Update more to use candleType

This commit is contained in:
Matthias
2021-12-03 14:11:24 +01:00
parent 5493212672
commit 2f17fa2765
18 changed files with 56 additions and 55 deletions

View File

@@ -10,6 +10,7 @@ from typing import Any, Dict, List
import arrow
from cachetools.ttl import TTLCache
from freqtrade.enums import CandleType
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import format_ms_time
@@ -160,7 +161,7 @@ class VolumePairList(IPairList):
f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} "
f"till {format_ms_time(to_ms)}", logger.info)
needed_pairs = [
(p, self._lookback_timeframe, '') for p in
(p, self._lookback_timeframe, CandleType.SPOT_) for p in
[s['symbol'] for s in filtered_tickers]
if p not in self._pair_cache
]
@@ -173,8 +174,8 @@ class VolumePairList(IPairList):
)
for i, p in enumerate(filtered_tickers):
pair_candles = candles[
(p['symbol'], self._lookback_timeframe, '')
] if (p['symbol'], self._lookback_timeframe, '') in candles else None
(p['symbol'], self._lookback_timeframe, CandleType.SPOT_)
] if (p['symbol'], self._lookback_timeframe, CandleType.SPOT_) in candles else None
# in case of candle data calculate typical price and quoteVolume for candle
if pair_candles is not None and not pair_candles.empty:
pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']