Merge pull request #3215 from freqtrade/backtest_use_pairlists

Backtest use pairlists

freqtrade/optimize/backtesting.py

@@ -20,6 +20,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.optimize.optimize_reports import (show_backtest_results,
                                                  store_backtest_result)
+from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
@@ -63,10 +64,19 @@ class Backtesting:
         self.strategylist: List[IStrategy] = []
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
+        self.pairlists = PairListManager(self.exchange, self.config)
+        if 'VolumePairList' in self.pairlists.name_list:
+            raise OperationalException("VolumePairList not allowed for backtesting.")
+
+        self.pairlists.refresh_pairlist()
+
+        if len(self.pairlists.whitelist) == 0:
+            raise OperationalException("No pair in whitelist.")
+
         if config.get('fee'):
             self.fee = config['fee']
         else:
-            self.fee = self.exchange.get_fee(symbol=self.config['exchange']['pair_whitelist'][0])
+            self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
 
         if self.config.get('runmode') != RunMode.HYPEROPT:
             self.dataprovider = DataProvider(self.config, self.exchange)
@@ -111,7 +121,7 @@ class Backtesting:
 
         data = history.load_data(
             datadir=self.config['datadir'],
-            pairs=self.config['exchange']['pair_whitelist'],
+            pairs=self.pairlists.whitelist,
             timeframe=self.timeframe,
             timerange=timerange,
             startup_candles=self.required_startup,

freqtrade/optimize/hyperopt.py

@@ -626,6 +626,7 @@ class Hyperopt:
 
         # We don't need exchange instance anymore while running hyperopt
         self.backtesting.exchange = None  # type: ignore
+        self.backtesting.pairlists = None  # type: ignore
 
         self.trials = self.load_previous_results(self.trials_file)