From 348dbeff3f99e848666e7b5242ea02e205c73a64 Mon Sep 17 00:00:00 2001 From: nightshift2k Date: Sun, 4 Jul 2021 11:16:33 +0200 Subject: [PATCH] added meaningful logging of used lookback range --- freqtrade/plugins/pairlist/VolumePairList.py | 23 +++++++++++++++----- 1 file changed, 17 insertions(+), 6 deletions(-) diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py index 4e9102243..5820bc667 100644 --- a/freqtrade/plugins/pairlist/VolumePairList.py +++ b/freqtrade/plugins/pairlist/VolumePairList.py @@ -12,6 +12,7 @@ from cachetools.ttl import TTLCache from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_minutes from freqtrade.plugins.pairlist.IPairList import IPairList +from freqtrade.misc import format_ms_time logger = logging.getLogger(__name__) @@ -41,6 +42,12 @@ class VolumePairList(IPairList): self._lookback_timeframe = self._pairlistconfig.get('lookback_timeframe', '1d') self._lookback_period = self._pairlistconfig.get('lookback_period', 0) + if (self._lookback_days > 0) & (self._lookback_period > 0): + raise OperationalException( + f'Ambigous configuration: lookback_days and lookback_period both set in pairlist config. ' + f'Please set lookback_days only or lookback_period and lookback_timeframe and restart the bot.' + ) + # overwrite lookback timeframe and days when lookback_days is set if self._lookback_days > 0: self._lookback_timeframe = '1d' @@ -49,7 +56,8 @@ class VolumePairList(IPairList): # get timeframe in minutes and seconds self._tf_in_min = timeframe_to_minutes(self._lookback_timeframe) self._tf_in_sec = self._tf_in_min * 60 - + + # wether to use range lookback or not self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0) if self._use_range & (self._refresh_period < self._tf_in_sec): @@ -138,7 +146,13 @@ class VolumePairList(IPairList): .shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min) .float_timestamp) * 1000 - self.log_once(f"Using volume range of {self._lookback_period} {self._lookback_timeframe} candles from {since_ms}", logger.info) + to_ms = int(arrow.utcnow() + .floor('minute') + .shift(minutes=-self._tf_in_min) + .float_timestamp) * 1000 + + # todo: utc date output for starting date + self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: {self._lookback_timeframe}, starting from {format_ms_time(since_ms)} till {format_ms_time(to_ms)}", logger.info) needed_pairs = [(p, self._lookback_timeframe) for p in [s['symbol'] for s in filtered_tickers] if p not in self._pair_cache] # Get all candles @@ -148,18 +162,15 @@ 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 - # print(p['symbol'], " 24h quote volume = ",filtered_tickers[i]['quoteVolume']) # in case of candle data calculate typical price and quoteVolume for candle if 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'] - # replace quoteVolume with range sum + # replace quoteVolume with range quoteVolume sum calculated above filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum() else: filtered_tickers[i]['quoteVolume'] = 0 - # print(p['symbol'], " range quote volume = ",filtered_tickers[i]['quoteVolume']) - if self._min_value > 0: filtered_tickers = [ v for v in filtered_tickers if v[self._sort_key] > self._min_value]