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Use candle_type_def where possible

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This commit is contained in:
Matthias
2021-12-08 14:10:08 +01:00
parent 222c293602
commit d89cbda7b8
9 changed files with 28 additions and 22 deletions
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7
freqtrade/plugins/pairlist/AgeFilter.py
View File

@@ -10,7 +10,6 @@ from pandas import DataFrame
from freqtrade.configuration import PeriodicCache
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.enums import CandleType
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural
from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -74,7 +73,7 @@ class AgeFilter(IPairList):
:return: new allowlist
"""
needed_pairs: ListPairsWithTimeframes = [
(p, '1d', CandleType.SPOT_) for p in pairlist
(p, '1d', self._config['candle_type_def']) for p in pairlist
if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
if not needed_pairs:
# Remove pairs that have been removed before
@@ -90,8 +89,8 @@ class AgeFilter(IPairList):
candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
if self._enabled:
for p in deepcopy(pairlist):
daily_candles = candles[(p, '1d', CandleType.SPOT_)] if (
p, '1d', CandleType.SPOT_) in candles else None
daily_candles = candles[(p, '1d', self._config['candle_type_def'])] if (
p, '1d', self._config['candle_type_def']) in candles else None
if not self._validate_pair_loc(p, daily_candles):
pairlist.remove(p)
self.log_once(f"Validated {len(pairlist)} pairs.", logger.info)

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

@@ -12,7 +12,6 @@ from cachetools.ttl import TTLCache
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.enums import CandleType
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural
from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -70,7 +69,7 @@ class VolatilityFilter(IPairList):
:return: new allowlist
"""
needed_pairs: ListPairsWithTimeframes = [
(p, '1d', CandleType.SPOT_) for p in pairlist if p not in self._pair_cache]
(p, '1d', self._config['candle_type_def']) for p in pairlist if p not in self._pair_cache]
since_ms = (arrow.utcnow()
.floor('day')
@@ -84,8 +83,8 @@ class VolatilityFilter(IPairList):
if self._enabled:
for p in deepcopy(pairlist):
daily_candles = candles[(p, '1d', CandleType.SPOT_)] if (
p, '1d', CandleType.SPOT_) in candles else None
daily_candles = candles[(p, '1d', self._config['candle_type_def'])] if (
p, '1d', self._config['candle_type_def']) in candles else None
if not self._validate_pair_loc(p, daily_candles):
pairlist.remove(p)
return pairlist

10
freqtrade/plugins/pairlist/VolumePairList.py
View File

@@ -11,7 +11,6 @@ import arrow
from cachetools.ttl import TTLCache
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.enums import CandleType
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import format_ms_time
@@ -45,6 +44,7 @@ class VolumePairList(IPairList):
self._lookback_days = self._pairlistconfig.get('lookback_days', 0)
self._lookback_timeframe = self._pairlistconfig.get('lookback_timeframe', '1d')
self._lookback_period = self._pairlistconfig.get('lookback_period', 0)
self._def_candletype = self._config['candle_type_def']
if (self._lookback_days > 0) & (self._lookback_period > 0):
raise OperationalException(
@@ -162,7 +162,7 @@ class VolumePairList(IPairList):
f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} "
f"till {format_ms_time(to_ms)}", logger.info)
needed_pairs: ListPairsWithTimeframes = [
(p, self._lookback_timeframe, CandleType.SPOT_) for p in
(p, self._lookback_timeframe, self._def_candletype) for p in
[s['symbol'] for s in filtered_tickers]
if p not in self._pair_cache
]
@@ -175,8 +175,10 @@ class VolumePairList(IPairList):
)
for i, p in enumerate(filtered_tickers):
pair_candles = candles[
(p['symbol'], self._lookback_timeframe, CandleType.SPOT_)
] if (p['symbol'], self._lookback_timeframe, CandleType.SPOT_) in candles else None
(p['symbol'], self._lookback_timeframe, self._def_candletype)
] if (
p['symbol'], self._lookback_timeframe, self._def_candletype
) in candles else None
# in case of candle data calculate typical price and quoteVolume for candle
if pair_candles is not None and not pair_candles.empty:
pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']

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

@@ -10,7 +10,6 @@ from cachetools.ttl import TTLCache
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.enums import CandleType
from freqtrade.exceptions import OperationalException
from freqtrade.misc import plural
from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -68,7 +67,7 @@ class RangeStabilityFilter(IPairList):
:return: new allowlist
"""
needed_pairs: ListPairsWithTimeframes = [
(p, '1d', CandleType.SPOT_) for p in pairlist if p not in self._pair_cache]
(p, '1d', self._config['candle_type_def']) for p in pairlist if p not in self._pair_cache]
since_ms = (arrow.utcnow()
.floor('day')
@@ -82,8 +81,8 @@ class RangeStabilityFilter(IPairList):
if self._enabled:
for p in deepcopy(pairlist):
daily_candles = candles[(p, '1d', CandleType.SPOT_)] if (
p, '1d', CandleType.SPOT_) in candles else None
daily_candles = candles[(p, '1d', self._config['candle_type_def'])] if (
p, '1d', self._config['candle_type_def']) in candles else None
if not self._validate_pair_loc(p, daily_candles):
pairlist.remove(p)
return pairlist