chore: bump ruff target-version to 3.10

tests/conftest.py

@@ -5,7 +5,6 @@ import re
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
-from typing import Optional
 from unittest.mock import MagicMock, Mock, PropertyMock
 
 import numpy as np
@@ -124,7 +123,7 @@ def get_args(args):
     return Arguments(args).get_parsed_arg()
 
 
-def generate_trades_history(n_rows, start_date: Optional[datetime] = None, days=5):
+def generate_trades_history(n_rows, start_date: datetime | None = None, days=5):
     np.random.seed(42)
     if not start_date:
         start_date = datetime(2020, 1, 1, tzinfo=timezone.utc)
@@ -206,7 +205,7 @@ def generate_test_data_raw(timeframe: str, size: int, start: str = "2020-07-05",
     """Generates data in the ohlcv format used by ccxt"""
     df = generate_test_data(timeframe, size, start, random_seed)
     df["date"] = df.loc[:, "date"].astype(np.int64) // 1000 // 1000
-    return list(list(x) for x in zip(*(df[x].values.tolist() for x in df.columns)))
+    return list(list(x) for x in zip(*(df[x].values.tolist() for x in df.columns), strict=False))
 
 
 # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
@@ -363,8 +362,8 @@ def patch_get_signal(
     exit_long=False,
     enter_short=False,
     exit_short=False,
-    enter_tag: Optional[str] = None,
-    exit_tag: Optional[str] = None,
+    enter_tag: str | None = None,
+    exit_tag: str | None = None,
 ) -> None:
     """
     :param mocker: mocker to patch IStrategy class
@@ -395,7 +394,7 @@ def patch_get_signal(
     freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
 
 
-def create_mock_trades(fee, is_short: Optional[bool] = False, use_db: bool = True):
+def create_mock_trades(fee, is_short: bool | None = False, use_db: bool = True):
     """
     Create some fake trades ...
     :param is_short: Optional bool, None creates a mix of long and short trades.
@@ -474,7 +473,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
         Trade.session.flush()
 
 
-def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool = True):
+def create_mock_trades_usdt(fee, is_short: bool | None = False, use_db: bool = True):
     """
     Create some fake trades ...
     """

tests/data/test_btanalysis.py

@@ -503,7 +503,7 @@ def test_calculate_max_drawdown2():
     ]
 
     dates = [dt_utc(2020, 1, 1) + timedelta(days=i) for i in range(len(values))]
-    df = DataFrame(zip(values, dates), columns=["profit", "open_date"])
+    df = DataFrame(zip(values, dates, strict=False), columns=["profit", "open_date"])
     # sort by profit and reset index
     df = df.sort_values("profit").reset_index(drop=True)
     df1 = df.copy()
@@ -522,11 +522,11 @@ def test_calculate_max_drawdown2():
     assert drawdown.drawdown_abs == 0.091755
     assert pytest.approx(drawdown.relative_account_drawdown) == 0.32129575
 
-    df = DataFrame(zip(values[:5], dates[:5]), columns=["profit", "open_date"])
+    df = DataFrame(zip(values[:5], dates[:5], strict=False), columns=["profit", "open_date"])
     with pytest.raises(ValueError, match="No losing trade, therefore no drawdown."):
         calculate_max_drawdown(df, date_col="open_date", value_col="profit")
 
-    df1 = DataFrame(zip(values[:5], dates[:5]), columns=["profit", "open_date"])
+    df1 = DataFrame(zip(values[:5], dates[:5], strict=False), columns=["profit", "open_date"])
     df1.loc[:, "profit"] = df1["profit"] * -1
     # No winning trade ...
     drawdown = calculate_max_drawdown(df1, date_col="open_date", value_col="profit")
@@ -548,7 +548,7 @@ def test_calculate_max_drawdown_abs(profits, relative, highd, lowdays, result, r
     """
     init_date = datetime(2020, 1, 1, tzinfo=timezone.utc)
     dates = [init_date + timedelta(days=i) for i in range(len(profits))]
-    df = DataFrame(zip(profits, dates), columns=["profit_abs", "open_date"])
+    df = DataFrame(zip(profits, dates, strict=False), columns=["profit_abs", "open_date"])
     # sort by profit and reset index
     df = df.sort_values("profit_abs").reset_index(drop=True)
     df1 = df.copy()

tests/optimize/__init__.py

@@ -1,5 +1,5 @@
 from datetime import timedelta
-from typing import NamedTuple, Optional
+from typing import NamedTuple
 
 from pandas import DataFrame
 
@@ -20,7 +20,7 @@ class BTrade(NamedTuple):
     exit_reason: ExitType
     open_tick: int
     close_tick: int
-    enter_tag: Optional[str] = None
+    enter_tag: str | None = None
     is_short: bool = False
 
 
@@ -36,15 +36,15 @@ class BTContainer(NamedTuple):
     profit_perc: float
     trailing_stop: bool = False
     trailing_only_offset_is_reached: bool = False
-    trailing_stop_positive: Optional[float] = None
+    trailing_stop_positive: float | None = None
     trailing_stop_positive_offset: float = 0.0
     use_exit_signal: bool = False
     use_custom_stoploss: bool = False
-    custom_entry_price: Optional[float] = None
-    custom_exit_price: Optional[float] = None
+    custom_entry_price: float | None = None
+    custom_exit_price: float | None = None
     leverage: float = 1.0
-    timeout: Optional[int] = None
-    adjust_entry_price: Optional[float] = None
+    timeout: int | None = None
+    adjust_entry_price: float | None = None
 
 
 def _get_frame_time_from_offset(offset):

tests/strategy/strats/strategy_test_v3.py

@@ -1,7 +1,6 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
 from datetime import datetime
-from typing import Optional
 
 import talib.abstract as ta
 from pandas import DataFrame
@@ -175,7 +174,7 @@ class StrategyTestV3(IStrategy):
         current_rate: float,
         proposed_leverage: float,
         max_leverage: float,
-        entry_tag: Optional[str],
+        entry_tag: str | None,
         side: str,
         **kwargs,
     ) -> float:
@@ -190,14 +189,14 @@ class StrategyTestV3(IStrategy):
         current_time: datetime,
         current_rate: float,
         current_profit: float,
-        min_stake: Optional[float],
+        min_stake: float | None,
         max_stake: float,
         current_entry_rate: float,
         current_exit_rate: float,
         current_entry_profit: float,
         current_exit_profit: float,
         **kwargs,
-    ) -> Optional[float]:
+    ) -> float | None:
         if current_profit < -0.0075:
             orders = trade.select_filled_orders(trade.entry_side)
             return round(orders[0].stake_amount, 0)

tests/strategy/strats/strategy_test_v3_custom_entry_price.py

@@ -1,7 +1,6 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
 from datetime import datetime
-from typing import Optional
 
 from pandas import DataFrame
 from strategy_test_v3 import StrategyTestV3
@@ -34,10 +33,10 @@ class StrategyTestV3CustomEntryPrice(StrategyTestV3):
     def custom_entry_price(
         self,
         pair: str,
-        trade: Optional[Trade],
+        trade: Trade | None,
         current_time: datetime,
         proposed_rate: float,
-        entry_tag: Optional[str],
+        entry_tag: str | None,
         side: str,
         **kwargs,
     ) -> float: