Matthias
1 week ago
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GitHub
commit
779645f846
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"""Pair Information filter"""
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import logging
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.exchange_types import Tickers
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from freqtrade.misc import safe_value_nested
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from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
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logger = logging.getLogger(__name__)
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class PairInformationFilter(IPairList):
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supports_backtesting = SupportsBacktesting.BIASED
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def __init__(self, *args, **kwargs) -> None:
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super().__init__(*args, **kwargs)
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self._selection_mode: str = self._pairlistconfig.get("selection_mode", "whitelist")
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self._info_key: str = self._pairlistconfig.get("info_key", "")
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self._info_compare_value: str = self._pairlistconfig.get("info_compare_value", "")
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if not self._info_key:
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raise OperationalException(
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"`info_key` not specified. Please check your configuration "
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'for "pairlist.config.info_key"'
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)
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if not self._info_compare_value:
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raise OperationalException(
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"`info_compare_value` not specified. Please check your configuration "
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'for "pairlist.config.info_compare_value"'
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)
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if self._selection_mode not in ["whitelist", "blacklist"]:
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raise OperationalException(
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"`selection_mode` not configured correctly. "
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"Supported Modes are `whitelist` and `blacklist`"
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)
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def short_desc(self) -> str:
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"""
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Short whitelist method description - used for startup-messages
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"""
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return (
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f"{self.name} - Returns {self._selection_mode} pairs by comparing "
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f"{self._info_key} matches {self._info_compare_value}."
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)
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@staticmethod
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def description() -> str:
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return "Filter pairs based upon any information in their market data."
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@staticmethod
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def available_parameters() -> dict[str, PairlistParameter]:
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return {
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"selection_mode": {
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"type": "option",
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"default": "whitelist",
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"options": ["whitelist", "blacklist"],
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"description": "Whether to use filter as whitelist or blacklist",
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"help": "Whether to use filter as whitelist or blacklist",
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},
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"info_key": {
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"type": "string",
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"default": "",
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"description": "The key in the market data to compare against",
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"help": "The key in the market data to compare against",
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},
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"info_compare_value": {
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"type": "string",
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"default": "",
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"description": "The value to compare the key against",
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"help": "The value to compare the key against",
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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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whitelist_or_blacklist = self._selection_mode == "whitelist"
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whitelist_pairlist: list[str] = []
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blacklist_pairlist: list[str] = []
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# loop through and add them to either list based on the market info check
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for pair in pairlist:
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market = self._exchange.markets[pair]
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if safe_value_nested(market, self._info_key, "") == self._info_compare_value:
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whitelist_pairlist.append(pair)
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else:
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blacklist_pairlist.append(pair)
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return whitelist_pairlist if whitelist_or_blacklist else blacklist_pairlist
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@ -0,0 +1,171 @@
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from copy import deepcopy
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import pytest
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from freqtrade.exceptions import OperationalException
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from freqtrade.plugins.pairlistmanager import PairListManager
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from tests.conftest import get_markets, get_patched_exchange
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@pytest.fixture(scope="function")
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def pif_config(default_conf_usdt):
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default_conf_usdt["exchange"]["pair_whitelist"] = [
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"ETH/USDT",
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"XRP/USDT",
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"BTC/USDT",
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]
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default_conf_usdt["exchange"]["pair_blacklist"] = ["BLK/USDT"]
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return default_conf_usdt
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@pytest.mark.parametrize(
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"missing_key,error_msg",
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[
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("info_key", "`info_key` not specified"),
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("info_compare_value", "`info_compare_value` not specified"),
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("selection_mode", "`selection_mode` not configured correctly"),
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],
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)
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def test_PairInformationFilter_validation(mocker, pif_config, missing_key, error_msg):
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pif_config["pairlists"] = [
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{
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"method": "PairInformationFilter",
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"selection_mode": "whitelist",
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"info_key": "info.contractType",
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"info_compare_value": "TRADIFI_PERPETUAL",
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"refresh_period": 1800,
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}
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]
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exchange = get_patched_exchange(mocker, pif_config)
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with pytest.raises(OperationalException, match=error_msg):
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if missing_key == "selection_mode":
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pif_config["pairlists"][0]["selection_mode"] = "invalid_mode"
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else:
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pif_config["pairlists"][0].pop(missing_key)
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PairListManager(exchange, pif_config)
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def test_PairInformationFilter_filter_float(mocker, pif_config):
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pif_config["pairlists"] = [
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{
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"method": "StaticPairList",
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},
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{
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"method": "PairInformationFilter",
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"selection_mode": "whitelist",
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"info_key": "limits.amount.min",
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"info_compare_value": 0.01,
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"refresh_period": 1800,
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},
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]
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exchange = get_patched_exchange(mocker, pif_config)
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pairlist_manager = PairListManager(exchange, pif_config)
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pairlist_manager.refresh_pairlist()
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pairlist = pairlist_manager.whitelist
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assert set(pairlist) == {"XRP/USDT"}
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def _get_pairinformation_test_markets() -> dict:
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markets = get_markets()
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custom_markets = {
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pair: deepcopy(markets[pair]) for pair in ["ETH/USDT", "XRP/USDT", "BTC/USDT"]
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}
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custom_markets["ETH/USDT"]["info"] = {"contractType": "TRADIFI_PERPETUAL"}
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custom_markets["XRP/USDT"]["info"] = {}
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custom_markets["BTC/USDT"]["info"] = {"contractType": "CURRENT_QUARTER"}
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return custom_markets
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def test_PairInformationFilter_filter_nested_info_string_whitelist(mocker, pif_config):
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markets = _get_pairinformation_test_markets()
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pif_config["pairlists"] = [
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{
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"method": "StaticPairList",
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},
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{
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"method": "PairInformationFilter",
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"selection_mode": "whitelist",
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"info_key": "info.contractType",
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"info_compare_value": "TRADIFI_PERPETUAL",
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"refresh_period": 1800,
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},
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]
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exchange = get_patched_exchange(mocker, pif_config, mock_markets=markets)
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pairlist_manager = PairListManager(exchange, pif_config)
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pairlist_manager.refresh_pairlist()
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pairlist = pairlist_manager.whitelist
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assert pairlist == ["ETH/USDT"]
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def test_PairInformationFilter_filter_nested_info_string_blacklist(mocker, pif_config):
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markets = _get_pairinformation_test_markets()
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pif_config["pairlists"] = [
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{
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"method": "StaticPairList",
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},
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{
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"method": "PairInformationFilter",
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"selection_mode": "blacklist",
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"info_key": "info.contractType",
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"info_compare_value": "TRADIFI_PERPETUAL",
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"refresh_period": 1800,
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},
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]
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exchange = get_patched_exchange(mocker, pif_config, mock_markets=markets)
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pairlist_manager = PairListManager(exchange, pif_config)
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pairlist_manager.refresh_pairlist()
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pairlist = pairlist_manager.whitelist
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assert pairlist == ["XRP/USDT", "BTC/USDT"]
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def test_PairInformationFilter_filter_nested_info_combi(mocker, pif_config):
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markets = _get_pairinformation_test_markets()
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pif_config["pairlists"] = [
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{
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"method": "StaticPairList",
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},
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{
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"method": "PairInformationFilter",
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"selection_mode": "blacklist",
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"info_key": "info.contractType",
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"info_compare_value": "TRADIFI_PERPETUAL",
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"refresh_period": 1800,
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},
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{
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"method": "PairInformationFilter",
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"selection_mode": "whitelist",
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"info_key": "info.contractType",
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"info_compare_value": "CURRENT_QUARTER",
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"refresh_period": 1800,
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},
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]
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exchange = get_patched_exchange(mocker, pif_config, mock_markets=markets)
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pairlist_manager = PairListManager(exchange, pif_config)
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pairlist_manager.refresh_pairlist()
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pairlist = pairlist_manager.whitelist
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assert pairlist == ["BTC/USDT"]
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desc = pairlist_manager._pairlist_handlers[1].description()
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assert desc == "Filter pairs based upon any information in their market data."
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short_desc = pairlist_manager._pairlist_handlers[1].short_desc()
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assert short_desc == (
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"PairInformationFilter - Returns blacklist pairs by comparing "
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"info.contractType matches TRADIFI_PERPETUAL."
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)
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short_desc2 = pairlist_manager._pairlist_handlers[2].short_desc()
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assert short_desc2 == (
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"PairInformationFilter - Returns whitelist pairs by comparing "
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"info.contractType matches CURRENT_QUARTER."
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)
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