Properly validate stoploss existence for optimize commands

closes #6740

freqtrade/configuration/config_setup.py

@@ -22,6 +22,6 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
 
     # Ensure these modes are using Dry-run
     config['dry_run'] = True
-    validate_config_consistency(config)
+    validate_config_consistency(config, preliminary=True)
 
     return config

freqtrade/configuration/config_validation.py

@@ -39,7 +39,7 @@ def _extend_validator(validator_class):
 FreqtradeValidator = _extend_validator(Draft4Validator)
 
 
-def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
+def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> Dict[str, Any]:
     """
     Validate the configuration follow the Config Schema
     :param conf: Config in JSON format
@@ -49,7 +49,10 @@ def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
     if conf.get('runmode', RunMode.OTHER) in (RunMode.DRY_RUN, RunMode.LIVE):
         conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
     elif conf.get('runmode', RunMode.OTHER) in (RunMode.BACKTEST, RunMode.HYPEROPT):
+        if preliminary:
             conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED
+        else:
+            conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED_FINAL
     else:
         conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
     try:
@@ -64,7 +67,7 @@ def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
         )
 
 
-def validate_config_consistency(conf: Dict[str, Any]) -> None:
+def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False) -> None:
     """
     Validate the configuration consistency.
     Should be ran after loading both configuration and strategy,
@@ -85,7 +88,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
 
     # validate configuration before returning
     logger.info('Validating configuration ...')
-    validate_config_schema(conf)
+    validate_config_schema(conf, preliminary=preliminary)
 
 
 def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:

freqtrade/constants.py

@@ -462,6 +462,10 @@ SCHEMA_BACKTEST_REQUIRED = [
     'dataformat_ohlcv',
     'dataformat_trades',
 ]
+SCHEMA_BACKTEST_REQUIRED_FINAL = SCHEMA_BACKTEST_REQUIRED + [
+    'stoploss',
+    'minimal_roi',
+]
 
 SCHEMA_MINIMAL_REQUIRED = [
     'exchange',