Added ConstPairList handler to skip validation of pairs if you want to backtest a pair that's not live any more, e.g. expiring contracts.

This commit is contained in:
Daniel Goller 2020-11-09 08:34:40 +00:00
parent 2af1c80fd5
commit 13da8f9368
2 changed files with 61 additions and 1 deletions

View File

@ -23,7 +23,7 @@ ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
AVAILABLE_PAIRLISTS = ['ConstPairList', 'StaticPairList', 'VolumePairList',
'AgeFilter', 'PrecisionFilter', 'PriceFilter',
'ShuffleFilter', 'SpreadFilter']
AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']

View File

@ -0,0 +1,60 @@
"""
Const Pair List provider
Provides pair white list as it configured in config without checking for active markets
"""
import logging
from typing import Any, Dict, List
from freqtrade.exceptions import OperationalException
from freqtrade.pairlist.IPairList import IPairList
logger = logging.getLogger(__name__)
class ConstPairList(IPairList):
def __init__(self, exchange, pairlistmanager,
config: Dict[str, Any], pairlistconfig: Dict[str, Any],
pairlist_pos: int) -> None:
super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
if self._pairlist_pos != 0:
raise OperationalException(f"{self.name} can only be used in the first position "
"in the list of Pairlist Handlers.")
@property
def needstickers(self) -> bool:
"""
Boolean property defining if tickers are necessary.
If no Pairlist requires tickers, an empty List is passed
as tickers argument to filter_pairlist
"""
return False
def short_desc(self) -> str:
"""
Short whitelist method description - used for startup-messages
-> Please overwrite in subclasses
"""
return f"{self.name}"
def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
"""
Generate the pairlist
:param cached_pairlist: Previously generated pairlist (cached)
:param tickers: Tickers (from exchange.get_tickers()).
:return: List of pairs
"""
return self._config['exchange']['pair_whitelist']
def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
"""
Filters and sorts pairlist and returns the whitelist again.
Called on each bot iteration - please use internal caching if necessary
:param pairlist: pairlist to filter or sort
:param tickers: Tickers (from exchange.get_tickers()). May be cached.
:return: new whitelist
"""
return pairlist