Switch performanceFilter to use Minutes lookback resolution

closes freqtrade#5060
sergeykhliustin · Sep 18, 2021 · 564e0b9 · 564e0b9
1 parent 12c12d4
commit 564e0b9
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Showing 3 changed files with 7 additions and 7 deletions.
diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
@@ -191,15 +191,15 @@ Sorts pairs by past trade performance, as follows:
 
 Trade count is used as a tie breaker.
 
-You can use the `days` parameter to only consider performance of the past X days.
+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.
 
 ```json
 "pairlists": [
     // ...
     {
         "method": "PerformanceFilter",
-        "days": 10
+        "minutes": 1440  // rolling 24h
     }
 ],
 ```

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
@@ -832,14 +832,14 @@ def total_open_trades_stakes() -> float:
         return total_open_stake_amount or 0
 
     @staticmethod
-    def get_overall_performance(days=None) -> List[Dict[str, Any]]:
+    def get_overall_performance(minutes=None) -> List[Dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, including profit and trade count
         NOTE: Not supported in Backtesting.
         """
         filters = [Trade.is_open.is_(False)]
-        if days:
-            start_date = datetime.today() - timedelta(days)
+        if minutes:
+            start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
             filters.append(Trade.close_date >= start_date)
         pair_rates = Trade.query.with_entities(
             Trade.pair,

diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -20,7 +20,7 @@ def __init__(self, exchange, pairlistmanager,
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        self._days = pairlistconfig.get('days', 0)
+        self._minutes = pairlistconfig.get('minutes', 0)
 
     @property
     def needstickers(self) -> bool:
@@ -47,7 +47,7 @@ def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
         # Get the trading performance for pairs from database
         try:
-            performance = pd.DataFrame(Trade.get_overall_performance(self._days))
+            performance = pd.DataFrame(Trade.get_overall_performance(self._minutes))
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)