Add default volume > 0 filter

2020-03-10 16:05:33 +01:00
parent 84f0bb9a5d
commit 2b1c146940
4 changed files with 21 additions and 0 deletions
--- a/freqtrade/templates/sample_hyperopt.py
+++ b/freqtrade/templates/sample_hyperopt.py
@@ -78,6 +78,9 @@ class SampleHyperOpt(IHyperOpt):
                        dataframe['close'], dataframe['sar']
                    ))

+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
            if conditions:
                dataframe.loc[
                    reduce(lambda x, y: x & y, conditions),
@@ -138,6 +141,9 @@ class SampleHyperOpt(IHyperOpt):
                        dataframe['sar'], dataframe['close']
                    ))

+            # Check that volume is not 0
+            conditions.append(dataframe['volume'] > 0)
+
            if conditions:
                dataframe.loc[
                    reduce(lambda x, y: x & y, conditions),