Add expand_pairlist method

freqtrade/exchange/exchange.py

@@ -208,7 +208,7 @@ class Exchange:
         return self._api.precisionMode
 
     def get_markets(self, base_currencies: List[str] = None, quote_currencies: List[str] = None,
-                    pairs_only: bool = False, active_only: bool = False) -> Dict:
+                    pairs_only: bool = False, active_only: bool = False) -> Dict[str, Any]:
         """
         Return exchange ccxt markets, filtered out by base currency and quote currency
         if this was requested in parameters.

freqtrade/plugins/pairlist/pairlist_helpers.py

@@ -0,0 +1,18 @@
+import re
+from typing import List
+
+
+def expand_pairlist(wildcardpl: List[str], available_pairs: List[str]) -> List[str]:
+    """
+    TODO: Add docstring here
+    """
+    result = []
+    for pair_wc in wildcardpl:
+        try:
+            comp = re.compile(pair_wc)
+            result += [
+                pair for pair in available_pairs if re.match(comp, pair)
+            ]
+        except re.error as err:
+            raise ValueError(f"Wildcard error in {pair_wc}, {err}")
+    return result

freqtrade/plugins/pairlistmanager.py

@@ -1,6 +1,7 @@
 """
 PairList manager class
 """
+from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 import logging
 from copy import deepcopy
 from typing import Any, Dict, List
@@ -55,6 +56,13 @@ class PairListManager():
         """
         return self._blacklist
 
+    @property
+    def expanded_blacklist(self) -> List[str]:
+        """
+        Has the expanded blacklist (including wildcard expansion)
+        """
+        return expand_pairlist(self._blacklist, self._exchange.get_markets().keys())
+
     @property
     def name_list(self) -> List[str]:
         """
@@ -121,7 +129,7 @@ class PairListManager():
         :return: pairlist - blacklisted pairs
         """
         for pair in deepcopy(pairlist):
-            if pair in self._blacklist:
+            if pair in self.expanded_blacklist:
                 logmethod(f"Pair {pair} in your blacklist. Removing it from whitelist...")
                 pairlist.remove(pair)
         return pairlist

tests/plugins/test_pairlist.py

@@ -6,6 +6,7 @@ import pytest
 
 from freqtrade.constants import AVAILABLE_PAIRLISTS
 from freqtrade.exceptions import OperationalException
+from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.resolvers import PairListResolver
 from tests.conftest import get_patched_freqtradebot, log_has, log_has_re
@@ -804,3 +805,34 @@ def test_performance_filter(mocker, whitelist_conf, pairlists, pair_allowlist, o
     freqtrade.pairlists.refresh_pairlist()
     allowlist = freqtrade.pairlists.whitelist
     assert allowlist == allowlist_result
+
+
+@pytest.mark.parametrize('wildcardlist,pairs,expected', [
+    (['BTC/USDT'],
+     ['BTC/USDT'],
+     ['BTC/USDT']),
+    (['BTC/USDT', 'ETH/USDT'],
+     ['BTC/USDT', 'ETH/USDT'],
+     ['BTC/USDT', 'ETH/USDT']),
+    (['BTC/USDT', 'ETH/USDT'],
+     ['BTC/USDT'], ['BTC/USDT']),  # Test one too many
+    (['.*/USDT'],
+     ['BTC/USDT', 'ETH/USDT'], ['BTC/USDT', 'ETH/USDT']),  # Wildcard simple
+    (['.*C/USDT'],
+     ['BTC/USDT', 'ETC/USDT', 'ETH/USDT'], ['BTC/USDT', 'ETC/USDT']),  # Wildcard exclude one
+    (['.*UP/USDT', 'BTC/USDT', 'ETH/USDT'],
+     ['BTC/USDT', 'ETC/USDT', 'ETH/USDT', 'BTCUP/USDT', 'XRPUP/USDT', 'XRPDOWN/USDT'],
+     ['BTC/USDT', 'ETH/USDT', 'BTCUP/USDT', 'XRPUP/USDT']),  # Wildcard exclude one
+    (['BTC/.*', 'ETH/.*'],
+     ['BTC/USDT', 'ETC/USDT', 'ETH/USDT', 'BTC/USD', 'ETH/EUR', 'BTC/GBP'],
+     ['BTC/USDT', 'ETH/USDT', 'BTC/USD', 'ETH/EUR', 'BTC/GBP']),  # Wildcard exclude one
+    (['*UP/USDT', 'BTC/USDT', 'ETH/USDT'],
+     ['BTC/USDT', 'ETC/USDT', 'ETH/USDT', 'BTCUP/USDT', 'XRPUP/USDT', 'XRPDOWN/USDT'],
+     None),
+])
+def test_expand_pairlist(wildcardlist, pairs, expected):
+    if expected is None:
+        with pytest.raises(ValueError, match=r'Wildcard error in \*UP/USDT,'):
+            expand_pairlist(wildcardlist, pairs)
+    else:
+        assert sorted(expand_pairlist(wildcardlist, pairs)) == sorted(expected)