Enable pairlist parsing for backtesting and hyperopt

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 +64,16 @@ class Backtesting:
         self.strategylist: List[IStrategy] = []
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
+        self.pairlists = PairListManager(self.exchange, self.config)
+        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 +118,7 @@ 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,

tests/optimize/test_backtesting.py

@@ -2,7 +2,7 @@
 
 import random
 from pathlib import Path
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import numpy as np
 import pandas as pd
@@ -10,8 +10,9 @@ import pytest
 from arrow import Arrow
 
 from freqtrade import constants
+from freqtrade.commands.optimize_commands import (setup_optimize_configuration,
+                                                  start_backtesting)
 from freqtrade.configuration import TimeRange
-from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
 from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import clean_ohlcv_dataframe
@@ -333,8 +334,9 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
     mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
 
-    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = '1m'
     default_conf['datadir'] = testdatadir
     default_conf['export'] = None
@@ -362,9 +364,9 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
     mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
-    mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
 
-    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = "1m"
     default_conf['datadir'] = testdatadir
     default_conf['export'] = None
@@ -375,6 +377,27 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
         backtesting.start()
 
 
+def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None:
+    def get_timerange(input1):
+        return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
+
+    mocker.patch('freqtrade.data.history.history_utils.load_pair_history',
+                 MagicMock(return_value=pd.DataFrame()))
+    mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest')
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=[]))
+
+    default_conf['ticker_interval'] = "1m"
+    default_conf['datadir'] = testdatadir
+    default_conf['export'] = None
+    default_conf['timerange'] = '20180101-20180102'
+
+    with pytest.raises(OperationalException, match='No pair in whitelist.'):
+        Backtesting(default_conf)
+
+
 def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
@@ -585,12 +608,12 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
 
 
 def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
-    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
 
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.show_backtest_results', MagicMock())
-
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
     patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
@@ -625,10 +648,11 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 
 
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
-    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
 
     patch_exchange(mocker)
     backtestmock = MagicMock()
+    mocker.patch('freqtrade.pairlist.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['UNITTEST/BTC']))
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
     gen_table_mock = MagicMock()
     mocker.patch('freqtrade.optimize.optimize_reports.generate_text_table', gen_table_mock)