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Final cleanups and added tests

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Matthias
2019-10-29 10:39:27 +01:00
parent d803d86f4d
commit de2cc58b0c
5 changed files with 85 additions and 22 deletions
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15
freqtrade/pairlist/VolumePairList.py
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@@ -5,11 +5,14 @@ Provides lists as configured in config.json
"""
import logging
from copy import deepcopy
from typing import List
from cachetools import TTLCache, cached
from freqtrade.pairlist.IPairList import IPairList
from freqtrade import OperationalException
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
SORT_VALUES = ['askVolume', 'bidVolume', 'quoteVolume']
@@ -28,7 +31,6 @@ class VolumePairList(IPairList):
self._sort_key = self._whitelistconf.get('sort_key', 'quoteVolume')
self._precision_filter = self._whitelistconf.get('precision_filter', True)
self._low_price_percent_filter = self._whitelistconf.get('low_price_percent_filter', None)
print(self._whitelistconf)
if not self._freqtrade.exchange.exchange_has('fetchTickers'):
raise OperationalException(
@@ -64,10 +66,10 @@ class VolumePairList(IPairList):
low value pairs.
:param ticker: ticker dict as returned from ccxt.load_markets()
:param stoploss: stoploss value as set in the configuration
(already cleaned to be guaranteed negative)
(already cleaned to be 1 - stoploss)
:return: True if the pair can stay, false if it should be removed
"""
stop_price = (self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss)
stop_price = self._freqtrade.get_target_bid(ticker["symbol"], ticker) * stoploss
# Adjust stop-prices to precision
sp = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"], stop_price)
stop_gap_price = self._freqtrade.exchange.symbol_price_prec(ticker["symbol"],
@@ -120,10 +122,11 @@ class VolumePairList(IPairList):
# Precalculate sanitized stoploss value to avoid recalculation for every pair
stoploss = 1 - abs(self._freqtrade.strategy.stoploss)
for t in valid_tickers:
# Copy list since we're modifying this list
for t in deepcopy(valid_tickers):
# Filter out assets which would not allow setting a stoploss
if (stoploss and self._precision_filter
and not self._validate_precision_filter(t, stoploss)):
and not self._validate_precision_filter(t, stoploss)):
valid_tickers.remove(t)
continue
if self._low_price_percent_filter and not self._validate_precision_filter_lowprice(t,):