From 7ddaa09a2380dc2df81d0a570379a2808afa655f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 24 Feb 2024 08:23:55 +0100 Subject: [PATCH] Refactor VolatilityFilter --- freqtrade/plugins/pairlist/VolatilityFilter.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py index ef72486e1..f18af2c97 100644 --- a/freqtrade/plugins/pairlist/VolatilityFilter.py +++ b/freqtrade/plugins/pairlist/VolatilityFilter.py @@ -105,13 +105,13 @@ class VolatilityFilter(IPairList): 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) - 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] = [] + for p in pairlist: + daily_candles = candles[(p, '1d', self._def_candletype)] if ( + p, '1d', self._def_candletype) in candles else None + if self._validate_pair_loc(p, daily_candles): + resulting_pairlist.append(p) + return resulting_pairlist def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool: """