Merge branch 'freqtrade:develop' into feat/fix-max-drawdown-protection

docs/commands/backtesting.md

@@ -64,18 +64,15 @@ options:
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                         Provide a space-separated list of strategies to
                         backtest. Please note that timeframe needs to be set
-                        either in config or via command line. When using this
+                        either in config or via command line.
-                        together with `--export trades`, the strategy-name is
-                        injected into the filename (so `backtest-data.json`
-                        becomes `backtest-data-SampleStrategy.json`
   --export {none,trades,signals}
                         Export backtest results (default: trades).
   --backtest-filename, --export-filename PATH
-                        Use this filename for backtest results.Example:
+                        DEPRECATED: This option is deprecated for backtesting
-                        `--backtest-
+                        and will be removed in a future release. Using a
-                        filename=backtest_results_2020-09-27_16-20-48.json`.
+                        custom filename for backtest results is no longer
-                        Assumes either `user_data/backtest_results/` or
+                        supported. Use `--backtest-directory` to specify the
-                        `--export-directory` as base directory.
+                        directory.
   --backtest-directory, --export-directory PATH
                         Directory to use for backtest results. Example:
                         `--export-directory=user_data/backtest_results/`.

docs/commands/lookahead-analysis.md

@@ -62,10 +62,7 @@ options:
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                         Provide a space-separated list of strategies to
                         backtest. Please note that timeframe needs to be set
-                        either in config or via command line. When using this
+                        either in config or via command line.
-                        together with `--export trades`, the strategy-name is
-                        injected into the filename (so `backtest-data.json`
-                        becomes `backtest-data-SampleStrategy.json`
   --export {none,trades,signals}
                         Export backtest results (default: trades).
   --backtest-filename, --export-filename PATH

docs/commands/strategy-updater.md

@@ -10,10 +10,7 @@ options:
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                         Provide a space-separated list of strategies to
                         backtest. Please note that timeframe needs to be set
-                        either in config or via command line. When using this
+                        either in config or via command line.
-                        together with `--export trades`, the strategy-name is
-                        injected into the filename (so `backtest-data.json`
-                        becomes `backtest-data-SampleStrategy.json`
   --strategy-path PATH  Specify additional strategy lookup path.
   --recursive-strategy-search
                         Recursively search for a strategy in the strategies

freqtrade/commands/cli_options.py

@@ -215,9 +215,7 @@ AVAILABLE_CLI_OPTIONS = {
         "--strategy-list",
         help="Provide a space-separated list of strategies to backtest. "
         "Please note that timeframe needs to be set either in config "
-        "or via command line. When using this together with `--export trades`, "
+        "or via command line. ",
-        "the strategy-name is injected into the filename "
-        "(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`",
         nargs="+",
     ),
     "backtest_notes": Arg(
@@ -240,6 +238,14 @@ AVAILABLE_CLI_OPTIONS = {
     "exportfilename": Arg(
         "--backtest-filename",
         "--export-filename",
+        fthelp={
+            "freqtrade backtesting": (
+                "DEPRECATED: This option is deprecated for backtesting and will be removed "
+                "in a future release. "
+                "Using a custom filename for backtest results is no longer supported. "
+                "Use `--backtest-directory` to specify the directory."
+            ),
+        },
         help="Use this filename for backtest results."
         "Example: `--backtest-filename=backtest_results_2020-09-27_16-20-48.json`. "
         "Assumes either `user_data/backtest_results/` or `--export-directory` as base directory.",

freqtrade/configuration/configuration.py

@@ -221,30 +221,30 @@ class Configuration:
                 config, argname="exportfilename", logstring="Storing backtest results to {} ..."
             )
             config["exportfilename"] = Path(config["exportfilename"])
-            if config.get("exportdirectory") and Path(config["exportdirectory"]).is_dir():
+            if config.get("exportfilename"):
-                logger.warning(
+                if Path(config["exportfilename"]).is_dir():
-                    "DEPRECATED: Using `--export-filename` with directories is deprecated, "
+                    logger.warning(
-                    "use `--backtest-directory` instead."
+                        "DEPRECATED: Using `--export-filename` with directories is deprecated, "
-                )
+                        "use `--backtest-directory` instead."
-                if config.get("exportdirectory") is None:
+                    )
-                    # Fallback - assign export-directory directly.
+                    if config.get("exportdirectory") is None:
-                    config["exportdirectory"] = config["exportfilename"]
+                        # Fallback - assign export-directory directly.
+                        config["exportdirectory"] = config["exportfilename"]
+                elif config.get("runmode") == RunMode.BACKTEST:
+                    logger.warning(
+                        "DEPRECATED: Using `--export-filename` has no impact when backtesting. "
+                        "Please use `--notes` to annotate backtest results and "
+                        "`--backtest-directory` to specify the output directory. "
+                    )
         if not config.get("exportdirectory"):
             config["exportdirectory"] = config["user_data_dir"] / "backtest_results"
-        if not config.get("exportfilename"):
+
-            config["exportfilename"] = None
+        config["exportfilename"] = config.get("exportfilename", None)
         if config.get("exportfilename"):
             # ensure exportfilename is a Path object
             config["exportfilename"] = Path(config["exportfilename"])
         config["exportdirectory"] = Path(config["exportdirectory"])
 
-        if self.args.get("show_sensitive"):
-            logger.warning(
-                "Sensitive information will be shown in the upcoming output. "
-                "Please make sure to never share this output without redacting "
-                "the information yourself."
-            )
-
     def _process_optimize_options(self, config: Config) -> None:
         # This will override the strategy configuration
         self._args_to_config(
@@ -312,6 +312,13 @@ class Configuration:
 
         self._process_datadir_options(config)
 
+        if self.args.get("show_sensitive"):
+            logger.warning(
+                "Sensitive information will be shown in the upcoming output. "
+                "Please make sure to never share this output without redacting "
+                "the information yourself."
+            )
+
         self._args_to_config(
             config,
             argname="strategy_list",

freqtrade/misc.py

@@ -84,7 +84,12 @@ def file_load_json(file: Path):
 
 def is_file_in_dir(file: Path, directory: Path) -> bool:
     """
-    Helper function to check if file is in directory.
+    Helper function to check if file is directly within a directory.
+    :param file: File to check
+    :param directory: Directory to check against
+        When used in the API, this parameter cannot be user controlled (outside of the config)
+        to avoid security issues.
+    :return: True if file is directly within directory, False otherwise
     """
     return file.is_file() and file.parent.samefile(directory)
 

freqtrade/rpc/api_server/webserver_bgwork.py

@@ -37,7 +37,8 @@ class ApiBG:
 
     # Generic background jobs
 
-    # TODO: Change this to FtTTLCache
+    # TODO: Change this to FtTTLCache -> must be more intelligent than FtTTLCache - as we can't
+    # evict still running jobs.
     jobs: dict[str, JobsContainer] = {}
     # Pairlist evaluate things
     pairlist_running: bool = False

tests/optimize/test_backtesting.py

@@ -221,6 +221,9 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert "exportfilename" in config
     assert isinstance(config["exportfilename"], Path)
     assert log_has("Storing backtest results to {} ...".format(config["exportfilename"]), caplog)
+    assert log_has_re(
+        "DEPRECATED: Using `--export-filename` has no impact when backtesting.*", caplog
+    )
 
     assert "fee" in config
     assert log_has("Parameter --fee detected, setting fee to: {} ...".format(config["fee"]), caplog)