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Improve VolumePairlist behaviour

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Filter pairs before downloading ohlcv candles - this will greatly speed up some instances.
This commit is contained in:
Matthias 2022-01-06 13:49:27 +01:00
parent addba6597a
commit e88a1ab209
1 changed files with 9 additions and 3 deletions
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12
freqtrade/plugins/pairlist/VolumePairList.py
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@ -4,7 +4,6 @@ Volume PairList provider
Provides dynamic pair list based on trade volumes
"""
import logging
from functools import partial
from typing import Any, Dict, List
import arrow
@ -120,10 +119,17 @@ class VolumePairList(IPairList):
else:
# Use fresh pairlist
# Check if pair quote currency equals to the stake currency.
_pairlist = [k for k in self._exchange.get_markets(
quote_currencies=[self._stake_currency],
pairs_only=True, active_only=True).keys()]
# No point in testing for blacklisted pairs...
_pairlist = self.verify_blacklist(_pairlist, logger.info)
filtered_tickers = [
v for k, v in tickers.items()
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)]
pairlist = [s['symbol'] for s in filtered_tickers]
pairlist = self.filter_pairlist(pairlist, tickers)
@ -204,7 +210,7 @@ class VolumePairList(IPairList):
# Validate whitelist to only have active market pairs
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
pairs = self.verify_blacklist(pairs, partial(self.log_once, logmethod=logger.info))
pairs = self.verify_blacklist(pairs, logmethod=logger.info)
# Limit pairlist to the requested number of pairs
pairs = pairs[:self._number_pairs]