freqtrade_origin/freqtrade/plugins/pairlistmanager.py

"""
PairList manager class
"""
import logging
from copy import deepcopy
from typing import Any, Dict, List

from cachetools import TTLCache, cached

from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.exceptions import OperationalException
from freqtrade.plugins.pairlist.IPairList import IPairList
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
from freqtrade.resolvers import PairListResolver


logger = logging.getLogger(__name__)


class PairListManager():

    def __init__(self, exchange, config: dict) -> None:
        self._exchange = exchange
        self._config = config
        self._whitelist = self._config['exchange'].get('pair_whitelist')
        self._blacklist = self._config['exchange'].get('pair_blacklist', [])
        self._pairlist_handlers: List[IPairList] = []
        self._tickers_needed = False
        for pairlist_handler_config in self._config.get('pairlists', None):
            pairlist_handler = PairListResolver.load_pairlist(
                    pairlist_handler_config['method'],
                    exchange=exchange,
                    pairlistmanager=self,
                    config=config,
                    pairlistconfig=pairlist_handler_config,
                    pairlist_pos=len(self._pairlist_handlers)
                    )
            self._tickers_needed |= pairlist_handler.needstickers
            self._pairlist_handlers.append(pairlist_handler)

        if not self._pairlist_handlers:
            raise OperationalException("No Pairlist Handlers defined")

    @property
    def whitelist(self) -> List[str]:
        """The current whitelist"""
        return self._whitelist

    @property
    def blacklist(self) -> List[str]:
        """
        The current blacklist
        -> no need to overwrite in subclasses
        """
        return self._blacklist

    @property
    def expanded_blacklist(self) -> List[str]:
        """The expanded blacklist (including wildcard expansion)"""
        return expand_pairlist(self._blacklist, self._exchange.get_markets().keys())

    @property
    def expanded_whitelist_keep_invalid(self) -> List[str]:
        """The expanded whitelist (including wildcard expansion), maintaining invalid pairs"""
        return expand_pairlist(self._whitelist, self._exchange.get_markets().keys(),
                               keep_invalid=True)

    @property
    def expanded_whitelist(self) -> List[str]:
        """The expanded whitelist (including wildcard expansion), filtering invalid pairs"""
        return expand_pairlist(self._whitelist, self._exchange.get_markets().keys())

    @property
    def name_list(self) -> List[str]:
        """Get list of loaded Pairlist Handler names"""
        return [p.name for p in self._pairlist_handlers]

    def short_desc(self) -> List[Dict]:
        """List of short_desc for each Pairlist Handler"""
        return [{p.name: p.short_desc()} for p in self._pairlist_handlers]

    @cached(TTLCache(maxsize=1, ttl=1800))
    def _get_cached_tickers(self):
        return self._exchange.get_tickers()

    def refresh_pairlist(self) -> None:
        """Run pairlist through all configured Pairlist Handlers."""
        # Tickers should be cached to avoid calling the exchange on each call.
        tickers: Dict = {}
        if self._tickers_needed:
            tickers = self._get_cached_tickers()

        # Adjust whitelist if filters are using tickers
        pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)

        # Generate the pairlist with first Pairlist Handler in the chain
        pairlist = self._pairlist_handlers[0].gen_pairlist(self._whitelist, tickers)

        # Process all Pairlist Handlers in the chain
        for pairlist_handler in self._pairlist_handlers:
            pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)

        # Validation against blacklist happens after the chain of Pairlist Handlers
        # to ensure blacklist is respected.
        pairlist = self.verify_blacklist(pairlist, logger.warning)

        self._whitelist = pairlist

    def _prepare_whitelist(self, pairlist: List[str], tickers: Dict[str, Any]) -> List[str]:
        """
        Prepare sanitized pairlist for Pairlist Handlers that use tickers data - remove
        pairs that do not have ticker available
        """
        if self._tickers_needed:
            # Copy list since we're modifying this list
            for p in deepcopy(pairlist):
                if p not in tickers:
                    pairlist.remove(p)

        return pairlist

    def verify_blacklist(self, pairlist: List[str], logmethod) -> List[str]:
        """
        Verify and remove items from pairlist - returning a filtered pairlist.
        Logs a warning or info depending on `aswarning`.
        Pairlist Handlers explicitly using this method shall use
        `logmethod=logger.info` to avoid spamming with warning messages
        :param pairlist: Pairlist to validate
        :param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
        :return: pairlist - blacklisted pairs
        """
        try:
            blacklist = self.expanded_blacklist
        except ValueError as err:
            logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
            return []
        for pair in deepcopy(pairlist):
            if pair in blacklist:
                logmethod(f"Pair {pair} in your blacklist. Removing it from whitelist...")
                pairlist.remove(pair)
        return pairlist

    def verify_whitelist(self, pairlist: List[str], logmethod,
                         keep_invalid: bool = False) -> List[str]:
        """
        Verify and remove items from pairlist - returning a filtered pairlist.
        Logs a warning or info depending on `aswarning`.
        Pairlist Handlers explicitly using this method shall use
        `logmethod=logger.info` to avoid spamming with warning messages
        :param pairlist: Pairlist to validate
        :param logmethod: Function that'll be called, `logger.info` or `logger.warning`
        :param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes.
        :return: pairlist - whitelisted pairs
        """
        try:
            if keep_invalid:
                whitelist = self.expanded_whitelist_keep_invalid
            else:
                whitelist = self.expanded_whitelist
        except ValueError as err:
            logger.error(f"Pair whitelist contains an invalid Wildcard: {err}")
            return []
        return whitelist

    def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
        """
        Create list of pair tuples with (pair, timeframe)
        """
        return [(pair, timeframe or self._config['timeframe']) for pair in pairs]