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Improve type safety, refactor volatilityfilter

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This commit is contained in:
Matthias 2024-02-24 15:04:54 +01:00
parent 817ad64402
commit e80ad309f1
2 changed files with 7 additions and 7 deletions
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10
freqtrade/plugins/pairlist/VolatilityFilter.py
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@ -95,7 +95,7 @@ class VolatilityFilter(IPairList):
"sort_direction": { "sort_direction": {
"type": "option", "type": "option",
"default": None, "default": None,
"options": [None, "asc", "desc"], "options": ["", "asc", "desc"],
"description": "Sort pairlist", "description": "Sort pairlist",
"help": "Sort Pairlist ascending or descending by volatility.", "help": "Sort Pairlist ascending or descending by volatility.",
}, },
@ -125,19 +125,19 @@ class VolatilityFilter(IPairList):
if volatility_avg is not None: if volatility_avg is not None:
if self._validate_pair_loc(p, volatility_avg): if self._validate_pair_loc(p, volatility_avg):
resulting_pairlist.append(p) resulting_pairlist.append(p)
volatilitys[p] = (
volatility_avg if volatility_avg and not np.isnan(volatility_avg) else 0
)
else: else:
self.log_once(f"Removed {p} from whitelist, no candles found.", logger.info) self.log_once(f"Removed {p} from whitelist, no candles found.", logger.info)
if self._sort_direction:
volatilitys[p] = volatility_avg if not np.isnan(volatility_avg) else 0
if self._sort_direction: if self._sort_direction:
resulting_pairlist = sorted(resulting_pairlist, resulting_pairlist = sorted(resulting_pairlist,
key=lambda p: volatilitys[p], key=lambda p: volatilitys[p],
reverse=self._sort_direction == 'desc') reverse=self._sort_direction == 'desc')
return resulting_pairlist return resulting_pairlist
def _calculate_volatility(self, pair: str, daily_candles: DataFrame) -> float: def _calculate_volatility(self, pair: str, daily_candles: DataFrame) -> Optional[float]:
# Check symbol in cache # Check symbol in cache
if (volatility_avg := self._pair_cache.get(pair, None)) is not None: if (volatility_avg := self._pair_cache.get(pair, None)) is not None:
return volatility_avg return volatility_avg

4
freqtrade/plugins/pairlist/rangestabilityfilter.py
View File

@ -93,7 +93,7 @@ class RangeStabilityFilter(IPairList):
"sort_direction": { "sort_direction": {
"type": "option", "type": "option",
"default": None, "default": None,
"options": [None, "asc", "desc"], "options": ["", "asc", "desc"],
"description": "Sort pairlist", "description": "Sort pairlist",
"help": "Sort Pairlist ascending or descending by rate of change.", "help": "Sort Pairlist ascending or descending by rate of change.",
}, },
@ -134,7 +134,7 @@ class RangeStabilityFilter(IPairList):
reverse=self._sort_direction == 'desc') reverse=self._sort_direction == 'desc')
return resulting_pairlist return resulting_pairlist
def _calculate_rate_of_change(self, pair: str, daily_candles: DataFrame) -> float: def _calculate_rate_of_change(self, pair: str, daily_candles: DataFrame) -> Optional[float]:
# Check symbol in cache # Check symbol in cache
if (pct_change := self._pair_cache.get(pair, None)) is not None: if (pct_change := self._pair_cache.get(pair, None)) is not None:
return pct_change return pct_change