ensure informative pairs includes any combination of whitelist - corr_pairlist
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@ -47,12 +47,15 @@ class FreqaiExampleStrategy(IStrategy):
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startup_candle_count: int = 300
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startup_candle_count: int = 300
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def informative_pairs(self):
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def informative_pairs(self):
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pairs = self.config["freqai"]["corr_pairlist"]
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whitelist_pairs = self.dp.current_whitelist()
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corr_pairs = self.config["freqai"]["corr_pairlist"]
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informative_pairs = []
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informative_pairs = []
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for tf in self.config["freqai"]["timeframes"]:
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for tf in self.config["freqai"]["timeframes"]:
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# informative_pairs.append((self.pair, tf))
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for pair in whitelist_pairs:
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# informative_pairs.append([(pair, tf) for pair in pairs])
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informative_pairs.append((pair, tf))
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for pair in pairs:
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for pair in corr_pairs:
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if pair in whitelist_pairs:
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continue # avoid duplication
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informative_pairs.append((pair, tf))
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informative_pairs.append((pair, tf))
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return informative_pairs
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return informative_pairs
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