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Added candle_type to a lot of methods, wrote some tests

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This commit is contained in:
Sam Germain
2021-11-21 01:43:05 -06:00
parent e2f98a8dab
commit 920151934a
27 changed files with 495 additions and 253 deletions
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4
freqtrade/plugins/pairlist/AgeFilter.py
View File

@@ -72,7 +72,7 @@ class AgeFilter(IPairList):
:return: new allowlist
"""
needed_pairs = [
(p, '1d') for p in pairlist
(p, '1d', '') for p in pairlist
if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
if not needed_pairs:
# Remove pairs that have been removed before
@@ -88,7 +88,7 @@ class AgeFilter(IPairList):
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, '1d')] if (p, '1d') in candles else None
daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None
if not self._validate_pair_loc(p, daily_candles):
pairlist.remove(p)
self.log_once(f"Validated {len(pairlist)} pairs.", logger.info)

4
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@@ -67,7 +67,7 @@ class VolatilityFilter(IPairList):
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new allowlist
"""
needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
needed_pairs = [(p, '1d', '') for p in pairlist if p not in self._pair_cache]
since_ms = (arrow.utcnow()
.floor('day')
@@ -81,7 +81,7 @@ class VolatilityFilter(IPairList):
if self._enabled:
for p in deepcopy(pairlist):
daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None
if not self._validate_pair_loc(p, daily_candles):
pairlist.remove(p)
return pairlist

11
freqtrade/plugins/pairlist/VolumePairList.py
View File

@@ -160,10 +160,9 @@ class VolumePairList(IPairList):
f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} "
f"till {format_ms_time(to_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
(p, self._lookback_timeframe, '') for p in
[s['symbol'] for s in filtered_tickers]
if p not in self._pair_cache
]
# Get all candles
@@ -174,8 +173,8 @@ class VolumePairList(IPairList):
)
for i, p in enumerate(filtered_tickers):
pair_candles = candles[
(p['symbol'], self._lookback_timeframe)
] if (p['symbol'], self._lookback_timeframe) in candles else None
(p['symbol'], self._lookback_timeframe, '')
] if (p['symbol'], self._lookback_timeframe, '') in candles else None
# in case of candle data calculate typical price and quoteVolume for candle
if pair_candles is not None and not pair_candles.empty:
pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']

4
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@@ -65,7 +65,7 @@ class RangeStabilityFilter(IPairList):
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new allowlist
"""
needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
needed_pairs = [(p, '1d', '') for p in pairlist if p not in self._pair_cache]
since_ms = (arrow.utcnow()
.floor('day')
@@ -79,7 +79,7 @@ class RangeStabilityFilter(IPairList):
if self._enabled:
for p in deepcopy(pairlist):
daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
daily_candles = candles[(p, '1d', '')] if (p, '1d', '') in candles else None
if not self._validate_pair_loc(p, daily_candles):
pairlist.remove(p)
return pairlist