Fix ShuffleFilter behavior in backtesting

freqtrade/optimize/backtesting.py

@@ -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.

freqtrade/plugins/pairlist/ShuffleFilter.py

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

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
-
-    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)
+        assert shuffle_mock.call_count == 1
+        assert set(plm.whitelist) == set(pl1)
 
 
 @pytest.mark.usefixtures("init_persistence")