adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Deprecate keys other than quoteVolume

Browse Source 
fixes #2981
This commit is contained in:
Matthias 2020-04-25 16:29:17 +02:00
parent d1a24db6b7
commit 9fa21628d7
4 changed files with 20 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
docs/configuration.md
View File

@ -585,7 +585,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
#### Volume Pair List
`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can only be `quoteVolume`.
`VolumePairList` considers outputs of previous pairlists unless it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
@ -593,8 +593,6 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
`VolumePairList` is based on the ticker data, as reported by the ccxt library:
* The `bidVolume` is the volume (amount) of current best bid in the orderbook.
* The `askVolume` is the volume (amount) of current best ask in the orderbook.
* The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
```json

6
docs/deprecated.md
View File

@ -27,6 +27,10 @@ Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch)
### Allow running multiple pairlists in sequence
The former `"pairlists"` section in the configuration has been removed, and is replaced by `pairlist` - being a list to specify a sequence of pairlists.
The former `"pairlist"` section in the configuration has been removed, and is replaced by `pairlists` - being a list to specify a sequence of pairlists.
The old option has been deprecated in 2019.11 and has been removed in 2020.4.
### deprecation of bidVolume and askVolume from volumepairlist
Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4.

4
freqtrade/pairlist/VolumePairList.py
View File

@ -39,6 +39,10 @@ class VolumePairList(IPairList):
if not self._validate_keys(self._sort_key):
raise OperationalException(
f'key {self._sort_key} not in {SORT_VALUES}')
if self._sort_key != 'quoteVolume':
logger.warning(
"DEPRECATED: using any key other than quoteVolume for VolumePairList is deprecated."
)
@property
def needstickers(self) -> bool:

13
tests/pairlist/test_pairlist.py
View File

@ -4,11 +4,11 @@ from unittest.mock import MagicMock, PropertyMock
import pytest
from freqtrade.exceptions import OperationalException
from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.resolvers import PairListResolver
from freqtrade.exceptions import OperationalException
from freqtrade.pairlist.pairlistmanager import PairListManager
from tests.conftest import get_patched_freqtradebot, log_has_re
from freqtrade.resolvers import PairListResolver
from tests.conftest import get_patched_freqtradebot, log_has, log_has_re
# whitelist, blacklist
@ -228,6 +228,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
caplog))
if pairlist['method'] == 'VolumePairList':
logmsg = ("DEPRECATED: using any key other than quoteVolume for "
"VolumePairList is deprecated.")
if pairlist['sort_key'] != 'quoteVolume':
assert log_has(logmsg, caplog)
else:
assert not log_has(logmsg, caplog)
def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: