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code cleanup and comments

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This commit is contained in:
nightshift2k 2021-07-03 11:47:17 +02:00
parent 055229a44a
commit 62da4b452c
1 changed files with 13 additions and 23 deletions
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32
freqtrade/plugins/pairlist/VolumePairList.py
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@ -4,16 +4,14 @@ Volume PairList provider
Provides dynamic pair list based on trade volumes Provides dynamic pair list based on trade volumes
""" """
import logging import logging
import arrow
from typing import Any, Dict, List from typing import Any, Dict, List
from cachetools.ttl import TTLCache from cachetools.ttl import TTLCache
from freqtrade.exceptions import OperationalException 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.exchange import timeframe_to_minutes
from freqtrade.plugins.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -48,15 +46,16 @@ class VolumePairList(IPairList):
self._lookback_timeframe = '1d' self._lookback_timeframe = '1d'
self._lookback_period = self._lookback_days 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_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) self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
if self._use_range & (self._refresh_period < self._tf_in_secs): if self._use_range & (self._refresh_period < self._tf_in_secs):
raise OperationalException( raise OperationalException(
f'Refresh period of {self._refresh_period} seconds is smaller than one timeframe of {self._lookback_timeframe}. ' 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'): if not self._exchange.exchange_has('fetchTickers'):
@ -129,10 +128,10 @@ class VolumePairList(IPairList):
:param tickers: Tickers (from exchange.get_tickers()). May be cached. :param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist :return: new whitelist
""" """
# Use the incoming pairlist. # Use the incoming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in 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: if self._use_range == True:
since_ms = int(arrow.utcnow() since_ms = int(arrow.utcnow()
.floor('minute') .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) 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] 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 # Get all candles
candles = {} candles = {}
if needed_pairs: if needed_pairs:
candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
cache=False)
for i,p in enumerate(filtered_tickers): 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 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']) # print(p['symbol'], " 24h quote volume = ",filtered_tickers[i]['quoteVolume'])
# in case of candle data calculate typical price and quoteVolume for candle
#if p['symbol'] == 'BCC/USDT':
#print(pair_candles)
#quit()
print(p['symbol'], " 24h quote volume = ",filtered_tickers[i]['quoteVolume'])
if not pair_candles.empty: if not pair_candles.empty:
pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low'] + pair_candles['close']) / 3 pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low'] + pair_candles['close']) / 3
pair_candles['quoteVolume'] = pair_candles['volume'] * pair_candles['typical_price'] 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() filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
else: else:
filtered_tickers[i]['quoteVolume'] = 0 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: if self._min_value > 0:
filtered_tickers = [ filtered_tickers = [
@ -176,12 +169,9 @@ class VolumePairList(IPairList):
# Validate whitelist to only have active market pairs # Validate whitelist to only have active market pairs
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers]) 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 # Limit pairlist to the requested number of pairs
pairs = pairs[:self._number_pairs] pairs = pairs[:self._number_pairs]
self.log_once(f"Searching {self._number_pairs} pairs: {pairs}", logger.info) self.log_once(f"Searching {self._number_pairs} pairs: {pairs}", logger.info)
quit()
return pairs return pairs