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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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11
freqtrade/plugins/pairlist/VolumePairList.py
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@@ -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']