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Reverse and fix rangestability conditions

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closes #7447
This commit is contained in:
Matthias 2022-09-21 06:51:14 +02:00
parent 8f41f943b4
commit 02f2096fc3
2 changed files with 7 additions and 7 deletions
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10
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@ -100,23 +100,19 @@ class RangeStabilityFilter(IPairList):
if cached_res is not None: if cached_res is not None:
return cached_res return cached_res
result = False result = True
if daily_candles is not None and not daily_candles.empty: if daily_candles is not None and not daily_candles.empty:
highest_high = daily_candles['high'].max() highest_high = daily_candles['high'].max()
lowest_low = daily_candles['low'].min() lowest_low = daily_candles['low'].min()
pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0 pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0
if pct_change >= self._min_rate_of_change: if pct_change < self._min_rate_of_change:
result = True
else:
self.log_once(f"Removed {pair} from whitelist, because rate of change " self.log_once(f"Removed {pair} from whitelist, because rate of change "
f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, " f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
f"which is below the threshold of {self._min_rate_of_change}.", f"which is below the threshold of {self._min_rate_of_change}.",
logger.info) logger.info)
result = False result = False
if self._max_rate_of_change: if self._max_rate_of_change:
if pct_change <= self._max_rate_of_change: if pct_change > self._max_rate_of_change:
result = True
else:
self.log_once( self.log_once(
f"Removed {pair} from whitelist, because rate of change " f"Removed {pair} from whitelist, because rate of change "
f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, " f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "

4
tests/plugins/test_pairlist.py
View File

@ -467,6 +467,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
{"method": "RangeStabilityFilter", "lookback_days": 10, {"method": "RangeStabilityFilter", "lookback_days": 10,
"max_rate_of_change": 0.01, "refresh_period": 1440}], "max_rate_of_change": 0.01, "refresh_period": 1440}],
"BTC", []), # All removed because of max_rate_of_change being 0.017 "BTC", []), # All removed because of max_rate_of_change being 0.017
([{"method": "StaticPairList"},
{"method": "RangeStabilityFilter", "lookback_days": 10,
"min_rate_of_change": 0.018, "max_rate_of_change": 0.02, "refresh_period": 1440}],
"BTC", []), # All removed - limits are above the highest change_rate
([{"method": "StaticPairList"}, ([{"method": "StaticPairList"},
{"method": "VolatilityFilter", "lookback_days": 3, {"method": "VolatilityFilter", "lookback_days": 3,
"min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}], "min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],