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

Update some ohlcv_candle_limit calls

Browse Source
This commit is contained in:
Matthias
2022-05-14 13:27:36 +02:00
parent 111b04c9e6
commit bb1b283d95
8 changed files with 23 additions and 20 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/exchange/exchange.py
View File

@@ -310,7 +310,7 @@ class Exchange:
logger.info(f"API {endpoint}: {response}")
def ohlcv_candle_limit(
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int]) -> int:
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
"""
Exchange ohlcv candle limit
Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits

2
freqtrade/exchange/okx.py
View File

@@ -41,7 +41,7 @@ class Okx(Exchange):
net_only = True
def ohlcv_candle_limit(
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int]) -> int:
self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
"""
Exchange ohlcv candle limit
Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits

9
freqtrade/plugins/pairlist/AgeFilter.py
View File

@@ -32,18 +32,19 @@ class AgeFilter(IPairList):
self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
self._max_days_listed = pairlistconfig.get('max_days_listed', None)
candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
if self._min_days_listed < 1:
raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
if self._min_days_listed > exchange.ohlcv_candle_limit('1d'):
if self._min_days_listed > candle_limit:
raise OperationalException("AgeFilter requires min_days_listed to not exceed "
"exchange max request size "
f"({exchange.ohlcv_candle_limit('1d')})")
f"({candle_limit})")
if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
if self._max_days_listed and self._max_days_listed > exchange.ohlcv_candle_limit('1d'):
if self._max_days_listed and self._max_days_listed > candle_limit:
raise OperationalException("AgeFilter requires max_days_listed to not exceed "
"exchange max request size "
f"({exchange.ohlcv_candle_limit('1d')})")
f"({candle_limit})")
@property
def needstickers(self) -> bool:

6
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@@ -38,12 +38,12 @@ class VolatilityFilter(IPairList):
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
if self._days < 1:
raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
if self._days > exchange.ohlcv_candle_limit('1d'):
if self._days > candle_limit:
raise OperationalException("VolatilityFilter requires lookback_days to not "
"exceed exchange max request size "
f"({exchange.ohlcv_candle_limit('1d')})")
f"exceed exchange max request size ({candle_limit})")
@property
def needstickers(self) -> bool:

7
freqtrade/plugins/pairlist/VolumePairList.py
View File

@@ -84,12 +84,13 @@ class VolumePairList(IPairList):
raise OperationalException(
f'key {self._sort_key} not in {SORT_VALUES}')
candle_limit = exchange.ohlcv_candle_limit(
self._lookback_timeframe, self._config['candle_type_def'])
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):
if self._lookback_period > candle_limit:
raise OperationalException("VolumeFilter requires lookback_period to not "
"exceed exchange max request size "
f"({exchange.ohlcv_candle_limit(self._lookback_timeframe)})")
f"exceed exchange max request size ({candle_limit})")
@property
def needstickers(self) -> bool:

6
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@@ -33,12 +33,12 @@ class RangeStabilityFilter(IPairList):
self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
if self._days < 1:
raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
if self._days > exchange.ohlcv_candle_limit('1d'):
if self._days > candle_limit:
raise OperationalException("RangeStabilityFilter requires lookback_days to not "
"exceed exchange max request size "
f"({exchange.ohlcv_candle_limit('1d')})")
f"exceed exchange max request size ({candle_limit})")
@property
def needstickers(self) -> bool: