fix testcase

This commit is contained in:
kevinjulian 2021-07-04 21:59:59 +07:00
parent f6511c3e3f
commit 2d5ced7801
3 changed files with 4 additions and 4 deletions

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@ -67,7 +67,7 @@
"sort_key": "quoteVolume", "sort_key": "quoteVolume",
"refresh_period": 1800 "refresh_period": 1800
}, },
{"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300}, {"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"}, {"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010}, {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}, {"method": "SpreadFilter", "max_spread_ratio": 0.005},

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@ -81,7 +81,7 @@ Filtering instances (not the first position in the list) will not apply any cach
#### AgeFilter #### AgeFilter
Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`). Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).
When pairs are first listed on an exchange they can suffer huge price drops and volatility When pairs are first listed on an exchange they can suffer huge price drops and volatility
in the first few days while the pair goes through its price-discovery period. Bots can often in the first few days while the pair goes through its price-discovery period. Bots can often
@ -212,7 +212,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
"number_assets": 20, "number_assets": 20,
"sort_key": "quoteVolume" "sort_key": "quoteVolume"
}, },
{"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300}, {"method": "AgeFilter", "min_days_listed": 10},
{"method": "PrecisionFilter"}, {"method": "PrecisionFilter"},
{"method": "PriceFilter", "low_price_ratio": 0.01}, {"method": "PriceFilter", "low_price_ratio": 0.01},
{"method": "SpreadFilter", "max_spread_ratio": 0.005}, {"method": "SpreadFilter", "max_spread_ratio": 0.005},

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@ -37,7 +37,7 @@ class AgeFilter(IPairList):
f"({exchange.ohlcv_candle_limit('1d')})") f"({exchange.ohlcv_candle_limit('1d')})")
if self._max_days_listed and self._max_days_listed <= self._min_days_listed: if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted") raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
if self._max_days_listed > exchange.ohlcv_candle_limit('1d'): if self._max_days_listed and self._max_days_listed > exchange.ohlcv_candle_limit('1d'):
raise OperationalException("AgeFilter requires max_days_listed to not exceed " raise OperationalException("AgeFilter requires max_days_listed to not exceed "
"exchange max request size " "exchange max request size "
f"({exchange.ohlcv_candle_limit('1d')})") f"({exchange.ohlcv_candle_limit('1d')})")