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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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54
freqtrade/plugins/pairlist/VolumePairList.py
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@ -4,15 +4,16 @@ Volume PairList provider
Provides dynamic pair list based on trade volumes
"""
import logging
import arrow
from typing import Any, Dict, List
import arrow
from cachetools.ttl import TTLCache
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.plugins.pairlist.IPairList import IPairList
from freqtrade.misc import format_ms_time
from freqtrade.plugins.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
@ -44,8 +45,9 @@ class VolumePairList(IPairList):
if (self._lookback_days > 0) & (self._lookback_period > 0):
raise OperationalException(
f'Ambigous configuration: lookback_days and lookback_period both set in pairlist config. '
f'Please set lookback_days only or lookback_period and lookback_timeframe and restart the bot.'
'Ambigous configuration: lookback_days and lookback_period both set in pairlist '
'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
@ -62,8 +64,9 @@ class VolumePairList(IPairList):
if self._use_range & (self._refresh_period < self._tf_in_sec):
raise OperationalException(
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_sec} and restart the bot.'
f'Refresh period of {self._refresh_period} seconds is smaller than one '
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'):
@ -76,7 +79,6 @@ class VolumePairList(IPairList):
raise OperationalException(
f'key {self._sort_key} not in {SORT_VALUES}')
if self._lookback_period < 0:
raise OperationalException("VolumeFilter requires lookback_period to be >= 0")
if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe):
@ -140,11 +142,12 @@ class VolumePairList(IPairList):
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:
since_ms = int(arrow.utcnow()
.floor('minute')
.shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min)
.float_timestamp) * 1000
.floor('minute')
.shift(minutes=-(self._lookback_period * self._tf_in_min)
- self._tf_in_min)
.float_timestamp) * 1000
to_ms = int(arrow.utcnow()
.floor('minute')
@ -152,20 +155,35 @@ class VolumePairList(IPairList):
.float_timestamp) * 1000
# 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)
needed_pairs = [(p, self._lookback_timeframe) for p in [s['symbol'] for s in filtered_tickers] if p not in self._pair_cache]
self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: "
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
candles = {}
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):
pair_candles = candles[(p['symbol'], self._lookback_timeframe)] if (p['symbol'], self._lookback_timeframe) in candles else None
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
# in case of candle data calculate typical price and quoteVolume for candle
if not pair_candles.empty:
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['typical_price'] = (pair_candles['high'] + pair_candles['low']
+ pair_candles['close']) / 3
pair_candles['quoteVolume'] = (
pair_candles['volume'] * pair_candles['typical_price']
)
# replace quoteVolume with range quoteVolume sum calculated above
filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
else: