `min_profit` parameter defines the minimum profit a pair must have to be considered.
+Pairs below this level will be filtered out.
+Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without without a way to recover.
+
 ```json
 "pairlists": [
     // ...
     {
         "method": "PerformanceFilter",
-        "minutes": 1440  // rolling 24h
+        "minutes": 1440,  // rolling 24h
+        "min_profit": 0.01
     }
 ],
 ```
 
-!!! Note
+!!! Warning "Backtesting"
     `PerformanceFilter` does not support backtesting mode.
 
 #### PrecisionFilter
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index f235816b8..671b6362b 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -70,7 +70,13 @@ class PerformanceFilter(IPairList):
             .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
             .sort_values(by=['profit'], ascending=False)
         if self._min_profit is not None:
+            removed = sorted_df[sorted_df['profit'] < self._min_profit]
+            for _, row in removed.iterrows():
+                self.log_once(
+                    f"Removing pair {row['pair']} since {row['profit']} is "
+                    f"below {self._min_profit}", logger.info)
             sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit]
+
         pairlist = sorted_df['pair'].tolist()
 
         return pairlist
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index cf918e2a0..c6246dccb 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -665,11 +665,11 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
+def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee, caplog) -> None:
     whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')
     whitelist_conf['pairlists'] = [
         {"method": "StaticPairList"},
-        {"method": "PerformanceFilter", "minutes": 60}
+        {"method": "PerformanceFilter", "minutes": 60, "min_profit": 0.01}
     ]
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     exchange = get_patched_exchange(mocker, whitelist_conf)
@@ -681,7 +681,8 @@ def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
     with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
         create_mock_trades(fee)
         pm.refresh_pairlist()
-        assert pm.whitelist == ['XRP/BTC', 'ETH/BTC', 'TKN/BTC']
+        assert pm.whitelist == ['XRP/BTC']
+        assert log_has_re(r'Removing pair .* since .* is below .*', caplog)
 
         # Move to "outside" of lookback window, so original sorting is restored.
         t.move_to("2021-09-01 07:00:00 +00:00")