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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 Provides dynamic pair list based on trade volumes
""" """
import logging import logging
from functools import partial
from typing import Any, Dict, List from typing import Any, Dict, List
import arrow import arrow
@ -120,10 +119,17 @@ class VolumePairList(IPairList):
else: else:
# Use fresh pairlist # Use fresh pairlist
# Check if pair quote currency equals to the stake currency. # 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 = [ filtered_tickers = [
v for k, v in tickers.items() v for k, v in tickers.items()
if (self._exchange.get_pair_quote_currency(k) == self._stake_currency 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 = [s['symbol'] for s in filtered_tickers]
pairlist = self.filter_pairlist(pairlist, tickers) pairlist = self.filter_pairlist(pairlist, tickers)
@ -204,7 +210,7 @@ class VolumePairList(IPairList):
# Validate whitelist to only have active market pairs # Validate whitelist to only have active market pairs
pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers]) 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 # Limit pairlist to the requested number of pairs
pairs = pairs[:self._number_pairs] pairs = pairs[:self._number_pairs]