From 62da4b452ccbab16044adc03f9c74d2821710d13 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sat, 3 Jul 2021 11:47:17 +0200
Subject: [PATCH] code cleanup and comments

---
 freqtrade/plugins/pairlist/VolumePairList.py | 36 +++++++-------------
 1 file changed, 13 insertions(+), 23 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index af26201a9..ae6be54ba 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,16 +4,14 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
+import arrow
 from typing import Any, Dict, List
 
 from cachetools.ttl import TTLCache
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.plugins.pairlist.IPairList import IPairList
-
-import arrow
-from copy import deepcopy
 from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.plugins.pairlist.IPairList import IPairList
 
 logger = logging.getLogger(__name__)
 
@@ -48,15 +46,16 @@ class VolumePairList(IPairList):
             self._lookback_timeframe = '1d'
             self._lookback_period = self._lookback_days
 
+        # get timeframe in minutes and seconds 
         self._tf_in_min = timeframe_to_minutes(self._lookback_timeframe)
-        self._tf_in_secs = self._tf_in_min * 60
+        self._tf_in_sec = self._tf_in_min * 60
 
         self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
 
         if self._use_range & (self._refresh_period < self._tf_in_secs):
             raise OperationalException(
                 f'Refresh period of {self._refresh_period} seconds is smaller than one timeframe of {self._lookback_timeframe}. '
-                f'Please adjust refresh_period to at least {self._tf_in_secs} and restart the bot.'
+                f'Please adjust refresh_period to at least {self._tf_in_sec} and restart the bot.'
             )
 
         if not self._exchange.exchange_has('fetchTickers'):
@@ -129,10 +128,10 @@ class VolumePairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-
         # Use the incoming pairlist.      
         filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
+        # get lookback period in ms, for exchange ohlcv fetch
         if self._use_range == True:
             since_ms = int(arrow.utcnow()
                         .floor('minute')
@@ -141,31 +140,25 @@ class VolumePairList(IPairList):
 
             self.log_once(f"Using volume range of {self._lookback_period} {self._lookback_timeframe} candles from {since_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
             candles = {}
             if needed_pairs:
-                candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
-                                                            cache=False)
+                candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
 
             for i,p in enumerate(filtered_tickers):
-            # for p in deepcopy([s['symbol'] for s in 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'])
-
-                #if p['symbol'] == 'BCC/USDT':
-                    #print(pair_candles)
-                    #quit()
-
-                print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
+                # 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']
-                    # print(p['symbol'], " range quote volume = ", pair_candles['quoteVolume'].sum())
+                    # replace quoteVolume with range sum
                     filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
                 else:
                     filtered_tickers[i]['quoteVolume'] = 0
 
-                print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
+                # print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
 
         if self._min_value > 0:
             filtered_tickers = [
@@ -175,13 +168,10 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self.verify_blacklist(pairs, logger.info)
-        
+        pairs = self.verify_blacklist(pairs, logger.info)       
         # Limit pairlist to the requested number of pairs
-        
         pairs = pairs[:self._number_pairs]
 
         self.log_once(f"Searching {self._number_pairs} pairs: {pairs}", logger.info)
 
-        quit()
         return pairs