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Add function to search exchange for closest matching pairs/tfs

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This commit is contained in:
robcaulk
2022-09-17 15:05:50 +02:00
parent 4d93a6b757
commit ff300d5c85
3 changed files with 38 additions and 23 deletions
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17
docs/freqai.md
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@@ -872,20 +872,3 @@ Users can then use these columns, concert with all their own additional indicato
return df
```
The user does need to ensure their `informative_pairs()` contains the following (users can add their own `informative_pair` needs to the bottom of this template):
```python
def informative_pairs(self):
whitelist_pairs = self.dp.current_whitelist()
corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
informative_pairs = []
for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
for pair in whitelist_pairs:
informative_pairs.append((pair, tf))
for pair in corr_pairs:
if pair in whitelist_pairs:
continue # avoid duplication
informative_pairs.append((pair, tf))
return informative_pairs
```