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Merge remote-tracking branch 'origin/develop' into develop

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hippocritical
2023-05-28 20:53:16 +02:00
parent eec7837167 aa8eb14461
commit 0874b1a959
2 changed files with 3 additions and 3 deletions
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freqtrade/__init__.py
+1 -1
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@@ -1,5 +1,5 @@
""" Freqtrade bot """ """ Freqtrade bot """
__version__ = '2023.5.dev' __version__ = '2023.6.dev'
if 'dev' in __version__: if 'dev' in __version__:
from pathlib import Path from pathlib import Path
freqtrade/plugins/pairlist/VolatilityFilter.py
+2 -2
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@@ -74,7 +74,7 @@ class VolatilityFilter(IPairList):
needed_pairs: ListPairsWithTimeframes = [ needed_pairs: ListPairsWithTimeframes = [
(p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache] (p, '1d', self._def_candletype) for p in pairlist if p not in self._pair_cache]
since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days - 1)) since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days))
# Get all candles # Get all candles
candles = {} candles = {}
if needed_pairs: if needed_pairs:
@@ -103,7 +103,7 @@ class VolatilityFilter(IPairList):
result = False result = False
if daily_candles is not None and not daily_candles.empty: if daily_candles is not None and not daily_candles.empty:
returns = (np.log(daily_candles.close / daily_candles.close.shift(-1))) returns = (np.log(daily_candles["close"].shift(1) / daily_candles["close"]))
returns.fillna(0, inplace=True) returns.fillna(0, inplace=True)
volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days) volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days)