fix(hyperliquid): exclude HIP3 pairs for now

part of #12558

docs/configuration.md

@@ -675,7 +675,7 @@ Should you experience problems you suspect are caused by websockets, you can dis
 Should you be required to use a proxy, please refer to the [proxy section](#using-a-proxy-with-freqtrade) for more information.
 
 !!! Info "Rollout"
-    We're implementing this out slowly, ensuring stability of your bots.
+    We're rolling this out slowly, ensuring stability of your bots.
     Currently, usage is limited to ohlcv data streams.
     It's also limited to a few exchanges, with new exchanges being added on an ongoing basis.
 

docs/developer.md

@@ -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
 

freqtrade/exchange/exchange.py

@@ -1769,7 +1769,7 @@ class Exchange:
             balances.pop("total", None)
             balances.pop("used", None)
 
-            self._log_exchange_response("fetch_balances", balances)
+            self._log_exchange_response("fetch_balance", balances)
             return balances
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e

freqtrade/exchange/hyperliquid.py

@@ -3,6 +3,7 @@
 import logging
 from copy import deepcopy
 from datetime import datetime
+from typing import Any
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
@@ -56,6 +57,13 @@ class Hyperliquid(Exchange):
         config.update(super()._ccxt_config)
         return config
 
+    def market_is_tradable(self, market: dict[str, Any]) -> bool:
+        parent_check = super().market_is_tradable(market)
+
+        # Exclude hip3 markets for now - which have the format XYZ:GOOGL/USDT:USDT -
+        # and XYZ:GOOGL as base
+        return parent_check and ":" not in market["base"]
+
     def get_max_leverage(self, pair: str, stake_amount: float | None) -> float:
         # There are no leverage tiers
         if self.trading_mode == TradingMode.FUTURES:

freqtrade/exchange/kraken.py

@@ -82,7 +82,7 @@ class Kraken(Exchange):
             balances.pop("free", None)
             balances.pop("total", None)
             balances.pop("used", None)
-            self._log_exchange_response("fetch_balances", balances)
+            self._log_exchange_response("fetch_balance", balances)
 
             # Consolidate balances
             balances = self.consolidate_balances(balances)
@@ -104,7 +104,7 @@ class Kraken(Exchange):
                 balances[bal]["used"] = sum(order[1] for order in order_list if order[0] == bal)
                 balances[bal]["free"] = balances[bal]["total"] - balances[bal]["used"]
 
-            self._log_exchange_response("fetch_balances2", balances)
+            self._log_exchange_response("fetch_balance2", balances)
             return balances
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e

freqtrade/optimize/backtesting.py

@@ -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

freqtrade/plot/plotting.py

@@ -75,11 +75,11 @@ def init_plotscript(config, markets: list, startup_candles: int = 0):
         )
 
     no_trades = False
-    filename = config.get("exportfilename")
+    filename = config.get("exportfilename") or config.get("exportdirectory")
     if config.get("no_trades", False):
         no_trades = True
     elif config["trade_source"] == "file":
-        if not filename.is_dir() and not filename.is_file():
+        if not filename or (not filename.is_dir() and not filename.is_file()):
             logger.warning("Backtest file is missing skipping trades.")
             no_trades = True
     try:

freqtrade/plugins/pairlistmanager.py

@@ -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:
@@ -144,6 +156,11 @@ class PairListManager(LoggingMixin):
         # Generate the pairlist with first Pairlist Handler in the chain
         pairlist = self._pairlist_handlers[0].gen_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:]:

tests/optimize/test_backtesting.py

@@ -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']