Add --enable-dynamic-pairlist option in backtesting

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 pairlisting 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

@@ -256,7 +256,13 @@ 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/optimize/backtesting.py

@@ -173,7 +173,6 @@ class Backtesting:
         self.disable_database_use()
         self.init_backtest_detail()
         self.pairlists = PairListManager(self.exchange, self.config, self.dataprovider)
-        self.dynamic_pairlist = False
         self._validate_pairlists_for_backtesting()
 
         self.dataprovider.add_pairlisthandler(self.pairlists)
@@ -212,6 +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()
@@ -227,9 +227,6 @@ class Backtesting:
                 "PrecisionFilter not allowed for backtesting multiple strategies."
             )
 
-        if "ShuffleFilter" in self.pairlists.name_list:
-            self.dynamic_pairlist = True
-
     def log_once(self, msg: str) -> None:
         """
         Partial reimplementation of log_once from the Login mixin.