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Selectively convert quote to base volume in volumepairlist

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This commit is contained in:
Matthias
2022-01-06 14:12:00 +01:00
parent a0f9c1bf7b
commit 326e3d1f8e
3 changed files with 12 additions and 5 deletions
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14
freqtrade/plugins/pairlist/VolumePairList.py
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@@ -184,12 +184,16 @@ class VolumePairList(IPairList):
] if (p['symbol'], self._lookback_timeframe) 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']
+ pair_candles['close']) / 3
pair_candles['quoteVolume'] = (
pair_candles['volume'] * pair_candles['typical_price']
)
if self._exchange._ft_has["ohlcv_volume_currency"] == "base":
pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']
+ pair_candles['close']) / 3
pair_candles['quoteVolume'] = (
pair_candles['volume'] * pair_candles['typical_price']
)
else:
# Exchange ohlcv data is in quote volume already.
pair_candles['quoteVolume'] = pair_candles['volume']
# ensure that a rolling sum over the lookback_period is built
# if pair_candles contains more candles than lookback_period
quoteVolume = (pair_candles['quoteVolume']