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Deprecate keys other than quoteVolume

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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
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4
docs/configuration.md
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@ -585,7 +585,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
#### Volume Pair List #### 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. `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: `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. * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
```json ```json

6
docs/deprecated.md
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@ -27,6 +27,10 @@ Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch)
### Allow running multiple pairlists in sequence ### 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. 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
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@ -39,6 +39,10 @@ class VolumePairList(IPairList):
if not self._validate_keys(self._sort_key): if not self._validate_keys(self._sort_key):
raise OperationalException( raise OperationalException(
f'key {self._sort_key} not in {SORT_VALUES}') 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 @property
def needstickers(self) -> bool: def needstickers(self) -> bool:

13
tests/pairlist/test_pairlist.py
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@ -4,11 +4,11 @@ from unittest.mock import MagicMock, PropertyMock
import pytest import pytest
from freqtrade.exceptions import OperationalException
from freqtrade.constants import AVAILABLE_PAIRLISTS from freqtrade.constants import AVAILABLE_PAIRLISTS
from freqtrade.resolvers import PairListResolver from freqtrade.exceptions import OperationalException
from freqtrade.pairlist.pairlistmanager import PairListManager 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 # 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 .*%$', caplog) or assert (log_has_re(r'^Removed .* from whitelist, because 1 unit is .*%$', caplog) or
log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*", log_has_re(r"^Removed .* from whitelist, because ticker\['last'\] is empty.*",
caplog)) 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: def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None: