Fix ShuffleFilter behavior in backtesting

This commit is contained in:
mrpabloyeah
2025-09-07 23:28:33 +02:00
parent 6de7c70e7e
commit e749051dbc
3 changed files with 30 additions and 9 deletions

View File

@@ -173,6 +173,7 @@ class Backtesting:
self.disable_database_use()
self.init_backtest_detail()
self.pairlists = PairListManager(self.exchange, self.config, self.dataprovider)
self.dinamic_pairlist = False
self._validate_pairlists_for_backtesting()
self.dataprovider.add_pairlisthandler(self.pairlists)
@@ -226,6 +227,9 @@ class Backtesting:
"PrecisionFilter not allowed for backtesting multiple strategies."
)
if "ShuffleFilter" in self.pairlists.name_list:
self.dinamic_pairlist = True
def log_once(self, msg: str) -> None:
"""
Partial reimplementation of log_once from the Login mixin.
@@ -1582,6 +1586,11 @@ class Backtesting:
for current_time in self._time_generator(start_date, end_date):
# Loop for each main candle.
self.check_abort()
if self.dinamic_pairlist:
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.

View File

@@ -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