Merge branch 'freqtrade:develop' into develop

2024-06-27 16:38:13 +02:00
parent 5f0a27d355 81224cbd44
commit 1d3ca5743b
87 changed files with 2462 additions and 1248 deletions
@@ -24,7 +24,7 @@ jobs:
    runs-on: ${{ matrix.os }}
    strategy:
      matrix:
-        os: [ ubuntu-20.04, ubuntu-22.04 ]
+        os: [ "ubuntu-20.04", "ubuntu-22.04", "ubuntu-24.04" ]
        python-version: ["3.9", "3.10", "3.11", "3.12"]

    steps:
@@ -55,7 +55,7 @@ jobs:

    - name: Installation - *nix
      run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade "pip<=24.0" wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -192,7 +192,7 @@ jobs:

    - name: Installation (python)
      run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade "pip<=24.0" wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -322,7 +322,7 @@ jobs:
      run: |
        $PSVersionTable
        Set-PSRepository psgallery -InstallationPolicy trusted
-        Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force
+        Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force -SkipPublisherCheck
        $Error.clear()
        Invoke-Pester -Path "tests" -CI
        if ($Error.Length -gt 0) {exit 1}
@@ -422,7 +422,7 @@ jobs:

    - name: Installation - *nix
      run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade "pip<=24.0" wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -533,12 +533,12 @@ jobs:


    - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.8.14
+      uses: pypa/gh-action-pypi-publish@v1.9.0
      with:
        repository-url: https://test.pypi.org/legacy/

    - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.8.14
+      uses: pypa/gh-action-pypi-publish@v1.9.0


  deploy-docker:
@@ -577,11 +577,11 @@ jobs:
          docker version -f '{{.Server.Experimental}}'

    - name: Set up QEMU
-      uses: docker/setup-qemu-action@v1
+      uses: docker/setup-qemu-action@v3

    - name: Set up Docker Buildx
      id: buildx
-      uses: docker/setup-buildx-action@v1
+      uses: docker/setup-buildx-action@v3

    - name: Available platforms
      run: echo ${{ steps.buildx.outputs.platforms }}
@@ -2,7 +2,7 @@
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
  - repo: https://github.com/pycqa/flake8
-    rev: "7.0.0"
+    rev: "7.1.0"
    hooks:
      - id: flake8
        additional_dependencies: [Flake8-pyproject]
@@ -16,10 +16,10 @@ repos:
        additional_dependencies:
          - types-cachetools==5.3.0.7
          - types-filelock==3.2.7
-          - types-requests==2.32.0.20240523
+          - types-requests==2.32.0.20240622
          - types-tabulate==0.9.0.20240106
          - types-python-dateutil==2.9.0.20240316
-          - SQLAlchemy==2.0.30
+          - SQLAlchemy==2.0.31
        # stages: [push]

  - repo: https://github.com/pycqa/isort
@@ -31,7 +31,7 @@ repos:

  - repo: https://github.com/charliermarsh/ruff-pre-commit
    # Ruff version.
-    rev: 'v0.4.5'
+    rev: 'v0.4.10'
    hooks:
      - id: ruff

@@ -1,4 +1,4 @@
-FROM python:3.12.3-slim-bookworm as base
+FROM python:3.12.4-slim-bookworm as base

 # Setup env
 ENV LANG C.UTF-8
@@ -25,7 +25,7 @@ FROM base as python-deps
 RUN  apt-get update \
  && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
  && apt-get clean \
-  && pip install --upgrade pip wheel
+  && pip install --upgrade "pip<=24.0" wheel

 # Install TA-lib
 COPY build_helpers/* /tmp/
@@ -35,7 +35,7 @@ ENV LD_LIBRARY_PATH /usr/local/lib
 # Install dependencies
 COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
 USER ftuser
-RUN  pip install --user --no-cache-dir numpy \
+RUN  pip install --user --no-cache-dir "numpy<2.0" \
  && pip install --user --no-cache-dir -r requirements-hyperopt.txt

 # Copy dependencies to runtime-image
@@ -1,6 +1,6 @@
 # vendored Wheels compiled via https://github.com/xmatthias/ta-lib-python/tree/ta_bundled_040

-python -m pip install --upgrade pip wheel
+python -m pip install --upgrade "pip<=24.0" wheel

 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"

@@ -17,7 +17,7 @@ RUN mkdir /freqtrade \
  && chown ftuser:ftuser /freqtrade \
  # Allow sudoers
  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \
-  && pip install --upgrade pip
+  && pip install --upgrade "pip<=24.0"

 WORKDIR /freqtrade

@@ -253,36 +253,36 @@ A backtesting result will look like that:

 ```
 ================================================ BACKTESTING REPORT =================================================
-| Pair     | Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
-|:---------|--------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
-| ADA/BTC  |      35 |          -0.11 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
-| ARK/BTC  |      11 |          -0.41 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
-| BTS/BTC  |      32 |           0.31 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
-| DASH/BTC |      13 |          -0.08 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
-| ENG/BTC  |      18 |           1.36 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
-| EOS/BTC  |      36 |           0.08 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
-| ETC/BTC  |      26 |           0.37 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
-| ETH/BTC  |      33 |           0.30 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
-| IOTA/BTC |      32 |           0.03 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
-| LSK/BTC  |      15 |           1.75 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
-| LTC/BTC  |      32 |          -0.04 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
-| NANO/BTC |      17 |           1.26 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
-| NEO/BTC  |      23 |           0.82 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
-| REQ/BTC  |       9 |           1.17 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
-| XLM/BTC  |      16 |           1.22 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
-| XMR/BTC  |      23 |          -0.18 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
-| XRP/BTC  |      35 |           0.66 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
-| ZEC/BTC  |      22 |          -0.46 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
-| TOTAL    |     429 |           0.36 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
+| Pair     | Trades |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
+|----------+--------+----------------+------------------+----------------+--------------+--------------------------|
+| ADA/BTC  |     35 |          -0.11 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
+| ARK/BTC  |     11 |          -0.41 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
+| BTS/BTC  |     32 |           0.31 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
+| DASH/BTC |     13 |          -0.08 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
+| ENG/BTC  |     18 |           1.36 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
+| EOS/BTC  |     36 |           0.08 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
+| ETC/BTC  |     26 |           0.37 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
+| ETH/BTC  |     33 |           0.30 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
+| IOTA/BTC |     32 |           0.03 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
+| LSK/BTC  |     15 |           1.75 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
+| LTC/BTC  |     32 |          -0.04 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
+| NANO/BTC |     17 |           1.26 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
+| NEO/BTC  |     23 |           0.82 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
+| REQ/BTC  |      9 |           1.17 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
+| XLM/BTC  |     16 |           1.22 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
+| XMR/BTC  |     23 |          -0.18 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
+| XRP/BTC  |     35 |           0.66 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
+| ZEC/BTC  |     22 |          -0.46 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
+| TOTAL    |    429 |           0.36 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
 ============================================= LEFT OPEN TRADES REPORT =============================================
-| Pair     |  Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
-|:---------|---------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
-| ADA/BTC  |        1 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
-| LTC/BTC  |        1 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
-| TOTAL    |        2 |           0.78 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
+| Pair     |  Trades |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
+|----------+---------+----------------+------------------+----------------+----------------+---------------------|
+| ADA/BTC  |       1 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
+| LTC/BTC  |       1 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
+| TOTAL    |       2 |           0.78 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
 ==================== EXIT REASON STATS ====================
 | Exit Reason        |   Exits |  Wins |  Draws |  Losses |
-|:-------------------|--------:|------:|-------:|--------:|
+|--------------------+---------+-------+--------+---------|
 | trailing_stop_loss |     205 |   150 |      0 |      55 |
 | stop_loss          |     166 |     0 |      0 |     166 |
 | exit_signal        |      56 |    36 |      0 |      20 |
@@ -631,10 +631,10 @@ Detailed output for all strategies one after the other will be available, so mak

 ```
 ================================================== STRATEGY SUMMARY ===================================================================
-| Strategy    |  Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
-|:------------|---------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
-| Strategy1   |      429 |           0.36 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
-| Strategy2   |     1487 |          -0.13 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
+| Strategy    |  Trades |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
+|-------------+---------+----------------+------------------+----------------+----------------+-------+--------+--------+------------|
+| Strategy1   |     429 |           0.36 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
+| Strategy2   |    1487 |          -0.13 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
 ```

 ## Next step
@@ -373,7 +373,7 @@ Filters low-value coins which would not allow setting stoplosses.

 Namely, pairs are blacklisted if a variance of one percent or more in the stop price would be caused by precision rounding on the exchange, i.e. `rounded(stop_price) <= rounded(stop_price * 0.99)`. The idea is to avoid coins with a value VERY close to their lower trading boundary, not allowing setting of proper stoploss.

-!!! Tip "PerformanceFilter is pointless for futures trading"
+!!! Tip "PrecisionFilter is pointless for futures trading"
    The above does not apply to shorts. And for longs, in theory the trade will be liquidated first.

 !!! Warning "Backtesting"
@@ -2,6 +2,14 @@

 This page explains how to plot prices, indicators and profits.

+!!! Warning "Deprecated"
+    The commands described in this page (`plot-dataframe`, `plot-profit`) should be considered deprecated and are in maintenance mode.
+    This is mostly for the performance problems even medium sized plots can cause, but also because "store a file and open it in a browser" isn't very intuitive from a UI perspective.
+
+    While there are no immediate plans to remove them, they are not actively maintained - and may be removed short-term should major changes be required to keep them working.
+    
+    Please use [FreqUI](freq-ui.md) for plotting needs, which doesn't struggle with the same performance problems.
+
 ## Installation / Setup

 Plotting modules use the Plotly library. You can install / upgrade this by running the following command:
@@ -1,6 +1,6 @@
 markdown==3.6
 mkdocs==1.6.0
-mkdocs-material==9.5.24
+mkdocs-material==9.5.27
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.8.1
 jinja2==3.1.4
@@ -118,6 +118,14 @@ By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be use
 freqtrade-client --config rest_config.json <command> [optional parameters]
 ```

+Commands with many arguments may require keyword arguments (for clarity) - which can be provided as follows:
+
+``` bash
+freqtrade-client --config rest_config.json forceenter BTC/USDT long enter_tag=GutFeeling
+```
+
+This method will work for all arguments - check the "show" command for a list of available parameters.
+
 ??? Note "Programmatic use"
    The `freqtrade-client` package (installable independent of freqtrade) can be used in your own scripts to interact with the freqtrade API.
    to do so, please use the following:
@@ -165,7 +165,9 @@ E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoplo
 During backtesting, `current_rate` (and `current_profit`) are provided against the candle's high (or low for short trades) - while the resulting stoploss is evaluated against the candle's low (or high for short trades).

 The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price.
-Returning None will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss.
+Returning `None` will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss.
+`NaN` and `inf` values are considered invalid and will be ignored (identical to `None`).
+

 Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade)).

@@ -467,7 +469,7 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab

 ??? Example "Returning a stoploss using absolute price from the custom stoploss function"

-    If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), current_rate, is_short=trade.is_short, leverage=trade.leverage)`.
+    If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), current_rate=current_rate, is_short=trade.is_short, leverage=trade.leverage)`.
    For futures, we need to adjust the direction (up or down), as well as adjust for leverage, since the [`custom_stoploss`](strategy-callbacks.md#custom-stoploss) callback  returns the ["risk for this trade"](stoploss.md#stoploss-and-leverage) - not the relative price movement.

    ``` python
@@ -492,7 +494,8 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
            candle = dataframe.iloc[-1].squeeze()
            side = 1 if trade.is_short else -1
            return stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), 
-                                          current_rate, is_short=trade.is_short,
+                                          current_rate=current_rate, 
+                                          is_short=trade.is_short,
                                          leverage=trade.leverage)

    ```
@@ -13,28 +13,28 @@ The following attributes / properties are available for each individual trade -

 |  Attribute | DataType | Description |
 |------------|-------------|-------------|
-`pair`| string | Pair of this trade
-`is_open`| boolean | Is the trade currently open, or has it been concluded
-`open_rate`| float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)
-`close_rate`| float | Close rate - only set when is_open = False
-`stake_amount`| float | Amount in Stake (or Quote) currency.
-`amount`| float | Amount in Asset / Base currency that is currently owned.
-`open_date`| datetime | Timestamp when trade was opened **use `open_date_utc` instead**
-`open_date_utc`| datetime | Timestamp when trade was opened - in UTC
-`close_date`| datetime | Timestamp when trade was closed **use `close_date_utc` instead**
-`close_date_utc`| datetime | Timestamp when trade was closed - in UTC
-`close_profit`| float | Relative profit at the time of trade closure. `0.01` == 1%
-`close_profit_abs`| float | Absolute profit (in stake currency) at the time of trade closure.
-`leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets.
-`enter_tag`| string | Tag provided on entry via the `enter_tag` column in the dataframe
-`is_short` | boolean | True for short trades, False otherwise
-`orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders)
-`date_last_filled_utc` | datetime | Time of the last filled order
-`entry_side` | "buy" / "sell" | Order Side the trade was entered
-`exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction.
-`trade_direction` | "long" / "short" | Trade direction in text - long or short.
-`nr_of_successful_entries` | int | Number of successful (filled) entry orders
-`nr_of_successful_exits` | int | Number of successful (filled) exit orders
+| `pair` | string | Pair of this trade. |
+| `is_open` | boolean | Is the trade currently open, or has it been concluded. |
+| `open_rate` | float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments). |
+| `close_rate` | float | Close rate - only set when is_open = False. |
+| `stake_amount` | float | Amount in Stake (or Quote) currency. |
+| `amount` | float | Amount in Asset / Base currency that is currently owned. |
+| `open_date` | datetime | Timestamp when trade was opened **use `open_date_utc` instead** |
+| `open_date_utc` | datetime | Timestamp when trade was opened - in UTC. |
+| `close_date` | datetime | Timestamp when trade was closed **use `close_date_utc` instead** |
+| `close_date_utc` | datetime | Timestamp when trade was closed - in UTC. |
+| `close_profit` | float | Relative profit at the time of trade closure. `0.01` == 1% |
+| `close_profit_abs` | float | Absolute profit (in stake currency) at the time of trade closure. |
+| `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. |
+| `enter_tag` | string | Tag provided on entry via the `enter_tag` column in the dataframe. |
+| `is_short` | boolean | True for short trades, False otherwise. |
+| `orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders). |
+| `date_last_filled_utc` | datetime | Time of the last filled order. |
+| `entry_side` | "buy" / "sell" | Order Side the trade was entered. |
+| `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction. |
+| `trade_direction` | "long" / "short" | Trade direction in text - long or short. |
+| `nr_of_successful_entries` | int | Number of successful (filled) entry orders. |
+| `nr_of_successful_exits` | int | Number of successful (filled) exit orders. |

 ## Class methods

@@ -30,5 +30,5 @@ if "dev" in __version__:
            versionfile = Path("./freqtrade_commit")
            if versionfile.is_file():
                __version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"
-        except Exception:
+        except Exception:  # noqa: S110
            pass
@@ -187,7 +187,7 @@ def ask_user_config() -> Dict[str, Any]:
                "Insert Api server Listen Address (0.0.0.0 for docker, "
                "otherwise best left untouched)"
            ),
-            "default": "127.0.0.1" if not running_in_docker() else "0.0.0.0",
+            "default": "127.0.0.1" if not running_in_docker() else "0.0.0.0",  # noqa: S104
            "when": lambda x: x["api_server"],
        },
        {
@@ -2,6 +2,7 @@
 This module contains the configuration class
 """

+import ast
 import logging
 import warnings
 from copy import deepcopy
@@ -301,7 +302,7 @@ class Configuration:

        # Edge section:
        if "stoploss_range" in self.args and self.args["stoploss_range"]:
-            txt_range = eval(self.args["stoploss_range"])
+            txt_range = ast.literal_eval(self.args["stoploss_range"])
            config["edge"].update({"stoploss_range_min": txt_range[0]})
            config["edge"].update({"stoploss_range_max": txt_range[1]})
            config["edge"].update({"stoploss_range_step": txt_range[2]})
@@ -618,6 +618,11 @@ def download_data_main(config: Config) -> None:
    # Start downloading
    try:
        if config.get("download_trades"):
+            if not exchange.get_option("trades_has_history", True):
+                raise OperationalException(
+                    f"Trade history not available for {exchange.name}. "
+                    "You cannot use --dl-trades for this exchange."
+                )
            pairs_not_available = refresh_backtest_trades_data(
                exchange,
                pairs=expanded_pairs,
@@ -28,6 +28,7 @@ class Binance(Exchange):
        "ohlcv_candle_limit": 1000,
        "trades_pagination": "id",
        "trades_pagination_arg": "fromId",
+        "trades_has_history": True,
        "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
    }
    _ft_has_futures: Dict = {
@@ -20,4 +20,5 @@ class Bingx(Exchange):
        "stoploss_on_exchange": True,
        "stoploss_order_types": {"limit": "limit", "market": "market"},
        "order_time_in_force": ["GTC", "IOC", "PO"],
+        "trades_has_history": False,  # Endpoint doesn't seem to support pagination
    }
@@ -18,4 +18,5 @@ class Bitmart(Exchange):
    _ft_has: Dict = {
        "stoploss_on_exchange": False,  # Bitmart API does not support stoploss orders
        "ohlcv_candle_limit": 200,
+        "trades_has_history": False,  # Endpoint doesn't seem to support pagination
    }
@@ -33,6 +33,7 @@ class Bybit(Exchange):
        "ohlcv_candle_limit": 1000,
        "ohlcv_has_history": True,
        "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
+        "trades_has_history": False,  # Endpoint doesn't support pagination
    }
    _ft_has_futures: Dict = {
        "ohlcv_has_history": True,
@@ -117,6 +117,7 @@ class Exchange:
        "tickers_have_price": True,
        "trades_pagination": "time",  # Possible are "time" or "id"
        "trades_pagination_arg": "since",
+        "trades_has_history": False,
        "l2_limit_range": None,
        "l2_limit_range_required": True,  # Allow Empty L2 limit (kucoin)
        "mark_ohlcv_price": "mark",
@@ -151,7 +152,7 @@ class Exchange:
        :return: None
        """
        self._api: ccxt.Exchange
-        self._api_async: ccxt_async.Exchange = None
+        self._api_async: ccxt_async.Exchange
        self._markets: Dict = {}
        self._trading_fees: Dict[str, Any] = {}
        self._leverage_tiers: Dict[str, List[Dict]] = {}
@@ -233,7 +234,7 @@ class Exchange:
        self.required_candle_call_count = 1
        if validate:
            # Initial markets load
-            self._load_markets()
+            self.reload_markets(True, load_leverage_tiers=False)
            self.validate_config(config)
            self._startup_candle_count: int = config.get("startup_candle_count", 0)
            self.required_candle_call_count = self.validate_required_startup_candles(
@@ -258,7 +259,7 @@ class Exchange:
    def close(self):
        logger.debug("Exchange object destroyed, closing async loop")
        if (
-            self._api_async
+            getattr(self, "_api_async", None)
            and inspect.iscoroutinefunction(self._api_async.close)
            and self._api_async.session
        ):
@@ -354,7 +355,7 @@ class Exchange:
        """exchange ccxt markets"""
        if not self._markets:
            logger.info("Markets were not loaded. Loading them now..")
-            self._load_markets()
+            self.reload_markets(True)
        return self._markets

    @property
@@ -530,30 +531,26 @@ class Exchange:
            amount, self.get_precision_amount(pair), self.precisionMode, contract_size
        )

-    def _load_async_markets(self, reload: bool = False) -> None:
+    def _load_async_markets(self, reload: bool = False) -> Dict[str, Any]:
        try:
-            if self._api_async:
-                self.loop.run_until_complete(self._api_async.load_markets(reload=reload, params={}))
+            markets = self.loop.run_until_complete(
+                self._api_async.load_markets(reload=reload, params={})
+            )

-        except (asyncio.TimeoutError, ccxt.BaseError) as e:
-            logger.warning("Could not load async markets. Reason: %s", e)
-            return
+            if isinstance(markets, Exception):
+                raise markets
+            return markets
+        except asyncio.TimeoutError as e:
+            logger.warning("Could not load markets. Reason: %s", e)
+            raise TemporaryError from e

-    def _load_markets(self) -> None:
-        """Initialize markets both sync and async"""
-        try:
-            self._markets = self._api.load_markets(params={})
-            self._load_async_markets()
-            self._last_markets_refresh = dt_ts()
-            if self._ft_has["needs_trading_fees"]:
-                self._trading_fees = self.fetch_trading_fees()
+    def reload_markets(self, force: bool = False, *, load_leverage_tiers: bool = True) -> None:
+        """
+        Reload / Initialize markets both sync and async if refresh interval has passed

-        except ccxt.BaseError:
-            logger.exception("Unable to initialize markets.")
-
-    def reload_markets(self, force: bool = False) -> None:
-        """Reload markets both sync and async if refresh interval has passed"""
+        """
        # Check whether markets have to be reloaded
+        is_initial = self._last_markets_refresh == 0
        if (
            not force
            and self._last_markets_refresh > 0
@@ -562,13 +559,18 @@ class Exchange:
            return None
        logger.debug("Performing scheduled market reload..")
        try:
-            self._markets = self._api.load_markets(reload=True, params={})
-            # Also reload async markets to avoid issues with newly listed pairs
-            self._load_async_markets(reload=True)
+            # Reload async markets, then assign them to sync api
+            self._markets = self._load_async_markets(reload=True)
+            self._api.set_markets(self._api_async.markets, self._api_async.currencies)
            self._last_markets_refresh = dt_ts()
-            self.fill_leverage_tiers()
-        except ccxt.BaseError:
-            logger.exception("Could not reload markets.")
+
+            if is_initial and self._ft_has["needs_trading_fees"]:
+                self._trading_fees = self.fetch_trading_fees()
+
+            if load_leverage_tiers and self.trading_mode == TradingMode.FUTURES:
+                self.fill_leverage_tiers()
+        except (ccxt.BaseError, TemporaryError):
+            logger.exception("Could not load markets.")

    def validate_stakecurrency(self, stake_currency: str) -> None:
        """
@@ -31,6 +31,7 @@ class Gate(Exchange):
        "stop_price_param": "stopPrice",
        "stop_price_prop": "stopPrice",
        "marketOrderRequiresPrice": True,
+        "trades_has_history": False,  # Endpoint would support this - but ccxt doesn't.
    }

    _ft_has_futures: Dict = {
@@ -28,6 +28,7 @@ class Htx(Exchange):
            "1w": 500,
            "1M": 500,
        },
+        "trades_has_history": False,  # Endpoint doesn't have a "since" parameter
    }

    def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
@@ -31,6 +31,7 @@ class Kraken(Exchange):
        "trades_pagination": "id",
        "trades_pagination_arg": "since",
        "trades_pagination_overlap": False,
+        "trades_has_history": True,
        "mark_ohlcv_timeframe": "4h",
    }

@@ -33,6 +33,7 @@ class Okx(Exchange):
        "funding_fee_timeframe": "8h",
        "stoploss_order_types": {"limit": "limit"},
        "stoploss_on_exchange": True,
+        "trades_has_history": False,  # Endpoint doesn't have a "since" parameter
    }
    _ft_has_futures: Dict = {
        "tickers_have_quoteVolume": False,
@@ -148,7 +148,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
        the motivation here is that `n_steps` is easier to optimize and keep stable,
        across different n_obs - the number of data points.
        """
-        assert isinstance(self.n_steps, int), "Either `n_steps` or `n_epochs` should be set."
+        if not isinstance(self.n_steps, int):
+            raise ValueError("Either `n_steps` or `n_epochs` should be set.")
        n_batches = n_obs // self.batch_size
        n_epochs = max(self.n_steps // n_batches, 1)
        if n_epochs <= 10:
@@ -217,7 +217,7 @@ class FreqtradeBot(LoggingMixin):
        except Exception:
            # Exceptions here will be happening if the db disappeared.
            # At which point we can no longer commit anyway.
-            pass
+            logger.exception("Error during cleanup")

    def startup(self) -> None:
        """
@@ -13,7 +13,7 @@ def get_strategy_run_id(strategy) -> str:
    :param strategy: strategy object.
    :return: hex string id.
    """
-    digest = hashlib.sha1()
+    digest = hashlib.sha1()  # noqa: S324
    config = deepcopy(strategy.config)

    # Options that have no impact on results of individual backtest.
@@ -489,7 +489,7 @@ class Hyperopt:
        )

    def _set_random_state(self, random_state: Optional[int]) -> int:
-        return random_state or random.randint(1, 2**16 - 1)
+        return random_state or random.randint(1, 2**16 - 1)  # noqa: S311

    def advise_and_trim(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
        preprocessed = self.backtesting.strategy.advise_all_indicators(data)
@@ -1,5 +1,5 @@
 import logging
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Union

 from tabulate import tabulate

@@ -20,13 +20,13 @@ def _get_line_floatfmt(stake_currency: str) -> List[str]:


 def _get_line_header(
-    first_column: str, stake_currency: str, direction: str = "Entries"
+    first_column: Union[str, List[str]], stake_currency: str, direction: str = "Trades"
 ) -> List[str]:
    """
    Generate header lines (goes in line with _generate_result_line())
    """
    return [
-        first_column,
+        *([first_column] if isinstance(first_column, str) else first_column),
        direction,
        "Avg Profit %",
        f"Tot Profit {stake_currency}",
@@ -54,7 +54,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
    :return: pretty printed table with tabulate as string
    """

-    headers = _get_line_header("Pair", stake_currency)
+    headers = _get_line_header("Pair", stake_currency, "Trades")
    floatfmt = _get_line_floatfmt(stake_currency)
    output = [
        [
@@ -79,20 +79,30 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
    :param stake_currency: stake-currency - used to correctly name headers
    :return: pretty printed table with tabulate as string
    """
+    floatfmt = _get_line_floatfmt(stake_currency)
    fallback: str = ""
+    is_list = False
    if tag_type == "enter_tag":
-        headers = _get_line_header("TAG", stake_currency)
-    else:
+        headers = _get_line_header("Enter Tag", stake_currency, "Entries")
+    elif tag_type == "exit_tag":
        headers = _get_line_header("Exit Reason", stake_currency, "Exits")
        fallback = "exit_reason"
+    else:
+        # Mix tag
+        headers = _get_line_header(["Enter Tag", "Exit Reason"], stake_currency, "Trades")
+        floatfmt.insert(0, "s")
+        is_list = True

-    floatfmt = _get_line_floatfmt(stake_currency)
    output = [
        [
-            (
-                t["key"]
+            *(
+                (
+                    (t["key"] if isinstance(t["key"], list) else [t["key"], ""])
+                    if is_list
+                    else [t["key"]]
+                )
                if t.get("key") is not None and len(str(t["key"])) > 0
-                else t.get(fallback, "OTHER")
+                else [t.get(fallback, "OTHER")]
            ),
            t["trades"],
            t["profit_mean_pct"],
@@ -144,7 +154,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
    :return: pretty printed table with tabulate as string
    """
    floatfmt = _get_line_floatfmt(stake_currency)
-    headers = _get_line_header("Strategy", stake_currency)
+    headers = _get_line_header("Strategy", stake_currency, "Trades")
    # _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
    # therefore we slip this column in only for strategy summary here.
    headers.append("Drawdown")
@@ -380,6 +390,32 @@ def text_table_add_metrics(strat_results: Dict) -> str:
        return message


+def _show_tag_subresults(results: Dict[str, Any], stake_currency: str):
+    """
+    Print tag subresults (enter_tag, exit_reason_summary, mix_tag_stats)
+    """
+    if (enter_tags := results.get("results_per_enter_tag")) is not None:
+        table = text_table_tags("enter_tag", enter_tags, stake_currency)
+
+        if isinstance(table, str) and len(table) > 0:
+            print(" ENTER TAG STATS ".center(len(table.splitlines()[0]), "="))
+        print(table)
+
+    if (exit_reasons := results.get("exit_reason_summary")) is not None:
+        table = text_table_tags("exit_tag", exit_reasons, stake_currency)
+
+        if isinstance(table, str) and len(table) > 0:
+            print(" EXIT REASON STATS ".center(len(table.splitlines()[0]), "="))
+        print(table)
+
+    if (mix_tag := results.get("mix_tag_stats")) is not None:
+        table = text_table_tags("mix_tag", mix_tag, stake_currency)
+
+        if isinstance(table, str) and len(table) > 0:
+            print(" MIXED TAG STATS ".center(len(table.splitlines()[0]), "="))
+        print(table)
+
+
 def show_backtest_result(
    strategy: str, results: Dict[str, Any], stake_currency: str, backtest_breakdown: List[str]
 ):
@@ -398,19 +434,7 @@ def show_backtest_result(
        print(" LEFT OPEN TRADES REPORT ".center(len(table.splitlines()[0]), "="))
    print(table)

-    if (enter_tags := results.get("results_per_enter_tag")) is not None:
-        table = text_table_tags("enter_tag", enter_tags, stake_currency)
-
-        if isinstance(table, str) and len(table) > 0:
-            print(" ENTER TAG STATS ".center(len(table.splitlines()[0]), "="))
-        print(table)
-
-    if (exit_reasons := results.get("exit_reason_summary")) is not None:
-        table = text_table_tags("exit_tag", exit_reasons, stake_currency)
-
-        if isinstance(table, str) and len(table) > 0:
-            print(" EXIT REASON STATS ".center(len(table.splitlines()[0]), "="))
-        print(table)
+    _show_tag_subresults(results, stake_currency)

    for period in backtest_breakdown:
        if period in results.get("periodic_breakdown", {}):
@@ -1,7 +1,7 @@
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from typing import Any, Dict, List, Tuple, Union
+from typing import Any, Dict, List, Literal, Tuple, Union

 import numpy as np
 from pandas import DataFrame, Series, concat, to_datetime
@@ -68,7 +68,9 @@ def generate_rejected_signals(
    return rejected_candles_only


-def _generate_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
+def _generate_result_line(
+    result: DataFrame, starting_balance: int, first_column: Union[str, List[str]]
+) -> Dict:
    """
    Generate one result dict, with "first_column" as key.
    """
@@ -141,7 +143,10 @@ def generate_pair_metrics(


 def generate_tag_metrics(
-    tag_type: str, starting_balance: int, results: DataFrame, skip_nan: bool = False
+    tag_type: Union[Literal["enter_tag", "exit_reason"], List[Literal["enter_tag", "exit_reason"]]],
+    starting_balance: int,
+    results: DataFrame,
+    skip_nan: bool = False,
 ) -> List[Dict]:
    """
    Generates and returns a list of metrics for the given tag trades and the results dataframe
@@ -153,13 +158,14 @@ def generate_tag_metrics(

    tabular_data = []

-    if tag_type in results.columns:
-        for tag, count in results[tag_type].value_counts().items():
-            result = results[results[tag_type] == tag]
-            if skip_nan and result["profit_abs"].isnull().all():
+    if all(
+        tag in results.columns for tag in (tag_type if isinstance(tag_type, list) else [tag_type])
+    ):
+        for tags, group in results.groupby(tag_type):
+            if skip_nan and group["profit_abs"].isnull().all():
                continue

-            tabular_data.append(_generate_result_line(result, starting_balance, tag))
+            tabular_data.append(_generate_result_line(group, starting_balance, tags))

        # Sort by total profit %:
        tabular_data = sorted(tabular_data, key=lambda k: k["profit_total_abs"], reverse=True)
@@ -378,12 +384,18 @@ def generate_strategy_stats(
        skip_nan=False,
    )

-    enter_tag_results = generate_tag_metrics(
+    enter_tag_stats = generate_tag_metrics(
        "enter_tag", starting_balance=start_balance, results=results, skip_nan=False
    )
    exit_reason_stats = generate_tag_metrics(
        "exit_reason", starting_balance=start_balance, results=results, skip_nan=False
    )
+    mix_tag_stats = generate_tag_metrics(
+        ["enter_tag", "exit_reason"],
+        starting_balance=start_balance,
+        results=results,
+        skip_nan=False,
+    )
    left_open_results = generate_pair_metrics(
        pairlist,
        stake_currency=stake_currency,
@@ -425,8 +437,9 @@ def generate_strategy_stats(
        "best_pair": best_pair,
        "worst_pair": worst_pair,
        "results_per_pair": pair_results,
-        "results_per_enter_tag": enter_tag_results,
+        "results_per_enter_tag": enter_tag_stats,
        "exit_reason_summary": exit_reason_stats,
+        "mix_tag_stats": mix_tag_stats,
        "left_open_trades": left_open_results,
        "total_trades": len(results),
        "trade_count_long": len(results.loc[~results["is_short"]]),
@@ -5,11 +5,11 @@ Minimum age (days listed) pair list filter
 import logging
 from copy import deepcopy
 from datetime import timedelta
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional

 from pandas import DataFrame

-from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
@@ -21,24 +21,17 @@ logger = logging.getLogger(__name__)


 class AgeFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

        # Checked symbols cache (dictionary of ticker symbol => timestamp)
        self._symbolsChecked: Dict[str, int] = {}
        self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)

-        self._min_days_listed = pairlistconfig.get("min_days_listed", 10)
-        self._max_days_listed = pairlistconfig.get("max_days_listed")
+        self._min_days_listed = self._pairlistconfig.get("min_days_listed", 10)
+        self._max_days_listed = self._pairlistconfig.get("max_days_listed")

-        candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
+        candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
        if self._min_days_listed < 1:
            raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
        if self._min_days_listed > candle_limit:
@@ -3,9 +3,8 @@ Full trade slots pair list filter
 """

 import logging
-from typing import Any, Dict, List
+from typing import List

-from freqtrade.constants import Config
 from freqtrade.exchange.types import Tickers
 from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -15,16 +14,6 @@ logger = logging.getLogger(__name__)


 class FullTradesFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-
    @property
    def needstickers(self) -> bool:
        """
@@ -3,7 +3,7 @@ PairList Handler base class
 """

 import logging
-from abc import ABC, abstractmethod, abstractproperty
+from abc import ABC, abstractmethod
 from copy import deepcopy
 from typing import Any, Dict, List, Literal, Optional, TypedDict, Union

@@ -87,7 +87,8 @@ class IPairList(LoggingMixin, ABC):
        """
        return self.__class__.__name__

-    @abstractproperty
+    @property
+    @abstractmethod
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
@@ -5,11 +5,10 @@ Provides dynamic pair list based on Market Cap
 """

 import logging
-from typing import Any, Dict, List
+from typing import Dict, List

 from cachetools import TTLCache

-from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -22,15 +21,8 @@ logger = logging.getLogger(__name__)
 class MarketCapPairList(IPairList):
    is_pairlist_generator = True

-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

        if "number_assets" not in self._pairlistconfig:
            raise OperationalException(
@@ -38,14 +30,14 @@ class MarketCapPairList(IPairList):
                'for "pairlist.config.number_assets"'
            )

-        self._stake_currency = config["stake_currency"]
+        self._stake_currency = self._config["stake_currency"]
        self._number_assets = self._pairlistconfig["number_assets"]
        self._max_rank = self._pairlistconfig.get("max_rank", 30)
        self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
        self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
        self._def_candletype = self._config["candle_type_def"]

-        _coingecko_config = config.get("coingecko", {})
+        _coingecko_config = self._config.get("coingecko", {})

        self._coingecko: FtCoinGeckoApi = FtCoinGeckoApi(
            api_key=_coingecko_config.get("api_key", ""),
@@ -3,9 +3,8 @@ Offset pair list filter
 """

 import logging
-from typing import Any, Dict, List
+from typing import Dict, List

-from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -15,18 +14,11 @@ logger = logging.getLogger(__name__)


 class OffsetFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

-        self._offset = pairlistconfig.get("offset", 0)
-        self._number_pairs = pairlistconfig.get("number_assets", 0)
+        self._offset = self._pairlistconfig.get("offset", 0)
+        self._number_pairs = self._pairlistconfig.get("number_assets", 0)

        if self._offset < 0:
            raise OperationalException("OffsetFilter requires offset to be >= 0")
@@ -3,11 +3,10 @@ Performance pair list filter
 """

 import logging
-from typing import Any, Dict, List
+from typing import Dict, List

 import pandas as pd

-from freqtrade.constants import Config
 from freqtrade.exchange.types import Tickers
 from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -17,18 +16,11 @@ logger = logging.getLogger(__name__)


 class PerformanceFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

-        self._minutes = pairlistconfig.get("minutes", 0)
-        self._min_profit = pairlistconfig.get("min_profit")
+        self._minutes = self._pairlistconfig.get("minutes", 0)
+        self._min_profit = self._pairlistconfig.get("min_profit")

    @property
    def needstickers(self) -> bool:
@@ -3,9 +3,8 @@ Precision pair list filter
 """

 import logging
-from typing import Any, Dict, Optional
+from typing import Optional

-from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import ROUND_UP
 from freqtrade.exchange.types import Ticker
@@ -16,15 +15,8 @@ logger = logging.getLogger(__name__)


 class PrecisionFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

        if "stoploss" not in self._config:
            raise OperationalException(
@@ -3,9 +3,8 @@ Price pair list filter
 """

 import logging
-from typing import Any, Dict, Optional
+from typing import Dict, Optional

-from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -15,26 +14,19 @@ logger = logging.getLogger(__name__)


 class PriceFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

-        self._low_price_ratio = pairlistconfig.get("low_price_ratio", 0)
+        self._low_price_ratio = self._pairlistconfig.get("low_price_ratio", 0)
        if self._low_price_ratio < 0:
            raise OperationalException("PriceFilter requires low_price_ratio to be >= 0")
-        self._min_price = pairlistconfig.get("min_price", 0)
+        self._min_price = self._pairlistconfig.get("min_price", 0)
        if self._min_price < 0:
            raise OperationalException("PriceFilter requires min_price to be >= 0")
-        self._max_price = pairlistconfig.get("max_price", 0)
+        self._max_price = self._pairlistconfig.get("max_price", 0)
        if self._max_price < 0:
            raise OperationalException("PriceFilter requires max_price to be >= 0")
-        self._max_value = pairlistconfig.get("max_value", 0)
+        self._max_value = self._pairlistconfig.get("max_value", 0)
        if self._max_value < 0:
            raise OperationalException("PriceFilter requires max_value to be >= 0")
        self._enabled = (
@@ -5,7 +5,7 @@ Provides pair list from Leader data
 """

 import logging
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional

 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
@@ -32,19 +32,12 @@ class ProducerPairList(IPairList):

    is_pairlist_generator = True

-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Dict[str, Any],
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

        self._num_assets: int = self._pairlistconfig.get("number_assets", 0)
        self._producer_name = self._pairlistconfig.get("producer_name", "default")
-        if not config.get("external_message_consumer", {}).get("enabled"):
+        if not self._config.get("external_message_consumer", {}).get("enabled"):
            raise OperationalException(
                "ProducerPairList requires external_message_consumer to be enabled."
            )
@@ -14,7 +14,6 @@ from cachetools import TTLCache

 from freqtrade import __version__
 from freqtrade.configuration.load_config import CONFIG_PARSE_MODE
-from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -27,15 +26,8 @@ logger = logging.getLogger(__name__)
 class RemotePairList(IPairList):
    is_pairlist_generator = True

-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

        if "number_assets" not in self._pairlistconfig:
            raise OperationalException(
@@ -4,9 +4,8 @@ Shuffle pair list filter

 import logging
 import random
-from typing import Any, Dict, List, Literal
+from typing import Dict, List, Literal

-from freqtrade.constants import Config
 from freqtrade.enums import RunMode
 from freqtrade.exchange import timeframe_to_seconds
 from freqtrade.exchange.types import Tickers
@@ -20,27 +19,20 @@ ShuffleValues = Literal["candle", "iteration"]


 class ShuffleFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

        # Apply seed in backtesting mode to get comparable results,
        # but not in live modes to get a non-repeating order of pairs during live modes.
-        if config.get("runmode") in (RunMode.LIVE, RunMode.DRY_RUN):
+        if self._config.get("runmode") in (RunMode.LIVE, RunMode.DRY_RUN):
            self._seed = None
            logger.info("Live mode detected, not applying seed.")
        else:
-            self._seed = pairlistconfig.get("seed")
+            self._seed = self._pairlistconfig.get("seed")
            logger.info(f"Backtesting mode detected, applying seed value: {self._seed}")

-        self._random = random.Random(self._seed)
-        self._shuffle_freq: ShuffleValues = pairlistconfig.get("shuffle_frequency", "candle")
+        self._random = random.Random(self._seed)  # noqa: S311
+        self._shuffle_freq: ShuffleValues = self._pairlistconfig.get("shuffle_frequency", "candle")
        self.__pairlist_cache = PeriodicCache(
            maxsize=1000, ttl=timeframe_to_seconds(self._config["timeframe"])
        )
@@ -3,9 +3,8 @@ Spread pair list filter
 """

 import logging
-from typing import Any, Dict, Optional
+from typing import Dict, Optional

-from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -15,17 +14,10 @@ logger = logging.getLogger(__name__)


 class SpreadFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

-        self._max_spread_ratio = pairlistconfig.get("max_spread_ratio", 0.005)
+        self._max_spread_ratio = self._pairlistconfig.get("max_spread_ratio", 0.005)
        self._enabled = self._max_spread_ratio != 0

        if not self._exchange.get_option("tickers_have_bid_ask"):
@@ -6,9 +6,8 @@ Provides pair white list as it configured in config

 import logging
 from copy import deepcopy
-from typing import Any, Dict, List
+from typing import Dict, List

-from freqtrade.constants import Config
 from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter

@@ -19,15 +18,8 @@ logger = logging.getLogger(__name__)
 class StaticPairList(IPairList):
    is_pairlist_generator = True

-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

        self._allow_inactive = self._pairlistconfig.get("allow_inactive", False)

@@ -5,13 +5,13 @@ Volatility pairlist filter
 import logging
 import sys
 from datetime import timedelta
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional

 import numpy as np
 from cachetools import TTLCache
 from pandas import DataFrame

-from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
@@ -27,26 +27,19 @@ class VolatilityFilter(IPairList):
    Filters pairs by volatility
    """

-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

-        self._days = pairlistconfig.get("lookback_days", 10)
-        self._min_volatility = pairlistconfig.get("min_volatility", 0)
-        self._max_volatility = pairlistconfig.get("max_volatility", sys.maxsize)
-        self._refresh_period = pairlistconfig.get("refresh_period", 1440)
+        self._days = self._pairlistconfig.get("lookback_days", 10)
+        self._min_volatility = self._pairlistconfig.get("min_volatility", 0)
+        self._max_volatility = self._pairlistconfig.get("max_volatility", sys.maxsize)
+        self._refresh_period = self._pairlistconfig.get("refresh_period", 1440)
        self._def_candletype = self._config["candle_type_def"]
-        self._sort_direction: Optional[str] = pairlistconfig.get("sort_direction", None)
+        self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", None)

        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)

-        candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
+        candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
        if self._days < 1:
            raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
        if self._days > candle_limit:
@@ -10,7 +10,7 @@ from typing import Any, Dict, List, Literal

 from cachetools import TTLCache

-from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
 from freqtrade.exchange.types import Tickers
@@ -27,15 +27,8 @@ SORT_VALUES = ["quoteVolume"]
 class VolumePairList(IPairList):
    is_pairlist_generator = True

-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

        if "number_assets" not in self._pairlistconfig:
            raise OperationalException(
@@ -43,7 +36,7 @@ class VolumePairList(IPairList):
                'for "pairlist.config.number_assets"'
            )

-        self._stake_currency = config["stake_currency"]
+        self._stake_currency = self._config["stake_currency"]
        self._number_pairs = self._pairlistconfig["number_assets"]
        self._sort_key: Literal["quoteVolume"] = self._pairlistconfig.get("sort_key", "quoteVolume")
        self._min_value = self._pairlistconfig.get("min_value", 0)
@@ -94,7 +87,7 @@ class VolumePairList(IPairList):
        if not self._validate_keys(self._sort_key):
            raise OperationalException(f"key {self._sort_key} not in {SORT_VALUES}")

-        candle_limit = exchange.ohlcv_candle_limit(
+        candle_limit = self._exchange.ohlcv_candle_limit(
            self._lookback_timeframe, self._config["candle_type_def"]
        )
        if self._lookback_period < 0:
@@ -4,12 +4,12 @@ Rate of change pairlist filter

 import logging
 from datetime import timedelta
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional

 from cachetools import TTLCache
 from pandas import DataFrame

-from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
@@ -21,26 +21,19 @@ logger = logging.getLogger(__name__)


 class RangeStabilityFilter(IPairList):
-    def __init__(
-        self,
-        exchange,
-        pairlistmanager,
-        config: Config,
-        pairlistconfig: Dict[str, Any],
-        pairlist_pos: int,
-    ) -> None:
-        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+    def __init__(self, *args, **kwargs) -> None:
+        super().__init__(*args, **kwargs)

-        self._days = pairlistconfig.get("lookback_days", 10)
-        self._min_rate_of_change = pairlistconfig.get("min_rate_of_change", 0.01)
-        self._max_rate_of_change = pairlistconfig.get("max_rate_of_change")
-        self._refresh_period = pairlistconfig.get("refresh_period", 86400)
+        self._days = self._pairlistconfig.get("lookback_days", 10)
+        self._min_rate_of_change = self._pairlistconfig.get("min_rate_of_change", 0.01)
+        self._max_rate_of_change = self._pairlistconfig.get("max_rate_of_change")
+        self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
        self._def_candletype = self._config["candle_type_def"]
-        self._sort_direction: Optional[str] = pairlistconfig.get("sort_direction", None)
+        self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", None)

        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)

-        candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
+        candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
        if self._days < 1:
            raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
        if self._days > candle_limit:
@@ -31,7 +31,7 @@ security = HTTPBasic()
 oauth2_scheme = OAuth2PasswordBearer(tokenUrl="token", auto_error=False)


-def get_user_from_token(token, secret_key: str, token_type: str = "access") -> str:
+def get_user_from_token(token, secret_key: str, token_type: str = "access") -> str:  # noqa: S107
    credentials_exception = HTTPException(
        status_code=status.HTTP_401_UNAUTHORIZED,
        detail="Could not validate credentials",
@@ -86,11 +86,11 @@ async def validate_ws_token(
    await ws.close(code=status.WS_1008_POLICY_VIOLATION)


-def create_token(data: dict, secret_key: str, token_type: str = "access") -> str:
+def create_token(data: dict, secret_key: str, token_type: str = "access") -> str:  # noqa: S107
    to_encode = data.copy()
-    if token_type == "access":
+    if token_type == "access":  # noqa: S105
        expire = datetime.now(timezone.utc) + timedelta(minutes=15)
-    elif token_type == "refresh":
+    elif token_type == "refresh":  # noqa: S105
        expire = datetime.now(timezone.utc) + timedelta(days=30)
    else:
        raise ValueError()
@@ -127,9 +127,15 @@ def token_login(
 ):
    if verify_auth(api_config, form_data.username, form_data.password):
        token_data = {"identity": {"u": form_data.username}}
-        access_token = create_token(token_data, api_config.get("jwt_secret_key", "super-secret"))
+        access_token = create_token(
+            token_data,
+            api_config.get("jwt_secret_key", "super-secret"),
+            token_type="access",  # noqa: S106
+        )
        refresh_token = create_token(
-            token_data, api_config.get("jwt_secret_key", "super-secret"), token_type="refresh"
+            token_data,
+            api_config.get("jwt_secret_key", "super-secret"),
+            token_type="refresh",  # noqa: S106
        )
        return {
            "access_token": access_token,
@@ -148,6 +154,8 @@ def token_refresh(token: str = Depends(oauth2_scheme), api_config=Depends(get_ap
    u = get_user_from_token(token, api_config.get("jwt_secret_key", "super-secret"), "refresh")
    token_data = {"identity": {"u": u}}
    access_token = create_token(
-        token_data, api_config.get("jwt_secret_key", "super-secret"), token_type="access"
+        token_data,
+        api_config.get("jwt_secret_key", "super-secret"),
+        token_type="access",  # noqa: S106
    )
    return {"access_token": access_token}
@@ -1466,6 +1466,8 @@ class RPC:
        from freqtrade.resolvers.strategy_resolver import StrategyResolver

        strategy = StrategyResolver.load_strategy(config)
+        # Manually load hyperparameters, as we don't call the bot-start callback.
+        strategy.ft_load_hyper_params(False)

        if strategy.plot_config and "subplots" not in strategy.plot_config:
            strategy.plot_config["subplots"] = {}
@@ -6,6 +6,7 @@ This module defines the interface to apply for strategies
 import logging
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
+from math import isinf, isnan
 from typing import Dict, List, Optional, Tuple, Union

 from pandas import DataFrame
@@ -1423,7 +1424,9 @@ class IStrategy(ABC, HyperStrategyMixin):
                after_fill=after_fill,
            )
            # Sanity check - error cases will return None
-            if stop_loss_value_custom:
+            if stop_loss_value_custom and not (
+                isnan(stop_loss_value_custom) or isinf(stop_loss_value_custom)
+            ):
                stop_loss_value = stop_loss_value_custom
                trade.adjust_stop_loss(
                    bound or current_rate, stop_loss_value, allow_refresh=after_fill
@@ -31,7 +31,7 @@ if "dev" in __version__:
            versionfile = Path("./freqtrade_commit")
            if versionfile.is_file():
                __version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"
-        except Exception:
+        except Exception:  # noqa: S110
            pass

 __all__ = ["FtRestClient"]
@@ -81,12 +81,12 @@ def print_commands():
            print(f"{x}\n\t{doc}\n")


-def main_exec(args: Dict[str, Any]):
-    if args.get("show"):
+def main_exec(parsed: Dict[str, Any]):
+    if parsed.get("show"):
        print_commands()
        sys.exit()

-    config = load_config(args["config"])
+    config = load_config(parsed["config"])
    url = config.get("api_server", {}).get("listen_ip_address", "127.0.0.1")
    port = config.get("api_server", {}).get("listen_port", "8080")
    username = config.get("api_server", {}).get("username")
@@ -96,13 +96,24 @@ def main_exec(args: Dict[str, Any]):
    client = FtRestClient(server_url, username, password)

    m = [x for x, y in inspect.getmembers(client) if not x.startswith("_")]
-    command = args["command"]
+    command = parsed["command"]
    if command not in m:
        logger.error(f"Command {command} not defined")
        print_commands()
        return

-    print(json.dumps(getattr(client, command)(*args["command_arguments"])))
+    # Split arguments with = into key/value pairs
+    kwargs = {x.split("=")[0]: x.split("=")[1] for x in parsed["command_arguments"] if "=" in x}
+    args = [x for x in parsed["command_arguments"] if "=" not in x]
+    try:
+        res = getattr(client, command)(*args, **kwargs)
+        print(json.dumps(res))
+    except TypeError as e:
+        logger.error(f"Error executing command {command}: {e}")
+        sys.exit(1)
+    except Exception as e:
+        logger.error(f"Fatal Error executing command {command}: {e}")
+        sys.exit(1)


 def main():
@@ -54,7 +54,7 @@ class FtRestClient:
            # return resp.text
            return resp.json()
        except ConnectionError:
-            logger.warning("Connection error")
+            logger.warning(f"Connection error - could not connect to {netloc}.")

    def _get(self, apipath, params: ParamsT = None):
        return self._call("GET", apipath, params=params)
@@ -312,20 +312,48 @@ class FtRestClient:
        data = {"pair": pair, "price": price}
        return self._post("forcebuy", data=data)

-    def forceenter(self, pair, side, price=None):
+    def forceenter(
+        self,
+        pair,
+        side,
+        price=None,
+        *,
+        order_type=None,
+        stake_amount=None,
+        leverage=None,
+        enter_tag=None,
+    ):
        """Force entering a trade

        :param pair: Pair to buy (ETH/BTC)
        :param side: 'long' or 'short'
        :param price: Optional - price to buy
+        :param order_type: Optional keyword argument - 'limit' or 'market'
+        :param stake_amount: Optional keyword argument - stake amount (as float)
+        :param leverage: Optional keyword argument - leverage (as float)
+        :param enter_tag: Optional keyword argument - entry tag (as string, default: 'force_enter')
        :return: json object of the trade
        """
        data = {
            "pair": pair,
            "side": side,
        }
+
        if price:
            data["price"] = price
+
+        if order_type:
+            data["ordertype"] = order_type
+
+        if stake_amount:
+            data["stakeamount"] = stake_amount
+
+        if leverage:
+            data["leverage"] = leverage
+
+        if enter_tag:
+            data["entry_tag"] = enter_tag
+
        return self._post("forceenter", data=data)

    def forceexit(self, tradeid, ordertype=None, amount=None):
@@ -1,3 +1,3 @@
 # Requirements for freqtrade client library
-requests==2.32.2
+requests==2.32.3
 python-rapidjson==1.17
@@ -1,5 +1,5 @@
 import re
-from unittest.mock import MagicMock
+from unittest.mock import ANY, MagicMock

 import pytest
 from requests.exceptions import ConnectionError
@@ -52,70 +52,89 @@ def test_FtRestClient_call_invalid(caplog):


@pytest.mark.parametrize(
-    "method,args",
+    "method,args,kwargs",
    [
-        ("start", []),
-        ("stop", []),
-        ("stopbuy", []),
-        ("reload_config", []),
-        ("balance", []),
-        ("count", []),
-        ("entries", []),
-        ("exits", []),
-        ("mix_tags", []),
-        ("locks", []),
-        ("lock_add", ["XRP/USDT", "2024-01-01 20:00:00Z", "*", "rand"]),
-        ("delete_lock", [2]),
-        ("daily", []),
-        ("daily", [15]),
-        ("weekly", []),
-        ("weekly", [15]),
-        ("monthly", []),
-        ("monthly", [12]),
-        ("edge", []),
-        ("profit", []),
-        ("stats", []),
-        ("performance", []),
-        ("status", []),
-        ("version", []),
-        ("show_config", []),
-        ("ping", []),
-        ("logs", []),
-        ("logs", [55]),
-        ("trades", []),
-        ("trades", [5]),
-        ("trades", [5, 5]),  # With offset
-        ("trade", [1]),
-        ("delete_trade", [1]),
-        ("cancel_open_order", [1]),
-        ("whitelist", []),
-        ("blacklist", []),
-        ("blacklist", ["XRP/USDT"]),
-        ("blacklist", ["XRP/USDT", "BTC/USDT"]),
-        ("forcebuy", ["XRP/USDT"]),
-        ("forcebuy", ["XRP/USDT", 1.5]),
-        ("forceenter", ["XRP/USDT", "short"]),
-        ("forceenter", ["XRP/USDT", "short", 1.5]),
-        ("forceexit", [1]),
-        ("forceexit", [1, "limit"]),
-        ("forceexit", [1, "limit", 100]),
-        ("strategies", []),
-        ("strategy", ["sampleStrategy"]),
-        ("pairlists_available", []),
-        ("plot_config", []),
-        ("available_pairs", []),
-        ("available_pairs", ["5m"]),
-        ("pair_candles", ["XRP/USDT", "5m"]),
-        ("pair_candles", ["XRP/USDT", "5m", 500]),
-        ("pair_history", ["XRP/USDT", "5m", "SampleStrategy"]),
-        ("sysinfo", []),
-        ("health", []),
+        ("start", [], {}),
+        ("stop", [], {}),
+        ("stopbuy", [], {}),
+        ("reload_config", [], {}),
+        ("balance", [], {}),
+        ("count", [], {}),
+        ("entries", [], {}),
+        ("exits", [], {}),
+        ("mix_tags", [], {}),
+        ("locks", [], {}),
+        ("lock_add", ["XRP/USDT", "2024-01-01 20:00:00Z", "*", "rand"], {}),
+        ("delete_lock", [2], {}),
+        ("daily", [], {}),
+        ("daily", [15], {}),
+        ("weekly", [], {}),
+        ("weekly", [15], {}),
+        ("monthly", [], {}),
+        ("monthly", [12], {}),
+        ("edge", [], {}),
+        ("profit", [], {}),
+        ("stats", [], {}),
+        ("performance", [], {}),
+        ("status", [], {}),
+        ("version", [], {}),
+        ("show_config", [], {}),
+        ("ping", [], {}),
+        ("logs", [], {}),
+        ("logs", [55], {}),
+        ("trades", [], {}),
+        ("trades", [5], {}),
+        ("trades", [5, 5], {}),  # With offset
+        ("trade", [1], {}),
+        ("delete_trade", [1], {}),
+        ("cancel_open_order", [1], {}),
+        ("whitelist", [], {}),
+        ("blacklist", [], {}),
+        ("blacklist", ["XRP/USDT"], {}),
+        ("blacklist", ["XRP/USDT", "BTC/USDT"], {}),
+        ("forcebuy", ["XRP/USDT"], {}),
+        ("forcebuy", ["XRP/USDT", 1.5], {}),
+        ("forceenter", ["XRP/USDT", "short"], {}),
+        ("forceenter", ["XRP/USDT", "short", 1.5], {}),
+        ("forceenter", ["XRP/USDT", "short", 1.5], {"order_type": "market"}),
+        ("forceenter", ["XRP/USDT", "short", 1.5], {"order_type": "market", "stake_amount": 100}),
+        (
+            "forceenter",
+            ["XRP/USDT", "short", 1.5],
+            {"order_type": "market", "stake_amount": 100, "leverage": 10.0},
+        ),
+        (
+            "forceenter",
+            ["XRP/USDT", "short", 1.5],
+            {
+                "order_type": "market",
+                "stake_amount": 100,
+                "leverage": 10.0,
+                "enter_tag": "test_force_enter",
+            },
+        ),
+        ("forceexit", [1], {}),
+        ("forceexit", [1, "limit"], {}),
+        ("forceexit", [1, "limit", 100], {}),
+        ("strategies", [], {}),
+        ("strategy", ["sampleStrategy"], {}),
+        ("pairlists_available", [], {}),
+        ("plot_config", [], {}),
+        ("available_pairs", [], {}),
+        ("available_pairs", ["5m"], {}),
+        ("pair_candles", ["XRP/USDT", "5m"], {}),
+        ("pair_candles", ["XRP/USDT", "5m", 500], {}),
+        ("pair_candles", ["XRP/USDT", "5m", 500], {"columns": ["close_time,close"]}),
+        ("pair_history", ["XRP/USDT", "5m", "SampleStrategy"], {}),
+        ("pair_history", ["XRP/USDT", "5m"], {"strategy": "SampleStrategy"}),
+        ("sysinfo", [], {}),
+        ("health", [], {}),
    ],
 )
-def test_FtRestClient_call_explicit_methods(method, args):
+def test_FtRestClient_call_explicit_methods(method, args, kwargs):
    client, mock = get_rest_client()
    exec = getattr(client, method)
-    exec(*args)
+    exec(*args, **kwargs)
    assert mock.call_count == 1


@@ -148,3 +167,40 @@ def test_ft_client(mocker, capsys, caplog):
    )
    main_exec(args)
    assert log_has_re("Command whatever not defined", caplog)
+
+
+@pytest.mark.parametrize(
+    "params, expected_args, expected_kwargs",
+    [
+        ("forceenter BTC/USDT long", ["BTC/USDT", "long"], {}),
+        ("forceenter BTC/USDT long limit", ["BTC/USDT", "long", "limit"], {}),
+        (
+            # Skip most parameters, only providing enter_tag
+            "forceenter BTC/USDT long enter_tag=deadBeef",
+            ["BTC/USDT", "long"],
+            {"enter_tag": "deadBeef"},
+        ),
+        (
+            "forceenter BTC/USDT long invalid_key=123",
+            [],
+            SystemExit,
+            # {"invalid_key": "deadBeef"},
+        ),
+    ],
+)
+def test_ft_client_argparsing(mocker, params, expected_args, expected_kwargs, caplog):
+    mocked_method = params.split(" ")[0]
+    mocker.patch("freqtrade_client.ft_client.load_config", return_value={}, autospec=True)
+    mm = mocker.patch(
+        f"freqtrade_client.ft_client.FtRestClient.{mocked_method}", return_value={}, autospec=True
+    )
+    args = add_arguments(params.split(" "))
+    if isinstance(expected_kwargs, dict):
+        main_exec(args)
+        mm.assert_called_once_with(ANY, *expected_args, **expected_kwargs)
+    else:
+        with pytest.raises(expected_kwargs):
+            main_exec(args)
+
+        assert log_has_re(f"Error executing command {mocked_method}: got an unexpected .*", caplog)
+        mm.assert_not_called()
@@ -1,5 +1,6 @@
 site_name: Freqtrade
 site_url: !ENV [READTHEDOCS_CANONICAL_URL, 'https://www.freqtrade.io/en/latest/']
+site_description: Freqtrade is a free and open source crypto trading bot written in Python, designed to support all major exchanges and be controlled via Telegram or builtin Web UI
 repo_url: https://github.com/freqtrade/freqtrade
 edit_uri: edit/develop/docs/
 use_directory_urls: True
@@ -82,6 +82,9 @@ skip_glob = ["**/.env*", "**/env/*", "**/.venv/*", "**/docs/*", "**/user_data/*"
 known_first_party = ["freqtrade_client"]

 [tool.pytest.ini_options]
+log_format = "%(asctime)s %(levelname)s %(message)s"
+log_date_format = "%Y-%m-%d %H:%M:%S"
+
 asyncio_mode = "auto"
 addopts = "--dist loadscope"

@@ -135,7 +138,7 @@ extend-select = [
  # "EXE",  # flake8-executable
  # "C4",     # flake8-comprehensions
  "YTT",    # flake8-2020
-  # "S",    # flake8-bandit
+  "S",    # flake8-bandit
  # "DTZ",  # flake8-datetimez
  # "RSE",  # flake8-raise
  # "TCH",  # flake8-type-checking
@@ -148,13 +151,30 @@ extend-ignore = [
  "E272",  # Multiple spaces before keyword
  "E221",  # Multiple spaces before operator
  "B007",  # Loop control variable not used
+  "S603",  # `subprocess` call: check for execution of untrusted input
+  "S607",  # Starting a process with a partial executable path
+  "S608",  # Possible SQL injection vector through string-based query construction
 ]

 [tool.ruff.lint.mccabe]
 max-complexity = 12

 [tool.ruff.lint.per-file-ignores]
-"tests/*" = ["S"]
+"freqtrade/freqai/**/*.py" = [
+  "S311"  # Standard pseudo-random generators are not suitable for cryptographic purposes
+]
+"tests/**/*.py" = [
+  "S101",  # allow assert in tests
+  "S104",  #  Possible binding to all interfaces
+  "S311",  # Standard pseudo-random generators are not suitable for cryptographic purposes
+  "S105",  # Possible hardcoded password assigned to: "secret"
+  "S106",  # Possible hardcoded password assigned to argument: "token_type"
+  "S110",  # `try`-`except`-`pass` detected, consider logging the exception
+  ]
+
+"ft_client/test_client/**/*.py" = [
+  "S101",  # allow assert in tests
+]

 [tool.ruff.lint.flake8-bugbear]
 # Allow default arguments like, e.g., `data: List[str] = fastapi.Query(None)`.
@@ -7,10 +7,10 @@
 -r docs/requirements-docs.txt

 coveralls==4.0.1
-ruff==0.4.5
+ruff==0.4.10
 mypy==1.10.0
 pre-commit==3.7.1
-pytest==8.2.1
+pytest==8.2.2
 pytest-asyncio==0.23.7
 pytest-cov==5.0.0
 pytest-mock==3.14.0
@@ -26,6 +26,6 @@ nbconvert==7.16.4
 # mypy types
 types-cachetools==5.3.0.7
 types-filelock==3.2.7
-types-requests==2.32.0.20240523
+types-requests==2.32.0.20240622
 types-tabulate==0.9.0.20240106
 types-python-dateutil==2.9.0.20240316
@@ -2,7 +2,8 @@
 -r requirements-freqai.txt

 # Required for freqai-rl
-torch==2.2.2
+torch==2.3.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
+torch==2.2.2; sys_platform == 'darwin' and platform_machine == 'x86_64'
 gymnasium==0.29.1
 stable_baselines3==2.3.2
 sb3_contrib>=2.2.1
@@ -6,7 +6,7 @@
 scikit-learn==1.5.0
 joblib==1.4.2
 catboost==1.2.5; 'arm' not in platform_machine
-lightgbm==4.3.0
+lightgbm==4.4.0
 xgboost==2.0.3
-tensorboard==2.16.2
+tensorboard==2.17.0
 datasieve==0.1.7
@@ -5,4 +5,4 @@
 scipy==1.13.1
 scikit-learn==1.5.0
 ft-scikit-optimize==0.9.2
-filelock==3.14.0
+filelock==3.15.4
@@ -1,22 +1,22 @@
 numpy==1.26.4
 pandas==2.2.2
-bottleneck==1.3.8
-numexpr==2.10.0
+bottleneck==1.4.0
+numexpr==2.10.1
 pandas-ta==0.3.14b

-ccxt==4.3.35
-cryptography==42.0.7
+ccxt==4.3.50
+cryptography==42.0.8
 aiohttp==3.9.5
-SQLAlchemy==2.0.30
-python-telegram-bot==21.2
+SQLAlchemy==2.0.31
+python-telegram-bot==21.3
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
 httpx>=0.24.1
 humanize==4.9.0
 cachetools==5.3.3
-requests==2.32.2
-urllib3==2.2.1
+requests==2.32.3
+urllib3==2.2.2
 jsonschema==4.22.0
-TA-Lib==0.4.29
+TA-Lib==0.4.31
 technical==1.4.3
 tabulate==0.9.0
 pycoingecko==3.1.0
@@ -32,18 +32,18 @@ py_find_1st==1.1.6
 # Load ticker files 30% faster
 python-rapidjson==1.17
 # Properly format api responses
-orjson==3.10.3
+orjson==3.10.5

 # Notify systemd
 sdnotify==0.3.2

 # API Server
 fastapi==0.111.0
-pydantic==2.7.1
-uvicorn==0.29.0
+pydantic==2.7.4
+uvicorn==0.30.1
 pyjwt==2.8.0
 aiofiles==23.2.1
-psutil==5.9.8
+psutil==6.0.0

 # Support for colorized terminal output
 colorama==0.4.6
@@ -62,4 +62,4 @@ websockets==12.0
 janus==1.0.0

 ast-comments==1.2.2
-packaging==24.0
+packaging==24.1
@@ -49,7 +49,7 @@ function updateenv() {
    source .venv/bin/activate
    SYS_ARCH=$(uname -m)
    echo "pip install in-progress. Please wait..."
-    ${PYTHON} -m pip install --upgrade pip wheel setuptools
+    ${PYTHON} -m pip install --upgrade "pip<=24.0" wheel setuptools
    REQUIREMENTS_HYPEROPT=""
    REQUIREMENTS_PLOT=""
    REQUIREMENTS_FREQAI=""
@@ -238,7 +238,6 @@ def patched_configuration_load_config_file(mocker, config) -> None:
 def patch_exchange(
    mocker, api_mock=None, id="binance", mock_markets=True, mock_supported_modes=True
 ) -> None:
-    mocker.patch(f"{EXMS}._load_async_markets", return_value={})
    mocker.patch(f"{EXMS}.validate_config", MagicMock())
    mocker.patch(f"{EXMS}.validate_timeframes", MagicMock())
    mocker.patch(f"{EXMS}.id", PropertyMock(return_value=id))
@@ -248,6 +247,7 @@ def patch_exchange(
    mocker.patch("freqtrade.exchange.bybit.Bybit.cache_leverage_tiers")

    if mock_markets:
+        mocker.patch(f"{EXMS}._load_async_markets", return_value={})
        if isinstance(mock_markets, bool):
            mock_markets = get_markets()
        mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=mock_markets))
@@ -83,6 +83,12 @@ def test_download_data_main_trades(mocker):
    assert dl_mock.call_count == 1
    assert convert_mock.call_count == 1

+    # Exchange that doesn't support historic downloads
+    config["exchange"]["name"] = "bybit"
+    with pytest.raises(OperationalException, match=r"Trade history not available for .*"):
+        config
+        download_data_main(config)
+

 def test_download_data_main_data_invalid(mocker):
    patch_exchange(mocker, id="kraken")
@@ -67,10 +67,10 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, use
                "enter_tag_long_b",
            ],
            "exit_reason": [
-                ExitType.ROI,
-                ExitType.EXIT_SIGNAL,
-                ExitType.STOP_LOSS,
-                ExitType.TRAILING_STOP_LOSS,
+                ExitType.ROI.value,
+                ExitType.EXIT_SIGNAL.value,
+                ExitType.STOP_LOSS.value,
+                ExitType.TRAILING_STOP_LOSS.value,
            ],
        }
    )
@@ -7,7 +7,7 @@ from unittest.mock import MagicMock, Mock, PropertyMock, patch

 import ccxt
 import pytest
-from numpy import NaN
+from numpy import nan
 from pandas import DataFrame

 from freqtrade.enums import CandleType, MarginMode, RunMode, TradingMode
@@ -181,7 +181,7 @@ def test_remove_exchange_credentials(default_conf) -> None:


 def test_init_ccxt_kwargs(default_conf, mocker, caplog):
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    aei_mock = mocker.patch(f"{EXMS}.additional_exchange_init")

@@ -518,7 +518,7 @@ def test__load_async_markets(default_conf, mocker, caplog):
    mocker.patch(f"{EXMS}._init_ccxt")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_markets")
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
    exchange = Exchange(default_conf)
@@ -527,28 +527,26 @@ def test__load_async_markets(default_conf, mocker, caplog):
    assert exchange._api_async.load_markets.call_count == 1
    caplog.set_level(logging.DEBUG)

-    exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef"))
-    exchange._load_async_markets()
-
-    assert log_has("Could not load async markets. Reason: deadbeef", caplog)
+    exchange._api_async.load_markets = get_mock_coro(side_effect=ccxt.BaseError("deadbeef"))
+    with pytest.raises(ccxt.BaseError, match="deadbeef"):
+        exchange._load_async_markets()


 def test__load_markets(default_conf, mocker, caplog):
    caplog.set_level(logging.INFO)
    api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
+    api_mock.load_markets = get_mock_coro(side_effect=ccxt.BaseError("SomeError"))
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
    Exchange(default_conf)
-    assert log_has("Unable to initialize markets.", caplog)
+    assert log_has("Could not load markets.", caplog)

    expected_return = {"ETH/BTC": "available"}
    api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(return_value=expected_return)
+    api_mock.load_markets = get_mock_coro(return_value=expected_return)
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    default_conf["exchange"]["pair_whitelist"] = ["ETH/BTC"]
    ex = Exchange(default_conf)
@@ -563,12 +561,12 @@ def test_reload_markets(default_conf, mocker, caplog, time_machine):
    start_dt = dt_now()
    time_machine.move_to(start_dt, tick=False)
    api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(return_value=initial_markets)
+    api_mock.load_markets = get_mock_coro(return_value=initial_markets)
    default_conf["exchange"]["markets_refresh_interval"] = 10
    exchange = get_patched_exchange(
        mocker, default_conf, api_mock, id="binance", mock_markets=False
    )
-    exchange._load_async_markets = MagicMock()
+    lam_spy = mocker.spy(exchange, "_load_async_markets")
    assert exchange._last_markets_refresh == dt_ts()

    assert exchange.markets == initial_markets
@@ -577,42 +575,45 @@ def test_reload_markets(default_conf, mocker, caplog, time_machine):
    # less than 10 minutes have passed, no reload
    exchange.reload_markets()
    assert exchange.markets == initial_markets
-    assert exchange._load_async_markets.call_count == 0
+    assert lam_spy.call_count == 0

-    api_mock.load_markets = MagicMock(return_value=updated_markets)
+    api_mock.load_markets = get_mock_coro(return_value=updated_markets)
    # more than 10 minutes have passed, reload is executed
    time_machine.move_to(start_dt + timedelta(minutes=11), tick=False)
    exchange.reload_markets()
    assert exchange.markets == updated_markets
-    assert exchange._load_async_markets.call_count == 1
+    assert lam_spy.call_count == 1
    assert log_has("Performing scheduled market reload..", caplog)

    # Not called again
-    exchange._load_async_markets.reset_mock()
+    lam_spy.reset_mock()

    exchange.reload_markets()
-    assert exchange._load_async_markets.call_count == 0
+    assert lam_spy.call_count == 0


 def test_reload_markets_exception(default_conf, mocker, caplog):
    caplog.set_level(logging.DEBUG)

    api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError"))
+    api_mock.load_markets = get_mock_coro(side_effect=ccxt.NetworkError("LoadError"))
    default_conf["exchange"]["markets_refresh_interval"] = 10
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
+    exchange = get_patched_exchange(
+        mocker, default_conf, api_mock, id="binance", mock_markets=False
+    )

+    exchange._last_markets_refresh = 2
    # less than 10 minutes have passed, no reload
    exchange.reload_markets()
-    assert exchange._last_markets_refresh == 0
-    assert log_has_re(r"Could not reload markets.*", caplog)
+    assert exchange._last_markets_refresh == 2
+    assert log_has_re(r"Could not load markets\..*", caplog)


@pytest.mark.parametrize("stake_currency", ["ETH", "BTC", "USDT"])
 def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
    default_conf["stake_currency"] = stake_currency
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -623,7 +624,6 @@ def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_pricing")
    Exchange(default_conf)

@@ -631,7 +631,7 @@ def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
 def test_validate_stakecurrency_error(default_conf, mocker, caplog):
    default_conf["stake_currency"] = "XRP"
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -642,14 +642,13 @@ def test_validate_stakecurrency_error(default_conf, mocker, caplog):
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
    with pytest.raises(
        ConfigurationError,
        match=r"XRP is not available as stake on .*Available currencies are: BTC, ETH, USDT",
    ):
        Exchange(default_conf)

-    type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError("No connection."))
+    type(api_mock).load_markets = get_mock_coro(side_effect=ccxt.NetworkError("No connection."))
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))

    with pytest.raises(
@@ -694,24 +693,26 @@ def test_get_pair_base_currency(default_conf, mocker, pair, expected):
    assert ex.get_pair_base_currency(pair) == expected


-def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs directly
+def test_validate_pairs(default_conf, mocker):
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
-        return_value={
-            "ETH/BTC": {"quote": "BTC"},
-            "LTC/BTC": {"quote": "BTC"},
-            "XRP/BTC": {"quote": "BTC"},
-            "NEO/BTC": {"quote": "BTC"},
-        }
-    )
    id_mock = PropertyMock(return_value="test_exchange")
    type(api_mock).id = id_mock

    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
+    mocker.patch(
+        f"{EXMS}._load_async_markets",
+        return_value={
+            "ETH/BTC": {"quote": "BTC"},
+            "LTC/BTC": {"quote": "BTC"},
+            "XRP/BTC": {"quote": "BTC"},
+            "NEO/BTC": {"quote": "BTC"},
+        },
+    )
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
+    # test exchange.validate_pairs directly
+    # No assert - but this should not fail (!)
    Exchange(default_conf)


@@ -751,7 +752,7 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):

 def test_validate_pairs_restricted(default_conf, mocker, caplog):
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -761,7 +762,6 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
    )
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_pricing")
    mocker.patch(f"{EXMS}.validate_stakecurrency")

@@ -774,9 +774,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
    )


-def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
+def test_validate_pairs_stakecompatibility(default_conf, mocker):
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -787,17 +787,16 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
    )
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")

    Exchange(default_conf)


-def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, caplog):
+def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker):
    api_mock = MagicMock()
    default_conf["stake_currency"] = ""
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -808,7 +807,6 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca
    )
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")

@@ -816,10 +814,10 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca
    assert type(api_mock).load_markets.call_count == 1


-def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
+def test_validate_pairs_stakecompatibility_fail(default_conf, mocker):
    default_conf["exchange"]["pair_whitelist"].append("HELLO-WORLD")
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -830,7 +828,6 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
    )
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")

    with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"):
@@ -847,7 +844,7 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
    type(api_mock).timeframes = timeframes

    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -865,7 +862,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
    type(api_mock).timeframes = timeframes

    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -895,7 +892,7 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
    del api_mock.timeframes

    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    with pytest.raises(
@@ -917,7 +914,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
    del api_mock.timeframes

    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={"timeframes": None}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs", MagicMock())
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    with pytest.raises(
@@ -939,7 +936,7 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
    type(api_mock).timeframes = timeframes

    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -955,7 +952,7 @@ def test_validate_pricing(default_conf, mocker):
    }
    type(api_mock).has = PropertyMock(return_value=has)
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_trading_mode_and_margin_mode")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
@@ -991,7 +988,7 @@ def test_validate_ordertypes(default_conf, mocker):

    type(api_mock).has = PropertyMock(return_value={"createMarketOrder": True})
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
@@ -1050,7 +1047,7 @@ def test_validate_ordertypes_stop_advanced(default_conf, mocker, exchange_name,
    default_conf["margin_mode"] = MarginMode.ISOLATED
    type(api_mock).has = PropertyMock(return_value={"createMarketOrder": True})
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
@@ -1075,7 +1072,7 @@ def test_validate_ordertypes_stop_advanced(default_conf, mocker, exchange_name,
 def test_validate_order_types_not_in_config(default_conf, mocker):
    api_mock = MagicMock()
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -1947,7 +1944,9 @@ def test_fetch_trading_fees(default_conf, mocker):
    assert api_mock.fetch_trading_fees.call_count == 1

    api_mock.fetch_trading_fees.reset_mock()
-
+    # Reload-markets calls fetch_trading_fees, too - so the explicit calls in the below
+    # exception test would be called twice.
+    mocker.patch(f"{EXMS}.reload_markets")
    ccxt_exceptionhandlers(
        mocker, default_conf, api_mock, exchange_name, "fetch_trading_fees", "fetch_trading_fees"
    )
@@ -4861,7 +4860,7 @@ def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value,
        (10, 0.0001, 2.0, 1.0, 0.002, 0.002),
        (10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
        (10, 0.0002, 2.5, None, 0.005, None),
-        (10, 0.0002, NaN, None, 0.0, None),
+        (10, 0.0002, nan, None, 0.0, None),
    ],
 )
 def test_calculate_funding_fees(
@@ -699,18 +699,20 @@ def test_process_trade_creation(


 def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None:
+    # TODO: Move this test to test_worker
    patch_RPCManager(mocker)
    patch_exchange(mocker)
    mocker.patch.multiple(
        EXMS,
        fetch_ticker=ticker_usdt,
-        reload_markets=MagicMock(side_effect=TemporaryError),
+        reload_markets=MagicMock(),
        create_order=MagicMock(side_effect=TemporaryError),
    )
    sleep_mock = mocker.patch("time.sleep")

    worker = Worker(args=None, config=default_conf_usdt)
    patch_get_signal(worker.freqtrade)
+    mocker.patch(f"{EXMS}.reload_markets", MagicMock(side_effect=TemporaryError))

    worker._process_running()
    assert sleep_mock.called is True
@@ -1650,11 +1650,11 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
    ]
    args = get_args(args)
    start_backtesting(args)
-    # 2 backtests, 4 tables
+    # 2 backtests, 6 tables (entry, exit, mixed - each 2x)
    assert backtestmock.call_count == 2
    assert text_table_mock.call_count == 4
    assert strattable_mock.call_count == 1
-    assert tag_metrics_mock.call_count == 4
+    assert tag_metrics_mock.call_count == 6
    assert strat_summary.call_count == 1

    # check the logs, that will contain the backtest result
@@ -1709,7 +1709,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
            "open_rate": [0.104445, 0.10302485],
            "close_rate": [0.104969, 0.103541],
            "is_short": [False, False],
-            "exit_reason": [ExitType.ROI, ExitType.ROI],
+            "exit_reason": [ExitType.ROI.value, ExitType.ROI.value],
        }
    )
    result2 = pd.DataFrame(
@@ -1729,7 +1729,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
            "open_rate": [0.104445, 0.10302485, 0.122541],
            "close_rate": [0.104969, 0.103541, 0.123541],
            "is_short": [False, False, False],
-            "exit_reason": [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS],
+            "exit_reason": [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value],
        }
    )
    backtestmock = MagicMock(
@@ -415,10 +415,10 @@ def test_hyperopt_format_results(hyperopt):
                "is_short": [False, False, False, False],
                "stake_amount": [0.01, 0.01, 0.01, 0.01],
                "exit_reason": [
-                    ExitType.ROI,
-                    ExitType.STOP_LOSS,
-                    ExitType.ROI,
-                    ExitType.FORCE_EXIT,
+                    ExitType.ROI.value,
+                    ExitType.STOP_LOSS.value,
+                    ExitType.ROI.value,
+                    ExitType.FORCE_EXIT.value,
                ],
            }
        ),
@@ -507,10 +507,10 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                "is_short": [False, False, False, False],
                "stake_amount": [0.01, 0.01, 0.01, 0.01],
                "exit_reason": [
-                    ExitType.ROI,
-                    ExitType.STOP_LOSS,
-                    ExitType.ROI,
-                    ExitType.FORCE_EXIT,
+                    ExitType.ROI.value,
+                    ExitType.STOP_LOSS.value,
+                    ExitType.ROI.value,
+                    ExitType.FORCE_EXIT.value,
                ],
            }
        ),
@@ -1063,7 +1063,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None
 def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path, fee) -> None:
    mocker.patch(f"{EXMS}.validate_config", MagicMock())
    mocker.patch(f"{EXMS}.get_fee", fee)
-    mocker.patch(f"{EXMS}._load_markets")
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=get_markets()))
    (tmp_path / "hyperopt_results").mkdir(parents=True)
    # Dummy-reduce points to ensure scikit-learn is forced to generate new values
@@ -70,13 +70,13 @@ def test_text_table_bt_results():
    )

    result_str = (
-        "|    Pair |   Entries |   Avg Profit % |   Tot Profit BTC |   "
+        "|    Pair |   Trades |   Avg Profit % |   Tot Profit BTC |   "
        "Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |\n"
-        "|---------+-----------+----------------+------------------+"
+        "|---------+----------+----------------+------------------+"
        "----------------+----------------+-------------------------|\n"
-        "| ETH/BTC |         3 |           8.33 |       0.50000000 |          "
+        "| ETH/BTC |        3 |           8.33 |       0.50000000 |          "
        "12.50 |        0:20:00 |     2     0     1  66.7 |\n"
-        "|   TOTAL |         3 |           8.33 |       0.50000000 |          "
+        "|   TOTAL |        3 |           8.33 |       0.50000000 |          "
        "12.50 |        0:20:00 |     2     0     1  66.7 |"
    )

@@ -116,10 +116,10 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
                    "is_short": [False, False, False, False],
                    "stake_amount": [0.01, 0.01, 0.01, 0.01],
                    "exit_reason": [
-                        ExitType.ROI,
-                        ExitType.STOP_LOSS,
-                        ExitType.ROI,
-                        ExitType.FORCE_EXIT,
+                        ExitType.ROI.value,
+                        ExitType.STOP_LOSS.value,
+                        ExitType.ROI.value,
+                        ExitType.FORCE_EXIT.value,
                    ],
                }
            ),
@@ -183,10 +183,10 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
                    "is_short": [False, False, False, False],
                    "stake_amount": [0.01, 0.01, 0.01, 0.01],
                    "exit_reason": [
-                        ExitType.ROI,
-                        ExitType.ROI,
-                        ExitType.STOP_LOSS,
-                        ExitType.FORCE_EXIT,
+                        ExitType.ROI.value,
+                        ExitType.ROI.value,
+                        ExitType.STOP_LOSS.value,
+                        ExitType.FORCE_EXIT.value,
                    ],
                }
            ),
@@ -444,7 +444,7 @@ def test_text_table_exit_reason():
            "wins": [2, 0, 0],
            "draws": [0, 0, 0],
            "losses": [0, 0, 1],
-            "exit_reason": [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS],
+            "exit_reason": [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value],
        }
    )

@@ -509,13 +509,13 @@ def test_text_table_strategy(testdatadir):
    bt_res_data_comparison = bt_res_data.pop("strategy_comparison")

    result_str = (
-        "|       Strategy |   Entries |   Avg Profit % |   Tot Profit BTC |"
+        "|       Strategy |   Trades |   Avg Profit % |   Tot Profit BTC |"
        "   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |              Drawdown |\n"
-        "|----------------+-----------+----------------+------------------+"
+        "|----------------+----------+----------------+------------------+"
        "----------------+----------------+-------------------------+-----------------------|\n"
-        "| StrategyTestV2 |       179 |           0.08 |       0.02608550 |"
+        "| StrategyTestV2 |      179 |           0.08 |       0.02608550 |"
        "         260.85 |        3:40:00 |   170     0     9  95.0 | 0.00308222 BTC  8.67% |\n"
-        "|   TestStrategy |       179 |           0.08 |       0.02608550 |"
+        "|   TestStrategy |      179 |           0.08 |       0.02608550 |"
        "         260.85 |        3:40:00 |   170     0     9  95.0 | 0.00308222 BTC  8.67% |"
    )

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
+import math
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import MagicMock
@@ -458,55 +459,66 @@ def test_min_roi_reached3(default_conf, fee) -> None:
            ExitType.TRAILING_STOP_LOSS,
            None,
        ),
-        (0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 1, ExitType.NONE, None),
-        (0.05, 1, ExitType.NONE, None, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
+        (0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 0.998, ExitType.NONE, None),
+        (
+            0.05,
+            0.998,
+            ExitType.NONE,
+            None,
+            True,
+            False,
+            -0.01,
+            0.998,
+            ExitType.TRAILING_STOP_LOSS,
+            None,
+        ),
        # Default custom case - trails with 10%
-        (0.05, 0.95, ExitType.NONE, None, False, True, -0.02, 0.95, ExitType.NONE, None),
+        (0.05, 0.945, ExitType.NONE, None, False, True, -0.02, 0.945, ExitType.NONE, None),
        (
            0.05,
-            0.95,
+            0.945,
            ExitType.NONE,
            None,
            False,
            True,
            -0.06,
-            0.95,
+            0.945,
            ExitType.TRAILING_STOP_LOSS,
            None,
        ),
        (
            0.05,
-            1,
+            0.998,
            ExitType.NONE,
            None,
            False,
            True,
            -0.06,
-            1,
+            0.998,
            ExitType.TRAILING_STOP_LOSS,
            lambda **kwargs: -0.05,
        ),
        (
            0.05,
-            1,
+            0.998,
            ExitType.NONE,
            None,
            False,
            True,
            0.09,
-            1.04,
+            1.036,
            ExitType.NONE,
            lambda **kwargs: -0.05,
        ),
        (
            0.05,
-            0.95,
+            0.945,
            ExitType.NONE,
            None,
            False,
            True,
            0.09,
-            0.98,
+            0.981,
            ExitType.NONE,
            lambda current_profit, **kwargs: (
                -0.1 if current_profit < 0.6 else -(current_profit * 2)
@@ -525,6 +537,19 @@ def test_min_roi_reached3(default_conf, fee) -> None:
            ExitType.NONE,
            lambda **kwargs: None,
        ),
+        # Error case - Returning inf.
+        (
+            0.05,
+            0.9,
+            ExitType.NONE,
+            None,
+            False,
+            True,
+            0.09,
+            0.9,
+            ExitType.NONE,
+            lambda **kwargs: math.inf,
+        ),
    ],
 )
 def test_ft_stoploss_reached(
@@ -552,6 +577,8 @@ def test_ft_stoploss_reached(
        exchange="binance",
        open_rate=1,
        liquidation_price=liq,
+        price_precision=4,
+        precision_mode=2,
    )
    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
    strategy.trailing_stop = trailing
@@ -577,7 +604,7 @@ def test_ft_stoploss_reached(
        assert sl_flag.exit_flag is False
    else:
        assert sl_flag.exit_flag is True
-    assert round(trade.stop_loss, 2) == adjusted
+    assert round(trade.stop_loss, 3) == adjusted
    current_rate2 = trade.open_rate * (1 + profit2)

    sl_flag = strategy.ft_stoploss_reached(
@@ -593,7 +620,7 @@ def test_ft_stoploss_reached(
        assert sl_flag.exit_flag is False
    else:
        assert sl_flag.exit_flag is True
-    assert round(trade.stop_loss, 2) == adjusted2
+    assert round(trade.stop_loss, 3) == adjusted2

    strategy.custom_stoploss = original_stopvalue

@@ -401,11 +401,11 @@ def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) ->
    assert validated_conf["runmode"] == (RunMode.DRY_RUN if expected else RunMode.LIVE)


-def test_load_custom_strategy(default_conf, mocker) -> None:
+def test_load_custom_strategy(default_conf, mocker, tmp_path) -> None:
    default_conf.update(
        {
            "strategy": "CustomStrategy",
-            "strategy_path": "/tmp/strategies",
+            "strategy_path": f"{tmp_path}/strategies",
        }
    )
    patched_configuration_load_config_file(mocker, default_conf)
@@ -415,7 +415,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
    validated_conf = configuration.load_config()

    assert validated_conf.get("strategy") == "CustomStrategy"
-    assert validated_conf.get("strategy_path") == "/tmp/strategies"
+    assert validated_conf.get("strategy_path") == f"{tmp_path}/strategies"


 def test_show_info(default_conf, mocker, caplog) -> None:
@@ -469,7 +469,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
    assert "timerange" not in config


-def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
+def test_setup_configuration_with_arguments(mocker, default_conf, caplog, tmp_path) -> None:
    patched_configuration_load_config_file(mocker, default_conf)
    mocker.patch("freqtrade.configuration.configuration.create_datadir", lambda c, x: x)
    mocker.patch(
@@ -485,7 +485,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
        "--datadir",
        "/foo/bar",
        "--userdir",
-        "/tmp/freqtrade",
+        f"{tmp_path}/freqtrade",
        "--timeframe",
        "1m",
        "--enable-position-stacking",
@@ -509,7 +509,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
    assert "pair_whitelist" in config["exchange"]
    assert "datadir" in config
    assert log_has("Using data directory: {} ...".format("/foo/bar"), caplog)
-    assert log_has("Using user-data directory: {} ...".format(Path("/tmp/freqtrade")), caplog)
+    assert log_has(f"Using user-data directory: {tmp_path / 'freqtrade'} ...", caplog)
    assert "user_data_dir" in config

    assert "timeframe" in config
@@ -24,16 +24,16 @@ def test_create_datadir(mocker, default_conf, caplog) -> None:
    assert log_has("Created data directory: /foo/bar", caplog)


-def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
+def test_create_userdata_dir(mocker, tmp_path, caplog) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
    md = mocker.patch.object(Path, "mkdir", MagicMock())

-    x = create_userdata_dir("/tmp/bar", create_dir=True)
+    x = create_userdata_dir(tmp_path / "bar", create_dir=True)
    assert md.call_count == 10
    assert md.call_args[1]["parents"] is False
-    assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
+    assert log_has(f'Created user-data directory: {tmp_path / "bar"}', caplog)
    assert isinstance(x, Path)
-    assert str(x) == str(Path("/tmp/bar"))
+    assert str(x) == str(tmp_path / "bar")


 def test_create_userdata_dir_and_chown(mocker, tmp_path, caplog) -> None:
@@ -54,63 +54,57 @@ def test_create_userdata_dir_and_chown(mocker, tmp_path, caplog) -> None:
    del os.environ["FT_APP_ENV"]


-def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
+def test_create_userdata_dir_exists(mocker, tmp_path) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
    md = mocker.patch.object(Path, "mkdir", MagicMock())

-    create_userdata_dir("/tmp/bar")
+    create_userdata_dir(f"{tmp_path}/bar")
    assert md.call_count == 0


-def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
+def test_create_userdata_dir_exists_exception(mocker, tmp_path) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
    md = mocker.patch.object(Path, "mkdir", MagicMock())

-    with pytest.raises(
-        OperationalException, match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist.*"
-    ):
-        create_userdata_dir("/tmp/bar", create_dir=False)
+    with pytest.raises(OperationalException, match=r"Directory `.*.{1,2}bar` does not exist.*"):
+        create_userdata_dir(f"{tmp_path}/bar", create_dir=False)
    assert md.call_count == 0


-def test_copy_sample_files(mocker, default_conf, caplog) -> None:
+def test_copy_sample_files(mocker, tmp_path) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
    copymock = mocker.patch("shutil.copy", MagicMock())

-    copy_sample_files(Path("/tmp/bar"))
+    copy_sample_files(Path(f"{tmp_path}/bar"))
    assert copymock.call_count == 3
-    assert copymock.call_args_list[0][0][1] == str(
-        Path("/tmp/bar") / "strategies/sample_strategy.py"
-    )
+    assert copymock.call_args_list[0][0][1] == str(tmp_path / "bar/strategies/sample_strategy.py")
    assert copymock.call_args_list[1][0][1] == str(
-        Path("/tmp/bar") / "hyperopts/sample_hyperopt_loss.py"
+        tmp_path / "bar/hyperopts/sample_hyperopt_loss.py"
    )
    assert copymock.call_args_list[2][0][1] == str(
-        Path("/tmp/bar") / "notebooks/strategy_analysis_example.ipynb"
+        tmp_path / "bar/notebooks/strategy_analysis_example.ipynb"
    )


-def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:
+def test_copy_sample_files_errors(mocker, tmp_path, caplog) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
    mocker.patch("shutil.copy", MagicMock())
-    with pytest.raises(
-        OperationalException, match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist\."
-    ):
-        copy_sample_files(Path("/tmp/bar"))
+    with pytest.raises(OperationalException, match=r"Directory `.*.{1,2}bar` does not exist\."):
+        copy_sample_files(Path(f"{tmp_path}/bar"))

    mocker.patch.object(Path, "is_dir", MagicMock(side_effect=[True, False]))

    with pytest.raises(
        OperationalException,
-        match=r"Directory `.{1,2}tmp.{1,2}bar.{1,2}strategies` does not exist\.",
+        match=r"Directory `.*.{1,2}bar.{1,2}strategies` does not exist\.",
    ):
-        copy_sample_files(Path("/tmp/bar"))
+        copy_sample_files(Path(f"{tmp_path}/bar"))
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
-    copy_sample_files(Path("/tmp/bar"))
+    copy_sample_files(Path(f"{tmp_path}/bar"))
    assert log_has_re(r"File `.*` exists already, not deploying sample file\.", caplog)
    caplog.clear()
-    copy_sample_files(Path("/tmp/bar"), overwrite=True)
+    copy_sample_files(Path(f"{tmp_path}/bar"), overwrite=True)
    assert log_has_re(r"File `.*` exists already, overwriting\.", caplog)