From 266031a6beebf4c27a33e63d0086400aa94bb485 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 16 Dec 2020 19:24:47 +0100
Subject: [PATCH] Disallow PerformanceFilter for backtesting

closes #4072
---
 docs/includes/pairlists.md         | 6 ++++++
 freqtrade/optimize/backtesting.py  | 2 ++
 tests/optimize/test_backtesting.py | 5 +++++
 3 files changed, 13 insertions(+)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 844f1d70a..732dfa5bb 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -65,6 +65,9 @@ The `refresh_period` setting allows to define the period (in seconds), at which
 }],
 ```
 
+!!! Note
+    `VolumePairList` does not support backtesting mode.
+
 #### AgeFilter
 
 Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
@@ -84,6 +87,9 @@ Sorts pairs by past trade performance, as follows:
 
 Trade count is used as a tie breaker.
 
+!!! Note
+    `PerformanceFilter` does not support backtesting mode.
+
 #### PrecisionFilter
 
 Filters low-value coins which would not allow setting stoplosses.
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index de9c52dad..639904975 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -102,6 +102,8 @@ class Backtesting:
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
             raise OperationalException("VolumePairList not allowed for backtesting.")
+        if 'PerformanceFilter' in self.pairlists.name_list:
+            raise OperationalException("PerformanceFilter not allowed for backtesting.")
 
         if len(self.strategylist) > 1 and 'PrecisionFilter' in self.pairlists.name_list:
             raise OperationalException(
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 547e55db8..971f8d048 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -430,6 +430,11 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
         Backtesting(default_conf)
 
+    default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PerformanceFilter"}]
+    with pytest.raises(OperationalException,
+                       match='PerformanceFilter not allowed for backtesting.'):
+        Backtesting(default_conf)
+
     default_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}, ]
     Backtesting(default_conf)