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https://github.com/freqtrade/freqtrade.git
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Add more filter param descriptions
This commit is contained in:
Matthias
parent
4636de30cd
commit
e20b94d836
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@ -7,7 +7,7 @@ from typing import Any, Dict, Optional
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from freqtrade.constants import Config
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.types import Ticker
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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logger = logging.getLogger(__name__)
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@ -65,6 +65,36 @@ class PriceFilter(IPairList):
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return f"{self.name} - No price filters configured."
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"low_price_ratio": {
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"type": "number",
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"default": 0,
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"description": "Low price ratio",
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"help": ("Remove pairs where a price move of 1 price unit (pip) "
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"is above this ratio."),
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},
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"min_price": {
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"type": "number",
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"default": 0,
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"description": "Minimum price",
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"help": "Remove pairs with a price below this value.",
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},
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"max_price": {
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"type": "number",
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"default": 0,
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"description": "Maximum price",
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"help": "Remove pairs with a price above this value.",
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},
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"max_value": {
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"type": "number",
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"default": 0,
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"description": "Maximum value",
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"help": "Remove pairs with a value (price * amount) above this value.",
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},
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}
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def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
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"""
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Check if if one price-step (pip) is > than a certain barrier.
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@ -8,7 +8,7 @@ from typing import Any, Dict, List, Optional
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.types import Tickers
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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logger = logging.getLogger(__name__)
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@ -56,6 +56,24 @@ class ProducerPairList(IPairList):
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"""
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return f"{self.name} - {self._producer_name}"
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"number_assets": {
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"type": "number",
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"default": 0,
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"description": "Number of assets",
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"help": "Number of assets to use from the pairlist",
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},
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"producer_name": {
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"type": "string",
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"default": "default",
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"description": "Producer name",
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"help": ("Name of the producer to use. Requires additional "
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"external_message_consumer configuration.")
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},
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}
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def _filter_pairlist(self, pairlist: Optional[List[str]]):
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upstream_pairlist = self._pairlistmanager._dataprovider.get_producer_pairs(
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self._producer_name)
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@ -15,7 +15,7 @@ from freqtrade import __version__
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from freqtrade.constants import Config
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.types import Tickers
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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logger = logging.getLogger(__name__)
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@ -63,6 +63,42 @@ class RemotePairList(IPairList):
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"""
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return f"{self.name} - {self._pairlistconfig['number_assets']} pairs from RemotePairlist."
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"number_assets": {
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"type": "number",
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"default": 0,
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"description": "Number of assets",
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"help": "Number of assets to use from the pairlist.",
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},
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"pairlist_url": {
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"type": "string",
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"default": "",
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"description": "URL to fetch pairlist from",
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"help": "URL to fetch pairlist from",
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},
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**IPairList.refresh_period_parameter(),
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"keep_pairlist_on_failure": {
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"type": "boolean",
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"default": True,
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"description": "Keep last pairlist on failure",
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"help": "Keep last pairlist on failure",
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},
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"read_timeout": {
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"type": "number",
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"default": 60,
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"description": "Read timeout",
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"help": "Request timeout for remote pairlist",
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},
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"bearer_token": {
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"type": "string",
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"default": "",
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"description": "Bearer token",
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"help": "Bearer token - used for auth against the upstream service.",
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},
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}
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def process_json(self, jsonparse) -> List[str]:
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pairlist = jsonparse.get('pairs', [])
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@ -9,7 +9,7 @@ from freqtrade.constants import Config
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from freqtrade.enums import RunMode
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from freqtrade.exchange import timeframe_to_seconds
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from freqtrade.exchange.types import Tickers
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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from freqtrade.util.periodic_cache import PeriodicCache
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@ -55,6 +55,23 @@ class ShuffleFilter(IPairList):
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return (f"{self.name} - Shuffling pairs every {self._shuffle_freq}" +
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(f", seed = {self._seed}." if self._seed is not None else "."))
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"shuffle_frequency": {
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"type": "string",
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"default": "candle",
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"description": "Shuffle frequency",
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"help": "Shuffle frequency. Can be either 'candle' or 'iteration'.",
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},
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"seed": {
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"type": "number",
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"default": None,
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"description": "Random Seed",
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"help": "Seed for random number generator. Not used in live mode.",
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},
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}
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def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
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"""
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Filters and sorts pairlist and returns the whitelist again.
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@ -7,7 +7,7 @@ from typing import Any, Dict, Optional
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from freqtrade.constants import Config
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.types import Ticker
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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logger = logging.getLogger(__name__)
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@ -45,6 +45,17 @@ class SpreadFilter(IPairList):
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return (f"{self.name} - Filtering pairs with ask/bid diff above "
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f"{self._max_spread_ratio:.2%}.")
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"max_spread_ratio": {
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"type": "number",
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"default": 0.005,
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"description": "Max spread ratio",
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"help": "Max spread ratio for a pair to be considered.",
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},
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}
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def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
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"""
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Validate spread for the ticker
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@ -15,7 +15,7 @@ from freqtrade.constants import Config, ListPairsWithTimeframes
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.types import Tickers
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from freqtrade.misc import plural
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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logger = logging.getLogger(__name__)
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@ -63,6 +63,30 @@ class VolatilityFilter(IPairList):
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f"{self._min_volatility}-{self._max_volatility} "
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f" the last {self._days} {plural(self._days, 'day')}.")
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"lookback_days": {
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"type": "number",
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"default": 10,
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"description": "Lookback Days",
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"help": "Number of days to look back at.",
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},
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"min_volatility": {
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"type": "number",
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"default": 0,
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"description": "Minimum Volatility",
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"help": "Minimum volatility a pair must have to be considered.",
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},
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"max_volatility": {
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"type": "number",
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"default": None,
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"description": "Maximum Volatility",
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"help": "Maximum volatility a pair must have to be considered.",
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},
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**IPairList.refresh_period_parameter()
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}
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def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
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"""
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Validate trading range
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@ -14,7 +14,7 @@ from freqtrade.exceptions import OperationalException
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
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from freqtrade.exchange.types import Tickers
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from freqtrade.misc import format_ms_time
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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logger = logging.getLogger(__name__)
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@ -111,6 +111,48 @@ class VolumePairList(IPairList):
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"""
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return f"{self.name} - top {self._pairlistconfig['number_assets']} volume pairs."
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"number_assets": {
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"type": "number",
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"default": 0,
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"description": "Number of assets",
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"help": "Number of assets to use from the pairlist",
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},
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"sort_key": {
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"type": "string",
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"default": "quoteVolume",
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"description": "Sort key",
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"help": "Sort key to use for sorting the pairlist.",
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},
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"min_value": {
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"type": "number",
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"default": 0,
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"description": "Minimum value",
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"help": "Minimum value to use for filtering the pairlist.",
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},
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**IPairList.refresh_period_parameter(),
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"lookback_days": {
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"type": "number",
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"default": 10,
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"description": "Lookback Days",
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"help": "Number of days to look back at.",
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},
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"lookback_timeframe": {
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"type": "string",
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"default": "1d",
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"description": "Lookback Timeframe",
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"help": "Timeframe to use for lookback.",
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},
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"lookback_period": {
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"type": "number",
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"default": 0,
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"description": "Lookback Period",
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"help": "Number of periods to look back at.",
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},
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}
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def gen_pairlist(self, tickers: Tickers) -> List[str]:
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"""
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Generate the pairlist
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@ -13,7 +13,7 @@ from freqtrade.constants import Config, ListPairsWithTimeframes
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.types import Tickers
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from freqtrade.misc import plural
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from freqtrade.plugins.pairlist.IPairList import IPairList
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
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logger = logging.getLogger(__name__)
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@ -61,6 +61,30 @@ class RangeStabilityFilter(IPairList):
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f"{self._min_rate_of_change}{max_rate_desc} over the "
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f"last {plural(self._days, 'day')}.")
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@staticmethod
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def available_parameters() -> Dict[str, PairlistParameter]:
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return {
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"lookback_days": {
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"type": "number",
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"default": 10,
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"description": "Lookback Days",
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"help": "Number of days to look back at.",
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},
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"min_rate_of_change": {
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"type": "number",
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"default": 0.01,
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"description": "Minimum Rate of Change",
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"help": "Minimum rate of change to filter pairs.",
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},
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"max_rate_of_change": {
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"type": "number",
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"default": None,
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"description": "Maximum Rate of Change",
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"help": "Maximum rate of change to filter pairs.",
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},
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**IPairList.refresh_period_parameter()
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}
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def filter_pairlist(self, pairlist: List[str], tickers: Tickers) -> List[str]:
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"""
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Validate trading range
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