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update VOlumepairlist to also work without tickers

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This commit is contained in:
Matthias 2022-03-17 20:11:56 +01:00
parent b6a6aa48c9
commit a13b633c56
2 changed files with 23 additions and 17 deletions
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36
freqtrade/plugins/pairlist/VolumePairList.py
View File

@ -71,10 +71,11 @@ class VolumePairList(IPairList):
f'to at least {self._tf_in_sec} and restart the bot.' f'to at least {self._tf_in_sec} and restart the bot.'
) )
if not self._exchange.exchange_has('fetchTickers'): if not self._use_range and not self._exchange.exchange_has('fetchTickers'):
raise OperationalException( raise OperationalException(
'Exchange does not support dynamic whitelist. ' "Exchange does not support dynamic whitelist in this configuration. "
'Please edit your config and restart the bot.' "Please edit your config and either remove Volumepairlist, "
"or switch to using candles. and restart the bot."
) )
if not self._validate_keys(self._sort_key): if not self._validate_keys(self._sort_key):
@ -95,7 +96,7 @@ class VolumePairList(IPairList):
If no Pairlist requires tickers, an empty Dict is passed If no Pairlist requires tickers, an empty Dict is passed
as tickers argument to filter_pairlist as tickers argument to filter_pairlist
""" """
return True return not self._use_range
def _validate_keys(self, key): def _validate_keys(self, key):
return key in SORT_VALUES return key in SORT_VALUES
@ -126,13 +127,15 @@ class VolumePairList(IPairList):
tradable_only=True, active_only=True).keys()] tradable_only=True, active_only=True).keys()]
# No point in testing for blacklisted pairs... # No point in testing for blacklisted pairs...
_pairlist = self.verify_blacklist(_pairlist, logger.info) _pairlist = self.verify_blacklist(_pairlist, logger.info)
if not self._use_range:
filtered_tickers = [ filtered_tickers = [
v for k, v in tickers.items() v for k, v in tickers.items()
if (self._exchange.get_pair_quote_currency(k) == self._stake_currency if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
and (self._use_range or v[self._sort_key] is not None) and (self._use_range or v[self._sort_key] is not None)
and v['symbol'] in _pairlist)] and v['symbol'] in _pairlist)]
pairlist = [s['symbol'] for s in filtered_tickers] pairlist = [s['symbol'] for s in filtered_tickers]
else:
pairlist = _pairlist
pairlist = self.filter_pairlist(pairlist, tickers) pairlist = self.filter_pairlist(pairlist, tickers)
self._pair_cache['pairlist'] = pairlist.copy() self._pair_cache['pairlist'] = pairlist.copy()
@ -147,11 +150,11 @@ 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.
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: if self._use_range:
# Create bare minimum from tickers structure.
filtered_tickers = [{'symbol': k} for k in pairlist]
# get lookback period in ms, for exchange ohlcv fetch
since_ms = int(arrow.utcnow() since_ms = int(arrow.utcnow()
.floor('minute') .floor('minute')
.shift(minutes=-(self._lookback_period * self._tf_in_min) .shift(minutes=-(self._lookback_period * self._tf_in_min)
@ -208,6 +211,9 @@ class VolumePairList(IPairList):
filtered_tickers[i]['quoteVolume'] = quoteVolume filtered_tickers[i]['quoteVolume'] = quoteVolume
else: else:
filtered_tickers[i]['quoteVolume'] = 0 filtered_tickers[i]['quoteVolume'] = 0
else:
# Tickers mode - filter based on incomming pairlist.
filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
if self._min_value > 0: if self._min_value > 0:
filtered_tickers = [ filtered_tickers = [

4
tests/plugins/test_pairlist.py
View File

@ -587,10 +587,10 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}], "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
"BTC", "binance", ['LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC', 'HOT/BTC']), "BTC", "binance", ['LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC', 'HOT/BTC']),
# expecting pairs from default tickers, because 1h candles are not available # expecting pairs as input, because 1h candles are not available
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}], "lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
"BTC", "binance", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']), "BTC", "binance", ['ETH/BTC', 'LTC/BTC', 'NEO/BTC', 'TKN/BTC', 'XRP/BTC']),
# ftx data is already in Quote currency, therefore won't require conversion # ftx data is already in Quote currency, therefore won't require conversion
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume", ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}], "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],