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Document min_value for VolumePairList

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closes #5260
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Matthias 2021-08-07 16:01:20 +02:00
parent 6532aba765
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docs/includes/pairlists.md
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@ -58,7 +58,7 @@ This option must be configured along with `exchange.skip_pair_validation` in the
When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume. When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange. When used in the leading position of the chain of Pairlist Handlers, the `pair_whitelist` configuration setting is ignored. Instead, `VolumePairList` selects the top assets from all available markets with matching stake-currency on the exchange.
The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes). The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists. The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists.
@ -74,11 +74,14 @@ Filtering instances (not the first position in the list) will not apply any cach
"method": "VolumePairList", "method": "VolumePairList",
"number_assets": 20, "number_assets": 20,
"sort_key": "quoteVolume", "sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 1800 "refresh_period": 1800
} }
], ],
``` ```
You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange.
`VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles. `VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days: For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
@ -89,6 +92,7 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
"method": "VolumePairList", "method": "VolumePairList",
"number_assets": 20, "number_assets": 20,
"sort_key": "quoteVolume", "sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 86400, "refresh_period": 86400,
"lookback_days": 7 "lookback_days": 7
} }