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PEP8 compliance

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This commit is contained in:
nightshift2k 2021-07-04 11:40:45 +02:00
parent 348dbeff3f
commit 9919061c78
1 changed files with 40 additions and 22 deletions
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62
freqtrade/plugins/pairlist/VolumePairList.py
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@ -4,15 +4,16 @@ 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
import arrow
from cachetools.ttl import TTLCache from cachetools.ttl import TTLCache
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes
from freqtrade.plugins.pairlist.IPairList import IPairList
from freqtrade.misc import format_ms_time from freqtrade.misc import format_ms_time
from freqtrade.plugins.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -44,8 +45,9 @@ class VolumePairList(IPairList):
if (self._lookback_days > 0) & (self._lookback_period > 0): if (self._lookback_days > 0) & (self._lookback_period > 0):
raise OperationalException( raise OperationalException(
f'Ambigous configuration: lookback_days and lookback_period both set in pairlist config. ' 'Ambigous configuration: lookback_days and lookback_period both set in pairlist '
f'Please set lookback_days only or lookback_period and lookback_timeframe and restart the bot.' 'config. Please set lookback_days only or lookback_period and lookback_timeframe '
'and restart the bot.'
) )
# overwrite lookback timeframe and days when lookback_days is set # overwrite lookback timeframe and days when lookback_days is set
@ -53,17 +55,18 @@ 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 # 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_sec = self._tf_in_min * 60 self._tf_in_sec = self._tf_in_min * 60
# wether to use range lookback or not # wether to use range lookback or not
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_sec): if self._use_range & (self._refresh_period < self._tf_in_sec):
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 '
f'Please adjust refresh_period to at least {self._tf_in_sec} and restart the bot.' f'timeframe of {self._lookback_timeframe}. Please adjust refresh_period '
f'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'):
@ -76,7 +79,6 @@ class VolumePairList(IPairList):
raise OperationalException( raise OperationalException(
f'key {self._sort_key} not in {SORT_VALUES}') f'key {self._sort_key} not in {SORT_VALUES}')
if self._lookback_period < 0: if self._lookback_period < 0:
raise OperationalException("VolumeFilter requires lookback_period to be >= 0") raise OperationalException("VolumeFilter requires lookback_period to be >= 0")
if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe): if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe):
@ -136,15 +138,16 @@ 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 # get lookback period in ms, for exchange ohlcv fetch
if self._use_range == True: if self._use_range:
since_ms = int(arrow.utcnow() since_ms = int(arrow.utcnow()
.floor('minute') .floor('minute')
.shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min) .shift(minutes=-(self._lookback_period * self._tf_in_min)
.float_timestamp) * 1000 - self._tf_in_min)
.float_timestamp) * 1000
to_ms = int(arrow.utcnow() to_ms = int(arrow.utcnow()
.floor('minute') .floor('minute')
@ -152,20 +155,35 @@ class VolumePairList(IPairList):
.float_timestamp) * 1000 .float_timestamp) * 1000
# todo: utc date output for starting date # todo: utc date output for starting date
self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: {self._lookback_timeframe}, starting from {format_ms_time(since_ms)} till {format_ms_time(to_ms)}", logger.info) self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: "
needed_pairs = [(p, self._lookback_timeframe) for p in [s['symbol'] for s in filtered_tickers] if p not in self._pair_cache] 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
]
# 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, cache=False) candles = self._exchange.refresh_latest_ohlcv(
needed_pairs, since_ms=since_ms, cache=False
)
for i,p in enumerate(filtered_tickers): 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 pair_candles = candles[
(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 # in case of candle data calculate typical price and quoteVolume for candle
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['quoteVolume'] = pair_candles['volume'] * pair_candles['typical_price'] + pair_candles['close']) / 3
pair_candles['quoteVolume'] = (
pair_candles['volume'] * pair_candles['typical_price']
)
# replace quoteVolume with range quoteVolume sum calculated above # replace quoteVolume with range quoteVolume sum calculated above
filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum() filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
else: else:
@ -179,7 +197,7 @@ 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]