Merge upstream
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@@ -32,18 +32,19 @@ class AgeFilter(IPairList):
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self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
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self._max_days_listed = pairlistconfig.get('max_days_listed', None)
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candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
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if self._min_days_listed < 1:
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raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
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if self._min_days_listed > exchange.ohlcv_candle_limit('1d'):
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if self._min_days_listed > candle_limit:
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raise OperationalException("AgeFilter requires min_days_listed to not exceed "
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"exchange max request size "
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f"({exchange.ohlcv_candle_limit('1d')})")
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f"({candle_limit})")
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if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
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raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
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if self._max_days_listed and self._max_days_listed > exchange.ohlcv_candle_limit('1d'):
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if self._max_days_listed and self._max_days_listed > candle_limit:
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raise OperationalException("AgeFilter requires max_days_listed to not exceed "
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"exchange max request size "
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f"({exchange.ohlcv_candle_limit('1d')})")
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f"({candle_limit})")
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@property
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def needstickers(self) -> bool:
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@@ -19,6 +19,7 @@ class OffsetFilter(IPairList):
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super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
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self._offset = pairlistconfig.get('offset', 0)
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self._number_pairs = pairlistconfig.get('number_assets', 0)
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if self._offset < 0:
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raise OperationalException("OffsetFilter requires offset to be >= 0")
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@@ -36,7 +37,9 @@ class OffsetFilter(IPairList):
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"""
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Short whitelist method description - used for startup-messages
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"""
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return f"{self.name} - Offseting pairs by {self._offset}."
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if self._number_pairs:
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return f"{self.name} - Taking {self._number_pairs} Pairs, starting from {self._offset}."
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return f"{self.name} - Offsetting pairs by {self._offset}."
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def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
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"""
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@@ -50,5 +53,9 @@ class OffsetFilter(IPairList):
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self.log_once(f"Offset of {self._offset} is larger than " +
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f"pair count of {len(pairlist)}", logger.warning)
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pairs = pairlist[self._offset:]
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if self._number_pairs:
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pairs = pairs[:self._number_pairs]
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self.log_once(f"Searching {len(pairs)} pairs: {pairs}", logger.info)
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return pairs
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@@ -38,12 +38,12 @@ class VolatilityFilter(IPairList):
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self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
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candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
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if self._days < 1:
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raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
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if self._days > exchange.ohlcv_candle_limit('1d'):
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if self._days > candle_limit:
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raise OperationalException("VolatilityFilter requires lookback_days to not "
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"exceed exchange max request size "
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f"({exchange.ohlcv_candle_limit('1d')})")
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f"exceed exchange max request size ({candle_limit})")
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@property
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def needstickers(self) -> bool:
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@@ -84,12 +84,13 @@ class VolumePairList(IPairList):
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raise OperationalException(
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f'key {self._sort_key} not in {SORT_VALUES}')
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candle_limit = exchange.ohlcv_candle_limit(
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self._lookback_timeframe, self._config['candle_type_def'])
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if self._lookback_period < 0:
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raise OperationalException("VolumeFilter requires lookback_period to be >= 0")
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if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe):
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if self._lookback_period > candle_limit:
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raise OperationalException("VolumeFilter requires lookback_period to not "
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"exceed exchange max request size "
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f"({exchange.ohlcv_candle_limit(self._lookback_timeframe)})")
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f"exceed exchange max request size ({candle_limit})")
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@property
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def needstickers(self) -> bool:
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@@ -33,12 +33,12 @@ class RangeStabilityFilter(IPairList):
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self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
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candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
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if self._days < 1:
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raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
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if self._days > exchange.ohlcv_candle_limit('1d'):
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if self._days > candle_limit:
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raise OperationalException("RangeStabilityFilter requires lookback_days to not "
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"exceed exchange max request size "
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f"({exchange.ohlcv_candle_limit('1d')})")
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f"exceed exchange max request size ({candle_limit})")
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@property
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def needstickers(self) -> bool:
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