Added ability to keep invalid pairs while expanding expand_pairlist

freqtrade/plugins/pairlist/pairlist_helpers.py

@@ -2,22 +2,41 @@ import re
 from typing import List
 
 
-def expand_pairlist(wildcardpl: List[str], available_pairs: List[str]) -> List[str]:
+def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
+                    keep_invalid: bool = False) -> List[str]:
     """
     Expand pairlist potentially containing wildcards based on available markets.
     This will implicitly filter all pairs in the wildcard-list which are not in available_pairs.
     :param wildcardpl: List of Pairlists, which may contain regex
     :param available_pairs: List of all available pairs (`exchange.get_markets().keys()`)
+    :param keep_invalid: If sets to True, drops invalid pairs silently while expanding regexes
     :return expanded pairlist, with Regexes from wildcardpl applied to match all available pairs.
     :raises: ValueError if a wildcard is invalid (like '*/BTC' - which should be `.*/BTC`)
     """
     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}")
+    if keep_invalid:
+        for pair_wc in wildcardpl:
+            try:
+                comp = re.compile(pair_wc)
+                result_partial = [
+                    pair for pair in available_pairs if re.match(comp, pair)
+                ]
+                # Add all matching pairs.
+                # If there are no matching pairs (Pair not on exchange) keep it.
+                result += result_partial or [pair_wc]
+            except re.error as err:
+                raise ValueError(f"Wildcard error in {pair_wc}, {err}")
+
+        for element in result:
+            if not re.fullmatch(r'^[A-Za-z0-9/-]+$', element):
+                result.remove(element)
+    else:
+        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