diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py index cd16a46a3..e364e1a69 100644 --- a/freqtrade/plugins/pairlist/VolumePairList.py +++ b/freqtrade/plugins/pairlist/VolumePairList.py @@ -4,14 +4,14 @@ Volume PairList provider Provides dynamic pair list based on trade volumes """ import logging +from datetime import datetime, timedelta, timezone from typing import Any, Dict, List -import arrow from cachetools import TTLCache from freqtrade.constants import ListPairsWithTimeframes from freqtrade.exceptions import OperationalException -from freqtrade.exchange import timeframe_to_minutes +from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date from freqtrade.misc import format_ms_time from freqtrade.plugins.pairlist.IPairList import IPairList @@ -158,16 +158,16 @@ class VolumePairList(IPairList): filtered_tickers: List[Dict[str, Any]] = [{'symbol': k} for k in pairlist] # get lookback period in ms, for exchange ohlcv fetch - since_ms = int(arrow.utcnow() - .floor('minute') - .shift(minutes=-(self._lookback_period * self._tf_in_min) - - self._tf_in_min) - .int_timestamp) * 1000 + since_ms = int(timeframe_to_prev_date( + self._lookback_timeframe, + datetime.now(timezone.utc) + timedelta( + minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min) + ).timestamp()) * 1000 - to_ms = int(arrow.utcnow() - .floor('minute') - .shift(minutes=-self._tf_in_min) - .int_timestamp) * 1000 + to_ms = int(timeframe_to_prev_date( + self._lookback_timeframe, + datetime.now(timezone.utc) - timedelta(minutes=self._tf_in_min) + ).timestamp()) * 1000 # todo: utc date output for starting date self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: "