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Refactor VolatilityFilter

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This commit is contained in:
Matthias
2024-02-24 08:23:55 +01:00
parent c663016b47
commit 7ddaa09a23
1 changed files with 7 additions and 7 deletions
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freqtrade/plugins/pairlist/VolatilityFilter.py
+7 -7
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@@ -105,13 +105,13 @@ class VolatilityFilter(IPairList):
since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days)) since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days))
candles = self._exchange.refresh_ohlcv_with_cache(needed_pairs, since_ms=since_ms) candles = self._exchange.refresh_ohlcv_with_cache(needed_pairs, since_ms=since_ms)
if self._enabled: resulting_pairlist: List[str] = []
for p in deepcopy(pairlist): for p in pairlist:
daily_candles = candles[(p, '1d', self._def_candletype)] if ( daily_candles = candles[(p, '1d', self._def_candletype)] if (
p, '1d', self._def_candletype) in candles else None p, '1d', self._def_candletype) in candles else None
if not self._validate_pair_loc(p, daily_candles): if self._validate_pair_loc(p, daily_candles):
pairlist.remove(p) resulting_pairlist.append(p)
return pairlist return resulting_pairlist
def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool: def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
""" """