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Simplify precision_filter code

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Matthias
2019-10-28 16:21:00 +01:00
parent 466a3b87fc
commit 4ff035537b
3 changed files with 14 additions and 14 deletions
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21
freqtrade/pairlist/VolumePairList.py
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@@ -26,7 +26,7 @@ class VolumePairList(IPairList):
'for "pairlist.config.number_assets"')
self._number_pairs = self._whitelistconf['number_assets']
self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
self._precision_filter = self._whitelistconf.get('precision_filter', False)
self._precision_filter = self._whitelistconf.get('precision_filter', True)
if not self._freqtrade.exchange.exchange_has('fetchTickers'):
raise OperationalException(
@@ -76,18 +76,19 @@ class VolumePairList(IPairList):
valid_tickers = [t for t in sorted_tickers if t["symbol"] in valid_pairs]
if self._freqtrade.strategy.stoploss is not None and self._precision_filter:
# Precalculate correct stoploss value
stoploss = 1 - abs(self._freqtrade.strategy.stoploss)
stop_prices = [self._freqtrade.get_target_bid(t["symbol"], t)
* (1 - abs(self._freqtrade.strategy.stoploss)) for t in valid_tickers]
rates = [sp * 0.99 for sp in stop_prices]
logger.debug("\n".join([f"{sp} : {r}" for sp, r in zip(stop_prices[:10], rates[:10])]))
for i, t in enumerate(valid_tickers):
sp = self._freqtrade.exchange.symbol_price_prec(t["symbol"], stop_prices[i])
r = self._freqtrade.exchange.symbol_price_prec(t["symbol"], rates[i])
logger.debug(f"{t['symbol']} - {sp} : {r}")
if sp <= r:
stop_price = (self._freqtrade.get_target_bid(t["symbol"], t) * stoploss)
# Adjust stop-prices to precision
sp = self._freqtrade.exchange.symbol_price_prec(t["symbol"], stop_price)
stop_gap_price = self._freqtrade.exchange.symbol_price_prec(t["symbol"],
stop_price * 0.99)
logger.debug(f"{t['symbol']} - {sp} : {stop_gap_price}")
if sp <= stop_gap_price:
logger.info(f"Removed {t['symbol']} from whitelist, "
f"because stop price {sp} would be <= stop limit {r}")
f"because stop price {sp} would be <= stop limit {stop_gap_price}")
valid_tickers.remove(t)
pairs = [s['symbol'] for s in valid_tickers]