Merge branch 'freqtrade:develop' into delist

.github/workflows/ci.yml

@@ -45,7 +45,6 @@ jobs:
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
         cache-suffix: "${{ matrix.python-version }}"
-        prune-cache: false
 
     - name: Installation - *nix
       run: |
@@ -166,30 +165,11 @@ jobs:
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
         cache-suffix: "${{ matrix.python-version }}"
-        prune-cache: false
 
     - name: Installation - macOS (Brew)
       run: |
         # brew update
         # TODO: Should be the brew upgrade
-        # homebrew fails to update python due to unlinking failures
-        # https://github.com/actions/runner-images/issues/6817
-        rm /usr/local/bin/2to3 || true
-        rm /usr/local/bin/2to3-3.11 || true
-        rm /usr/local/bin/2to3-3.12 || true
-        rm /usr/local/bin/idle3 || true
-        rm /usr/local/bin/idle3.11 || true
-        rm /usr/local/bin/idle3.12 || true
-        rm /usr/local/bin/pydoc3 || true
-        rm /usr/local/bin/pydoc3.11 || true
-        rm /usr/local/bin/pydoc3.12 || true
-        rm /usr/local/bin/python3 || true
-        rm /usr/local/bin/python3.11 || true
-        rm /usr/local/bin/python3.12 || true
-        rm /usr/local/bin/python3-config || true
-        rm /usr/local/bin/python3.11-config || true
-        rm /usr/local/bin/python3.12-config || true
-
         brew install libomp
 
     - name: Installation (python)
@@ -278,7 +258,6 @@ jobs:
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
         cache-suffix: "${{ matrix.python-version }}"
-        prune-cache: false
 
     - name: Installation
       run: |
@@ -428,7 +407,6 @@ jobs:
         python-version: "3.12"
         cache-dependency-glob: "requirements**.txt"
         cache-suffix: "3.12"
-        prune-cache: false
 
     - name: Installation - *nix
       run: |

docs/commands/backtesting.md

@@ -10,6 +10,7 @@ usage: freqtrade backtesting [-h] [-v] [--no-color] [--logfile FILE] [-V]
                              [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                              [-p PAIRS [PAIRS ...]] [--eps]
                              [--enable-protections]
+                             [--enable-dynamic-pairlist]
                              [--dry-run-wallet DRY_RUN_WALLET]
                              [--timeframe-detail TIMEFRAME_DETAIL]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
@@ -44,9 +45,14 @@ options:
                         Allow buying the same pair multiple times (position
                         stacking).
   --enable-protections, --enableprotections
-                        Enable protections for backtesting.Will slow
+                        Enable protections for backtesting. Will slow
                         backtesting down by a considerable amount, but will
                         include configured protections
+  --enable-dynamic-pairlist
+                        Enables dynamic pairlist refreshes in backtesting. The
+                        pairlist will be generated for each new candle if
+                        you're using a pairlist handler that supports this
+                        feature, for example, ShuffleFilter.
   --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
                         Starting balance, used for backtesting / hyperopt and
                         dry-runs.

docs/commands/hyperopt.md

@@ -44,7 +44,7 @@ options:
                         Allow buying the same pair multiple times (position
                         stacking).
   --enable-protections, --enableprotections
-                        Enable protections for backtesting.Will slow
+                        Enable protections for backtesting. Will slow
                         backtesting down by a considerable amount, but will
                         include configured protections
   --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET

docs/commands/lookahead-analysis.md

@@ -11,6 +11,7 @@ usage: freqtrade lookahead-analysis [-h] [-v] [--no-color] [--logfile FILE]
                                     [--stake-amount STAKE_AMOUNT]
                                     [--fee FLOAT] [-p PAIRS [PAIRS ...]]
                                     [--enable-protections]
+                                    [--enable-dynamic-pairlist]
                                     [--dry-run-wallet DRY_RUN_WALLET]
                                     [--timeframe-detail TIMEFRAME_DETAIL]
                                     [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
@@ -44,9 +45,14 @@ options:
                         Limit command to these pairs. Pairs are space-
                         separated.
   --enable-protections, --enableprotections
-                        Enable protections for backtesting.Will slow
+                        Enable protections for backtesting. Will slow
                         backtesting down by a considerable amount, but will
                         include configured protections
+  --enable-dynamic-pairlist
+                        Enables dynamic pairlist refreshes in backtesting. The
+                        pairlist will be generated for each new candle if
+                        you're using a pairlist handler that supports this
+                        feature, for example, ShuffleFilter.
   --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
                         Starting balance, used for backtesting / hyperopt and
                         dry-runs.

docs/freq-ui.md

@@ -70,7 +70,16 @@ Things you can change (among others):
 ![FreqUI - Settings view](assets/frequi-settings-dark.png#only-dark)
 ![FreqUI - Settings view](assets/frequi-settings-light.png#only-light)
 
-## Backtesting
+## Webserver mode
+
+when freqtrade is started in [webserver mode](utils.md#webserver-mode) (freqtrade started with `freqtrade webserver`), the webserver will start in a special mode allowing for additional features, for example:
+
+* Downloading data
+* Testing pairlists
+* [Backtesting strategies](#backtesting)
+* ... to be expanded
+
+### Backtesting
 
 When freqtrade is started in [webserver mode](utils.md#webserver-mode) (freqtrade started with `freqtrade webserver`), the backtesting view becomes available.
 This view allows you to backtest strategies and visualize the results.

docs/includes/pairlists.md

@@ -39,7 +39,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 * [`VolatilityFilter`](#volatilityfilter)
 
 !!! Tip "Testing pairlists"
-    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your configuration quickly.
+    Pairlist configurations can be quite tricky to get right. Best use freqUI in [webserver mode](freq-ui.md#webserver-mode) or the [`test-pairlist`](utils.md#test-pairlist) utility sub-command to test your Pairlist configuration quickly.
 
 #### Static Pair List
 

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.9
 mkdocs==1.6.1
-mkdocs-material==9.6.19
+mkdocs-material==9.6.20
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.16.1
 jinja2==3.1.6

freqtrade/commands/arguments.py

@@ -49,6 +49,7 @@ ARGS_BACKTEST = [
     *ARGS_COMMON_OPTIMIZE,
     "position_stacking",
     "enable_protections",
+    "enable_dynamic_pairlist",
     "dry_run_wallet",
     "timeframe_detail",
     "strategy_list",

freqtrade/commands/cli_options.py

@@ -184,12 +184,20 @@ AVAILABLE_CLI_OPTIONS = {
     "enable_protections": Arg(
         "--enable-protections",
         "--enableprotections",
-        help="Enable protections for backtesting."
+        help="Enable protections for backtesting. "
         "Will slow backtesting down by a considerable amount, but will include "
         "configured protections",
         action="store_true",
         default=False,
     ),
+    "enable_dynamic_pairlist": Arg(
+        "--enable-dynamic-pairlist",
+        help="Enables dynamic pairlist refreshes in backtesting. "
+        "The pairlist will be generated for each new candle if you're using a "
+        "pairlist handler that supports this feature, for example, ShuffleFilter.",
+        action="store_true",
+        default=False,
+    ),
     "strategy_list": Arg(
         "--strategy-list",
         help="Provide a space-separated list of strategies to backtest. "

freqtrade/configuration/configuration.py

@@ -259,7 +259,13 @@ class Configuration:
         self._args_to_config(
             config,
             argname="enable_protections",
-            logstring="Parameter --enable-protections detected, enabling Protections. ...",
+            logstring="Parameter --enable-protections detected, enabling Protections ...",
+        )
+
+        self._args_to_config(
+            config,
+            argname="enable_dynamic_pairlist",
+            logstring="Parameter --enable-dynamic-pairlist detected, enabling dynamic pairlist ...",
         )
 
         if self.args.get("max_open_trades"):

freqtrade/data/converter/converter.py

@@ -181,7 +181,6 @@ def trim_dataframes(
 
 def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     """
-    TODO: This should get a dedicated test
     Gets order book list, returns dataframe with below format per suggested by creslin
     -------------------------------------------------------------------
      b_sum       b_size       bids       asks       a_size       a_sum

freqtrade/exchange/exchange.py

@@ -692,12 +692,13 @@ class Exchange:
             # Reload async markets, then assign them to sync api
             retrier(self._load_async_markets, retries=retries)(reload=True)
             self._markets = self._api_async.markets
-            self._api.set_markets(self._api_async.markets, self._api_async.currencies)
+            self._api.set_markets_from_exchange(self._api_async)
             # Assign options array, as it contains some temporary information from the exchange.
+            # TODO: investigate with ccxt if it's safe to remove `.options`
             self._api.options = self._api_async.options
             if self._exchange_ws:
                 # Set markets to avoid reloading on websocket api
-                self._ws_async.set_markets(self._api.markets, self._api.currencies)
+                self._ws_async.set_markets_from_exchange(self._api_async)
                 self._ws_async.options = self._api.options
             self._last_markets_refresh = dt_ts()
 

freqtrade/optimize/backtesting.py

@@ -211,6 +211,7 @@ class Backtesting:
         self._can_short = self.trading_mode != TradingMode.SPOT
         self._position_stacking: bool = self.config.get("position_stacking", False)
         self.enable_protections: bool = self.config.get("enable_protections", False)
+        self.dynamic_pairlist: bool = self.config.get("enable_dynamic_pairlist", False)
         migrate_data(config, self.exchange)
 
         self.init_backtest()
@@ -1584,6 +1585,11 @@ class Backtesting:
         for current_time in self._time_generator(start_date, end_date):
             # Loop for each main candle.
             self.check_abort()
+
+            if self.dynamic_pairlist and self.pairlists:
+                self.pairlists.refresh_pairlist()
+                pairs = self.pairlists.whitelist
+
             # Reset open trade count for this candle
             # Critical to avoid exceeding max_open_trades in backtesting
             # when timeframe-detail is used and trades close within the opening candle.

freqtrade/plugins/pairlist/ShuffleFilter.py

@@ -93,6 +93,8 @@ class ShuffleFilter(IPairList):
             return pairlist_new
         # Shuffle is done inplace
         self._random.shuffle(pairlist)
-        self.__pairlist_cache[pairlist_bef] = pairlist
+
+        if self._config.get("runmode") in (RunMode.LIVE, RunMode.DRY_RUN):
+            self.__pairlist_cache[pairlist_bef] = pairlist
 
         return pairlist

freqtrade/plugins/pairlist/StaticPairList.py

@@ -7,6 +7,9 @@ Provides pair white list as it configured in config
 import logging
 from copy import deepcopy
 
+from cachetools import LRUCache
+
+from freqtrade.enums import RunMode
 from freqtrade.exchange.exchange_types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
 
@@ -22,6 +25,8 @@ class StaticPairList(IPairList):
         super().__init__(*args, **kwargs)
 
         self._allow_inactive = self._pairlistconfig.get("allow_inactive", False)
+        # Pair cache - only used for optimize modes
+        self._bt_pair_cache: LRUCache = LRUCache(maxsize=1)
 
     @property
     def needstickers(self) -> bool:
@@ -60,15 +65,23 @@ class StaticPairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers). May be cached.
         :return: List of pairs
         """
-        wl = self.verify_whitelist(
+        pairlist = self._bt_pair_cache.get("pairlist")
-            self._config["exchange"]["pair_whitelist"], logger.info, keep_invalid=True
+
-        )
+        if not pairlist:
-        if self._allow_inactive:
+            wl = self.verify_whitelist(
-            return wl
+                self._config["exchange"]["pair_whitelist"], logger.info, keep_invalid=True
-        else:
+            )
-            # Avoid implicit filtering of "verify_whitelist" to keep
+            if self._allow_inactive:
-            # proper warnings in the log
+                pairlist = wl
-            return self._whitelist_for_active_markets(wl)
+            else:
+                # Avoid implicit filtering of "verify_whitelist" to keep
+                # proper warnings in the log
+                pairlist = self._whitelist_for_active_markets(wl)
+
+            if self._config["runmode"] in (RunMode.BACKTEST, RunMode.HYPEROPT):
+                self._bt_pair_cache["pairlist"] = pairlist.copy()
+
+        return pairlist
 
     def filter_pairlist(self, pairlist: list[str], tickers: Tickers) -> list[str]:
         """

freqtrade/plugins/pairlistmanager.py

@@ -5,7 +5,7 @@ PairList manager class
 import logging
 from functools import partial
 
-from cachetools import TTLCache, cached
+from cachetools import LRUCache, TTLCache, cached
 
 from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
@@ -56,6 +56,7 @@ class PairListManager(LoggingMixin):
             )
 
         self._check_backtest()
+        self._not_expiring_cache: LRUCache = LRUCache(maxsize=1)
 
         refresh_period = config.get("pairlist_refresh_period", 3600)
         LoggingMixin.__init__(self, logger, refresh_period)
@@ -109,7 +110,15 @@ class PairListManager(LoggingMixin):
     @property
     def expanded_blacklist(self) -> list[str]:
         """The expanded blacklist (including wildcard expansion)"""
-        return expand_pairlist(self._blacklist, self._exchange.get_markets().keys())
+        eblacklist = self._not_expiring_cache.get("eblacklist")
+
+        if not eblacklist:
+            eblacklist = expand_pairlist(self._blacklist, self._exchange.get_markets().keys())
+
+            if self._config["runmode"] in (RunMode.BACKTEST, RunMode.HYPEROPT):
+                self._not_expiring_cache["eblacklist"] = eblacklist.copy()
+
+        return eblacklist
 
     @property
     def name_list(self) -> list[str]:
@@ -157,16 +166,17 @@ class PairListManager(LoggingMixin):
         :param logmethod: Function that'll be called, `logger.info` or `logger.warning`.
         :return: pairlist - blacklisted pairs
         """
-        try:
+        if self._blacklist:
-            blacklist = self.expanded_blacklist
+            try:
-        except ValueError as err:
+                blacklist = self.expanded_blacklist
-            logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
+            except ValueError as err:
-            return []
+                logger.error(f"Pair blacklist contains an invalid Wildcard: {err}")
-        log_once = partial(self.log_once, logmethod=logmethod)
+                return []
-        for pair in pairlist.copy():
+            log_once = partial(self.log_once, logmethod=logmethod)
-            if pair in blacklist:
+            for pair in pairlist.copy():
-                log_once(f"Pair {pair} in your blacklist. Removing it from whitelist...")
+                if pair in blacklist:
-                pairlist.remove(pair)
+                    log_once(f"Pair {pair} in your blacklist. Removing it from whitelist...")
+                    pairlist.remove(pair)
         return pairlist
 
     def verify_whitelist(

freqtrade/rpc/telegram.py

@@ -360,11 +360,9 @@ class Telegram(RPCHandler):
                 await asyncio.sleep(2)
         if self._app.updater:
             await self._app.updater.start_polling(
-                bootstrap_retries=-1,
+                bootstrap_retries=10,
                 timeout=20,
-                # read_latency=60,  # Assumed transmission latency
                 drop_pending_updates=True,
-                # stop_signals=[],  # Necessary as we don't run on the main thread
             )
             while True:
                 await asyncio.sleep(10)

pyproject.toml

@@ -29,7 +29,7 @@ classifiers = [
 
 dependencies = [
   # from requirements.txt
-  "ccxt>=4.4.87",
+  "ccxt>=4.5.4",
   "SQLAlchemy>=2.0.6",
   "python-telegram-bot>=20.1",
   "humanize>=4.0.0",

requirements-dev.txt

@@ -6,13 +6,13 @@
 -r requirements-freqai-rl.txt
 -r docs/requirements-docs.txt
 
-ruff==0.13.0
+ruff==0.13.1
 mypy==1.18.1
 pre-commit==4.3.0
 pytest==8.4.2
 pytest-asyncio==1.2.0
 pytest-cov==7.0.0
-pytest-mock==3.15.0
+pytest-mock==3.15.1
 pytest-random-order==1.2.0
 pytest-timeout==2.4.0
 pytest-xdist==3.8.0

requirements.txt

@@ -7,7 +7,7 @@ ft-pandas-ta==0.3.15
 ta-lib==0.6.7
 technical==1.5.3
 
-ccxt==4.5.4
+ccxt==4.5.5
 cryptography==45.0.7
 aiohttp==3.12.15
 SQLAlchemy==2.0.43
@@ -38,12 +38,12 @@ orjson==3.11.3
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.116.1
+fastapi==0.117.1
 pydantic==2.11.9
-uvicorn==0.35.0
+uvicorn==0.36.0
 pyjwt==2.10.1
 aiofiles==24.1.0
-psutil==7.0.0
+psutil==7.1.0
 
 # Building config files interactively
 questionary==2.1.1

tests/data/test_converter.py

@@ -14,6 +14,7 @@ from freqtrade.data.converter import (
     convert_trades_to_ohlcv,
     ohlcv_fill_up_missing_data,
     ohlcv_to_dataframe,
+    order_book_to_dataframe,
     reduce_dataframe_footprint,
     trades_df_remove_duplicates,
     trades_dict_to_list,
@@ -588,3 +589,77 @@ def test_convert_trades_to_ohlcv(testdatadir, tmp_path, caplog):
         candle_type=CandleType.SPOT,
     )
     assert log_has(msg, caplog)
+
+
+def test_order_book_to_dataframe():
+    bids = [
+        [100.0, 5.0],
+        [99.5, 3.0],
+        [99.0, 2.0],
+    ]
+    asks = [
+        [100.5, 4.0],
+        [101.0, 6.0],
+        [101.5, 1.0],
+    ]
+
+    result = order_book_to_dataframe(bids, asks)
+
+    assert isinstance(result, pd.DataFrame)
+
+    expected_columns = ["b_sum", "b_size", "bids", "asks", "a_size", "a_sum"]
+    assert result.columns.tolist() == expected_columns
+
+    assert len(result) == max(len(bids), len(asks))
+
+    assert result["bids"].tolist() == [100.0, 99.5, 99.0]
+    assert result["b_size"].tolist() == [5.0, 3.0, 2.0]
+    assert result["b_sum"].tolist() == [5.0, 8.0, 10.0]
+
+    assert result["asks"].tolist() == [100.5, 101.0, 101.5]
+    assert result["a_size"].tolist() == [4.0, 6.0, 1.0]
+    assert result["a_sum"].tolist() == [4.0, 10.0, 11.0]
+
+
+def test_order_book_to_dataframe_empty():
+    bids = []
+    asks = []
+
+    result = order_book_to_dataframe(bids, asks)
+
+    assert isinstance(result, pd.DataFrame)
+
+    expected_columns = ["b_sum", "b_size", "bids", "asks", "a_size", "a_sum"]
+    assert result.columns.tolist() == expected_columns
+    # Empty input should result in empty dataframe
+    assert len(result) == 0
+
+
+def test_order_book_to_dataframe_unequal_lengths():
+    bids = [
+        [100.0, 5.0],
+        [99.5, 3.0],
+        [99.0, 2.0],
+        [98.5, 1.0],
+    ]
+    asks = [
+        [100.5, 4.0],
+        [101.0, 6.0],
+    ]
+
+    result = order_book_to_dataframe(bids, asks)
+
+    assert len(result) == max(len(bids), len(asks))
+    assert len(result) == 4
+
+    assert result["bids"].tolist() == [100.0, 99.5, 99.0, 98.5]
+    assert result["b_size"].tolist() == [5.0, 3.0, 2.0, 1.0]
+    assert result["b_sum"].tolist() == [5.0, 8.0, 10.0, 11.0]
+
+    assert result["asks"].tolist()[:2] == [100.5, 101.0]
+    # NA for missing asks
+    assert pd.isna(result["asks"].iloc[2])
+    assert pd.isna(result["asks"].iloc[3])
+
+    assert result["a_size"].tolist()[:2] == [4.0, 6.0]
+    assert result["a_sum"].tolist()[:2] == [4.0, 10.0]

tests/optimize/test_backtesting.py

@@ -27,7 +27,7 @@ from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename,
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade, Trade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.util.datetime_helpers import dt_utc
+from freqtrade.util import dt_now, dt_utc
 from tests.conftest import (
     CURRENT_TEST_STRATEGY,
     EXMS,
@@ -2715,3 +2715,75 @@ def test_get_backtest_metadata_filename():
     filename = "backtest_results_zip.zip"
     expected = Path("backtest_results_zip.meta.json")
     assert get_backtest_metadata_filename(filename) == expected
+
+
+@pytest.mark.parametrize("dynamic_pairlist", [True, False])
+def test_time_pair_generator_refresh_pairlist(mocker, default_conf, dynamic_pairlist):
+    patch_exchange(mocker)
+    default_conf["enable_dynamic_pairlist"] = dynamic_pairlist
+    backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
+    assert backtesting.dynamic_pairlist == dynamic_pairlist
+
+    refresh_mock = mocker.patch(
+        "freqtrade.plugins.pairlistmanager.PairListManager.refresh_pairlist"
+    )
+
+    # Simulate 2 candles
+    start_date = datetime(2025, 1, 1, 0, 0, tzinfo=UTC)
+    end_date = start_date + timedelta(minutes=10)
+    pairs = default_conf["exchange"]["pair_whitelist"]
+    data = {pair: [] for pair in pairs}
+
+    # Simulate backtest loop
+    list(backtesting.time_pair_generator(start_date, end_date, pairs, data))
+
+    if dynamic_pairlist:
+        assert refresh_mock.call_count == 2
+    else:
+        assert refresh_mock.call_count == 0
+
+
+@pytest.mark.parametrize("dynamic_pairlist", [True, False])
+def test_time_pair_generator_open_trades_first(mocker, default_conf, dynamic_pairlist):
+    patch_exchange(mocker)
+    default_conf["enable_dynamic_pairlist"] = dynamic_pairlist
+    backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
+    assert backtesting.dynamic_pairlist == dynamic_pairlist
+
+    pairs = ["XRP/BTC", "LTC/BTC", "NEO/BTC", "ETH/BTC"]
+
+    # Simulate open trades
+    trades = [
+        LocalTrade(pair="XRP/BTC", open_date=dt_now(), amount=1, open_rate=1),
+        LocalTrade(pair="NEO/BTC", open_date=dt_now(), amount=1, open_rate=1),
+    ]
+    LocalTrade.bt_trades_open = trades
+    LocalTrade.bt_trades_open_pp = {
+        "XRP/BTC": [trades[0]],
+        "NEO/BTC": [trades[1]],
+        "LTC/BTC": [],
+        "ETH/BTC": [],
+    }
+
+    start_date = datetime(2025, 1, 1, 0, 0, tzinfo=UTC)
+    end_date = start_date + timedelta(minutes=5)
+    dummy_row = (end_date, 1.0, 1.1, 0.9, 1.0, 0, 0, 0, 0, None, None)
+    data = {pair: [dummy_row] for pair in pairs}
+
+    def mock_refresh(self):
+        # Simulate shuffle
+        self._whitelist = pairs[::-1]  # ['ETH/BTC', 'NEO/BTC', 'LTC/BTC', 'XRP/BTC']
+
+    mocker.patch("freqtrade.plugins.pairlistmanager.PairListManager.refresh_pairlist", mock_refresh)
+
+    processed_pairs = []
+    for _, pair, _, _, _ in backtesting.time_pair_generator(start_date, end_date, pairs, data):
+        processed_pairs.append(pair)
+
+    # Open trades first in both cases
+    if dynamic_pairlist:
+        assert processed_pairs == ["XRP/BTC", "NEO/BTC", "ETH/BTC", "LTC/BTC"]
+    else:
+        assert processed_pairs == ["XRP/BTC", "NEO/BTC", "LTC/BTC", "ETH/BTC"]

tests/plugins/test_pairlist.py

@@ -1274,27 +1274,37 @@ def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
         {"method": "StaticPairList"},
         {"method": "ShuffleFilter", "seed": 43},
     ]
-    whitelist_conf["runmode"] = "backtest"
+    whitelist_conf["runmode"] = RunMode.BACKTEST
 
     exchange = get_patched_exchange(mocker, whitelist_conf)
     plm = PairListManager(exchange, whitelist_conf)
     assert log_has("Backtesting mode detected, applying seed value: 43", caplog)
 
+    plm.refresh_pairlist()
+    pl1 = deepcopy(plm.whitelist)
+    plm.refresh_pairlist()
+    assert plm.whitelist != pl1
+    assert set(plm.whitelist) == set(pl1)
+
+    caplog.clear()
+    whitelist_conf["runmode"] = RunMode.DRY_RUN
+    plm = PairListManager(exchange, whitelist_conf)
+    assert not log_has("Backtesting mode detected, applying seed value: 42", caplog)
+    assert log_has("Live mode detected, not applying seed.", caplog)
+
     with time_machine.travel("2021-09-01 05:01:00 +00:00") as t:
         plm.refresh_pairlist()
         pl1 = deepcopy(plm.whitelist)
         plm.refresh_pairlist()
         assert plm.whitelist == pl1
 
+        target = plm._pairlist_handlers[1]._random
+        shuffle_mock = mocker.patch.object(target, "shuffle", wraps=target.shuffle)
+
         t.shift(timedelta(minutes=10))
         plm.refresh_pairlist()
-        assert plm.whitelist != pl1
+        assert shuffle_mock.call_count == 1
-
+        assert set(plm.whitelist) == set(pl1)
-    caplog.clear()
-    whitelist_conf["runmode"] = RunMode.DRY_RUN
-    plm = PairListManager(exchange, whitelist_conf)
-    assert not log_has("Backtesting mode detected, applying seed value: 42", caplog)
-    assert log_has("Live mode detected, not applying seed.", caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")