freqtrade_origin/freqtrade/plugins/pairlist/pairlist_helpers.py
2023-08-29 17:44:39 +02:00

54 lines
2.3 KiB
Python

import re
from typing import List
from freqtrade.constants import Config
def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
keep_invalid: bool = False) -> List[str]:
"""
Expand pairlist potentially containing wildcards based on available markets.
This will implicitly filter all pairs in the wildcard-list which are not in available_pairs.
:param wildcardpl: List of Pairlists, which may contain regex
:param available_pairs: List of all available pairs (`exchange.get_markets().keys()`)
:param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes
:return: expanded pairlist, with Regexes from wildcardpl applied to match all available pairs.
:raises: ValueError if a wildcard is invalid (like '*/BTC' - which should be `.*/BTC`)
"""
result = []
if keep_invalid:
for pair_wc in wildcardpl:
try:
comp = re.compile(pair_wc, re.IGNORECASE)
result_partial = [
pair for pair in available_pairs if re.fullmatch(comp, pair)
]
# Add all matching pairs.
# If there are no matching pairs (Pair not on exchange) keep it.
result += result_partial or [pair_wc]
except re.error as err:
raise ValueError(f"Wildcard error in {pair_wc}, {err}")
result = [element for element in result if re.fullmatch(r'^[A-Za-z0-9:/-]+$', element)]
else:
for pair_wc in wildcardpl:
try:
comp = re.compile(pair_wc, re.IGNORECASE)
result += [
pair for pair in available_pairs if re.fullmatch(comp, pair)
]
except re.error as err:
raise ValueError(f"Wildcard error in {pair_wc}, {err}")
return result
def dynamic_expand_pairlist(config: Config, markets: List[str]) -> List[str]:
expanded_pairs = expand_pairlist(config['pairs'], markets)
if config.get('freqai', {}).get('enabled', False):
corr_pairlist = config['freqai']['feature_parameters']['include_corr_pairlist']
expanded_pairs += [pair for pair in corr_pairlist
if pair not in config['pairs']]
return expanded_pairs