Further enhance pair retrieval

freqtrade/data/history/hdf5datahandler.py

@@ -33,7 +33,7 @@ class HDF5DataHandler(IDataHandler):
                 cls._OHLCV_REGEX, p.name
             ) for p in datadir.glob("*.h5")
         ]
-        return [(match[1].replace('_', '/'), match[2], match[3]) for match in _tmp
+        return [(cls.rebuild_pair_from_filename(match[1]), match[2], match[3]) for match in _tmp
                 if match and len(match.groups()) > 1]
 
     @classmethod

freqtrade/data/history/idatahandler.py

@@ -4,6 +4,7 @@ It's subclasses handle and storing data from disk.
 
 """
 import logging
+import re
 from abc import ABC, abstractclassmethod, abstractmethod
 from copy import deepcopy
 from datetime import datetime, timezone
@@ -23,7 +24,7 @@ logger = logging.getLogger(__name__)
 
 class IDataHandler(ABC):
 
-    _OHLCV_REGEX = r'^([a-zA-Z_]+)\-(\d+\S)\-?([a-zA-Z_]*)?(?=\.)'
+    _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+\S)\-?([a-zA-Z_]*)?(?=\.)'
 
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
@@ -166,6 +167,16 @@ class IDataHandler(ABC):
         """
         return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
 
+    @staticmethod
+    def rebuild_pair_from_filename(pair: str) -> str:
+        """
+        Rebuild pair name from filename
+        Assumes a asset name of max. 7 length to also support BTC-PERP and BTC-PERP:USD names.
+        """
+        res = re.sub(r'^(.{1,7})(_)', r'\g<1>/', pair, 1)
+        res = re.sub('_', ':', res, 1)
+        return res
+
     def ohlcv_load(self, pair, timeframe: str,
                    timerange: Optional[TimeRange] = None,
                    fill_missing: bool = True,

freqtrade/data/history/jsondatahandler.py

@@ -33,7 +33,7 @@ class JsonDataHandler(IDataHandler):
             re.search(
                 cls._OHLCV_REGEX, p.name
             ) for p in datadir.glob(f"*.{cls._get_file_extension()}")]
-        return [(match[1].replace('_', '/'), match[2], match[3]) for match in _tmp
+        return [(cls.rebuild_pair_from_filename(match[1]), match[2], match[3]) for match in _tmp
                 if match and len(match.groups()) > 1]
 
     @classmethod

tests/data/test_history.py

@@ -673,10 +673,12 @@ def test_datahandler_ohlcv_get_pairs(testdatadir):
 @pytest.mark.parametrize('filename,pair,timeframe,candletype', [
     ('XMR_BTC-5m.json', 'XMR_BTC', '5m', ''),
     ('XMR_USDT-1h.h5', 'XMR_USDT', '1h', ''),
+    ('BTC-PERP-1h.h5', 'BTC-PERP', '1h', ''),
     ('BTC_USDT-2h.jsongz', 'BTC_USDT', '2h', ''),
     ('BTC_USDT-2h-mark.jsongz', 'BTC_USDT', '2h', 'mark'),
     ('XMR_USDT-1h-mark.h5', 'XMR_USDT', '1h', 'mark'),
     ('XMR_USDT-1h-random.h5', 'XMR_USDT', '1h', 'random'),
+    ('BTC-PERP-1h-index.h5', 'BTC-PERP', '1h', 'index'),
     ('XMR_USDT_USDT-1h-mark.h5', 'XMR_USDT_USDT', '1h', 'mark'),
 ])
 def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
@@ -689,6 +691,20 @@ def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
     assert match[3] == candletype
 
 
+@pytest.mark.parametrize('input,expected', [
+    ('XMR_USDT', 'XMR/USDT'),
+    ('BTC_USDT', 'BTC/USDT'),
+    ('USDT_BUSD', 'USDT/BUSD'),
+    ('BTC_USDT_USDT', 'BTC/USDT:USDT'),  # Futures
+    ('XRP_USDT_USDT', 'XRP/USDT:USDT'),  # futures
+    ('BTC-PERP', 'BTC-PERP'),
+    ('BTC-PERP_USDT', 'BTC-PERP:USDT'),  # potential FTX case
+])
+def test_rebuild_pair_from_filename(input, expected):
+
+    assert IDataHandler.rebuild_pair_from_filename(input) == expected
+
+
 def test_datahandler_ohlcv_get_available_data(testdatadir):
     paircombs = JsonDataHandler.ohlcv_get_available_data(testdatadir)
     # Convert to set to avoid failures due to sorting