Revert "resolves freqtrade/freqtrade#4650"

This reverts commit 142690c930.

config_binance.json.example

@@ -0,0 +1,99 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "BTC",
+    "stake_amount": 0.05,
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "timeframe": "5m",
+    "dry_run": true,
+    "cancel_open_orders_on_exit": false,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30
+    },
+    "bid_strategy": {
+        "ask_last_balance": 0.0,
+        "use_order_book": false,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy": {
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 1,
+        "use_sell_signal": true,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
+    },
+    "exchange": {
+        "name": "binance",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_async_config": {
+            "enableRateLimit": true,
+            "rateLimit": 200
+        },
+        "pair_whitelist": [
+            "ALGO/BTC",
+            "ATOM/BTC",
+            "BAT/BTC",
+            "BCH/BTC",
+            "BRD/BTC",
+            "EOS/BTC",
+            "ETH/BTC",
+            "IOTA/BTC",
+            "LINK/BTC",
+            "LTC/BTC",
+            "NEO/BTC",
+            "NXS/BTC",
+            "XMR/BTC",
+            "XRP/BTC",
+            "XTZ/BTC"
+        ],
+        "pair_blacklist": [
+            "BNB/BTC"
+        ]
+    },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "bot_name": "freqtrade",
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}

docker-compose.yml

@@ -25,4 +25,4 @@ services:
       --logfile /freqtrade/user_data/logs/freqtrade.log
       --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
       --config /freqtrade/user_data/config.json
-      --strategy BinHV45.py
+      --strategy SampleStrategy

freqtrade/constants.py

@@ -26,7 +26,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
                        'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter', 'VolatilityFilter']
+                       'SpreadFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
@@ -416,4 +416,4 @@ PairWithTimeframe = Tuple[str, str]
 ListPairsWithTimeframes = List[PairWithTimeframe]
 
 # Type for trades list
-TradeList = List[List]
+TradeList = List[List]

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -1,120 +0,0 @@
-"""
-Rate of change pairlist filter
-"""
-import logging
-from copy import deepcopy
-from typing import Any, Dict, List, Optional
-
-import sys
-import arrow
-from cachetools.ttl import TTLCache
-from pandas import DataFrame
-import numpy as np
-
-from freqtrade.exceptions import OperationalException
-from freqtrade.misc import plural
-from freqtrade.plugins.pairlist.IPairList import IPairList
-
-
-
-logger = logging.getLogger(__name__)
-
-
-class VolatilityFilter(IPairList):
-    '''
-    Filters pairs by volatility
-    '''
-
-    def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
-                 pairlist_pos: int) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-
-        self._days = pairlistconfig.get('lookback_days', 10)
-        self._min_volatility = pairlistconfig.get('min_volatility', 0)
-        self._max_volatility = pairlistconfig.get('max_volatility', sys.maxsize)
-        self._refresh_period = pairlistconfig.get('refresh_period', 1440)
-
-        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
-
-        if self._days < 1:
-            raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit('1d'):
-            raise OperationalException("VolatilityFilter requires lookback_days to not "
-                                       "exceed exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
-
-    @property
-    def needstickers(self) -> bool:
-        """
-        Boolean property defining if tickers are necessary.
-        If no Pairlist requires tickers, an empty List is passed
-        as tickers argument to filter_pairlist
-        """
-        return False
-
-    def short_desc(self) -> str:
-        """
-        Short whitelist method description - used for startup-messages
-        """
-        return (f"{self.name} - Filtering pairs with volatility range "
-                f"{self._min_volatility}-{self._max_volatility} the last {self._days} {plural(self._days, 'day')}.")
-
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        Validate trading range
-        :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
-        :return: new allowlist
-        """
-        needed_pairs = [(p, '1h') for p in pairlist if p not in self._pair_cache]
-
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._days - 1)
-                       .float_timestamp) * 1000
-        # Get all candles
-        candles = {}
-        if needed_pairs:
-            candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
-                                                          cache=False)
-
-        if self._enabled:
-            for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1h')] if (p, '1h') in candles else None
-                if not self._validate_pair_loc(p, daily_candles):
-                    pairlist.remove(p)
-        return pairlist
-
-    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
-        """
-        Validate trading range
-        :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
-        :return: True if the pair can stay, false if it should be removed
-        """
-        # Check symbol in cache
-        if pair in self._pair_cache:
-            return self._pair_cache[pair]
-
-        result = False
-        if daily_candles is not None and not daily_candles.empty:
-            returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
-            returns.fillna(0, inplace=True)
-
-            volatility_series = returns.rolling(window=self._days*24).std()*np.sqrt(self._days*24)
-            volatility_avg = volatility_series.mean()
-
-            if self._min_volatility <= volatility_avg <= self._max_volatility:
-                result = True
-            else:
-                self.log_once(f"Removed {pair} from whitelist, because volatility "
-                              f"over {self._days} {plural(self._days, 'day')} "
-                              f"is: {volatility_avg:.3f} "
-                              f"which is not in the configured range of "
-                              f"{self._min_volatility}-{self._max_volatility}.",
-                              logger.info)
-                result = False
-            self._pair_cache[pair] = result
-
-        return result