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7 Commits

Author SHA1 Message Date
Matthias
759c18df3d docs: improve pre-commit docs wording 2025-11-27 07:04:00 +01:00
Matthias
04fda255de Merge pull request #12529 from mrpabloyeah/fix-backtesting-exception-when-no-data-is-available-for-a-pair
Fix backtesting exception when no data is available for a pair
2025-11-27 06:29:24 +01:00
Matthias
26f23c10b5 Merge pull request #12555 from freqtrade/update/binance-leverage-tiers
Update Binance Leverage Tiers
2025-11-27 06:13:17 +01:00
Freqtrade Bot
001baa07b1 chore: update pre-commit hooks 2025-11-27 03:21:53 +00:00
mrpabloyeah
72724037af Replaced unsafe loop with a list comprehension & added docstring in refresh_pairlist() 2025-11-26 11:03:18 +01:00
mrpabloyeah
77e8a53572 Fix backtesting exception when no data is available for a pair (new approach) 2025-11-24 10:43:00 +01:00
mrpabloyeah
f98efdbe07 Fix backtesting exception when no data is available for a pair 2025-11-17 13:09:48 +01:00
5 changed files with 815 additions and 457 deletions

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@@ -26,10 +26,19 @@ Alternatively (e.g. if your system is not supported by the setup.sh script), fol
This will install all required tools for development, including `pytest`, `ruff`, `mypy`, and `coveralls`.
Then install the git hook scripts by running `pre-commit install`, so your changes will be verified locally before committing.
This avoids a lot of waiting for CI already, as some basic formatting checks are done locally on your machine.
Run the following command to install the git hook scripts:
Before opening a pull request, please familiarize yourself with our [Contributing Guidelines](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md).
``` bash
pre-commit install
```
These pre-commit scripts check your changes automatically before each commit.
If any formatting issues are found, the commit will fail and will prompt for fixes.
This reduces unnecessary CI failures, reduces maintenance burden, and improves code quality.
You can run the checks manually when necessary with `pre-commit run -a`.
Before opening a pull request, please also familiarize yourself with our [Contributing Guidelines](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md).
### Devcontainer setup

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@@ -126,6 +126,7 @@ class Backtesting:
self.config["dry_run"] = True
self.price_pair_prec: dict[str, Series] = {}
self.available_pairs: list[str] = []
self.run_ids: dict[str, str] = {}
self.strategylist: list[IStrategy] = []
self.all_bt_content: dict[str, BacktestContentType] = {}
@@ -176,7 +177,8 @@ class Backtesting:
self._validate_pairlists_for_backtesting()
self.dataprovider.add_pairlisthandler(self.pairlists)
self.pairlists.refresh_pairlist()
self.dynamic_pairlist: bool = self.config.get("enable_dynamic_pairlist", False)
self.pairlists.refresh_pairlist(only_first=self.dynamic_pairlist)
if len(self.pairlists.whitelist) == 0:
raise OperationalException("No pair in whitelist.")
@@ -211,7 +213,6 @@ 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()
@@ -335,10 +336,12 @@ class Backtesting:
self.progress.set_new_value(1)
self._load_bt_data_detail()
self.price_pair_prec = {}
for pair in self.pairlists.whitelist:
if pair in data:
# Load price precision logic
self.price_pair_prec[pair] = get_tick_size_over_time(data[pair])
self.available_pairs.append(pair)
return data, self.timerange
def _load_bt_data_detail(self) -> None:
@@ -1587,7 +1590,7 @@ class Backtesting:
self.check_abort()
if self.dynamic_pairlist and self.pairlists:
self.pairlists.refresh_pairlist()
self.pairlists.refresh_pairlist(pairs=self.available_pairs)
pairs = self.pairlists.whitelist
# Reset open trade count for this candle

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@@ -134,8 +134,20 @@ class PairListManager(LoggingMixin):
def _get_cached_tickers(self) -> Tickers:
return self._exchange.get_tickers()
def refresh_pairlist(self) -> None:
"""Run pairlist through all configured Pairlist Handlers."""
def refresh_pairlist(self, only_first: bool = False, pairs: list[str] | None = None) -> None:
"""
Run pairlist through all configured Pairlist Handlers.
:param only_first: If True, only run the first PairList handler (the generator)
and skip all subsequent filters. Used during backtesting startup to ensure
historic data is loaded for the complete universe of pairs that the
generator can produce (even if later filters would reduce the list size).
Prevents missing data when a filter returns a variable number of pairs
across refresh cycles.
:param pairs: Optional list of pairs to intersect with the generated pairlist.
Only pairs present both in the generated list and this parameter are kept.
Used in backtesting to filter out pairs with no available data.
"""
# Tickers should be cached to avoid calling the exchange on each call.
tickers: dict = {}
if self._tickers_needed:
@@ -144,10 +156,15 @@ class PairListManager(LoggingMixin):
# Generate the pairlist with first Pairlist Handler in the chain
pairlist = self._pairlist_handlers[0].gen_pairlist(tickers)
# Process all Pairlist Handlers in the chain
# except for the first one, which is the generator.
for pairlist_handler in self._pairlist_handlers[1:]:
pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
# Optional intersection with an explicit list of pairs (used in backtesting)
if pairs is not None:
pairlist = [p for p in pairlist if p in pairs]
if not only_first:
# Process all Pairlist Handlers in the chain
# except for the first one, which is the generator.
for pairlist_handler in self._pairlist_handlers[1:]:
pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
# Validation against blacklist happens after the chain of Pairlist Handlers
# to ensure blacklist is respected.

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@@ -2772,7 +2772,7 @@ def test_time_pair_generator_open_trades_first(mocker, default_conf, dynamic_pai
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):
def mock_refresh(self, **kwargs):
# Simulate shuffle
self._whitelist = pairs[::-1] # ['ETH/BTC', 'NEO/BTC', 'LTC/BTC', 'XRP/BTC']