Merge branch 'develop' into refactor-informative

freqtrade/pairlist/pairlistmanager.py

@@ -1,10 +1,8 @@
 """
-Static List provider
-
-Provides lists as configured in config.json
-
- """
+PairList manager class
+"""
 import logging
+from copy import deepcopy
 from typing import Dict, List, Tuple
 
 from cachetools import TTLCache, cached
@@ -83,25 +81,39 @@ class PairListManager():
         """
         Run pairlist through all configured pairlists.
         """
-
-        pairlist = self._whitelist.copy()
-
-        # tickers should be cached to avoid calling the exchange on each call.
+        # Tickers should be cached to avoid calling the exchange on each call.
         tickers: Dict = {}
         if self._tickers_needed:
             tickers = self._get_cached_tickers()
 
+        # Adjust whitelist if filters are using tickers
+        pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
+
         # Process all pairlists in chain
         for pl in self._pairlists:
             pairlist = pl.filter_pairlist(pairlist, tickers)
 
-        # Validation against blacklist happens after the pairlists to ensure blacklist is respected.
+        # Validation against blacklist happens after the pairlists to ensure
+        # blacklist is respected.
         pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
 
         self._whitelist = pairlist
 
+    def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
+        """
+        Prepare sanitized pairlist for Pairlist Filters that use tickers data - remove
+        pairs that do not have ticker available
+        """
+        if self._tickers_needed:
+            # Copy list since we're modifying this list
+            for p in deepcopy(pairlist):
+                if p not in tickers:
+                    pairlist.remove(p)
+
+        return pairlist
+
     def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
         """
         Create list of pair tuples with (pair, ticker_interval)
         """
-        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
+        return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]