Simplify rangeStability Filter

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -2,9 +2,8 @@
 Rate of change pairlist filter
 """
 import logging
-from copy import deepcopy
 from datetime import timedelta
-from typing import Any, Dict, List, Optional
+from typing import Any, Dict, List
 
 from cachetools import TTLCache
 from pandas import DataFrame
@@ -103,45 +102,55 @@ class RangeStabilityFilter(IPairList):
         since_ms = dt_ts(dt_floor_day(dt_now()) - timedelta(days=self._days + 1))
         candles = self._exchange.refresh_ohlcv_with_cache(needed_pairs, since_ms=since_ms)
 
-        if self._enabled:
-            for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d', self._def_candletype)] if (
-                    p, '1d', self._def_candletype) in candles else None
-                if not self._validate_pair_loc(p, daily_candles):
-                    pairlist.remove(p)
-        return pairlist
+        resulting_pairlist: List[str] = []
 
-    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
-        """
-        Validate trading range
-        :param pair: Pair that's currently validated
-        :param daily_candles: Downloaded daily candles
-        :return: True if the pair can stay, false if it should be removed
-        """
+        for p in pairlist:
+            daily_candles = candles.get((p, '1d', self._def_candletype), None)
+
+            pct_change = self._calculate_rate_of_change(p, daily_candles)
+
+            if pct_change is not None and self._validate_pair_loc(p, pct_change):
+                resulting_pairlist.append(p)
+            else:
+                self.log_once(f"Removed {p} from whitelist, no candles found.", logger.info)
+
+        return resulting_pairlist
+
+    def _calculate_rate_of_change(self, pair: str, daily_candles: DataFrame) -> float:
         # Check symbol in cache
-        if (cached_res := self._pair_cache.get(pair, None)) is not None:
-            return cached_res
-
-        result = True
+        if (pct_change := self._pair_cache.get(pair, None)) is not None:
+            return pct_change
         if daily_candles is not None and not daily_candles.empty:
+
             highest_high = daily_candles['high'].max()
             lowest_low = daily_candles['low'].min()
             pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0
-            if pct_change < self._min_rate_of_change:
-                self.log_once(f"Removed {pair} from whitelist, because rate of change "
-                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
-                              f"which is below the threshold of {self._min_rate_of_change}.",
-                              logger.info)
-                result = False
-            if self._max_rate_of_change:
-                if pct_change > self._max_rate_of_change:
-                    self.log_once(
-                        f"Removed {pair} from whitelist, because rate of change "
-                        f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
-                        f"which is above the threshold of {self._max_rate_of_change}.",
-                        logger.info)
-                    result = False
-            self._pair_cache[pair] = result
+            self._pair_cache[pair] = pct_change
+            return pct_change
         else:
-            self.log_once(f"Removed {pair} from whitelist, no candles found.", logger.info)
+            return None
+
+    def _validate_pair_loc(self, pair: str, pct_change: float) -> bool:
+        """
+        Validate trading range
+        :param pair: Pair that's currently validated
+        :param pct_change: Rate of change
+        :return: True if the pair can stay, false if it should be removed
+        """
+
+        result = True
+        if pct_change < self._min_rate_of_change:
+            self.log_once(f"Removed {pair} from whitelist, because rate of change "
+                          f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
+                          f"which is below the threshold of {self._min_rate_of_change}.",
+                          logger.info)
+            result = False
+        if self._max_rate_of_change:
+            if pct_change > self._max_rate_of_change:
+                self.log_once(
+                    f"Removed {pair} from whitelist, because rate of change "
+                    f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
+                    f"which is above the threshold of {self._max_rate_of_change}.",
+                    logger.info)
+                result = False
         return result