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sauces1313 2021-08-02 02:49:49 +00:00
parent 4675d85b90
commit 059c32b067
1 changed files with 11 additions and 9 deletions
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20
freqtrade/plugins/pairlist/rangestabilityfilter.py
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@ -26,7 +26,7 @@ class RangeStabilityFilter(IPairList):
self._days = pairlistconfig.get('lookback_days', 10)
self._min_rate_of_change = pairlistconfig.get('min_rate_of_change', 0.01)
self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', 0.99)
self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', None)
self._refresh_period = pairlistconfig.get('refresh_period', 1440)
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
@ -106,14 +106,16 @@ class RangeStabilityFilter(IPairList):
f"which is below the threshold of {self._min_rate_of_change}.",
logger.info)
result = False
if pct_change <= self._max_rate_of_change:
result = True
else:
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"which is above the threshold of {self._max_rate_of_change}.",
logger.info)
result = False
if self._max_rate_of_change:
if pct_change <= self._max_rate_of_change:
result = True
else:
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"which is above the threshold of {self._max_rate_of_change}.",
logger.info)
result = False
self._pair_cache[pair] = result
return result