Added ConstPairList handler to skip validation of pairs if you want to backtest a pair that's not live any more, e.g. expiring contracts.

freqtrade/constants.py

@@ -23,7 +23,7 @@ ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                          'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
-AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
+AVAILABLE_PAIRLISTS = ['ConstPairList', 'StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PrecisionFilter', 'PriceFilter',
                        'ShuffleFilter', 'SpreadFilter']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']

freqtrade/pairlist/ConstPairList.py

@@ -0,0 +1,60 @@
+"""
+Const Pair List provider
+
+Provides pair white list as it configured in config without checking for active markets
+"""
+import logging
+from typing import Any, Dict, List
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class ConstPairList(IPairList):
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        if self._pairlist_pos != 0:
+            raise OperationalException(f"{self.name} can only be used in the first position "
+                                       "in the list of Pairlist Handlers.")
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        -> Please overwrite in subclasses
+        """
+        return f"{self.name}"
+
+    def gen_pairlist(self, cached_pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Generate the pairlist
+        :param cached_pairlist: Previously generated pairlist (cached)
+        :param tickers: Tickers (from exchange.get_tickers()).
+        :return: List of pairs
+        """
+        return self._config['exchange']['pair_whitelist']
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Filters and sorts pairlist and returns the whitelist again.
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
+        """
+        return pairlist