From eac98dbbd69954573bea3671aebc91938639f2f6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Jan 2021 07:29:40 +0100
Subject: [PATCH 001/834] Version bump to 2021.1

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index e96e7f530..74c8c412c 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = 'develop'
+__version__ = '2021.1'
 
 if __version__ == 'develop':
 

From 69d62ef38316df7aa33683badbcef6590253ac76 Mon Sep 17 00:00:00 2001
From: Eko Aprili Trisno <eaprilitrisno@gmail.com>
Date: Thu, 4 Feb 2021 01:06:52 +0700
Subject: [PATCH 002/834] Add Refresh / Reload Button on rpc/Telegram

---
 freqtrade/rpc/telegram.py | 99 +++++++++++++++++++++++++++++++++------
 1 file changed, 84 insertions(+), 15 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 99f9a8a91..ad72e10e4 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -11,9 +11,9 @@ from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
-from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update
+from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update, InlineKeyboardButton, InlineKeyboardMarkup
 from telegram.error import NetworkError, TelegramError
-from telegram.ext import CallbackContext, CommandHandler, Updater
+from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
 from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
@@ -40,9 +40,13 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
         update = kwargs.get('update') or args[0]
 
         # Reject unauthorized messages
+        if update.callback_query:
+            cchat_id = int(update.callback_query.message.chat.id)
+        else:
+            cchat_id = int(update.message.chat_id)
+            
         chat_id = int(self._config['telegram']['chat_id'])
-
-        if int(update.message.chat_id) != chat_id:
+        if cchat_id != chat_id:
             logger.info(
                 'Rejected unauthorized message from: %s',
                 update.message.chat_id
@@ -150,10 +154,22 @@ class Telegram(RPCHandler):
             CommandHandler('logs', self._logs),
             CommandHandler('edge', self._edge),
             CommandHandler('help', self._help),
-            CommandHandler('version', self._version),
+            CommandHandler('version', self._version)
+        ]
+        callbacks = [
+            CallbackQueryHandler(self._status_table, pattern='update_status_table'),
+            CallbackQueryHandler(self._daily, pattern='update_daily'),
+            CallbackQueryHandler(self._profit, pattern='update_profit'),
+            CallbackQueryHandler(self._profit, pattern='update_balance'),
+            CallbackQueryHandler(self._profit, pattern='update_performance'),
+            CallbackQueryHandler(self._profit, pattern='update_count')
         ]
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)
+
+        for handle in callbacks:
+            self._updater.dispatcher.add_handler(handle)
+
         self._updater.start_polling(
             clean=True,
             bootstrap_retries=-1,
@@ -336,9 +352,12 @@ class Telegram(RPCHandler):
         try:
             statlist, head = self._rpc._rpc_status_table(
                 self._config['stake_currency'], self._config.get('fiat_display_currency', ''))
-
             message = tabulate(statlist, headers=head, tablefmt='simple')
-            self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=f"<pre>{message}</pre>", parse_mode=ParseMode.HTML, callback_path="update_status_table", reload_able=True)
+            else:
+                self._send_msg(f"<pre>{message}</pre>", reload_able=True, callback_path="update_status_table", parse_mode=ParseMode.HTML)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -376,7 +395,11 @@ class Telegram(RPCHandler):
                 ],
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
-            self._send_msg(message, parse_mode=ParseMode.HTML)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=message, parse_mode=ParseMode.HTML, callback_path="update_daily", reload_able=True)
+            else:
+                self._send_msg(msg=message, parse_mode=ParseMode.HTML, callback_path="update_daily", reload_able=True)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -435,7 +458,11 @@ class Telegram(RPCHandler):
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
-        self._send_msg(markdown_msg)
+        if(update.callback_query):
+            query = update.callback_query
+            self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=markdown_msg, callback_path="update_profit", reload_able=True)
+        else:
+            self._send_msg(msg=markdown_msg, callback_path="update_profit", reload_able=True)
 
     @authorized_only
     def _stats(self, update: Update, context: CallbackContext) -> None:
@@ -514,7 +541,11 @@ class Telegram(RPCHandler):
             output += ("\n*Estimated Value*:\n"
                        "\t`{stake}: {total: .8f}`\n"
                        "\t`{symbol}: {value: .2f}`\n").format(**result)
-            self._send_msg(output)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=output, callback_path="update_balance", reload_able=True)
+            else:
+                self._send_msg(msg=output, callback_path="update_balance", reload_able=True)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -679,7 +710,11 @@ class Telegram(RPCHandler):
                 count=trade['count']
             ) for i, trade in enumerate(trades))
             message = '<b>Performance:</b>\n{}'.format(stats)
-            self._send_msg(message, parse_mode=ParseMode.HTML)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=message, parse_mode=ParseMode.HTML, callback_path="update_performance", reload_able=True)
+            else:
+                self._send_msg(msg=message, parse_mode=ParseMode.HTML, callback_path="update_performance", reload_able=True)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -699,7 +734,11 @@ class Telegram(RPCHandler):
                                tablefmt='simple')
             message = "<pre>{}</pre>".format(message)
             logger.debug(message)
-            self._send_msg(message, parse_mode=ParseMode.HTML)
+            if(update.callback_query):
+                query = update.callback_query
+                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id, msg=message, parse_mode=ParseMode.HTML, callback_path="update_count", reload_able=True)
+            else:
+                self._send_msg(msg=message, parse_mode=ParseMode.HTML, callback_path="update_count", reload_able=True)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -901,8 +940,35 @@ class Telegram(RPCHandler):
             f"*Current state:* `{val['state']}`"
         )
 
-    def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
-                  disable_notification: bool = False) -> None:
+    def _update_msg(self, chat_id: str, message_id: str, msg: str, callback_path: str = "", reload_able: bool = False, parse_mode: str = ParseMode.MARKDOWN) -> None:
+        if reload_able:
+            reply_markup = InlineKeyboardMarkup([[InlineKeyboardButton("Refresh", callback_data=callback_path)]])
+        else:
+            reply_markup = InlineKeyboardMarkup([[]])
+        try:
+            try:
+                self._updater.bot.edit_message_text(
+                    chat_id=chat_id,
+                    message_id=message_id,
+                    text=msg,
+                    parse_mode=parse_mode,
+                    reply_markup=reply_markup
+                )
+            except BadRequest as e:
+                if 'not modified' in e.message.lower():
+                    pass
+                else:
+                    logger.warning(
+                        'TelegramError: %s',
+                        e.message
+                    )
+        except TelegramError as telegram_err:
+            logger.warning(
+                'TelegramError: %s! Giving up on that message.',
+                telegram_err.message
+            )
+
+    def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN, disable_notification: bool = False, callback_path: str = "", reload_able: bool = False) -> None:
         """
         Send given markdown message
         :param msg: message
@@ -910,7 +976,10 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
-        reply_markup = ReplyKeyboardMarkup(self._keyboard)
+        if reload_able:
+            reply_markup = InlineKeyboardMarkup([[InlineKeyboardButton("Refresh", callback_data=callback_path)]])
+        else:
+            reply_markup = ReplyKeyboardMarkup(self._keyboard)
         try:
             try:
                 self._updater.bot.send_message(

From 21d3635e8dcf9f41d241cb628534a8376f37fb1c Mon Sep 17 00:00:00 2001
From: Eko Aprili Trisno <eaprilitrisno@gmail.com>
Date: Thu, 4 Feb 2021 01:16:27 +0700
Subject: [PATCH 003/834] Update telegram.py

---
 freqtrade/rpc/telegram.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ad72e10e4..32af71a76 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -160,9 +160,9 @@ class Telegram(RPCHandler):
             CallbackQueryHandler(self._status_table, pattern='update_status_table'),
             CallbackQueryHandler(self._daily, pattern='update_daily'),
             CallbackQueryHandler(self._profit, pattern='update_profit'),
-            CallbackQueryHandler(self._profit, pattern='update_balance'),
-            CallbackQueryHandler(self._profit, pattern='update_performance'),
-            CallbackQueryHandler(self._profit, pattern='update_count')
+            CallbackQueryHandler(self._balance, pattern='update_balance'),
+            CallbackQueryHandler(self._performance, pattern='update_performance'),
+            CallbackQueryHandler(self._count, pattern='update_count')
         ]
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)

From 54d0ac9d20d077214c8df3b568b57f5114bb97da Mon Sep 17 00:00:00 2001
From: Eko Aprili Trisno <eaprilitrisno@gmail.com>
Date: Thu, 4 Feb 2021 01:19:23 +0700
Subject: [PATCH 004/834] Update telegram.py

---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 32af71a76..7cb05b04a 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -12,7 +12,7 @@ from typing import Any, Callable, Dict, List, Union
 import arrow
 from tabulate import tabulate
 from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update, InlineKeyboardButton, InlineKeyboardMarkup
-from telegram.error import NetworkError, TelegramError
+from telegram.error import NetworkError, TelegramError, BadRequest
 from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
 from telegram.utils.helpers import escape_markdown
 

From ba32708ed44091b9eb2bc15ac8eeedfce98f3fd1 Mon Sep 17 00:00:00 2001
From: Eko Aprili Trisno <eaprilitrisno@gmail.com>
Date: Sun, 14 Feb 2021 01:40:04 +0700
Subject: [PATCH 005/834] Update telegram.py

---
 freqtrade/rpc/telegram.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 7cb05b04a..80d7be60f 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -5,14 +5,14 @@ This module manage Telegram communication
 """
 import json
 import logging
-from datetime import timedelta
+from datetime import timedelta, datetime
 from itertools import chain
 from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
 from telegram import KeyboardButton, ParseMode, ReplyKeyboardMarkup, Update, InlineKeyboardButton, InlineKeyboardMarkup
-from telegram.error import NetworkError, TelegramError, BadRequest
+from telegram.error import NetworkError, TelegramError
 from telegram.ext import CallbackContext, CommandHandler, Updater, CallbackQueryHandler
 from telegram.utils.helpers import escape_markdown
 
@@ -154,7 +154,7 @@ class Telegram(RPCHandler):
             CommandHandler('logs', self._logs),
             CommandHandler('edge', self._edge),
             CommandHandler('help', self._help),
-            CommandHandler('version', self._version)
+            CommandHandler('version', self._version),
         ]
         callbacks = [
             CallbackQueryHandler(self._status_table, pattern='update_status_table'),
@@ -945,6 +945,7 @@ class Telegram(RPCHandler):
             reply_markup = InlineKeyboardMarkup([[InlineKeyboardButton("Refresh", callback_data=callback_path)]])
         else:
             reply_markup = InlineKeyboardMarkup([[]])
+        msg+="\nUpdated: {}".format(datetime.now().ctime())
         try:
             try:
                 self._updater.bot.edit_message_text(
@@ -976,10 +977,10 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
-        if reload_able:
+        if reload_able and self._config['telegram'].get('reload',True):
             reply_markup = InlineKeyboardMarkup([[InlineKeyboardButton("Refresh", callback_data=callback_path)]])
         else:
-            reply_markup = ReplyKeyboardMarkup(self._keyboard)
+            reply_markup = ReplyKeyboardMarkup(self._keyboard, resize_keyboard=True)
         try:
             try:
                 self._updater.bot.send_message(

From aea8f05d10946ca488a2f1ec2564e92d0922feff Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 24 Feb 2021 06:39:59 +0100
Subject: [PATCH 006/834] Version bump 2021.2

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 74c8c412c..2205d284d 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.1'
+__version__ = '2021.2'
 
 if __version__ == 'develop':
 

From 834f00f5803431270f736d3a098eb9c5623cfbe8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 24 Feb 2021 06:46:07 +0100
Subject: [PATCH 007/834] Refresh slack link

---
 CONTRIBUTING.md   | 2 +-
 README.md         | 4 ++--
 docs/developer.md | 2 +-
 docs/faq.md       | 2 +-
 docs/index.md     | 2 +-
 5 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index afa41ed33..c29d6e632 100644
--- a/CONTRIBUTING.md
+++ b/CONTRIBUTING.md
@@ -12,7 +12,7 @@ Few pointers for contributions:
 - New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
 - PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
 
-If you are unsure, discuss the feature on our [discord server](https://discord.gg/MA9v74M), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
+If you are unsure, discuss the feature on our [discord server](https://discord.gg/MA9v74M), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
 
 ## Getting started
 
diff --git a/README.md b/README.md
index 7ef0d4ce7..c3a665c47 100644
--- a/README.md
+++ b/README.md
@@ -147,7 +147,7 @@ For any questions not covered by the documentation or for further information ab
 
 Please check out our [discord server](https://discord.gg/MA9v74M).
 
-You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA).
+You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
 
 ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 
@@ -178,7 +178,7 @@ to understand the requirements before sending your pull-requests.
 Coding is not a necessity to contribute - maybe start with improving our documentation?
 Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
 
-**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/MA9v74M) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-k9o2v5ut-jX8Mc4CwNM8CDc2Dyg96YA). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/MA9v74M) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
 **Important:** Always create your PR against the `develop` branch, not `stable`.
 
diff --git a/docs/developer.md b/docs/developer.md
index c09e528bf..4b8c64530 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -2,7 +2,7 @@
 
 This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running.
 
-All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/MA9v74M) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA) where you can ask questions.
+All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/MA9v74M) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) where you can ask questions.
 
 ## Documentation
 
diff --git a/docs/faq.md b/docs/faq.md
index 87b0893bd..93b806dca 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -142,7 +142,7 @@ freqtrade hyperopt --hyperopt SampleHyperopt --hyperopt-loss SharpeHyperOptLossD
 
 ### Why does it take a long time to run hyperopt?
 
-* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
+* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
 
 * If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:
 
diff --git a/docs/index.md b/docs/index.md
index db5088707..9d1a1532e 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -81,7 +81,7 @@ For any questions not covered by the documentation or for further information ab
 
 Please check out our [discord server](https://discord.gg/MA9v74M).
 
-You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-l9d9iqgl-9cVBIeBkCBa8j6upSmd_NA).
+You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
 
 ## Ready to try?
 

From 2bed41da5dcc899b45c0d984b81b44cfc5094340 Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Fri, 26 Mar 2021 18:40:50 +0300
Subject: [PATCH 008/834] Add days breakdown table to backtesting

---
 docs/backtesting.md                      |  1 +
 freqtrade/commands/arguments.py          |  2 +-
 freqtrade/commands/cli_options.py        |  6 ++
 freqtrade/configuration/configuration.py |  3 +
 freqtrade/optimize/optimize_reports.py   | 71 +++++++++++++++++++++---
 5 files changed, 74 insertions(+), 9 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index d02c59f05..91faa07bb 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -67,6 +67,7 @@ optional arguments:
                         Requires `--export` to be set as well. Example:
                         `--export-filename=user_data/backtest_results/backtest
                         _today.json`
+  --show-days           Print a days breakdown table of the backtest results
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 9468a7f7d..b71819ef2 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -21,7 +21,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet",
-                                        "strategy_list", "export", "exportfilename"]
+                                        "strategy_list", "export", "exportfilename", "show_days"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 15c13cec9..dc193ee4f 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -183,6 +183,12 @@ AVAILABLE_CLI_OPTIONS = {
         type=float,
         metavar='FLOAT',
     ),
+    "show_days": Arg(
+        '--show-days',
+        help='Print days breakdown for backtest results',
+        action='store_true',
+        default=False,
+    ),
     # Edge
     "stoploss_range": Arg(
         '--stoplosses',
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index a40a4fd83..1eb6351d0 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -260,6 +260,9 @@ class Configuration:
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
 
+        self._args_to_config(config, argname='show_days',
+                             logstring='Parameter --show-days detected ...')
+
         # Edge section:
         if 'stoploss_range' in self.args and self.args["stoploss_range"]:
             txt_range = eval(self.args["stoploss_range"])
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 099976aa9..d15988669 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -13,7 +13,6 @@ from freqtrade.data.btanalysis import (calculate_csum, calculate_market_change,
                                        calculate_max_drawdown)
 from freqtrade.misc import decimals_per_coin, file_dump_json, round_coin_value
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -32,7 +31,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
         filename = Path.joinpath(
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
-            ).with_suffix(recordfilename.suffix)
+        ).with_suffix(recordfilename.suffix)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
@@ -75,8 +74,8 @@ def _generate_result_line(result: DataFrame, starting_balance: int, first_column
         'profit_total': profit_total,
         'profit_total_pct': round(profit_total * 100.0, 2),
         'duration_avg': str(timedelta(
-                            minutes=round(result['trade_duration'].mean()))
-                            ) if not result.empty else '0:00',
+            minutes=round(result['trade_duration'].mean()))
+        ) if not result.empty else '0:00',
         # 'duration_max': str(timedelta(
         #                     minutes=round(result['trade_duration'].max()))
         #                     ) if not result.empty else '0:00',
@@ -161,12 +160,11 @@ def generate_strategy_metrics(all_results: Dict) -> List[Dict]:
     for strategy, results in all_results.items():
         tabular_data.append(_generate_result_line(
             results['results'], results['config']['dry_run_wallet'], strategy)
-            )
+        )
     return tabular_data
 
 
 def generate_edge_table(results: dict) -> str:
-
     floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
     tabular_data = []
     headers = ['Pair', 'Stoploss', 'Win Rate', 'Risk Reward Ratio',
@@ -191,6 +189,29 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
+def generate_days_breakdown_stats(results: DataFrame, starting_balance: int) -> Dict[str, Any]:
+    days = results.resample('1d', on='close_date')
+    days_stats = []
+    for name, day in days:
+        profit_abs = day['profit_abs'].sum().round(10)
+        profit_total = day['profit_abs'].sum() / starting_balance
+        wins = sum(day['profit_abs'] > 0)
+        draws = sum(day['profit_abs'] == 0)
+        loses = sum(day['profit_abs'] < 0)
+        profit_percentage = round(profit_total * 100.0, 2)
+        days_stats.append(
+            {
+                'date': name.strftime('%d/%m/%Y'),
+                'profit_percentage': profit_percentage,
+                'profit_abs': profit_abs,
+                'wins': wins,
+                'draws': draws,
+                'loses': loses
+            }
+        )
+    return days_stats
+
+
 def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     if len(results) == 0:
         return {
@@ -266,6 +287,8 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                                                   starting_balance=starting_balance,
                                                   results=results.loc[results['is_open']],
                                                   skip_nan=True)
+        days_breakdown_stats = generate_days_breakdown_stats(results=results,
+                                                             starting_balance=starting_balance)
         daily_stats = generate_daily_stats(results)
         best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
                         key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
@@ -283,6 +306,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'results_per_pair': pair_results,
             'sell_reason_summary': sell_reason_stats,
             'left_open_trades': left_open_results,
+            'days_breakdown_stats': days_breakdown_stats,
             'total_trades': len(results),
             'total_volume': float(results['stake_amount'].sum()),
             'avg_stake_amount': results['stake_amount'].mean() if len(results) > 0 else 0,
@@ -425,6 +449,28 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
+def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]], stake_currency: str) -> str:
+    """
+    Generate small table with Backtest results by days
+    :param days_breakdown_stats: Days breakdown metrics
+    :param stake_currency: Stakecurrency used
+    :return: pretty printed table with tabulate as string
+    """
+    headers = [
+        'Day',
+        'Profit %',
+        f'Tot Profit {stake_currency}',
+        'Wins',
+        'Draws',
+        'Losses',
+    ]
+    output = [[
+        d['date'], d['profit_percentage'], round_coin_value(d['profit_abs'], stake_currency, False),
+        d['wins'], d['draws'], d['loses'],
+    ] for d in days_breakdown_stats]
+    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
+
+
 def text_table_strategy(strategy_results, stake_currency: str) -> str:
     """
     Generate summary table per strategy
@@ -463,6 +509,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                   strat_results['stake_currency'])),
             ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2)}%"),
             ('Trades per day', strat_results['trades_per_day']),
+            ('Avg. daily profit %',
+             f"{round(strat_results['profit_total'] / strat_results['backtest_days'] * 100, 2)}%"),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],
@@ -482,7 +530,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Worst day', round_coin_value(strat_results['backtest_worst_day_abs'],
                                            strat_results['stake_currency'])),
             ('Days win/draw/lose', f"{strat_results['winning_days']} / "
-                f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
+                                   f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
             ('', ''),  # Empty line to improve readability
@@ -510,7 +558,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                          strat_results['stake_currency'])
         stake_amount = round_coin_value(
             strat_results['stake_amount'], strat_results['stake_currency']
-            ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
+        ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
 
         message = ("No trades made. "
                    f"Your starting balance was {start_balance}, "
@@ -542,6 +590,13 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
             print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
 
+        if config.get('show_days', False):
+            table = text_table_days_breakdown(days_breakdown_stats=results['days_breakdown_stats'],
+                                              stake_currency=stake_currency)
+            if isinstance(table, str) and len(table) > 0:
+                print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '='))
+            print(table)
+
         table = text_table_add_metrics(results)
         if isinstance(table, str) and len(table) > 0:
             print(' SUMMARY METRICS '.center(len(table.splitlines()[0]), '='))

From 76a02ff70aa4016ed6755fa1f00cbb6246edab97 Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Fri, 26 Mar 2021 18:49:17 +0300
Subject: [PATCH 009/834] fix indentations

---
 freqtrade/optimize/optimize_reports.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index d15988669..286fa5c46 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -13,6 +13,7 @@ from freqtrade.data.btanalysis import (calculate_csum, calculate_market_change,
                                        calculate_max_drawdown)
 from freqtrade.misc import decimals_per_coin, file_dump_json, round_coin_value
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -31,7 +32,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
         filename = Path.joinpath(
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
-        ).with_suffix(recordfilename.suffix)
+            ).with_suffix(recordfilename.suffix)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
@@ -74,8 +75,8 @@ def _generate_result_line(result: DataFrame, starting_balance: int, first_column
         'profit_total': profit_total,
         'profit_total_pct': round(profit_total * 100.0, 2),
         'duration_avg': str(timedelta(
-            minutes=round(result['trade_duration'].mean()))
-        ) if not result.empty else '0:00',
+                            minutes=round(result['trade_duration'].mean()))
+                            ) if not result.empty else '0:00',
         # 'duration_max': str(timedelta(
         #                     minutes=round(result['trade_duration'].max()))
         #                     ) if not result.empty else '0:00',
@@ -530,7 +531,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Worst day', round_coin_value(strat_results['backtest_worst_day_abs'],
                                            strat_results['stake_currency'])),
             ('Days win/draw/lose', f"{strat_results['winning_days']} / "
-                                   f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
+            f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
             ('', ''),  # Empty line to improve readability
@@ -558,7 +559,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                          strat_results['stake_currency'])
         stake_amount = round_coin_value(
             strat_results['stake_amount'], strat_results['stake_currency']
-        ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
+            ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
 
         message = ("No trades made. "
                    f"Your starting balance was {start_balance}, "

From 7fb34f7e25e1a9d08b3200fb8a0c7b57df773a52 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 27 Mar 2021 11:34:11 +0100
Subject: [PATCH 010/834] Version bump 2021.3

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 2205d284d..5e2a1f88e 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.2'
+__version__ = '2021.3'
 
 if __version__ == 'develop':
 

From 2b78ee254cab129aed9448e201e496961b3cb788 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 28 Apr 2021 21:06:32 +0200
Subject: [PATCH 011/834] Version bump to 2021.4

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 5e2a1f88e..68bcad396 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.3'
+__version__ = '2021.4'
 
 if __version__ == 'develop':
 

From 1ffc53b3b5c770198bd664c534ae7a1f251a08d6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 2 May 2021 19:21:26 +0200
Subject: [PATCH 012/834] Fix docs typo for CategoryParameter

closes #4852
---
 docs/hyperopt.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index b3fdc699b..5f1f9bffa 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -251,9 +251,9 @@ We continue to define hyperoptable parameters:
 class MyAwesomeStrategy(IStrategy):
     buy_adx = IntParameter(20, 40, default=30)
     buy_rsi = IntParameter(20, 40, default=30)
-    buy_adx_enabled = CategoricalParameter([True, False]),
-    buy_rsi_enabled = CategoricalParameter([True, False]),
-    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal']),
+    buy_adx_enabled = CategoricalParameter([True, False])
+    buy_rsi_enabled = CategoricalParameter([True, False])
+    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'])
 ```
 
 Above definition says: I have five parameters I want to randomly combine to find the best combination.

From 3d11df68e32e9415146f6920746dc4722a527116 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 3 May 2021 08:33:06 +0200
Subject: [PATCH 013/834] Be explicit with space assignment in documentation

---
 docs/hyperopt.md | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 5f1f9bffa..d8f4a8071 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -249,11 +249,11 @@ We continue to define hyperoptable parameters:
 
 ```python
 class MyAwesomeStrategy(IStrategy):
-    buy_adx = IntParameter(20, 40, default=30)
-    buy_rsi = IntParameter(20, 40, default=30)
-    buy_adx_enabled = CategoricalParameter([True, False])
-    buy_rsi_enabled = CategoricalParameter([True, False])
-    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'])
+    buy_adx = IntParameter(20, 40, default=30, space="buy")
+    buy_rsi = IntParameter(20, 40, default=30, space="buy")
+    buy_adx_enabled = CategoricalParameter([True, False], space="buy")
+    buy_rsi_enabled = CategoricalParameter([True, False], space="buy")
+    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'], space="buy")
 ```
 
 Above definition says: I have five parameters I want to randomly combine to find the best combination.
@@ -262,6 +262,10 @@ Then we have three category variables. First two are either `True` or `False`.
 We use these to either enable or disable the ADX and RSI guards.
 The last one we call `trigger` and use it to decide which buy trigger we want to use.
 
+!!! Note "Parameter space assignment"
+    Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly.
+    If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.
+
 So let's write the buy strategy using these values:
 
 ```python

From bd44deea0dbfbcf3a651d1533f04b019ec5291f5 Mon Sep 17 00:00:00 2001
From: Rikj000 <rik_helsen@hotmail.com>
Date: Mon, 24 May 2021 18:51:33 +0200
Subject: [PATCH 014/834] BugFix - hyperopt-show --print-json include
 non-optimized params

---
 freqtrade/optimize/hyperopt_tools.py | 19 ++++++++++++++-----
 1 file changed, 14 insertions(+), 5 deletions(-)
 mode change 100644 => 100755 freqtrade/optimize/hyperopt_tools.py

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
old mode 100644
new mode 100755
index 49e70913f..8fa03a0d2
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -93,7 +93,7 @@ class HyperoptTools():
         if print_json:
             result_dict: Dict = {}
             for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
-                HyperoptTools._params_update_for_json(result_dict, params, s)
+                HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
             print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
 
         else:
@@ -106,11 +106,20 @@ class HyperoptTools():
             HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:")
 
     @staticmethod
-    def _params_update_for_json(result_dict, params, space: str) -> None:
+    def _params_update_for_json(result_dict, params, non_optimized, space: str) -> None:
         if space in params:
             space_params = HyperoptTools._space_params(params, space)
+            space_non_optimized = HyperoptTools._space_params(non_optimized, space)
+            all_space_params = space_params
+
+            # Include non optimized params if there are any
+            if len(space_non_optimized) > 0:
+                for non_optimized_param in space_non_optimized:
+                    if non_optimized_param not in all_space_params:
+                        all_space_params[non_optimized_param] = space_non_optimized[non_optimized_param]
+
             if space in ['buy', 'sell']:
-                result_dict.setdefault('params', {}).update(space_params)
+                result_dict.setdefault('params', {}).update(all_space_params)
             elif space == 'roi':
                 # TODO: get rid of OrderedDict when support for python 3.6 will be
                 # dropped (dicts keep the order as the language feature)
@@ -120,10 +129,10 @@ class HyperoptTools():
                 # OrderedDict is used to keep the numeric order of the items
                 # in the dict.
                 result_dict['minimal_roi'] = OrderedDict(
-                    (str(k), v) for k, v in space_params.items()
+                    (str(k), v) for k, v in all_space_params.items()
                 )
             else:  # 'stoploss', 'trailing'
-                result_dict.update(space_params)
+                result_dict.update(all_space_params)
 
     @staticmethod
     def _params_pretty_print(params, space: str, header: str, non_optimized={}) -> None:

From 0c9b913cad25e0f75cde562415014116e28c3153 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 11:10:10 +0200
Subject: [PATCH 015/834] Version bump 2021.5

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 68bcad396..ed0c70417 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.4'
+__version__ = '2021.5'
 
 if __version__ == 'develop':
 

From 639c83575bd0094141f15d4f58814a1a59c565b1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 27 May 2021 13:08:28 +0200
Subject: [PATCH 016/834] Fix csv-export error with new hyperopt format

---
 freqtrade/optimize/hyperopt_tools.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 49e70913f..38cb0854e 100644
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -376,10 +376,11 @@ class HyperoptTools():
         trials['Avg profit'] = trials['Avg profit'].apply(
             lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
         )
-        trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: f'{x:,.1f} m' if isinstance(
-                x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
-        )
+        if perc_multi == 1:
+            trials['Avg duration'] = trials['Avg duration'].apply(
+                lambda x: f'{x:,.1f} m' if isinstance(
+                    x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
+            )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: f'{x:,.5f}' if x != 100000 else ""
         )

From 1e988c97ad1fc3a25ee4a40834a4795447ae370a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 3 Jun 2021 20:55:18 +0200
Subject: [PATCH 017/834] Update dry-run order handling to use realistic fill
 prices

closes #3389
---
 freqtrade/exchange/exchange.py  | 93 ++++++++++++++++++++++++++-------
 tests/exchange/test_exchange.py |  1 +
 tests/rpc/test_rpc_apiserver.py |  3 +-
 tests/rpc/test_rpc_telegram.py  |  4 ++
 tests/test_freqtradebot.py      |  2 +
 5 files changed, 84 insertions(+), 19 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 67676d4e0..87798e612 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -561,7 +561,7 @@ class Exchange:
                              rate: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
         _amount = self.amount_to_precision(pair, amount)
-        dry_order = {
+        dry_order: Dict[str, Any] = {
             'id': order_id,
             'symbol': pair,
             'price': rate,
@@ -577,26 +577,73 @@ class Exchange:
             'fee': None,
             'info': {}
         }
-        self._store_dry_order(dry_order, pair)
+        if dry_order["type"] in ["stop_loss_limit", "stop-loss-limit"]:
+            dry_order["info"] = {"stopPrice": dry_order["price"]}
+
+        if dry_order["type"] == "market":
+            # Update market order pricing
+            average = self.get_dry_market_fill_price(pair, side, amount, rate)
+            dry_order.update({
+                'average': average,
+                'cost': dry_order['amount'] * average,
+            })
+            self.add_dry_order_fee(pair, dry_order)
+
+        self._dry_run_open_orders[dry_order["id"]] = dry_order
         # Copy order and close it - so the returned order is open unless it's a market order
         return dry_order
 
-    def _store_dry_order(self, dry_order: Dict, pair: str) -> None:
-        closed_order = dry_order.copy()
-        if closed_order['type'] in ["market", "limit"]:
-            closed_order.update({
-                'status': 'closed',
-                'filled': closed_order['amount'],
-                'remaining': 0,
-                'fee': {
-                    'currency': self.get_pair_quote_currency(pair),
-                    'cost': dry_order['cost'] * self.get_fee(pair),
-                    'rate': self.get_fee(pair)
-                }
-            })
-        if closed_order["type"] in ["stop_loss_limit", "stop-loss-limit"]:
-            closed_order["info"].update({"stopPrice": closed_order["price"]})
-        self._dry_run_open_orders[closed_order["id"]] = closed_order
+    def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]):
+        dry_order.update({
+            'fee': {
+                'currency': self.get_pair_quote_currency(pair),
+                'cost': dry_order['cost'] * self.get_fee(pair),
+                'rate': self.get_fee(pair)
+            }
+        })
+
+    def get_dry_market_fill_price(self, pair: str, side: str, amount: float, rate: float) -> float:
+        """
+        Get the market order fill price based on orderbook interpolation
+        """
+        if self.exchange_has('fetchL2OrderBook'):
+            ob = self.fetch_l2_order_book(pair, 20)
+            book_entry_type = 'asks' if side == 'buy' else 'bids'
+
+            remaining_amount = amount
+            filled_amount = 0
+            for book_entry in ob[book_entry_type]:
+                book_entry_price = book_entry[0]
+                book_entry_coin_volume = book_entry[1]
+                book_entry_ref_currency_volume = book_entry_price * book_entry_coin_volume
+                if remaining_amount > 0:
+                    if remaining_amount < book_entry_ref_currency_volume:
+                        filled_amount += remaining_amount * book_entry_price
+                    else:
+                        filled_amount += book_entry_ref_currency_volume * book_entry_price
+                    remaining_amount -= book_entry_ref_currency_volume
+                else:
+                    break
+            forecast_avg_filled_price = filled_amount / amount
+            return self.price_to_precision(pair, forecast_avg_filled_price)
+
+        return rate
+
+    def dry_limit_order_filled(self, pair: str, side: str, limit: float) -> bool:
+        if not self.exchange_has('fetchL2OrderBook'):
+            return True
+        ob = self.fetch_l2_order_book(pair, 1)
+        if side == 'buy':
+            price = ob['asks'][0][0]
+            logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
+            if limit >= price:
+                return True
+        else:
+            price = ob['bids'][0][0]
+            logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
+            if limit <= price:
+                return True
+        return False
 
     def fetch_dry_run_order(self, order_id) -> Dict[str, Any]:
         """
@@ -605,6 +652,16 @@ class Exchange:
         """
         try:
             order = self._dry_run_open_orders[order_id]
+            pair = order['symbol']
+            if order['status'] != "closed" and order['type'] in ["limit"]:
+                if self.dry_limit_order_filled(pair, order['side'], order['price']):
+                    order.update({
+                        'status': 'closed',
+                        'filled': order['amount'],
+                        'remaining': 0,
+                    })
+                    self.add_dry_order_fee(pair, order)
+
             return order
         except KeyError as e:
             # Gracefully handle errors with dry-run orders.
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 5fa94e6c1..73b8022d1 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2117,6 +2117,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
 def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    mocker.patch('freqtrade.exchange.Exchange.dry_limit_order_filled', return_value=True)
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index def2e43c6..f47819568 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -996,7 +996,8 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         get_balances=MagicMock(return_value=ticker),
         fetch_ticker=ticker,
         get_fee=fee,
-        markets=PropertyMock(return_value=markets)
+        markets=PropertyMock(return_value=markets),
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
     patch_get_signal(ftbot, (True, False))
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 4c60bdad3..50c8a36ce 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -225,6 +225,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
     status_table = MagicMock()
     mocker.patch.multiple(
@@ -671,6 +672,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -729,6 +731,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -789,6 +792,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
     default_conf['max_open_trades'] = 4
     freqtradebot = FreqtradeBot(default_conf)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 66866a8fc..0866deead 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2750,6 +2750,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         price_to_precision=lambda s, x, y: y,
         stoploss=stoploss,
         cancel_stoploss_order=cancel_order,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtrade = FreqtradeBot(default_conf)
@@ -2792,6 +2793,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
+        dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     stoploss = MagicMock(return_value={

From db03a2410958fff66dd943f35bc46527976876f3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 4 Jun 2021 06:44:51 +0200
Subject: [PATCH 018/834] Add tests for fill methods

---
 freqtrade/exchange/exchange.py  | 14 ++++----
 tests/conftest.py               | 34 ++++++++++++++++++
 tests/exchange/test_exchange.py | 64 +++++++++++++++++++++++++++++++++
 3 files changed, 106 insertions(+), 6 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 87798e612..ea3a7d7cd 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -608,22 +608,24 @@ class Exchange:
         """
         if self.exchange_has('fetchL2OrderBook'):
             ob = self.fetch_l2_order_book(pair, 20)
-            book_entry_type = 'asks' if side == 'buy' else 'bids'
+            ob_type = 'asks' if side == 'buy' else 'bids'
 
             remaining_amount = amount
             filled_amount = 0
-            for book_entry in ob[book_entry_type]:
+            for book_entry in ob[ob_type]:
                 book_entry_price = book_entry[0]
                 book_entry_coin_volume = book_entry[1]
-                book_entry_ref_currency_volume = book_entry_price * book_entry_coin_volume
                 if remaining_amount > 0:
-                    if remaining_amount < book_entry_ref_currency_volume:
+                    if remaining_amount < book_entry_coin_volume:
                         filled_amount += remaining_amount * book_entry_price
                     else:
-                        filled_amount += book_entry_ref_currency_volume * book_entry_price
-                    remaining_amount -= book_entry_ref_currency_volume
+                        filled_amount += book_entry_coin_volume * book_entry_price
+                    remaining_amount -= book_entry_coin_volume
                 else:
                     break
+            else:
+                # If remaining_amount wasn't consumed completely (break was not called)
+                filled_amount += remaining_amount * book_entry_price
             forecast_avg_filled_price = filled_amount / amount
             return self.price_to_precision(pair, forecast_avg_filled_price)
 
diff --git a/tests/conftest.py b/tests/conftest.py
index 43a98647f..8ce41cf9f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1087,6 +1087,40 @@ def order_book_l2():
     })
 
 
+@pytest.fixture
+def order_book_l2_usd():
+    return MagicMock(return_value={
+        'symbol': 'LTC/USDT',
+        'bids': [
+            [25.563, 49.269],
+            [25.562, 83.0],
+            [25.56, 106.0],
+            [25.559, 15.381],
+            [25.558, 29.299],
+            [25.557, 34.624],
+            [25.556, 10.0],
+            [25.555, 14.684],
+            [25.554, 45.91],
+            [25.553, 50.0]
+        ],
+        'asks': [
+            [25.566, 14.27],
+            [25.567, 48.484],
+            [25.568, 92.349],
+            [25.572, 31.48],
+            [25.573, 23.0],
+            [25.574, 20.0],
+            [25.575, 89.606],
+            [25.576, 262.016],
+            [25.577, 178.557],
+            [25.578, 78.614]
+            ],
+        'timestamp': None,
+        'datetime': None,
+        'nonce': 2372149736
+    })
+
+
 @pytest.fixture
 def ohlcv_history_list():
     return [
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 73b8022d1..2c4ddacb4 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -947,6 +947,70 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
     assert order["symbol"] == "ETH/BTC"
 
 
+@pytest.mark.parametrize("side,startprice,endprice", [
+    ("buy", 25.563, 25.566),
+    ("sell", 25.566, 25.563)
+])
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice, endprice,
+                                         exchange_name, order_book_l2_usd):
+    default_conf['dry_run'] = True
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          exchange_has=MagicMock(return_value=True),
+                          fetch_l2_order_book=order_book_l2_usd,
+                          )
+
+    order = exchange.create_dry_run_order(
+        pair='LTC/USDT', ordertype='limit', side=side, amount=1, rate=startprice)
+    assert 'id' in order
+    assert f'dry_run_{side}_' in order["id"]
+    assert order["side"] == side
+    assert order["type"] == "limit"
+    assert order["symbol"] == "LTC/USDT"
+
+    order_closed = exchange.fetch_dry_run_order(order['id'])
+    assert order_book_l2_usd.call_count == 1
+    assert order_closed['status'] == 'open'
+    assert not order['fee']
+
+    order_book_l2_usd.reset_mock()
+    order_closed['price'] = endprice
+
+    order_closed = exchange.fetch_dry_run_order(order['id'])
+    assert order_closed['status'] == 'closed'
+    assert order['fee']
+
+
+@pytest.mark.parametrize("side,amount,endprice", [
+    ("buy", 1, 25.566),
+    ("buy", 100, 25.5672),  # Requires interpolation
+    ("buy", 1000, 25.575),  # More than orderbook return
+    ("sell", 1, 25.563),
+    ("sell", 100, 25.5625),  # Requires interpolation
+    ("sell", 1000, 25.5555),  # More than orderbook return
+])
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, endprice,
+                                          exchange_name, order_book_l2_usd):
+    default_conf['dry_run'] = True
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          exchange_has=MagicMock(return_value=True),
+                          fetch_l2_order_book=order_book_l2_usd,
+                          )
+
+    order = exchange.create_dry_run_order(
+        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=25.5)
+    assert 'id' in order
+    assert f'dry_run_{side}_' in order["id"]
+    assert order["side"] == side
+    assert order["type"] == "market"
+    assert order["symbol"] == "LTC/USDT"
+    assert order['status'] == 'closed'
+    assert round(order["average"], 4) == round(endprice, 4)
+
+
 @pytest.mark.parametrize("side", [
     ("buy"),
     ("sell")

From c389d44e9ac35cdf1f3c4a903f8d89ca8bb1b6f3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 5 Jun 2021 15:22:52 +0200
Subject: [PATCH 019/834] Improve filling logic

---
 freqtrade/exchange/exchange.py  | 36 +++++++++++++++++++++------------
 tests/exchange/test_exchange.py |  4 +++-
 tests/rpc/test_rpc.py           | 15 ++++++++------
 tests/rpc/test_rpc_apiserver.py |  2 +-
 tests/rpc/test_rpc_telegram.py  | 14 ++++++-------
 tests/test_freqtradebot.py      | 11 ++++++++--
 6 files changed, 52 insertions(+), 30 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ea3a7d7cd..19b646a93 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -587,13 +587,15 @@ class Exchange:
                 'average': average,
                 'cost': dry_order['amount'] * average,
             })
-            self.add_dry_order_fee(pair, dry_order)
+            dry_order = self.add_dry_order_fee(pair, dry_order)
+
+        dry_order = self.check_dry_limit_order_filled(dry_order)
 
         self._dry_run_open_orders[dry_order["id"]] = dry_order
         # Copy order and close it - so the returned order is open unless it's a market order
         return dry_order
 
-    def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]):
+    def add_dry_order_fee(self, pair: str, dry_order: Dict[str, Any]) -> Dict[str, Any]:
         dry_order.update({
             'fee': {
                 'currency': self.get_pair_quote_currency(pair),
@@ -601,6 +603,7 @@ class Exchange:
                 'rate': self.get_fee(pair)
             }
         })
+        return dry_order
 
     def get_dry_market_fill_price(self, pair: str, side: str, amount: float, rate: float) -> float:
         """
@@ -631,7 +634,7 @@ class Exchange:
 
         return rate
 
-    def dry_limit_order_filled(self, pair: str, side: str, limit: float) -> bool:
+    def _is_dry_limit_order_filled(self, pair: str, side: str, limit: float) -> bool:
         if not self.exchange_has('fetchL2OrderBook'):
             return True
         ob = self.fetch_l2_order_book(pair, 1)
@@ -647,6 +650,22 @@ class Exchange:
                 return True
         return False
 
+    def check_dry_limit_order_filled(self, order: Dict[str, Any]) -> Dict[str, Any]:
+        """
+        Check dry-run limit order fill and update fee (if it filled).
+        """
+        if order['status'] != "closed" and order['type'] in ["limit"]:
+            pair = order['symbol']
+            if self._is_dry_limit_order_filled(pair, order['side'], order['price']):
+                order.update({
+                    'status': 'closed',
+                    'filled': order['amount'],
+                    'remaining': 0,
+                })
+                self.add_dry_order_fee(pair, order)
+
+        return order
+
     def fetch_dry_run_order(self, order_id) -> Dict[str, Any]:
         """
         Return dry-run order
@@ -654,16 +673,7 @@ class Exchange:
         """
         try:
             order = self._dry_run_open_orders[order_id]
-            pair = order['symbol']
-            if order['status'] != "closed" and order['type'] in ["limit"]:
-                if self.dry_limit_order_filled(pair, order['side'], order['price']):
-                    order.update({
-                        'status': 'closed',
-                        'filled': order['amount'],
-                        'remaining': 0,
-                    })
-                    self.add_dry_order_fee(pair, order)
-
+            order = self.check_dry_limit_order_filled(order)
             return order
         except KeyError as e:
             # Gracefully handle errors with dry-run orders.
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 2c4ddacb4..42bb07175 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -963,11 +963,13 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
 
     order = exchange.create_dry_run_order(
         pair='LTC/USDT', ordertype='limit', side=side, amount=1, rate=startprice)
+    assert order_book_l2_usd.call_count == 1
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
     assert order["side"] == side
     assert order["type"] == "limit"
     assert order["symbol"] == "LTC/USDT"
+    order_book_l2_usd.reset_mock()
 
     order_closed = exchange.fetch_dry_run_order(order['id'])
     assert order_book_l2_usd.call_count == 1
@@ -2181,7 +2183,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
 def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
-    mocker.patch('freqtrade.exchange.Exchange.dry_limit_order_filled', return_value=True)
+    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 7556dde6d..fd231b614 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -679,6 +679,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
                 'filled': 0.0,
             }
         ),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
         get_fee=fee,
     )
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
@@ -703,8 +704,8 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     assert msg == {'result': 'Created sell orders for all open trades.'}
 
     freqtradebot.enter_positions()
-    msg = rpc._rpc_forcesell('1')
-    assert msg == {'result': 'Created sell order for trade 1.'}
+    msg = rpc._rpc_forcesell('2')
+    assert msg == {'result': 'Created sell order for trade 2.'}
 
     freqtradebot.state = State.STOPPED
     with pytest.raises(RPCException, match=r'.*trader is not running*'):
@@ -715,9 +716,11 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
 
     freqtradebot.state = State.RUNNING
     assert cancel_order_mock.call_count == 0
+    mocker.patch(
+        'freqtrade.exchange.Exchange._is_dry_limit_order_filled', MagicMock(return_value=False))
     freqtradebot.enter_positions()
     # make an limit-buy open trade
-    trade = Trade.query.filter(Trade.id == '1').first()
+    trade = Trade.query.filter(Trade.id == '3').first()
     filled_amount = trade.amount / 2
     # Fetch order - it's open first, and closed after cancel_order is called.
     mocker.patch(
@@ -738,7 +741,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     )
     # check that the trade is called, which is done by ensuring exchange.cancel_order is called
     # and trade amount is updated
-    rpc._rpc_forcesell('1')
+    rpc._rpc_forcesell('3')
     assert cancel_order_mock.call_count == 1
     assert trade.amount == filled_amount
 
@@ -766,8 +769,8 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
         }
     )
     # check that the trade is called, which is done by ensuring exchange.cancel_order is called
-    msg = rpc._rpc_forcesell('2')
-    assert msg == {'result': 'Created sell order for trade 2.'}
+    msg = rpc._rpc_forcesell('4')
+    assert msg == {'result': 'Created sell order for trade 4.'}
     assert cancel_order_mock.call_count == 2
     assert trade.amount == amount
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f47819568..f30825b7b 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -997,7 +997,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         fetch_ticker=ticker,
         get_fee=fee,
         markets=PropertyMock(return_value=markets),
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_get_signal(ftbot, (True, False))
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 50c8a36ce..c933ac648 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -225,7 +225,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
     )
     status_table = MagicMock()
     mocker.patch.multiple(
@@ -672,7 +672,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -731,7 +731,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
     )
 
     freqtradebot = FreqtradeBot(default_conf)
@@ -792,7 +792,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(return_value=True),
     )
     default_conf['max_open_trades'] = 4
     freqtradebot = FreqtradeBot(default_conf)
@@ -809,9 +809,9 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     context.args = ["all"]
     telegram._forcesell(update=update, context=context)
 
-    # Called for each trade 4 times
-    assert msg_mock.call_count == 12
-    msg = msg_mock.call_args_list[2][0][0]
+    # Called for each trade 2 times
+    assert msg_mock.call_count == 8
+    msg = msg_mock.call_args_list[1][0][0]
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 0866deead..4bcc578c4 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -305,6 +305,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -334,6 +335,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
 
     # Save state of current whitelist
@@ -2533,6 +2535,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
@@ -2596,6 +2599,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
@@ -2648,6 +2652,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
@@ -2750,7 +2755,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         price_to_precision=lambda s, x, y: y,
         stoploss=stoploss,
         cancel_stoploss_order=cancel_order,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
     )
 
     freqtrade = FreqtradeBot(default_conf)
@@ -2793,7 +2798,7 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
-        dry_limit_order_filled=MagicMock(return_value=True),
+        _is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
     )
 
     stoploss = MagicMock(return_value={
@@ -2862,6 +2867,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     patch_whitelist(mocker, default_conf)
     freqtrade = FreqtradeBot(default_conf)
@@ -3467,6 +3473,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
         }),
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
     default_conf['ask_strategy'] = {
         'ignore_roi_if_buy_signal': False

From c76848e089ad722aa5f851d6da0a9823621f1ad5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 6 Jun 2021 13:51:42 +0200
Subject: [PATCH 020/834] Update dry-run description with new filling logic

---
 docs/configuration.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index ef6f34094..63f55505a 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -503,7 +503,8 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 * API-keys may or may not be provided. Only Read-Only operations (i.e. operations that do not alter account state) on the exchange are performed in dry-run mode.
 * Wallets (`/balance`) are simulated based on `dry_run_wallet`.
 * Orders are simulated, and will not be posted to the exchange.
-* Orders are assumed to fill immediately, and will never time out.
+* Market orders fill based on orderbook volume the moment the order is placed.
+* Limit orders fill once price reaches the defined level - or time out based on `unfilledtimeout` settings.
 * In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
 * Open orders (not trades, which are stored in the database) are reset on bot restart.
 

From 03eff698291b16077163bfe153860276a2a48d28 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 20:21:43 +0200
Subject: [PATCH 021/834] Simplify update message sending

---
 freqtrade/rpc/telegram.py | 36 +++++++++++++++++-------------------
 1 file changed, 17 insertions(+), 19 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ba9c6c0f6..921fdfe59 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -10,12 +10,12 @@ from datetime import date, datetime, timedelta
 from html import escape
 from itertools import chain
 from math import isnan
-from typing import Any, Callable, Dict, List, Union, cast
+from typing import Any, Callable, Dict, List, Union
 
 import arrow
 from tabulate import tabulate
-from telegram import (InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton, ParseMode,
-                      ReplyKeyboardMarkup, Update)
+from telegram import (CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton,
+                      ParseMode, ReplyKeyboardMarkup, Update)
 from telegram.error import BadRequest, NetworkError, TelegramError
 from telegram.ext import CallbackContext, CallbackQueryHandler, CommandHandler, Updater
 from telegram.utils.helpers import escape_markdown
@@ -180,8 +180,8 @@ class Telegram(RPCHandler):
         for handle in handles:
             self._updater.dispatcher.add_handler(handle)
 
-        for handle in callbacks:
-            self._updater.dispatcher.add_handler(handle)
+        for callback in callbacks:
+            self._updater.dispatcher.add_handler(callback)
 
         self._updater.start_polling(
             bootstrap_retries=-1,
@@ -422,9 +422,7 @@ class Telegram(RPCHandler):
                     lines = message.split("\n")
                     message = "\n".join(lines[:-1] + [lines[1]] + [lines[-1]])
                 if(messages_count == 1 and update.callback_query):
-                    query = update.callback_query
-                    self._update_msg(chat_id=query.message.chat_id,
-                                     message_id=query.message.message_id,
+                    self._update_msg(query=update.callback_query,
                                      msg=f"<pre>{message}</pre>",
                                      parse_mode=ParseMode.HTML,
                                      callback_path="update_status_table", reload_able=True)
@@ -469,8 +467,7 @@ class Telegram(RPCHandler):
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
             if(update.callback_query):
-                query = update.callback_query
-                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+                self._update_msg(query=update.callback_query,
                                  msg=message, parse_mode=ParseMode.HTML,
                                  callback_path="update_daily", reload_able=True)
             else:
@@ -548,8 +545,7 @@ class Telegram(RPCHandler):
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
         if(update.callback_query):
-            query = update.callback_query
-            self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+            self._update_msg(query=update.callback_query,
                              msg=markdown_msg, callback_path="update_profit", reload_able=True)
         else:
             self._send_msg(msg=markdown_msg, callback_path="update_profit", reload_able=True)
@@ -640,8 +636,7 @@ class Telegram(RPCHandler):
                        f"\t`{result['symbol']}: "
                        f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
             if(update.callback_query):
-                query = update.callback_query
-                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+                self._update_msg(query=update.callback_query,
                                  msg=output, callback_path="update_balance", reload_able=True)
             else:
                 self._send_msg(msg=output, callback_path="update_balance", reload_able=True)
@@ -841,8 +836,7 @@ class Telegram(RPCHandler):
                     output += stat_line
 
             if(sent_messages == 0 and update.callback_query):
-                query = update.callback_query
-                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+                self._update_msg(query=update.callback_query,
                                  msg=output, parse_mode=ParseMode.HTML,
                                  callback_path="update_performance", reload_able=True)
             else:
@@ -868,8 +862,7 @@ class Telegram(RPCHandler):
             message = "<pre>{}</pre>".format(message)
             logger.debug(message)
             if(update.callback_query):
-                query = update.callback_query
-                self._update_msg(chat_id=query.message.chat_id, message_id=query.message.message_id,
+                self._update_msg(query=update.callback_query,
                                  msg=message, parse_mode=ParseMode.HTML,
                                  callback_path="update_count", reload_able=True)
             else:
@@ -1106,7 +1099,7 @@ class Telegram(RPCHandler):
             f"*Current state:* `{val['state']}`"
         )
 
-    def _update_msg(self, chat_id: str, message_id: str, msg: str, callback_path: str = "",
+    def _update_msg(self, query: CallbackQuery, msg: str, callback_path: str = "",
                     reload_able: bool = False, parse_mode: str = ParseMode.MARKDOWN) -> None:
         if reload_able:
             reply_markup = InlineKeyboardMarkup([
@@ -1115,6 +1108,11 @@ class Telegram(RPCHandler):
         else:
             reply_markup = InlineKeyboardMarkup([[]])
         msg += "\nUpdated: {}".format(datetime.now().ctime())
+        if not query.message:
+            return
+        chat_id = query.message.chat_id
+        message_id = query.message.message_id
+
         try:
             try:
                 self._updater.bot.edit_message_text(

From a95f760ff7e46462ca7116aa5f6616fcc54724e3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 20:34:08 +0200
Subject: [PATCH 022/834] Simplify update logic by moving it to send_msg

---
 freqtrade/rpc/telegram.py | 65 +++++++++++++--------------------------
 1 file changed, 22 insertions(+), 43 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 921fdfe59..0fb322eb8 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -10,7 +10,7 @@ from datetime import date, datetime, timedelta
 from html import escape
 from itertools import chain
 from math import isnan
-from typing import Any, Callable, Dict, List, Union
+from typing import Any, Callable, Dict, List, Optional, Union
 
 import arrow
 from tabulate import tabulate
@@ -421,14 +421,9 @@ class Telegram(RPCHandler):
                     # insert separators line between Total
                     lines = message.split("\n")
                     message = "\n".join(lines[:-1] + [lines[1]] + [lines[-1]])
-                if(messages_count == 1 and update.callback_query):
-                    self._update_msg(query=update.callback_query,
-                                     msg=f"<pre>{message}</pre>",
-                                     parse_mode=ParseMode.HTML,
-                                     callback_path="update_status_table", reload_able=True)
-                else:
-                    self._send_msg(f"<pre>{message}</pre>", reload_able=True,
-                                   callback_path="update_status_table", parse_mode=ParseMode.HTML)
+                self._send_msg(f"<pre>{message}</pre>", reload_able=True,
+                               callback_path="update_status_table", parse_mode=ParseMode.HTML,
+                               query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -466,13 +461,8 @@ class Telegram(RPCHandler):
                 ],
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
-            if(update.callback_query):
-                self._update_msg(query=update.callback_query,
-                                 msg=message, parse_mode=ParseMode.HTML,
-                                 callback_path="update_daily", reload_able=True)
-            else:
-                self._send_msg(msg=message, parse_mode=ParseMode.HTML, callback_path="update_daily",
-                               reload_able=True)
+            self._send_msg(message, parse_mode=ParseMode.HTML, callback_path="update_daily",
+                           reload_able=True, query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -544,11 +534,8 @@ class Telegram(RPCHandler):
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
-        if(update.callback_query):
-            self._update_msg(query=update.callback_query,
-                             msg=markdown_msg, callback_path="update_profit", reload_able=True)
-        else:
-            self._send_msg(msg=markdown_msg, callback_path="update_profit", reload_able=True)
+        self._send_msg(markdown_msg, callback_path="update_profit", reload_able=True,
+                       query=update.callback_query)
 
     @authorized_only
     def _stats(self, update: Update, context: CallbackContext) -> None:
@@ -635,11 +622,8 @@ class Telegram(RPCHandler):
                        f"\t`{result['stake']}: {result['total']: .8f}`\n"
                        f"\t`{result['symbol']}: "
                        f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
-            if(update.callback_query):
-                self._update_msg(query=update.callback_query,
-                                 msg=output, callback_path="update_balance", reload_able=True)
-            else:
-                self._send_msg(msg=output, callback_path="update_balance", reload_able=True)
+            self._send_msg(output, callback_path="update_balance", reload_able=True,
+                           query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -820,7 +804,6 @@ class Telegram(RPCHandler):
         try:
             trades = self._rpc._rpc_performance()
             output = "<b>Performance:</b>\n"
-            sent_messages = 0
             for i, trade in enumerate(trades):
                 stat_line = (
                     f"{i+1}.\t <code>{trade['pair']}\t"
@@ -831,17 +814,12 @@ class Telegram(RPCHandler):
                 if len(output + stat_line) >= MAX_TELEGRAM_MESSAGE_LENGTH:
                     self._send_msg(output, parse_mode=ParseMode.HTML)
                     output = stat_line
-                    sent_messages += 1
                 else:
                     output += stat_line
 
-            if(sent_messages == 0 and update.callback_query):
-                self._update_msg(query=update.callback_query,
-                                 msg=output, parse_mode=ParseMode.HTML,
-                                 callback_path="update_performance", reload_able=True)
-            else:
-                self._send_msg(msg=output, parse_mode=ParseMode.HTML,
-                               callback_path="update_performance", reload_able=True)
+            self._send_msg(output, parse_mode=ParseMode.HTML,
+                           callback_path="update_performance", reload_able=True,
+                           query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -861,13 +839,9 @@ class Telegram(RPCHandler):
                                tablefmt='simple')
             message = "<pre>{}</pre>".format(message)
             logger.debug(message)
-            if(update.callback_query):
-                self._update_msg(query=update.callback_query,
-                                 msg=message, parse_mode=ParseMode.HTML,
-                                 callback_path="update_count", reload_able=True)
-            else:
-                self._send_msg(msg=message, parse_mode=ParseMode.HTML,
-                               callback_path="update_count", reload_able=True)
+            self._send_msg(message, parse_mode=ParseMode.HTML,
+                           callback_path="update_count", reload_able=True,
+                           query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -1140,7 +1114,8 @@ class Telegram(RPCHandler):
                   disable_notification: bool = False,
                   keyboard: List[List[Union[str, KeyboardButton, InlineKeyboardButton]]] = None,
                   callback_path: str = "",
-                  reload_able: bool = False) -> None:
+                  reload_able: bool = False,
+                  query: Optional[CallbackQuery] = None) -> None:
         """
         Send given markdown message
         :param msg: message
@@ -1148,6 +1123,10 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
+        if query:
+            self._update_msg(query=query, msg=msg, parse_mode=parse_mode,
+                             callback_path=callback_path, reload_able=reload_able)
+            return
         if reload_able and self._config['telegram'].get('reload', True):
             reply_markup = InlineKeyboardMarkup([
                 [InlineKeyboardButton("Refresh", callback_data=callback_path)]])

From e226252921c87370f173631221ca5f522ce1ccba Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 20:39:25 +0200
Subject: [PATCH 023/834] Always use the same parameter sequence

---
 freqtrade/rpc/telegram.py | 16 ++++++++--------
 1 file changed, 8 insertions(+), 8 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0fb322eb8..8f8627ece 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -421,8 +421,8 @@ class Telegram(RPCHandler):
                     # insert separators line between Total
                     lines = message.split("\n")
                     message = "\n".join(lines[:-1] + [lines[1]] + [lines[-1]])
-                self._send_msg(f"<pre>{message}</pre>", reload_able=True,
-                               callback_path="update_status_table", parse_mode=ParseMode.HTML,
+                self._send_msg(f"<pre>{message}</pre>", parse_mode=ParseMode.HTML,
+                               reload_able=True, callback_path="update_status_table",
                                query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
@@ -461,8 +461,8 @@ class Telegram(RPCHandler):
                 ],
                 tablefmt='simple')
             message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
-            self._send_msg(message, parse_mode=ParseMode.HTML, callback_path="update_daily",
-                           reload_able=True, query=update.callback_query)
+            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
+                           callback_path="update_daily", query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
 
@@ -534,7 +534,7 @@ class Telegram(RPCHandler):
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
-        self._send_msg(markdown_msg, callback_path="update_profit", reload_able=True,
+        self._send_msg(markdown_msg, reload_able=True, callback_path="update_profit",
                        query=update.callback_query)
 
     @authorized_only
@@ -622,7 +622,7 @@ class Telegram(RPCHandler):
                        f"\t`{result['stake']}: {result['total']: .8f}`\n"
                        f"\t`{result['symbol']}: "
                        f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
-            self._send_msg(output, callback_path="update_balance", reload_able=True,
+            self._send_msg(output, reload_able=True, callback_path="update_balance",
                            query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
@@ -818,7 +818,7 @@ class Telegram(RPCHandler):
                     output += stat_line
 
             self._send_msg(output, parse_mode=ParseMode.HTML,
-                           callback_path="update_performance", reload_able=True,
+                           reload_able=True, callback_path="update_performance",
                            query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))
@@ -840,7 +840,7 @@ class Telegram(RPCHandler):
             message = "<pre>{}</pre>".format(message)
             logger.debug(message)
             self._send_msg(message, parse_mode=ParseMode.HTML,
-                           callback_path="update_count", reload_able=True,
+                           reload_able=True, callback_path="update_count",
                            query=update.callback_query)
         except RPCException as e:
             self._send_msg(str(e))

From 3f1d6d453cbde0cceab5b1b2239bce9b5f6b1635 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 14 Jun 2021 05:19:23 +0000
Subject: [PATCH 024/834] Bump mypy from 0.812 to 0.902

Bumps [mypy](https://github.com/python/mypy) from 0.812 to 0.902.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.812...v0.902)

---
updated-dependencies:
- dependency-name: mypy
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 6fbe581a5..b0f970224 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==3.1.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0
-mypy==0.812
+mypy==0.902
 pytest==6.2.4
 pytest-asyncio==0.15.1
 pytest-cov==2.12.1

From 4ba7a2bbd290c2c6e5746995ceacd89660a04ab5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 19:18:42 +0200
Subject: [PATCH 025/834] Fix mypy update problems

---
 freqtrade/resolvers/iresolver.py |  3 +++
 freqtrade/rpc/webhook.py         | 15 +++++++--------
 requirements-dev.txt             |  6 ++++++
 3 files changed, 16 insertions(+), 8 deletions(-)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 5172e6fda..5b6977b4b 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -58,6 +58,9 @@ class IResolver:
         # Generate spec based on absolute path
         # Pass object_name as first argument to have logging print a reasonable name.
         spec = importlib.util.spec_from_file_location(object_name or "", str(module_path))
+        if not spec:
+            return iter([None])
+
         module = importlib.util.module_from_spec(spec)
         try:
             spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py
index 0e4a4bf6f..b4c55649e 100644
--- a/freqtrade/rpc/webhook.py
+++ b/freqtrade/rpc/webhook.py
@@ -77,14 +77,13 @@ class Webhook(RPCHandler):
     def _send_msg(self, payload: dict) -> None:
         """do the actual call to the webhook"""
 
-        if self._format == 'form':
-            kwargs = {'data': payload}
-        elif self._format == 'json':
-            kwargs = {'json': payload}
-        else:
-            raise NotImplementedError('Unknown format: {}'.format(self._format))
-
         try:
-            post(self._url, **kwargs)
+            if self._format == 'form':
+                post(self._url, data=payload)
+            elif self._format == 'json':
+                post(self._url, json=payload)
+            else:
+                raise NotImplementedError('Unknown format: {}'.format(self._format))
+
         except RequestException as exc:
             logger.warning("Could not call webhook url. Exception: %s", exc)
diff --git a/requirements-dev.txt b/requirements-dev.txt
index b0f970224..924b35e1a 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -17,3 +17,9 @@ isort==5.8.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.0.7
+
+# mypy types
+types-cachetools==0.1.7
+types-filelock==0.1.3
+types-requests==0.1.11
+types-tabulate==0.1.0

From cf7394d01cb6798213bb4b08572885328756adda Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 19:57:24 +0200
Subject: [PATCH 026/834] Export backtesting results by default

closes #4977
---
 docs/backtesting.md                | 21 +++++++++++++--------
 freqtrade/commands/cli_options.py  |  5 +++--
 freqtrade/constants.py             |  2 ++
 freqtrade/optimize/backtesting.py  |  2 +-
 tests/conftest.py                  |  1 +
 tests/optimize/test_backtesting.py | 12 ++++++------
 tests/test_configuration.py        |  5 ++---
 7 files changed, 28 insertions(+), 20 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 2027c2079..26642ef8c 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -19,7 +19,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
-                             [--export EXPORT] [--export-filename PATH]
+                             [--export {none,trades}] [--export-filename PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -63,8 +63,8 @@ optional arguments:
                         name is injected into the filename (so `backtest-
                         data.json` becomes `backtest-data-
                         DefaultStrategy.json`
-  --export EXPORT       Export backtest results, argument are: trades.
-                        Example: `--export=trades`
+  --export {none,trades}
+                        Export backtest results (default: trades).
   --export-filename PATH
                         Save backtest results to the file with this filename.
                         Requires `--export` to be set as well. Example:
@@ -100,7 +100,7 @@ Strategy arguments:
 Now you have good Buy and Sell strategies and some historic data, you want to test it against
 real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
-Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
+Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHLCV) data from `user_data/data/<exchange>` by default.
 If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
@@ -110,11 +110,16 @@ All profit calculations include fees, and freqtrade will use the exchange's defa
 
 !!! Warning "Using dynamic pairlists for backtesting"
     Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
-    Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed.
+    Also, when using pairlists other than StaticPairlist, reproducibility of backtesting-results cannot be guaranteed.
     Please read the [pairlists documentation](plugins.md#pairlists) for more information.
 
     To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist.
 
+!!! Note
+    By default, Freqtrade will export backtesting results to `user_data/backtest_results`.
+    The exported trades can be used for [further analysis](#further-backtest-result-analysis) or can be used by the [plotting sub-command](plotting.md#plot-price-and-indicators) (`freqtrade plot-dataframe`) in the scripts directory.
+
+
 ### Starting balance
 
 Backtesting will require a starting balance, which can be provided as `--dry-run-wallet <balance>` or `--starting-balance <balance>` command line argument, or via `dry_run_wallet` configuration setting.
@@ -174,13 +179,13 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
 
 ---
 
-Exporting trades to file
+Prevent exporting trades to file
 
 ```bash
-freqtrade backtesting --strategy backtesting --export trades --config config.json 
+freqtrade backtesting --strategy backtesting --export none --config config.json 
 ```
 
-The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
+Only use this if you're sure you'll not want to plot or analyze your results further.
 
 ---
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index d832693ee..b226415e7 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -167,8 +167,9 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "export": Arg(
         '--export',
-        help='Export backtest results, argument are: trades. '
-        'Example: `--export=trades`',
+        help='Export backtest results (default: trades).',
+        choices=constants.EXPORT_OPTIONS,
+
     ),
     "exportfilename": Arg(
         '--export-filename',
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index e42b9d4b8..259aa0e03 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -12,6 +12,7 @@ PROCESS_THROTTLE_SECS = 5  # sec
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
 TIMEOUT_UNITS = ['minutes', 'seconds']
+EXPORT_OPTIONS = ['none', 'trades']
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
@@ -308,6 +309,7 @@ CONF_SCHEMA = {
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
         },
         'db_url': {'type': 'string'},
+        'export': {'type': 'string', 'enum': EXPORT_OPTIONS, 'default': 'trades'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
         'disable_dataframe_checks': {'type': 'boolean'},
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 922f89c22..c72a8b5c5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -520,7 +520,7 @@ class Backtesting:
             stats = generate_backtest_stats(data, self.all_results,
                                             min_date=min_date, max_date=max_date)
 
-            if self.config.get('export', False):
+            if self.config.get('export', 'none') == 'trades':
                 store_backtest_stats(self.config['exportfilename'], stats)
 
             # Show backtest results
diff --git a/tests/conftest.py b/tests/conftest.py
index dd38ca610..c6a0dfcfd 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -326,6 +326,7 @@ def get_default_conf(testdatadir):
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
         "strategy": "DefaultStrategy",
         "internals": {},
+        "export": "none",
     }
     return configuration
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 7387c8865..60bd82d71 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -155,6 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
         'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
+        '--export', 'none'
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
@@ -172,7 +173,8 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
+    assert 'export' in config
+    assert config['export'] == 'none'
     assert 'runmode' in config
     assert config['runmode'] == RunMode.BACKTEST
 
@@ -193,7 +195,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
         '--export-filename', 'foo_bar.json',
         '--fee', '0',
     ]
@@ -223,7 +224,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
 
     assert 'export' in config
-    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
     assert 'exportfilename' in config
     assert isinstance(config['exportfilename'], Path)
     assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
@@ -395,7 +395,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     backtesting = Backtesting(default_conf)
@@ -416,7 +416,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     with pytest.raises(OperationalException, match='No pair in whitelist.'):
@@ -440,7 +440,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
 
     default_conf['ticker_interval'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     # Use stoploss from strategy
     del default_conf['stoploss']
     default_conf['timerange'] = '20180101-20180102'
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index aa121edfa..c5d0cd908 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -425,7 +425,6 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
 
 
 def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
@@ -448,7 +447,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
+        '--export', 'trades',
         '--stake-amount', 'unlimited'
     ]
 
@@ -496,7 +495,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
         'backtesting',
         '--config', 'config.json',
         '--ticker-interval', '1m',
-        '--export', '/bar/foo',
+        '--export', 'trades',
         '--strategy-list',
         'DefaultStrategy',
         'TestStrategy'

From 6d5fc967147e0aae37423d1e0ee57de47a17a791 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 12 Jun 2021 10:16:30 +0300
Subject: [PATCH 027/834] Implement most pessimistic handling of trailing
 stoploss.

---
 freqtrade/optimize/backtesting.py      | 16 +++++++++
 freqtrade/strategy/interface.py        |  4 +--
 tests/optimize/test_backtest_detail.py | 47 ++++++++++++++++++++++++++
 3 files changed, 65 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c72a8b5c5..19ae74ae6 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -225,6 +225,22 @@ class Backtesting:
                 # sell at open price.
                 return sell_row[OPEN_IDX]
 
+            # Special case: trailing triggers within same candle as trade opened. Assume most
+            # pessimistic price movement, which is moving just enough to arm stoploss and
+            # immediately going down to stop price.
+            if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0 and \
+               self.strategy.trailing_stop_positive:
+                if self.strategy.trailing_only_offset_is_reached:
+                    # Worst case: price reaches stop_positive_offset and dives down.
+                    stop_rate = sell_row[OPEN_IDX] * \
+                                (1 + abs(self.strategy.trailing_stop_positive_offset) -
+                                 abs(self.strategy.trailing_stop_positive))
+                else:
+                    # Worst case: price ticks tiny bit above open and dives down.
+                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))
+                    assert stop_rate < sell_row[HIGH_IDX]
+                return stop_rate
+
             # Set close_rate to stoploss
             return trade.stop_loss
         elif sell.sell_type == (SellType.ROI):
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8ea38f503..47d4259fc 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -610,7 +610,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
         trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
 
-        if self.use_custom_stoploss:
+        if self.use_custom_stoploss and trade.stop_loss < current_rate:
             stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
@@ -623,7 +623,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 logger.warning("CustomStoploss function did not return valid stoploss")
 
-        if self.trailing_stop:
+        if self.trailing_stop and trade.stop_loss < current_rate:
             # trailing stoploss handling
             sl_offset = self.trailing_stop_positive_offset
 
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index e5b969383..488425323 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -457,6 +457,50 @@ tc28 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
+# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
+# high of stoploss candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc29 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+# Test 30: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc30 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+# Test 31: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc31 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -487,6 +531,9 @@ TESTS = [
     tc26,
     tc27,
     tc28,
+    tc29,
+    tc30,
+    tc31,
 ]
 
 

From 38ed49cef54d0bfe4606be46e2ec88c344e768b3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 13 Jun 2021 16:37:11 +0200
Subject: [PATCH 028/834] move low to stoploss_reached

to clarify where which rate is used
---
 freqtrade/strategy/interface.py | 18 ++++++++++--------
 1 file changed, 10 insertions(+), 8 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 47d4259fc..6358c6a4e 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -524,15 +524,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param force_stoploss: Externally provided stoploss
         :return: True if trade should be sold, False otherwise
         """
-        # Set current rate to low for backtesting sell
-        current_rate = low or rate
+        current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
         trade.adjust_min_max_rates(high or current_rate)
 
         stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                               current_time=date, current_profit=current_profit,
-                                              force_stoploss=force_stoploss, high=high)
+                                              force_stoploss=force_stoploss, low=low, high=high)
 
         # Set current rate to high for backtesting sell
         current_rate = high or rate
@@ -599,18 +598,21 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
-                          force_stoploss: float, high: float = None) -> SellCheckTuple:
+                          force_stoploss: float, low: float = None,
+                          high: float = None) -> SellCheckTuple:
         """
         Based on current profit of the trade and configured (trailing) stoploss,
         decides to sell or not
         :param current_profit: current profit as ratio
+        :param low: Low value of this candle, only set in backtesting
+        :param high: High value of this candle, only set in backtesting
         """
         stop_loss_value = force_stoploss if force_stoploss else self.stoploss
 
         # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
         trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
 
-        if self.use_custom_stoploss and trade.stop_loss < current_rate:
+        if self.use_custom_stoploss and trade.stop_loss < (low or current_rate):
             stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
@@ -623,7 +625,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 logger.warning("CustomStoploss function did not return valid stoploss")
 
-        if self.trailing_stop and trade.stop_loss < current_rate:
+        if self.trailing_stop and trade.stop_loss < (low or current_rate):
             # trailing stoploss handling
             sl_offset = self.trailing_stop_positive_offset
 
@@ -643,7 +645,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # evaluate if the stoploss was hit if stoploss is not on exchange
         # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
         # regular stoploss handling.
-        if ((trade.stop_loss >= current_rate) and
+        if ((trade.stop_loss >= (low or current_rate)) and
                 (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
             sell_type = SellType.STOP_LOSS
@@ -652,7 +654,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             if trade.initial_stop_loss != trade.stop_loss:
                 sell_type = SellType.TRAILING_STOP_LOSS
                 logger.debug(
-                    f"{trade.pair} - HIT STOP: current price at {current_rate:.6f}, "
+                    f"{trade.pair} - HIT STOP: current price at {(low or current_rate):.6f}, "
                     f"stoploss is {trade.stop_loss:.6f}, "
                     f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
                     f"trade opened at {trade.open_rate:.6f}")

From 1bb04bb0c24c8a959df1fbc77617f5e1c1752d29 Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Wed, 16 Jun 2021 11:40:55 +0200
Subject: [PATCH 029/834] Moved daily avg trade row next to total trades on
 backtest results

---
 docs/backtesting.md                    | 8 +++-----
 freqtrade/optimize/optimize_reports.py | 4 ++--
 2 files changed, 5 insertions(+), 7 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 26642ef8c..8e50aa356 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -284,7 +284,7 @@ A backtesting result will look like that:
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
@@ -373,12 +373,11 @@ It contains some useful key metrics about performance of your strategy on backte
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
 | Total profit %        | 76.2%               |
-| Trades per day        | 3.575               |
 | Avg. stake amount     | 0.001      BTC      |
 | Total trade volume    | 0.429      BTC      |
 |                       |                     |
@@ -409,12 +408,11 @@ It contains some useful key metrics about performance of your strategy on backte
 
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
 - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
-- `Total trades`: Identical to the total trades of the backtest output table.
+- `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
 - `Final balance`: Final balance - starting balance + absolute profit.
 - `Absolute profit`: Profit made in stake currency.
 - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
-- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `Total trade volume`: Volume generated on the exchange to reach the above profit.
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 84e052ac4..64b043304 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -556,7 +556,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Backtesting to', strat_results['backtest_end']),
             ('Max open trades', strat_results['max_open_trades']),
             ('', ''),  # Empty line to improve readability
-            ('Total trades', strat_results['total_trades']),
+            ('Total/Daily Avg Trades', 
+                f"{strat_results['total_trades']} / {strat_results['trades_per_day']}"),
             ('Starting balance', round_coin_value(strat_results['starting_balance'],
                                                   strat_results['stake_currency'])),
             ('Final balance', round_coin_value(strat_results['final_balance'],
@@ -564,7 +565,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
                                                   strat_results['stake_currency'])),
             ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2):}%"),
-            ('Trades per day', strat_results['trades_per_day']),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],

From 1c9def2fdbfad2e11a283b900cde6e8968145930 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 16 Jun 2021 20:17:44 +0100
Subject: [PATCH 030/834] Update freqtrade/optimize/optimize_reports.py

---
 freqtrade/optimize/optimize_reports.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 64b043304..df7f721ec 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -556,7 +556,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Backtesting to', strat_results['backtest_end']),
             ('Max open trades', strat_results['max_open_trades']),
             ('', ''),  # Empty line to improve readability
-            ('Total/Daily Avg Trades', 
+            ('Total/Daily Avg Trades',
                 f"{strat_results['total_trades']} / {strat_results['trades_per_day']}"),
             ('Starting balance', round_coin_value(strat_results['starting_balance'],
                                                   strat_results['stake_currency'])),

From b38ab84a13d23906b05b236f6eb9421088b9c09a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 06:48:41 +0200
Subject: [PATCH 031/834] Add documentation mention about new behaviour

---
 docs/backtesting.md               |  1 +
 freqtrade/optimize/backtesting.py | 10 +++++-----
 2 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 26642ef8c..d34381f55 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -446,6 +446,7 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
 - Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
+  - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
   - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 19ae74ae6..028a9eacd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -228,13 +228,13 @@ class Backtesting:
             # Special case: trailing triggers within same candle as trade opened. Assume most
             # pessimistic price movement, which is moving just enough to arm stoploss and
             # immediately going down to stop price.
-            if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0 and \
-               self.strategy.trailing_stop_positive:
+            if (sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0
+                    and self.strategy.trailing_stop_positive):
                 if self.strategy.trailing_only_offset_is_reached:
                     # Worst case: price reaches stop_positive_offset and dives down.
-                    stop_rate = sell_row[OPEN_IDX] * \
-                                (1 + abs(self.strategy.trailing_stop_positive_offset) -
-                                 abs(self.strategy.trailing_stop_positive))
+                    stop_rate = (sell_row[OPEN_IDX] *
+                                 (1 + abs(self.strategy.trailing_stop_positive_offset) -
+                                 abs(self.strategy.trailing_stop_positive)))
                 else:
                     # Worst case: price ticks tiny bit above open and dives down.
                     stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))

From a49ca9cbf78b1a0e458c3e4767344d2c71a66219 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 06:57:35 +0200
Subject: [PATCH 032/834] Change log-level "Executing handler" msg to debug

closes #5143
---
 freqtrade/rpc/telegram.py      | 2 +-
 tests/rpc/test_rpc_telegram.py | 4 +++-
 2 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index c3ddfd644..aee513017 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -56,7 +56,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
             )
             return wrapper
 
-        logger.info(
+        logger.debug(
             'Executing handler: %s for chat_id: %s',
             command_handler.__name__,
             chat_id
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index bbda55c3e..d091f3837 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -2,6 +2,7 @@
 # pragma pylint: disable=protected-access, unused-argument, invalid-name
 # pragma pylint: disable=too-many-lines, too-many-arguments
 
+import logging
 import re
 from datetime import datetime
 from functools import reduce
@@ -120,7 +121,7 @@ def test_cleanup(default_conf, mocker, ) -> None:
 
 def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     patch_exchange(mocker)
-
+    caplog.set_level(logging.DEBUG)
     default_conf['telegram']['enabled'] = False
     bot = FreqtradeBot(default_conf)
     rpc = RPC(bot)
@@ -136,6 +137,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
 
 def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     patch_exchange(mocker)
+    caplog.set_level(logging.DEBUG)
     chat = Chat(0xdeadbeef, 0)
     update = Update(randint(1, 100))
     update.message = Message(randint(1, 100), datetime.utcnow(), chat)

From a9f111dca0063790dadaebfad03c265c8e0842ea Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 19:50:49 +0200
Subject: [PATCH 033/834] Fix some types

---
 freqtrade/rpc/telegram.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index f83d5a238..6a0e98a75 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -95,7 +95,7 @@ class Telegram(RPCHandler):
         Validates the keyboard configuration from telegram config
         section.
         """
-        self._keyboard: List[List[Union[str, KeyboardButton, InlineKeyboardButton]]] = [
+        self._keyboard: List[List[Union[str, KeyboardButton]]] = [
             ['/daily', '/profit', '/balance'],
             ['/status', '/status table', '/performance'],
             ['/count', '/start', '/stop', '/help']
@@ -1112,7 +1112,7 @@ class Telegram(RPCHandler):
 
     def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
                   disable_notification: bool = False,
-                  keyboard: List[List[Union[str, KeyboardButton, InlineKeyboardButton]]] = None,
+                  keyboard: List[List[InlineKeyboardButton]] = None,
                   callback_path: str = "",
                   reload_able: bool = False,
                   query: Optional[CallbackQuery] = None) -> None:
@@ -1123,6 +1123,7 @@ class Telegram(RPCHandler):
         :param parse_mode: telegram parse mode
         :return: None
         """
+        reply_markup: Union[InlineKeyboardMarkup, ReplyKeyboardMarkup]
         if query:
             self._update_msg(query=query, msg=msg, parse_mode=parse_mode,
                              callback_path=callback_path, reload_able=reload_able)

From 8562e19776433d182d7406ad1594ed2220d37ae9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 20:15:53 +0200
Subject: [PATCH 034/834] Document protections to come from the strategy

---
 docs/configuration.md        |  3 +-
 docs/includes/protections.md | 67 +++++++-----------------------------
 2 files changed, 14 insertions(+), 56 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index ef6f34094..3788ef57c 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -105,7 +105,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
-| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** List of Dicts
+| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). <br> **Datatype:** List of Dicts
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
@@ -156,7 +156,6 @@ Values set in the configuration file always overwrite values set in the strategy
 * `order_time_in_force`
 * `unfilledtimeout`
 * `disable_dataframe_checks`
-* `protections`
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `sell_profit_offset` (ask_strategy)
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index 6bc57153e..3ea2dde61 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -8,7 +8,6 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 
 !!! Note
     Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.  
-    To align your protection with your strategy, you can define protections in the strategy.
 
 !!! Tip
     Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
@@ -47,16 +46,16 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will
 
 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
 
-```json
-"protections": [
+``` python
+protections = [
     {
         "method": "StoplossGuard",
         "lookback_period_candles": 24,
         "trade_limit": 4,
         "stop_duration_candles": 4,
-        "only_per_pair": false
+        "only_per_pair": False
     }
-],
+]
 ```
 
 !!! Note
@@ -69,8 +68,8 @@ The below example stops trading for all pairs for 4 candles after the last trade
 
 The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
 
-```json
-"protections": [
+``` python
+protections = [
       {
         "method": "MaxDrawdown",
         "lookback_period_candles": 48,
@@ -78,7 +77,7 @@ The below sample stops trading for 12 candles if max-drawdown is > 20% consideri
         "stop_duration_candles": 12,
         "max_allowed_drawdown": 0.2
       },
-],
+]
 ```
 
 #### Low Profit Pairs
@@ -88,8 +87,8 @@ If that ratio is below `required_profit`, that pair will be locked for `stop_dur
 
 The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
 
-```json
-"protections": [
+``` python
+protections = [
     {
         "method": "LowProfitPairs",
         "lookback_period_candles": 6,
@@ -97,7 +96,7 @@ The below example will stop trading a pair for 60 minutes if the pair does not h
         "stop_duration": 60,
         "required_profit": 0.02
     }
-],
+]
 ```
 
 #### Cooldown Period
@@ -106,13 +105,13 @@ The below example will stop trading a pair for 60 minutes if the pair does not h
 
 The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
 
-```json
-"protections": [
+``` python
+protections = [
     {
         "method": "CooldownPeriod",
         "stop_duration_candles": 2
     }
-],
+]
 ```
 
 !!! Note
@@ -132,46 +131,6 @@ The below example assumes a timeframe of 1 hour:
 * Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
 * Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
 
-```json
-"timeframe": "1h",
-"protections": [
-    {
-        "method": "CooldownPeriod",
-        "stop_duration_candles": 5
-    },
-    {
-        "method": "MaxDrawdown",
-        "lookback_period_candles": 48,
-        "trade_limit": 20,
-        "stop_duration_candles": 4,
-        "max_allowed_drawdown": 0.2
-    },
-    {
-        "method": "StoplossGuard",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 2,
-        "only_per_pair": false
-    },
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 6,
-        "trade_limit": 2,
-        "stop_duration_candles": 60,
-        "required_profit": 0.02
-    },
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 2,
-        "required_profit": 0.01
-    }
-    ],
-```
-
-You can use the same in your strategy, the syntax is only slightly different:
-
 ``` python
 from freqtrade.strategy import IStrategy
 

From 546ca0107178f0a95b41c433aeb3e6497c9f6a48 Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Thu, 17 Jun 2021 20:33:21 +0200
Subject: [PATCH 035/834] :recycle: Fixed flake8 warning

---
 freqtrade/optimize/hyperopt_tools.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 92ec6f194..742db07cc 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -114,7 +114,8 @@ class HyperoptTools():
             if len(space_non_optimized) > 0:
                 for non_optimized_param in space_non_optimized:
                     if non_optimized_param not in all_space_params:
-                        all_space_params[non_optimized_param] = space_non_optimized[non_optimized_param]
+                        all_space_params[non_optimized_param] = \
+                            space_non_optimized[non_optimized_param]
 
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(all_space_params)

From 15678045096f75b26449dcb964c9d579654e41ea Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Thu, 17 Jun 2021 22:41:49 +0200
Subject: [PATCH 036/834] :zap: kwargs merge dictionaries instead of using
 loops

---
 freqtrade/optimize/hyperopt_tools.py | 7 ++-----
 1 file changed, 2 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 742db07cc..dac299dc6 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -110,12 +110,9 @@ class HyperoptTools():
             space_non_optimized = HyperoptTools._space_params(non_optimized, space)
             all_space_params = space_params
 
-            # Include non optimized params if there are any
+            # Merge non optimized params if there are any
             if len(space_non_optimized) > 0:
-                for non_optimized_param in space_non_optimized:
-                    if non_optimized_param not in all_space_params:
-                        all_space_params[non_optimized_param] = \
-                            space_non_optimized[non_optimized_param]
+                all_space_params = {**space_non_optimized, **space_params}
 
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(all_space_params)

From 0a1e15988f9149670a8c7df2f77ad2a04a20e046 Mon Sep 17 00:00:00 2001
From: Robert Caulk <rob.caulk@gmail.com>
Date: Fri, 18 Jun 2021 09:48:59 +0200
Subject: [PATCH 037/834] Fix errors during ubuntu install

Encountering the python header error on a fresh ubuntu install:

```  utils_find_1st/find_1st.cpp:3:10: fatal error: Python.h: No such file or directory
   #include "Python.h"
            ^~~~~~~~~~
  compilation terminated.
```

solved by installing python3.7-dev. Also need to ensure python3.7-venv for fresh install.
---
 docs/installation.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/installation.md b/docs/installation.md
index c19965a18..25994fdc0 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -60,7 +60,7 @@ OS Specific steps are listed first, the [Common](#common) section below is neces
     sudo apt-get update
 
     # install packages
-    sudo apt install -y python3-pip python3-venv python3-pandas git
+    sudo apt install -y python3-pip python3.7-venv python3.7-dev python3-pandas git
     ```
 
 === "RaspberryPi/Raspbian"

From e1010ff5923e4c68900c6e786bb3e6138ea1265c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 17 Jun 2021 21:01:22 +0200
Subject: [PATCH 038/834] Don't load protections from config if strategy
 defines a property

---
 freqtrade/freqtradebot.py                | 2 +-
 freqtrade/optimize/backtesting.py        | 2 +-
 freqtrade/plugins/protectionmanager.py   | 4 ++--
 freqtrade/resolvers/strategy_resolver.py | 4 +++-
 freqtrade/strategy/interface.py          | 2 +-
 tests/plugins/test_protections.py        | 3 +--
 6 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a2e7fcb5d..e8a321e94 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -70,7 +70,7 @@ class FreqtradeBot(LoggingMixin):
 
         PairLocks.timeframe = self.config['timeframe']
 
-        self.protections = ProtectionManager(self.config)
+        self.protections = ProtectionManager(self.config, self.strategy.protections)
 
         # RPC runs in separate threads, can start handling external commands just after
         # initialization, even before Freqtradebot has a chance to start its throttling,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 028a9eacd..8b75fe438 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -137,7 +137,7 @@ class Backtesting:
             if hasattr(strategy, 'protections'):
                 conf = deepcopy(conf)
                 conf['protections'] = strategy.protections
-            self.protections = ProtectionManager(conf)
+            self.protections = ProtectionManager(self.config, strategy.protections)
 
     def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
         """
diff --git a/freqtrade/plugins/protectionmanager.py b/freqtrade/plugins/protectionmanager.py
index a8edd4e4b..f33e5b4bc 100644
--- a/freqtrade/plugins/protectionmanager.py
+++ b/freqtrade/plugins/protectionmanager.py
@@ -15,11 +15,11 @@ logger = logging.getLogger(__name__)
 
 class ProtectionManager():
 
-    def __init__(self, config: dict) -> None:
+    def __init__(self, config: Dict, protections: List) -> None:
         self._config = config
 
         self._protection_handlers: List[IProtection] = []
-        for protection_handler_config in self._config.get('protections', []):
+        for protection_handler_config in protections:
             protection_handler = ProtectionResolver.load_protection(
                 protection_handler_config['method'],
                 config=config,
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 6484f900b..e76d1e3e5 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -113,7 +113,9 @@ class StrategyResolver(IResolver):
         - Strategy
         - default (if not None)
         """
-        if attribute in config:
+        if (attribute in config
+                and not isinstance(getattr(type(strategy), 'my_property', None), property)):
+            # Ensure Properties are not overwritten
             setattr(strategy, attribute, config[attribute])
             logger.info("Override strategy '%s' with value in config file: %s.",
                         attribute, config[attribute])
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6358c6a4e..b259a7977 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -107,7 +107,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     startup_candle_count: int = 0
 
     # Protections
-    protections: List
+    protections: List = []
 
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index 10ab64690..9ec47dade 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -70,8 +70,7 @@ def test_protectionmanager(mocker, default_conf):
 ])
 def test_protections_init(mocker, default_conf, timeframe, expected, protconf):
     default_conf['timeframe'] = timeframe
-    default_conf['protections'] = protconf
-    man = ProtectionManager(default_conf)
+    man = ProtectionManager(default_conf, protconf)
     assert len(man._protection_handlers) == len(protconf)
     assert man._protection_handlers[0]._lookback_period == expected[0]
     assert man._protection_handlers[0]._stop_duration == expected[1]

From 6e89fbd14665f4aa5473af33a7cd1b64ec0f0e0d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 18 Jun 2021 21:06:58 +0200
Subject: [PATCH 039/834] Remove Dockerfile.aarch64

it's identical to the real image except for the "--platform" tag,
which is unnecessary if building from a arm64 architecture
---
 docker/Dockerfile.aarch64 | 58 ---------------------------------------
 docs/docker_quickstart.md |  2 +-
 2 files changed, 1 insertion(+), 59 deletions(-)
 delete mode 100644 docker/Dockerfile.aarch64

diff --git a/docker/Dockerfile.aarch64 b/docker/Dockerfile.aarch64
deleted file mode 100644
index e5d3f0ee9..000000000
--- a/docker/Dockerfile.aarch64
+++ /dev/null
@@ -1,58 +0,0 @@
-FROM --platform=linux/arm64/v8 python:3.9.4-slim-buster as base
-
-# Setup env
-ENV LANG C.UTF-8
-ENV LC_ALL C.UTF-8
-ENV PYTHONDONTWRITEBYTECODE 1
-ENV PYTHONFAULTHANDLER 1
-ENV PATH=/home/ftuser/.local/bin:$PATH
-ENV FT_APP_ENV="docker"
-
-# Prepare environment
-RUN mkdir /freqtrade \
-  && apt-get update \
-  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
-  && apt-get clean \
-  && useradd -u 1000 -G sudo -U -m ftuser \
-  && chown ftuser:ftuser /freqtrade \
-  # Allow sudoers
-  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
-
-WORKDIR /freqtrade
-
-# Install dependencies
-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
-
-# Install TA-lib
-COPY build_helpers/* /tmp/
-RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
-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 \
-  && pip install --user --no-cache-dir -r requirements-hyperopt.txt
-
-# Copy dependencies to runtime-image
-FROM base as runtime-image
-COPY --from=python-deps /usr/local/lib /usr/local/lib
-ENV LD_LIBRARY_PATH /usr/local/lib
-
-COPY --from=python-deps --chown=ftuser:ftuser /home/ftuser/.local /home/ftuser/.local
-
-USER ftuser
-# Install and execute
-COPY --chown=ftuser:ftuser . /freqtrade/
-
-RUN pip install -e . --user --no-cache-dir --no-build-isolation\
-  && mkdir /freqtrade/user_data/ \
-  && freqtrade install-ui
-
-ENTRYPOINT ["freqtrade"]
-# Default to trade mode
-CMD [ "trade" ]
diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 3a85aa885..cb66fc7e2 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -98,7 +98,7 @@ Create a new directory and place the [docker-compose file](https://raw.githubuse
         image: freqtradeorg/freqtrade:custom_arm64
         build:
           context: .
-          dockerfile: "./docker/Dockerfile.aarch64"
+          dockerfile: "Dockerfile"
         ```
 
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.

From 656bebd4da833dc008b3487ebbe4d7cb134c1d64 Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Fri, 18 Jun 2021 22:03:04 +0200
Subject: [PATCH 040/834] :beetle: Included completely non_optimized spaces in
 json + swapped merge dictionary order

---
 freqtrade/optimize/hyperopt_tools.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index dac299dc6..9eee42a8d 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -105,14 +105,14 @@ class HyperoptTools():
 
     @staticmethod
     def _params_update_for_json(result_dict, params, non_optimized, space: str) -> None:
-        if space in params:
+        if (space in params) or (space in non_optimized):
             space_params = HyperoptTools._space_params(params, space)
             space_non_optimized = HyperoptTools._space_params(non_optimized, space)
             all_space_params = space_params
 
             # Merge non optimized params if there are any
             if len(space_non_optimized) > 0:
-                all_space_params = {**space_non_optimized, **space_params}
+                all_space_params = {**space_params, **space_non_optimized}
 
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(all_space_params)

From 39b876e37a674384fb9e6d4fbc6a777ddec38acd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 10 Jun 2021 20:09:25 +0200
Subject: [PATCH 041/834] Log exchange responses if configured

---
 docs/configuration.md           |  1 +
 freqtrade/exchange/binance.py   |  1 +
 freqtrade/exchange/exchange.py  | 21 +++++++++++++++++----
 freqtrade/exchange/ftx.py       |  7 ++++++-
 freqtrade/exchange/kraken.py    |  1 +
 tests/exchange/test_exchange.py |  4 +++-
 6 files changed, 29 insertions(+), 6 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 3788ef57c..8b85e9e96 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -102,6 +102,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
 | `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
+| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 0bcfa5e17..0c470cb24 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -68,6 +68,7 @@ class Binance(Exchange):
                                            amount=amount, price=rate, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
+            self._log_exchange_response('create_stoploss_order', order)
             return order
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 67676d4e0..07ac337fc 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -104,6 +104,7 @@ class Exchange:
             logger.info('Instance is running with dry_run enabled')
         logger.info(f"Using CCXT {ccxt.__version__}")
         exchange_config = config['exchange']
+        self.log_responses = exchange_config.get('log_responses', False)
 
         # Deep merge ft_has with default ft_has options
         self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
@@ -226,6 +227,11 @@ class Exchange:
         """exchange ccxt precisionMode"""
         return self._api.precisionMode
 
+    def _log_exchange_response(self, endpoint, response) -> None:
+        """ Log exchange responses """
+        if self.log_responses:
+            logger.info(f"API {endpoint}: {response}")
+
     def ohlcv_candle_limit(self, timeframe: str) -> int:
         """
         Exchange ohlcv candle limit
@@ -622,8 +628,10 @@ class Exchange:
                            or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
             rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
-            return self._api.create_order(pair, ordertype, side,
-                                          amount, rate_for_order, params)
+            order = self._api.create_order(pair, ordertype, side,
+                                           amount, rate_for_order, params)
+            self._log_exchange_response('create_order', order)
+            return order
 
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
@@ -694,7 +702,9 @@ class Exchange:
         if self._config['dry_run']:
             return self.fetch_dry_run_order(order_id)
         try:
-            return self._api.fetch_order(order_id, pair)
+            order = self._api.fetch_order(order_id, pair)
+            self._log_exchange_response('fetch_order', order)
+            return order
         except ccxt.OrderNotFound as e:
             raise RetryableOrderError(
                 f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
@@ -744,7 +754,9 @@ class Exchange:
                 return {}
 
         try:
-            return self._api.cancel_order(order_id, pair)
+            order = self._api.cancel_order(order_id, pair)
+            self._log_exchange_response('cancel_order', order)
+            return order
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
@@ -1042,6 +1054,7 @@ class Exchange:
                 pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
+            self._log_exchange_response('get_trades_for_order', matched_trades)
             return matched_trades
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
diff --git a/freqtrade/exchange/ftx.py b/freqtrade/exchange/ftx.py
index 3184c2524..6cd549d60 100644
--- a/freqtrade/exchange/ftx.py
+++ b/freqtrade/exchange/ftx.py
@@ -69,6 +69,7 @@ class Ftx(Exchange):
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
                                            amount=amount, params=params)
+            self._log_exchange_response('create_stoploss_order', order)
             logger.info('stoploss order added for %s. '
                         'stop price: %s.', pair, stop_price)
             return order
@@ -99,12 +100,14 @@ class Ftx(Exchange):
             orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
 
             order = [order for order in orders if order['id'] == order_id]
+            self._log_exchange_response('fetch_stoploss_order', order)
             if len(order) == 1:
                 if order[0].get('status') == 'closed':
                     # Trigger order was triggered ...
                     real_order_id = order[0].get('info', {}).get('orderId')
 
                     order1 = self._api.fetch_order(real_order_id, pair)
+                    self._log_exchange_response('fetch_stoploss_order1', order1)
                     # Fake type to stop - as this was really a stop order.
                     order1['id_stop'] = order1['id']
                     order1['id'] = order_id
@@ -131,7 +134,9 @@ class Ftx(Exchange):
         if self._config['dry_run']:
             return {}
         try:
-            return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+            order = self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+            self._log_exchange_response('cancel_stoploss_order', order)
+            return order
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 6f1fa409a..8f7cbe590 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -103,6 +103,7 @@ class Kraken(Exchange):
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
                                            amount=amount, price=stop_price, params=params)
+            self._log_exchange_response('create_stoploss_order', order)
             logger.info('stoploss order added for %s. '
                         'stop price: %s.', pair, stop_price)
             return order
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 5fa94e6c1..f5becc274 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2271,8 +2271,9 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_fetch_order(default_conf, mocker, exchange_name):
+def test_fetch_order(default_conf, mocker, exchange_name, caplog):
     default_conf['dry_run'] = True
+    default_conf['exchange']['log_responses'] = True
     order = MagicMock()
     order.myid = 123
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -2287,6 +2288,7 @@ def test_fetch_order(default_conf, mocker, exchange_name):
     api_mock.fetch_order = MagicMock(return_value=456)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
     assert exchange.fetch_order('X', 'TKN/BTC') == 456
+    assert log_has("API fetch_order: 456", caplog)
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))

From 6e99e3fbbbb903b8e91cb5373b55e9309f151c56 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 09:31:34 +0200
Subject: [PATCH 042/834] Implement tests for message updating

---
 freqtrade/rpc/telegram.py      | 33 +++++++++++++--------------------
 tests/rpc/test_rpc_telegram.py | 30 ++++++++++++++++++++++++++----
 2 files changed, 39 insertions(+), 24 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 6a0e98a75..6cb48aef1 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -1088,27 +1088,20 @@ class Telegram(RPCHandler):
         message_id = query.message.message_id
 
         try:
-            try:
-                self._updater.bot.edit_message_text(
-                    chat_id=chat_id,
-                    message_id=message_id,
-                    text=msg,
-                    parse_mode=parse_mode,
-                    reply_markup=reply_markup
-                )
-            except BadRequest as e:
-                if 'not modified' in e.message.lower():
-                    pass
-                else:
-                    logger.warning(
-                        'TelegramError: %s',
-                        e.message
-                    )
-        except TelegramError as telegram_err:
-            logger.warning(
-                'TelegramError: %s! Giving up on that message.',
-                telegram_err.message
+            self._updater.bot.edit_message_text(
+                chat_id=chat_id,
+                message_id=message_id,
+                text=msg,
+                parse_mode=parse_mode,
+                reply_markup=reply_markup
             )
+        except BadRequest as e:
+            if 'not modified' in e.message.lower():
+                pass
+            else:
+                logger.warning('TelegramError: %s', e.message)
+        except TelegramError as telegram_err:
+            logger.warning('TelegramError: %s! Giving up on that message.', telegram_err.message)
 
     def _send_msg(self, msg: str, parse_mode: str = ParseMode.MARKDOWN,
                   disable_notification: bool = False,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 830ef200e..39ef6a1ab 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -13,7 +13,7 @@ from unittest.mock import ANY, MagicMock
 import arrow
 import pytest
 from telegram import Chat, Message, ReplyKeyboardMarkup, Update
-from telegram.error import NetworkError
+from telegram.error import BadRequest, NetworkError, TelegramError
 
 from freqtrade import __version__
 from freqtrade.constants import CANCEL_REASON
@@ -25,8 +25,8 @@ from freqtrade.loggers import setup_logging
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC
 from freqtrade.rpc.telegram import Telegram, authorized_only
-from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, patch_exchange,
-                            patch_get_signal, patch_whitelist)
+from tests.conftest import (create_mock_trades, get_patched_freqtradebot, log_has, log_has_re,
+                            patch_exchange, patch_get_signal, patch_whitelist)
 
 
 class DummyCls(Telegram):
@@ -1561,7 +1561,7 @@ def test__sell_emoji(default_conf, mocker, msg, expected):
     assert telegram._get_sell_emoji(msg) == expected
 
 
-def test__send_msg(default_conf, mocker) -> None:
+def test_telegram__send_msg(default_conf, mocker, caplog) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     bot = MagicMock()
     telegram, _, _ = get_telegram_testobject(mocker, default_conf, mock=False)
@@ -1572,6 +1572,28 @@ def test__send_msg(default_conf, mocker) -> None:
     telegram._send_msg('test')
     assert len(bot.method_calls) == 1
 
+    # Test update
+    query = MagicMock()
+    telegram._send_msg('test', callback_path="DeadBeef", query=query, reload_able=True)
+    edit_message_text = telegram._updater.bot.edit_message_text
+    assert edit_message_text.call_count == 1
+    assert "Updated: " in edit_message_text.call_args_list[0][1]['text']
+
+    telegram._updater.bot.edit_message_text = MagicMock(side_effect=BadRequest("not modified"))
+    telegram._send_msg('test', callback_path="DeadBeef", query=query)
+    assert telegram._updater.bot.edit_message_text.call_count == 1
+    assert not log_has_re(r"TelegramError: .*", caplog)
+
+    telegram._updater.bot.edit_message_text = MagicMock(side_effect=BadRequest(""))
+    telegram._send_msg('test2', callback_path="DeadBeef", query=query)
+    assert telegram._updater.bot.edit_message_text.call_count == 1
+    assert log_has_re(r"TelegramError: .*", caplog)
+
+    telegram._updater.bot.edit_message_text = MagicMock(side_effect=TelegramError("DeadBEEF"))
+    telegram._send_msg('test3', callback_path="DeadBeef", query=query)
+
+    assert log_has_re(r"TelegramError: DeadBEEF! Giving up.*", caplog)
+
 
 def test__send_msg_network_error(default_conf, mocker, caplog) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())

From a7f8342171354ab361dc99554f2dbfae3f2f171d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 16:49:54 +0200
Subject: [PATCH 043/834] Add small documentation about reload disabling

---
 config_full.json.example | 4 +++-
 docs/telegram-usage.md   | 2 ++
 freqtrade/constants.py   | 3 ++-
 3 files changed, 7 insertions(+), 2 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 6aeb756f3..bc9f33f96 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -178,7 +178,9 @@
             "sell_fill": "on",
             "buy_cancel": "on",
             "sell_cancel": "on"
-        }
+        },
+        "reload": true,
+        "balance_dust_level": 0.01
     },
     "api_server": {
         "enabled": false,
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 87ff38881..f5d9744b4 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -95,6 +95,7 @@ Example configuration showing the different settings:
         "buy_fill": "off",
         "sell_fill": "off"
     },
+    "reload": true,
     "balance_dust_level": 0.01
 },
 ```
@@ -105,6 +106,7 @@ Example configuration showing the different settings:
 
 
 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
+`reload` allows you to disable reload-buttons on selected messages.
 
 ## Create a custom keyboard (command shortcut buttons)
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 259aa0e03..013e9df41 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -275,7 +275,8 @@ CONF_SCHEMA = {
                             'default': 'off'
                             },
                     }
-                }
+                },
+                'reload': {'type': 'boolean'},
             },
             'required': ['enabled', 'token', 'chat_id'],
         },

From 96fbb226c5783fb9e50c37bc3a0f0593101ebb4c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 19:32:29 +0200
Subject: [PATCH 044/834] Implement better strategy checks

part of #2696
---
 freqtrade/strategy/interface.py  | 19 +++++++++++++------
 tests/strategy/test_interface.py | 14 ++++++++++++++
 2 files changed, 27 insertions(+), 6 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index b259a7977..65e27a2c2 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -453,18 +453,25 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         Ensure dataframe (length, last candle) was not modified, and has all elements we need.
         """
+        message_template = "Dataframe returned from strategy has mismatching {}."
         message = ""
-        if df_len != len(dataframe):
-            message = "length"
+        if dataframe is None:
+            message = "No dataframe returned (return statement missing?)."
+        elif 'buy' not in dataframe:
+            message = "Buy column not set."
+        elif 'sell' not in dataframe:
+            message = "Sell column not set."
+        elif df_len != len(dataframe):
+            message = message_template.format("length")
         elif df_close != dataframe["close"].iloc[-1]:
-            message = "last close price"
+            message = message_template.format("last close price")
         elif df_date != dataframe["date"].iloc[-1]:
-            message = "last date"
+            message = message_template.format("last date")
         if message:
             if self.disable_dataframe_checks:
-                logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
+                logger.warning(message)
             else:
-                raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
+                raise StrategyError(message)
 
     def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
         """
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 64081fa37..04d12a51f 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -153,6 +153,8 @@ def test_assert_df_raise(mocker, caplog, ohlcv_history):
 
 def test_assert_df(ohlcv_history, caplog):
     df_len = len(ohlcv_history) - 1
+    ohlcv_history.loc[:, 'buy'] = 0
+    ohlcv_history.loc[:, 'sell'] = 0
     # Ensure it's running when passed correctly
     _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
                         ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[df_len, 'date'])
@@ -170,6 +172,18 @@ def test_assert_df(ohlcv_history, caplog):
                        match=r"Dataframe returned from strategy.*last date\."):
         _STRATEGY.assert_df(ohlcv_history, len(ohlcv_history),
                             ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
+    with pytest.raises(StrategyError,
+                       match=r"No dataframe returned \(return statement missing\?\)."):
+        _STRATEGY.assert_df(None, len(ohlcv_history),
+                            ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
+    with pytest.raises(StrategyError,
+                       match="Buy column not set"):
+        _STRATEGY.assert_df(ohlcv_history.drop('buy', axis=1), len(ohlcv_history),
+                            ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
+    with pytest.raises(StrategyError,
+                       match="Sell column not set"):
+        _STRATEGY.assert_df(ohlcv_history.drop('sell', axis=1), len(ohlcv_history),
+                            ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
 
     _STRATEGY.disable_dataframe_checks = True
     caplog.clear()

From 122943d835e56a5aad6be3e1e172b351174e428d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 19:37:27 +0200
Subject: [PATCH 045/834] Don't run filter again for pairlist generator

The generator implicitly runs filter - so it should not be ran again
as that would void generator caching.

closes #5103
---
 freqtrade/plugins/pairlistmanager.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index d1cdd2c5b..03f4760b8 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -83,7 +83,8 @@ class PairListManager():
         pairlist = self._pairlist_handlers[0].gen_pairlist(tickers)
 
         # Process all Pairlist Handlers in the chain
-        for pairlist_handler in self._pairlist_handlers:
+        # except for the first one, which is the generator.
+        for pairlist_handler in self._pairlist_handlers[1:]:
             pairlist = pairlist_handler.filter_pairlist(pairlist, tickers)
 
         # Validation against blacklist happens after the chain of Pairlist Handlers

From 347eceeda5b675474f0294a6db99bc660909995f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 19 Jun 2021 20:30:40 +0200
Subject: [PATCH 046/834] Try fix fluky test

---
 tests/plugins/test_pairlist.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 5e2274ce3..ae8f6e958 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -75,7 +75,7 @@ def whitelist_conf_agefilter(default_conf):
             "method": "VolumePairList",
             "number_assets": 5,
             "sort_key": "quoteVolume",
-            "refresh_period": 0,
+            "refresh_period": -1,
         },
         {
             "method": "AgeFilter",
@@ -687,7 +687,6 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
     freqtrade.pairlists.refresh_pairlist()
     assert len(freqtrade.pairlists.whitelist) == 3
     assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
-    # freqtrade.config['exchange']['pair_whitelist'].append('HOT/BTC')
 
     previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
     freqtrade.pairlists.refresh_pairlist()

From 7f434c041389ec7edf2137db2f4172be8ad1d36b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 20 Jun 2021 09:37:32 +0200
Subject: [PATCH 047/834] Simplify mkdocs jquery inclusion by using overrides

instead of partials
---
 docs/overrides/main.html  | 10 ++++++
 docs/partials/header.html | 72 ---------------------------------------
 mkdocs.yml                |  2 +-
 3 files changed, 11 insertions(+), 73 deletions(-)
 create mode 100644 docs/overrides/main.html
 delete mode 100644 docs/partials/header.html

diff --git a/docs/overrides/main.html b/docs/overrides/main.html
new file mode 100644
index 000000000..5b116de4b
--- /dev/null
+++ b/docs/overrides/main.html
@@ -0,0 +1,10 @@
+{% extends "base.html" %}
+
+{% block footer %}
+    {{ super() }}
+
+    <!-- Place this tag in your head or just before your close body tag. -->
+    <script async defer src="https://buttons.github.io/buttons.js"></script>
+    <script src="https://code.jquery.com/jquery-3.4.1.min.js"
+      integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
+{% endblock %}
diff --git a/docs/partials/header.html b/docs/partials/header.html
deleted file mode 100644
index 22132bc96..000000000
--- a/docs/partials/header.html
+++ /dev/null
@@ -1,72 +0,0 @@
-{#-
-This file was automatically generated - do not edit
--#}
-{% set site_url = config.site_url | d(nav.homepage.url, true) | url %}
-{% if not config.use_directory_urls and site_url[0] == site_url[-1] == "." %}
-{% set site_url = site_url ~ "/index.html" %}
-{% endif %}
-<header class="md-header" data-md-component="header">
-  <nav class="md-header__inner md-grid" aria-label="{{ lang.t('header.title') }}">
-    <a href="{{ site_url }}" title="{{ config.site_name | e }}" class="md-header__button md-logo"
-      aria-label="{{ config.site_name }}">
-      {% include "partials/logo.html" %}
-    </a>
-    <label class="md-header__button md-icon" for="__drawer">
-      {% include ".icons/material/menu" ~ ".svg" %}
-    </label>
-    <div class="md-header__title" data-md-component="header-title">
-      <div class="md-header__ellipsis">
-        <div class="md-header__topic">
-          <span class="md-ellipsis">
-            {{ config.site_name }}
-          </span>
-        </div>
-        <div class="md-header__topic" data-md-component="header-topic">
-          <span class="md-ellipsis">
-            {% if page and page.meta and page.meta.title %}
-            {{ page.meta.title }}
-            {% else %}
-            {{ page.title }}
-            {% endif %}
-          </span>
-        </div>
-      </div>
-    </div>
-    <div class="md-header__options">
-      {% if config.extra.alternate %}
-      <div class="md-select">
-        {% set icon = config.theme.icon.alternate or "material/translate" %}
-        <span class="md-header__button md-icon">
-          {% include ".icons/" ~ icon ~ ".svg" %}
-        </span>
-        <div class="md-select__inner">
-          <ul class="md-select__list">
-            {% for alt in config.extra.alternate %}
-            <li class="md-select__item">
-              <a href="{{ alt.link | url }}" class="md-select__link">
-                {{ alt.name }}
-              </a>
-            </li>
-            {% endfor %}
-          </ul>
-        </div>
-      </div>
-      {% endif %}
-    </div>
-    {% if "search" in config["plugins"] %}
-    <label class="md-header__button md-icon" for="__search">
-      {% include ".icons/material/magnify.svg" %}
-    </label>
-    {% include "partials/search.html" %}
-    {% endif %}
-    {% if config.repo_url %}
-    <div class="md-header__source">
-      {% include "partials/source.html" %}
-    </div>
-    {% endif %}
-  </nav>
-    <!-- Place this tag in your head or just before your close body tag. -->
-    <script async defer src="https://buttons.github.io/buttons.js"></script>
-    <script src="https://code.jquery.com/jquery-3.4.1.min.js"
-      integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
-</header>
diff --git a/mkdocs.yml b/mkdocs.yml
index cc5747225..e3e1ade86 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -42,7 +42,7 @@ theme:
   name: material
   logo: 'images/logo.png'
   favicon: 'images/logo.png'
-  custom_dir: 'docs'
+  custom_dir: 'docs/overrides'
   palette:
     primary: 'blue grey'
     accent: 'tear'

From 97351c95c0e21ca906d54e9264b93d5b01be06f3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 20 Jun 2021 10:36:18 +0200
Subject: [PATCH 048/834] Add section about GPU support

#5158 #5085 #3704 #2754
---
 docs/faq.md | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

diff --git a/docs/faq.md b/docs/faq.md
index e5da550fd..d015ae50e 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -136,6 +136,22 @@ On Windows, the `--logfile` option is also supported by Freqtrade and you can us
 > type \path\to\mylogfile.log | findstr "something"
 ```
 
+### Why does freqtrade not have GPU support?
+
+First of all, most indicator libraries don't have GPU support - as such, there would be little benefit for indicator calculations.
+The GPU improvements would only apply to pandas-native calculations - or ones written by yourself.
+
+For hyperopt, freqtrade is using scikit-optimize, which is built on top of scikit-learn.
+Their statement about GPU support is [pretty clear](https://scikit-learn.org/stable/faq.html#will-you-add-gpu-support).
+
+GPU's also are only good at crunching numbers (floating point operations). 
+For hyperopt, we need both number-crunching (find next parameters) and running python code (running backtesting). 
+As such, GPU's are not too well suited for most parts of hyperopt.
+
+The benefit of using GPU would therefore be pretty slim - and will not justify the complexity introduced by trying to add GPU support.
+
+There is however nothing preventing you from using GPU-enabled indicators within your strategy if you think you must have this - you will however probably be disappointed by the slim gain that will give you (compared to the complexity).
+
 ## Hyperopt module
 
 ### How many epochs do I need to get a good Hyperopt result?

From 17f8936f420b83901d8b78c0f7a5a7099fa07637 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:00:59 +0000
Subject: [PATCH 049/834] Bump scipy from 1.6.3 to 1.7.0

Bumps [scipy](https://github.com/scipy/scipy) from 1.6.3 to 1.7.0.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.6.3...v1.7.0)

---
updated-dependencies:
- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 5e7e9d9d2..83e23e3ec 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.6.3
+scipy==1.7.0
 scikit-learn==0.24.2
 scikit-optimize==0.8.1
 filelock==3.0.12

From fc7b372ce43e58aa46a5ab0cff6a71a278a69196 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:01:06 +0000
Subject: [PATCH 050/834] Bump ccxt from 1.51.40 to 1.51.77

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.51.40 to 1.51.77.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.51.40...1.51.77)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3d0b0256e..dab9861e1 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.51.40
+ccxt==1.51.77
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From eab6399490445bacc8a17fc97defa2a764fd0f8b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:01:17 +0000
Subject: [PATCH 051/834] Bump prompt-toolkit from 3.0.18 to 3.0.19

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.18 to 3.0.19.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.18...3.0.19)

---
updated-dependencies:
- dependency-name: prompt-toolkit
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3d0b0256e..7dee5cb01 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -40,4 +40,4 @@ aiofiles==0.7.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.9.0
-prompt-toolkit==3.0.18
+prompt-toolkit==3.0.19

From a6628fc65f9e0b7d0be0dbec154a47d7eadc4264 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:01:21 +0000
Subject: [PATCH 052/834] Bump types-requests from 0.1.11 to 0.1.13

Bumps [types-requests](https://github.com/python/typeshed) from 0.1.11 to 0.1.13.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 924b35e1a..1867c543d 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,5 +21,5 @@ nbconvert==6.0.7
 # mypy types
 types-cachetools==0.1.7
 types-filelock==0.1.3
-types-requests==0.1.11
+types-requests==0.1.13
 types-tabulate==0.1.0

From bb0ee837bc5f03a59dcc09956cab8f91e9530633 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 03:01:22 +0000
Subject: [PATCH 053/834] Bump pycoingecko from 2.1.0 to 2.2.0

Bumps [pycoingecko](https://github.com/man-c/pycoingecko) from 2.1.0 to 2.2.0.
- [Release notes](https://github.com/man-c/pycoingecko/releases)
- [Changelog](https://github.com/man-c/pycoingecko/blob/master/CHANGELOG.md)
- [Commits](https://github.com/man-c/pycoingecko/commits)

---
updated-dependencies:
- dependency-name: pycoingecko
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3d0b0256e..b3419e437 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -16,7 +16,7 @@ jsonschema==3.2.0
 TA-Lib==0.4.20
 technical==1.3.0
 tabulate==0.8.9
-pycoingecko==2.1.0
+pycoingecko==2.2.0
 jinja2==3.0.1
 tables==3.6.1
 blosc==1.10.4

From fdc04e27a4e6a71314dad58b0001bc947aa3b305 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 04:25:59 +0000
Subject: [PATCH 054/834] Bump types-tabulate from 0.1.0 to 0.1.1

Bumps [types-tabulate](https://github.com/python/typeshed) from 0.1.0 to 0.1.1.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-tabulate
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1867c543d..927e1c813 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -22,4 +22,4 @@ nbconvert==6.0.7
 types-cachetools==0.1.7
 types-filelock==0.1.3
 types-requests==0.1.13
-types-tabulate==0.1.0
+types-tabulate==0.1.1

From 2d05a8bea1d656f2d2f7c2261b6bd99537c8686b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 04:35:56 +0000
Subject: [PATCH 055/834] Bump types-cachetools from 0.1.7 to 0.1.8

Bumps [types-cachetools](https://github.com/python/typeshed) from 0.1.7 to 0.1.8.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1867c543d..bdac6d0f4 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -19,7 +19,7 @@ isort==5.8.0
 nbconvert==6.0.7
 
 # mypy types
-types-cachetools==0.1.7
+types-cachetools==0.1.8
 types-filelock==0.1.3
 types-requests==0.1.13
 types-tabulate==0.1.0

From 8c1484ed5e95ca0cef7af498e5870e886b85f6ab Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 21 Jun 2021 06:06:08 +0000
Subject: [PATCH 056/834] Bump types-filelock from 0.1.3 to 0.1.4

Bumps [types-filelock](https://github.com/python/typeshed) from 0.1.3 to 0.1.4.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-filelock
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 328830454..30044058b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -20,6 +20,6 @@ nbconvert==6.0.7
 
 # mypy types
 types-cachetools==0.1.8
-types-filelock==0.1.3
+types-filelock==0.1.4
 types-requests==0.1.13
 types-tabulate==0.1.1

From 0605cbb06eb26b4a879727447f2f76ea5fcd5232 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Tue, 22 Jun 2021 12:20:12 +0300
Subject: [PATCH 057/834] make "/profit N" command output be consistent with
 "/daily" and "/status table" commands

---
 freqtrade/rpc/rpc.py | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 2a7721af0..296793930 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -339,7 +339,10 @@ class RPC:
             self, stake_currency: str, fiat_display_currency: str,
             start_date: datetime = datetime.fromtimestamp(0)) -> Dict[str, Any]:
         """ Returns cumulative profit statistics """
-        trades = Trade.get_trades([Trade.open_date >= start_date]).order_by(Trade.id).all()
+        trade_filter = \
+            (Trade.is_open.is_(False) & (Trade.close_date >= start_date)) | \
+            Trade.is_open.is_(True)
+        trades = Trade.get_trades(trade_filter).order_by(Trade.id).all()
 
         profit_all_coin = []
         profit_all_ratio = []

From e97c82c51490b6c915da417c74abc1a6a484913b Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Tue, 22 Jun 2021 12:22:19 +0300
Subject: [PATCH 058/834] make "/profit N" command output be consistent with
 "/daily" and "/status table" commands

---
 freqtrade/rpc/rpc.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 296793930..b155de673 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -339,9 +339,8 @@ class RPC:
             self, stake_currency: str, fiat_display_currency: str,
             start_date: datetime = datetime.fromtimestamp(0)) -> Dict[str, Any]:
         """ Returns cumulative profit statistics """
-        trade_filter = \
-            (Trade.is_open.is_(False) & (Trade.close_date >= start_date)) | \
-            Trade.is_open.is_(True)
+        trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
+                        Trade.is_open.is_(True))
         trades = Trade.get_trades(trade_filter).order_by(Trade.id).all()
 
         profit_all_coin = []

From 10e94350e9c9052af7ba869eb9812a1ca72a03e4 Mon Sep 17 00:00:00 2001
From: Robert Caulk <rob.caulk@gmail.com>
Date: Tue, 22 Jun 2021 14:59:43 +0200
Subject: [PATCH 059/834] Update installation.md

---
 docs/installation.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/installation.md b/docs/installation.md
index 25994fdc0..5c6ac001f 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -60,7 +60,7 @@ OS Specific steps are listed first, the [Common](#common) section below is neces
     sudo apt-get update
 
     # install packages
-    sudo apt install -y python3-pip python3.7-venv python3.7-dev python3-pandas git
+    sudo apt install -y python3-pip python3-venv python3-dev python3-pandas git
     ```
 
 === "RaspberryPi/Raspbian"

From 3c70768e18dd43d6ac96790c36e7f9382d53071a Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Wed, 23 Jun 2021 07:30:08 +0300
Subject: [PATCH 060/834] make "/profit N" command output be consistent with
 "/daily" and "/status table" commands

---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 6cb48aef1..16c9fddcc 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -482,7 +482,7 @@ class Telegram(RPCHandler):
         timescale = None
         try:
             if context.args:
-                timescale = int(context.args[0])
+                timescale = int(context.args[0]) - 1
                 today_start = datetime.combine(date.today(), datetime.min.time())
                 start_date = today_start - timedelta(days=timescale)
         except (TypeError, ValueError, IndexError):

From f7c09ba63a146bd5a24e138d1de9e19da69ffd39 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 18:17:40 +0200
Subject: [PATCH 061/834] Log endpoint should use static rpc class

---
 freqtrade/rpc/api_server/api_v1.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index e907b92f0..965664028 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -162,8 +162,8 @@ def delete_lock_pair(payload: DeleteLockRequest, rpc: RPC = Depends(get_rpc)):
 
 
 @router.get('/logs', response_model=Logs, tags=['info'])
-def logs(limit: Optional[int] = None, rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_get_logs(limit)
+def logs(limit: Optional[int] = None):
+    return RPC._rpc_get_logs(limit)
 
 
 @router.post('/start', response_model=StatusMsg, tags=['botcontrol'])

From c938edc01bada0e5fbbb3d1641615eb9ea848b06 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 18:18:01 +0200
Subject: [PATCH 062/834] Apply dataprovider to /pair_history endpoint

---
 freqtrade/rpc/rpc.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b155de673..506df4cca 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -825,7 +825,10 @@ class RPC:
         if pair not in _data:
             raise RPCException(f"No data for {pair}, {timeframe} in {timerange} found.")
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
+        from freqtrade.data.dataprovider import DataProvider
         strategy = StrategyResolver.load_strategy(config)
+        strategy.dp = DataProvider(config, exchange=None, pairlists=None)
+
         df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})
 
         return RPC._convert_dataframe_to_dict(strategy.get_strategy_name(), pair, timeframe,

From e0d3ca6c6d7a24a0f7ba3e4beaacf0203a22001b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 18:44:59 +0200
Subject: [PATCH 063/834] Fix import sorting

---
 freqtrade/rpc/rpc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 506df4cca..8f806f555 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -824,8 +824,8 @@ class RPC:
         )
         if pair not in _data:
             raise RPCException(f"No data for {pair}, {timeframe} in {timerange} found.")
-        from freqtrade.resolvers.strategy_resolver import StrategyResolver
         from freqtrade.data.dataprovider import DataProvider
+        from freqtrade.resolvers.strategy_resolver import StrategyResolver
         strategy = StrategyResolver.load_strategy(config)
         strategy.dp = DataProvider(config, exchange=None, pairlists=None)
 

From 538a1acdb5b2ac5c20a57edbc10fb71f0255fd8c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 22:53:27 +0200
Subject: [PATCH 064/834] Add Binance Broker ad to documentation page

---
 docs/overrides/main.html      | 58 +++++++++++++++++++++++++++++++++++
 docs/stylesheets/ft.extra.css | 11 +++++++
 2 files changed, 69 insertions(+)

diff --git a/docs/overrides/main.html b/docs/overrides/main.html
index 5b116de4b..e3d1a5d4a 100644
--- a/docs/overrides/main.html
+++ b/docs/overrides/main.html
@@ -1,5 +1,41 @@
 {% extends "base.html" %}
 
+
+<!-- Navigation -->
+{% block site_nav %}
+
+  <!-- Main navigation -->
+  {% if nav %}
+  {% if page and page.meta and page.meta.hide %}
+  {% set hidden = "hidden" if "navigation" in page.meta.hide %}
+  {% endif %}
+  <div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" {{ hidden }}>
+    <div class="md-sidebar__scrollwrap">
+      <div id="widget-wrapper">
+
+      </div>
+      <div class="md-sidebar__inner">
+        {% include "partials/nav.html" %}
+      </div>
+    </div>
+  </div>
+  {% endif %}
+
+  <!-- Table of contents -->
+  {% if page.toc and not "toc.integrate" in features %}
+  {% if page and page.meta and page.meta.hide %}
+  {% set hidden = "hidden" if "toc" in page.meta.hide %}
+  {% endif %}
+  <div class="md-sidebar md-sidebar--secondary" data-md-component="sidebar" data-md-type="toc" {{ hidden }}>
+    <div class="md-sidebar__scrollwrap">
+      <div class="md-sidebar__inner">
+        {% include "partials/toc.html" %}
+      </div>
+    </div>
+  </div>
+  {% endif %}
+{% endblock %}
+
 {% block footer %}
     {{ super() }}
 
@@ -7,4 +43,26 @@
     <script async defer src="https://buttons.github.io/buttons.js"></script>
     <script src="https://code.jquery.com/jquery-3.4.1.min.js"
       integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
+
+      // Load binance SDK
+    <script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
+
+    <script>
+      window.onload = function () {
+        var sidebar = document.getElementById('widget-wrapper')
+        var newDiv = document.createElement("div");
+        newDiv.id = "widget";
+        try {
+          sidebar.prepend(newDiv);
+
+          window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
+            apiHost: 'https://www.binance.com',
+            brokerId: 'R4BD3S82',
+            site: "site"
+          });
+        } catch(err) {
+          console.log(err)
+        }
+      }
+    </script>
 {% endblock %}
diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index 3369fa177..f7e1f48d8 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -11,3 +11,14 @@
 .rst-versions .rst-other-versions {
     color: white;
 }
+
+
+#widget-wrapper {
+    height: calc(220px * 0.5625 + 18px);
+    width: 220px;
+    margin: 0 auto 16px auto;
+    border-style: solid;
+    border-color: var(--md-code-bg-color);
+    border-width: 1px;
+    border-radius: 5px;
+}

From f585ffa264e1a44e193b6e5e43bb30f4e55c70c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 22:53:46 +0200
Subject: [PATCH 065/834] Add Dark theme to Documentation

---
 mkdocs.yml | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

diff --git a/mkdocs.yml b/mkdocs.yml
index e3e1ade86..854939ca0 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -44,8 +44,18 @@ theme:
   favicon: 'images/logo.png'
   custom_dir: 'docs/overrides'
   palette:
-    primary: 'blue grey'
-    accent: 'tear'
+    - scheme: default
+      primary: 'blue grey'
+      accent: 'tear'
+      toggle:
+        icon: material/toggle-switch-off-outline
+        name: Switch to dark mode
+    - scheme: slate
+      primary: 'blue grey'
+      accent: 'tear'
+      toggle:
+        icon: material/toggle-switch-off-outline
+        name: Switch to dark mode
 extra_css:
   - 'stylesheets/ft.extra.css'
 extra_javascript:

From 2ade3ec7b9b788bdbfd069a8127961388a07c476 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 24 Jun 2021 23:09:06 +0200
Subject: [PATCH 066/834] Add max-width query to hide on small screens

---
 docs/stylesheets/ft.extra.css | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index f7e1f48d8..8e6f9929a 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -22,3 +22,7 @@
     border-width: 1px;
     border-radius: 5px;
 }
+
+@media screen and (max-width: 700px) {
+    #widget-wrapper { display: none; }
+}

From 9e91240283cc2499683574e60853a21ab0e1de69 Mon Sep 17 00:00:00 2001
From: Carlo Revelli <carlo.revelli@berkeley.edu>
Date: Fri, 25 Jun 2021 10:43:40 +0100
Subject: [PATCH 067/834] binance-portal

---
 docs/overrides/main.html      | 2 +-
 docs/stylesheets/ft.extra.css | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/overrides/main.html b/docs/overrides/main.html
index e3d1a5d4a..b2138dd7b 100644
--- a/docs/overrides/main.html
+++ b/docs/overrides/main.html
@@ -58,7 +58,7 @@
           window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
             apiHost: 'https://www.binance.com',
             brokerId: 'R4BD3S82',
-            site: "site"
+            slideTime: 4e4,
           });
         } catch(err) {
           console.log(err)
diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index 8e6f9929a..930f2038a 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -23,6 +23,6 @@
     border-radius: 5px;
 }
 
-@media screen and (max-width: 700px) {
+@media screen and (max-width: calc(76.25em + 1px)) {
     #widget-wrapper { display: none; }
 }

From 69a3aee01e3d4174693977bdb7103b8234969bca Mon Sep 17 00:00:00 2001
From: Carlo Revelli <carlo.revelli@berkeley.edu>
Date: Fri, 25 Jun 2021 10:53:52 +0100
Subject: [PATCH 068/834] minor edits

---
 docs/overrides/main.html      | 2 +-
 docs/stylesheets/ft.extra.css | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/overrides/main.html b/docs/overrides/main.html
index b2138dd7b..dfc5264be 100644
--- a/docs/overrides/main.html
+++ b/docs/overrides/main.html
@@ -44,7 +44,7 @@
     <script src="https://code.jquery.com/jquery-3.4.1.min.js"
       integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
 
-      // Load binance SDK
+    <!-- Load binance SDK -->
     <script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
 
     <script>
diff --git a/docs/stylesheets/ft.extra.css b/docs/stylesheets/ft.extra.css
index 930f2038a..f9ad980c6 100644
--- a/docs/stylesheets/ft.extra.css
+++ b/docs/stylesheets/ft.extra.css
@@ -23,6 +23,6 @@
     border-radius: 5px;
 }
 
-@media screen and (max-width: calc(76.25em + 1px)) {
+@media screen and (max-width: calc(76.25em - 1px)) {
     #widget-wrapper { display: none; }
 }

From ea236abf18a8aaeda451c03a322774007ef01364 Mon Sep 17 00:00:00 2001
From: mohammad sadegh hekmat <mohammad.hek@gmail.com>
Date: Fri, 25 Jun 2021 19:19:51 +0430
Subject: [PATCH 069/834] Update configuration.md

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 8b85e9e96..7e697cb83 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -141,7 +141,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 ### Parameters in the strategy
 
-The following parameters can be set in either configuration file or strategy.
+The following parameters can be set in configuration file or strategy.
 Values set in the configuration file always overwrite values set in the strategy.
 
 * `minimal_roi`

From fef73b1b6ac3ef59ffe2ae2e1e98cc7f82c2fca1 Mon Sep 17 00:00:00 2001
From: mohammad sadegh hekmat <mohammad.hek@gmail.com>
Date: Fri, 25 Jun 2021 20:42:44 +0430
Subject: [PATCH 070/834] Update configuration.md

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 7e697cb83..00116461f 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -170,7 +170,7 @@ There are several methods to configure how much of the stake currency the bot wi
 #### Minimum trade stake
 
 The minimum stake amount will depend by exchange and pair, and is usually listed in the exchange support pages.
-Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.4$.
+Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$.
 
 The minimum stake amount to buy this pair is therefore `20 * 0.6 ~= 12`.
 This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.

From 1a82685dd84edaffb4cf7785ff5fddddf8b92c12 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 18:19:29 +0200
Subject: [PATCH 071/834] Don't reset log caching

uvicorn will "load from dict" the config - which flushes the logs
and therefore cleans log-buffering
---
 freqtrade/rpc/api_server/webserver.py | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 8a5c958e9..a43d4abe6 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -115,14 +115,12 @@ class ApiServer(RPCHandler):
 
         logger.info('Starting Local Rest Server.')
         verbosity = self._config['api_server'].get('verbosity', 'error')
-        log_config = uvicorn.config.LOGGING_CONFIG
-        # Change logging of access logs to stderr
-        log_config["handlers"]["access"]["stream"] = log_config["handlers"]["default"]["stream"]
+
         uvconfig = uvicorn.Config(self.app,
                                   port=rest_port,
                                   host=rest_ip,
                                   use_colors=False,
-                                  log_config=log_config,
+                                  log_config=None,
                                   access_log=True if verbosity != 'error' else False,
                                   )
         try:

From a46f60bd949a83d3f1a8600466785c1c50e0b8fd Mon Sep 17 00:00:00 2001
From: aayush-jain18 <aayush.jain18@gmail.com>
Date: Fri, 25 Jun 2021 19:15:49 +0530
Subject: [PATCH 072/834] spell corrections

---
 freqtrade/commands/build_config_commands.py     | 4 ++--
 freqtrade/configuration/configuration.py        | 2 +-
 freqtrade/constants.py                          | 2 +-
 freqtrade/data/converter.py                     | 2 +-
 freqtrade/edge/edge_positioning.py              | 2 +-
 freqtrade/exceptions.py                         | 4 ++--
 freqtrade/exchange/exchange.py                  | 2 +-
 freqtrade/exchange/kraken.py                    | 2 +-
 freqtrade/freqtradebot.py                       | 2 +-
 freqtrade/optimize/backtesting.py               | 2 +-
 freqtrade/optimize/optimize_reports.py          | 6 +++---
 freqtrade/plot/plotting.py                      | 4 ++--
 freqtrade/plugins/pairlist/PerformanceFilter.py | 2 +-
 freqtrade/resolvers/iresolver.py                | 2 +-
 freqtrade/rpc/fiat_convert.py                   | 6 +++---
 freqtrade/rpc/rpc.py                            | 6 +++---
 freqtrade/rpc/telegram.py                       | 4 ++--
 freqtrade/strategy/hyper.py                     | 6 +++---
 freqtrade/strategy/interface.py                 | 4 ++--
 freqtrade/worker.py                             | 2 +-
 20 files changed, 33 insertions(+), 33 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 03d095e12..b3f912433 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -183,7 +183,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
     """
     Applies selections to the template and writes the result to config_path
     :param config_path: Path object for new config file. Should not exist yet
-    :param selecions: Dict containing selections taken by the user.
+    :param selections: Dict containing selections taken by the user.
     """
     from jinja2.exceptions import TemplateNotFound
     try:
@@ -213,7 +213,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
 def start_new_config(args: Dict[str, Any]) -> None:
     """
     Create a new strategy from a template
-    Asking the user questions to fill out the templateaccordingly.
+    Asking the user questions to fill out the template accordingly.
     """
 
     config_path = Path(args['config'][0])
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index bfeb2da5c..d2cc68c44 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -460,7 +460,7 @@ class Configuration:
             pairs_file = Path(self.args["pairs_file"])
             logger.info(f'Reading pairs file "{pairs_file}".')
             # Download pairs from the pairs file if no config is specified
-            # or if pairs file is specified explicitely
+            # or if pairs file is specified explicitly
             if not pairs_file.exists():
                 raise OperationalException(f'No pairs file found with path "{pairs_file}".')
             config['pairs'] = load_file(pairs_file)
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 013e9df41..6ee4047d2 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -62,7 +62,7 @@ DUST_PER_COIN = {
 }
 
 
-# Soure files with destination directories within user-directory
+# Source files with destination directories within user-directory
 USER_DATA_FILES = {
     'sample_strategy.py': USERPATH_STRATEGIES,
     'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index ffee0c52c..040f58d62 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -49,7 +49,7 @@ def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
                           fill_missing: bool = True,
                           drop_incomplete: bool = True) -> DataFrame:
     """
-    Clense a OHLCV dataframe by
+    Cleanse a OHLCV dataframe by
       * Grouping it by date (removes duplicate tics)
       * dropping last candles if requested
       * Filling up missing data (if requested)
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 9466a1649..977b7e4ec 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -301,7 +301,7 @@ class Edge:
     def _process_expectancy(self, results: DataFrame) -> Dict[str, Any]:
         """
         This calculates WinRate, Required Risk Reward, Risk Reward and Expectancy of all pairs
-        The calulation will be done per pair and per strategy.
+        The calculation will be done per pair and per strategy.
         """
         # Removing pairs having less than min_trades_number
         min_trades_number = self.edge_config.get('min_trade_number', 10)
diff --git a/freqtrade/exceptions.py b/freqtrade/exceptions.py
index caf970606..056be8720 100644
--- a/freqtrade/exceptions.py
+++ b/freqtrade/exceptions.py
@@ -47,7 +47,7 @@ class InvalidOrderException(ExchangeError):
 class RetryableOrderError(InvalidOrderException):
     """
     This is returned when the order is not found.
-    This Error will be repeated with increasing backof (in line with DDosError).
+    This Error will be repeated with increasing backoff (in line with DDosError).
     """
 
 
@@ -75,6 +75,6 @@ class DDosProtection(TemporaryError):
 
 class StrategyError(FreqtradeException):
     """
-    Errors with custom user-code deteced.
+    Errors with custom user-code detected.
     Usually caused by errors in the strategy.
     """
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 07ac337fc..751dcf11f 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -235,7 +235,7 @@ class Exchange:
     def ohlcv_candle_limit(self, timeframe: str) -> int:
         """
         Exchange ohlcv candle limit
-        Uses ohlcv_candle_limit_per_timeframe if the exchange has different limts
+        Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits
         per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
         :param timeframe: Timeframe to check
         :return: Candle limit as integer
diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py
index 8f7cbe590..1b069aa6c 100644
--- a/freqtrade/exchange/kraken.py
+++ b/freqtrade/exchange/kraken.py
@@ -49,7 +49,7 @@ class Kraken(Exchange):
             orders = self._api.fetch_open_orders()
             order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
                            x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
-                           # Don't remove the below comment, this can be important for debuggung
+                           # Don't remove the below comment, this can be important for debugging
                            # x["side"], x["amount"],
                            ) for x in orders]
             for bal in balances:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e8a321e94..ec07d4d63 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -98,7 +98,7 @@ class FreqtradeBot(LoggingMixin):
         initial_state = self.config.get('initial_state')
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED
 
-        # Protect sell-logic from forcesell and viceversa
+        # Protect sell-logic from forcesell and vice versa
         self._sell_lock = Lock()
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 8b75fe438..e2ca39530 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -445,7 +445,7 @@ class Backtesting:
                 for trade in open_trades[pair]:
                     # also check the buying candle for sell conditions.
                     trade_entry = self._get_sell_trade_entry(trade, row)
-                    # Sell occured
+                    # Sell occurred
                     if trade_entry:
                         # logger.debug(f"{pair} - Backtesting sell {trade}")
                         open_trade_count -= 1
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index df7f721ec..20f099697 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -21,7 +21,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
     Stores backtest results
     :param recordfilename: Path object, which can either be a filename or a directory.
         Filenames will be appended with a timestamp right before the suffix
-        while for diectories, <directory>/backtest-result-<datetime>.json will be used as filename
+        while for directories, <directory>/backtest-result-<datetime>.json will be used as filename
     :param stats: Dataframe containing the backtesting statistics
     """
     if recordfilename.is_dir():
@@ -300,7 +300,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
     :param min_date: Backtest start date
     :param max_date: Backtest end date
     :param market_change: float indicating the market change
-    :return: Dictionary containing results per strategy and a stratgy summary.
+    :return: Dictionary containing results per strategy and a strategy summary.
     """
     results: Dict[str, DataFrame] = content['results']
     if not isinstance(results, DataFrame):
@@ -436,7 +436,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                      { Strategy: {'results: results, 'config: config}}.
     :param min_date: Backtest start date
     :param max_date: Backtest end date
-    :return: Dictionary containing results per strategy and a stratgy summary.
+    :return: Dictionary containing results per strategy and a strategy summary.
     """
     result: Dict[str, Any] = {'strategy': {}}
     market_change = calculate_market_change(btdata, 'close')
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index c1b1232c2..4119b7f71 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -288,8 +288,8 @@ def plot_area(fig, row: int, data: pd.DataFrame, indicator_a: str,
     :param fig: Plot figure to append to
     :param row: row number for this plot
     :param data: candlestick DataFrame
-    :param indicator_a: indicator name as populated in stragetie
-    :param indicator_b: indicator name as populated in stragetie
+    :param indicator_a: indicator name as populated in strategy
+    :param indicator_b: indicator name as populated in strategy
     :param label: label for the filled area
     :param fill_color: color to be used for the filled area
     :return: fig with added  filled_traces plot
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index bf474cb21..46a289ae6 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -19,7 +19,7 @@ class PerformanceFilter(IPairList):
     def needstickers(self) -> bool:
         """
         Boolean property defining if tickers are necessary.
-        If no Pairlist requries tickers, an empty List is passed
+        If no Pairlist requires tickers, an empty List is passed
         as tickers argument to filter_pairlist
         """
         return False
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 5b6977b4b..eaba7d201 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -163,7 +163,7 @@ class IResolver:
         :param directory: Path to search
         :param enum_failed: If True, will return None for modules which fail.
             Otherwise, failing modules are skipped.
-        :return: List of dicts containing 'name', 'class' and 'location' entires
+        :return: List of dicts containing 'name', 'class' and 'location' entries
         """
         logger.debug(f"Searching for {cls.object_type.__name__} '{directory}'")
         objects = []
diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 5ae20afa1..199e6a7db 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -102,7 +102,7 @@ class CryptoToFiatConverter:
             inverse = True
 
         symbol = f"{crypto_symbol}/{fiat_symbol}"
-        # Check if the fiat convertion you want is supported
+        # Check if the fiat conversion you want is supported
         if not self._is_supported_fiat(fiat=fiat_symbol):
             raise ValueError(f'The fiat {fiat_symbol} is not supported.')
 
@@ -135,7 +135,7 @@ class CryptoToFiatConverter:
         :param fiat_symbol: FIAT currency you want to convert to (e.g usd)
         :return: float, price of the crypto-currency in Fiat
         """
-        # Check if the fiat convertion you want is supported
+        # Check if the fiat conversion you want is supported
         if not self._is_supported_fiat(fiat=fiat_symbol):
             raise ValueError(f'The fiat {fiat_symbol} is not supported.')
 
@@ -146,7 +146,7 @@ class CryptoToFiatConverter:
         if self._cryptomap == {}:
             if self._backoff <= datetime.datetime.now().timestamp():
                 self._load_cryptomap()
-                # return 0.0 if we still dont have data to check, no reason to proceed
+                # return 0.0 if we still don't have data to check, no reason to proceed
                 if self._cryptomap == {}:
                     return 0.0
             else:
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 8f806f555..add66d576 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -180,9 +180,9 @@ class RPC:
                     base_currency=self._freqtrade.config['stake_currency'],
                     close_profit=trade.close_profit if trade.close_profit is not None else None,
                     current_rate=current_rate,
-                    current_profit=current_profit,  # Deprectated
-                    current_profit_pct=round(current_profit * 100, 2),  # Deprectated
-                    current_profit_abs=current_profit_abs,  # Deprectated
+                    current_profit=current_profit,  # Deprecated
+                    current_profit_pct=round(current_profit * 100, 2),  # Deprecated
+                    current_profit_abs=current_profit_abs,  # Deprecated
                     profit_ratio=current_profit,
                     profit_pct=round(current_profit * 100, 2),
                     profit_abs=current_profit_abs,
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 16c9fddcc..d857e46a9 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -103,7 +103,7 @@ class Telegram(RPCHandler):
         # do not allow commands with mandatory arguments and critical cmds
         # like /forcesell and /forcebuy
         # TODO: DRY! - its not good to list all valid cmds here. But otherwise
-        #       this needs refacoring of the whole telegram module (same
+        #       this needs refactoring of the whole telegram module (same
         #       problem in _help()).
         valid_keys: List[str] = [r'/start$', r'/stop$', r'/status$', r'/status table$',
                                  r'/trades$', r'/performance$', r'/daily$', r'/daily \d+$',
@@ -611,7 +611,7 @@ class Telegram(RPCHandler):
                     curr_output = (f"*{curr['currency']}:* not showing <{balance_dust_level} "
                                    f"{curr['stake']} amount \n")
 
-                # Handle overflowing messsage length
+                # Handle overflowing message length
                 if len(output + curr_output) >= MAX_TELEGRAM_MESSAGE_LENGTH:
                     self._send_msg(output)
                     output = curr_output
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index e487ffeff..21a806202 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -242,7 +242,7 @@ class CategoricalParameter(BaseParameter):
 
 class HyperStrategyMixin(object):
     """
-    A helper base class which allows HyperOptAuto class to reuse implementations of of buy/sell
+    A helper base class which allows HyperOptAuto class to reuse implementations of buy/sell
      strategy logic.
     """
 
@@ -258,7 +258,7 @@ class HyperStrategyMixin(object):
 
     def enumerate_parameters(self, category: str = None) -> Iterator[Tuple[str, BaseParameter]]:
         """
-        Find all optimizeable parameters and return (name, attr) iterator.
+        Find all optimizable parameters and return (name, attr) iterator.
         :param category:
         :return:
         """
@@ -310,7 +310,7 @@ class HyperStrategyMixin(object):
 
     def _load_params(self, params: dict, space: str, hyperopt: bool = False) -> None:
         """
-        Set optimizeable parameter values.
+        Set optimizable parameter values.
         :param params: Dictionary with new parameter values.
         """
         if not params:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 65e27a2c2..c29111de9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -270,7 +270,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return float: New stoploss value, relative to the currentrate
+        :return float: New stoploss value, relative to the current_rate
         """
         return self.stoploss
 
@@ -301,7 +301,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
-        These pair/interval combinations are non-tradeable, unless they are part
+        These pair/interval combinations are non-tradable, unless they are part
         of the whitelist as well.
         For more information, please consult the documentation
         :return: List of tuples in the format (pair, interval)
diff --git a/freqtrade/worker.py b/freqtrade/worker.py
index 4fa9166bf..5c0de86ff 100755
--- a/freqtrade/worker.py
+++ b/freqtrade/worker.py
@@ -61,7 +61,7 @@ class Worker:
 
     def _notify(self, message: str) -> None:
         """
-        Removes the need to verify in all occurances if sd_notify is enabled
+        Removes the need to verify in all occurrences if sd_notify is enabled
         :param message: Message to send to systemd if it's enabled.
         """
         if self._sd_notify:

From d294ef10d75cbd5d39cc6c883cf314a010d48b7d Mon Sep 17 00:00:00 2001
From: aayush-jain18 <aayush.jain18@gmail.com>
Date: Fri, 25 Jun 2021 22:43:31 +0530
Subject: [PATCH 073/834] unexpected docstring params

---
 freqtrade/commands/optimize_commands.py        |  1 +
 freqtrade/configuration/config_setup.py        |  1 +
 freqtrade/data/history/hdf5datahandler.py      |  4 ++--
 freqtrade/data/history/history_utils.py        |  1 +
 freqtrade/data/history/idatahandler.py         |  8 ++++----
 freqtrade/data/history/jsondatahandler.py      |  4 ++--
 freqtrade/exchange/exchange.py                 | 10 ++++++----
 freqtrade/freqtradebot.py                      |  3 ++-
 freqtrade/misc.py                              |  1 +
 freqtrade/optimize/optimize_reports.py         |  3 +--
 freqtrade/plugins/pairlist/VolatilityFilter.py |  4 ++--
 freqtrade/resolvers/exchange_resolver.py       |  1 +
 freqtrade/resolvers/iresolver.py               |  2 +-
 freqtrade/strategy/interface.py                |  8 +++++---
 14 files changed, 30 insertions(+), 21 deletions(-)

diff --git a/freqtrade/commands/optimize_commands.py b/freqtrade/commands/optimize_commands.py
index a84b3b3bd..08174bde6 100644
--- a/freqtrade/commands/optimize_commands.py
+++ b/freqtrade/commands/optimize_commands.py
@@ -15,6 +15,7 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
     """
     Prepare the configuration for the Hyperopt module
     :param args: Cli args from Arguments()
+    :param method: Bot running mode
     :return: Configuration
     """
     config = setup_utils_configuration(args, method)
diff --git a/freqtrade/configuration/config_setup.py b/freqtrade/configuration/config_setup.py
index cd8464ead..22836ab19 100644
--- a/freqtrade/configuration/config_setup.py
+++ b/freqtrade/configuration/config_setup.py
@@ -15,6 +15,7 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
     """
     Prepare the configuration for utils subcommands
     :param args: Cli args from Arguments()
+    :param method: Bot running mode
     :return: Configuration
     """
     configuration = Configuration(args, method)
diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py
index e80cfeba2..dd60530aa 100644
--- a/freqtrade/data/history/hdf5datahandler.py
+++ b/freqtrade/data/history/hdf5datahandler.py
@@ -52,8 +52,8 @@ class HDF5DataHandler(IDataHandler):
         """
         Store data in hdf5 file.
         :param pair: Pair - used to generate filename
-        :timeframe: Timeframe - used to generate filename
-        :data: Dataframe containing OHLCV data
+        :param timeframe: Timeframe - used to generate filename
+        :param data: Dataframe containing OHLCV data
         :return: None
         """
         key = self._pair_ohlcv_key(pair, timeframe)
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 86e9f75e6..eecb63d07 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -113,6 +113,7 @@ def refresh_data(datadir: Path,
     :param timeframe: Timeframe (e.g. "5m")
     :param pairs: List of pairs to load
     :param exchange: Exchange object
+    :param data_format: dataformat to use
     :param timerange: Limit data to be loaded to this timerange
     """
     data_handler = get_datahandler(datadir, data_format)
diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index 070d9039d..05052b2d7 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -49,8 +49,8 @@ class IDataHandler(ABC):
         """
         Store ohlcv data.
         :param pair: Pair - used to generate filename
-        :timeframe: Timeframe - used to generate filename
-        :data: Dataframe containing OHLCV data
+        :param timeframe: Timeframe - used to generate filename
+        :param data: Dataframe containing OHLCV data
         :return: None
         """
 
@@ -245,8 +245,8 @@ def get_datahandler(datadir: Path, data_format: str = None,
                     data_handler: IDataHandler = None) -> IDataHandler:
     """
     :param datadir: Folder to save data
-    :data_format: dataformat to use
-    :data_handler: returns this datahandler if it exists or initializes a new one
+    :param data_format: dataformat to use
+    :param data_handler: returns this datahandler if it exists or initializes a new one
     """
 
     if not data_handler:
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 301d228a8..990e75bd9 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -55,8 +55,8 @@ class JsonDataHandler(IDataHandler):
             format looks as follows:
             [[<date>,<open>,<high>,<low>,<close>]]
         :param pair: Pair - used to generate filename
-        :timeframe: Timeframe - used to generate filename
-        :data: Dataframe containing OHLCV data
+        :param timeframe: Timeframe - used to generate filename
+        :param data: Dataframe containing OHLCV data
         :return: None
         """
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 2db89d707..99430ea25 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -475,11 +475,11 @@ class Exchange:
         return endpoint in self._api.has and self._api.has[endpoint]
 
     def amount_to_precision(self, pair: str, amount: float) -> float:
-        '''
+        """
         Returns the amount to buy or sell to a precision the Exchange accepts
         Re-implementation of ccxt internal methods - ensuring we can test the result is correct
         based on our definitions.
-        '''
+        """
         if self.markets[pair]['precision']['amount']:
             amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
                                                 precision=self.markets[pair]['precision']['amount'],
@@ -489,14 +489,14 @@ class Exchange:
         return amount
 
     def price_to_precision(self, pair: str, price: float) -> float:
-        '''
+        """
         Returns the price rounded up to the precision the Exchange accepts.
         Partial Re-implementation of ccxt internal method decimal_to_precision(),
         which does not support rounding up
         TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
         align with amount_to_precision().
         Rounds up
-        '''
+        """
         if self.markets[pair]['precision']['price']:
             # price = float(decimal_to_precision(price, rounding_mode=ROUND,
             #                                    precision=self.markets[pair]['precision']['price'],
@@ -796,6 +796,8 @@ class Exchange:
         """
         Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
         the stoploss_order parameter
+        :param order_id: OrderId to fetch order
+        :param pair: Pair corresponding to order_id
         :param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
         """
         if stoploss_order:
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ec07d4d63..e533e15e0 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -472,6 +472,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
+        :param stake_amount: amount of stake-currency for the pair
         :return: True if a buy order is created, false if it fails.
         """
         time_in_force = self.strategy.order_time_in_force['buy']
@@ -834,7 +835,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Check to see if stoploss on exchange should be updated
         in case of trailing stoploss on exchange
-        :param Trade: Corresponding Trade
+        :param trade: Corresponding Trade
         :param order: Current on exchange stoploss order
         :return: None
         """
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 2e255901e..967f08299 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -56,6 +56,7 @@ def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool =
     """
     Dump JSON data into a file
     :param filename: file to create
+    :param is_zip: if file should be zip
     :param data: JSON Data to save
     :return:
     """
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 20f099697..24dbb4961 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -507,9 +507,8 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
 def text_table_strategy(strategy_results, stake_currency: str) -> str:
     """
     Generate summary table per strategy
+    :param strategy_results: Dict of <Strategyname: DataFrame> containing results for all strategies
     :param stake_currency: stake-currency - used to correctly name headers
-    :param max_open_trades: Maximum allowed open trades used for backtest
-    :param all_results: Dict of <Strategyname: DataFrame> containing results for all strategies
     :return: pretty printed table with tabulate as string
     """
     floatfmt = _get_line_floatfmt(stake_currency)
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index bc617a1db..5ae8e3e9f 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -20,9 +20,9 @@ logger = logging.getLogger(__name__)
 
 
 class VolatilityFilter(IPairList):
-    '''
+    """
     Filters pairs by volatility
-    '''
+    """
 
     def __init__(self, exchange, pairlistmanager,
                  config: Dict[str, Any], pairlistconfig: Dict[str, Any],
diff --git a/freqtrade/resolvers/exchange_resolver.py b/freqtrade/resolvers/exchange_resolver.py
index ed6715d15..4dfbf445b 100644
--- a/freqtrade/resolvers/exchange_resolver.py
+++ b/freqtrade/resolvers/exchange_resolver.py
@@ -21,6 +21,7 @@ class ExchangeResolver(IResolver):
     def load_exchange(exchange_name: str, config: dict, validate: bool = True) -> Exchange:
         """
         Load the custom class from config parameter
+        :param exchange_name: name of the Exchange to load
         :param config: configuration dictionary
         """
         # Map exchange name to avoid duplicate classes for identical exchanges
diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index eaba7d201..2cccec70a 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -135,7 +135,7 @@ class IResolver:
                     extra_dir: Optional[str] = None) -> Any:
         """
         Search and loads the specified object as configured in hte child class.
-        :param objectname: name of the module to import
+        :param object_name: name of the module to import
         :param config: configuration dictionary
         :param extra_dir: additional directory to search for the given pairlist
         :raises: OperationalException if the class is invalid or does not exist.
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index c29111de9..ea7d5079d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -349,7 +349,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         The 2nd, optional parameter ensures that locks are applied until the new candle arrives,
         and not stop at 14:00:00 - while the next candle arrives at 14:00:02 leaving a gap
         of 2 seconds for a buy to happen on an old signal.
-        :param: pair: "Pair to check"
+        :param pair: "Pair to check"
         :param candle_date: Date of the last candle. Optional, defaults to current date
         :returns: locking state of the pair in question.
         """
@@ -733,7 +733,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         Based on TA indicators, populates the buy signal for the given dataframe
         This method should not be overridden.
         :param dataframe: DataFrame
-        :param pair: Additional information, like the currently traded pair
+        :param metadata: Additional information dictionary, with details like the
+            currently traded pair
         :return: DataFrame with buy column
         """
         logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
@@ -750,7 +751,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         Based on TA indicators, populates the sell signal for the given dataframe
         This method should not be overridden.
         :param dataframe: DataFrame
-        :param pair: Additional information, like the currently traded pair
+        :param metadata: Additional information dictionary, with details like the
+            currently traded pair
         :return: DataFrame with sell column
         """
         logger.debug(f"Populating sell signals for pair {metadata.get('pair')}.")

From d59a38665c7324cf4f0d9d0118bd3bfe35039ad0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 20:36:39 +0200
Subject: [PATCH 074/834] Remove support for order_book_max

---
 config_binance.json.example                  |  3 +-
 config_bittrex.json.example                  |  3 +-
 config_ftx.json.example                      |  3 +-
 config_full.json.example                     |  3 +-
 config_kraken.json.example                   |  3 +-
 freqtrade/configuration/config_validation.py | 21 ++++++++++++
 freqtrade/constants.py                       |  5 ++-
 freqtrade/exchange/exchange.py               | 18 ++++------
 freqtrade/freqtradebot.py                    | 35 +++-----------------
 freqtrade/templates/base_config.json.j2      |  3 +-
 10 files changed, 40 insertions(+), 57 deletions(-)

diff --git a/config_binance.json.example b/config_binance.json.example
index 4fa615d6d..ef0f43873 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -22,8 +22,7 @@
     },
     "ask_strategy": {
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_bittrex.json.example b/config_bittrex.json.example
index 172cfcfc3..3c7f2bceb 100644
--- a/config_bittrex.json.example
+++ b/config_bittrex.json.example
@@ -22,8 +22,7 @@
     },
     "ask_strategy":{
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_ftx.json.example b/config_ftx.json.example
index facd54b25..803fa5899 100644
--- a/config_ftx.json.example
+++ b/config_ftx.json.example
@@ -22,8 +22,7 @@
     },
     "ask_strategy": {
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/config_full.json.example b/config_full.json.example
index bc9f33f96..7f6a53710 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -39,8 +39,7 @@
     "ask_strategy":{
         "price_side": "ask",
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "sell_profit_offset": 0.0,
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 3cd90e5d3..6ebf10403 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -22,8 +22,7 @@
     },
     "ask_strategy":{
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 3004d6bf7..72c299bed 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -79,6 +79,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
     _validate_whitelist(conf)
     _validate_protections(conf)
     _validate_unlimited_amount(conf)
+    _validate_ask_orderbook(conf)
 
     # validate configuration before returning
     logger.info('Validating configuration ...')
@@ -186,3 +187,23 @@ def _validate_protections(conf: Dict[str, Any]) -> None:
                 "Protections must specify either `lookback_period` or `lookback_period_candles`.\n"
                 f"Please fix the protection {prot.get('method')}"
             )
+
+
+def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
+    ask_strategy = conf.get('ask_strategy', {})
+    ob_min = ask_strategy.get('order_book_min')
+    ob_max = ask_strategy.get('order_book_max')
+    if ob_min is not None and ob_max is not None:
+        if ob_min != ob_max:
+            raise OperationalException(
+                "Using order_book_max != order_book_min in ask_strategy is no longer supported."
+                "Please pick one value and use `order_book_top` in the future."
+            )
+        else:
+            # Move value to order_book_top
+            ask_strategy['order_book_top'] = ob_min
+            logger.warning(
+                "DEPRECATED: "
+                "Please use `order_book_top` instead of `order_book_min` and `order_book_max` "
+                "for your `ask_strategy` configuration."
+            )
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 6ee4047d2..f8d1100fe 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -154,7 +154,7 @@ CONF_SCHEMA = {
                 },
                 'price_side': {'type': 'string', 'enum': ORDERBOOK_SIDES, 'default': 'bid'},
                 'use_order_book': {'type': 'boolean'},
-                'order_book_top': {'type': 'integer', 'maximum': 20, 'minimum': 1},
+                'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
                 'check_depth_of_market': {
                     'type': 'object',
                     'properties': {
@@ -176,8 +176,7 @@ CONF_SCHEMA = {
                     'exclusiveMaximum': False,
                 },
                 'use_order_book': {'type': 'boolean'},
-                'order_book_min': {'type': 'integer', 'minimum': 1},
-                'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
+                'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
                 'use_sell_signal': {'type': 'boolean'},
                 'sell_profit_only': {'type': 'boolean'},
                 'sell_profit_offset': {'type': 'number'},
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 2db89d707..53a451174 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -997,15 +997,6 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
-                        order_book_min: int = 1):
-        """
-        Helper generator to query orderbook in loop (used for early sell-order placing)
-        """
-        order_book = self.fetch_l2_order_book(pair, order_book_max)
-        for i in range(order_book_min, order_book_max + 1):
-            yield order_book[side][i - 1][0]
-
     def get_buy_rate(self, pair: str, refresh: bool) -> float:
         """
         Calculates bid target between current ask price and last price
@@ -1074,10 +1065,15 @@ class Exchange:
             logger.info(
                 f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
             )
+            order_book_top = ask_strategy.get('order_book_top', 1)
+            order_book = self.fetch_l2_order_book(pair, order_book_top)
             try:
-                rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
+                rate = order_book[f"{ask_strategy['price_side']}s"][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
-                logger.warning("Sell Price at location from orderbook could not be determined.")
+                logger.warning(
+                    "Sell Price at location from orderbook could not be determined."
+                    f"Orderbook: {order_book}"
+                )
                 raise PricingError from e
         else:
             ticker = self.fetch_ticker(pair)
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ec07d4d63..59a615843 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -692,37 +692,10 @@ class FreqtradeBot(LoggingMixin):
 
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
-        if config_ask_strategy.get('use_order_book', False):
-            order_book_min = config_ask_strategy.get('order_book_min', 1)
-            order_book_max = config_ask_strategy.get('order_book_max', 1)
-            logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
-                         f'for selling {trade.pair}...')
-
-            order_book = self.exchange._order_book_gen(
-                trade.pair, f"{config_ask_strategy['price_side']}s",
-                order_book_min=order_book_min, order_book_max=order_book_max)
-            for i in range(order_book_min, order_book_max + 1):
-                try:
-                    sell_rate = next(order_book)
-                except (IndexError, KeyError) as e:
-                    logger.warning(
-                        f"Sell Price at location {i} from orderbook could not be determined."
-                    )
-                    raise PricingError from e
-                logger.debug(f"  order book {config_ask_strategy['price_side']} top {i}: "
-                             f"{sell_rate:0.8f}")
-                # Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
-                # resulting in outdated RPC messages
-                self.exchange._sell_rate_cache[trade.pair] = sell_rate
-
-                if self._check_and_execute_sell(trade, sell_rate, buy, sell):
-                    return True
-
-        else:
-            logger.debug('checking sell')
-            sell_rate = self.exchange.get_sell_rate(trade.pair, True)
-            if self._check_and_execute_sell(trade, sell_rate, buy, sell):
-                return True
+        logger.debug('checking sell')
+        sell_rate = self.exchange.get_sell_rate(trade.pair, True)
+        if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+            return True
 
         logger.debug('Found no sell signal for %s.', trade)
         return False
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 8933ebc6a..5e6890b90 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -25,8 +25,7 @@
     "ask_strategy": {
         "price_side": "ask",
         "use_order_book": false,
-        "order_book_min": 1,
-        "order_book_max": 1,
+        "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
         "ignore_roi_if_buy_signal": false

From ae6a5c908e5f2cce8cbc62ca3da70188810653ed Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 20:37:17 +0200
Subject: [PATCH 075/834] Update documentation to reflect new setting for sell
 price

---
 docs/configuration.md    |  5 ++---
 docs/includes/pricing.md | 19 +++----------------
 2 files changed, 5 insertions(+), 19 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index a2ed41b99..074b9ddf0 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -74,14 +74,13 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `bid_strategy.price_side` | Select the side of the spread the bot should look at to get the buy rate. [More information below](#buy-price-side).<br> *Defaults to `bid`.* <br> **Datatype:** String (either `ask` or `bid`).
 | `bid_strategy.ask_last_balance` | **Required.** Interpolate the bidding price. More information [below](#buy-price-without-orderbook-enabled).
 | `bid_strategy.use_order_book` | Enable buying using the rates in [Order Book Bids](#buy-price-with-orderbook-enabled). <br> **Datatype:** Boolean
-| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book Bids to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
+| `bid_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to buy. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in [Order Book Bids](#buy-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
 | `bid_strategy. check_depth_of_market.enabled` | Do not buy if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.*  <br> **Datatype:** Float (as ratio)
 | `ask_strategy.price_side` | Select the side of the spread the bot should look at to get the sell rate. [More information below](#sell-price-side).<br> *Defaults to `ask`.* <br> **Datatype:** String (either `ask` or `bid`).
 | `ask_strategy.bid_last_balance` | Interpolate the selling price. More information [below](#sell-price-without-orderbook-enabled).
 | `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
-| `ask_strategy.order_book_min` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
-| `ask_strategy.order_book_max` | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. <br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
+| `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `ask_strategy.sell_profit_only` | Wait until the bot reaches `ask_strategy.sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `ask_strategy.sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
diff --git a/docs/includes/pricing.md b/docs/includes/pricing.md
index bdf27eb20..ed8a45e68 100644
--- a/docs/includes/pricing.md
+++ b/docs/includes/pricing.md
@@ -47,7 +47,7 @@ Also, prices at the "ask" side of the spread are higher than prices at the "bid"
 
 #### Buy price with Orderbook enabled
 
-When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and then uses the entry specified as `bid_strategy.order_book_top` on the configured side (`bid_strategy.price_side`) of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
+When buying with the orderbook enabled (`bid_strategy.use_order_book=True`), Freqtrade fetches the `bid_strategy.order_book_top` entries from the orderbook and uses the entry specified as `bid_strategy.order_book_top` on the configured side (`bid_strategy.price_side`) of the orderbook. 1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
 
 #### Buy price without Orderbook enabled
 
@@ -82,22 +82,9 @@ In line with that, if `ask_strategy.price_side` is set to `"bid"`, then the bot
 
 #### Sell price with Orderbook enabled
 
-When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_max` entries in the orderbook. Then each of the orderbook steps between `ask_strategy.order_book_min` and `ask_strategy.order_book_max` on the configured orderbook side are validated for a profitable sell-possibility based on the strategy configuration (`minimal_roi` conditions) and the sell order is placed at the first profitable spot.
+When selling with the orderbook enabled (`ask_strategy.use_order_book=True`), Freqtrade fetches the `ask_strategy.order_book_top` entries in the orderbook and uses the entry specified as `ask_strategy.order_book_top` from the configured side (`ask_strategy.price_side`) as selling price.
 
-!!! Note
-    Using `order_book_max` higher than `order_book_min` only makes sense when ask_strategy.price_side is set to `"ask"`.
-
-The idea here is to place the sell order early, to be ahead in the queue.
-
-A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting `ask_strategy.order_book_min` and `ask_strategy.order_book_max` to the same number.
-
-!!! Warning "Order_book_max > 1 - increased risks for stoplosses!"
-    Using `ask_strategy.order_book_max` higher than 1 will increase the risk the stoploss on exchange is cancelled too early, since an eventual [stoploss on exchange](#understand-order_types) will be cancelled as soon as the order is placed.
-    Also, the sell order will remain on the exchange for `unfilledtimeout.sell` (or until it's filled) - which can lead to missed stoplosses (with or without using stoploss on exchange).
-
-!!! Warning "Order_book_max > 1 in dry-run"
-    Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
-    It is therefore advised to not use this setting for dry-runs.
+1 specifies the topmost entry in the orderbook, while 2 would use the 2nd entry in the orderbook, and so on.
 
 #### Sell price without Orderbook enabled
 

From 8c542e4028793994f6d52bac7984658fba7dbc91 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 20:41:41 +0200
Subject: [PATCH 076/834] Update tests for removed order_book_max option

---
 docs/deprecated.md              | 5 +++++
 tests/conftest.py               | 3 +--
 tests/exchange/test_exchange.py | 8 +++-----
 tests/test_freqtradebot.py      | 5 ++---
 4 files changed, 11 insertions(+), 10 deletions(-)

diff --git a/docs/deprecated.md b/docs/deprecated.md
index 312f2c74f..1d44b5d28 100644
--- a/docs/deprecated.md
+++ b/docs/deprecated.md
@@ -33,3 +33,8 @@ The old section of configuration parameters (`"pairlist"`) has been deprecated i
 ### deprecation of bidVolume and askVolume from volume-pairlist
 
 Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4, and have been removed in 2020.9.
+
+### Using order book steps for sell price
+
+Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
+As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.6.
diff --git a/tests/conftest.py b/tests/conftest.py
index 6e00db274..a843d9397 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -290,8 +290,7 @@ def get_default_conf(testdatadir):
         },
         "ask_strategy": {
             "use_order_book": False,
-            "order_book_min": 1,
-            "order_book_max": 1
+            "order_book_top": 1,
         },
         "exchange": {
             "name": "binance",
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index ba9ec8bc7..45db3a5e4 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1844,8 +1844,7 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o
     # Test orderbook mode
     default_conf['ask_strategy']['price_side'] = side
     default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['ask_strategy']['order_book_max'] = 2
+    default_conf['ask_strategy']['order_book_top'] = 1
     pair = "ETH/BTC"
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
     exchange = get_patched_exchange(mocker, default_conf)
@@ -1862,8 +1861,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
     # Test orderbook mode
     default_conf['ask_strategy']['price_side'] = 'ask'
     default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['ask_strategy']['order_book_max'] = 2
+    default_conf['ask_strategy']['order_book_top'] = 1
     pair = "ETH/BTC"
     # Test What happens if the exchange returns an empty orderbook.
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
@@ -1871,7 +1869,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError):
         exchange.get_sell_rate(pair, True)
-    assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
+    assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*", caplog)
 
 
 def test_get_sell_rate_exception(default_conf, mocker, caplog):
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index aac8d0c4c..06f42d5be 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3990,8 +3990,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
     default_conf['exchange']['name'] = 'binance'
     default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_min'] = 1
-    default_conf['ask_strategy']['order_book_max'] = 2
+    default_conf['ask_strategy']['order_book_top'] = 1
     default_conf['telegram']['enabled'] = False
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -4027,7 +4026,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
                  return_value={'bids': [[]], 'asks': [[]]})
     with pytest.raises(PricingError):
         freqtrade.handle_trade(trade)
-    assert log_has('Sell Price at location 1 from orderbook could not be determined.', caplog)
+    assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*', caplog)
 
 
 def test_startup_state(default_conf, mocker):

From 59a33d0fa910fd2806f61d9da8fd748d92f15dde Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 25 Jun 2021 20:51:45 +0200
Subject: [PATCH 077/834] Add test for ask_orderbook validation

---
 freqtrade/configuration/config_validation.py |  2 +-
 freqtrade/exchange/exchange.py               |  4 ++--
 tests/exchange/test_exchange.py              |  3 ++-
 tests/test_configuration.py                  | 17 +++++++++++++++++
 tests/test_freqtradebot.py                   |  3 ++-
 5 files changed, 24 insertions(+), 5 deletions(-)

diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 72c299bed..29c078d0d 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -193,7 +193,7 @@ def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
     ask_strategy = conf.get('ask_strategy', {})
     ob_min = ask_strategy.get('order_book_min')
     ob_max = ask_strategy.get('order_book_max')
-    if ob_min is not None and ob_max is not None:
+    if ob_min is not None and ob_max is not None and ask_strategy.get('use_order_book'):
         if ob_min != ob_max:
             raise OperationalException(
                 "Using order_book_max != order_book_min in ask_strategy is no longer supported."
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 53a451174..790292a3d 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1071,8 +1071,8 @@ class Exchange:
                 rate = order_book[f"{ask_strategy['price_side']}s"][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
                 logger.warning(
-                    "Sell Price at location from orderbook could not be determined."
-                    f"Orderbook: {order_book}"
+                    f"Sell Price at location {order_book_top} from orderbook could not be "
+                    f"determined. Orderbook: {order_book}"
                 )
                 raise PricingError from e
         else:
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 45db3a5e4..524dc873c 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1869,7 +1869,8 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError):
         exchange.get_sell_rate(pair, True)
-    assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*", caplog)
+    assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*",
+                      caplog)
 
 
 def test_get_sell_rate_exception(default_conf, mocker, caplog):
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index c5d0cd908..366501d8a 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -935,6 +935,23 @@ def test_validate_protections(default_conf, protconf, expected):
         validate_config_consistency(conf)
 
 
+def test_validate_ask_orderbook(default_conf, caplog) -> None:
+    conf = deepcopy(default_conf)
+    conf['ask_strategy']['use_order_book'] = True
+    conf['ask_strategy']['order_book_min'] = 2
+    conf['ask_strategy']['order_book_max'] = 2
+
+    validate_config_consistency(conf)
+    assert log_has_re(r"DEPRECATED: Please use `order_book_top` instead of.*", caplog)
+    assert conf['ask_strategy']['order_book_top'] == 2
+
+    conf['ask_strategy']['order_book_max'] = 5
+
+    with pytest.raises(OperationalException,
+                       match=r"Using order_book_max != order_book_min in ask_strategy.*"):
+        validate_config_consistency(conf)
+
+
 def test_load_config_test_comments() -> None:
     """
     Load config with comments
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 06f42d5be..4f8a18827 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4026,7 +4026,8 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
                  return_value={'bids': [[]], 'asks': [[]]})
     with pytest.raises(PricingError):
         freqtrade.handle_trade(trade)
-    assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*', caplog)
+    assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
+                      caplog)
 
 
 def test_startup_state(default_conf, mocker):

From 0ecf456d7f4b935c9290384c9f812abacf99d98f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 08:13:31 +0200
Subject: [PATCH 078/834] Update Deprecation date

---
 docs/deprecated.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/deprecated.md b/docs/deprecated.md
index 1d44b5d28..b7ad847e6 100644
--- a/docs/deprecated.md
+++ b/docs/deprecated.md
@@ -37,4 +37,4 @@ Since only quoteVolume can be compared between assets, the other options (bidVol
 ### Using order book steps for sell price
 
 Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
-As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.6.
+As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.7.

From c62fad0088d4a4118dc022825bcee290bb7168e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 08:19:37 +0200
Subject: [PATCH 079/834] Pricing strategies should default to use orderbook
 pricing

---
 config_binance.json.example             | 4 ++--
 config_bittrex.json.example             | 4 ++--
 config_ftx.json.example                 | 4 ++--
 config_full.json.example                | 4 ++--
 config_kraken.json.example              | 4 ++--
 freqtrade/constants.py                  | 5 +++--
 freqtrade/templates/base_config.json.j2 | 4 ++--
 7 files changed, 15 insertions(+), 14 deletions(-)

diff --git a/config_binance.json.example b/config_binance.json.example
index ef0f43873..b13a5725c 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -13,7 +13,7 @@
     },
     "bid_strategy": {
         "ask_last_balance": 0.0,
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,
@@ -21,7 +21,7 @@
         }
     },
     "ask_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/config_bittrex.json.example b/config_bittrex.json.example
index 3c7f2bceb..9a0c62021 100644
--- a/config_bittrex.json.example
+++ b/config_bittrex.json.example
@@ -12,7 +12,7 @@
         "sell": 30
     },
     "bid_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -21,7 +21,7 @@
         }
     },
     "ask_strategy":{
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/config_ftx.json.example b/config_ftx.json.example
index 803fa5899..f1ad0a4f3 100644
--- a/config_ftx.json.example
+++ b/config_ftx.json.example
@@ -13,7 +13,7 @@
     },
     "bid_strategy": {
         "ask_last_balance": 0.0,
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,
@@ -21,7 +21,7 @@
         }
     },
     "ask_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/config_full.json.example b/config_full.json.example
index 7f6a53710..5b0448f13 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -28,7 +28,7 @@
     },
     "bid_strategy": {
         "price_side": "bid",
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -38,7 +38,7 @@
     },
     "ask_strategy":{
         "price_side": "ask",
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 6ebf10403..9fe094120 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -12,7 +12,7 @@
         "sell": 30
     },
     "bid_strategy": {
-        "use_order_book": false,
+        "use_order_book": true,
         "ask_last_balance": 0.0,
         "order_book_top": 1,
         "check_depth_of_market": {
@@ -21,7 +21,7 @@
         }
     },
     "ask_strategy":{
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f8d1100fe..364eb54bd 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -163,7 +163,7 @@ CONF_SCHEMA = {
                     }
                 },
             },
-            'required': ['ask_last_balance']
+            'required': ['price_side']
         },
         'ask_strategy': {
             'type': 'object',
@@ -181,7 +181,8 @@ CONF_SCHEMA = {
                 'sell_profit_only': {'type': 'boolean'},
                 'sell_profit_offset': {'type': 'number'},
                 'ignore_roi_if_buy_signal': {'type': 'boolean'}
-            }
+            },
+            'required': ['price_side']
         },
         'order_types': {
             'type': 'object',
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 5e6890b90..043d95bdd 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -15,7 +15,7 @@
     "bid_strategy": {
         "price_side": "bid",
         "ask_last_balance": 0.0,
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "check_depth_of_market": {
             "enabled": false,
@@ -24,7 +24,7 @@
     },
     "ask_strategy": {
         "price_side": "ask",
-        "use_order_book": false,
+        "use_order_book": true,
         "order_book_top": 1,
         "use_sell_signal": true,
         "sell_profit_only": false,

From 1cb057bda7f49a45ac7de38254374ed045ef27ef Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 14:01:23 +0200
Subject: [PATCH 080/834] Version bump 2021.6

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index ed0c70417..d76b655d7 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.5'
+__version__ = '2021.6'
 
 if __version__ == 'develop':
 

From fa72ed10b6d31d4a41b875973163971506db4379 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 14:44:51 +0200
Subject: [PATCH 081/834] Add Kukoin to community tested exchanges

---
 README.md     | 1 +
 docs/index.md | 1 +
 2 files changed, 2 insertions(+)

diff --git a/README.md b/README.md
index c665508dd..4082995f0 100644
--- a/README.md
+++ b/README.md
@@ -37,6 +37,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
+- [X] [Kukoin](https://www.kucoin.com/)
 
 ## Documentation
 
diff --git a/docs/index.md b/docs/index.md
index 871172cfc..8ecb085de 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -47,6 +47,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
+- [X] [Kukoin](https://www.kucoin.com/)
 
 ## Requirements
 

From 1067a9f356e01cafdba5e334b706620805796e8a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 16:06:09 +0200
Subject: [PATCH 082/834] Move strategy-override signals to top-level of the
 config

closes #2867
---
 config_binance.json.example                  |  5 +----
 config_bittrex.json.example                  |  5 +----
 config_ftx.json.example                      |  5 +----
 config_full.json.example                     | 10 +++++-----
 config_kraken.json.example                   |  5 +----
 freqtrade/configuration/config_validation.py |  2 +-
 freqtrade/constants.py                       |  9 +++++----
 freqtrade/freqtradebot.py                    |  6 ++----
 freqtrade/optimize/optimize_reports.py       |  8 ++++----
 freqtrade/resolvers/strategy_resolver.py     | 10 +++++-----
 freqtrade/strategy/interface.py              |  8 +++-----
 freqtrade/templates/base_config.json.j2      |  3 ---
 12 files changed, 29 insertions(+), 47 deletions(-)

diff --git a/config_binance.json.example b/config_binance.json.example
index b13a5725c..938bc9342 100644
--- a/config_binance.json.example
+++ b/config_binance.json.example
@@ -22,10 +22,7 @@
     },
     "ask_strategy": {
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "exchange": {
         "name": "binance",
diff --git a/config_bittrex.json.example b/config_bittrex.json.example
index 9a0c62021..4352d8822 100644
--- a/config_bittrex.json.example
+++ b/config_bittrex.json.example
@@ -22,10 +22,7 @@
     },
     "ask_strategy":{
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "exchange": {
         "name": "bittrex",
diff --git a/config_ftx.json.example b/config_ftx.json.example
index f1ad0a4f3..48651f04c 100644
--- a/config_ftx.json.example
+++ b/config_ftx.json.example
@@ -22,10 +22,7 @@
     },
     "ask_strategy": {
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "exchange": {
         "name": "ftx",
diff --git a/config_full.json.example b/config_full.json.example
index 5b0448f13..d404391a4 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -14,6 +14,10 @@
     "trailing_stop_positive": 0.005,
     "trailing_stop_positive_offset": 0.0051,
     "trailing_only_offset_is_reached": false,
+    "use_sell_signal": true,
+    "sell_profit_only": false,
+    "sell_profit_offset": 0.0,
+    "ignore_roi_if_buy_signal": false,
     "minimal_roi": {
         "40":  0.0,
         "30":  0.01,
@@ -39,11 +43,7 @@
     "ask_strategy":{
         "price_side": "ask",
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "sell_profit_offset": 0.0,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "order_types": {
         "buy": "limit",
diff --git a/config_kraken.json.example b/config_kraken.json.example
index 9fe094120..bf3548568 100644
--- a/config_kraken.json.example
+++ b/config_kraken.json.example
@@ -22,10 +22,7 @@
     },
     "ask_strategy":{
         "use_order_book": true,
-        "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
+        "order_book_top": 1
     },
     "exchange": {
         "name": "kraken",
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index 29c078d0d..aad03e983 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -150,7 +150,7 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
     if not conf.get('edge', {}).get('enabled'):
         return
 
-    if not conf.get('ask_strategy', {}).get('use_sell_signal', True):
+    if not conf.get('use_sell_signal', True):
         raise OperationalException(
             "Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
         )
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 364eb54bd..63cf3e870 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -134,6 +134,11 @@ CONF_SCHEMA = {
         'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
         'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
         'trailing_only_offset_is_reached': {'type': 'boolean'},
+        'use_sell_signal': {'type': 'boolean'},
+        'sell_profit_only': {'type': 'boolean'},
+        'sell_profit_offset': {'type': 'number'},
+        'ignore_roi_if_buy_signal': {'type': 'boolean'},
+        'ignore_buying_expired_candle_after': {'type': 'number'},
         'bot_name': {'type': 'string'},
         'unfilledtimeout': {
             'type': 'object',
@@ -177,10 +182,6 @@ CONF_SCHEMA = {
                 },
                 'use_order_book': {'type': 'boolean'},
                 'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
-                'use_sell_signal': {'type': 'boolean'},
-                'sell_profit_only': {'type': 'boolean'},
-                'sell_profit_offset': {'type': 'number'},
-                'ignore_roi_if_buy_signal': {'type': 'boolean'}
             },
             'required': ['price_side']
         },
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d03604cb0..7a7371357 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -684,10 +684,8 @@ class FreqtradeBot(LoggingMixin):
 
         (buy, sell) = (False, False)
 
-        config_ask_strategy = self.config.get('ask_strategy', {})
-
-        if (config_ask_strategy.get('use_sell_signal', True) or
-                config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
+        if (self.config.get('use_sell_signal', True) or
+                self.config.get('ignore_roi_if_buy_signal', False)):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 24dbb4961..922f27fad 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -378,10 +378,10 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False),
         'use_custom_stoploss': config.get('use_custom_stoploss', False),
         'minimal_roi': config['minimal_roi'],
-        'use_sell_signal': config['ask_strategy']['use_sell_signal'],
-        'sell_profit_only': config['ask_strategy']['sell_profit_only'],
-        'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
-        'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
+        'use_sell_signal': config['use_sell_signal'],
+        'sell_profit_only': config['sell_profit_only'],
+        'sell_profit_offset': config['sell_profit_offset'],
+        'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
         **daily_stats,
         **trade_stats
     }
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index e76d1e3e5..23688bcb8 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -76,12 +76,12 @@ class StrategyResolver(IResolver):
                       ("protections",                     None,        None),
                       ("startup_candle_count",            None,        None),
                       ("unfilledtimeout",                 None,        None),
-                      ("use_sell_signal",                 True,        'ask_strategy'),
-                      ("sell_profit_only",                False,       'ask_strategy'),
-                      ("ignore_roi_if_buy_signal",        False,       'ask_strategy'),
-                      ("sell_profit_offset",              0.0,         'ask_strategy'),
+                      ("use_sell_signal",                 True,        None),
+                      ("sell_profit_only",                False,       None),
+                      ("ignore_roi_if_buy_signal",        False,       None),
+                      ("sell_profit_offset",              0.0,         None),
                       ("disable_dataframe_checks",        False,       None),
-                      ("ignore_buying_expired_candle_after",  0,       'ask_strategy')
+                      ("ignore_buying_expired_candle_after",  0,       None)
                       ]
         for attribute, default, subkey in attributes:
             if subkey:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index ea7d5079d..6cacd150b 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -543,10 +543,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         # Set current rate to high for backtesting sell
         current_rate = high or rate
         current_profit = trade.calc_profit_ratio(current_rate)
-        ask_strategy = self.config.get('ask_strategy', {})
 
         # if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
-        roi_reached = (not (buy and ask_strategy.get('ignore_roi_if_buy_signal', False))
+        roi_reached = (not (buy and self.ignore_roi_if_buy_signal)
                        and self.min_roi_reached(trade=trade, current_profit=current_profit,
                                                 current_time=date))
 
@@ -556,11 +555,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
-        if (ask_strategy.get('sell_profit_only', False)
-                and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
+        if (self.sell_profit_only and current_profit <= self.sell_profit_offset):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal
             pass
-        elif ask_strategy.get('use_sell_signal', True) and not buy:
+        elif self.use_sell_signal and not buy:
             if sell:
                 sell_signal = SellType.SELL_SIGNAL
             else:
diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 043d95bdd..03a6c4855 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -26,9 +26,6 @@
         "price_side": "ask",
         "use_order_book": true,
         "order_book_top": 1,
-        "use_sell_signal": true,
-        "sell_profit_only": false,
-        "ignore_roi_if_buy_signal": false
     },
     {{ exchange | indent(4) }},
     "pairlists": [

From 0235868c669e5f22ff4b0f55e31db0a4b4b8ea88 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 16:39:01 +0200
Subject: [PATCH 083/834] Update tests for new config structure

---
 tests/optimize/test_backtest_detail.py  |  2 +-
 tests/optimize/test_backtesting.py      | 10 +++++-----
 tests/strategy/test_strategy_loading.py | 16 ++++++----------
 tests/test_configuration.py             |  8 ++++----
 tests/test_freqtradebot.py              | 23 +++++++++++------------
 5 files changed, 27 insertions(+), 32 deletions(-)

diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 488425323..855e5b97d 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -551,7 +551,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     if data.trailing_stop_positive is not None:
         default_conf["trailing_stop_positive"] = data.trailing_stop_positive
     default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
-    default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}
+    default_conf["use_sell_signal"] = data.use_sell_signal
 
     mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 60bd82d71..ec176bc32 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -465,7 +465,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
 
 
 def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
-    default_conf['ask_strategy']['use_sell_signal'] = False
+    default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
@@ -511,7 +511,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
 
 
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
-    default_conf['ask_strategy']['use_sell_signal'] = False
+    default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
@@ -574,7 +574,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
 
 
 def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
-    default_conf['ask_strategy']['use_sell_signal'] = False
+    default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     patch_exchange(mocker)
@@ -819,7 +819,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
-    default_conf['ask_strategy'].update({
+    default_conf.update({
         "use_sell_signal": True,
         "sell_profit_only": False,
         "sell_profit_offset": 0.0,
@@ -894,7 +894,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
-    default_conf['ask_strategy'].update({
+    default_conf.update({
         "use_sell_signal": True,
         "sell_profit_only": False,
         "sell_profit_offset": 0.0,
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index bd192ecb5..115a2fbde 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -290,14 +290,12 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
     assert strategy.use_sell_signal
     assert isinstance(strategy.use_sell_signal, bool)
     # must be inserted to configuration
-    assert 'use_sell_signal' in default_conf['ask_strategy']
-    assert default_conf['ask_strategy']['use_sell_signal']
+    assert 'use_sell_signal' in default_conf
+    assert default_conf['use_sell_signal']
 
     default_conf.update({
         'strategy': 'DefaultStrategy',
-        'ask_strategy': {
-            'use_sell_signal': False,
-        },
+        'use_sell_signal': False,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
@@ -315,14 +313,12 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     assert not strategy.sell_profit_only
     assert isinstance(strategy.sell_profit_only, bool)
     # must be inserted to configuration
-    assert 'sell_profit_only' in default_conf['ask_strategy']
-    assert not default_conf['ask_strategy']['sell_profit_only']
+    assert 'sell_profit_only' in default_conf
+    assert not default_conf['sell_profit_only']
 
     default_conf.update({
         'strategy': 'DefaultStrategy',
-        'ask_strategy': {
-            'sell_profit_only': True,
-        },
+        'sell_profit_only': True,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 366501d8a..d9cf00731 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -878,15 +878,15 @@ def test_validate_tsl(default_conf):
 
 
 def test_validate_edge2(edge_conf):
-    edge_conf.update({"ask_strategy": {
+    edge_conf.update({
         "use_sell_signal": True,
-    }})
+    })
     # Passes test
     validate_config_consistency(edge_conf)
 
-    edge_conf.update({"ask_strategy": {
+    edge_conf.update({
         "use_sell_signal": False,
-    }})
+    })
     with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, "
                        "otherwise no sells will happen."):
         validate_config_consistency(edge_conf)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 4f8a18827..99e11e893 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2960,11 +2960,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
+    default_conf.update({
         'use_sell_signal': True,
         'sell_profit_only': True,
         'sell_profit_offset': 0.1,
-    }
+    })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
@@ -2977,7 +2977,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     patch_get_signal(freqtrade, value=(False, True))
     assert freqtrade.handle_trade(trade) is False
 
-    freqtrade.config['ask_strategy']['sell_profit_offset'] = 0.0
+    freqtrade.strategy.sell_profit_offset = 0.0
     assert freqtrade.handle_trade(trade) is True
 
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
@@ -2997,10 +2997,10 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
+    default_conf.update({
         'use_sell_signal': True,
         'sell_profit_only': False,
-    }
+    })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
@@ -3028,10 +3028,10 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
+    default_conf.update({
         'use_sell_signal': True,
         'sell_profit_only': True,
-    }
+    })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
@@ -3058,10 +3058,10 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
+    default_conf.update({
         'use_sell_signal': True,
         'sell_profit_only': False,
-    }
+    })
 
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
@@ -3209,9 +3209,8 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
         buy=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-    default_conf['ask_strategy'] = {
-        'ignore_roi_if_buy_signal': True
-    }
+    default_conf['ignore_roi_if_buy_signal'] = True
+
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)

From b7f01a08f32340865b0a1106423e6d50eb00bed3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 16:46:21 +0200
Subject: [PATCH 084/834] Update sequence of process_deprecated_setting
 parameters

---
 .../configuration/deprecated_settings.py      | 59 ++++++++++++-------
 tests/test_configuration.py                   | 22 +++++--
 2 files changed, 53 insertions(+), 28 deletions(-)

diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 6b2a20c8c..c8b3c08d6 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -12,16 +12,17 @@ logger = logging.getLogger(__name__)
 
 
 def check_conflicting_settings(config: Dict[str, Any],
-                               section1: str, name1: str,
-                               section2: str, name2: str) -> None:
-    section1_config = config.get(section1, {})
-    section2_config = config.get(section2, {})
-    if name1 in section1_config and name2 in section2_config:
+                               section_old: str, name_old: str,
+                               section_new: str, name_new: str) -> None:
+    section_new_config = config.get(section_new, {}) if section_new else config
+    section_old_config = config.get(section_old, {})
+    if name_new in section_new_config and name_old in section_old_config:
+        new_name = f"{section_new}.{name_new}" if section_new else f"{name_new}"
         raise OperationalException(
-            f"Conflicting settings `{section1}.{name1}` and `{section2}.{name2}` "
+            f"Conflicting settings `{new_name}` and `{section_old}.{name_old}` "
             "(DEPRECATED) detected in the configuration file. "
             "This deprecated setting will be removed in the next versions of Freqtrade. "
-            f"Please delete it from your configuration and use the `{section1}.{name1}` "
+            f"Please delete it from your configuration and use the `{new_name}` "
             "setting instead."
         )
 
@@ -37,27 +38,32 @@ def process_removed_setting(config: Dict[str, Any],
     """
     section1_config = config.get(section1, {})
     if name1 in section1_config:
+        section_2 = f"{section2}.{name2}" if section2 else f"{name2}"
         raise OperationalException(
-            f"Setting `{section1}.{name1}` has been moved to `{section2}.{name2}. "
-            f"Please delete it from your configuration and use the `{section2}.{name2}` "
+            f"Setting `{section1}.{name1}` has been moved to `{section_2}. "
+            f"Please delete it from your configuration and use the `{section_2}` "
             "setting instead."
         )
 
 
 def process_deprecated_setting(config: Dict[str, Any],
-                               section1: str, name1: str,
-                               section2: str, name2: str) -> None:
-    section2_config = config.get(section2, {})
+                               section_old: str, name_old: str,
+                               section_new: str, name_new: str
+                               ) -> None:
+    check_conflicting_settings(config, section_old, name_old, section_new, name_new)
+    section_old_config = config.get(section_old, {})
 
-    if name2 in section2_config:
+    if name_old in section_old_config:
+        section_2 = f"{section_new}.{name_new}" if section_new else f"{name_new}"
         logger.warning(
             "DEPRECATED: "
-            f"The `{section2}.{name2}` setting is deprecated and "
+            f"The `{section_old}.{name_old}` setting is deprecated and "
             "will be removed in the next versions of Freqtrade. "
-            f"Please use the `{section1}.{name1}` setting in your configuration instead."
+            f"Please use the `{section_2}` setting in your configuration instead."
         )
-        section1_config = config.get(section1, {})
-        section1_config[name1] = section2_config[name2]
+
+        section_new_config = config.get(section_new, {}) if section_new else config
+        section_new_config[name_new] = section_old_config[name_old]
 
 
 def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
@@ -65,15 +71,24 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
     # Kept for future deprecated / moved settings
     # check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
     #                            'experimental', 'use_sell_signal')
-    # process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
-    #                            'experimental', 'use_sell_signal')
+    process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
+                               None, 'use_sell_signal')
+    process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only',
+                               None, 'sell_profit_only')
+    process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset',
+                               None, 'sell_profit_offset')
+    process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
+                               None, 'ignore_roi_if_buy_signal')
+    process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after',
+                               None, 'ignore_buying_expired_candle_after')
 
+    # Legacy way - having them in experimental ...
     process_removed_setting(config, 'experimental', 'use_sell_signal',
-                            'ask_strategy', 'use_sell_signal')
+                            None, 'use_sell_signal')
     process_removed_setting(config, 'experimental', 'sell_profit_only',
-                            'ask_strategy', 'sell_profit_only')
+                            None, 'sell_profit_only')
     process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal',
-                            'ask_strategy', 'ignore_roi_if_buy_signal')
+                            None, 'ignore_roi_if_buy_signal')
 
     if (config.get('edge', {}).get('enabled', False)
        and 'capital_available_percentage' in config.get('edge', {})):
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index d9cf00731..b6d3b0d7b 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1249,8 +1249,8 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
 
     # Both new and deprecated settings exists
     process_deprecated_setting(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert log_has_re('DEPRECATED', caplog)
     # The value of the new setting shall have been set to the
     # value of the deprecated one
@@ -1261,8 +1261,8 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
     # Delete new setting (deprecated exists)
     del default_conf['sectionA']['new_setting']
     process_deprecated_setting(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert log_has_re('DEPRECATED', caplog)
     # The value of the new setting shall have been set to the
     # value of the deprecated one
@@ -1275,11 +1275,21 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
     # Delete deprecated setting
     del default_conf['sectionB']['deprecated_setting']
     process_deprecated_setting(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert not log_has_re('DEPRECATED', caplog)
     assert default_conf['sectionA']['new_setting'] == 'valA'
 
+    caplog.clear()
+    # Test moving to root
+    default_conf['sectionB']['deprecated_setting2'] = "DeadBeef"
+    process_deprecated_setting(default_conf,
+                               'sectionB', 'deprecated_setting2',
+                               None, 'new_setting')
+
+    assert log_has_re('DEPRECATED', caplog)
+    assert default_conf['new_setting']
+
 
 def test_process_removed_setting(mocker, default_conf, caplog):
     patched_configuration_load_config_file(mocker, default_conf)

From ce69abc06e14bbfaeb60d3719598f2e8a2678e02 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 17:11:15 +0200
Subject: [PATCH 085/834] Update docs and tests for newly deprectated settings

---
 docs/configuration.md       | 28 +++++++++++++--------------
 tests/test_configuration.py | 38 ++++++++++++++++++++++---------------
 2 files changed, 37 insertions(+), 29 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 074b9ddf0..5c6236e58 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -81,11 +81,11 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ask_strategy.bid_last_balance` | Interpolate the selling price. More information [below](#sell-price-without-orderbook-enabled).
 | `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
 | `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
-| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `ask_strategy.sell_profit_only` | Wait until the bot reaches `ask_strategy.sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `ask_strategy.sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
-| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `ask_strategy.ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
+| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
+| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
+| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
+| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
@@ -156,11 +156,11 @@ Values set in the configuration file always overwrite values set in the strategy
 * `order_time_in_force`
 * `unfilledtimeout`
 * `disable_dataframe_checks`
-* `use_sell_signal` (ask_strategy)
-* `sell_profit_only` (ask_strategy)
-* `sell_profit_offset` (ask_strategy)
-* `ignore_roi_if_buy_signal` (ask_strategy)
-* `ignore_buying_expired_candle_after` (ask_strategy)
+* `use_sell_signal`
+* `sell_profit_only`
+* `sell_profit_offset`
+* `ignore_roi_if_buy_signal`
+* `ignore_buying_expired_candle_after`
 
 ### Configuring amount per trade
 
@@ -291,16 +291,16 @@ See [the telegram documentation](telegram-usage.md) for details on usage.
 
 When working with larger timeframes (for example 1h or more) and using a low `max_open_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
 
-In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ask_strategy.ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the buy signal becomes expired.
+In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the buy signal becomes expired.
 
 For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
 
 ``` json
-  "ask_strategy":{
+  {
+    //...
     "ignore_buying_expired_candle_after": 300,
-    "price_side": "bid",
     // ...
-  },
+  }
 ```
 
 !!! Note
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index b6d3b0d7b..9d3ec5fea 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1128,11 +1128,10 @@ def test_pairlist_resolving_fallback(mocker):
     assert config['datadir'] == Path.cwd() / "user_data/data/binance"
 
 
-@pytest.mark.skip(reason='Currently no deprecated / moved sections')
 # The below is kept as a sample for the future.
 @pytest.mark.parametrize("setting", [
         ("ask_strategy", "use_sell_signal", True,
-         "experimental", "use_sell_signal", False),
+         None, "use_sell_signal", False),
     ])
 def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
     patched_configuration_load_config_file(mocker, default_conf)
@@ -1141,10 +1140,14 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
     # (they may not exist in the config)
     default_conf[setting[0]] = {}
     default_conf[setting[3]] = {}
-    # Assign new setting
-    default_conf[setting[0]][setting[1]] = setting[2]
+
     # Assign deprecated setting
-    default_conf[setting[3]][setting[4]] = setting[5]
+    default_conf[setting[0]][setting[1]] = setting[2]
+    # Assign new setting
+    if setting[3]:
+        default_conf[setting[3]][setting[4]] = setting[5]
+    else:
+        default_conf[setting[4]] = setting[5]
 
     # New and deprecated settings are conflicting ones
     with pytest.raises(OperationalException, match=r'DEPRECATED'):
@@ -1153,13 +1156,20 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
     caplog.clear()
 
     # Delete new setting
-    del default_conf[setting[0]][setting[1]]
+    if setting[3]:
+        del default_conf[setting[3]][setting[4]]
+    else:
+        del default_conf[setting[4]]
 
     process_temporary_deprecated_settings(default_conf)
     assert log_has_re('DEPRECATED', caplog)
     # The value of the new setting shall have been set to the
     # value of the deprecated one
-    assert default_conf[setting[0]][setting[1]] == setting[5]
+    if setting[3]:
+        assert default_conf[setting[3]][setting[4]] == setting[2]
+    else:
+        assert default_conf[setting[4]] == setting[2]
+
 
 
 @pytest.mark.parametrize("setting", [
@@ -1209,16 +1219,16 @@ def test_check_conflicting_settings(mocker, default_conf, caplog):
     # New and deprecated settings are conflicting ones
     with pytest.raises(OperationalException, match=r'DEPRECATED'):
         check_conflicting_settings(default_conf,
-                                   'sectionA', 'new_setting',
-                                   'sectionB', 'deprecated_setting')
+                                   'sectionB', 'deprecated_setting',
+                                   'sectionA', 'new_setting')
 
     caplog.clear()
 
     # Delete new setting (deprecated exists)
     del default_conf['sectionA']['new_setting']
     check_conflicting_settings(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert not log_has_re('DEPRECATED', caplog)
     assert 'new_setting' not in default_conf['sectionA']
 
@@ -1229,8 +1239,8 @@ def test_check_conflicting_settings(mocker, default_conf, caplog):
     # Delete deprecated setting
     del default_conf['sectionB']['deprecated_setting']
     check_conflicting_settings(default_conf,
-                               'sectionA', 'new_setting',
-                               'sectionB', 'deprecated_setting')
+                               'sectionB', 'deprecated_setting',
+                               'sectionA', 'new_setting')
     assert not log_has_re('DEPRECATED', caplog)
     assert default_conf['sectionA']['new_setting'] == 'valA'
 
@@ -1242,8 +1252,6 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
     # (they may not exist in the config)
     default_conf['sectionA'] = {}
     default_conf['sectionB'] = {}
-    # Assign new setting
-    default_conf['sectionA']['new_setting'] = 'valA'
     # Assign deprecated setting
     default_conf['sectionB']['deprecated_setting'] = 'valB'
 

From 158cb415a9d57cd14c624f550de2279f3f56b283 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 17:15:05 +0200
Subject: [PATCH 086/834] Add settings interface to have types available

---
 freqtrade/configuration/deprecated_settings.py |  8 ++++----
 freqtrade/strategy/interface.py                |  5 +++++
 tests/test_configuration.py                    | 10 ++++++++--
 3 files changed, 17 insertions(+), 6 deletions(-)

diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index c8b3c08d6..1b162f7c9 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -3,7 +3,7 @@ Functions to handle deprecated settings
 """
 
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 from freqtrade.exceptions import OperationalException
 
@@ -13,7 +13,7 @@ logger = logging.getLogger(__name__)
 
 def check_conflicting_settings(config: Dict[str, Any],
                                section_old: str, name_old: str,
-                               section_new: str, name_new: str) -> None:
+                               section_new: Optional[str], name_new: str) -> None:
     section_new_config = config.get(section_new, {}) if section_new else config
     section_old_config = config.get(section_old, {})
     if name_new in section_new_config and name_old in section_old_config:
@@ -29,7 +29,7 @@ def check_conflicting_settings(config: Dict[str, Any],
 
 def process_removed_setting(config: Dict[str, Any],
                             section1: str, name1: str,
-                            section2: str, name2: str) -> None:
+                            section2: Optional[str], name2: str) -> None:
     """
     :param section1: Removed section
     :param name1: Removed setting name
@@ -48,7 +48,7 @@ def process_removed_setting(config: Dict[str, Any],
 
 def process_deprecated_setting(config: Dict[str, Any],
                                section_old: str, name_old: str,
-                               section_new: str, name_new: str
+                               section_new: Optional[str], name_new: str
                                ) -> None:
     check_conflicting_settings(config, section_old, name_old, section_new, name_new)
     section_old_config = config.get(section_old, {})
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6cacd150b..7aa7e57d9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -97,6 +97,11 @@ class IStrategy(ABC, HyperStrategyMixin):
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 
+    use_sell_signal: bool
+    sell_profit_only: bool
+    sell_profit_offset: float
+    ignore_roi_if_buy_signal: bool
+
     # Number of seconds after which the candle will no longer result in a buy on expired candles
     ignore_buying_expired_candle_after: int = 0
 
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 9d3ec5fea..8edd09c5a 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1128,10 +1128,17 @@ def test_pairlist_resolving_fallback(mocker):
     assert config['datadir'] == Path.cwd() / "user_data/data/binance"
 
 
-# The below is kept as a sample for the future.
 @pytest.mark.parametrize("setting", [
         ("ask_strategy", "use_sell_signal", True,
          None, "use_sell_signal", False),
+        ("ask_strategy", "sell_profit_only", True,
+         None, "sell_profit_only", False),
+        ("ask_strategy", "sell_profit_offset", 0.1,
+         None, "sell_profit_offset", 0.01),
+        ("ask_strategy", "ignore_roi_if_buy_signal", True,
+         None, "ignore_roi_if_buy_signal", False),
+        ("ask_strategy", "ignore_buying_expired_candle_after", 5,
+         None, "ignore_buying_expired_candle_after", 6),
     ])
 def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
     patched_configuration_load_config_file(mocker, default_conf)
@@ -1171,7 +1178,6 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
         assert default_conf[setting[4]] == setting[2]
 
 
-
 @pytest.mark.parametrize("setting", [
         ("experimental", "use_sell_signal", False),
         ("experimental", "sell_profit_only", True),

From 3f669147f18b3fe6398b6324a432b56fcbc482e1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 17:47:41 +0200
Subject: [PATCH 087/834] Simplify strategy-resolver moving

---
 freqtrade/resolvers/strategy_resolver.py | 64 ++++++++++--------------
 1 file changed, 27 insertions(+), 37 deletions(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 23688bcb8..ccd7cea69 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -45,10 +45,6 @@ class StrategyResolver(IResolver):
             strategy_name, config=config,
             extra_dir=config.get('strategy_path'))
 
-        # make sure ask_strategy dict is available
-        if 'ask_strategy' not in config:
-            config['ask_strategy'] = {}
-
         if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
             # Assign ticker_interval to timeframe to keep compatibility
             if 'timeframe' not in config:
@@ -60,42 +56,36 @@ class StrategyResolver(IResolver):
         # Set attributes
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)
-        attributes = [("minimal_roi",                     {"0": 10.0}, None),
-                      ("timeframe",                       None,        None),
-                      ("stoploss",                        None,        None),
-                      ("trailing_stop",                   None,        None),
-                      ("trailing_stop_positive",          None,        None),
-                      ("trailing_stop_positive_offset",   0.0,         None),
-                      ("trailing_only_offset_is_reached", None,        None),
-                      ("use_custom_stoploss",             None,        None),
-                      ("process_only_new_candles",        None,        None),
-                      ("order_types",                     None,        None),
-                      ("order_time_in_force",             None,        None),
-                      ("stake_currency",                  None,        None),
-                      ("stake_amount",                    None,        None),
-                      ("protections",                     None,        None),
-                      ("startup_candle_count",            None,        None),
-                      ("unfilledtimeout",                 None,        None),
-                      ("use_sell_signal",                 True,        None),
-                      ("sell_profit_only",                False,       None),
-                      ("ignore_roi_if_buy_signal",        False,       None),
-                      ("sell_profit_offset",              0.0,         None),
-                      ("disable_dataframe_checks",        False,       None),
-                      ("ignore_buying_expired_candle_after",  0,       None)
+        attributes = [("minimal_roi",                     {"0": 10.0}),
+                      ("timeframe",                       None),
+                      ("stoploss",                        None),
+                      ("trailing_stop",                   None),
+                      ("trailing_stop_positive",          None),
+                      ("trailing_stop_positive_offset",   0.0),
+                      ("trailing_only_offset_is_reached", None),
+                      ("use_custom_stoploss",             None),
+                      ("process_only_new_candles",        None),
+                      ("order_types",                     None),
+                      ("order_time_in_force",             None),
+                      ("stake_currency",                  None),
+                      ("stake_amount",                    None),
+                      ("protections",                     None),
+                      ("startup_candle_count",            None),
+                      ("unfilledtimeout",                 None),
+                      ("use_sell_signal",                 True),
+                      ("sell_profit_only",                False),
+                      ("ignore_roi_if_buy_signal",        False),
+                      ("sell_profit_offset",              0.0),
+                      ("disable_dataframe_checks",        False),
+                      ("ignore_buying_expired_candle_after",  0)
                       ]
-        for attribute, default, subkey in attributes:
-            if subkey:
-                StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
-                                                            attribute, default)
-            else:
-                StrategyResolver._override_attribute_helper(strategy, config,
-                                                            attribute, default)
+        for attribute, default in attributes:
+            StrategyResolver._override_attribute_helper(strategy, config,
+                                                        attribute, default)
 
         # Loop this list again to have output combined
-        for attribute, _, subkey in attributes:
-            if subkey and attribute in config[subkey]:
-                logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
-            elif attribute in config:
+        for attribute, _ in attributes:
+            if attribute in config:
                 logger.info("Strategy using %s: %s", attribute, config[attribute])
 
         StrategyResolver._normalize_attributes(strategy)

From 00a7097b9eaddf879146a861c59807ee14f0a5f1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 20:09:52 +0200
Subject: [PATCH 088/834] Reduce verbosity of getting sell-rate from orderbook

---
 freqtrade/exchange/exchange.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 0315418bf..235f03269 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1063,8 +1063,7 @@ class Exchange:
 
         ask_strategy = self._config.get('ask_strategy', {})
         if ask_strategy.get('use_order_book', False):
-            # This code is only used for notifications, selling uses the generator directly
-            logger.info(
+            logger.debug(
                 f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
             )
             order_book_top = ask_strategy.get('order_book_top', 1)

From 34448fb87c6bf0800156023ae731c9117ffda471 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 26 Jun 2021 20:46:54 +0200
Subject: [PATCH 089/834] Expose default currency precision to API

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/rpc.py                    | 3 ++-
 2 files changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 4d06d3ecf..a0f1c05a6 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -115,6 +115,7 @@ class ShowConfig(BaseModel):
     dry_run: bool
     stake_currency: str
     stake_amount: Union[float, str]
+    stake_currency_decimals: int
     max_open_trades: int
     minimal_roi: Dict[str, Any]
     stoploss: float
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index add66d576..1b94bc11f 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -18,7 +18,7 @@ from freqtrade.enums import SellType, State
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
-from freqtrade.misc import shorten_date
+from freqtrade.misc import decimals_per_coin, shorten_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -104,6 +104,7 @@ class RPC:
         val = {
             'dry_run': config['dry_run'],
             'stake_currency': config['stake_currency'],
+            'stake_currency_decimals':  decimals_per_coin(config['stake_currency']),
             'stake_amount': config['stake_amount'],
             'max_open_trades': (config['max_open_trades']
                                 if config['max_open_trades'] != float('inf') else -1),

From d09b7124585e1dfa00925cdebd54fbcf4a2c84ed Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:06 +0000
Subject: [PATCH 090/834] Bump types-cachetools from 0.1.8 to 0.1.9

Bumps [types-cachetools](https://github.com/python/typeshed) from 0.1.8 to 0.1.9.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 30044058b..261aaf6e3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -19,7 +19,7 @@ isort==5.8.0
 nbconvert==6.0.7
 
 # mypy types
-types-cachetools==0.1.8
+types-cachetools==0.1.9
 types-filelock==0.1.4
 types-requests==0.1.13
 types-tabulate==0.1.1

From d810c262e46f7ca07246b8304ae2fd9a4c2b9993 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:09 +0000
Subject: [PATCH 091/834] Bump arrow from 1.1.0 to 1.1.1

Bumps [arrow](https://github.com/arrow-py/arrow) from 1.1.0 to 1.1.1.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/1.1.0...1.1.1)

---
updated-dependencies:
- dependency-name: arrow
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 039441f36..34f5f390f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -7,7 +7,7 @@ cryptography==3.4.7
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.18
 python-telegram-bot==13.6
-arrow==1.1.0
+arrow==1.1.1
 cachetools==4.2.2
 requests==2.25.1
 urllib3==1.26.5

From 738fe45b4ba2d51c986c93903439a7b7e3d7f8a3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:17 +0000
Subject: [PATCH 092/834] Bump numpy from 1.20.3 to 1.21.0

Bumps [numpy](https://github.com/numpy/numpy) from 1.20.3 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.20.3...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 039441f36..52836d84d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.20.3
+numpy==1.21.0
 pandas==1.2.4
 
 ccxt==1.51.77

From d41218c97ea8461ef3f4f02d5c85af7323b41db6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:30 +0000
Subject: [PATCH 093/834] Bump mkdocs-material from 7.1.8 to 7.1.9

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.8 to 7.1.9.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.8...7.1.9)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 352103f8b..d11e5ea4e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.1
-mkdocs-material==7.1.8
+mkdocs-material==7.1.9
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 3026c340ca53fd5fbbcc9a8c747c0e666004361d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 03:01:33 +0000
Subject: [PATCH 094/834] Bump python-rapidjson from 1.0 to 1.4

Bumps [python-rapidjson](https://github.com/python-rapidjson/python-rapidjson) from 1.0 to 1.4.
- [Release notes](https://github.com/python-rapidjson/python-rapidjson/releases)
- [Changelog](https://github.com/python-rapidjson/python-rapidjson/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-rapidjson/python-rapidjson/compare/v1.0...v1.4)

---
updated-dependencies:
- dependency-name: python-rapidjson
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 039441f36..ad521a7ef 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -25,7 +25,7 @@ blosc==1.10.4
 py_find_1st==1.1.5
 
 # Load ticker files 30% faster
-python-rapidjson==1.0
+python-rapidjson==1.4
 
 # Notify systemd
 sdnotify==0.3.2

From 281c18badc36e45eb2aafd2a570fdba903b9ca89 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:47:43 +0000
Subject: [PATCH 095/834] Bump plotly from 4.14.3 to 5.0.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 4.14.3 to 5.0.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v4.14.3...v5.0.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 6693a593d..0563e5df2 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==4.14.3
+plotly==5.0.0
 

From 9e09b271e720a149e4e0a8faecf7dceb8404e8b9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:48:13 +0000
Subject: [PATCH 096/834] Bump isort from 5.8.0 to 5.9.1

Bumps [isort](https://github.com/pycqa/isort) from 5.8.0 to 5.9.1.
- [Release notes](https://github.com/pycqa/isort/releases)
- [Changelog](https://github.com/PyCQA/isort/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pycqa/isort/compare/5.8.0...5.9.1)

---
updated-dependencies:
- dependency-name: isort
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 261aaf6e3..0c1c43f3c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -13,7 +13,7 @@ pytest-asyncio==0.15.1
 pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
-isort==5.8.0
+isort==5.9.1
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.0.7

From 6824e64dcd8c668671a781ce88c26f77001cd328 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:48:41 +0000
Subject: [PATCH 097/834] Bump sqlalchemy from 1.4.18 to 1.4.19

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.18 to 1.4.19.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 34f5f390f..7f1c91851 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.51.77
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.18
+SQLAlchemy==1.4.19
 python-telegram-bot==13.6
 arrow==1.1.1
 cachetools==4.2.2

From 157ff8219726bc4ede0c43c3a305b1c0d9766d6a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:48:44 +0000
Subject: [PATCH 098/834] Bump urllib3 from 1.26.5 to 1.26.6

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.5 to 1.26.6.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/1.26.6/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.26.5...1.26.6)

---
updated-dependencies:
- dependency-name: urllib3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 34f5f390f..ff152027f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -10,7 +10,7 @@ python-telegram-bot==13.6
 arrow==1.1.1
 cachetools==4.2.2
 requests==2.25.1
-urllib3==1.26.5
+urllib3==1.26.6
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.20

From 694f30d0f8fd78bd693bb74dd34658ab0d3c7238 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:52:05 +0000
Subject: [PATCH 099/834] Bump types-requests from 0.1.13 to 2.25.0

Bumps [types-requests](https://github.com/python/typeshed) from 0.1.13 to 2.25.0.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 261aaf6e3..fb115e8cf 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,5 +21,5 @@ nbconvert==6.0.7
 # mypy types
 types-cachetools==0.1.9
 types-filelock==0.1.4
-types-requests==0.1.13
+types-requests==2.25.0
 types-tabulate==0.1.1

From 06829c84004bb526705509c75a2ce5a5b718bd2e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 04:52:20 +0000
Subject: [PATCH 100/834] Bump ccxt from 1.51.77 to 1.52.4

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.51.77 to 1.52.4.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.51.77...1.52.4)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8a6822ba0..e481c6c23 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.0
 pandas==1.2.4
 
-ccxt==1.51.77
+ccxt==1.52.4
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 91bb378207adb9c4523f29e2ffbd8977df778ea3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 08:04:03 +0000
Subject: [PATCH 101/834] Bump nbconvert from 6.0.7 to 6.1.0

Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 6.0.7 to 6.1.0.
- [Release notes](https://github.com/jupyter/nbconvert/releases)
- [Commits](https://github.com/jupyter/nbconvert/compare/6.0.7...6.1.0)

---
updated-dependencies:
- dependency-name: nbconvert
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index e6a358e49..18dc9af5c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -16,7 +16,7 @@ pytest-random-order==1.0.4
 isort==5.9.1
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.0.7
+nbconvert==6.1.0
 
 # mypy types
 types-cachetools==0.1.9

From 321523269174ea1a375fb7b61ccd95afc7e9fca6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 08:07:05 +0000
Subject: [PATCH 102/834] Bump pandas from 1.2.4 to 1.2.5

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.4 to 1.2.5.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.4...v1.2.5)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 06de79ee7..a983e4797 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.0
-pandas==1.2.4
+pandas==1.2.5
 
 ccxt==1.52.4
 # Pin cryptography for now due to rust build errors with piwheels

From c99ae3b41990a0b9a69582d9445ef7aea25e30ed Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Mon, 28 Jun 2021 10:20:34 +0200
Subject: [PATCH 103/834] Added timerange above multiple strategy backtest
 result summary table

---
 freqtrade/optimize/optimize_reports.py | 4 ++++
 tests/optimize/test_backtesting.py     | 1 +
 2 files changed, 5 insertions(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 922f27fad..52562978b 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -660,9 +660,13 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
         show_backtest_result(strategy, results, stake_currency)
 
     if len(backtest_stats['strategy']) > 1:
+        backtest_timerange = f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_start']} -> " \
+                             f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_end']}"
+
         # Print Strategy summary table
 
         table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
+        print(backtest_timerange)
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ec176bc32..cbc766b78 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -993,4 +993,5 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'BACKTESTING REPORT' in captured.out
     assert 'SELL REASON STATS' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
+    assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out

From 2e5b719de82e52c46e1778845a7571d70f728d62 Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Mon, 28 Jun 2021 10:54:54 +0200
Subject: [PATCH 104/834] Added timerange above multiple strategy backtest
 result summary table

---
 freqtrade/optimize/optimize_reports.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 52562978b..ad2432c21 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -660,8 +660,9 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
         show_backtest_result(strategy, results, stake_currency)
 
     if len(backtest_stats['strategy']) > 1:
-        backtest_timerange = f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_start']} -> " \
-                             f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_end']}"
+        backtest_timerange = \
+            f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_start']} -> " \
+            f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_end']}"
 
         # Print Strategy summary table
 

From 8a0523885ee9a94a0aee98890ead5cdbfdcaf446 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 28 Jun 2021 11:19:46 +0000
Subject: [PATCH 105/834] Bump mypy from 0.902 to 0.910

Bumps [mypy](https://github.com/python/mypy) from 0.902 to 0.910.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.902...v0.910)

---
updated-dependencies:
- dependency-name: mypy
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 18dc9af5c..c73acbe9c 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -7,7 +7,7 @@ coveralls==3.1.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0
-mypy==0.902
+mypy==0.910
 pytest==6.2.4
 pytest-asyncio==0.15.1
 pytest-cov==2.12.1

From a0f28f4a15074014851a7d02ab7db03a09f18493 Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Mon, 28 Jun 2021 17:05:12 +0200
Subject: [PATCH 106/834] Added max open trades to strategy summary first line

---
 freqtrade/optimize/optimize_reports.py | 8 +++-----
 tests/optimize/test_backtesting.py     | 2 +-
 2 files changed, 4 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index ad2432c21..c974916df 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -660,14 +660,12 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
         show_backtest_result(strategy, results, stake_currency)
 
     if len(backtest_stats['strategy']) > 1:
-        backtest_timerange = \
-            f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_start']} -> " \
-            f"{next(iter(backtest_stats['strategy'].items()))[1]['backtest_end']}"
-
         # Print Strategy summary table
 
+        first_strat_stats = next(iter(backtest_stats['strategy'].items()))[1]
         table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
-        print(backtest_timerange)
+        print(f"{first_strat_stats['backtest_start']} -> {first_strat_stats['backtest_end']} |"
+              f" Max open trades : {first_strat_stats['max_open_trades']}")
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index cbc766b78..30d86f979 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -993,5 +993,5 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'BACKTESTING REPORT' in captured.out
     assert 'SELL REASON STATS' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
-    assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00' in captured.out
+    assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out

From 65d7e7488857b3d1d7b595a6ec6b424a422cdbbd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 28 Jun 2021 19:44:15 +0200
Subject: [PATCH 107/834] Add note about ldconfig

 #2087
---
 docs/installation.md | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/docs/installation.md b/docs/installation.md
index 5c6ac001f..5e4a19d88 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -203,6 +203,8 @@ sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
 ./configure --prefix=/usr/local
 make
 sudo make install
+# On debian based systems (debian, ubuntu, ...) - updating ldconfig might be necessary.
+sudo ldconfig  
 cd ..
 rm -rf ./ta-lib*
 ```

From d54de724719fde6156dc692cea986a12ff4b39f2 Mon Sep 17 00:00:00 2001
From: Eugene Schava <eschava@gmail.com>
Date: Mon, 28 Jun 2021 23:42:09 +0300
Subject: [PATCH 108/834] "/profit N" command should print best pair for the
 same period of time, not for all trades

---
 freqtrade/persistence/models.py | 4 ++--
 freqtrade/rpc/rpc.py            | 2 +-
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index bbbc55c13..b4c299120 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -841,7 +841,7 @@ class Trade(_DECL_BASE, LocalTrade):
         ]
 
     @staticmethod
-    def get_best_pair():
+    def get_best_pair(start_date: datetime = datetime.fromtimestamp(0)):
         """
         Get best pair with closed trade.
         NOTE: Not supported in Backtesting.
@@ -849,7 +849,7 @@ class Trade(_DECL_BASE, LocalTrade):
         """
         best_pair = Trade.query.with_entities(
             Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
-        ).filter(Trade.is_open.is_(False)) \
+        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) \
             .group_by(Trade.pair) \
             .order_by(desc('profit_sum')).first()
         return best_pair
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 1b94bc11f..538e95f40 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -381,7 +381,7 @@ class RPC:
             )
             profit_all_ratio.append(profit_ratio)
 
-        best_pair = Trade.get_best_pair()
+        best_pair = Trade.get_best_pair(start_date)
 
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)

From 750c780293facfecd90bbb864e783fb49070a134 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 16:37:19 +0200
Subject: [PATCH 109/834] Support loading parameters from json file

---
 freqtrade/strategy/hyper.py     | 29 ++++++++++++++++++++++++++---
 tests/optimize/test_hyperopt.py |  2 ++
 2 files changed, 28 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 21a806202..3ae500847 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -5,8 +5,10 @@ This module defines a base class for auto-hyperoptable strategies.
 import logging
 from abc import ABC, abstractmethod
 from contextlib import suppress
+from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Sequence, Tuple, Union
 
+from freqtrade.misc import deep_merge_dicts, json_load
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
 
@@ -305,10 +307,31 @@ class HyperStrategyMixin(object):
         """
         Load Hyperoptable parameters
         """
-        self._load_params(getattr(self, 'buy_params', None), 'buy', hyperopt)
-        self._load_params(getattr(self, 'sell_params', None), 'sell', hyperopt)
+        params = self.load_params_from_file()
+        params = params.get('params', {})
+        buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', None))
+        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', None))
 
-    def _load_params(self, params: dict, space: str, hyperopt: bool = False) -> None:
+        self._load_params(buy_params, 'buy', hyperopt)
+        self._load_params(sell_params, 'sell', hyperopt)
+
+    def load_params_from_file(self) -> Dict:
+        filename_str = getattr(self, '__file__', '')
+        if not filename_str:
+            return {}
+        filename = Path(filename_str).with_suffix('.json')
+
+        if filename.is_file():
+            logger.info(f"Loading parameters from file {filename}")
+            params = json_load(filename.open('r'))
+            if params.get('strategy_name') != self.get_strategy_name():
+                raise OperationalException('Invalid parameter file provided')
+            return params
+        logger.info("Found no parameter file.")
+
+        return {}
+
+    def _load_params(self, params: Dict, space: str, hyperopt: bool = False) -> None:
         """
         Set optimizable parameter values.
         :param params: Dictionary with new parameter values.
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 10e99395d..c4cea638f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -686,6 +686,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
 def test_clean_hyperopt(mocker, hyperopt_conf, caplog):
     patch_exchange(mocker)
 
+    mocker.patch("freqtrade.strategy.hyper.HyperStrategyMixin.load_params_from_file",
+                 MagicMock(return_value={}))
     mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
     unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
     h = Hyperopt(hyperopt_conf)

From 2bf17f71e7e6984a9cac61050272e98327341872 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 16:49:28 +0200
Subject: [PATCH 110/834] Dump parameters from hyperopt-show

---
 freqtrade/commands/hyperopt_commands.py |  8 ++++++-
 freqtrade/optimize/hyperopt_tools.py    | 32 ++++++++++++++++++++++++-
 2 files changed, 38 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 19337b407..078781114 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -129,9 +129,15 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
         metrics = val['results_metrics']
         if 'strategy_name' in metrics:
-            show_backtest_result(metrics['strategy_name'], metrics,
+            strategy_name = metrics['strategy_name']
+            show_backtest_result(strategy_name, metrics,
                                  metrics['stake_currency'])
 
+            # Export parameters ...
+            # TODO: make this optional? otherwise it'll overwrite previous parameters ...
+            fn = HyperoptTools.get_strategy_filename(config, strategy_name)
+            HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 9eee42a8d..0d0f07c8e 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -1,6 +1,7 @@
 
 import io
 import logging
+from copy import deepcopy
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -9,8 +10,9 @@ import tabulate
 from colorama import Fore, Style
 from pandas import isna, json_normalize
 
+from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import round_coin_value, round_dict
+from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict
 
 
 logger = logging.getLogger(__name__)
@@ -18,6 +20,34 @@ logger = logging.getLogger(__name__)
 
 class HyperoptTools():
 
+    @staticmethod
+    def get_strategy_filename(config: Dict, strategy_name: str) -> Path:
+        """
+        Get Strategy-location (filename) from strategy_name
+        """
+        from freqtrade.resolvers.strategy_resolver import StrategyResolver
+        directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
+        strategy_objs = StrategyResolver.search_all_objects(directory, False)
+        strategy = [s for s in strategy_objs if s['name'] == strategy_name]
+        if strategy:
+            strategy = strategy[0]
+
+            return Path(strategy['location'])
+
+    @staticmethod
+    def export_params(params, strategy_name: str, filename: Path):
+        """
+        Generate files
+        """
+        final_params = deepcopy(params['params_not_optimized'])
+        final_params = deep_merge_dicts(params['params_details'], final_params)
+        final_params = {
+            'strategy_name': strategy_name,
+            'params': final_params
+        }
+        logger.info(f"Dumping parameters to {filename}")
+        rapidjson.dump(final_params, filename.open('w'), indent=2)
+
     @staticmethod
     def has_space(config: Dict[str, Any], space: str) -> bool:
         """

From 8cdd1e3aef53aee4bf56b73692c34085ceeaafa1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 29 May 2021 16:56:36 +0200
Subject: [PATCH 111/834] Fix some type errors

---
 freqtrade/commands/hyperopt_commands.py |  5 ++++-
 freqtrade/optimize/hyperopt_tools.py    | 11 ++++++-----
 2 files changed, 10 insertions(+), 6 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 078781114..e5c9241f0 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -136,7 +136,10 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             # Export parameters ...
             # TODO: make this optional? otherwise it'll overwrite previous parameters ...
             fn = HyperoptTools.get_strategy_filename(config, strategy_name)
-            HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+            if fn:
+                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+            else:
+                logger.warn("Strategy not found, not exporting parameter file.")
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0d0f07c8e..dcffab8b2 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -3,7 +3,7 @@ import io
 import logging
 from copy import deepcopy
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Optional
 
 import rapidjson
 import tabulate
@@ -21,18 +21,19 @@ logger = logging.getLogger(__name__)
 class HyperoptTools():
 
     @staticmethod
-    def get_strategy_filename(config: Dict, strategy_name: str) -> Path:
+    def get_strategy_filename(config: Dict, strategy_name: str) -> Optional[Path]:
         """
         Get Strategy-location (filename) from strategy_name
         """
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
         directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
         strategy_objs = StrategyResolver.search_all_objects(directory, False)
-        strategy = [s for s in strategy_objs if s['name'] == strategy_name]
-        if strategy:
-            strategy = strategy[0]
+        strategies = [s for s in strategy_objs if s['name'] == strategy_name]
+        if strategies:
+            strategy = strategies[0]
 
             return Path(strategy['location'])
+        return None
 
     @staticmethod
     def export_params(params, strategy_name: str, filename: Path):

From 2310deec53ad6f06fea706da9a63326925a4b433 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 20:42:54 +0200
Subject: [PATCH 112/834] Update name to get non-optimized parameters

---
 freqtrade/optimize/hyperopt.py | 2 +-
 freqtrade/strategy/hyper.py    | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c2b2b93cb..4d2924bf4 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -310,7 +310,7 @@ class Hyperopt:
         results_explanation = HyperoptTools.format_results_explanation_string(
             strat_stats, self.config['stake_currency'])
 
-        not_optimized = self.backtesting.strategy.get_params_dict()
+        not_optimized = self.backtesting.strategy.get_no_optimize_params()
 
         trade_count = strat_stats['total_trades']
         total_profit = strat_stats['profit_total']
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 3ae500847..0ced4dfb1 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -358,7 +358,7 @@ class HyperStrategyMixin(object):
             else:
                 logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}')
 
-    def get_params_dict(self):
+    def get_no_optimize_params(self):
         """
         Returns list of Parameters that are not part of the current optimize job
         """

From 34e6ce431f60f6cca0406546a4967d75f10b0e5f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 20:45:06 +0200
Subject: [PATCH 113/834] Print non-optimized parameters (also stop / roi)

---
 freqtrade/optimize/hyperopt.py       | 22 +++++++++++++++++++++-
 freqtrade/optimize/hyperopt_tools.py | 28 ++++++++++++++++++++--------
 2 files changed, 41 insertions(+), 9 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 4d2924bf4..c23884bcd 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,7 +23,7 @@ from pandas import DataFrame
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.history import get_timerange
-from freqtrade.misc import file_dump_json, plural
+from freqtrade.misc import deep_merge_dicts, file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
@@ -201,6 +201,25 @@ class Hyperopt:
 
         return result
 
+    def _get_no_optimize_details(self) -> Dict[str, Any]:
+        """
+        Get non-optimized parameters
+        """
+        result: Dict[str, Any] = {}
+        strategy = self.backtesting.strategy
+        if not HyperoptTools.has_space(self.config, 'roi'):
+            result['roi'] = strategy.minimal_roi
+        if not HyperoptTools.has_space(self.config, 'stoploss'):
+            result['stoploss'] = strategy.stoploss
+        if not HyperoptTools.has_space(self.config, 'trailing'):
+            result['trailing'] = {
+                'trailing_stop': strategy.trailing_stop,
+                'trailing_stop_positive': strategy.trailing_stop_positive,
+                'trailing_stop_positive_offset': strategy.trailing_stop_positive_offset,
+                'trailing_only_offset_is_reached': strategy.trailing_only_offset_is_reached,
+            }
+        return result
+
     def print_results(self, results) -> None:
         """
         Log results if it is better than any previous evaluation
@@ -311,6 +330,7 @@ class Hyperopt:
             strat_stats, self.config['stake_currency'])
 
         not_optimized = self.backtesting.strategy.get_no_optimize_params()
+        not_optimized = deep_merge_dicts(not_optimized, self._get_no_optimize_details())
 
         trade_count = strat_stats['total_trades']
         total_profit = strat_stats['profit_total']
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index dcffab8b2..0d17a5d13 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -130,9 +130,9 @@ class HyperoptTools():
                                                non_optimized)
             HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:",
                                                non_optimized)
-            HyperoptTools._params_pretty_print(params, 'roi', "ROI table:")
-            HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:")
-            HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:")
+            HyperoptTools._params_pretty_print(params, 'roi', "ROI table:", non_optimized)
+            HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:", non_optimized)
+            HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:", non_optimized)
 
     @staticmethod
     def _params_update_for_json(result_dict, params, non_optimized, space: str) -> None:
@@ -159,19 +159,31 @@ class HyperoptTools():
         if space in params or space in non_optimized:
             space_params = HyperoptTools._space_params(params, space, 5)
             result = f"\n# {header}\n"
-            if space == 'stoploss':
-                result += f"stoploss = {space_params.get('stoploss')}"
-            elif space == 'roi':
+            if space == "stoploss":
+                opt = True
+                if not space_params:
+                    space_params = HyperoptTools._space_params(params, space, 5)
+                    opt = False
+                result += (f"stoploss = {space_params.get('stoploss')}"
+                           f"{'  # value loaded from strategy' if not opt else ''}")
+
+            elif space == "roi":
                 minimal_roi_result = rapidjson.dumps({
                         str(k): v for k, v in space_params.items()
                 }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
-            elif space == 'trailing':
+            elif space == "trailing":
+                opt = True
+                if not space_params:
+                    # Not optimized ...
+                    space_params = HyperoptTools._space_params(non_optimized, space, 5)
+                    opt = False
 
                 for k, v in space_params.items():
-                    result += f'{k} = {v}\n'
+                    result += f"{k} = {v}{'  # value loaded from strategy' if not opt else ''}\n"
 
             else:
+                # Buy / sell parameters
                 no_params = HyperoptTools._space_params(non_optimized, space, 5)
 
                 result += f"{space}_params = {HyperoptTools._pprint(space_params, no_params)}"

From e97de4643fe1f0389523cdacf252c57029879d64 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 14 Jun 2021 21:06:15 +0200
Subject: [PATCH 114/834] Move tests to hyperopttools test file

---
 tests/optimize/test_hyperopt.py      | 137 -------------------------
 tests/optimize/test_hyperopttools.py | 146 +++++++++++++++++++++++++++
 2 files changed, 146 insertions(+), 137 deletions(-)
 create mode 100644 tests/optimize/test_hyperopttools.py

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index c4cea638f..91d9f5496 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1,9 +1,6 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
-import logging
-import re
 from datetime import datetime
 from pathlib import Path
-from typing import Dict, List
 from unittest.mock import ANY, MagicMock
 
 import pandas as pd
@@ -28,12 +25,6 @@ from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
 from .hyperopts.default_hyperopt import DefaultHyperOpt
 
 
-# Functions for recurrent object patching
-def create_results() -> List[Dict]:
-
-    return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
-
-
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -303,52 +294,6 @@ def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
     assert caplog.record_tuples == []
 
 
-def test_save_results_saves_epochs(mocker, hyperopt, tmpdir, caplog) -> None:
-    # Test writing to temp dir and reading again
-    epochs = create_results()
-    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
-
-    caplog.set_level(logging.DEBUG)
-
-    for epoch in epochs:
-        hyperopt._save_result(epoch)
-    assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
-
-    hyperopt._save_result(epochs[0])
-    assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
-    assert len(hyperopt_epochs) == 2
-
-
-def test_load_previous_results(testdatadir, caplog) -> None:
-
-    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading pickled epochs from .*", caplog)
-
-    caplog.clear()
-
-    # Modern version
-    results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading epochs from .*", caplog)
-
-
-def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
-    mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
-                 return_value=[{'asdf': '222'}])
-    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-    with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
-        HyperoptTools.load_previous_results(results_file)
-
-
 def test_roi_table_generation(hyperopt) -> None:
     params = {
         'roi_t1': 5,
@@ -467,40 +412,6 @@ def test_hyperopt_format_results(hyperopt):
     assert '0:50:00 min' in result
 
 
-@pytest.mark.parametrize("spaces, expected_results", [
-    (['buy'],
-     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
-    (['sell'],
-     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
-    (['roi'],
-     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
-    (['stoploss'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
-    (['trailing'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
-    (['buy', 'sell', 'roi', 'stoploss'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
-    (['buy', 'sell', 'roi', 'stoploss', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
-    (['buy', 'roi'],
-     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
-    (['all'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
-    (['default'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
-    (['default', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
-    (['all', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
-    (['default', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
-])
-def test_has_space(hyperopt_conf, spaces, expected_results):
-    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
-        hyperopt_conf.update({'spaces': spaces})
-        assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
-
-
 def test_populate_indicators(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
     dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
@@ -1070,42 +981,6 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
         hyperopt.start()
 
 
-def test_show_epoch_details(capsys):
-    test_result = {
-        'params_details': {
-            'trailing': {
-                'trailing_stop': True,
-                'trailing_stop_positive': 0.02,
-                'trailing_stop_positive_offset': 0.04,
-                'trailing_only_offset_is_reached': True
-            },
-            'roi': {
-                0: 0.18,
-                90: 0.14,
-                225: 0.05,
-                430: 0},
-        },
-        'results_explanation': 'foo result',
-        'is_initial_point': False,
-        'total_profit': 0,
-        'current_epoch': 2,  # This starts from 1 (in a human-friendly manner)
-        'is_best': True
-    }
-
-    HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
-    captured = capsys.readouterr()
-    assert '# Trailing stop:' in captured.out
-    # re.match(r"Pairs for .*", captured.out)
-    assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
-    assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
-    assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
-    assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
-
-    assert '# ROI table:' in captured.out
-    assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
-    assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
-
-
 def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
@@ -1147,15 +1022,3 @@ def test_SKDecimal():
     assert space.transform([1.5, 1.6]) == [150, 160]
 
 
-def test___pprint():
-    params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
-    non_params = {'buy_notoptimied': 55}
-
-    x = HyperoptTools._pprint(params, non_params)
-    assert x == """{
-    "buy_std": 1.2,
-    "buy_rsi": 31,
-    "buy_enable": True,
-    "buy_what": "asdf",
-    "buy_notoptimied": 55,  # value loaded from strategy
-}"""
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
new file mode 100644
index 000000000..94216f2f7
--- /dev/null
+++ b/tests/optimize/test_hyperopttools.py
@@ -0,0 +1,146 @@
+import logging
+import re
+from pathlib import Path
+from typing import Dict, List
+
+import pytest
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from tests.conftest import log_has, log_has_re
+
+
+# Functions for recurrent object patching
+def create_results() -> List[Dict]:
+
+    return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
+
+
+def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
+    # Test writing to temp dir and reading again
+    epochs = create_results()
+    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
+
+    caplog.set_level(logging.DEBUG)
+
+    for epoch in epochs:
+        hyperopt._save_result(epoch)
+    assert log_has(f"1 epoch saved to '{hyperopt.results_file}'.", caplog)
+
+    hyperopt._save_result(epochs[0])
+    assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
+
+    hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
+    assert len(hyperopt_epochs) == 2
+
+
+def test_load_previous_results(testdatadir, caplog) -> None:
+
+    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
+
+    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
+
+    assert len(hyperopt_epochs) == 5
+    assert log_has_re(r"Reading pickled epochs from .*", caplog)
+
+    caplog.clear()
+
+    # Modern version
+    results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
+
+    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
+
+    assert len(hyperopt_epochs) == 5
+    assert log_has_re(r"Reading epochs from .*", caplog)
+
+
+def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
+    mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
+                 return_value=[{'asdf': '222'}])
+    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
+    with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
+        HyperoptTools.load_previous_results(results_file)
+
+
+@pytest.mark.parametrize("spaces, expected_results", [
+    (['buy'],
+     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
+    (['sell'],
+     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
+    (['roi'],
+     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+    (['stoploss'],
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
+    (['trailing'],
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
+    (['buy', 'sell', 'roi', 'stoploss'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+    (['buy', 'sell', 'roi', 'stoploss', 'trailing'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+    (['buy', 'roi'],
+     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+    (['all'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+    (['default'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+    (['default', 'trailing'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+    (['all', 'buy'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+    (['default', 'buy'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+])
+def test_has_space(hyperopt_conf, spaces, expected_results):
+    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+        hyperopt_conf.update({'spaces': spaces})
+        assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
+
+
+def test_show_epoch_details(capsys):
+    test_result = {
+        'params_details': {
+            'trailing': {
+                'trailing_stop': True,
+                'trailing_stop_positive': 0.02,
+                'trailing_stop_positive_offset': 0.04,
+                'trailing_only_offset_is_reached': True
+            },
+            'roi': {
+                0: 0.18,
+                90: 0.14,
+                225: 0.05,
+                430: 0},
+        },
+        'results_explanation': 'foo result',
+        'is_initial_point': False,
+        'total_profit': 0,
+        'current_epoch': 2,  # This starts from 1 (in a human-friendly manner)
+        'is_best': True
+    }
+
+    HyperoptTools.show_epoch_details(test_result, 5, False, no_header=True)
+    captured = capsys.readouterr()
+    assert '# Trailing stop:' in captured.out
+    # re.match(r"Pairs for .*", captured.out)
+    assert re.search(r'^\s+trailing_stop = True$', captured.out, re.MULTILINE)
+    assert re.search(r'^\s+trailing_stop_positive = 0.02$', captured.out, re.MULTILINE)
+    assert re.search(r'^\s+trailing_stop_positive_offset = 0.04$', captured.out, re.MULTILINE)
+    assert re.search(r'^\s+trailing_only_offset_is_reached = True$', captured.out, re.MULTILINE)
+
+    assert '# ROI table:' in captured.out
+    assert re.search(r'^\s+minimal_roi = \{$', captured.out, re.MULTILINE)
+    assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
+
+
+def test___pprint():
+    params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
+    non_params = {'buy_notoptimied': 55}
+
+    x = HyperoptTools._pprint(params, non_params)
+    assert x == """{
+    "buy_std": 1.2,
+    "buy_rsi": 31,
+    "buy_enable": True,
+    "buy_what": "asdf",
+    "buy_notoptimied": 55,  # value loaded from strategy
+}"""

From ef14359d31108555985e596438209023d1d99b85 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 06:52:12 +0200
Subject: [PATCH 115/834] Add some tests for paramfile writing

---
 tests/optimize/test_hyperopttools.py | 55 ++++++++++++++++++++++++++++
 1 file changed, 55 insertions(+)

diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 94216f2f7..7eb18e432 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -4,6 +4,7 @@ from pathlib import Path
 from typing import Dict, List
 
 import pytest
+import rapidjson
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -144,3 +145,57 @@ def test___pprint():
     "buy_what": "asdf",
     "buy_notoptimied": 55,  # value loaded from strategy
 }"""
+
+
+def test_get_strategy_filename(default_conf):
+
+    x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
+    assert isinstance(x, Path)
+    assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
+
+    x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
+    assert x is None
+
+
+def test_export_params(tmpdir):
+
+    filename = Path(tmpdir) / "DefaultStrategy.json"
+    assert not filename.is_file()
+    params = {
+        "params_details": {
+            "buy": {
+                "buy_rsi": 30
+            },
+            "sell": {
+                "sell_rsi": 70
+            },
+            "roi": {
+                "0": 0.528,
+                "346": 0.08499999999999999,
+                "507": 0.049,
+                "1595": 0
+            }
+        },
+        "params_not_optimized": {
+            "stoploss": -0.05,
+            "trailing": {
+                "trailing_stop": False,
+                "trailing_stop_positive": 0.05,
+                "trailing_stop_positive_offset": 0.1,
+                "trailing_only_offset_is_reached": True
+            },
+        }
+
+    }
+    HyperoptTools.export_params(params, "DefaultStrategy", filename)
+
+    assert filename.is_file()
+
+    content = rapidjson.load(filename.open('r'))
+    assert content['strategy_name'] == 'DefaultStrategy'
+    assert 'params' in content
+    assert "buy" in content["params"]
+    assert "sell" in content["params"]
+    assert "roi" in content["params"]
+    assert "stoploss" in content["params"]
+    assert "trailing" in content["params"]

From aa5181ca81d4268490f6b085fab7696a6e367f9b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:14:31 +0200
Subject: [PATCH 116/834] Properly export non-optimized parameters

---
 freqtrade/optimize/hyperopt.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c23884bcd..ea75028b4 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -208,9 +208,9 @@ class Hyperopt:
         result: Dict[str, Any] = {}
         strategy = self.backtesting.strategy
         if not HyperoptTools.has_space(self.config, 'roi'):
-            result['roi'] = strategy.minimal_roi
+            result['roi'] = {str(k): v for k, v in strategy.minimal_roi.items()}
         if not HyperoptTools.has_space(self.config, 'stoploss'):
-            result['stoploss'] = strategy.stoploss
+            result['stoploss'] = {'stoploss': strategy.stoploss}
         if not HyperoptTools.has_space(self.config, 'trailing'):
             result['trailing'] = {
                 'trailing_stop': strategy.trailing_stop,

From 8b7010fc9a98aa20f38bd71c6861b19d351c61f9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:15:20 +0200
Subject: [PATCH 117/834] Update pprint name

---
 freqtrade/optimize/hyperopt_tools.py | 4 ++--
 tests/optimize/test_hyperopttools.py | 6 +++---
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0d17a5d13..7b14440fc 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -186,7 +186,7 @@ class HyperoptTools():
                 # Buy / sell parameters
                 no_params = HyperoptTools._space_params(non_optimized, space, 5)
 
-                result += f"{space}_params = {HyperoptTools._pprint(space_params, no_params)}"
+                result += f"{space}_params = {HyperoptTools.__pprint_dict(space_params, no_params)}"
 
             result = result.replace("\n", "\n    ")
             print(result)
@@ -200,7 +200,7 @@ class HyperoptTools():
         return {}
 
     @staticmethod
-    def _pprint(params, non_optimized, indent: int = 4):
+    def __pprint_dict(params, non_optimized, indent: int = 4):
         """
         Pretty-print hyperopt results (based on 2 dicts - with add. comment)
         """
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 7eb18e432..69c7073c0 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -133,11 +133,11 @@ def test_show_epoch_details(capsys):
     assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
 
 
-def test___pprint():
+def test___pprint_dict():
     params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
     non_params = {'buy_notoptimied': 55}
 
-    x = HyperoptTools._pprint(params, non_params)
+    x = HyperoptTools.__pprint_dict(params, non_params)
     assert x == """{
     "buy_std": 1.2,
     "buy_rsi": 31,
@@ -171,7 +171,7 @@ def test_export_params(tmpdir):
             },
             "roi": {
                 "0": 0.528,
-                "346": 0.08499999999999999,
+                "346": 0.08499,
                 "507": 0.049,
                 "1595": 0
             }

From a7e9e362b7c2e44f8f5f76281ca7775d5cef0f15 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:15:37 +0200
Subject: [PATCH 118/834] Simplify printing logic for non-optimized parameters

---
 freqtrade/optimize/hyperopt_tools.py | 36 ++++++++--------
 tests/optimize/test_hyperopttools.py | 61 ++++++++++++++++++++++++++++
 2 files changed, 79 insertions(+), 18 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 7b14440fc..a99859fd5 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -12,11 +12,13 @@ from pandas import isna, json_normalize
 
 from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict
+from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
 
 
 logger = logging.getLogger(__name__)
 
+NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
+
 
 class HyperoptTools():
 
@@ -158,33 +160,31 @@ class HyperoptTools():
     def _params_pretty_print(params, space: str, header: str, non_optimized={}) -> None:
         if space in params or space in non_optimized:
             space_params = HyperoptTools._space_params(params, space, 5)
+            no_params = HyperoptTools._space_params(non_optimized, space, 5)
+            if not space_params and not no_params:
+                # No parameters - don't print
+                return
+            if not space_params:
+                # Not optimized parameters - append string
+                non_optimized = NON_OPT_PARAM_APPENDIX
+
             result = f"\n# {header}\n"
             if space == "stoploss":
-                opt = True
-                if not space_params:
-                    space_params = HyperoptTools._space_params(params, space, 5)
-                    opt = False
-                result += (f"stoploss = {space_params.get('stoploss')}"
-                           f"{'  # value loaded from strategy' if not opt else ''}")
+                stoploss = safe_value_fallback2(space_params, no_params, space, space)
+                result += (f"stoploss = {stoploss}{non_optimized}")
 
             elif space == "roi":
+                result = result[:-1] + f'{non_optimized}\n'
                 minimal_roi_result = rapidjson.dumps({
-                        str(k): v for k, v in space_params.items()
+                        str(k): v for k, v in (space_params or no_params).items()
                 }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
             elif space == "trailing":
-                opt = True
-                if not space_params:
-                    # Not optimized ...
-                    space_params = HyperoptTools._space_params(non_optimized, space, 5)
-                    opt = False
-
-                for k, v in space_params.items():
-                    result += f"{k} = {v}{'  # value loaded from strategy' if not opt else ''}\n"
+                for k, v in (space_params or no_params).items():
+                    result += f"{k} = {v}{non_optimized}\n"
 
             else:
                 # Buy / sell parameters
-                no_params = HyperoptTools._space_params(non_optimized, space, 5)
 
                 result += f"{space}_params = {HyperoptTools.__pprint_dict(space_params, no_params)}"
 
@@ -212,7 +212,7 @@ class HyperoptTools():
             result += " " * indent + f'"{k}": '
             result += f'"{param}",' if isinstance(param, str) else f'{param},'
             if k in non_optimized:
-                result += "  # value loaded from strategy"
+                result += NON_OPT_PARAM_APPENDIX
             result += "\n"
         result += '}'
         return result
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 69c7073c0..42b08c23d 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -199,3 +199,64 @@ def test_export_params(tmpdir):
     assert "roi" in content["params"]
     assert "stoploss" in content["params"]
     assert "trailing" in content["params"]
+
+
+def test_params_print(capsys):
+
+    params = {
+        "buy": {
+            "buy_rsi": 30
+        },
+        "sell": {
+            "sell_rsi": 70
+        },
+    }
+    non_optimized = {
+        "buy": {
+            "buy_adx": 44
+        },
+        "sell": {
+            "sell_adx": 65
+        },
+        "stoploss": {
+            "stoploss": -0.05,
+        },
+        "roi": {
+            "0": 0.05,
+            "20": 0.01,
+        },
+        "trailing": {
+            "trailing_stop": False,
+            "trailing_stop_positive": 0.05,
+            "trailing_stop_positive_offset": 0.1,
+            "trailing_only_offset_is_reached": True
+        },
+
+    }
+    HyperoptTools._params_pretty_print(params, 'buy', 'No header', non_optimized)
+
+    captured = capsys.readouterr()
+    assert re.search("# No header", captured.out)
+    assert re.search('"buy_rsi": 30,\n', captured.out)
+    assert re.search('"buy_adx": 44,  # value loaded.*\n', captured.out)
+    assert not re.search("sell", captured.out)
+
+    HyperoptTools._params_pretty_print(params, 'sell', 'Sell Header', non_optimized)
+    captured = capsys.readouterr()
+    assert re.search("# Sell Header", captured.out)
+    assert re.search('"sell_rsi": 70,\n', captured.out)
+    assert re.search('"sell_adx": 65,  # value loaded.*\n', captured.out)
+
+    HyperoptTools._params_pretty_print(params, 'roi', 'ROI Table:', non_optimized)
+    captured = capsys.readouterr()
+    assert re.search("# ROI Table:  # value loaded.*\n", captured.out)
+    assert re.search('minimal_roi = {\n', captured.out)
+    assert re.search('"20": 0.01\n', captured.out)
+
+    HyperoptTools._params_pretty_print(params, 'trailing', 'Trailing stop:', non_optimized)
+    captured = capsys.readouterr()
+    assert re.search("# Trailing stop:", captured.out)
+    assert re.search('trailing_stop = False  # value loaded.*\n', captured.out)
+    assert re.search('trailing_stop_positive = 0.05  # value loaded.*\n', captured.out)
+    assert re.search('trailing_stop_positive_offset = 0.1  # value loaded.*\n', captured.out)
+    assert re.search('trailing_only_offset_is_reached = True  # value loaded.*\n', captured.out)

From d4514f5f16fd0ef22cd8732908cbd79858ab2690 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:27:46 +0200
Subject: [PATCH 119/834] Introduce File versions to hyperopt result files

---
 freqtrade/commands/hyperopt_commands.py | 16 +++++++++-------
 freqtrade/constants.py                  |  1 +
 freqtrade/optimize/hyperopt.py          |  4 ++--
 freqtrade/optimize/hyperopt_tools.py    |  3 ++-
 4 files changed, 14 insertions(+), 10 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index e5c9241f0..e60fb9d32 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -5,6 +5,7 @@ from typing import Any, Dict, List
 from colorama import init as colorama_init
 
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
@@ -133,13 +134,14 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             show_backtest_result(strategy_name, metrics,
                                  metrics['stake_currency'])
 
-            # Export parameters ...
-            # TODO: make this optional? otherwise it'll overwrite previous parameters ...
-            fn = HyperoptTools.get_strategy_filename(config, strategy_name)
-            if fn:
-                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
-            else:
-                logger.warn("Strategy not found, not exporting parameter file.")
+            if val.get(FTHYPT_FILEVERSION, 1) >= 2:
+                # Export parameters ...
+                # TODO: make this optional? otherwise it'll overwrite previous parameters ...
+                fn = HyperoptTools.get_strategy_filename(config, strategy_name)
+                if fn:
+                    HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+                else:
+                    logger.warn("Strategy not found, not exporting parameter file.")
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 63cf3e870..bdbfbfad6 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -40,6 +40,7 @@ DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
 DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
 
 LAST_BT_RESULT_FN = '.last_result.json'
+FTHYPT_FILEVERSION = 'fthypt_fileversion'
 
 USERPATH_HYPEROPTS = 'hyperopts'
 USERPATH_STRATEGIES = 'strategies'
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index ea75028b4..23f47612b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -20,7 +20,7 @@ from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
 from pandas import DataFrame
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
+from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.history import get_timerange
 from freqtrade.misc import deep_merge_dicts, file_dump_json, plural
@@ -167,7 +167,7 @@ class Hyperopt:
             if isinstance(x, np.integer):
                 return int(x)
             return str(x)
-
+        epoch[FTHYPT_FILEVERSION] = 2
         with self.results_file.open('a') as f:
             rapidjson.dump(epoch, f, default=default_parser,
                            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index a99859fd5..8f69fbcff 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -46,7 +46,8 @@ class HyperoptTools():
         final_params = deep_merge_dicts(params['params_details'], final_params)
         final_params = {
             'strategy_name': strategy_name,
-            'params': final_params
+            'params': final_params,
+            'ft_stratparam_v': 1,
         }
         logger.info(f"Dumping parameters to {filename}")
         rapidjson.dump(final_params, filename.open('w'), indent=2)

From 8ca0076332f45792326e7cfd27cacbbbf9bca5e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 15 Jun 2021 20:33:35 +0200
Subject: [PATCH 120/834] Fix small typos

---
 freqtrade/optimize/hyperopt_tools.py | 13 +++++++------
 tests/optimize/test_hyperopttools.py |  4 ++--
 2 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 8f69fbcff..5a9049192 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -162,32 +162,33 @@ class HyperoptTools():
         if space in params or space in non_optimized:
             space_params = HyperoptTools._space_params(params, space, 5)
             no_params = HyperoptTools._space_params(non_optimized, space, 5)
+            appendix = ''
             if not space_params and not no_params:
                 # No parameters - don't print
                 return
             if not space_params:
                 # Not optimized parameters - append string
-                non_optimized = NON_OPT_PARAM_APPENDIX
+                appendix = NON_OPT_PARAM_APPENDIX
 
             result = f"\n# {header}\n"
             if space == "stoploss":
                 stoploss = safe_value_fallback2(space_params, no_params, space, space)
-                result += (f"stoploss = {stoploss}{non_optimized}")
+                result += (f"stoploss = {stoploss}{appendix}")
 
             elif space == "roi":
-                result = result[:-1] + f'{non_optimized}\n'
+                result = result[:-1] + f'{appendix}\n'
                 minimal_roi_result = rapidjson.dumps({
                         str(k): v for k, v in (space_params or no_params).items()
                 }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
             elif space == "trailing":
                 for k, v in (space_params or no_params).items():
-                    result += f"{k} = {v}{non_optimized}\n"
+                    result += f"{k} = {v}{appendix}\n"
 
             else:
                 # Buy / sell parameters
 
-                result += f"{space}_params = {HyperoptTools.__pprint_dict(space_params, no_params)}"
+                result += f"{space}_params = {HyperoptTools._pprint_dict(space_params, no_params)}"
 
             result = result.replace("\n", "\n    ")
             print(result)
@@ -201,7 +202,7 @@ class HyperoptTools():
         return {}
 
     @staticmethod
-    def __pprint_dict(params, non_optimized, indent: int = 4):
+    def _pprint_dict(params, non_optimized, indent: int = 4):
         """
         Pretty-print hyperopt results (based on 2 dicts - with add. comment)
         """
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 42b08c23d..54e968143 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -133,11 +133,11 @@ def test_show_epoch_details(capsys):
     assert re.search(r'^\s+\"90\"\:\s0.14,\s*$', captured.out, re.MULTILINE)
 
 
-def test___pprint_dict():
+def test__pprint_dict():
     params = {'buy_std': 1.2, 'buy_rsi': 31, 'buy_enable': True, 'buy_what': 'asdf'}
     non_params = {'buy_notoptimied': 55}
 
-    x = HyperoptTools.__pprint_dict(params, non_params)
+    x = HyperoptTools._pprint_dict(params, non_params)
     assert x == """{
     "buy_std": 1.2,
     "buy_rsi": 31,

From a2ccc1526e30f2e1e68032464173c742c152ca90 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 07:07:34 +0200
Subject: [PATCH 121/834] Load parameters from file

---
 freqtrade/resolvers/strategy_resolver.py | 15 +++++++++++++++
 freqtrade/strategy/hyper.py              |  3 ++-
 freqtrade/strategy/interface.py          |  1 +
 3 files changed, 18 insertions(+), 1 deletion(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index ccd7cea69..1239b78b3 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -53,6 +53,21 @@ class StrategyResolver(IResolver):
                     )
                 strategy.timeframe = strategy.ticker_interval
 
+        if strategy._ft_params_from_file:
+            # Set parameters from Hyperopt results file
+            params = strategy._ft_params_from_file
+            strategy.minimal_roi = params.get('roi', strategy.minimal_roi)
+
+            strategy.stoploss = params.get('stoploss', {}).get('stoploss', strategy.stoploss)
+            trailing = params.get('trailing', {})
+            strategy.trailing_stop = trailing.get('trailing_stop', strategy.trailing_stop)
+            strategy.trailing_stop_positive = trailing.get('trailing_stop_positive',
+                                                           strategy.trailing_stop_positive)
+            strategy.trailing_stop_positive_offset = trailing.get(
+                'trailing_stop_positive_offset', strategy.trailing_stop_positive_offset)
+            strategy.trailing_only_offset_is_reached = trailing.get(
+                'trailing_only_offset_is_reached', strategy.trailing_only_offset_is_reached)
+
         # Set attributes
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 0ced4dfb1..6f96224ee 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -309,6 +309,7 @@ class HyperStrategyMixin(object):
         """
         params = self.load_params_from_file()
         params = params.get('params', {})
+        self._ft_params_from_file = params
         buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', None))
         sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', None))
 
@@ -324,7 +325,7 @@ class HyperStrategyMixin(object):
         if filename.is_file():
             logger.info(f"Loading parameters from file {filename}")
             params = json_load(filename.open('r'))
-            if params.get('strategy_name') != self.get_strategy_name():
+            if params.get('strategy_name') != self.__class__.__name__:
                 raise OperationalException('Invalid parameter file provided')
             return params
         logger.info("Found no parameter file.")
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7aa7e57d9..26bcb0369 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -62,6 +62,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     _populate_fun_len: int = 0
     _buy_fun_len: int = 0
     _sell_fun_len: int = 0
+    _ft_params_from_file: Dict = {}
     # associated minimal roi
     minimal_roi: Dict
 

From a8117c6e0b67e08fafe9e95c7c0f80931d23cc2b Mon Sep 17 00:00:00 2001
From: barbarius <baris.en@hotmail.com>
Date: Tue, 29 Jun 2021 11:24:49 +0200
Subject: [PATCH 122/834] Refactored to use results variable from for loop

---
 freqtrade/optimize/optimize_reports.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index c974916df..79208c5e9 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -662,10 +662,9 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table
 
-        first_strat_stats = next(iter(backtest_stats['strategy'].items()))[1]
         table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
-        print(f"{first_strat_stats['backtest_start']} -> {first_strat_stats['backtest_end']} |"
-              f" Max open trades : {first_strat_stats['max_open_trades']}")
+        print(f"{results['backtest_start']} -> {results['backtest_end']} |"
+              f" Max open trades : {results['max_open_trades']}")
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)
         print('=' * len(table.splitlines()[0]))

From 62cdbdc26a339f84a6902ca3f732ccf3254441fb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 20:22:30 +0200
Subject: [PATCH 123/834] Automatically export hyperopt parameters

---
 freqtrade/commands/arguments.py          |  5 +++--
 freqtrade/commands/cli_options.py        |  5 +++++
 freqtrade/commands/hyperopt_commands.py  | 10 +---------
 freqtrade/configuration/configuration.py |  2 ++
 freqtrade/optimize/hyperopt.py           |  5 +++++
 freqtrade/optimize/hyperopt_tools.py     | 12 +++++++++++-
 6 files changed, 27 insertions(+), 12 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 7f4f7edd6..ba37237f6 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -29,7 +29,7 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "epochs", "spaces", "print_all",
                                         "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
-                                        "hyperopt_loss"]
+                                        "hyperopt_loss", "disableparamexport"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
@@ -85,7 +85,8 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperoptexportfilename", "export_csv"]
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
-                      "print_json", "hyperoptexportfilename", "hyperopt_show_no_header"]
+                      "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
+                      "disableparamexport"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index b226415e7..f56a2bf18 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -178,6 +178,11 @@ AVAILABLE_CLI_OPTIONS = {
         'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
         metavar='PATH',
     ),
+    "disableparamexport": Arg(
+        '--disable-param-export',
+        help="Disable automatic hyperopt parameter export.",
+        action='store_true',
+    ),
     "fee": Arg(
         '--fee',
         help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index e60fb9d32..5a2727795 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -5,7 +5,6 @@ from typing import Any, Dict, List
 from colorama import init as colorama_init
 
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
@@ -134,14 +133,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             show_backtest_result(strategy_name, metrics,
                                  metrics['stake_currency'])
 
-            if val.get(FTHYPT_FILEVERSION, 1) >= 2:
-                # Export parameters ...
-                # TODO: make this optional? otherwise it'll overwrite previous parameters ...
-                fn = HyperoptTools.get_strategy_filename(config, strategy_name)
-                if fn:
-                    HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
-                else:
-                    logger.warn("Strategy not found, not exporting parameter file.")
+            HyperoptTools.try_export_params(config, strategy_name, val)
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index d2cc68c44..1d2e3f802 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -260,6 +260,8 @@ class Configuration:
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
 
+        self._args_to_config(config, argname='disableparamexport',
+                             logstring='Parameter --disableparamexport detected: {} ...')
         # Edge section:
         if 'stoploss_range' in self.args and self.args["stoploss_range"]:
             txt_range = eval(self.args["stoploss_range"])
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 23f47612b..435273619 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -489,6 +489,11 @@ class Hyperopt:
                     f"saved to '{self.results_file}'.")
 
         if self.current_best_epoch:
+            HyperoptTools.try_export_params(
+                self.config,
+                self.backtesting.strategy.get_strategy_name(),
+                self.current_best_epoch)
+
             HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
                                              self.print_json)
         else:
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 5a9049192..0f8ccbca4 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -10,7 +10,7 @@ import tabulate
 from colorama import Fore, Style
 from pandas import isna, json_normalize
 
-from freqtrade.constants import USERPATH_STRATEGIES
+from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
 
@@ -52,6 +52,16 @@ class HyperoptTools():
         logger.info(f"Dumping parameters to {filename}")
         rapidjson.dump(final_params, filename.open('w'), indent=2)
 
+    @staticmethod
+    def try_export_params(config: Dict[str, Any], strategy_name: str, val: Dict):
+        if val.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
+            # Export parameters ...
+            fn = HyperoptTools.get_strategy_filename(config, strategy_name)
+            if fn:
+                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+            else:
+                logger.warn("Strategy not found, not exporting parameter file.")
+
     @staticmethod
     def has_space(config: Dict[str, Any], space: str) -> bool:
         """

From 55f032b18e70693c86e412101e9b5e6d6be872f1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 20:38:14 +0200
Subject: [PATCH 124/834] Catch trying to read faulty parameter file

---
 freqtrade/constants.py      |  1 +
 freqtrade/strategy/hyper.py | 12 ++++++++----
 2 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index bdbfbfad6..f4c32387b 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -313,6 +313,7 @@ CONF_SCHEMA = {
         },
         'db_url': {'type': 'string'},
         'export': {'type': 'string', 'enum': EXPORT_OPTIONS, 'default': 'trades'},
+        'disableparamexport': {'type': 'boolean'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
         'disable_dataframe_checks': {'type': 'boolean'},
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 6f96224ee..881d592d9 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -324,10 +324,14 @@ class HyperStrategyMixin(object):
 
         if filename.is_file():
             logger.info(f"Loading parameters from file {filename}")
-            params = json_load(filename.open('r'))
-            if params.get('strategy_name') != self.__class__.__name__:
-                raise OperationalException('Invalid parameter file provided')
-            return params
+            try:
+                params = json_load(filename.open('r'))
+                if params.get('strategy_name') != self.__class__.__name__:
+                    raise OperationalException('Invalid parameter file provided')
+                return params
+            except ValueError:
+                logger.warning("Invalid parameter file.")
+                return {}
         logger.info("Found no parameter file.")
 
         return {}

From 84703080b812da4cbb2fa5bd5ac0ee5c65710f29 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 20:39:07 +0200
Subject: [PATCH 125/834] Extract hyperopt_defaults_serializer to
 hyperopt_tools

---
 freqtrade/optimize/hyperopt.py       |  8 ++------
 freqtrade/optimize/hyperopt_tools.py | 13 ++++++++++++-
 2 files changed, 14 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 435273619..b8745a644 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -29,7 +29,7 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
-from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_parser
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
 
@@ -163,13 +163,9 @@ class Hyperopt:
         While not a valid json object - this allows appending easily.
         :param epoch: result dictionary for this epoch.
         """
-        def default_parser(x):
-            if isinstance(x, np.integer):
-                return int(x)
-            return str(x)
         epoch[FTHYPT_FILEVERSION] = 2
         with self.results_file.open('a') as f:
-            rapidjson.dump(epoch, f, default=default_parser,
+            rapidjson.dump(epoch, f, default=hyperopt_parser,
                            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
             f.write("\n")
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0f8ccbca4..7558232f1 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -2,9 +2,11 @@
 import io
 import logging
 from copy import deepcopy
+from datetime import datetime, timezone
 from pathlib import Path
 from typing import Any, Dict, List, Optional
 
+import numpy as np
 import rapidjson
 import tabulate
 from colorama import Fore, Style
@@ -20,6 +22,12 @@ logger = logging.getLogger(__name__)
 NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
 
 
+def hyperopt_parser(x):
+    if isinstance(x, np.integer):
+        return int(x)
+    return str(x)
+
+
 class HyperoptTools():
 
     @staticmethod
@@ -48,9 +56,12 @@ class HyperoptTools():
             'strategy_name': strategy_name,
             'params': final_params,
             'ft_stratparam_v': 1,
+            'export_time': datetime.now(timezone.utc),
         }
         logger.info(f"Dumping parameters to {filename}")
-        rapidjson.dump(final_params, filename.open('w'), indent=2)
+        rapidjson.dump(final_params, filename.open('w'), indent=2,
+                       default=hyperopt_parser, number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
+                       )
 
     @staticmethod
     def try_export_params(config: Dict[str, Any], strategy_name: str, val: Dict):

From ff61b8a2e795de0687ca027c0b36b1efa260a1d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 29 Jun 2021 20:57:16 +0200
Subject: [PATCH 126/834] Disable parameter export from tests

---
 tests/conftest.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/conftest.py b/tests/conftest.py
index a843d9397..87276456f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -324,6 +324,7 @@ def get_default_conf(testdatadir):
         "verbosity": 3,
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
         "strategy": "DefaultStrategy",
+        "disableparamexport": True,
         "internals": {},
         "export": "none",
     }

From dcf53ac3ff645de6166c43a84e68b9ce5910a5db Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 06:33:40 +0200
Subject: [PATCH 127/834] Add test for try_eport_params

---
 freqtrade/optimize/hyperopt_tools.py |  6 ++--
 tests/optimize/test_hyperopttools.py | 47 ++++++++++++++++++++++++++++
 2 files changed, 50 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 7558232f1..7a0b00d01 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -64,12 +64,12 @@ class HyperoptTools():
                        )
 
     @staticmethod
-    def try_export_params(config: Dict[str, Any], strategy_name: str, val: Dict):
-        if val.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
+    def try_export_params(config: Dict[str, Any], strategy_name: str, params: Dict):
+        if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
             # Export parameters ...
             fn = HyperoptTools.get_strategy_filename(config, strategy_name)
             if fn:
-                HyperoptTools.export_params(val, strategy_name, fn.with_suffix('.json'))
+                HyperoptTools.export_params(params, strategy_name, fn.with_suffix('.json'))
             else:
                 logger.warn("Strategy not found, not exporting parameter file.")
 
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopttools.py
index 54e968143..6beb2788a 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopttools.py
@@ -6,6 +6,7 @@ from typing import Dict, List
 import pytest
 import rapidjson
 
+from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from tests.conftest import log_has, log_has_re
@@ -201,6 +202,52 @@ def test_export_params(tmpdir):
     assert "trailing" in content["params"]
 
 
+def test_try_export_params(default_conf, tmpdir, caplog, mocker):
+    default_conf['disableparamexport'] = False
+    export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
+
+    filename = Path(tmpdir) / "DefaultStrategy.json"
+    assert not filename.is_file()
+    params = {
+        "params_details": {
+            "buy": {
+                "buy_rsi": 30
+            },
+            "sell": {
+                "sell_rsi": 70
+            },
+            "roi": {
+                "0": 0.528,
+                "346": 0.08499,
+                "507": 0.049,
+                "1595": 0
+            }
+        },
+        "params_not_optimized": {
+            "stoploss": -0.05,
+            "trailing": {
+                "trailing_stop": False,
+                "trailing_stop_positive": 0.05,
+                "trailing_stop_positive_offset": 0.1,
+                "trailing_only_offset_is_reached": True
+            },
+        },
+        FTHYPT_FILEVERSION: 2,
+
+    }
+    HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
+
+    assert log_has("Strategy not found, not exporting parameter file.", caplog)
+    assert export_mock.call_count == 0
+    caplog.clear()
+
+    HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
+
+    assert export_mock.call_count == 1
+    assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
+    assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
+
+
 def test_params_print(capsys):
 
     params = {

From 645da51b5fa01003ad1292fb2f0910ada0347e2b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 06:43:49 +0200
Subject: [PATCH 128/834] Add test for parameter loading

---
 freqtrade/optimize/hyperopt.py   |  1 -
 freqtrade/strategy/hyper.py      |  4 +--
 tests/optimize/test_hyperopt.py  |  2 --
 tests/strategy/test_interface.py | 48 ++++++++++++++++++++++++++++++++
 4 files changed, 50 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b8745a644..b22aa58c5 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -12,7 +12,6 @@ from math import ceil
 from pathlib import Path
 from typing import Any, Dict, List, Optional
 
-import numpy as np
 import progressbar
 import rapidjson
 from colorama import Fore, Style
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 881d592d9..a31a3b39f 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -327,10 +327,10 @@ class HyperStrategyMixin(object):
             try:
                 params = json_load(filename.open('r'))
                 if params.get('strategy_name') != self.__class__.__name__:
-                    raise OperationalException('Invalid parameter file provided')
+                    raise OperationalException('Invalid parameter file provided.')
                 return params
             except ValueError:
-                logger.warning("Invalid parameter file.")
+                logger.warning("Invalid parameter file format.")
                 return {}
         logger.info("Found no parameter file.")
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 91d9f5496..f0a2342c5 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1020,5 +1020,3 @@ def test_SKDecimal():
     assert space.transform([2.0]) == [200]
     assert space.transform([1.0]) == [100]
     assert space.transform([1.5, 1.6]) == [150, 160]
-
-
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 04d12a51f..714e28929 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 from datetime import datetime, timedelta, timezone
+from pathlib import Path
 from unittest.mock import MagicMock
 
 import arrow
@@ -692,3 +693,50 @@ def test_auto_hyperopt_interface(default_conf):
 
     with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
         [x for x in strategy.detect_parameters('sell')]
+
+
+def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):
+    default_conf.update({'strategy': 'HyperoptableStrategy'})
+    del default_conf['stoploss']
+    del default_conf['minimal_roi']
+    mocker.patch.object(Path, 'is_file', MagicMock(return_value=True))
+    mocker.patch.object(Path, 'open')
+    expected_result = {
+        "strategy_name": "HyperoptableStrategy",
+        "params": {
+            "stoploss": {
+                "stoploss": -0.05,
+            },
+            "roi": {
+                "0": 0.2,
+                "1200": 0.01
+            }
+        }
+    }
+    mocker.patch('freqtrade.strategy.hyper.json_load', return_value=expected_result)
+    PairLocks.timeframe = default_conf['timeframe']
+    strategy = StrategyResolver.load_strategy(default_conf)
+    assert strategy.stoploss == -0.05
+    assert strategy.minimal_roi == {0: 0.2, 1200: 0.01}
+
+    expected_result = {
+        "strategy_name": "HyperoptableStrategy_No",
+        "params": {
+            "stoploss": {
+                "stoploss": -0.05,
+            },
+            "roi": {
+                "0": 0.2,
+                "1200": 0.01
+            }
+        }
+    }
+
+    mocker.patch('freqtrade.strategy.hyper.json_load', return_value=expected_result)
+    with pytest.raises(OperationalException, match="Invalid parameter file provided."):
+        StrategyResolver.load_strategy(default_conf)
+
+    mocker.patch('freqtrade.strategy.hyper.json_load', MagicMock(side_effect=ValueError()))
+
+    StrategyResolver.load_strategy(default_conf)
+    assert log_has("Invalid parameter file format.", caplog)

From 0809225a0ac07f4f056053791c1c13efdd571a2b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 07:05:20 +0200
Subject: [PATCH 129/834] Update documentation to mention parameter strategy
 files

---
 docs/hyperopt.md               | 15 +++++++++++++--
 docs/utils.md                  |  5 ++++-
 freqtrade/optimize/hyperopt.py | 12 ++++++++----
 3 files changed, 25 insertions(+), 7 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index a117ac1ce..5dee63256 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -51,7 +51,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
                           [--random-state INT] [--min-trades INT]
-                          [--hyperopt-loss NAME]
+                          [--hyperopt-loss NAME] [--disable-param-export]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -118,6 +118,8 @@ optional arguments:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily
+  --disable-param-export
+                        Disable automatic hyperopt parameter export.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -509,7 +511,13 @@ You should understand this result like:
 * You should not use ADX because `'buy_adx_enabled': False`.
 * You should **consider** using the RSI indicator (`'buy_rsi_enabled': True`) and the best value is `29.0` (`'buy_rsi': 29.0`)
 
-Your strategy class can immediately take advantage of these results. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
+### Automatic parameter application to the strategy
+
+When using Hyperoptable parameters, the result of your hyperopt-run will be written to a json file next to your strategy (so for `MyAwesomeStrategy.py`, the file would be `MyAwesomeStrategy.json`).  
+This file is also updated when using the `hyperopt-show` sub-command, unless `--disable-param-export` is provided to either of the 2 commands.
+
+
+Your strategy class can also contain these results explicitly. Simply copy hyperopt results block and paste them at class level, replacing old parameters (if any). New parameters will automatically be loaded next time strategy is executed.
 
 Transferring your whole hyperopt result to your strategy would then look like:
 
@@ -525,6 +533,9 @@ class MyAwesomeStrategy(IStrategy):
     }
 ```
 
+!!! Note:
+    Parameter-files will overwrite parameters within the strategy.
+
 ### Understand Hyperopt ROI results
 
 If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:
diff --git a/docs/utils.md b/docs/utils.md
index 8ef12e1c9..524fefc21 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -702,7 +702,8 @@ You can show the details of any hyperoptimization epoch previously evaluated by
 usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH] [--best]
                                [--profitable] [-n INT] [--print-json]
-                               [--hyperopt-filename PATH] [--no-header]
+                               [--hyperopt-filename FILENAME] [--no-header]
+                               [--disable-param-export]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -714,6 +715,8 @@ optional arguments:
                         Hyperopt result filename.Example: `--hyperopt-
                         filename=hyperopt_results_2020-09-27_16-20-48.pickle`
   --no-header           Do not print epoch details header.
+  --disable-param-export
+                        Disable automatic hyperopt parameter export.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b22aa58c5..1f50d9a16 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -77,8 +77,11 @@ class Hyperopt:
 
         if not self.config.get('hyperopt'):
             self.custom_hyperopt = HyperOptAuto(self.config)
+            self.auto_hyperopt = True
         else:
             self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
+            self.auto_hyperopt = False
+
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
 
@@ -484,10 +487,11 @@ class Hyperopt:
                     f"saved to '{self.results_file}'.")
 
         if self.current_best_epoch:
-            HyperoptTools.try_export_params(
-                self.config,
-                self.backtesting.strategy.get_strategy_name(),
-                self.current_best_epoch)
+            if self.auto_hyperopt:
+                HyperoptTools.try_export_params(
+                    self.config,
+                    self.backtesting.strategy.get_strategy_name(),
+                    self.current_best_epoch)
 
             HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
                                              self.print_json)

From bc0742ae670ffe2697a596ca7ea0a572bcd2a0b9 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 29 Jun 2021 16:17:52 +0300
Subject: [PATCH 130/834] Fix extremely optimistic results when using a
 combination of custom_stoploss and trailing_stop.

---
 freqtrade/optimize/backtesting.py      | 10 ++++++----
 tests/optimize/__init__.py             |  1 +
 tests/optimize/test_backtest_detail.py | 17 +++++++++++++++++
 3 files changed, 24 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index e2ca39530..0c63c4c14 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -228,16 +228,18 @@ class Backtesting:
             # Special case: trailing triggers within same candle as trade opened. Assume most
             # pessimistic price movement, which is moving just enough to arm stoploss and
             # immediately going down to stop price.
-            if (sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0
-                    and self.strategy.trailing_stop_positive):
-                if self.strategy.trailing_only_offset_is_reached:
+            if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
+                if not self.strategy.use_custom_stoploss and self.strategy.trailing_stop and \
+                   self.strategy.trailing_only_offset_is_reached and \
+                   self.strategy.trailing_stop_positive_offset is not None and \
+                   self.strategy.trailing_stop_positive:
                     # Worst case: price reaches stop_positive_offset and dives down.
                     stop_rate = (sell_row[OPEN_IDX] *
                                  (1 + abs(self.strategy.trailing_stop_positive_offset) -
                                  abs(self.strategy.trailing_stop_positive)))
                 else:
                     # Worst case: price ticks tiny bit above open and dives down.
-                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))
+                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
                     assert stop_rate < sell_row[HIGH_IDX]
                 return stop_rate
 
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 7cca2b1a8..ca91019e6 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -34,6 +34,7 @@ class BTContainer(NamedTuple):
     trailing_stop_positive: Optional[float] = None
     trailing_stop_positive_offset: float = 0.0
     use_sell_signal: bool = False
+    use_custom_stoploss: bool = False
 
 
 def _get_frame_time_from_offset(offset):
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 855e5b97d..0bf197739 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -501,6 +501,21 @@ tc31 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
+# Test 32: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 1%, ROI: 10% (should not apply)
+tc32 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01, use_custom_stoploss=True,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -534,6 +549,7 @@ TESTS = [
     tc29,
     tc30,
     tc31,
+    tc32,
 ]
 
 
@@ -561,6 +577,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = lambda a, m: frame
     backtesting.strategy.advise_sell = lambda a, m: frame
+    backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
     caplog.set_level(logging.DEBUG)
 
     pair = "UNITTEST/BTC"

From 15e36a20e1948e891a1c7956e5db3a6e09b1c26b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 19:48:34 +0200
Subject: [PATCH 131/834] Improve naming of default hyperopt serializer

---
 freqtrade/optimize/hyperopt.py       | 4 ++--
 freqtrade/optimize/hyperopt_tools.py | 5 +++--
 2 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 1f50d9a16..73a04a8cb 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -28,7 +28,7 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
-from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_parser
+from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
 
@@ -167,7 +167,7 @@ class Hyperopt:
         """
         epoch[FTHYPT_FILEVERSION] = 2
         with self.results_file.open('a') as f:
-            rapidjson.dump(epoch, f, default=hyperopt_parser,
+            rapidjson.dump(epoch, f, default=hyperopt_serializer,
                            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
             f.write("\n")
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 7a0b00d01..006bc4ce0 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -22,7 +22,7 @@ logger = logging.getLogger(__name__)
 NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
 
 
-def hyperopt_parser(x):
+def hyperopt_serializer(x):
     if isinstance(x, np.integer):
         return int(x)
     return str(x)
@@ -60,7 +60,8 @@ class HyperoptTools():
         }
         logger.info(f"Dumping parameters to {filename}")
         rapidjson.dump(final_params, filename.open('w'), indent=2,
-                       default=hyperopt_parser, number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
+                       default=hyperopt_serializer,
+                       number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
                        )
 
     @staticmethod

From 60b7f6edff03bb90088c8278dad42dfae4c197d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 19:53:36 +0200
Subject: [PATCH 132/834] Improve documentation

---
 docs/hyperopt.md | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 5dee63256..bfa198f61 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -533,8 +533,9 @@ class MyAwesomeStrategy(IStrategy):
     }
 ```
 
-!!! Note:
-    Parameter-files will overwrite parameters within the strategy.
+!!! Note
+    Values in the configuration file will overwrite Parameter-file level parameters - and both will overwrite parameters within the strategy.
+    The prevalence is therefore: config > parameter file > strategy
 
 ### Understand Hyperopt ROI results
 

From b8de3270fac76e063e59a39ec48a74505f69ab83 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 20:11:11 +0200
Subject: [PATCH 133/834] Plotting: Fix hover mode options after plotly update

closes #5209
---
 freqtrade/plot/plotting.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 4119b7f71..061460975 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -373,6 +373,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     for i, name in enumerate(plot_config['subplots']):
         fig['layout'][f'yaxis{3 + i}'].update(title=name)
     fig['layout']['xaxis']['rangeslider'].update(visible=False)
+    fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
 
     # Common information
     candles = go.Candlestick(
@@ -452,6 +453,7 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
                              data=data)
         # fill area between indicators ( 'fill_to': 'other_indicator')
         fig = add_areas(fig, row, data, sub_config)
+
     return fig
 
 
@@ -484,6 +486,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
     fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
     fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
     fig['layout']['xaxis']['rangeslider'].update(visible=False)
+    fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
 
     fig.add_trace(avgclose, 1, 1)
     fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
@@ -497,7 +500,6 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
             fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
         except ValueError:
             pass
-
     return fig
 
 

From e034f11dcced3a9b1e5a6bfd674451e5657836a9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 30 Jun 2021 20:21:33 +0200
Subject: [PATCH 134/834] Improve test for hyperopt_show

---
 tests/commands/test_commands.py | 1 +
 tests/conftest.py               | 5 +++--
 2 files changed, 4 insertions(+), 2 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 47f298ad7..dcceb3ea1 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -1168,6 +1168,7 @@ def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
         'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
         MagicMock(return_value=saved_hyperopt_results)
     )
+    mocker.patch('freqtrade.commands.hyperopt_commands.show_backtest_result')
 
     args = [
         "hyperopt-show",
diff --git a/tests/conftest.py b/tests/conftest.py
index 87276456f..c21458e66 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1954,12 +1954,13 @@ def saved_hyperopt_results():
             'params_dict': {
                 'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
-            'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'holding_avg': timedelta(minutes=3930.0)},  # noqa: E501
+            'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'holding_avg': timedelta(minutes=3930.0), 'stake_currency': 'BTC', 'strategy_name': 'SampleStrategy'},  # noqa: E501
             'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
             'total_profit': -0.00125625,
             'current_epoch': 1,
             'is_initial_point': True,
-            'is_best': True
+            'is_best': True,
+
         }, {
             'loss': 20.0,
             'params_dict': {

From 99bc6bbb8fac81c4f838a14fc697b2178632c1fa Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Thu, 1 Jul 2021 03:02:05 +0000
Subject: [PATCH 135/834] Bump python from 3.9.5-slim-buster to
 3.9.6-slim-buster

Bumps python from 3.9.5-slim-buster to 3.9.6-slim-buster.

---
updated-dependencies:
- dependency-name: python
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index f2d7c8a40..804b1086b 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.9.5-slim-buster as base
+FROM python:3.9.6-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 849f01e6b782a58e71abcbf4c4f02e0ddeb771b2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 2 Jul 2021 06:44:55 +0200
Subject: [PATCH 136/834] FIx doc typo

---
 docs/data-download.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 01561c89b..0ca86b0d3 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -271,7 +271,7 @@ mkdir -p user_data/data/binance
 cp tests/testdata/pairs.json user_data/data/binance
 ```
 
-If you your configuration directory `user_data` was made by docker, you may get the following error:
+If your configuration directory `user_data` was made by docker, you may get the following error:
 
 ```
 cp: cannot create regular file 'user_data/data/binance/pairs.json': Permission denied

From b25ad68c4482d7e4588986e179d14cd318f4ef16 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 2 Jul 2021 20:52:25 +0200
Subject: [PATCH 137/834] Fix np.bool_ not outputting correctly

---
 freqtrade/optimize/hyperopt_tools.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 006bc4ce0..90976d34e 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -25,6 +25,9 @@ NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
 def hyperopt_serializer(x):
     if isinstance(x, np.integer):
         return int(x)
+    if isinstance(x, np.bool_):
+        return bool(x)
+
     return str(x)
 
 

From fbd91cd3f85dd4cf7af9916cfa373568c147dca9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Jul 2021 08:22:21 +0200
Subject: [PATCH 138/834] Improve formatting to avoid backslash newlines

---
 freqtrade/optimize/backtesting.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 0c63c4c14..7c6b7cbc3 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -229,10 +229,12 @@ class Backtesting:
             # pessimistic price movement, which is moving just enough to arm stoploss and
             # immediately going down to stop price.
             if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
-                if not self.strategy.use_custom_stoploss and self.strategy.trailing_stop and \
-                   self.strategy.trailing_only_offset_is_reached and \
-                   self.strategy.trailing_stop_positive_offset is not None and \
-                   self.strategy.trailing_stop_positive:
+                if (
+                    not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
+                    and self.strategy.trailing_only_offset_is_reached
+                    and self.strategy.trailing_stop_positive_offset is not None
+                    and self.strategy.trailing_stop_positive
+                ):
                     # Worst case: price reaches stop_positive_offset and dives down.
                     stop_rate = (sell_row[OPEN_IDX] *
                                  (1 + abs(self.strategy.trailing_stop_positive_offset) -

From 3503fdb4ec31be99f433fdce039543e0911964d6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Jul 2021 08:38:55 +0200
Subject: [PATCH 139/834] Improve tests for newly added methods

---
 tests/optimize/test_hyperopt.py                      | 12 ++++++++++++
 ...{test_hyperopttools.py => test_hyperopt_tools.py} | 10 +++++++++-
 2 files changed, 21 insertions(+), 1 deletion(-)
 rename tests/optimize/{test_hyperopttools.py => test_hyperopt_tools.py} (97%)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index f0a2342c5..14fea573f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -307,6 +307,18 @@ def test_roi_table_generation(hyperopt) -> None:
     assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
 
 
+def test_params_no_optimize_details(hyperopt) -> None:
+    hyperopt.config['spaces'] = ['buy']
+    res = hyperopt._get_no_optimize_details()
+    assert isinstance(res, dict)
+    assert "trailing" in res
+    assert res["trailing"]['trailing_stop'] is False
+    assert "roi" in res
+    assert res['roi']['0'] == 0.04
+    assert "stoploss" in res
+    assert res['stoploss']['stoploss'] == -0.1
+
+
 def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump')
     dumper2 = mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._save_result')
diff --git a/tests/optimize/test_hyperopttools.py b/tests/optimize/test_hyperopt_tools.py
similarity index 97%
rename from tests/optimize/test_hyperopttools.py
rename to tests/optimize/test_hyperopt_tools.py
index 6beb2788a..72125f1a2 100644
--- a/tests/optimize/test_hyperopttools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -2,13 +2,14 @@ import logging
 import re
 from pathlib import Path
 from typing import Dict, List
+import numpy as np
 
 import pytest
 import rapidjson
 
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.hyperopt_tools import HyperoptTools
+from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
 from tests.conftest import log_has, log_has_re
 
 
@@ -307,3 +308,10 @@ def test_params_print(capsys):
     assert re.search('trailing_stop_positive = 0.05  # value loaded.*\n', captured.out)
     assert re.search('trailing_stop_positive_offset = 0.1  # value loaded.*\n', captured.out)
     assert re.search('trailing_only_offset_is_reached = True  # value loaded.*\n', captured.out)
+
+
+def test_hyperopt_serializer():
+
+    assert isinstance(hyperopt_serializer(np.int_(5)), int)
+    assert isinstance(hyperopt_serializer(np.bool_(True)), bool)
+    assert isinstance(hyperopt_serializer(np.bool_(False)), bool)

From 055229a44a8288b4f32ccd2604d08c1d1e2dd045 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sat, 3 Jul 2021 11:39:14 +0200
Subject: [PATCH 140/834] first iteration of volume pairlist with range
 lookback

---
 freqtrade/plugins/pairlist/VolumePairList.py | 71 +++++++++++++++++++-
 1 file changed, 69 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 8eff137b0..af26201a9 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -11,6 +11,9 @@ from cachetools.ttl import TTLCache
 from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
+import arrow
+from copy import deepcopy
+from freqtrade.exchange import timeframe_to_minutes
 
 logger = logging.getLogger(__name__)
 
@@ -36,6 +39,25 @@ class VolumePairList(IPairList):
         self._min_value = self._pairlistconfig.get('min_value', 0)
         self._refresh_period = self._pairlistconfig.get('refresh_period', 1800)
         self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
+        self._lookback_days = self._pairlistconfig.get('lookback_days', 0)
+        self._lookback_timeframe = self._pairlistconfig.get('lookback_timeframe', '1d')
+        self._lookback_period = self._pairlistconfig.get('lookback_period', 0)
+
+        # overwrite lookback timeframe and days when lookback_days is set
+        if self._lookback_days > 0:
+            self._lookback_timeframe = '1d'
+            self._lookback_period = self._lookback_days
+
+        self._tf_in_min = timeframe_to_minutes(self._lookback_timeframe)
+        self._tf_in_secs = self._tf_in_min * 60
+
+        self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
+
+        if self._use_range & (self._refresh_period < self._tf_in_secs):
+            raise OperationalException(
+                f'Refresh period of {self._refresh_period} seconds is smaller than one timeframe of {self._lookback_timeframe}. '
+                f'Please adjust refresh_period to at least {self._tf_in_secs} and restart the bot.'
+            )
 
         if not self._exchange.exchange_has('fetchTickers'):
             raise OperationalException(
@@ -47,6 +69,14 @@ class VolumePairList(IPairList):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
 
+
+        if self._lookback_period < 0:
+            raise OperationalException("VolumeFilter requires lookback_period to be >= 0")
+        if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe):
+            raise OperationalException("VolumeFilter requires lookback_period to not "
+                                       "exceed exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit(self._lookback_timeframe)})")
+
     @property
     def needstickers(self) -> bool:
         """
@@ -78,7 +108,6 @@ class VolumePairList(IPairList):
             # Item found - no refresh necessary
             return pairlist
         else:
-
             # Use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
             filtered_tickers = [
@@ -100,9 +129,44 @@ class VolumePairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        # Use the incoming pairlist.
+
+        # Use the incoming pairlist.      
         filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
+        if self._use_range == True:
+            since_ms = int(arrow.utcnow()
+                        .floor('minute')
+                        .shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min)
+                        .float_timestamp) * 1000
+
+            self.log_once(f"Using volume range of {self._lookback_period} {self._lookback_timeframe} candles from {since_ms}", logger.info)
+            needed_pairs = [(p, self._lookback_timeframe) for p in [s['symbol'] for s in filtered_tickers] if p not in self._pair_cache]
+            # Get all candles
+            candles = {}
+            if needed_pairs:
+                candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
+                                                            cache=False)
+
+            for i,p in enumerate(filtered_tickers):
+            # for p in deepcopy([s['symbol'] for s in filtered_tickers]):
+                pair_candles = candles[(p['symbol'], self._lookback_timeframe)] if (p['symbol'], self._lookback_timeframe) in candles else None
+                #print(p['symbol'], " 24h quote volume   = ",filtered_tickers[i]['quoteVolume'])
+
+                #if p['symbol'] == 'BCC/USDT':
+                    #print(pair_candles)
+                    #quit()
+
+                print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
+                if not pair_candles.empty:
+                    pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low'] + pair_candles['close']) / 3
+                    pair_candles['quoteVolume'] = pair_candles['volume'] * pair_candles['typical_price']
+                    # print(p['symbol'], " range quote volume = ", pair_candles['quoteVolume'].sum())
+                    filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
+                else:
+                    filtered_tickers[i]['quoteVolume'] = 0
+
+                print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
+
         if self._min_value > 0:
             filtered_tickers = [
                     v for v in filtered_tickers if v[self._sort_key] > self._min_value]
@@ -112,9 +176,12 @@ class VolumePairList(IPairList):
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
         pairs = self.verify_blacklist(pairs, logger.info)
+        
         # Limit pairlist to the requested number of pairs
+        
         pairs = pairs[:self._number_pairs]
 
         self.log_once(f"Searching {self._number_pairs} pairs: {pairs}", logger.info)
 
+        quit()
         return pairs

From 62da4b452ccbab16044adc03f9c74d2821710d13 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sat, 3 Jul 2021 11:47:17 +0200
Subject: [PATCH 141/834] code cleanup and comments

---
 freqtrade/plugins/pairlist/VolumePairList.py | 36 +++++++-------------
 1 file changed, 13 insertions(+), 23 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index af26201a9..ae6be54ba 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,16 +4,14 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
+import arrow
 from typing import Any, Dict, List
 
 from cachetools.ttl import TTLCache
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.plugins.pairlist.IPairList import IPairList
-
-import arrow
-from copy import deepcopy
 from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.plugins.pairlist.IPairList import IPairList
 
 logger = logging.getLogger(__name__)
 
@@ -48,15 +46,16 @@ class VolumePairList(IPairList):
             self._lookback_timeframe = '1d'
             self._lookback_period = self._lookback_days
 
+        # get timeframe in minutes and seconds 
         self._tf_in_min = timeframe_to_minutes(self._lookback_timeframe)
-        self._tf_in_secs = self._tf_in_min * 60
+        self._tf_in_sec = self._tf_in_min * 60
 
         self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
 
         if self._use_range & (self._refresh_period < self._tf_in_secs):
             raise OperationalException(
                 f'Refresh period of {self._refresh_period} seconds is smaller than one timeframe of {self._lookback_timeframe}. '
-                f'Please adjust refresh_period to at least {self._tf_in_secs} and restart the bot.'
+                f'Please adjust refresh_period to at least {self._tf_in_sec} and restart the bot.'
             )
 
         if not self._exchange.exchange_has('fetchTickers'):
@@ -129,10 +128,10 @@ class VolumePairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-
         # Use the incoming pairlist.      
         filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
+        # get lookback period in ms, for exchange ohlcv fetch
         if self._use_range == True:
             since_ms = int(arrow.utcnow()
                         .floor('minute')
@@ -141,31 +140,25 @@ class VolumePairList(IPairList):
 
             self.log_once(f"Using volume range of {self._lookback_period} {self._lookback_timeframe} candles from {since_ms}", logger.info)
             needed_pairs = [(p, self._lookback_timeframe) for p in [s['symbol'] for s in filtered_tickers] if p not in self._pair_cache]
+
             # Get all candles
             candles = {}
             if needed_pairs:
-                candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
-                                                            cache=False)
+                candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
 
             for i,p in enumerate(filtered_tickers):
-            # for p in deepcopy([s['symbol'] for s in filtered_tickers]):
                 pair_candles = candles[(p['symbol'], self._lookback_timeframe)] if (p['symbol'], self._lookback_timeframe) in candles else None
-                #print(p['symbol'], " 24h quote volume   = ",filtered_tickers[i]['quoteVolume'])
-
-                #if p['symbol'] == 'BCC/USDT':
-                    #print(pair_candles)
-                    #quit()
-
-                print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
+                # print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
+                # in case of candle data calculate typical price and quoteVolume for candle
                 if not pair_candles.empty:
                     pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low'] + pair_candles['close']) / 3
                     pair_candles['quoteVolume'] = pair_candles['volume'] * pair_candles['typical_price']
-                    # print(p['symbol'], " range quote volume = ", pair_candles['quoteVolume'].sum())
+                    # replace quoteVolume with range sum
                     filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
                 else:
                     filtered_tickers[i]['quoteVolume'] = 0
 
-                print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
+                # print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
 
         if self._min_value > 0:
             filtered_tickers = [
@@ -175,13 +168,10 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self.verify_blacklist(pairs, logger.info)
-        
+        pairs = self.verify_blacklist(pairs, logger.info)       
         # Limit pairlist to the requested number of pairs
-        
         pairs = pairs[:self._number_pairs]
 
         self.log_once(f"Searching {self._number_pairs} pairs: {pairs}", logger.info)
 
-        quit()
         return pairs

From 53f963dd736188c2cc5efe27a52ccbb40c2af12c Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sat, 3 Jul 2021 11:49:05 +0200
Subject: [PATCH 142/834] fixed `self._tf_in_secs` to `self._tf_in_sec`

---
 freqtrade/plugins/pairlist/VolumePairList.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index ae6be54ba..4e9102243 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -52,7 +52,7 @@ class VolumePairList(IPairList):
 
         self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
 
-        if self._use_range & (self._refresh_period < self._tf_in_secs):
+        if self._use_range & (self._refresh_period < self._tf_in_sec):
             raise OperationalException(
                 f'Refresh period of {self._refresh_period} seconds is smaller than one timeframe of {self._lookback_timeframe}. '
                 f'Please adjust refresh_period to at least {self._tf_in_sec} and restart the bot.'

From 3686efa08a168ded9f801972840255402616a83a Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 3 Jul 2021 10:08:52 +0300
Subject: [PATCH 143/834] Add range property to CategoricalParameter and
 DecimalParameter, add their tests.

At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
---
 docs/hyperopt.md                 |  3 +++
 freqtrade/strategy/hyper.py      | 28 ++++++++++++++++++++++++++++
 tests/strategy/test_interface.py | 25 ++++++++++++++++++++-----
 3 files changed, 51 insertions(+), 5 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index a117ac1ce..5ce0d3813 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -403,6 +403,9 @@ While this strategy is most likely too simple to provide consistent profit, it s
 !!! Note
     `self.buy_ema_short.range` will act differently between hyperopt and other modes. For hyperopt, the above example may generate 48 new columns, however for all other modes (backtesting, dry/live), it will only generate the column for the selected value. You should therefore avoid using the resulting column with explicit values (values other than `self.buy_ema_short.value`).
 
+!!! Note
+    `range` property may also be used with `DecimalParameter` and `CategoricalParameter`. `RealParameter` does not provide this property due to infinite search space.
+
 ??? Hint "Performance tip"
     By doing the calculation of all possible indicators in `populate_indicators()`, the calculation of the indicator happens only once for every parameter.  
     While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index 21a806202..36a3b0600 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -205,6 +205,21 @@ class DecimalParameter(NumericParameter):
         return SKDecimal(low=self.low, high=self.high, decimals=self._decimals, name=name,
                          **self._space_params)
 
+    @property
+    def range(self):
+        """
+        Get each value in this space as list.
+        Returns a List from low to high (inclusive) in Hyperopt mode.
+        Returns a List with 1 item (`value`) in "non-hyperopt" mode, to avoid
+        calculating 100ds of indicators.
+        """
+        if self.in_space and self.optimize:
+            low = int(self.low * pow(10, self._decimals))
+            high = int(self.high * pow(10, self._decimals)) + 1
+            return [round(n * pow(0.1, self._decimals), self._decimals) for n in range(low, high)]
+        else:
+            return [self.value]
+
 
 class CategoricalParameter(BaseParameter):
     default: Any
@@ -239,6 +254,19 @@ class CategoricalParameter(BaseParameter):
         """
         return Categorical(self.opt_range, name=name, **self._space_params)
 
+    @property
+    def range(self):
+        """
+        Get each value in this space as list.
+        Returns a List of categories in Hyperopt mode.
+        Returns a List with 1 item (`value`) in "non-hyperopt" mode, to avoid
+        calculating 100ds of indicators.
+        """
+        if self.in_space and self.optimize:
+            return self.opt_range
+        else:
+            return [self.value]
+
 
 class HyperStrategyMixin(object):
     """
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 04d12a51f..2beb4465d 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -12,6 +12,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
 from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException, StrategyError
+from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, DecimalParameter,
@@ -657,17 +658,31 @@ def test_hyperopt_parameters():
     assert list(intpar.range) == [0, 1, 2, 3, 4, 5]
 
     fltpar = RealParameter(low=0.0, high=5.5, default=1.0, space='buy')
+    assert fltpar.value == 1
     assert isinstance(fltpar.get_space(''), Real)
-    assert fltpar.value == 1
 
-    fltpar = DecimalParameter(low=0.0, high=5.5, default=1.0004, decimals=3, space='buy')
-    assert isinstance(fltpar.get_space(''), Integer)
-    assert fltpar.value == 1
+    fltpar = DecimalParameter(low=0.0, high=0.5, default=0.14, decimals=1, space='buy')
+    assert fltpar.value == 0.1
+    assert isinstance(fltpar.get_space(''), SKDecimal)
+    assert isinstance(fltpar.range, list)
+    assert len(list(fltpar.range)) == 1
+    # Range contains ONLY the default / value.
+    assert list(fltpar.range) == [fltpar.value]
+    fltpar.in_space = True
+    assert len(list(fltpar.range)) == 6
+    assert list(fltpar.range) == [0.0, 0.1, 0.2, 0.3, 0.4, 0.5]
 
     catpar = CategoricalParameter(['buy_rsi', 'buy_macd', 'buy_none'],
                                   default='buy_macd', space='buy')
-    assert isinstance(catpar.get_space(''), Categorical)
     assert catpar.value == 'buy_macd'
+    assert isinstance(catpar.get_space(''), Categorical)
+    assert isinstance(catpar.range, list)
+    assert len(list(catpar.range)) == 1
+    # Range contains ONLY the default / value.
+    assert list(catpar.range) == [catpar.value]
+    catpar.in_space = True
+    assert len(list(catpar.range)) == 3
+    assert list(catpar.range) == ['buy_rsi', 'buy_macd', 'buy_none']
 
 
 def test_auto_hyperopt_interface(default_conf):

From dc8abd77df749c661a9c81a839c34524ed9f0e37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 3 Jul 2021 15:45:00 +0200
Subject: [PATCH 144/834] Fix import order

---
 tests/optimize/test_hyperopt_tools.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index 72125f1a2..44b4a7a03 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -2,8 +2,8 @@ import logging
 import re
 from pathlib import Path
 from typing import Dict, List
-import numpy as np
 
+import numpy as np
 import pytest
 import rapidjson
 

From 3d9f3eeb07bc67e08d7ce9b3ba1506a422dae774 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sat, 3 Jul 2021 23:58:04 +0700
Subject: [PATCH 145/834] feat(agefilter): add max_days_listed

---
 config_full.json.example                |  2 +-
 docs/includes/pairlists.md              |  4 +--
 freqtrade/plugins/pairlist/AgeFilter.py | 17 +++++++++---
 tests/plugins/test_pairlist.py          | 37 +++++++++++++++++++++----
 4 files changed, 47 insertions(+), 13 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index d404391a4..6df4a8253 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -67,7 +67,7 @@
             "sort_key": "quoteVolume",
             "refresh_period": 1800
         },
-        {"method": "AgeFilter", "min_days_listed": 10},
+        {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index f19c5a181..b07bde62f 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -87,7 +87,7 @@ When pairs are first listed on an exchange they can suffer huge price drops and
 in the first few days while the pair goes through its price-discovery period. Bots can often
 be caught out buying before the pair has finished dropping in price.
 
-This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
+This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days and listed before `max_days_listed`.
 
 #### PerformanceFilter
 
@@ -212,7 +212,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "number_assets": 20,
         "sort_key": "quoteVolume"
     },
-    {"method": "AgeFilter", "min_days_listed": 10},
+    {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 8f623b062..56643cca8 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -27,6 +27,7 @@ class AgeFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+        self._max_days_listed = pairlistconfig.get('max_days_listed', None)
 
         if self._min_days_listed < 1:
             raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
@@ -34,6 +35,8 @@ class AgeFilter(IPairList):
             raise OperationalException("AgeFilter requires min_days_listed to not exceed "
                                        "exchange max request size "
                                        f"({exchange.ohlcv_candle_limit('1d')})")
+        if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
+            raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
 
     @property
     def needstickers(self) -> bool:
@@ -49,7 +52,9 @@ class AgeFilter(IPairList):
         Short whitelist method description - used for startup-messages
         """
         return (f"{self.name} - Filtering pairs with age less than "
-                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
+                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}"
+                " or more than "
+                f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}")
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -61,9 +66,10 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             return pairlist
 
+        since_days = -(self._max_days_listed if self._max_days_listed else self._min_days_listed) - 1
         since_ms = int(arrow.utcnow()
                        .floor('day')
-                       .shift(days=-self._min_days_listed - 1)
+                       .shift(days=since_days)
                        .float_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
@@ -86,7 +92,8 @@ class AgeFilter(IPairList):
             return True
 
         if daily_candles is not None:
-            if len(daily_candles) >= self._min_days_listed:
+            if len(daily_candles) >= self._min_days_listed and \
+                    len(daily_candles) <= self._max_days_listed:
                 # We have fetched at least the minimum required number of daily candles
                 # Add to cache, store the time we last checked this symbol
                 self._symbolsChecked[pair] = int(arrow.utcnow().float_timestamp) * 1000
@@ -94,6 +101,8 @@ class AgeFilter(IPairList):
             else:
                 self.log_once(f"Removed {pair} from whitelist, because age "
                               f"{len(daily_candles)} is less than {self._min_days_listed} "
-                              f"{plural(self._min_days_listed, 'day')}", logger.info)
+                              f"{plural(self._min_days_listed, 'day')} or more than "
+                              f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}",
+                              logger.info)
                 return False
         return False
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..03d8fc563 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -79,7 +79,8 @@ def whitelist_conf_agefilter(default_conf):
         },
         {
             "method": "AgeFilter",
-            "min_days_listed": 2
+            "min_days_listed": 2,
+            "max_days_listed": 100
         }
     ]
     return default_conf
@@ -302,7 +303,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # No pair for ETH, all handlers
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 2},
+      {"method": "AgeFilter", "min_days_listed": 2, "max_days_listed": None},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.03},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005},
@@ -310,11 +311,15 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "ETH", []),
     # AgeFilter and VolumePairList (require 2 days only, all should pass age test)
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 2}],
+      {"method": "AgeFilter", "min_days_listed": 2, "max_days_listed": 100}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
     # AgeFilter and VolumePairList (require 10 days, all should fail age test)
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 10}],
+      {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": None}],
+     "BTC", []),
+    # AgeFilter and VolumePairList (all pair listed > 2, all should fail age test)
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 1, "max_days_listed": 2}],
      "BTC", []),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
@@ -480,9 +485,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
 
         for pairlist in pairlists:
             if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
-                    len(ohlcv_history) <= pairlist['min_days_listed']:
+                    len(ohlcv_history) < pairlist['min_days_listed']:
                 assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
-                                  r'.* day.*', caplog)
+                                  r'.* day.* or more than .* day', caplog)
+            if pairlist['method'] == 'AgeFilter' and pairlist['max_days_listed'] and \
+                    len(ohlcv_history) > pairlist['max_days_listed']:
+                assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
+                                  r'.* day.* or more than .* day', caplog)
             if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
                 assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                                   r'would be <= stop limit.*', caplog)
@@ -650,6 +659,22 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
         get_patched_freqtradebot(mocker, default_conf)
 
 
+def test_agefilter_max_days_lower_than_min_days(mocker, default_conf, markets, tickers):
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
+                                 {'method': 'AgeFilter', 'min_days_listed': 3,
+                                 "max_days_listed": 2}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+
+    with pytest.raises(OperationalException,
+                       match=r'AgeFilter max_days_listed <= min_days_listed not permitted'):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
 def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'AgeFilter', 'min_days_listed': 99999}]

From b72bbebccbe5bec7ad920122b1cd7bdfa1541246 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 01:46:51 +0700
Subject: [PATCH 146/834] fix flake8

---
 freqtrade/plugins/pairlist/AgeFilter.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 56643cca8..e792e0343 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -66,7 +66,9 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             return pairlist
 
-        since_days = -(self._max_days_listed if self._max_days_listed else self._min_days_listed) - 1
+        since_days = -(
+            self._max_days_listed if self._max_days_listedelse else self._min_days_listed
+        ) - 1
         since_ms = int(arrow.utcnow()
                        .floor('day')
                        .shift(days=since_days)

From f6511c3e3f75597cdc725e4ba9c4cb078291e680 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 02:20:53 +0700
Subject: [PATCH 147/834] fix typo and add blocker

---
 freqtrade/plugins/pairlist/AgeFilter.py | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index e792e0343..63a9ecfeb 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -37,6 +37,10 @@ class AgeFilter(IPairList):
                                        f"({exchange.ohlcv_candle_limit('1d')})")
         if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
             raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
+        if self._max_days_listed > exchange.ohlcv_candle_limit('1d'):
+            raise OperationalException("AgeFilter requires max_days_listed to not exceed "
+                                       "exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit('1d')})")
 
     @property
     def needstickers(self) -> bool:
@@ -67,7 +71,7 @@ class AgeFilter(IPairList):
             return pairlist
 
         since_days = -(
-            self._max_days_listed if self._max_days_listedelse else self._min_days_listed
+            self._max_days_listed if self._max_days_listed else self._min_days_listed
         ) - 1
         since_ms = int(arrow.utcnow()
                        .floor('day')

From b722e1235019571288216f3408165ac06f8de028 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 02:44:48 +0700
Subject: [PATCH 148/834] compact low balance currencies

---
 freqtrade/rpc/telegram.py      | 15 ++++++++++++---
 tests/conftest.py              |  2 +-
 tests/rpc/test_rpc_telegram.py | 11 ++++++++---
 3 files changed, 21 insertions(+), 7 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index d857e46a9..7ed564297 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -598,6 +598,9 @@ class Telegram(RPCHandler):
                     "Starting capital: "
                     f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
                 )
+            total_dust_balance = 0
+            total_dust_currencies = 0
+            curr_output = ''
             for curr in result['currencies']:
                 if curr['est_stake'] > balance_dust_level:
                     curr_output = (
@@ -607,9 +610,9 @@ class Telegram(RPCHandler):
                         f"\t`Pending: {curr['used']:.8f}`\n"
                         f"\t`Est. {curr['stake']}: "
                         f"{round_coin_value(curr['est_stake'], curr['stake'], False)}`\n")
-                else:
-                    curr_output = (f"*{curr['currency']}:* not showing <{balance_dust_level} "
-                                   f"{curr['stake']} amount \n")
+                elif curr['est_stake'] <= balance_dust_level:
+                    total_dust_balance += curr['est_stake']
+                    total_dust_currencies += 1
 
                 # Handle overflowing message length
                 if len(output + curr_output) >= MAX_TELEGRAM_MESSAGE_LENGTH:
@@ -618,6 +621,12 @@ class Telegram(RPCHandler):
                 else:
                     output += curr_output
 
+            if total_dust_balance > 0:
+                output += (
+                    f"*{total_dust_currencies} Other Currencies:*\n"
+                    f"\t`Est. {result['stake']}: "
+                    f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
+
             output += ("\n*Estimated Value*:\n"
                        f"\t`{result['stake']}: {result['total']: .8f}`\n"
                        f"\t`{result['symbol']}: "
diff --git a/tests/conftest.py b/tests/conftest.py
index a843d9397..4a81175ed 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1761,7 +1761,7 @@ def rpc_balance():
             'total': 0.1,
             'free': 0.01,
             'used': 0.0
-            },
+        },
         'EUR': {
             'total': 10.0,
             'free': 10.0,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 782ae69c6..241805736 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -515,16 +515,21 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
     patch_get_signal(freqtradebot, (True, False))
 
     telegram._balance(update=update, context=MagicMock())
+    print('msg_mock.call_args_list')
+    print(msg_mock.call_args_list)
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1
     assert '*BTC:*' in result
     assert '*ETH:*' not in result
-    assert '*USDT:*' in result
-    assert '*EUR:*' in result
+    assert '*USDT:*' not in result
+    assert '*EUR:*' not in result
+    assert '*LTC:*' in result
+    assert '*XRP:*' not in result
     assert 'Balance:' in result
     assert 'Est. BTC:' in result
     assert 'BTC: 12.00000000' in result
-    assert '*XRP:* not showing <0.0001 BTC amount' in result
+    assert "*3 Other Currencies:*" in result
+    assert 'BTC: 0.00000309' in result
 
 
 def test_balance_handle_empty_response(default_conf, update, mocker) -> None:

From dbdd7f38a88b5857dd276456951c168796b5b286 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 02:56:05 +0700
Subject: [PATCH 149/834] add plural

---
 freqtrade/rpc/telegram.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 7ed564297..389ef84a4 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -11,7 +11,6 @@ from html import escape
 from itertools import chain
 from math import isnan
 from typing import Any, Callable, Dict, List, Optional, Union
-
 import arrow
 from tabulate import tabulate
 from telegram import (CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton,
@@ -24,7 +23,7 @@ from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN
 from freqtrade.enums import RPCMessageType
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import chunks, round_coin_value
+from freqtrade.misc import chunks, round_coin_value, plural
 from freqtrade.rpc import RPC, RPCException, RPCHandler
 
 
@@ -623,7 +622,8 @@ class Telegram(RPCHandler):
 
             if total_dust_balance > 0:
                 output += (
-                    f"*{total_dust_currencies} Other Currencies:*\n"
+                    f"*{total_dust_currencies} Other "
+                    f"{plural(total_dust_currencies, 'Currency', 'Currencies')}:*\n"
                     f"\t`Est. {result['stake']}: "
                     f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
 

From 7efa228d73e538165ffacce578a3d649725aab01 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 03:08:29 +0700
Subject: [PATCH 150/834] add dust balance

---
 freqtrade/rpc/telegram.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 389ef84a4..0bacf0504 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -623,7 +623,8 @@ class Telegram(RPCHandler):
             if total_dust_balance > 0:
                 output += (
                     f"*{total_dust_currencies} Other "
-                    f"{plural(total_dust_currencies, 'Currency', 'Currencies')}:*\n"
+                    f"{plural(total_dust_currencies, 'Currency', 'Currencies')} "
+                    f"(< {balance_dust_level} {result['stake']}):*\n"
                     f"\t`Est. {result['stake']}: "
                     f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
 

From a4096318e0f0548190bec67686a10a73de9d08e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 10:15:19 +0200
Subject: [PATCH 151/834] Provide full backtest-statistics to Hyperopt loss
 functions

closes #5223
---
 docs/advanced-hyperopt.md                     | 4 +++-
 freqtrade/optimize/hyperopt.py                | 3 ++-
 freqtrade/optimize/hyperopt_loss_interface.py | 3 ++-
 3 files changed, 7 insertions(+), 3 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 35fd3de4a..5e71df67c 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -32,6 +32,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
                                config: Dict, processed: Dict[str, DataFrame],
+                               backtest_stats: Dict[str, Any],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results
@@ -53,7 +54,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
 
 Currently, the arguments are:
 
-* `results`: DataFrame containing the result  
+* `results`: DataFrame containing the resulting trades.
     The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):  
     `pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, sell_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs`
 * `trade_count`: Amount of trades (identical to `len(results)`)
@@ -61,6 +62,7 @@ Currently, the arguments are:
 * `min_date`: End date of the timerange used
 * `config`: Config object used (Note: Not all strategy-related parameters will be updated here if they are part of a hyperopt space).
 * `processed`: Dict of Dataframes with the pair as keys containing the data used for backtesting.
+* `backtest_stats`: Backtesting statistics using the same format as the backtesting file "strategy" substructure. Available fields can be seen in `generate_strategy_stats()` in `optimize_reports.py`.
 
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index c2b2b93cb..a74f0ae3b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -324,7 +324,8 @@ class Hyperopt:
             loss = self.calculate_loss(results=backtesting_results['results'],
                                        trade_count=trade_count,
                                        min_date=min_date, max_date=max_date,
-                                       config=self.config, processed=processed)
+                                       config=self.config, processed=processed,
+                                       backtest_stats=strat_stats)
         return {
             'loss': loss,
             'params_dict': params_dict,
diff --git a/freqtrade/optimize/hyperopt_loss_interface.py b/freqtrade/optimize/hyperopt_loss_interface.py
index b5aa588b2..ac8239b75 100644
--- a/freqtrade/optimize/hyperopt_loss_interface.py
+++ b/freqtrade/optimize/hyperopt_loss_interface.py
@@ -5,7 +5,7 @@ This module defines the interface for the loss-function for hyperopt
 
 from abc import ABC, abstractmethod
 from datetime import datetime
-from typing import Dict
+from typing import Any, Dict
 
 from pandas import DataFrame
 
@@ -22,6 +22,7 @@ class IHyperOptLoss(ABC):
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
                                config: Dict, processed: Dict[str, DataFrame],
+                               backtest_stats: Dict[str, Any],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results

From 77293b1f1e3ad86e2afdbdf4fcb3797fd1a7ef79 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 10:50:10 +0200
Subject: [PATCH 152/834] Remove Zero duration Trades

after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
---
 docs/backtesting.md                    |  3 ---
 freqtrade/optimize/optimize_reports.py | 12 ------------
 2 files changed, 15 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 4899b1dad..89980c670 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -302,7 +302,6 @@ A backtesting result will look like that:
 | Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
-| Zero Duration Trades  | 4.6% (20)           |
 | Rejected Buy signals  | 3089                |
 |                       |                     |
 | Min balance           | 0.00945123 BTC      |
@@ -390,7 +389,6 @@ It contains some useful key metrics about performance of your strategy on backte
 | Days win/draw/lose    | 12 / 82 / 25        |
 | Avg. Duration Winners | 4:23:00             |
 | Avg. Duration Loser   | 6:55:00             |
-| Zero Duration Trades  | 4.6% (20)           |
 | Rejected Buy signals  | 3089                |
 |                       |                     |
 | Min balance           | 0.00945123 BTC      |
@@ -420,7 +418,6 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
 - `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
-- `Zero Duration Trades`: A number of trades that completed within same candle as they opened and had `trailing_stop_loss` sell reason. A significant amount of such trades may indicate that strategy is exploiting trailing stoploss behavior in backtesting and produces unrealistic results.
 - `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached.
 - `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
 - `Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 79208c5e9..2a794859d 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -229,8 +229,6 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     winning_trades = results.loc[results['profit_ratio'] > 0]
     draw_trades = results.loc[results['profit_ratio'] == 0]
     losing_trades = results.loc[results['profit_ratio'] < 0]
-    zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
-                                           (results['sell_reason'] == 'trailing_stop_loss')])
 
     holding_avg = (timedelta(minutes=round(results['trade_duration'].mean()))
                    if not results.empty else timedelta())
@@ -249,7 +247,6 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
         'winner_holding_avg_s': winner_holding_avg.total_seconds(),
         'loser_holding_avg': loser_holding_avg,
         'loser_holding_avg_s': loser_holding_avg.total_seconds(),
-        'zero_duration_trades': zero_duration_trades,
     }
 
 
@@ -542,14 +539,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
         # Newly added fields should be ignored if they are missing in strat_results. hyperopt-show
         # command stores these results and newer version of freqtrade must be able to handle old
         # results with missing new fields.
-        zero_duration_trades = '--'
-
-        if 'zero_duration_trades' in strat_results:
-            zero_duration_trades_per = \
-                100.0 / strat_results['total_trades'] * strat_results['zero_duration_trades']
-            zero_duration_trades = f'{zero_duration_trades_per:.2f}% ' \
-                                   f'({strat_results["zero_duration_trades"]})'
-
         metrics = [
             ('Backtesting from', strat_results['backtest_start']),
             ('Backtesting to', strat_results['backtest_end']),
@@ -585,7 +574,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                 f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
-            ('Zero Duration Trades', zero_duration_trades),
             ('Rejected Buy signals', strat_results.get('rejected_signals', 'N/A')),
             ('', ''),  # Empty line to improve readability
 

From 348dbeff3f99e848666e7b5242ea02e205c73a64 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sun, 4 Jul 2021 11:16:33 +0200
Subject: [PATCH 153/834] added meaningful logging of used lookback range

---
 freqtrade/plugins/pairlist/VolumePairList.py | 23 +++++++++++++++-----
 1 file changed, 17 insertions(+), 6 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 4e9102243..5820bc667 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -12,6 +12,7 @@ from cachetools.ttl import TTLCache
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.plugins.pairlist.IPairList import IPairList
+from freqtrade.misc import format_ms_time
 
 logger = logging.getLogger(__name__)
 
@@ -41,6 +42,12 @@ class VolumePairList(IPairList):
         self._lookback_timeframe = self._pairlistconfig.get('lookback_timeframe', '1d')
         self._lookback_period = self._pairlistconfig.get('lookback_period', 0)
 
+        if (self._lookback_days > 0) & (self._lookback_period > 0):
+            raise OperationalException(
+                f'Ambigous configuration: lookback_days and lookback_period both set in pairlist config. '
+                f'Please set lookback_days only or lookback_period and lookback_timeframe and restart the bot.'
+            )
+
         # overwrite lookback timeframe and days when lookback_days is set
         if self._lookback_days > 0:
             self._lookback_timeframe = '1d'
@@ -49,7 +56,8 @@ class VolumePairList(IPairList):
         # get timeframe in minutes and seconds 
         self._tf_in_min = timeframe_to_minutes(self._lookback_timeframe)
         self._tf_in_sec = self._tf_in_min * 60
-
+        
+        # wether to use range lookback or not
         self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
 
         if self._use_range & (self._refresh_period < self._tf_in_sec):
@@ -138,7 +146,13 @@ class VolumePairList(IPairList):
                         .shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min)
                         .float_timestamp) * 1000
 
-            self.log_once(f"Using volume range of {self._lookback_period} {self._lookback_timeframe} candles from {since_ms}", logger.info)
+            to_ms = int(arrow.utcnow()
+                        .floor('minute')
+                        .shift(minutes=-self._tf_in_min)
+                        .float_timestamp) * 1000
+
+            # todo: utc date output for starting date
+            self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: {self._lookback_timeframe}, starting from {format_ms_time(since_ms)} till {format_ms_time(to_ms)}", logger.info)
             needed_pairs = [(p, self._lookback_timeframe) for p in [s['symbol'] for s in filtered_tickers] if p not in self._pair_cache]
 
             # Get all candles
@@ -148,18 +162,15 @@ class VolumePairList(IPairList):
 
             for i,p in enumerate(filtered_tickers):
                 pair_candles = candles[(p['symbol'], self._lookback_timeframe)] if (p['symbol'], self._lookback_timeframe) in candles else None
-                # print(p['symbol'], " 24h quote volume     = ",filtered_tickers[i]['quoteVolume'])
                 # in case of candle data calculate typical price and quoteVolume for candle
                 if not pair_candles.empty:
                     pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low'] + pair_candles['close']) / 3
                     pair_candles['quoteVolume'] = pair_candles['volume'] * pair_candles['typical_price']
-                    # replace quoteVolume with range sum
+                    # replace quoteVolume with range quoteVolume sum calculated above
                     filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
                 else:
                     filtered_tickers[i]['quoteVolume'] = 0
 
-                # print(p['symbol'], " range quote volume   = ",filtered_tickers[i]['quoteVolume'])
-
         if self._min_value > 0:
             filtered_tickers = [
                     v for v in filtered_tickers if v[self._sort_key] > self._min_value]

From 9919061c7899e7e7e5d9c4a0ef59d78152a6a9ec Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sun, 4 Jul 2021 11:40:45 +0200
Subject: [PATCH 154/834] PEP8 compliance

---
 freqtrade/plugins/pairlist/VolumePairList.py | 62 +++++++++++++-------
 1 file changed, 40 insertions(+), 22 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 5820bc667..40e6afa07 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,15 +4,16 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
-import arrow
 from typing import Any, Dict, List
 
+import arrow
 from cachetools.ttl import TTLCache
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
-from freqtrade.plugins.pairlist.IPairList import IPairList
 from freqtrade.misc import format_ms_time
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
 
 logger = logging.getLogger(__name__)
 
@@ -44,8 +45,9 @@ class VolumePairList(IPairList):
 
         if (self._lookback_days > 0) & (self._lookback_period > 0):
             raise OperationalException(
-                f'Ambigous configuration: lookback_days and lookback_period both set in pairlist config. '
-                f'Please set lookback_days only or lookback_period and lookback_timeframe and restart the bot.'
+                'Ambigous configuration: lookback_days and lookback_period both set in pairlist '
+                'config. Please set lookback_days only or lookback_period and lookback_timeframe '
+                'and restart the bot.'
             )
 
         # overwrite lookback timeframe and days when lookback_days is set
@@ -53,17 +55,18 @@ class VolumePairList(IPairList):
             self._lookback_timeframe = '1d'
             self._lookback_period = self._lookback_days
 
-        # get timeframe in minutes and seconds 
+        # get timeframe in minutes and seconds
         self._tf_in_min = timeframe_to_minutes(self._lookback_timeframe)
         self._tf_in_sec = self._tf_in_min * 60
-        
+
         # wether to use range lookback or not
         self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
 
         if self._use_range & (self._refresh_period < self._tf_in_sec):
             raise OperationalException(
-                f'Refresh period of {self._refresh_period} seconds is smaller than one timeframe of {self._lookback_timeframe}. '
-                f'Please adjust refresh_period to at least {self._tf_in_sec} and restart the bot.'
+                f'Refresh period of {self._refresh_period} seconds is smaller than one '
+                f'timeframe of {self._lookback_timeframe}. Please adjust refresh_period '
+                f'to at least {self._tf_in_sec} and restart the bot.'
             )
 
         if not self._exchange.exchange_has('fetchTickers'):
@@ -76,7 +79,6 @@ class VolumePairList(IPairList):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
 
-
         if self._lookback_period < 0:
             raise OperationalException("VolumeFilter requires lookback_period to be >= 0")
         if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe):
@@ -136,15 +138,16 @@ class VolumePairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        # Use the incoming pairlist.      
+        # Use the incoming pairlist.
         filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
         # get lookback period in ms, for exchange ohlcv fetch
-        if self._use_range == True:
+        if self._use_range:
             since_ms = int(arrow.utcnow()
-                        .floor('minute')
-                        .shift(minutes=-(self._lookback_period * self._tf_in_min) - self._tf_in_min)
-                        .float_timestamp) * 1000
+                           .floor('minute')
+                           .shift(minutes=-(self._lookback_period * self._tf_in_min)
+                                  - self._tf_in_min)
+                           .float_timestamp) * 1000
 
             to_ms = int(arrow.utcnow()
                         .floor('minute')
@@ -152,20 +155,35 @@ class VolumePairList(IPairList):
                         .float_timestamp) * 1000
 
             # todo: utc date output for starting date
-            self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: {self._lookback_timeframe}, starting from {format_ms_time(since_ms)} till {format_ms_time(to_ms)}", logger.info)
-            needed_pairs = [(p, self._lookback_timeframe) for p in [s['symbol'] for s in filtered_tickers] if p not in self._pair_cache]
+            self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: "
+                          f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} "
+                          f"till {format_ms_time(to_ms)}", logger.info)
+            needed_pairs = [
+                (p, self._lookback_timeframe) for p in
+                [
+                    s['symbol'] for s in filtered_tickers
+                ] if p not in self._pair_cache
+            ]
 
             # Get all candles
             candles = {}
             if needed_pairs:
-                candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
+                candles = self._exchange.refresh_latest_ohlcv(
+                    needed_pairs, since_ms=since_ms, cache=False
+                )
 
-            for i,p in enumerate(filtered_tickers):
-                pair_candles = candles[(p['symbol'], self._lookback_timeframe)] if (p['symbol'], self._lookback_timeframe) in candles else None
+            for i, p in enumerate(filtered_tickers):
+                pair_candles = candles[
+                    (p['symbol'], self._lookback_timeframe)
+                ] if (p['symbol'], self._lookback_timeframe) in candles else None
                 # in case of candle data calculate typical price and quoteVolume for candle
                 if not pair_candles.empty:
-                    pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low'] + pair_candles['close']) / 3
-                    pair_candles['quoteVolume'] = pair_candles['volume'] * pair_candles['typical_price']
+                    pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']
+                                                     + pair_candles['close']) / 3
+                    pair_candles['quoteVolume'] = (
+                        pair_candles['volume'] * pair_candles['typical_price']
+                    )
+
                     # replace quoteVolume with range quoteVolume sum calculated above
                     filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
                 else:
@@ -179,7 +197,7 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self.verify_blacklist(pairs, logger.info)       
+        pairs = self.verify_blacklist(pairs, logger.info)
         # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 

From 791dfd9ba34e7e58cddf9f679f0944fff0fe08ae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 14:02:11 +0200
Subject: [PATCH 155/834] Fix some doc typos

---
 docs/strategy-advanced.md | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 3436604a9..b06cf3ecb 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -55,7 +55,7 @@ class AwesomeStrategy(IStrategy):
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
 
         # Obtain last available candle. Do not use current_time to look up latest candle, because 
-        # current_time points to curret incomplete candle whose data is not available.
+        # current_time points to current incomplete candle whose data is not available.
         last_candle = dataframe.iloc[-1].squeeze()
         # <...>
 
@@ -83,7 +83,7 @@ It is possible to define custom sell signals, indicating that specified position
 
 For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
 
-Using custom_sell() signals in place of stoplosses though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
+Using custom_sell() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
 
 !!! Note
     Returning a `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
@@ -243,7 +243,7 @@ class AwesomeStrategy(IStrategy):
                         current_rate: float, current_profit: float, **kwargs) -> float:
 
         if current_profit < 0.04:
-            return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
+            return -1 # return a value bigger than the initial stoploss to keep using the initial stoploss
 
         # After reaching the desired offset, allow the stoploss to trail by half the profit
         desired_stoploss = current_profit / 2

From 4aa2ae37bd6eb8910153fa8ae6043d93340187b8 Mon Sep 17 00:00:00 2001
From: octaviusgus <86911628+octaviusgus@users.noreply.github.com>
Date: Sun, 4 Jul 2021 14:38:17 +0200
Subject: [PATCH 156/834] add daily_profit_list

added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
---
 freqtrade/optimize/optimize_reports.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 2a794859d..89cf70437 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -261,6 +261,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
             'winning_days': 0,
             'draw_days': 0,
             'losing_days': 0,
+            'daily_profit_list': [],
         }
     daily_profit_rel = results.resample('1d', on='close_date')['profit_ratio'].sum()
     daily_profit = results.resample('1d', on='close_date')['profit_abs'].sum().round(10)
@@ -271,6 +272,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     winning_days = sum(daily_profit > 0)
     draw_days = sum(daily_profit == 0)
     losing_days = sum(daily_profit < 0)
+    daily_profit_list = daily_profit.tolist()
 
     return {
         'backtest_best_day': best_rel,
@@ -280,6 +282,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
         'winning_days': winning_days,
         'draw_days': draw_days,
         'losing_days': losing_days,
+        'daily_profit': daily_profit_list,
     }
 
 

From 558bcc79592a459f45e1f8d4a44d526202d259e1 Mon Sep 17 00:00:00 2001
From: octaviusgus <lmlukamilosevic@gmail.com>
Date: Sun, 4 Jul 2021 15:56:55 +0200
Subject: [PATCH 157/834] Jupyter notebook snippet: Plotting daily profit /
 equity line

---
 .../templates/strategy_analysis_example.ipynb | 43 ++++++++++++++++++-
 1 file changed, 42 insertions(+), 1 deletion(-)

diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 0bc593e2d..9af24ae2d 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -188,6 +188,47 @@
     "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Plotting daily profit / equity line"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n",
+    "\n",
+    "from freqtrade.configuration import Configuration\n",
+    "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
+    "import plotly.express as px\n",
+    "import pandas as pd\n",
+    "\n",
+    "# strategy = 'SampleStrategy'\n",
+    "# config = Configuration.from_files([\"user_data/config.json\"])\n",
+    "# backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n",
+    "\n",
+    "stats = load_backtest_stats(backtest_dir)\n",
+    "strategy_stats = stats['strategy'][strategy]\n",
+    "\n",
+    "equity = 0\n",
+    "equity_daily = []\n",
+    "for dp in strategy_stats['daily_profit']:\n",
+    "    equity_daily.append(equity)\n",
+    "    equity += float(dp)\n",
+    "\n",
+    "dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
+    "\n",
+    "df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})\n",
+    "\n",
+    "fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
+    "fig.show()\n"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -329,7 +370,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.4"
+   "version": "3.8.5"
   },
   "mimetype": "text/x-python",
   "name": "python",

From 9e548657e03d279a143ad304233031d3393faff9 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 21:08:46 +0700
Subject: [PATCH 158/834] fix testcase

---
 tests/rpc/test_rpc_telegram.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 241805736..4784f1172 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -515,8 +515,6 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
     patch_get_signal(freqtradebot, (True, False))
 
     telegram._balance(update=update, context=MagicMock())
-    print('msg_mock.call_args_list')
-    print(msg_mock.call_args_list)
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1
     assert '*BTC:*' in result
@@ -528,7 +526,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
     assert 'Balance:' in result
     assert 'Est. BTC:' in result
     assert 'BTC: 12.00000000' in result
-    assert "*3 Other Currencies:*" in result
+    assert "*3 Other Currencies (< 0.0001 BTC):*" in result
     assert 'BTC: 0.00000309' in result
 
 

From 2d5ced780116088aca71216c29683021754b22dd Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 21:59:59 +0700
Subject: [PATCH 159/834] fix testcase

---
 config_full.json.example                | 2 +-
 docs/includes/pairlists.md              | 4 ++--
 freqtrade/plugins/pairlist/AgeFilter.py | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/config_full.json.example b/config_full.json.example
index 6df4a8253..d404391a4 100644
--- a/config_full.json.example
+++ b/config_full.json.example
@@ -67,7 +67,7 @@
             "sort_key": "quoteVolume",
             "refresh_period": 1800
         },
-        {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
+        {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
         {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index b07bde62f..908eaa459 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -81,7 +81,7 @@ Filtering instances (not the first position in the list) will not apply any cach
 
 #### AgeFilter
 
-Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
+Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).
 
 When pairs are first listed on an exchange they can suffer huge price drops and volatility
 in the first few days while the pair goes through its price-discovery period. Bots can often
@@ -212,7 +212,7 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "number_assets": 20,
         "sort_key": "quoteVolume"
     },
-    {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": 7300},
+    {"method": "AgeFilter", "min_days_listed": 10},
     {"method": "PrecisionFilter"},
     {"method": "PriceFilter", "low_price_ratio": 0.01},
     {"method": "SpreadFilter", "max_spread_ratio": 0.005},
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 63a9ecfeb..ef3953776 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -37,7 +37,7 @@ class AgeFilter(IPairList):
                                        f"({exchange.ohlcv_candle_limit('1d')})")
         if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
             raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
-        if self._max_days_listed > exchange.ohlcv_candle_limit('1d'):
+        if self._max_days_listed and self._max_days_listed > exchange.ohlcv_candle_limit('1d'):
             raise OperationalException("AgeFilter requires max_days_listed to not exceed "
                                        "exchange max request size "
                                        f"({exchange.ohlcv_candle_limit('1d')})")

From c3cf71bba8465675aab47c14233664ce89d58ebe Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Sun, 4 Jul 2021 22:04:39 +0700
Subject: [PATCH 160/834] sort import

---
 freqtrade/rpc/telegram.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0bacf0504..171a53ca1 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -11,6 +11,7 @@ from html import escape
 from itertools import chain
 from math import isnan
 from typing import Any, Callable, Dict, List, Optional, Union
+
 import arrow
 from tabulate import tabulate
 from telegram import (CallbackQuery, InlineKeyboardButton, InlineKeyboardMarkup, KeyboardButton,
@@ -23,7 +24,7 @@ from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN
 from freqtrade.enums import RPCMessageType
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import chunks, round_coin_value, plural
+from freqtrade.misc import chunks, plural, round_coin_value
 from freqtrade.rpc import RPC, RPCException, RPCHandler
 
 

From c5489d530a8f62d9666866b1501fa66e581ba175 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 19:50:44 +0200
Subject: [PATCH 161/834] Reexport File to docs to have this available as
 documentation too

---
 docs/strategy_analysis_example.md             | 33 +++++++++++++++++++
 .../templates/strategy_analysis_example.ipynb |  4 +--
 2 files changed, 35 insertions(+), 2 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 4c938500c..27c620c3d 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -130,6 +130,39 @@ trades = load_backtest_data(backtest_dir)
 trades.groupby("pair")["sell_reason"].value_counts()
 ```
 
+## Plotting daily profit / equity line
+
+
+```python
+# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
+
+from freqtrade.configuration import Configuration
+from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
+import plotly.express as px
+import pandas as pd
+
+# strategy = 'SampleStrategy'
+# config = Configuration.from_files(["user_data/config.json"])
+# backtest_dir = config["user_data_dir"] / "backtest_results"
+
+stats = load_backtest_stats(backtest_dir)
+strategy_stats = stats['strategy'][strategy]
+
+equity = 0
+equity_daily = []
+for dp in strategy_stats['daily_profit']:
+    equity_daily.append(equity)
+    equity += float(dp)
+
+dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
+
+df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
+
+fig = px.line(df, x="dates", y="equity_daily")
+fig.show()
+
+```
+
 ### Load live trading results into a pandas dataframe
 
 In case you did already some trading and want to analyze your performance
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 9af24ae2d..f3b0d8d03 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -197,7 +197,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -223,7 +223,7 @@
     "\n",
     "dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
     "\n",
-    "df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})\n",
+    "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
     "\n",
     "fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
     "fig.show()\n"

From 85c7b557503d1c25330101266ab898642ca41272 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sun, 4 Jul 2021 20:46:24 +0200
Subject: [PATCH 162/834] improvements: - `float_timestamp` switched to
 `int_timestamp` - added documentation to pairlists.md

---
 docs/includes/pairlists.md                   | 31 +++++++++++++++++++-
 freqtrade/plugins/pairlist/VolumePairList.py |  4 +--
 2 files changed, 32 insertions(+), 3 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index f19c5a181..3f8baab29 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -63,7 +63,7 @@ The `refresh_period` setting allows to define the period (in seconds), at which
 The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists.
 Filtering instances (not the first position in the list) will not apply any cache and will always use up-to-date data.
 
-`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
+`VolumePairList` is per default based on the ticker data from exchange, as reported by the ccxt library:
 
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
@@ -76,6 +76,35 @@ Filtering instances (not the first position in the list) will not apply any cach
 }],
 ```
 
+`VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3), and multiplies it with every candle data's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
+
+For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
+
+```json
+"pairlists": [{
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "refresh_period": 86400,
+        "lookback_days": 7
+}],
+```
+!!! Warning "Range look back and refresh period"
+    When used in conjuction with `lookback_days` and `lookback_timeframe` the `refresh_period` can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.
+
+More sophisticated approach can be used, by using `lookback_timeframe` for candle size and `lookback_period` which specifies the amount of candles. This example will build the volume pairs based on a rolling period of 3 days of 1h candles:
+
+```json
+"pairlists": [{
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "refresh_period": 3600,
+        "lookback_timeframe": "1h",
+        "lookback_timeframe": 72
+}],
+```
+
 !!! Note
     `VolumePairList` does not support backtesting mode.
 
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 40e6afa07..352d028ac 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -147,12 +147,12 @@ class VolumePairList(IPairList):
                            .floor('minute')
                            .shift(minutes=-(self._lookback_period * self._tf_in_min)
                                   - self._tf_in_min)
-                           .float_timestamp) * 1000
+                           .int_timestamp) * 1000
 
             to_ms = int(arrow.utcnow()
                         .floor('minute')
                         .shift(minutes=-self._tf_in_min)
-                        .float_timestamp) * 1000
+                        .int_timestamp) * 1000
 
             # todo: utc date output for starting date
             self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: "

From 7ac55e5415f94d7db285c20d093a902b039d05de Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Sun, 4 Jul 2021 21:08:42 +0200
Subject: [PATCH 163/834] AgeFilter, RangeStabilityFilter, VolatilityFilter
 changed `float_timestamp` to `int_timestamp`

---
 freqtrade/plugins/pairlist/AgeFilter.py            | 4 ++--
 freqtrade/plugins/pairlist/VolatilityFilter.py     | 2 +-
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 2 +-
 3 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 8f623b062..09d8588c1 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -64,7 +64,7 @@ class AgeFilter(IPairList):
         since_ms = int(arrow.utcnow()
                        .floor('day')
                        .shift(days=-self._min_days_listed - 1)
-                       .float_timestamp) * 1000
+                       .int_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
             for p in deepcopy(pairlist):
@@ -89,7 +89,7 @@ class AgeFilter(IPairList):
             if len(daily_candles) >= self._min_days_listed:
                 # We have fetched at least the minimum required number of daily candles
                 # Add to cache, store the time we last checked this symbol
-                self._symbolsChecked[pair] = int(arrow.utcnow().float_timestamp) * 1000
+                self._symbolsChecked[pair] = int(arrow.utcnow().int_timestamp) * 1000
                 return True
             else:
                 self.log_once(f"Removed {pair} from whitelist, because age "
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index 5ae8e3e9f..a50bf55b9 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -72,7 +72,7 @@ class VolatilityFilter(IPairList):
         since_ms = int(arrow.utcnow()
                        .floor('day')
                        .shift(days=-self._days - 1)
-                       .float_timestamp) * 1000
+                       .int_timestamp) * 1000
         # Get all candles
         candles = {}
         if needed_pairs:
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 8be61166b..6f013c750 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -65,7 +65,7 @@ class RangeStabilityFilter(IPairList):
         since_ms = int(arrow.utcnow()
                        .floor('day')
                        .shift(days=-self._days - 1)
-                       .float_timestamp) * 1000
+                       .int_timestamp) * 1000
         # Get all candles
         candles = {}
         if needed_pairs:

From 0d787fde5890f1bcf42284246bd3694da72d85db Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 03:01:11 +0000
Subject: [PATCH 164/834] Bump plotly from 5.0.0 to 5.1.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.0.0 to 5.1.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.0.0...v5.1.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 0563e5df2..e03fd4d66 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.0.0
+plotly==5.1.0
 

From 2f97846bd87cd5ee3898549303c6282452795b30 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 03:01:18 +0000
Subject: [PATCH 165/834] Bump ccxt from 1.52.4 to 1.52.40

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.4 to 1.52.40.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.4...1.52.40)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a983e4797..d7f918486 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.0
 pandas==1.2.5
 
-ccxt==1.52.4
+ccxt==1.52.40
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 7ae5f47242d1fece46a2422bef8bc292385348da Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 03:01:24 +0000
Subject: [PATCH 166/834] Bump sqlalchemy from 1.4.19 to 1.4.20

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.19 to 1.4.20.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a983e4797..7d52cdc2e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.52.4
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.19
+SQLAlchemy==1.4.20
 python-telegram-bot==13.6
 arrow==1.1.1
 cachetools==4.2.2

From d1555a10957f32a9c08129ff30995de26fb3cab2 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 03:01:28 +0000
Subject: [PATCH 167/834] Bump fastapi from 0.65.2 to 0.66.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.65.2 to 0.66.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.2...0.66.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index a983e4797..3e9131ded 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.65.2
+fastapi==0.66.0
 uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From 0c8afea38271c2519be61179a09160ef6f1806fc Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 04:30:54 +0000
Subject: [PATCH 168/834] Bump pandas from 1.2.5 to 1.3.0

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.5 to 1.3.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.5...v1.3.0)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e1c784608..0003ec031 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.0
-pandas==1.2.5
+pandas==1.3.0
 
 ccxt==1.52.40
 # Pin cryptography for now due to rust build errors with piwheels

From ac7598ff1450ae94d7569341f045b3aa38e558d8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 5 Jul 2021 04:31:00 +0000
Subject: [PATCH 169/834] Bump python-telegram-bot from 13.6 to 13.7

Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.6 to 13.7.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.6...v13.7)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e1c784608..b289c13ea 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -6,7 +6,7 @@ ccxt==1.52.40
 cryptography==3.4.7
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.20
-python-telegram-bot==13.6
+python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2
 requests==2.25.1

From 5626ca5a06dcbc29cad9a925945351765188ace1 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Mon, 5 Jul 2021 10:39:22 +0200
Subject: [PATCH 170/834] removed unnecessary casting to int()

---
 freqtrade/plugins/pairlist/AgeFilter.py            | 8 ++++----
 freqtrade/plugins/pairlist/VolatilityFilter.py     | 8 ++++----
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 8 ++++----
 3 files changed, 12 insertions(+), 12 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 09d8588c1..744b1268d 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -61,10 +61,10 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             return pairlist
 
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._min_days_listed - 1)
-                       .int_timestamp) * 1000
+        since_ms = (arrow.utcnow()
+                         .floor('day')
+                         .shift(days=-self._min_days_listed - 1)
+                         .int_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
             for p in deepcopy(pairlist):
diff --git a/freqtrade/plugins/pairlist/VolatilityFilter.py b/freqtrade/plugins/pairlist/VolatilityFilter.py
index a50bf55b9..9383e5d06 100644
--- a/freqtrade/plugins/pairlist/VolatilityFilter.py
+++ b/freqtrade/plugins/pairlist/VolatilityFilter.py
@@ -69,10 +69,10 @@ class VolatilityFilter(IPairList):
         """
         needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
 
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._days - 1)
-                       .int_timestamp) * 1000
+        since_ms = (arrow.utcnow()
+                         .floor('day')
+                         .shift(days=-self._days - 1)
+                         .int_timestamp) * 1000
         # Get all candles
         candles = {}
         if needed_pairs:
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 6f013c750..a6d1820de 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -62,10 +62,10 @@ class RangeStabilityFilter(IPairList):
         """
         needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
 
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._days - 1)
-                       .int_timestamp) * 1000
+        since_ms = (arrow.utcnow()
+                         .floor('day')
+                         .shift(days=-self._days - 1)
+                         .int_timestamp) * 1000
         # Get all candles
         candles = {}
         if needed_pairs:

From 346d66748b65cf833696bc342d4c08582ad88e1a Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Mon, 5 Jul 2021 12:50:56 +0200
Subject: [PATCH 171/834] first version of OffsetFilter

---
 freqtrade/constants.py                     |  6 +--
 freqtrade/plugins/pairlist/OffsetFilter.py | 54 ++++++++++++++++++++++
 2 files changed, 57 insertions(+), 3 deletions(-)
 create mode 100644 freqtrade/plugins/pairlist/OffsetFilter.py

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f4c32387b..acd143708 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -26,9 +26,9 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                          'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
-                       'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter', 'VolatilityFilter']
+                       'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
+                       'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
+                       'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
diff --git a/freqtrade/plugins/pairlist/OffsetFilter.py b/freqtrade/plugins/pairlist/OffsetFilter.py
new file mode 100644
index 000000000..4579204d9
--- /dev/null
+++ b/freqtrade/plugins/pairlist/OffsetFilter.py
@@ -0,0 +1,54 @@
+"""
+Offset pair list filter
+"""
+import logging
+from typing import Any, Dict, List
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class OffsetFilter(IPairList):
+
+    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)
+
+        self._offset = pairlistconfig.get('offset', 0)
+
+        if self._offset < 0:
+            raise OperationalException("OffsetFilter requires offset to be >= 0")
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty Dict is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return f"{self.name} - Offseting pairs by {self._offset}."
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Filters and sorts pairlist and returns the whitelist again.
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
+        """
+        if self._offset > len(pairlist):
+            self.log_once(f"Offset of {self._offset} is larger than " +
+                          f"pair count of {len(pairlist)}", logger.warn)
+        pairs = pairlist[self._offset:]
+        self.log_once(f"Searching {len(pairs)} pairs: {pairs}", logger.info)
+        return pairs

From 10998eb0faa8da854b777bdf2b4605caa03dfb7c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Jul 2021 19:51:14 +0200
Subject: [PATCH 172/834] Remove further usages of int(int_timestamp)

---
 freqtrade/data/history/history_utils.py | 6 +++---
 freqtrade/exchange/exchange.py          | 2 +-
 freqtrade/plugins/pairlist/AgeFilter.py | 2 +-
 3 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index eecb63d07..1459dfd78 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -194,8 +194,8 @@ def _download_pair_history(datadir: Path,
         new_data = exchange.get_historic_ohlcv(pair=pair,
                                                timeframe=timeframe,
                                                since_ms=since_ms if since_ms else
-                                               int(arrow.utcnow().shift(
-                                                   days=-new_pairs_days).float_timestamp) * 1000
+                                               arrow.utcnow().shift(
+                                                   days=-new_pairs_days).int_timestamp * 1000
                                                )
         # TODO: Maybe move parsing to exchange class (?)
         new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
@@ -272,7 +272,7 @@ def _download_trades_history(exchange: Exchange,
             if timerange.stoptype == 'date':
                 until = timerange.stopts * 1000
         else:
-            since = int(arrow.utcnow().shift(days=-new_pairs_days).float_timestamp) * 1000
+            since = arrow.utcnow().shift(days=-new_pairs_days).int_timestamp * 1000
 
         trades = data_handler.trades_load(pair)
 
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 235f03269..42e86db3e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -578,7 +578,7 @@ class Exchange:
             'side': side,
             'remaining': _amount,
             'datetime': arrow.utcnow().isoformat(),
-            'timestamp': int(arrow.utcnow().int_timestamp * 1000),
+            'timestamp': arrow.utcnow().int_timestamp * 1000,
             'status': "closed" if ordertype == "market" else "open",
             'fee': None,
             'info': {}
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 744b1268d..4c364bfce 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -89,7 +89,7 @@ class AgeFilter(IPairList):
             if len(daily_candles) >= self._min_days_listed:
                 # We have fetched at least the minimum required number of daily candles
                 # Add to cache, store the time we last checked this symbol
-                self._symbolsChecked[pair] = int(arrow.utcnow().int_timestamp) * 1000
+                self._symbolsChecked[pair] = arrow.utcnow().int_timestamp * 1000
                 return True
             else:
                 self.log_once(f"Removed {pair} from whitelist, because age "

From 1e87225e916283fc27f18efb8f1d605b84d0cecd Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Mon, 5 Jul 2021 20:59:27 +0200
Subject: [PATCH 173/834] added `test_VolumePairList_range` to test_pairlist.py

---
 freqtrade/plugins/pairlist/VolumePairList.py |  3 +-
 tests/plugins/test_pairlist.py               | 95 ++++++++++++++++++++
 2 files changed, 96 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 352d028ac..14b9d7024 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -171,13 +171,12 @@ class VolumePairList(IPairList):
                 candles = self._exchange.refresh_latest_ohlcv(
                     needed_pairs, since_ms=since_ms, cache=False
                 )
-
             for i, p in enumerate(filtered_tickers):
                 pair_candles = candles[
                     (p['symbol'], self._lookback_timeframe)
                 ] if (p['symbol'], self._lookback_timeframe) in candles else None
                 # in case of candle data calculate typical price and quoteVolume for candle
-                if not pair_candles.empty:
+                if pair_candles is not None and not pair_candles.empty:
                     pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']
                                                      + pair_candles['close']) / 3
                     pair_candles['quoteVolume'] = (
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..7812ee733 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -507,6 +507,101 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                 assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
 
 
+@pytest.mark.parametrize("pairlists,base_currency,volumefilter_result", [
+    # default refresh of 1800 to small for daily candle lookback
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_days": 1}],
+     "BTC", "default_refresh_too_short"),  # OperationalException expected
+    # ambigous configuration with lookback days and period
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_days": 1, "lookback_period": 1}],
+     "BTC", "lookback_days_and_period"),  # OperationalException expected
+    # negative lookback period
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1d", "lookback_period": -1}],
+     "BTC", "lookback_period_negative"),  # OperationalException expected
+    # lookback range exceedes exchange limit
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1m", "lookback_period": 2000, "refresh_period": 3600}],
+     "BTC", 'lookback_exceeds_exchange_request_size'),  # OperationalException expected
+    # expecing pairs as given
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
+     "BTC", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
+    # expecting pairs from default tickers, because 1h candles are not available
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
+])
+def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
+                              pairlists, base_currency, volumefilter_result, caplog) -> None:
+    whitelist_conf['pairlists'] = pairlists
+    whitelist_conf['stake_currency'] = base_currency
+
+    ohlcv_history_high_vola = ohlcv_history.copy()
+    ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
+
+    # create candles for high volume
+    ohlcv_history_high_volume = ohlcv_history.copy()
+    ohlcv_history_high_volume.loc[ohlcv_history_high_volume.index == 1, 'volume'] = 10
+
+    ohlcv_data = {
+        ('ETH/BTC', '1d'): ohlcv_history,
+        ('TKN/BTC', '1d'): ohlcv_history,
+        ('LTC/BTC', '1d'): ohlcv_history_high_volume,
+        ('XRP/BTC', '1d'): ohlcv_history_high_vola,
+        ('HOT/BTC', '1d'): ohlcv_history,
+    }
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+
+    if volumefilter_result == 'default_refresh_too_short':
+        with pytest.raises(OperationalException,
+                           match=r'Refresh period of [0-9]+ seconds is smaller than one timeframe '
+                                 r'of [0-9]+.*\. Please adjust refresh_period to at least [0-9]+ '
+                                 r'and restart the bot\.'):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+        return
+    elif volumefilter_result == 'lookback_days_and_period':
+        with pytest.raises(OperationalException,
+                           match=r'Ambigous configuration: lookback_days and lookback_period both '
+                                 r'set in pairlist config\..*'):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    elif volumefilter_result == 'lookback_period_negative':
+        with pytest.raises(OperationalException,
+                           match=r'VolumeFilter requires lookback_period to be >= 0'):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    elif volumefilter_result == 'lookback_exceeds_exchange_request_size':
+        with pytest.raises(OperationalException,
+                           match=r'VolumeFilter requires lookback_period to not exceed '
+                           r'exchange max request size \([0-9]+\)'):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    else:
+        freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+        mocker.patch.multiple(
+            'freqtrade.exchange.Exchange',
+            get_tickers=tickers,
+            markets=PropertyMock(return_value=shitcoinmarkets)
+        )
+
+        # remove ohlcv when looback_timeframe != 1d
+        # to enforce fallback to ticker data
+        if 'lookback_timeframe' in pairlists[0]:
+            if pairlists[0]['lookback_timeframe'] != '1d':
+                ohlcv_data = []
+
+        mocker.patch.multiple(
+            'freqtrade.exchange.Exchange',
+            refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
+        )
+
+        freqtrade.pairlists.refresh_pairlist()
+        whitelist = freqtrade.pairlists.whitelist
+
+        assert isinstance(whitelist, list)
+        assert whitelist == volumefilter_result
+
+
 def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:
     whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]
     del whitelist_conf['stoploss']

From dec523eef0c384630c325789dd8b6eae83ee2d38 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 07:20:05 +0200
Subject: [PATCH 174/834] Display verison of installed FreqUI

---
 freqtrade/rpc/api_server/web_ui.py | 11 +++++++++++
 tests/rpc/test_rpc_apiserver.py    |  9 +++++++++
 2 files changed, 20 insertions(+)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index a8c737e04..76c8ed8f2 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -18,6 +18,17 @@ async def fallback():
     return FileResponse(str(Path(__file__).parent / 'ui/fallback_file.html'))
 
 
+@router_ui.get('/ui_version', include_in_schema=False)
+async def ui_version():
+    from freqtrade.commands.deploy_commands import read_ui_version
+    uibase = Path(__file__).parent / 'ui/installed/'
+    version = read_ui_version(uibase)
+
+    return {
+        "version": version if version else "not_installed",
+    }
+
+
 @router_ui.get('/{rest_of_path:path}', include_in_schema=False)
 async def index_html(rest_of_path: str):
     """
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b8dd112c9..89da68da7 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -105,6 +105,15 @@ def test_api_ui_fallback(botclient):
     assert rc.status_code == 200
 
 
+def test_api_ui_version(botclient, mocker):
+    ftbot, client = botclient
+
+    mocker.patch('freqtrade.commands.deploy_commands.read_ui_version', return_value='0.1.2')
+    rc = client_get(client, "/ui_version")
+    assert rc.status_code == 200
+    assert rc.json()['version'] == '0.1.2'
+
+
 def test_api_auth():
     with pytest.raises(ValueError):
         create_token({'identity': {'u': 'Freqtrade'}}, 'secret1234', token_type="NotATokenType")

From 502c69dce3b2e9b8d95e87bc293948165b5e34fc Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 6 Jul 2021 19:36:42 +0700
Subject: [PATCH 175/834] change short desc

---
 freqtrade/plugins/pairlist/AgeFilter.py | 24 +++++++++++++++---------
 tests/plugins/test_pairlist.py          |  2 +-
 2 files changed, 16 insertions(+), 10 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index ef3953776..c482f6217 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -55,10 +55,13 @@ class AgeFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return (f"{self.name} - Filtering pairs with age less than "
-                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}"
-                " or more than "
-                f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}")
+        return (
+            f"{self.name} - Filtering pairs with age less than "
+            f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}"
+        ) + (
+            " or more than "
+            f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
+        ) if self._max_days_listed else ''
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -105,10 +108,13 @@ class AgeFilter(IPairList):
                 self._symbolsChecked[pair] = int(arrow.utcnow().float_timestamp) * 1000
                 return True
             else:
-                self.log_once(f"Removed {pair} from whitelist, because age "
-                              f"{len(daily_candles)} is less than {self._min_days_listed} "
-                              f"{plural(self._min_days_listed, 'day')} or more than "
-                              f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}",
-                              logger.info)
+                self.log_once((
+                    f"Removed {pair} from whitelist, because age "
+                    f"{len(daily_candles)} is less than {self._min_days_listed} "
+                    f"{plural(self._min_days_listed, 'day')}"
+                ) + (
+                    " or more than "
+                    f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
+                ) if self.max_days_listed else '', logger.info)
                 return False
         return False
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 03d8fc563..5724ca39c 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -487,7 +487,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
             if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
                     len(ohlcv_history) < pairlist['min_days_listed']:
                 assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
-                                  r'.* day.* or more than .* day', caplog)
+                                  r'.* day.*', caplog)
             if pairlist['method'] == 'AgeFilter' and pairlist['max_days_listed'] and \
                     len(ohlcv_history) > pairlist['max_days_listed']:
                 assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '

From ef137546fe1f1ed536f7daafcb1021d091a3f292 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 22 May 2020 19:57:17 +0200
Subject: [PATCH 176/834] Add webserver entrypoint

---
 freqtrade/commands/__init__.py       |  2 +-
 freqtrade/commands/arguments.py      | 11 ++++++++++-
 freqtrade/commands/trade_commands.py |  8 ++++++++
 3 files changed, 19 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 784b99bed..a13d0ba49 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -19,4 +19,4 @@ from freqtrade.commands.list_commands import (start_list_exchanges, start_list_h
 from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
-from freqtrade.commands.trade_commands import start_trading
+from freqtrade.commands.trade_commands import start_trading, start_webserver
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index ba37237f6..1efe450ff 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -16,6 +16,8 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
 
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", "fee"]
 
+ARGS_WEBSERVER: List[str] = []
+
 ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee", "pairs"]
 
@@ -176,7 +178,8 @@ class Arguments:
                                         start_list_markets, start_list_strategies,
                                         start_list_timeframes, start_new_config, start_new_hyperopt,
                                         start_new_strategy, start_plot_dataframe, start_plot_profit,
-                                        start_show_trades, start_test_pairlist, start_trading)
+                                        start_show_trades, start_test_pairlist, start_trading,
+                                        start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
@@ -384,3 +387,9 @@ class Arguments:
         )
         plot_profit_cmd.set_defaults(func=start_plot_profit)
         self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
+
+        # Add webserver subcommand
+        webserver_cmd = subparsers.add_parser('webserver', help='Webserver module.',
+                                              parents=[_common_parser, _strategy_parser])
+        webserver_cmd.set_defaults(func=start_webserver)
+        self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index 535844844..69ea5998f 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -27,3 +27,11 @@ def start_trading(args: Dict[str, Any]) -> int:
             logger.info("worker found ... calling exit")
             worker.exit()
     return 0
+
+
+def start_webserver(args: Dict[str, Any]) -> int:
+    """
+    Main entry point for webserver mode
+    """
+
+    print(args)

From 97e8ec91f0c469808ac0f7f9e9880f73ffed50a9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 23 May 2020 10:44:43 +0200
Subject: [PATCH 177/834] Save configuration file paths

---
 freqtrade/configuration/configuration.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 1d2e3f802..46e6f4e36 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -71,7 +71,7 @@ class Configuration:
 
             # Merge config options, overwriting old values
             config = deep_merge_dicts(load_config_file(path), config)
-
+        config['config_files'] = files
         # Normalize config
         if 'internals' not in config:
             config['internals'] = {}

From 800e314bfda53b6ccac6ca36f6a13fbb44d3d1f2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 31 Dec 2020 19:46:54 +0100
Subject: [PATCH 178/834] Store backtesting results in backtest instance

---
 freqtrade/optimize/backtesting.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7c6b7cbc3..f883c0cbf 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -57,6 +57,7 @@ class Backtesting:
 
         LoggingMixin.show_output = False
         self.config = config
+        self.results: Optional[Dict[str, Any]] = None
 
         # Reset keys for backtesting
         remove_credentials(self.config)
@@ -537,11 +538,12 @@ class Backtesting:
         for strat in self.strategylist:
             min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
         if len(self.strategylist) > 0:
-            stats = generate_backtest_stats(data, self.all_results,
-                                            min_date=min_date, max_date=max_date)
+
+            self.results = generate_backtest_stats(data, self.all_results,
+                                                   min_date=min_date, max_date=max_date)
 
             if self.config.get('export', 'none') == 'trades':
-                store_backtest_stats(self.config['exportfilename'], stats)
+                store_backtest_stats(self.config['exportfilename'], self.results)
 
             # Show backtest results
-            show_backtest_results(self.config, stats)
+            show_backtest_results(self.config, self.results)

From 02b84bd0188df372a1346a95e6c84b6cc2b4b2c1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 31 Dec 2020 20:02:27 +0100
Subject: [PATCH 179/834] Introduce webserver mode for fastapi

---
 freqtrade/commands/trade_commands.py  | 10 +++++---
 freqtrade/enums/runmode.py            |  1 +
 freqtrade/rpc/api_server/webserver.py | 35 ++++++++++++++++++++++++---
 freqtrade/rpc/rpc_manager.py          |  7 +++---
 4 files changed, 43 insertions(+), 10 deletions(-)

diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index 69ea5998f..ca1451778 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -1,7 +1,6 @@
 import logging
 from typing import Any, Dict
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -29,9 +28,14 @@ def start_trading(args: Dict[str, Any]) -> int:
     return 0
 
 
-def start_webserver(args: Dict[str, Any]) -> int:
+def start_webserver(args: Dict[str, Any]) -> None:
     """
     Main entry point for webserver mode
     """
+    from freqtrade.rpc.api_server import ApiServer
+    from freqtrade.configuration import Configuration
+    from freqtrade.enums import RunMode
 
-    print(args)
+    # Initialize configuration
+    config = Configuration(args, RunMode.WEBSERVER).get_config()
+    ApiServer(config, standalone=True)
diff --git a/freqtrade/enums/runmode.py b/freqtrade/enums/runmode.py
index 7826d1d0c..6545aaec7 100644
--- a/freqtrade/enums/runmode.py
+++ b/freqtrade/enums/runmode.py
@@ -14,6 +14,7 @@ class RunMode(Enum):
     UTIL_EXCHANGE = "util_exchange"
     UTIL_NO_EXCHANGE = "util_no_exchange"
     PLOT = "plot"
+    WEBSERVER = "webserver"
     OTHER = "other"
 
 
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index a43d4abe6..9cbd5512a 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -8,6 +8,7 @@ from fastapi import Depends, FastAPI
 from fastapi.middleware.cors import CORSMiddleware
 from starlette.responses import JSONResponse
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
 from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
 
@@ -28,16 +29,30 @@ class FTJSONResponse(JSONResponse):
 
 class ApiServer(RPCHandler):
 
+    __instance = None
+    __initialized = False
+
     _rpc: RPC
     _has_rpc: bool = False
     _config: Dict[str, Any] = {}
 
-    def __init__(self, rpc: RPC, config: Dict[str, Any]) -> None:
-        super().__init__(rpc, config)
+    def __new__(cls, *args, **kwargs):
+        """
+        This class is a singleton.
+        We'll only have one instance of it around.
+        """
+        if ApiServer.__instance is None:
+            ApiServer.__instance = object.__new__(cls)
+            ApiServer.__initialized = False
+        return ApiServer.__instance
+
+    def __init__(self, config: Dict[str, Any], standalone: bool = False) -> None:
+        if self.__initialized and (standalone or self._standalone):
+            return
+        self._standalone: bool = standalone
+        self._config = config
         self._server = None
 
-        ApiServer._rpc = rpc
-        ApiServer._has_rpc = True
         ApiServer._config = config
         api_config = self._config['api_server']
 
@@ -50,6 +65,18 @@ class ApiServer(RPCHandler):
 
         self.start_api()
 
+    def add_rpc_handler(self, rpc: RPC):
+        """
+        Attach rpc handler
+        """
+        if not self._rpc:
+            self._rpc = rpc
+            ApiServer._rpc = rpc
+            ApiServer._has_rpc = True
+        else:
+            # This should not happen assuming we didn't mess up.
+            raise OperationalException('RPC Handler already attached.')
+
     def cleanup(self) -> None:
         """ Cleanup pending module resources """
         if self._server:
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 18ed68041..8814f70a0 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -36,15 +36,16 @@ class RPCManager:
         if config.get('api_server', {}).get('enabled', False):
             logger.info('Enabling rpc.api_server')
             from freqtrade.rpc.api_server import ApiServer
-
-            self.registered_modules.append(ApiServer(self._rpc, config))
+            apiserver = ApiServer(config)
+            apiserver.add_rpc_handler(self._rpc)
+            self.registered_modules.append(apiserver)
 
     def cleanup(self) -> None:
         """ Stops all enabled rpc modules """
         logger.info('Cleaning up rpc modules ...')
         while self.registered_modules:
             mod = self.registered_modules.pop()
-            logger.debug('Cleaning up rpc.%s ...', mod.name)
+            logger.info('Cleaning up rpc.%s ...', mod.name)
             mod.cleanup()
             del mod
 

From df55259737608a304c2fddf545bed5a8d45434f2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Jan 2021 14:18:15 +0100
Subject: [PATCH 180/834] Add start_trading endpoint

---
 freqtrade/rpc/api_server/api_v1.py    | 1 +
 freqtrade/rpc/api_server/webserver.py | 7 ++++---
 2 files changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 965664028..dd1df6353 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -256,3 +256,4 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
         'pair_interval': pair_interval,
     }
     return result
+
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 9cbd5512a..f53c8b0c6 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -34,6 +34,7 @@ class ApiServer(RPCHandler):
 
     _rpc: RPC
     _has_rpc: bool = False
+    _bgtask_running: bool = False
     _config: Dict[str, Any] = {}
 
     def __new__(cls, *args, **kwargs):
@@ -47,13 +48,13 @@ class ApiServer(RPCHandler):
         return ApiServer.__instance
 
     def __init__(self, config: Dict[str, Any], standalone: bool = False) -> None:
+        ApiServer._config = config
         if self.__initialized and (standalone or self._standalone):
             return
         self._standalone: bool = standalone
-        self._config = config
         self._server = None
+        ApiServer.__initialized = True
 
-        ApiServer._config = config
         api_config = self._config['api_server']
 
         self.app = FastAPI(title="Freqtrade API",
@@ -69,7 +70,7 @@ class ApiServer(RPCHandler):
         """
         Attach rpc handler
         """
-        if not self._rpc:
+        if not self._has_rpc:
             self._rpc = rpc
             ApiServer._rpc = rpc
             ApiServer._has_rpc = True

From 5c18c8726d18006c770cbd035d574a06b1ad6521 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Jan 2021 15:13:32 +0100
Subject: [PATCH 181/834] Implement backtesting with fastapi

---
 freqtrade/rpc/api_server/api_schemas.py |  16 ++++
 freqtrade/rpc/api_server/api_v1.py      | 104 ++++++++++++++++++++++--
 freqtrade/rpc/api_server/webserver.py   |   2 +
 3 files changed, 113 insertions(+), 9 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index a0f1c05a6..eccfd8157 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -313,3 +313,19 @@ class PairHistory(BaseModel):
         json_encoders = {
             datetime: lambda v: v.strftime(DATETIME_PRINT_FORMAT),
         }
+
+
+class BacktestRequest(BaseModel):
+    strategy: str
+    timeframe: Optional[str]
+    timerange: Optional[str]
+    max_open_trades: Optional[int]
+    stake_amount: Optional[int]
+
+
+class BacktestResponse(BaseModel):
+    status: str
+    running: bool
+    status_msg: str
+    # TODO: Properly type backtestresult...
+    backtest_result: Optional[Dict[str, Any]]
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index dd1df6353..9166a1cee 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -1,8 +1,10 @@
+import asyncio
+import logging
 from copy import deepcopy
 from pathlib import Path
 from typing import List, Optional
 
-from fastapi import APIRouter, Depends
+from fastapi import APIRouter, BackgroundTasks, Depends
 from fastapi.exceptions import HTTPException
 
 from freqtrade import __version__
@@ -10,18 +12,21 @@ from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.data.history import get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.rpc import RPC
-from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
-                                                  BlacklistResponse, Count, Daily,
-                                                  DeleteLockRequest, DeleteTrade, ForceBuyPayload,
-                                                  ForceBuyResponse, ForceSellPayload, Locks, Logs,
-                                                  OpenTradeSchema, PairHistory, PerformanceEntry,
-                                                  Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
-                                                  Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, Version, WhitelistResponse)
+from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestRequest, BacktestResponse,
+                                                  Balances, BlacklistPayload, BlacklistResponse,
+                                                  Count, Daily, DeleteLockRequest, DeleteTrade,
+                                                  ForceBuyPayload, ForceBuyResponse,
+                                                  ForceSellPayload, Locks, Logs, OpenTradeSchema,
+                                                  PairHistory, PerformanceEntry, Ping, PlotConfig,
+                                                  Profit, ResultMsg, ShowConfig, Stats, StatusMsg,
+                                                  StrategyListResponse, StrategyResponse, Version,
+                                                  WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
 
+logger = logging.getLogger(__name__)
+
 # Public API, requires no auth.
 router_public = APIRouter()
 # Private API, protected by authentication
@@ -257,3 +262,84 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
+
+@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
+                             config=Depends(get_config)):
+    """Start backtesting if not done so already"""
+    if ApiServer._bgtask_running:
+        raise RPCException('Bot Background task already running')
+
+    btconfig = deepcopy(config)
+    settings = dict(bt_settings)
+    # Pydantic models will contain all keys, but non-provided ones are None
+    for setting in settings.keys():
+        if settings[setting] is not None:
+            btconfig[setting] = settings[setting]
+
+    # Start backtesting
+    # Initialize backtesting object
+    def run_backtest():
+        from freqtrade.optimize.backtesting import Backtesting
+        asyncio.set_event_loop(asyncio.new_event_loop())
+        try:
+            ApiServer._backtesting = Backtesting(btconfig)
+            ApiServer._backtesting.start()
+        finally:
+            ApiServer._bgtask_running = False
+
+    background_tasks.add_task(run_backtest)
+    ApiServer._bgtask_running = True
+
+    return {
+        "status": "running",
+        "running": True,
+        "status_msg": "Backtest started",
+    }
+
+
+@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_get_backtest():
+    """
+    Get backtesting result.
+    Returns Result after backtesting has been ran.
+    """
+    if not ApiServer._backtesting:
+        return {
+            "status": "not_started",
+            "running": False,
+            "status_msg": "Backtesting not yet executed"
+        }
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "status_msg": "Backtest running",
+        }
+
+    return {
+        "status": "ended",
+        "running": False,
+        "status_msg": "Backtest ended",
+        "backtest_result": ApiServer._backtesting.results,
+    }
+
+
+@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_delete_backtest():
+    """Reset backtesting"""
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "status_msg": "Backtest running",
+        }
+    if ApiServer._backtesting:
+        del ApiServer._backtesting
+        ApiServer._backtesting = None
+        logger.info("Backtesting reset")
+    return {
+        "status": "reset",
+        "running": False,
+        "status_msg": "Backtesting reset",
+    }
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index f53c8b0c6..f2ebf785f 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -33,6 +33,8 @@ class ApiServer(RPCHandler):
     __initialized = False
 
     _rpc: RPC
+    # Backtesting type: Backtesting
+    _backtesting = None
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}

From edb8c4f0e5898fe159ef716b468d6cbd5e97843a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Jan 2021 16:12:10 +0100
Subject: [PATCH 182/834] Fix tests for webserver mode

---
 freqtrade/rpc/api_server/webserver.py |  8 ++++++++
 tests/rpc/test_rpc_apiserver.py       | 22 ++++++++++++++++------
 2 files changed, 24 insertions(+), 6 deletions(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index f2ebf785f..f3905fd8f 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -86,6 +86,14 @@ class ApiServer(RPCHandler):
             logger.info("Stopping API Server")
             self._server.cleanup()
 
+    @classmethod
+    def shutdown(cls):
+        cls.__initialized = False
+        del cls.__instance
+        cls.__instance = None
+        cls._has_rpc = False
+        cls._rpc = None
+
     def send_msg(self, msg: Dict[str, str]) -> None:
         pass
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 89da68da7..a8ffd3eff 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -48,9 +48,13 @@ def botclient(default_conf, mocker):
     ftbot = get_patched_freqtradebot(mocker, default_conf)
     rpc = RPC(ftbot)
     mocker.patch('freqtrade.rpc.api_server.ApiServer.start_api', MagicMock())
-    apiserver = ApiServer(rpc, default_conf)
-    yield ftbot, TestClient(apiserver.app)
-    # Cleanup ... ?
+    try:
+        apiserver = ApiServer(default_conf)
+        apiserver.add_rpc_handler(rpc)
+        yield ftbot, TestClient(apiserver.app)
+        # Cleanup ... ?
+    finally:
+        ApiServer.shutdown()
 
 
 def client_post(client, url, data={}):
@@ -235,8 +239,10 @@ def test_api__init__(default_conf, mocker):
                                         }})
     mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
     mocker.patch('freqtrade.rpc.api_server.webserver.ApiServer.start_api', MagicMock())
-    apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
+    apiserver = ApiServer(default_conf)
+    apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
     assert apiserver._config == default_conf
+    ApiServer.shutdown()
 
 
 def test_api_UvicornServer(mocker):
@@ -301,7 +307,8 @@ def test_api_run(default_conf, mocker, caplog):
     server_mock = MagicMock()
     mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer', server_mock)
 
-    apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
+    apiserver = ApiServer(default_conf)
+    apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
 
     assert server_mock.call_count == 1
     assert apiserver._config == default_conf
@@ -344,6 +351,7 @@ def test_api_run(default_conf, mocker, caplog):
                  MagicMock(side_effect=Exception))
     apiserver.start_api()
     assert log_has("Api server failed to start.", caplog)
+    ApiServer.shutdown()
 
 
 def test_api_cleanup(default_conf, mocker, caplog):
@@ -359,11 +367,13 @@ def test_api_cleanup(default_conf, mocker, caplog):
     server_mock.cleanup = MagicMock()
     mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer', server_mock)
 
-    apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
+    apiserver = ApiServer(default_conf)
+    apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
 
     apiserver.cleanup()
     assert apiserver._server.cleanup.call_count == 1
     assert log_has("Stopping API Server", caplog)
+    ApiServer.shutdown()
 
 
 def test_api_reloadconf(botclient):

From f96d7dfe6dbf78b11c878749e49b01b27a9af7e6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Jan 2021 15:05:54 +0100
Subject: [PATCH 183/834] Allow backtesting to reuse data

Allow activating / deactivating protections dynamically
---
 freqtrade/rpc/api_server/api_schemas.py |  1 +
 freqtrade/rpc/api_server/api_v1.py      | 58 +++++++++++++++++++------
 freqtrade/rpc/api_server/webserver.py   |  5 ++-
 3 files changed, 50 insertions(+), 14 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index eccfd8157..bb611f287 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -321,6 +321,7 @@ class BacktestRequest(BaseModel):
     timerange: Optional[str]
     max_open_trades: Optional[int]
     stake_amount: Optional[int]
+    enable_protections: bool
 
 
 class BacktestResponse(BaseModel):
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 9166a1cee..c162a57dc 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -280,11 +280,40 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
     # Start backtesting
     # Initialize backtesting object
     def run_backtest():
-        from freqtrade.optimize.backtesting import Backtesting
+        from freqtrade.optimize.optimize_reports import generate_backtest_stats
+        from freqtrade.resolvers import StrategyResolver
         asyncio.set_event_loop(asyncio.new_event_loop())
         try:
-            ApiServer._backtesting = Backtesting(btconfig)
-            ApiServer._backtesting.start()
+            # Reload strategy
+            strat = StrategyResolver.load_strategy(btconfig)
+
+            if (not ApiServer._bt
+                    or ApiServer._lastbacktestconfig.get('timeframe') != strat.timeframe
+                    or ApiServer._lastbacktestconfig.get('enable_protections') != btconfig.get('enable_protections')
+                    or ApiServer._lastbacktestconfig.get('protections') != btconfig.get('protections', [])):
+                # TODO: Investigate if enabling protections can be dynamically ingested from here...
+                from freqtrade.optimize.backtesting import Backtesting
+                ApiServer._bt = Backtesting(btconfig)
+                # Reset data if backtesting is reloaded
+                # TODO: is this always necessary??
+                ApiServer._backtestdata = None
+
+            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
+                    or ApiServer._lastbacktestconfig.get('timerange') != btconfig['timerange']):
+                ApiServer._lastbacktestconfig['timerange'] = btconfig['timerange']
+                ApiServer._lastbacktestconfig['protections'] = btconfig.get('protections', [])
+                ApiServer._lastbacktestconfig['enable_protections'] = btconfig.get('enable_protections')
+                ApiServer._lastbacktestconfig['timeframe'] = strat.timeframe
+                ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
+
+            min_date, max_date = ApiServer._bt.backtest_one_strategy(
+                strat, ApiServer._backtestdata,
+                ApiServer._bt_timerange)
+            ApiServer._bt.results = generate_backtest_stats(
+                ApiServer._backtestdata, ApiServer._bt.all_results,
+                min_date=min_date, max_date=max_date)
+            logger.info("Backtesting finished.")
+
         finally:
             ApiServer._bgtask_running = False
 
@@ -304,12 +333,6 @@ def api_get_backtest():
     Get backtesting result.
     Returns Result after backtesting has been ran.
     """
-    if not ApiServer._backtesting:
-        return {
-            "status": "not_started",
-            "running": False,
-            "status_msg": "Backtesting not yet executed"
-        }
     if ApiServer._bgtask_running:
         return {
             "status": "running",
@@ -317,11 +340,18 @@ def api_get_backtest():
             "status_msg": "Backtest running",
         }
 
+    if not ApiServer._bt:
+        return {
+            "status": "not_started",
+            "running": False,
+            "status_msg": "Backtesting not yet executed"
+        }
+
     return {
         "status": "ended",
         "running": False,
         "status_msg": "Backtest ended",
-        "backtest_result": ApiServer._backtesting.results,
+        "backtest_result": ApiServer._bt.results,
     }
 
 
@@ -334,9 +364,11 @@ def api_delete_backtest():
             "running": True,
             "status_msg": "Backtest running",
         }
-    if ApiServer._backtesting:
-        del ApiServer._backtesting
-        ApiServer._backtesting = None
+    if ApiServer._bt:
+        del ApiServer._bt
+        ApiServer._bt = None
+        del ApiServer._backtestdata
+        ApiServer._backtestdata = None
         logger.info("Backtesting reset")
     return {
         "status": "reset",
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index f3905fd8f..eccbadcb3 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -34,7 +34,10 @@ class ApiServer(RPCHandler):
 
     _rpc: RPC
     # Backtesting type: Backtesting
-    _backtesting = None
+    _bt = None
+    _backtestdata = None
+    _bt_timerange = None
+    _lastbacktestconfig: Dict[str, Any] = {}
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}

From 06b6726029d80903e52d6aed2c4e7599b106de12 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 28 Feb 2021 09:56:13 +0100
Subject: [PATCH 184/834] Support compounding key

---
 freqtrade/rpc/api_server/api_schemas.py |  3 ++-
 freqtrade/rpc/api_server/api_v1.py      | 20 ++++++++++++--------
 2 files changed, 14 insertions(+), 9 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index bb611f287..bf5382131 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -320,8 +320,9 @@ class BacktestRequest(BaseModel):
     timeframe: Optional[str]
     timerange: Optional[str]
     max_open_trades: Optional[int]
-    stake_amount: Optional[int]
+    stake_amount: Optional[Union[float, str]]
     enable_protections: bool
+    dry_run_wallet: Optional[float]
 
 
 class BacktestResponse(BaseModel):
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index c162a57dc..d4f138ee8 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -285,12 +285,15 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
         asyncio.set_event_loop(asyncio.new_event_loop())
         try:
             # Reload strategy
+            lastconfig = ApiServer._lastbacktestconfig
             strat = StrategyResolver.load_strategy(btconfig)
 
             if (not ApiServer._bt
-                    or ApiServer._lastbacktestconfig.get('timeframe') != strat.timeframe
-                    or ApiServer._lastbacktestconfig.get('enable_protections') != btconfig.get('enable_protections')
-                    or ApiServer._lastbacktestconfig.get('protections') != btconfig.get('protections', [])):
+                    or lastconfig.get('timeframe') != strat.timeframe
+                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
+                    or lastconfig.get('protections') != btconfig.get('protections', [])
+                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
+                    ):
                 # TODO: Investigate if enabling protections can be dynamically ingested from here...
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
@@ -299,11 +302,12 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 ApiServer._backtestdata = None
 
             if (not ApiServer._backtestdata or not ApiServer._bt_timerange
-                    or ApiServer._lastbacktestconfig.get('timerange') != btconfig['timerange']):
-                ApiServer._lastbacktestconfig['timerange'] = btconfig['timerange']
-                ApiServer._lastbacktestconfig['protections'] = btconfig.get('protections', [])
-                ApiServer._lastbacktestconfig['enable_protections'] = btconfig.get('enable_protections')
-                ApiServer._lastbacktestconfig['timeframe'] = strat.timeframe
+                    or lastconfig.get('timerange') != btconfig['timerange']):
+                lastconfig['timerange'] = btconfig['timerange']
+                lastconfig['protections'] = btconfig.get('protections', [])
+                lastconfig['enable_protections'] = btconfig.get('enable_protections')
+                lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
+                lastconfig['timeframe'] = strat.timeframe
                 ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
 
             min_date, max_date = ApiServer._bt.backtest_one_strategy(

From 048008756ff8390c34f32a583bef05d1205e079d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 11 Mar 2021 19:16:18 +0100
Subject: [PATCH 185/834] Add progress tracking for backtesting

---
 freqtrade/enums/__init__.py             |  1 +
 freqtrade/enums/backteststate.py        | 14 +++++++++++++
 freqtrade/optimize/backtesting.py       | 28 ++++++++++++++++++++++++-
 freqtrade/rpc/api_server/api_schemas.py |  2 ++
 freqtrade/rpc/api_server/api_v1.py      | 14 +++++++++++--
 5 files changed, 56 insertions(+), 3 deletions(-)
 create mode 100644 freqtrade/enums/backteststate.py

diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index 78163d86f..ac5f804c9 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -1,4 +1,5 @@
 # flake8: noqa: F401
+from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType
diff --git a/freqtrade/enums/backteststate.py b/freqtrade/enums/backteststate.py
new file mode 100644
index 000000000..4c1bd7cbc
--- /dev/null
+++ b/freqtrade/enums/backteststate.py
@@ -0,0 +1,14 @@
+from enum import Enum
+
+
+class BacktestState(Enum):
+    """
+    Bot application states
+    """
+    STARTUP = 1
+    DATALOAD = 2
+    ANALYZE = 3
+    BACKTEST = 4
+
+    def __str__(self):
+        return f"{self.name.lower()}"
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index f883c0cbf..9168a0ddb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -17,7 +17,7 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType
+from freqtrade.enums import BacktestState, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.mixins import LoggingMixin
@@ -118,11 +118,26 @@ class Backtesting:
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
 
+        self._progress = 0
+        self._max_steps = 0
+        self._action = BacktestState.STARTUP
+
     def __del__(self):
         LoggingMixin.show_output = True
         PairLocks.use_db = True
         Trade.use_db = True
 
+    def set_progress(self, action: BacktestState, progress: float):
+        self._progress = 0
+        self._action = action
+
+    def get_progress(self) -> float:
+
+        return round(self._progress / self._max_steps, 5) if self._max_steps > 0 else 0
+
+    def get_action(self) -> str:
+        return str(self._action)
+
     def _set_strategy(self, strategy: IStrategy):
         """
         Load strategy into backtesting
@@ -145,6 +160,8 @@ class Backtesting:
         Loads backtest data and returns the data combined with the timerange
         as tuple.
         """
+        self.set_progress(BacktestState.DATALOAD, 0)
+
         timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
@@ -168,6 +185,7 @@ class Backtesting:
         timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
                                             self.required_startup, min_date)
 
+        self.set_progress(BacktestState.DATALOAD, 1)
         return data, timerange
 
     def prepare_backtest(self, enable_protections):
@@ -404,6 +422,9 @@ class Backtesting:
         open_trades: Dict[str, List[LocalTrade]] = defaultdict(list)
         open_trade_count = 0
 
+        self.set_progress(BacktestState.BACKTEST, 0)
+        self._max_steps = int((end_date - start_date) / timedelta(minutes=self.timeframe_min))
+
         # Loop timerange and get candle for each pair at that point in time
         while tmp <= end_date:
             open_trade_count_start = open_trade_count
@@ -463,6 +484,7 @@ class Backtesting:
                             self.protections.global_stop(tmp)
 
             # Move time one configured time_interval ahead.
+            self._progress += 1
             tmp += timedelta(minutes=self.timeframe_min)
 
         trades += self.handle_left_open(open_trades, data=data)
@@ -478,6 +500,8 @@ class Backtesting:
         }
 
     def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
+        self.set_progress(BacktestState.ANALYZE, 0)
+        self._max_steps = 0
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
         backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
@@ -504,6 +528,8 @@ class Backtesting:
                 "No data left after adjusting for startup candles.")
 
         min_date, max_date = history.get_timerange(preprocessed)
+        self.set_progress(BacktestState.BACKTEST, 0)
+
         logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'({(max_date - min_date).days} days).')
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index bf5382131..9a4ac5cd0 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -329,5 +329,7 @@ class BacktestResponse(BaseModel):
     status: str
     running: bool
     status_msg: str
+    step: str
+    progress: float
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index d4f138ee8..30b4c998c 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -23,6 +23,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestReques
                                                   WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
+from freqtrade.state import BacktestState
 
 
 logger = logging.getLogger(__name__)
@@ -292,8 +293,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                     or lastconfig.get('timeframe') != strat.timeframe
                     or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
                     or lastconfig.get('protections') != btconfig.get('protections', [])
-                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
-                    ):
+                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
                 # TODO: Investigate if enabling protections can be dynamically ingested from here...
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
@@ -327,6 +327,8 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
     return {
         "status": "running",
         "running": True,
+        "progress": 0,
+        "step": str(BacktestState.STARTUP),
         "status_msg": "Backtest started",
     }
 
@@ -341,6 +343,8 @@ def api_get_backtest():
         return {
             "status": "running",
             "running": True,
+            "step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
+            "progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
             "status_msg": "Backtest running",
         }
 
@@ -348,6 +352,8 @@ def api_get_backtest():
         return {
             "status": "not_started",
             "running": False,
+            "step": "",
+            "progress": 0,
             "status_msg": "Backtesting not yet executed"
         }
 
@@ -355,6 +361,8 @@ def api_get_backtest():
         "status": "ended",
         "running": False,
         "status_msg": "Backtest ended",
+        "step": "finished",
+        "progress": 1,
         "backtest_result": ApiServer._bt.results,
     }
 
@@ -366,6 +374,7 @@ def api_delete_backtest():
         return {
             "status": "running",
             "running": True,
+            "progress": 0,
             "status_msg": "Backtest running",
         }
     if ApiServer._bt:
@@ -377,5 +386,6 @@ def api_delete_backtest():
     return {
         "status": "reset",
         "running": False,
+        "progress": 0,
         "status_msg": "Backtesting reset",
     }

From 37b15e830a6b67ba5b7b89a2d393c650568bf82c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 12 Mar 2021 19:11:17 +0100
Subject: [PATCH 186/834] Add trade count to progress

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/api_server/api_v1.py      | 2 ++
 2 files changed, 3 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 9a4ac5cd0..f10c501f7 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -331,5 +331,6 @@ class BacktestResponse(BaseModel):
     status_msg: str
     step: str
     progress: float
+    trade_count: Optional[float]
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 30b4c998c..339f8565a 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -339,12 +339,14 @@ def api_get_backtest():
     Get backtesting result.
     Returns Result after backtesting has been ran.
     """
+    from freqtrade.persistence import Trade
     if ApiServer._bgtask_running:
         return {
             "status": "running",
             "running": True,
             "step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
             "progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
+            "trade_count": Trade.get_trades_proxy(is_open=False),
             "status_msg": "Backtest running",
         }
 

From 03140a0ecbee240446bae65791a12f69feb2092a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 21 Mar 2021 10:45:44 +0100
Subject: [PATCH 187/834] Run webserver in main thread when using webserver
 mode

---
 freqtrade/rpc/api_server/api_v1.py    | 4 ++--
 freqtrade/rpc/api_server/webserver.py | 5 ++++-
 2 files changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 339f8565a..fd3cb345e 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -339,14 +339,14 @@ def api_get_backtest():
     Get backtesting result.
     Returns Result after backtesting has been ran.
     """
-    from freqtrade.persistence import Trade
+    from freqtrade.persistence import LocalTrade
     if ApiServer._bgtask_running:
         return {
             "status": "running",
             "running": True,
             "step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
             "progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
-            "trade_count": Trade.get_trades_proxy(is_open=False),
+            "trade_count": len(LocalTrade.trades),
             "status_msg": "Backtest running",
         }
 
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index eccbadcb3..ac394b59d 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -166,6 +166,9 @@ class ApiServer(RPCHandler):
                                   )
         try:
             self._server = UvicornServer(uvconfig)
-            self._server.run_in_thread()
+            if self._standalone:
+                self._server.run()
+            else:
+                self._server.run_in_thread()
         except Exception:
             logger.exception("Api server failed to start.")

From 134c61126e8006004a6f48ea35281fc3aad2c1f6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 21 Mar 2021 15:56:36 +0100
Subject: [PATCH 188/834] Properly track bt progress ...

---
 freqtrade/enums/backteststate.py   |  3 ++-
 freqtrade/optimize/backtesting.py  | 34 +++++++++++-------------------
 freqtrade/optimize/bt_progress.py  | 34 ++++++++++++++++++++++++++++++
 freqtrade/rpc/api_server/api_v1.py | 10 ++++-----
 4 files changed, 53 insertions(+), 28 deletions(-)
 create mode 100644 freqtrade/optimize/bt_progress.py

diff --git a/freqtrade/enums/backteststate.py b/freqtrade/enums/backteststate.py
index 4c1bd7cbc..490814497 100644
--- a/freqtrade/enums/backteststate.py
+++ b/freqtrade/enums/backteststate.py
@@ -8,7 +8,8 @@ class BacktestState(Enum):
     STARTUP = 1
     DATALOAD = 2
     ANALYZE = 3
-    BACKTEST = 4
+    CONVERT = 4
+    BACKTEST = 5
 
     def __str__(self):
         return f"{self.name.lower()}"
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 9168a0ddb..c8d4efa74 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -21,6 +21,7 @@ from freqtrade.enums import BacktestState, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.mixins import LoggingMixin
+from freqtrade.optimize.bt_progress import BTProgress
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
                                                  store_backtest_stats)
 from freqtrade.persistence import LocalTrade, PairLocks, Trade
@@ -118,26 +119,13 @@ class Backtesting:
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
 
-        self._progress = 0
-        self._max_steps = 0
-        self._action = BacktestState.STARTUP
+        self.progress = BTProgress()
 
     def __del__(self):
         LoggingMixin.show_output = True
         PairLocks.use_db = True
         Trade.use_db = True
 
-    def set_progress(self, action: BacktestState, progress: float):
-        self._progress = 0
-        self._action = action
-
-    def get_progress(self) -> float:
-
-        return round(self._progress / self._max_steps, 5) if self._max_steps > 0 else 0
-
-    def get_action(self) -> str:
-        return str(self._action)
-
     def _set_strategy(self, strategy: IStrategy):
         """
         Load strategy into backtesting
@@ -160,7 +148,7 @@ class Backtesting:
         Loads backtest data and returns the data combined with the timerange
         as tuple.
         """
-        self.set_progress(BacktestState.DATALOAD, 0)
+        self.progress.init_step(BacktestState.DATALOAD, 1)
 
         timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
@@ -185,7 +173,7 @@ class Backtesting:
         timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
                                             self.required_startup, min_date)
 
-        self.set_progress(BacktestState.DATALOAD, 1)
+        self.progress.set_new_value(1)
         return data, timerange
 
     def prepare_backtest(self, enable_protections):
@@ -210,8 +198,11 @@ class Backtesting:
         # and eventually change the constants for indexes at the top
         headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
         data: Dict = {}
+        self.progress.init_step(BacktestState.CONVERT, len(processed))
+
         # Create dict with data
         for pair, pair_data in processed.items():
+            self.progress.increment()
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
@@ -422,8 +413,8 @@ class Backtesting:
         open_trades: Dict[str, List[LocalTrade]] = defaultdict(list)
         open_trade_count = 0
 
-        self.set_progress(BacktestState.BACKTEST, 0)
-        self._max_steps = int((end_date - start_date) / timedelta(minutes=self.timeframe_min))
+        self.progress.init_step(BacktestState.BACKTEST, int(
+            (end_date - start_date) / timedelta(minutes=self.timeframe_min)))
 
         # Loop timerange and get candle for each pair at that point in time
         while tmp <= end_date:
@@ -484,7 +475,7 @@ class Backtesting:
                             self.protections.global_stop(tmp)
 
             # Move time one configured time_interval ahead.
-            self._progress += 1
+            self.progress.increment()
             tmp += timedelta(minutes=self.timeframe_min)
 
         trades += self.handle_left_open(open_trades, data=data)
@@ -500,8 +491,8 @@ class Backtesting:
         }
 
     def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
-        self.set_progress(BacktestState.ANALYZE, 0)
-        self._max_steps = 0
+        self.progress.init_step(BacktestState.ANALYZE, 0)
+
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
         backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
@@ -528,7 +519,6 @@ class Backtesting:
                 "No data left after adjusting for startup candles.")
 
         min_date, max_date = history.get_timerange(preprocessed)
-        self.set_progress(BacktestState.BACKTEST, 0)
 
         logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
diff --git a/freqtrade/optimize/bt_progress.py b/freqtrade/optimize/bt_progress.py
new file mode 100644
index 000000000..8d4fd1737
--- /dev/null
+++ b/freqtrade/optimize/bt_progress.py
@@ -0,0 +1,34 @@
+
+from freqtrade.enums import BacktestState
+
+
+class BTProgress:
+    _action: BacktestState = BacktestState.STARTUP
+    _progress: float = 0
+    _max_steps: float = 0
+
+    def __init__(self):
+        pass
+
+    def init_step(self, action: BacktestState, max_steps: float):
+        self._action = action
+        self._max_steps = max_steps
+        self._proress = 0
+
+    def set_new_value(self, new_value: float):
+        self._progress = new_value
+
+    def increment(self):
+        self._progress += 1
+
+    @property
+    def progress(self):
+        """
+        Get progress as ratio, capped to be between 0 and 1 (to avoid small calculation errors).
+        """
+        return max(min(round(self._progress / self._max_steps, 5)
+                       if self._max_steps > 0 else 0, 1), 0)
+
+    @property
+    def action(self):
+        return str(self._action)
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index fd3cb345e..0e3b16baf 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -291,6 +291,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
 
             if (not ApiServer._bt
                     or lastconfig.get('timeframe') != strat.timeframe
+                    or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
                     or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
                     or lastconfig.get('protections') != btconfig.get('protections', [])
                     or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
@@ -298,11 +299,10 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
                 # Reset data if backtesting is reloaded
-                # TODO: is this always necessary??
-                ApiServer._backtestdata = None
 
             if (not ApiServer._backtestdata or not ApiServer._bt_timerange
-                    or lastconfig.get('timerange') != btconfig['timerange']):
+                    or lastconfig.get('timerange') != btconfig['timerange']
+                    or lastconfig.get('timeframe') != strat.timeframe):
                 lastconfig['timerange'] = btconfig['timerange']
                 lastconfig['protections'] = btconfig.get('protections', [])
                 lastconfig['enable_protections'] = btconfig.get('enable_protections')
@@ -344,8 +344,8 @@ def api_get_backtest():
         return {
             "status": "running",
             "running": True,
-            "step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
-            "progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
+            "step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
+            "progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
             "trade_count": len(LocalTrade.trades),
             "status_msg": "Backtest running",
         }

From 85663060107e8e13b4bedf74e2db17a3fbbbcbd4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 1 Apr 2021 07:49:54 +0200
Subject: [PATCH 189/834] Add test for start_websever

---
 freqtrade/commands/trade_commands.py |  3 ++-
 tests/commands/test_commands.py      | 13 +++++++++++++
 2 files changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index ca1451778..3c3f3db9f 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -1,6 +1,7 @@
 import logging
 from typing import Any, Dict
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -32,9 +33,9 @@ def start_webserver(args: Dict[str, Any]) -> None:
     """
     Main entry point for webserver mode
     """
-    from freqtrade.rpc.api_server import ApiServer
     from freqtrade.configuration import Configuration
     from freqtrade.enums import RunMode
+    from freqtrade.rpc.api_server import ApiServer
 
     # Initialize configuration
     config = Configuration(args, RunMode.WEBSERVER).get_config()
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index dcceb3ea1..bef421c89 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -16,6 +16,7 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
                                 start_test_pairlist, start_trading)
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
+from freqtrade.commands.trade_commands import start_webserver
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
@@ -58,6 +59,18 @@ def test_start_trading_fail(mocker, caplog):
     assert log_has('Fatal exception!', caplog)
 
 
+def test_start_webserver(mocker, caplog):
+
+    api_server_mock = mocker.patch("freqtrade.rpc.api_server.ApiServer", )
+
+    args = [
+        'webserver',
+        '-c', 'config_bittrex.json.example'
+    ]
+    start_webserver(get_args(args))
+    assert api_server_mock.call_count == 1
+
+
 def test_list_exchanges(capsys):
 
     args = [

From 804d99cce91628075de9c7fd317f9bca8270cccf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 1 Apr 2021 07:55:29 +0200
Subject: [PATCH 190/834] Move backtesting api to it's own file

---
 freqtrade/rpc/api_server/api_backtest.py | 149 +++++++++++++++++++++++
 freqtrade/rpc/api_server/api_v1.py       | 134 +-------------------
 freqtrade/rpc/api_server/webserver.py    |   4 +
 3 files changed, 155 insertions(+), 132 deletions(-)
 create mode 100644 freqtrade/rpc/api_server/api_backtest.py

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
new file mode 100644
index 000000000..ea566f1f1
--- /dev/null
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -0,0 +1,149 @@
+
+import asyncio
+import logging
+from copy import deepcopy
+
+from fastapi import APIRouter, BackgroundTasks, Depends
+
+from freqtrade.enums import BacktestState
+from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
+from freqtrade.rpc.api_server.deps import get_config
+from freqtrade.rpc.api_server.webserver import ApiServer
+from freqtrade.rpc.rpc import RPCException
+
+
+logger = logging.getLogger(__name__)
+
+# Private API, protected by authentication
+router = APIRouter()
+
+
+@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
+                             config=Depends(get_config)):
+    """Start backtesting if not done so already"""
+    if ApiServer._bgtask_running:
+        raise RPCException('Bot Background task already running')
+
+    btconfig = deepcopy(config)
+    settings = dict(bt_settings)
+    # Pydantic models will contain all keys, but non-provided ones are None
+    for setting in settings.keys():
+        if settings[setting] is not None:
+            btconfig[setting] = settings[setting]
+
+    # Start backtesting
+    # Initialize backtesting object
+    def run_backtest():
+        from freqtrade.optimize.optimize_reports import generate_backtest_stats
+        from freqtrade.resolvers import StrategyResolver
+        asyncio.set_event_loop(asyncio.new_event_loop())
+        try:
+            # Reload strategy
+            lastconfig = ApiServer._lastbacktestconfig
+            strat = StrategyResolver.load_strategy(btconfig)
+
+            if (not ApiServer._bt
+                    or lastconfig.get('timeframe') != strat.timeframe
+                    or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
+                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
+                    or lastconfig.get('protections') != btconfig.get('protections', [])
+                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
+                # TODO: Investigate if enabling protections can be dynamically ingested from here...
+                from freqtrade.optimize.backtesting import Backtesting
+                ApiServer._bt = Backtesting(btconfig)
+                # Reset data if backtesting is reloaded
+
+            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
+                    or lastconfig.get('timerange') != btconfig['timerange']
+                    or lastconfig.get('timeframe') != strat.timeframe):
+                lastconfig['timerange'] = btconfig['timerange']
+                lastconfig['protections'] = btconfig.get('protections', [])
+                lastconfig['enable_protections'] = btconfig.get('enable_protections')
+                lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
+                lastconfig['timeframe'] = strat.timeframe
+                ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
+
+            min_date, max_date = ApiServer._bt.backtest_one_strategy(
+                strat, ApiServer._backtestdata,
+                ApiServer._bt_timerange)
+            ApiServer._bt.results = generate_backtest_stats(
+                ApiServer._backtestdata, ApiServer._bt.all_results,
+                min_date=min_date, max_date=max_date)
+            logger.info("Backtesting finished.")
+
+        finally:
+            ApiServer._bgtask_running = False
+
+    background_tasks.add_task(run_backtest)
+    ApiServer._bgtask_running = True
+
+    return {
+        "status": "running",
+        "running": True,
+        "progress": 0,
+        "step": str(BacktestState.STARTUP),
+        "status_msg": "Backtest started",
+    }
+
+
+@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_get_backtest():
+    """
+    Get backtesting result.
+    Returns Result after backtesting has been ran.
+    """
+    from freqtrade.persistence import LocalTrade
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
+            "progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
+            "trade_count": len(LocalTrade.trades),
+            "status_msg": "Backtest running",
+        }
+
+    if not ApiServer._bt:
+        return {
+            "status": "not_started",
+            "running": False,
+            "step": "",
+            "progress": 0,
+            "status_msg": "Backtesting not yet executed"
+        }
+
+    return {
+        "status": "ended",
+        "running": False,
+        "status_msg": "Backtest ended",
+        "step": "finished",
+        "progress": 1,
+        "backtest_result": ApiServer._bt.results,
+    }
+
+
+@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_delete_backtest():
+    """Reset backtesting"""
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "step": "",
+            "progress": 0,
+            "status_msg": "Backtest running",
+        }
+    if ApiServer._bt:
+        del ApiServer._bt
+        ApiServer._bt = None
+        del ApiServer._backtestdata
+        ApiServer._backtestdata = None
+        logger.info("Backtesting reset")
+    return {
+        "status": "reset",
+        "running": False,
+        "step": "",
+        "progress": 0,
+        "status_msg": "Backtesting reset",
+    }
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 0e3b16baf..3f3f799b0 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -1,10 +1,9 @@
-import asyncio
 import logging
 from copy import deepcopy
 from pathlib import Path
 from typing import List, Optional
 
-from fastapi import APIRouter, BackgroundTasks, Depends
+from fastapi import APIRouter, Depends
 from fastapi.exceptions import HTTPException
 
 from freqtrade import __version__
@@ -12,7 +11,7 @@ from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.data.history import get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.rpc import RPC
-from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestRequest, BacktestResponse,
+from freqtrade.rpc.api_server.api_schemas import (AvailablePairs,
                                                   Balances, BlacklistPayload, BlacklistResponse,
                                                   Count, Daily, DeleteLockRequest, DeleteTrade,
                                                   ForceBuyPayload, ForceBuyResponse,
@@ -23,7 +22,6 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestReques
                                                   WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
-from freqtrade.state import BacktestState
 
 
 logger = logging.getLogger(__name__)
@@ -263,131 +261,3 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
-
-@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
-async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
-                             config=Depends(get_config)):
-    """Start backtesting if not done so already"""
-    if ApiServer._bgtask_running:
-        raise RPCException('Bot Background task already running')
-
-    btconfig = deepcopy(config)
-    settings = dict(bt_settings)
-    # Pydantic models will contain all keys, but non-provided ones are None
-    for setting in settings.keys():
-        if settings[setting] is not None:
-            btconfig[setting] = settings[setting]
-
-    # Start backtesting
-    # Initialize backtesting object
-    def run_backtest():
-        from freqtrade.optimize.optimize_reports import generate_backtest_stats
-        from freqtrade.resolvers import StrategyResolver
-        asyncio.set_event_loop(asyncio.new_event_loop())
-        try:
-            # Reload strategy
-            lastconfig = ApiServer._lastbacktestconfig
-            strat = StrategyResolver.load_strategy(btconfig)
-
-            if (not ApiServer._bt
-                    or lastconfig.get('timeframe') != strat.timeframe
-                    or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
-                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
-                    or lastconfig.get('protections') != btconfig.get('protections', [])
-                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
-                # TODO: Investigate if enabling protections can be dynamically ingested from here...
-                from freqtrade.optimize.backtesting import Backtesting
-                ApiServer._bt = Backtesting(btconfig)
-                # Reset data if backtesting is reloaded
-
-            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
-                    or lastconfig.get('timerange') != btconfig['timerange']
-                    or lastconfig.get('timeframe') != strat.timeframe):
-                lastconfig['timerange'] = btconfig['timerange']
-                lastconfig['protections'] = btconfig.get('protections', [])
-                lastconfig['enable_protections'] = btconfig.get('enable_protections')
-                lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
-                lastconfig['timeframe'] = strat.timeframe
-                ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
-
-            min_date, max_date = ApiServer._bt.backtest_one_strategy(
-                strat, ApiServer._backtestdata,
-                ApiServer._bt_timerange)
-            ApiServer._bt.results = generate_backtest_stats(
-                ApiServer._backtestdata, ApiServer._bt.all_results,
-                min_date=min_date, max_date=max_date)
-            logger.info("Backtesting finished.")
-
-        finally:
-            ApiServer._bgtask_running = False
-
-    background_tasks.add_task(run_backtest)
-    ApiServer._bgtask_running = True
-
-    return {
-        "status": "running",
-        "running": True,
-        "progress": 0,
-        "step": str(BacktestState.STARTUP),
-        "status_msg": "Backtest started",
-    }
-
-
-@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
-def api_get_backtest():
-    """
-    Get backtesting result.
-    Returns Result after backtesting has been ran.
-    """
-    from freqtrade.persistence import LocalTrade
-    if ApiServer._bgtask_running:
-        return {
-            "status": "running",
-            "running": True,
-            "step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
-            "progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
-            "trade_count": len(LocalTrade.trades),
-            "status_msg": "Backtest running",
-        }
-
-    if not ApiServer._bt:
-        return {
-            "status": "not_started",
-            "running": False,
-            "step": "",
-            "progress": 0,
-            "status_msg": "Backtesting not yet executed"
-        }
-
-    return {
-        "status": "ended",
-        "running": False,
-        "status_msg": "Backtest ended",
-        "step": "finished",
-        "progress": 1,
-        "backtest_result": ApiServer._bt.results,
-    }
-
-
-@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
-def api_delete_backtest():
-    """Reset backtesting"""
-    if ApiServer._bgtask_running:
-        return {
-            "status": "running",
-            "running": True,
-            "progress": 0,
-            "status_msg": "Backtest running",
-        }
-    if ApiServer._bt:
-        del ApiServer._bt
-        ApiServer._bt = None
-        del ApiServer._backtestdata
-        ApiServer._backtestdata = None
-        logger.info("Backtesting reset")
-    return {
-        "status": "reset",
-        "running": False,
-        "progress": 0,
-        "status_msg": "Backtesting reset",
-    }
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index ac394b59d..0b58d79ff 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -112,12 +112,16 @@ class ApiServer(RPCHandler):
         from freqtrade.rpc.api_server.api_v1 import router as api_v1
         from freqtrade.rpc.api_server.api_v1 import router_public as api_v1_public
         from freqtrade.rpc.api_server.web_ui import router_ui
+        from freqtrade.rpc.api_server.api_backtest import router as api_backtest
 
         app.include_router(api_v1_public, prefix="/api/v1")
 
         app.include_router(api_v1, prefix="/api/v1",
                            dependencies=[Depends(http_basic_or_jwt_token)],
                            )
+        app.include_router(api_backtest, prefix="/api/v1",
+                           dependencies=[Depends(http_basic_or_jwt_token)],
+                           )
         app.include_router(router_login, prefix="/api/v1", tags=["auth"])
         # UI Router MUST be last!
         app.include_router(router_ui, prefix='')

From b44d215b90a5253d1069a43f6e9b7f6a751108c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 1 Apr 2021 19:59:49 +0200
Subject: [PATCH 191/834] Add test for backtest via APII

---
 freqtrade/rpc/api_server/api_backtest.py |  6 +--
 tests/rpc/test_rpc_apiserver.py          | 66 ++++++++++++++++++++++++
 2 files changed, 69 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index ea566f1f1..48aee0cc5 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -70,7 +70,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
             ApiServer._bt.results = generate_backtest_stats(
                 ApiServer._backtestdata, ApiServer._bt.all_results,
                 min_date=min_date, max_date=max_date)
-            logger.info("Backtesting finished.")
+            logger.info("Backtest finished.")
 
         finally:
             ApiServer._bgtask_running = False
@@ -110,7 +110,7 @@ def api_get_backtest():
             "running": False,
             "step": "",
             "progress": 0,
-            "status_msg": "Backtesting not yet executed"
+            "status_msg": "Backtest not yet executed"
         }
 
     return {
@@ -145,5 +145,5 @@ def api_delete_backtest():
         "running": False,
         "step": "",
         "progress": 0,
-        "status_msg": "Backtesting reset",
+        "status_msg": "Backtest reset",
     }
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index a8ffd3eff..329d5e32f 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -2,6 +2,7 @@
 Unit test file for rpc/api_server.py
 """
 
+import json
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import ANY, MagicMock, PropertyMock
@@ -1227,3 +1228,68 @@ def test_list_available_pairs(botclient):
     assert rc.json()['length'] == 1
     assert rc.json()['pairs'] == ['XRP/ETH']
     assert len(rc.json()['pair_interval']) == 1
+
+
+def test_api_backtesting(botclient, mocker, fee):
+    ftbot, client = botclient
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+
+    # Backtesting not started yet
+    rc = client_get(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+
+    result = rc.json()
+    assert result['status'] == 'not_started'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest not yet executed'
+    assert result['progress'] == 0
+
+    # Reset backtesting
+    rc = client_delete(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'reset'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest reset'
+
+    # bt_mock = mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
+    #                        return_value=(1, 2))
+    # stats_mock = mocker.patch('freqtrade.optimize.optimize_reports.generate_backtest_stats')
+    # bt_mock.load_bt_data = MagicMock(return_value=(xxx, 'asdfadf'))
+    # start backtesting
+    data = {
+        "strategy": "DefaultStrategy",
+        "timeframe": "5m",
+        "timerange": "20180110-20180111",
+        "max_open_trades": 3,
+        "stake_amount": 100,
+        "dry_run_wallet": 1000,
+        "enable_protections": False
+    }
+    rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
+    assert_response(rc)
+    result = rc.json()
+
+    assert result['status'] == 'running'
+    assert result['progress'] == 0
+    assert result['running']
+    assert result['status_msg'] == 'Backtest started'
+
+    rc = client_get(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+
+    result = rc.json()
+    assert result['status'] == 'ended'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest ended'
+    assert result['progress'] == 1
+    assert result['backtest_result']
+
+    # Delete backtesting to avoid leakage since the backtest-object may stick around.
+    rc = client_delete(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+
+    result = rc.json()
+    assert result['status'] == 'reset'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest reset'

From 17b3cc20976a4b63e622d64f82808c28db23498a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 2 Apr 2021 19:58:08 +0200
Subject: [PATCH 192/834] Return numeric value, not empty string

---
 freqtrade/rpc/rpc.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 538e95f40..c81f57e90 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -118,9 +118,9 @@ class RPC:
             'bot_name': config.get('bot_name', 'freqtrade'),
             'timeframe': config.get('timeframe'),
             'timeframe_ms': timeframe_to_msecs(config['timeframe']
-                                               ) if 'timeframe' in config else '',
+                                               ) if 'timeframe' in config else 0,
             'timeframe_min': timeframe_to_minutes(config['timeframe']
-                                                  ) if 'timeframe' in config else '',
+                                                  ) if 'timeframe' in config else 0,
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
             'forcebuy_enabled': config.get('forcebuy_enable', False),

From 129c7b02d021f91d1ff810038639df955c155680 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 2 Apr 2021 20:00:14 +0200
Subject: [PATCH 193/834] Not all config values are mandatory in webserver mode

---
 freqtrade/rpc/api_server/api_schemas.py |  8 ++++----
 freqtrade/rpc/api_server/api_v1.py      | 18 ++++++++----------
 freqtrade/rpc/api_server/webserver.py   |  2 +-
 3 files changed, 13 insertions(+), 15 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index f10c501f7..12ca87edb 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -118,17 +118,17 @@ class ShowConfig(BaseModel):
     stake_currency_decimals: int
     max_open_trades: int
     minimal_roi: Dict[str, Any]
-    stoploss: float
-    trailing_stop: bool
+    stoploss: Optional[float]
+    trailing_stop: Optional[bool]
     trailing_stop_positive: Optional[float]
     trailing_stop_positive_offset: Optional[float]
     trailing_only_offset_is_reached: Optional[bool]
     use_custom_stoploss: Optional[bool]
-    timeframe: str
+    timeframe: Optional[str]
     timeframe_ms: int
     timeframe_min: int
     exchange: str
-    strategy: str
+    strategy: Optional[str]
     forcebuy_enabled: bool
     ask_strategy: Dict[str, Any]
     bid_strategy: Dict[str, Any]
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 3f3f799b0..f875a9e3c 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -11,15 +11,14 @@ from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.data.history import get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.rpc import RPC
-from freqtrade.rpc.api_server.api_schemas import (AvailablePairs,
-                                                  Balances, BlacklistPayload, BlacklistResponse,
-                                                  Count, Daily, DeleteLockRequest, DeleteTrade,
-                                                  ForceBuyPayload, ForceBuyResponse,
-                                                  ForceSellPayload, Locks, Logs, OpenTradeSchema,
-                                                  PairHistory, PerformanceEntry, Ping, PlotConfig,
-                                                  Profit, ResultMsg, ShowConfig, Stats, StatusMsg,
-                                                  StrategyListResponse, StrategyResponse, Version,
-                                                  WhitelistResponse)
+from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
+                                                  BlacklistResponse, Count, Daily,
+                                                  DeleteLockRequest, DeleteTrade, ForceBuyPayload,
+                                                  ForceBuyResponse, ForceSellPayload, Locks, Logs,
+                                                  OpenTradeSchema, PairHistory, PerformanceEntry,
+                                                  Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
+                                                  Stats, StatusMsg, StrategyListResponse,
+                                                  StrategyResponse, Version, WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -260,4 +259,3 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
         'pair_interval': pair_interval,
     }
     return result
-
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 0b58d79ff..5a59883ea 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -109,10 +109,10 @@ class ApiServer(RPCHandler):
 
     def configure_app(self, app: FastAPI, config):
         from freqtrade.rpc.api_server.api_auth import http_basic_or_jwt_token, router_login
+        from freqtrade.rpc.api_server.api_backtest import router as api_backtest
         from freqtrade.rpc.api_server.api_v1 import router as api_v1
         from freqtrade.rpc.api_server.api_v1 import router_public as api_v1_public
         from freqtrade.rpc.api_server.web_ui import router_ui
-        from freqtrade.rpc.api_server.api_backtest import router as api_backtest
 
         app.include_router(api_v1_public, prefix="/api/v1")
 

From 830b2548bcb2498d635ece241d135aef0e33b03c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 5 Apr 2021 19:58:53 +0200
Subject: [PATCH 194/834] Add backtest stopping

---
 freqtrade/optimize/backtesting.py        |  6 +++++-
 freqtrade/rpc/api_server/api_backtest.py | 25 ++++++++++++++++++++++++
 2 files changed, 30 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index c8d4efa74..a1cf94774 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -120,6 +120,7 @@ class Backtesting:
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
 
         self.progress = BTProgress()
+        self.abort = False
 
     def __del__(self):
         LoggingMixin.show_output = True
@@ -202,6 +203,8 @@ class Backtesting:
 
         # Create dict with data
         for pair, pair_data in processed.items():
+            if self.abort:
+                raise DependencyException("Stop requested")
             self.progress.increment()
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
@@ -419,7 +422,8 @@ class Backtesting:
         # Loop timerange and get candle for each pair at that point in time
         while tmp <= end_date:
             open_trade_count_start = open_trade_count
-
+            if self.abort:
+                raise DependencyException("Stop requested")
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 try:
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 48aee0cc5..bd202ea64 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -6,6 +6,7 @@ from copy import deepcopy
 from fastapi import APIRouter, BackgroundTasks, Depends
 
 from freqtrade.enums import BacktestState
+from freqtrade.exceptions import DependencyException
 from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
 from freqtrade.rpc.api_server.deps import get_config
 from freqtrade.rpc.api_server.webserver import ApiServer
@@ -64,6 +65,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 lastconfig['timeframe'] = strat.timeframe
                 ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
 
+            ApiServer._bt.abort = False
             min_date, max_date = ApiServer._bt.backtest_one_strategy(
                 strat, ApiServer._backtestdata,
                 ApiServer._bt_timerange)
@@ -72,6 +74,9 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 min_date=min_date, max_date=max_date)
             logger.info("Backtest finished.")
 
+        except DependencyException as e:
+            logger.info(f"Backtesting caused an error: {e}")
+            pass
         finally:
             ApiServer._bgtask_running = False
 
@@ -147,3 +152,23 @@ def api_delete_backtest():
         "progress": 0,
         "status_msg": "Backtest reset",
     }
+
+
+@router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_backtest_abort():
+    if not ApiServer._bgtask_running:
+        return {
+            "status": "not_running",
+            "running": False,
+            "step": "",
+            "progress": 0,
+            "status_msg": "Backtest ended",
+        }
+    ApiServer._bt.abort = True
+    return {
+        "status": "stopping",
+        "running": False,
+        "step": "",
+        "progress": 0,
+        "status_msg": "Backtest ended",
+    }

From 2ec22f1d97090b10506c298f9a119dd4eb14e6f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 24 May 2021 07:47:38 +0200
Subject: [PATCH 195/834] Add Sorting to available pair list

---
 freqtrade/rpc/api_server/api_v1.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index f875a9e3c..61d69707e 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -252,7 +252,7 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     pair_interval = sorted(pair_interval, key=lambda x: x[0])
 
     pairs = list({x[0] for x in pair_interval})
-
+    pairs.sort()
     result = {
         'length': len(pairs),
         'pairs': pairs,

From e5b1657ab30f5b8b05840b74de8c8995ee3982a8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 20 Jun 2021 12:54:05 +0200
Subject: [PATCH 196/834] Properly remove rpc handler

---
 freqtrade/rpc/api_server/webserver.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index 5a59883ea..e9becc936 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -76,7 +76,6 @@ class ApiServer(RPCHandler):
         Attach rpc handler
         """
         if not self._has_rpc:
-            self._rpc = rpc
             ApiServer._rpc = rpc
             ApiServer._has_rpc = True
         else:
@@ -85,7 +84,9 @@ class ApiServer(RPCHandler):
 
     def cleanup(self) -> None:
         """ Cleanup pending module resources """
-        if self._server:
+        ApiServer._has_rpc = False
+        del ApiServer._rpc
+        if self._server and not self._standalone:
             logger.info("Stopping API Server")
             self._server.cleanup()
 

From 5474d5ee64b65a178a195e97ca16b3e797e34f33 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 20 Jun 2021 15:18:41 +0200
Subject: [PATCH 197/834] Move webserver start command to seperate file

---
 freqtrade/commands/__init__.py           |  3 ++-
 freqtrade/commands/trade_commands.py     | 13 -------------
 freqtrade/commands/webserver_commands.py | 15 +++++++++++++++
 freqtrade/rpc/api_server/api_backtest.py |  1 -
 tests/commands/test_commands.py          |  3 +--
 5 files changed, 18 insertions(+), 17 deletions(-)
 create mode 100644 freqtrade/commands/webserver_commands.py

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index a13d0ba49..04e46ee23 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -19,4 +19,5 @@ from freqtrade.commands.list_commands import (start_list_exchanges, start_list_h
 from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
-from freqtrade.commands.trade_commands import start_trading, start_webserver
+from freqtrade.commands.trade_commands import start_trading
+from freqtrade.commands.webserver_commands import start_webserver
diff --git a/freqtrade/commands/trade_commands.py b/freqtrade/commands/trade_commands.py
index 3c3f3db9f..535844844 100644
--- a/freqtrade/commands/trade_commands.py
+++ b/freqtrade/commands/trade_commands.py
@@ -27,16 +27,3 @@ def start_trading(args: Dict[str, Any]) -> int:
             logger.info("worker found ... calling exit")
             worker.exit()
     return 0
-
-
-def start_webserver(args: Dict[str, Any]) -> None:
-    """
-    Main entry point for webserver mode
-    """
-    from freqtrade.configuration import Configuration
-    from freqtrade.enums import RunMode
-    from freqtrade.rpc.api_server import ApiServer
-
-    # Initialize configuration
-    config = Configuration(args, RunMode.WEBSERVER).get_config()
-    ApiServer(config, standalone=True)
diff --git a/freqtrade/commands/webserver_commands.py b/freqtrade/commands/webserver_commands.py
new file mode 100644
index 000000000..9a5975227
--- /dev/null
+++ b/freqtrade/commands/webserver_commands.py
@@ -0,0 +1,15 @@
+from typing import Any, Dict
+
+from freqtrade.enums import RunMode
+
+
+def start_webserver(args: Dict[str, Any]) -> None:
+    """
+    Main entry point for webserver mode
+    """
+    from freqtrade.configuration import Configuration
+    from freqtrade.rpc.api_server import ApiServer
+
+    # Initialize configuration
+    config = Configuration(args, RunMode.WEBSERVER).get_config()
+    ApiServer(config, standalone=True)
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index bd202ea64..bdd9bc522 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -1,4 +1,3 @@
-
 import asyncio
 import logging
 from copy import deepcopy
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index bef421c89..dfbbbb2a6 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -13,10 +13,9 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
                                 start_list_data, start_list_exchanges, start_list_hyperopts,
                                 start_list_markets, start_list_strategies, start_list_timeframes,
                                 start_new_hyperopt, start_new_strategy, start_show_trades,
-                                start_test_pairlist, start_trading)
+                                start_test_pairlist, start_trading, start_webserver)
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
-from freqtrade.commands.trade_commands import start_webserver
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException

From 005da9718346e6b870210acf3b8b4d0582c06883 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 06:28:47 +0200
Subject: [PATCH 198/834] extract backtesting abort functionality

---
 freqtrade/optimize/backtesting.py        | 15 +++++++++++----
 freqtrade/rpc/api_server/api_backtest.py |  2 +-
 tests/optimize/test_backtesting.py       | 14 ++++++++++++++
 tests/rpc/test_rpc_apiserver.py          | 11 +++++++----
 4 files changed, 33 insertions(+), 9 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index a1cf94774..e507ab2fd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -189,6 +189,15 @@ class Backtesting:
         self.rejected_trades = 0
         self.dataprovider.clear_cache()
 
+    def check_abort(self):
+        """
+        Check if abort was requested, raise DependencyException if that's the case
+        Only applies to Interactive backtest mode (webserver mode)
+        """
+        if self.abort:
+            self.abort = False
+            raise DependencyException("Stop requested")
+
     def _get_ohlcv_as_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, Tuple]:
         """
         Helper function to convert a processed dataframes into lists for performance reasons.
@@ -203,8 +212,7 @@ class Backtesting:
 
         # Create dict with data
         for pair, pair_data in processed.items():
-            if self.abort:
-                raise DependencyException("Stop requested")
+            self.check_abort()
             self.progress.increment()
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
@@ -422,8 +430,7 @@ class Backtesting:
         # Loop timerange and get candle for each pair at that point in time
         while tmp <= end_date:
             open_trade_count_start = open_trade_count
-            if self.abort:
-                raise DependencyException("Stop requested")
+            self.check_abort()
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 try:
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index bdd9bc522..cd40438d2 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -52,8 +52,8 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 # TODO: Investigate if enabling protections can be dynamically ingested from here...
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
-                # Reset data if backtesting is reloaded
 
+            # Only reload data if timeframe or timerange changed.
             if (not ApiServer._backtestdata or not ApiServer._bt_timerange
                     or lastconfig.get('timerange') != btconfig['timerange']
                     or lastconfig.get('timeframe') != strat.timeframe):
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 30d86f979..5427bbf92 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -346,6 +346,20 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
 
 
+def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
+    patch_exchange(mocker)
+    backtesting = Backtesting(default_conf)
+    backtesting.check_abort()
+
+    backtesting.abort = True
+
+    with pytest.raises(DependencyException, match="Stop requested"):
+        backtesting.check_abort()
+    # abort flag resets
+    assert backtesting.abort is False
+    assert backtesting.progress.progress == 0
+
+
 def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 329d5e32f..c3a958ff5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1252,10 +1252,6 @@ def test_api_backtesting(botclient, mocker, fee):
     assert not result['running']
     assert result['status_msg'] == 'Backtest reset'
 
-    # bt_mock = mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
-    #                        return_value=(1, 2))
-    # stats_mock = mocker.patch('freqtrade.optimize.optimize_reports.generate_backtest_stats')
-    # bt_mock.load_bt_data = MagicMock(return_value=(xxx, 'asdfadf'))
     # start backtesting
     data = {
         "strategy": "DefaultStrategy",
@@ -1285,6 +1281,13 @@ def test_api_backtesting(botclient, mocker, fee):
     assert result['progress'] == 1
     assert result['backtest_result']
 
+    rc = client_get(client, f"{BASE_URI}/backtest/abort")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'not_running'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest ended'
+
     # Delete backtesting to avoid leakage since the backtest-object may stick around.
     rc = client_delete(client, f"{BASE_URI}/backtest")
     assert_response(rc)

From 36d4a15d248ebc655803a828c64824e84fb23bb8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 06:46:58 +0200
Subject: [PATCH 199/834] quickly document webserver mode

---
 docs/utils.md | 42 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 42 insertions(+)

diff --git a/docs/utils.md b/docs/utils.md
index 524fefc21..789462de4 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -614,6 +614,48 @@ Show whitelist when using a [dynamic pairlist](plugins.md#pairlists).
 freqtrade test-pairlist --config config.json --quote USDT BTC
 ```
 
+## Webserver mode
+
+!!! Warning "Experimental"
+    Webserver mode is an experimental mode to increase backesting and strategy development productivity.
+    There may still be bugs - so if you happen to stumble across these, please report them as github issues, thanks.
+
+Run freqtrade in webserver mode.
+Freqtrade will start the webserver and allow FreqUI to start and control backtesting processes.
+This has the advantage that data will not be reloaded between backtesting runs (as long as timeframe and timerange remain identical).
+FreqUI will also show the backtesting results.
+
+```
+usage: freqtrade webserver [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                           [--userdir PATH] [-s NAME] [--strategy-path PATH]
+
+optional arguments:
+  -h, --help            show this help message and exit
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
+
+```
+
 ## List Hyperopt results
 
 You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` sub-command.

From a4bd862323deb86febe3bfa39af124642df909df Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 20:29:04 +0200
Subject: [PATCH 200/834] Fix fluky test

---
 tests/rpc/test_rpc_manager.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/tests/rpc/test_rpc_manager.py b/tests/rpc/test_rpc_manager.py
index 918022386..596b5ae20 100644
--- a/tests/rpc/test_rpc_manager.py
+++ b/tests/rpc/test_rpc_manager.py
@@ -5,6 +5,7 @@ from unittest.mock import MagicMock
 
 from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPCManager
+from freqtrade.rpc.api_server.webserver import ApiServer
 from tests.conftest import get_patched_freqtradebot, log_has
 
 
@@ -190,3 +191,4 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
     assert len(rpc_manager.registered_modules) == 1
     assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]
     assert run_mock.call_count == 1
+    ApiServer.shutdown()

From b7a9853d9ab245d9158536bb5110c72e96c09fe7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 6 Jul 2021 21:04:52 +0200
Subject: [PATCH 201/834] Increase test coverage

---
 tests/rpc/test_rpc_apiserver.py | 37 ++++++++++++++++++++++++++++++++-
 1 file changed, 36 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index c3a958ff5..f145db3e0 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -17,7 +17,7 @@ from requests.auth import _basic_auth_str
 
 from freqtrade.__init__ import __version__
 from freqtrade.enums import RunMode, State
-from freqtrade.exceptions import ExchangeError
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.loggers import setup_logging, setup_logging_pre
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC
@@ -243,6 +243,9 @@ def test_api__init__(default_conf, mocker):
     apiserver = ApiServer(default_conf)
     apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
     assert apiserver._config == default_conf
+    with pytest.raises(OperationalException, match="RPC Handler already attached."):
+        apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
+
     ApiServer.shutdown()
 
 
@@ -1288,6 +1291,38 @@ def test_api_backtesting(botclient, mocker, fee):
     assert not result['running']
     assert result['status_msg'] == 'Backtest ended'
 
+    # Simulate running backtest
+    ApiServer._bgtask_running = True
+    rc = client_get(client, f"{BASE_URI}/backtest/abort")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'stopping'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest ended'
+
+    # Get running backtest...
+    rc = client_get(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'running'
+    assert result['running']
+    assert result['step'] == "backtest"
+    assert result['status_msg'] == "Backtest running"
+
+    # Try delete with task still running
+    rc = client_delete(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'running'
+
+    # Post to backtest that's still running
+    rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
+    assert_response(rc, 502)
+    result = rc.json()
+    assert 'Bot Background task already running' in result['error']
+
+    ApiServer._bgtask_running = False
+
     # Delete backtesting to avoid leakage since the backtest-object may stick around.
     rc = client_delete(client, f"{BASE_URI}/backtest")
     assert_response(rc)

From d1104bd434e4c60ba3d7f2582c093a0027c65af0 Mon Sep 17 00:00:00 2001
From: octaviusgus <lmlukamilosevic@gmail.com>
Date: Tue, 6 Jul 2021 22:47:39 +0200
Subject: [PATCH 202/834] fix daily profit data and daily profit curve example

---
 freqtrade/optimize/optimize_reports.py              |  2 +-
 freqtrade/templates/strategy_analysis_example.ipynb | 11 ++++++++---
 2 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 89cf70437..5dc8554c4 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -272,7 +272,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     winning_days = sum(daily_profit > 0)
     draw_days = sum(daily_profit == 0)
     losing_days = sum(daily_profit < 0)
-    daily_profit_list = daily_profit.tolist()
+    daily_profit_list = [(str(idx.date()), val) for idx, val in daily_profit.iteritems()]
 
     return {
         'backtest_best_day': best_rel,
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index f3b0d8d03..99720ae6e 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -215,13 +215,18 @@
     "stats = load_backtest_stats(backtest_dir)\n",
     "strategy_stats = stats['strategy'][strategy]\n",
     "\n",
+    "dates = []\n",
+    "profits = []\n",
+    "for date_profit in strategy_stats['daily_profit']:\n",
+    "    dates.append(date_profit[0])\n",
+    "    profits.append(date_profit[1])\n",
+    "\n",
     "equity = 0\n",
     "equity_daily = []\n",
-    "for dp in strategy_stats['daily_profit']:\n",
+    "for daily_profit in profits:\n",
     "    equity_daily.append(equity)\n",
-    "    equity += float(dp)\n",
+    "    equity += float(daily_profit)\n",
     "\n",
-    "dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
     "\n",
     "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
     "\n",

From 638bed3dac45206eb001e0512aeb938ae063c20d Mon Sep 17 00:00:00 2001
From: user <user@ubutradebot.home>
Date: Wed, 7 Jul 2021 06:46:51 +0000
Subject: [PATCH 203/834] Add RangeStabilityFilterMax pairlist filter

---
 freqtrade/constants.py                        |   2 +-
 .../pairlist/rangestabilityfiltermax.py       | 109 ++++++++++++++++++
 2 files changed, 110 insertions(+), 1 deletion(-)
 create mode 100644 freqtrade/plugins/pairlist/rangestabilityfiltermax.py

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f4c32387b..089569842 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -28,7 +28,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
                        'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter', 'VolatilityFilter']
+                       'SpreadFilter', 'VolatilityFilter', 'RangeStabilityFilterMax']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
diff --git a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
new file mode 100644
index 000000000..98f65904b
--- /dev/null
+++ b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
@@ -0,0 +1,109 @@
+"""
+Rate of change pairlist filter
+"""
+import logging
+from copy import deepcopy
+from typing import Any, Dict, List, Optional
+
+import arrow
+from cachetools.ttl import TTLCache
+from pandas import DataFrame
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.misc import plural
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class RangeStabilityFilterMax(IPairList):
+
+    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)
+
+        self._days = pairlistconfig.get('lookback_days', 10)
+        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', 0.02)
+        self._refresh_period = pairlistconfig.get('refresh_period', 1440)
+
+        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
+
+        if self._days < 1:
+            raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
+        if self._days > exchange.ohlcv_candle_limit('1d'):
+            raise OperationalException("RangeStabilityFilter requires lookback_days to not "
+                                       "exceed exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit('1d')})")
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty List is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return (f"{self.name} - Filtering pairs with rate of change below "
+                f"{self._max_rate_of_change} over the last {plural(self._days, 'day')}.")
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Validate trading range
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new allowlist
+        """
+        needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
+
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=-self._days - 1)
+                       .float_timestamp) * 1000
+        # Get all candles
+        candles = {}
+        if needed_pairs:
+            candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
+                                                          cache=False)
+
+        if self._enabled:
+            for p in deepcopy(pairlist):
+                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
+                if not self._validate_pair_loc(p, daily_candles):
+                    pairlist.remove(p)
+        return pairlist
+
+    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
+        """
+        Validate trading range
+        :param pair: Pair that's currently validated
+        :param ticker: ticker dict as returned from ccxt.load_markets()
+        :return: True if the pair can stay, false if it should be removed
+        """
+        # Check symbol in cache
+        cached_res = self._pair_cache.get(pair, None)
+        if cached_res is not None:
+            return cached_res
+
+        result = False
+        if daily_candles is not None and not daily_candles.empty:
+            highest_high = daily_candles['high'].max()
+            lowest_low = daily_candles['low'].min()
+            pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0
+            if pct_change <= self._max_rate_of_change:
+                result = True
+            else:
+                self.log_once(f"Removed {pair} from whitelist, because rate of change "
+                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
+                              f"which is above the threshold of {self._max_rate_of_change}.",
+                              logger.info)
+                result = False
+            self._pair_cache[pair] = result
+
+        return result

From 3c3772703bdc8897abcf03c5c4ee6bf45c27e802 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 09:46:05 +0200
Subject: [PATCH 204/834] changed quoteVolume to be built over a rolling period
 using lookback_period to avoid pair_candles being larger than requested
 lookback_period

---
 freqtrade/plugins/pairlist/VolumePairList.py | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 14b9d7024..d6b8aaaa3 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -183,8 +183,15 @@ class VolumePairList(IPairList):
                         pair_candles['volume'] * pair_candles['typical_price']
                     )
 
+                    # ensure that a rolling sum over the lookback_period is built
+                    # if pair_candles contains more candles than lookback_period
+                    quoteVolume = (pair_candles['quoteVolume']
+                                   .rolling(self._lookback_period)
+                                   .sum()
+                                   .iloc[-1])
+
                     # replace quoteVolume with range quoteVolume sum calculated above
-                    filtered_tickers[i]['quoteVolume'] = pair_candles['quoteVolume'].sum()
+                    filtered_tickers[i]['quoteVolume'] = quoteVolume
                 else:
                     filtered_tickers[i]['quoteVolume'] = 0
 

From 8b485d197a6778499f362275ce0c521bca2778a3 Mon Sep 17 00:00:00 2001
From: sauces1313 <sauces1313@fmdidgaf.com>
Date: Wed, 7 Jul 2021 07:54:17 +0000
Subject: [PATCH 205/834] Update Plugins doc

---
 docs/includes/pairlists.md | 18 ++++++++++++++++++
 1 file changed, 18 insertions(+)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index f19c5a181..0368e8a6f 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -174,6 +174,24 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
 !!! Tip
     This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
 
+#### RangeStabilityFilterMax
+
+Same function as `RangeStabilityFilter` but instead of a minimum value, it uses a maximum value for rate of change, i.e. `max_rate_of_change` as seen in the example below.
+
+```json
+"pairlists": [
+    {
+        "method": "RangeStabilityFilterMax",
+        "lookback_days": 10,
+        "max_rate_of_change": 1.01,
+        "refresh_period": 1440
+    }
+]
+```
+
+!!! Tip
+    This Filter can be used to automatically remove pairs with extreme high/low variance over a given amount of time (`lookback_days`).
+
 #### VolatilityFilter
 
 Volatility is the degree of historical variation of a pairs over time, is is measured by the standard deviation of logarithmic daily returns. Returns are assumed to be normally distributed, although actual distribution might be different. In a normal distribution, 68% of observations fall within one standard deviation and 95% of observations fall within two standard deviations. Assuming a volatility of 0.05 means that the expected returns for 20 out of 30 days is expected to be less than 5% (one standard deviation). Volatility is a positive ratio of the expected deviation of return and can be greater than 1.00. Please refer to the wikipedia definition of [`volatility`](https://en.wikipedia.org/wiki/Volatility_(finance)).

From 8b0a02db8eef64840ac57ba6a5313047f69f6bdb Mon Sep 17 00:00:00 2001
From: sauces1313 <sauces1313@fmdidgaf.com>
Date: Wed, 7 Jul 2021 08:11:13 +0000
Subject: [PATCH 206/834] Correct exception messages

---
 freqtrade/plugins/pairlist/rangestabilityfiltermax.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
index 98f65904b..e0cf5b9b4 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
@@ -31,9 +31,9 @@ class RangeStabilityFilterMax(IPairList):
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
 
         if self._days < 1:
-            raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
+            raise OperationalException("RangeStabilityFilterMax requires lookback_days to be >= 1")
         if self._days > exchange.ohlcv_candle_limit('1d'):
-            raise OperationalException("RangeStabilityFilter requires lookback_days to not "
+            raise OperationalException("RangeStabilityFilterMax requires lookback_days to not "
                                        "exceed exchange max request size "
                                        f"({exchange.ohlcv_candle_limit('1d')})")
 

From f30e300f181046e6e09f3c896d59563d09e0e119 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 11:28:35 +0200
Subject: [PATCH 207/834] adjusted `test_pairlist.py` for fixed rolling sum

---
 tests/plugins/test_pairlist.py | 14 +++++++++-----
 1 file changed, 9 insertions(+), 5 deletions(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 7812ee733..f6f86d0b5 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -527,7 +527,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     # expecing pairs as given
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
        "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
-     "BTC", ['LTC/BTC', 'XRP/BTC', 'ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
+     "BTC", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
     # expecting pairs from default tickers, because 1h candles are not available
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
        "lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
@@ -541,16 +541,20 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
     ohlcv_history_high_vola = ohlcv_history.copy()
     ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
 
-    # create candles for high volume
+    # create candles for medium overall volume with last candle high volume
+    ohlcv_history_medium_volume = ohlcv_history.copy()
+    ohlcv_history_medium_volume.loc[ohlcv_history_medium_volume.index == 2, 'volume'] = 5
+
+    # create candles for high volume with all candles high volume
     ohlcv_history_high_volume = ohlcv_history.copy()
-    ohlcv_history_high_volume.loc[ohlcv_history_high_volume.index == 1, 'volume'] = 10
+    ohlcv_history_high_volume.loc[:, 'volume'] = 10
 
     ohlcv_data = {
         ('ETH/BTC', '1d'): ohlcv_history,
         ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history_high_volume,
+        ('LTC/BTC', '1d'): ohlcv_history_medium_volume,
         ('XRP/BTC', '1d'): ohlcv_history_high_vola,
-        ('HOT/BTC', '1d'): ohlcv_history,
+        ('HOT/BTC', '1d'): ohlcv_history_high_volume,
     }
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))

From 6cea0ef2d72e1e66bb6e496b820193b58f9d4624 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 11:48:26 +0200
Subject: [PATCH 208/834] documentation for `OffsetFilter`

---
 docs/includes/pairlists.md | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index f19c5a181..3ae3b89ec 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -23,6 +23,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
 * [`AgeFilter`](#agefilter)
+* [`OffsetFilter`](#offsetfilter)
 * [`PerformanceFilter`](#performancefilter)
 * [`PrecisionFilter`](#precisionfilter)
 * [`PriceFilter`](#pricefilter)
@@ -89,6 +90,30 @@ be caught out buying before the pair has finished dropping in price.
 
 This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
 
+#### OffsetFilter
+
+Offsets an incoming pairlist by a given `offset` value.
+
+As an example it can be used in conjunction with `VolumeFilter` to remove the top X volume pairs. Or to split
+a larger pairlist on two bot instances.
+
+Example to remove the first 10 pairs from the pairlist:
+
+```json
+"pairlists": [{
+        "method": "OffsetFilter",
+        "offset": 10
+}],
+```
+
+!!! Warning
+    When `OffsetFilter` is used to split a larger pairlist among multiple bots in combination with `VolumeFilter` 
+    it can not be guaranteed that pairs won't overlap due to slightly different refresh intervals for the
+    `VolumeFilter`
+
+!!! Note
+    An offset larger then the total length of the incoming pairlist will result in an empty pairlist.
+
 #### PerformanceFilter
 
 Sorts pairs by past trade performance, as follows:

From c44e87cd30a7a43a968319df326858280fffbf72 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 12:06:55 +0200
Subject: [PATCH 209/834] added tests for `OffsetFilter to `test_pairlist.py`

---
 tests/plugins/test_pairlist.py | 26 +++++++++++++++++++++++++-
 1 file changed, 25 insertions(+), 1 deletion(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..975273e60 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -417,7 +417,19 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "StaticPairList"},
       {"method": "VolatilityFilter", "lookback_days": 3,
        "min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],
-     "BTC", ['ETH/BTC', 'TKN/BTC'])
+     "BTC", ['ETH/BTC', 'TKN/BTC']),
+    # VolumePairList with no offset = unchanged pairlist
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "OffsetFilter", "offset": 0}],
+     "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
+    # VolumePairList with offset = 2
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "OffsetFilter", "offset": 2}],
+     "USDT", ['ADAHALF/USDT', 'ADADOUBLE/USDT']),
+    # VolumePairList with higher offset, than total pairlist
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "OffsetFilter", "offset": 100}],
+     "USDT", [])
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       ohlcv_history, pairlists, base_currency,
@@ -695,6 +707,18 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
     assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
 
 
+def test_OffsetFilter_error(mocker, whitelist_conf) -> None:
+    whitelist_conf['pairlists'] = (
+        [{"method": "StaticPairList"}, {"method": "OffsetFilter", "offset": -1}]
+    )
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+
+    with pytest.raises(OperationalException,
+                       match=r'OffsetFilter requires offset to be >= 0'):
+        PairListManager(MagicMock, whitelist_conf)
+
+
 def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'RangeStabilityFilter', 'lookback_days': 99999}]

From 00a1931f40e1351191fb030cdd649671aee7380c Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 7 Jul 2021 21:24:44 +0700
Subject: [PATCH 210/834] fix test

---
 freqtrade/plugins/pairlist/AgeFilter.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 44c5d2e5e..810a87082 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -102,7 +102,7 @@ class AgeFilter(IPairList):
 
         if daily_candles is not None:
             if len(daily_candles) >= self._min_days_listed and \
-                    len(daily_candles) <= self._max_days_listed:
+                    (True if not self._max_days_listed else len(daily_candles) <= self._max_days_listed):
                 # We have fetched at least the minimum required number of daily candles
                 # Add to cache, store the time we last checked this symbol
                 self._symbolsChecked[pair] = arrow.utcnow().int_timestamp * 1000
@@ -112,9 +112,9 @@ class AgeFilter(IPairList):
                     f"Removed {pair} from whitelist, because age "
                     f"{len(daily_candles)} is less than {self._min_days_listed} "
                     f"{plural(self._min_days_listed, 'day')}"
-                ) + (
+                ) + ((
                     " or more than "
                     f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
-                ) if self.max_days_listed else '', logger.info)
+                ) if self._max_days_listed else ''), logger.info)
                 return False
         return False

From 8248d1acd19c1b229fecd894d480bbd320912fc3 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 7 Jul 2021 22:10:22 +0700
Subject: [PATCH 211/834] run flake8

---
 freqtrade/plugins/pairlist/AgeFilter.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 810a87082..133285884 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -102,7 +102,8 @@ class AgeFilter(IPairList):
 
         if daily_candles is not None:
             if len(daily_candles) >= self._min_days_listed and \
-                    (True if not self._max_days_listed else len(daily_candles) <= self._max_days_listed):
+                    (True if not self._max_days_listed
+                        else len(daily_candles) <= self._max_days_listed):
                 # We have fetched at least the minimum required number of daily candles
                 # Add to cache, store the time we last checked this symbol
                 self._symbolsChecked[pair] = arrow.utcnow().int_timestamp * 1000

From 682f880630dbf31bd99cf604d94256c989f90df1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 7 Jul 2021 20:05:56 +0200
Subject: [PATCH 212/834] Slightly simplify if statement, add additional test

---
 freqtrade/plugins/pairlist/AgeFilter.py |  7 ++++---
 tests/plugins/test_pairlist.py          | 10 +++++++++-
 2 files changed, 13 insertions(+), 4 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 133285884..23250e5c1 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -101,9 +101,10 @@ class AgeFilter(IPairList):
             return True
 
         if daily_candles is not None:
-            if len(daily_candles) >= self._min_days_listed and \
-                    (True if not self._max_days_listed
-                        else len(daily_candles) <= self._max_days_listed):
+            if (
+                len(daily_candles) >= self._min_days_listed
+                and (not self._max_days_listed or len(daily_candles) <= self._max_days_listed)
+            ):
                 # We have fetched at least the minimum required number of daily candles
                 # Add to cache, store the time we last checked this symbol
                 self._symbolsChecked[pair] = arrow.utcnow().int_timestamp * 1000
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 5724ca39c..f8c5acba3 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -321,6 +321,14 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "AgeFilter", "min_days_listed": 1, "max_days_listed": 2}],
      "BTC", []),
+    # AgeFilter and VolumePairList LTC/BTC has 6 candles - removes all
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 4, "max_days_listed": 5}],
+     "BTC", []),
+    # AgeFilter and VolumePairList LTC/BTC has 6 candles - passes
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 4, "max_days_listed": 10}],
+     "BTC", ["LTC/BTC"]),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}],
@@ -436,7 +444,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     ohlcv_data = {
         ('ETH/BTC', '1d'): ohlcv_history,
         ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history,
+        ('LTC/BTC', '1d'): ohlcv_history.append(ohlcv_history),
         ('XRP/BTC', '1d'): ohlcv_history,
         ('HOT/BTC', '1d'): ohlcv_history_high_vola,
     }

From 4d4ed82db8d41904d45302df2999bc660f8daed3 Mon Sep 17 00:00:00 2001
From: nightshift2k <82537832+nightshift2k@users.noreply.github.com>
Date: Wed, 7 Jul 2021 20:29:52 +0200
Subject: [PATCH 213/834] Update docs/includes/pairlists.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/includes/pairlists.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 3ae3b89ec..5b2e892e8 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -109,7 +109,7 @@ Example to remove the first 10 pairs from the pairlist:
 !!! Warning
     When `OffsetFilter` is used to split a larger pairlist among multiple bots in combination with `VolumeFilter` 
     it can not be guaranteed that pairs won't overlap due to slightly different refresh intervals for the
-    `VolumeFilter`
+    `VolumeFilter`.
 
 !!! Note
     An offset larger then the total length of the incoming pairlist will result in an empty pairlist.

From 5a2bc192d4728f7c26e2ded30a68a833df0aa6c1 Mon Sep 17 00:00:00 2001
From: nightshift2k <82537832+nightshift2k@users.noreply.github.com>
Date: Wed, 7 Jul 2021 20:29:55 +0200
Subject: [PATCH 214/834] Update docs/includes/pairlists.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/includes/pairlists.md | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 5b2e892e8..ecb6231ec 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -100,10 +100,12 @@ a larger pairlist on two bot instances.
 Example to remove the first 10 pairs from the pairlist:
 
 ```json
-"pairlists": [{
+"pairlists": [
+    {
         "method": "OffsetFilter",
         "offset": 10
-}],
+    }
+],
 ```
 
 !!! Warning

From 7dc826d6b398f4220d3d96b9a88fa2fe29d6da93 Mon Sep 17 00:00:00 2001
From: nightshift2k <join.the.nightshift@protonmail.com>
Date: Wed, 7 Jul 2021 20:43:37 +0200
Subject: [PATCH 215/834] warning for range based lookback performance more
 readable formatting of examples

---
 docs/includes/pairlists.md | 24 +++++++++++++++++-------
 1 file changed, 17 insertions(+), 7 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 3f8baab29..9ea9b41a4 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -68,12 +68,14 @@ Filtering instances (not the first position in the list) will not apply any cach
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
 ```json
-"pairlists": [{
+"pairlists": [
+    {
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
         "refresh_period": 1800
-}],
+    }
+],
 ```
 
 `VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3), and multiplies it with every candle data's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
@@ -81,28 +83,36 @@ Filtering instances (not the first position in the list) will not apply any cach
 For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
 
 ```json
-"pairlists": [{
+"pairlists": [
+    {
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
         "refresh_period": 86400,
         "lookback_days": 7
-}],
+    }
+],
 ```
 !!! Warning "Range look back and refresh period"
     When used in conjuction with `lookback_days` and `lookback_timeframe` the `refresh_period` can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.
 
+!!! Warning "Performance implications when using lookback range"
+    If used in first position in combination with lookback, the computation of the range based volume can be time and ressource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `VolumeFilter` to narrow the pairlist down for further range volume calculation.
+
+
 More sophisticated approach can be used, by using `lookback_timeframe` for candle size and `lookback_period` which specifies the amount of candles. This example will build the volume pairs based on a rolling period of 3 days of 1h candles:
 
 ```json
-"pairlists": [{
+"pairlists": [
+    {
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
         "refresh_period": 3600,
         "lookback_timeframe": "1h",
-        "lookback_timeframe": 72
-}],
+        "lookback_period": 72
+    }
+],
 ```
 
 !!! Note

From e5da7ff6db70ce4894f58e9b36a683631e921327 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Jul 2021 07:02:40 +0200
Subject: [PATCH 216/834] Fix typos and improve wording in docs

---
 docs/includes/pairlists.md | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 9ea9b41a4..5a771e055 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -78,7 +78,7 @@ Filtering instances (not the first position in the list) will not apply any cach
 ],
 ```
 
-`VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3), and multiplies it with every candle data's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
+`VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
 
 For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
 
@@ -93,12 +93,12 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
     }
 ],
 ```
+
 !!! Warning "Range look back and refresh period"
-    When used in conjuction with `lookback_days` and `lookback_timeframe` the `refresh_period` can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.
+    When used in conjunction with `lookback_days` and `lookback_timeframe` the `refresh_period` can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.
 
 !!! Warning "Performance implications when using lookback range"
-    If used in first position in combination with lookback, the computation of the range based volume can be time and ressource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `VolumeFilter` to narrow the pairlist down for further range volume calculation.
-
+    If used in first position in combination with lookback, the computation of the range based volume can be time and resource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `VolumeFilter` to narrow the pairlist down for further range volume calculation.
 
 More sophisticated approach can be used, by using `lookback_timeframe` for candle size and `lookback_period` which specifies the amount of candles. This example will build the volume pairs based on a rolling period of 3 days of 1h candles:
 

From 8be0241573f0cf1bf1bac92b5e92d4c85ab44a76 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Jul 2021 07:07:56 +0200
Subject: [PATCH 217/834] Build images for feat/** branches

---
 .github/workflows/ci.yml | 1 +
 1 file changed, 1 insertion(+)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 42959c3b5..2606cac4d 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,6 +6,7 @@ on:
       - master
       - stable
       - develop
+      - feat/**
     tags:
   release:
     types: [published]

From 863391122ffa55895fec87212159c653f3c148cf Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 8 Jul 2021 13:42:52 +0700
Subject: [PATCH 218/834] fix short desc not appear

---
 freqtrade/plugins/pairlist/AgeFilter.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 133285884..a49842e94 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -58,10 +58,10 @@ class AgeFilter(IPairList):
         return (
             f"{self.name} - Filtering pairs with age less than "
             f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}"
-        ) + (
+        ) + ((
             " or more than "
             f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
-        ) if self._max_days_listed else ''
+        ) if self._max_days_listed else '')
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """

From 03861945a39af7441f8898f00bf7416f11f7d7ca Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 8 Jul 2021 20:04:47 +0200
Subject: [PATCH 219/834] Update documentation page too.

---
 docs/strategy_analysis_example.md | 11 ++++++++---
 1 file changed, 8 insertions(+), 3 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 27c620c3d..27192aa2f 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -148,13 +148,18 @@ import pandas as pd
 stats = load_backtest_stats(backtest_dir)
 strategy_stats = stats['strategy'][strategy]
 
+dates = []
+profits = []
+for date_profit in strategy_stats['daily_profit']:
+    dates.append(date_profit[0])
+    profits.append(date_profit[1])
+
 equity = 0
 equity_daily = []
-for dp in strategy_stats['daily_profit']:
+for daily_profit in profits:
     equity_daily.append(equity)
-    equity += float(dp)
+    equity += float(daily_profit)
 
-dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
 
 df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
 

From 2f33b97b95c62ab0fec089098a6cf1eeae01d041 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Jul 2021 07:19:44 +0200
Subject: [PATCH 220/834] Validate startup candles for backtesting correctly

closes #5250
---
 freqtrade/optimize/backtesting.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7c6b7cbc3..8f818047d 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -116,6 +116,7 @@ class Backtesting:
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
+        self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
     def __del__(self):
         LoggingMixin.show_output = True

From 6129c5ca9e9ccd418f8f9c6659db54f2a87d8579 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 9 Jul 2021 20:46:38 +0200
Subject: [PATCH 221/834] Fix deprecation warnings from pandas 1.3.0

closes #5251
---
 freqtrade/optimize/hyperopt_tools.py       | 2 +-
 freqtrade/optimize/optimize_reports.py     | 5 +++--
 freqtrade/plugins/pairlist/OffsetFilter.py | 2 +-
 freqtrade/rpc/rpc.py                       | 2 +-
 4 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 90976d34e..439016c14 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -75,7 +75,7 @@ class HyperoptTools():
             if fn:
                 HyperoptTools.export_params(params, strategy_name, fn.with_suffix('.json'))
             else:
-                logger.warn("Strategy not found, not exporting parameter file.")
+                logger.warning("Strategy not found, not exporting parameter file.")
 
     @staticmethod
     def has_space(config: Dict[str, Any], space: str) -> bool:
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 5dc8554c4..eefacbbab 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -325,8 +325,9 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
                     key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
     worst_pair = min([pair for pair in pair_results if pair['key'] != 'TOTAL'],
                      key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
-    results['open_timestamp'] = results['open_date'].astype(int64) // 1e6
-    results['close_timestamp'] = results['close_date'].astype(int64) // 1e6
+    if not results.empty:
+        results['open_timestamp'] = results['open_date'].view(int64) // 1e6
+        results['close_timestamp'] = results['close_date'].view(int64) // 1e6
 
     backtest_days = (max_date - min_date).days
     strat_stats = {
diff --git a/freqtrade/plugins/pairlist/OffsetFilter.py b/freqtrade/plugins/pairlist/OffsetFilter.py
index 4579204d9..573a573a6 100644
--- a/freqtrade/plugins/pairlist/OffsetFilter.py
+++ b/freqtrade/plugins/pairlist/OffsetFilter.py
@@ -48,7 +48,7 @@ class OffsetFilter(IPairList):
         """
         if self._offset > len(pairlist):
             self.log_once(f"Offset of {self._offset} is larger than " +
-                          f"pair count of {len(pairlist)}", logger.warn)
+                          f"pair count of {len(pairlist)}", logger.warning)
         pairs = pairlist[self._offset:]
         self.log_once(f"Searching {len(pairs)} pairs: {pairs}", logger.info)
         return pairs
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 538e95f40..e0aaefe50 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -761,7 +761,7 @@ class RPC:
         sell_signals = 0
         if has_content:
 
-            dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].astype(int64) // 1000 // 1000
+            dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000
             # Move open to seperate column when signal for easy plotting
             if 'buy' in dataframe.columns:
                 buy_mask = (dataframe['buy'] == 1)

From cf6f706078fc5ddb75901d76e6ae8b87fd32330f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 10:01:15 +0200
Subject: [PATCH 222/834] Don't build for feat branches

that breaks CI for PR's
---
 .github/workflows/ci.yml | 1 -
 1 file changed, 1 deletion(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 2606cac4d..42959c3b5 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,7 +6,6 @@ on:
       - master
       - stable
       - develop
-      - feat/**
     tags:
   release:
     types: [published]

From e4e2340f91ffacdfe971be8387cb9d1c36ad074f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 10:02:05 +0200
Subject: [PATCH 223/834] Fix bug where currencies are duplicated

in case there is dust
---
 freqtrade/rpc/telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 171a53ca1..319a6c9c0 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -600,8 +600,8 @@ class Telegram(RPCHandler):
                 )
             total_dust_balance = 0
             total_dust_currencies = 0
-            curr_output = ''
             for curr in result['currencies']:
+                curr_output = ''
                 if curr['est_stake'] > balance_dust_level:
                     curr_output = (
                         f"*{curr['currency']}:*\n"

From 72a103f32d3c9c70c54eea9849902f6a9c6641ae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 10:13:23 +0200
Subject: [PATCH 224/834] Properly test webserver startup in standalone mode

---
 tests/rpc/test_rpc_apiserver.py | 29 ++++++++++++++++++++++++++---
 1 file changed, 26 insertions(+), 3 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f145db3e0..ad8f2c972 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -17,7 +17,7 @@ from requests.auth import _basic_auth_str
 
 from freqtrade.__init__ import __version__
 from freqtrade.enums import RunMode, State
-from freqtrade.exceptions import ExchangeError, OperationalException
+from freqtrade.exceptions import DependencyException, ExchangeError, OperationalException
 from freqtrade.loggers import setup_logging, setup_logging_pre
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC
@@ -308,7 +308,10 @@ def test_api_run(default_conf, mocker, caplog):
                                         }})
     mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
 
-    server_mock = MagicMock()
+    server_inst_mock = MagicMock()
+    server_inst_mock.run_in_thread = MagicMock()
+    server_inst_mock.run = MagicMock()
+    server_mock = MagicMock(return_value=server_inst_mock)
     mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer', server_mock)
 
     apiserver = ApiServer(default_conf)
@@ -318,6 +321,8 @@ def test_api_run(default_conf, mocker, caplog):
     assert apiserver._config == default_conf
     apiserver.start_api()
     assert server_mock.call_count == 2
+    assert server_inst_mock.run_in_thread.call_count == 2
+    assert server_inst_mock.run.call_count == 0
     assert server_mock.call_args_list[0][0][0].host == "127.0.0.1"
     assert server_mock.call_args_list[0][0][0].port == 8080
     assert isinstance(server_mock.call_args_list[0][0][0].app, FastAPI)
@@ -336,6 +341,8 @@ def test_api_run(default_conf, mocker, caplog):
     apiserver.start_api()
 
     assert server_mock.call_count == 1
+    assert server_inst_mock.run_in_thread.call_count == 1
+    assert server_inst_mock.run.call_count == 0
     assert server_mock.call_args_list[0][0][0].host == "0.0.0.0"
     assert server_mock.call_args_list[0][0][0].port == 8089
     assert isinstance(server_mock.call_args_list[0][0][0].app, FastAPI)
@@ -349,6 +356,17 @@ def test_api_run(default_conf, mocker, caplog):
                    "Please make sure that this is intentional!", caplog)
     assert log_has_re("SECURITY WARNING - `jwt_secret_key` seems to be default.*", caplog)
 
+    server_mock.reset_mock()
+    apiserver._standalone = True
+    apiserver.start_api()
+    assert server_inst_mock.run_in_thread.call_count == 0
+    assert server_inst_mock.run.call_count == 1
+
+    apiserver1 = ApiServer(default_conf)
+    assert id(apiserver1) == id(apiserver)
+
+    apiserver._standalone = False
+
     # Test crashing API server
     caplog.clear()
     mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer',
@@ -1233,7 +1251,7 @@ def test_list_available_pairs(botclient):
     assert len(rc.json()['pair_interval']) == 1
 
 
-def test_api_backtesting(botclient, mocker, fee):
+def test_api_backtesting(botclient, mocker, fee, caplog):
     ftbot, client = botclient
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
 
@@ -1323,6 +1341,11 @@ def test_api_backtesting(botclient, mocker, fee):
 
     ApiServer._bgtask_running = False
 
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
+                 side_effect=DependencyException())
+    rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
+    assert log_has("Backtesting caused an error: ", caplog)
+
     # Delete backtesting to avoid leakage since the backtest-object may stick around.
     rc = client_delete(client, f"{BASE_URI}/backtest")
     assert_response(rc)

From ad26b0dad057eaa95d798ba4f06ba627452e91f1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 10:59:00 +0200
Subject: [PATCH 225/834] Don't void backtest object when not necessary

---
 freqtrade/optimize/bt_progress.py        | 1 -
 freqtrade/rpc/api_server/api_backtest.py | 7 +++----
 2 files changed, 3 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/bt_progress.py b/freqtrade/optimize/bt_progress.py
index 8d4fd1737..d295956c7 100644
--- a/freqtrade/optimize/bt_progress.py
+++ b/freqtrade/optimize/bt_progress.py
@@ -1,4 +1,3 @@
-
 from freqtrade.enums import BacktestState
 
 
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index cd40438d2..8bf87a044 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -45,17 +45,16 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
 
             if (not ApiServer._bt
                     or lastconfig.get('timeframe') != strat.timeframe
-                    or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
-                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
-                    or lastconfig.get('protections') != btconfig.get('protections', [])
                     or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
-                # TODO: Investigate if enabling protections can be dynamically ingested from here...
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
 
             # Only reload data if timeframe or timerange changed.
             if (not ApiServer._backtestdata or not ApiServer._bt_timerange
                     or lastconfig.get('timerange') != btconfig['timerange']
+                    or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
+                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
+                    or lastconfig.get('protections') != btconfig.get('protections', [])
                     or lastconfig.get('timeframe') != strat.timeframe):
                 lastconfig['timerange'] = btconfig['timerange']
                 lastconfig['protections'] = btconfig.get('protections', [])

From 52ae95b2a5b0625c71e1ce067a27c415320d1e37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 11:19:23 +0200
Subject: [PATCH 226/834] Improve naming of apiserver variables

---
 freqtrade/commands/arguments.py          |  2 +-
 freqtrade/rpc/api_server/api_backtest.py | 36 +++++++++++++-----------
 freqtrade/rpc/api_server/webserver.py    |  4 +--
 3 files changed, 23 insertions(+), 19 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1efe450ff..1143db394 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -390,6 +390,6 @@ class Arguments:
 
         # Add webserver subcommand
         webserver_cmd = subparsers.add_parser('webserver', help='Webserver module.',
-                                              parents=[_common_parser, _strategy_parser])
+                                              parents=[_common_parser])
         webserver_cmd.set_defaults(func=start_webserver)
         self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 8bf87a044..76b4a8169 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -40,35 +40,39 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
         asyncio.set_event_loop(asyncio.new_event_loop())
         try:
             # Reload strategy
-            lastconfig = ApiServer._lastbacktestconfig
+            lastconfig = ApiServer._bt_last_config
             strat = StrategyResolver.load_strategy(btconfig)
 
-            if (not ApiServer._bt
-                    or lastconfig.get('timeframe') != strat.timeframe
-                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
+            if (
+                not ApiServer._bt
+                or lastconfig.get('timeframe') != strat.timeframe
+                or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
+            ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
 
             # Only reload data if timeframe or timerange changed.
-            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
-                    or lastconfig.get('timerange') != btconfig['timerange']
-                    or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
-                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
-                    or lastconfig.get('protections') != btconfig.get('protections', [])
-                    or lastconfig.get('timeframe') != strat.timeframe):
+            if (
+                not ApiServer._bt_data
+                or not ApiServer._bt_timerange
+                or lastconfig.get('timerange') != btconfig['timerange']
+                or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
+                or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
+                or lastconfig.get('protections') != btconfig.get('protections', [])
+                or lastconfig.get('timeframe') != strat.timeframe
+            ):
                 lastconfig['timerange'] = btconfig['timerange']
                 lastconfig['protections'] = btconfig.get('protections', [])
                 lastconfig['enable_protections'] = btconfig.get('enable_protections')
                 lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
                 lastconfig['timeframe'] = strat.timeframe
-                ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
+                ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
 
             ApiServer._bt.abort = False
             min_date, max_date = ApiServer._bt.backtest_one_strategy(
-                strat, ApiServer._backtestdata,
-                ApiServer._bt_timerange)
+                strat, ApiServer._bt_data, ApiServer._bt_timerange)
             ApiServer._bt.results = generate_backtest_stats(
-                ApiServer._backtestdata, ApiServer._bt.all_results,
+                ApiServer._bt_data, ApiServer._bt.all_results,
                 min_date=min_date, max_date=max_date)
             logger.info("Backtest finished.")
 
@@ -140,8 +144,8 @@ def api_delete_backtest():
     if ApiServer._bt:
         del ApiServer._bt
         ApiServer._bt = None
-        del ApiServer._backtestdata
-        ApiServer._backtestdata = None
+        del ApiServer._bt_data
+        ApiServer._bt_data = None
         logger.info("Backtesting reset")
     return {
         "status": "reset",
diff --git a/freqtrade/rpc/api_server/webserver.py b/freqtrade/rpc/api_server/webserver.py
index e9becc936..235063191 100644
--- a/freqtrade/rpc/api_server/webserver.py
+++ b/freqtrade/rpc/api_server/webserver.py
@@ -35,9 +35,9 @@ class ApiServer(RPCHandler):
     _rpc: RPC
     # Backtesting type: Backtesting
     _bt = None
-    _backtestdata = None
+    _bt_data = None
     _bt_timerange = None
-    _lastbacktestconfig: Dict[str, Any] = {}
+    _bt_last_config: Dict[str, Any] = {}
     _has_rpc: bool = False
     _bgtask_running: bool = False
     _config: Dict[str, Any] = {}

From f658cfa3491a7050debd8f86898e3f751d92b46e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 11 Jul 2021 11:13:27 +0200
Subject: [PATCH 227/834] Remove Slack

As the community is mostly active on discord, there's little point in
linking people to Slack as well
---
 CONTRIBUTING.md              |  2 +-
 README.md                    | 10 +++-------
 docs/developer.md            |  2 +-
 docs/faq.md                  |  2 +-
 docs/includes/protections.md |  2 +-
 docs/index.md                |  8 ++------
 freqtrade/rpc/rpc_manager.py |  4 ++--
 7 files changed, 11 insertions(+), 19 deletions(-)

diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md
index 040cf3e98..c4ccc1b9f 100644
--- a/CONTRIBUTING.md
+++ b/CONTRIBUTING.md
@@ -12,7 +12,7 @@ Few pointers for contributions:
 - New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
 - PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
 
-If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
+If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a Pull Request.
 
 ## Getting started
 
diff --git a/README.md b/README.md
index 4082995f0..8cba78136 100644
--- a/README.md
+++ b/README.md
@@ -142,13 +142,9 @@ The project is currently setup in two main branches:
 
 ## Support
 
-### Help / Discord / Slack
+### Help / Discord
 
-For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
-
-Please check out our [discord server](https://discord.gg/p7nuUNVfP7).
-
-You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
+For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join the Freqtrade [discord server](https://discord.gg/p7nuUNVfP7).
 
 ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 
@@ -179,7 +175,7 @@ to understand the requirements before sending your pull-requests.
 Coding is not a necessity to contribute - maybe start with improving our documentation?
 Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
 
-**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) (please use the #dev channel for this). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
 **Important:** Always create your PR against the `develop` branch, not `stable`.
 
diff --git a/docs/developer.md b/docs/developer.md
index d0731a233..dd56a367c 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -2,7 +2,7 @@
 
 This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running.
 
-All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/p7nuUNVfP7) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) where you can ask questions.
+All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/p7nuUNVfP7) where you can ask questions.
 
 ## Documentation
 
diff --git a/docs/faq.md b/docs/faq.md
index d015ae50e..b8a3a44d8 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -172,7 +172,7 @@ freqtrade hyperopt --hyperopt SampleHyperopt --hyperopt-loss SharpeHyperOptLossD
 
 ### Why does it take a long time to run hyperopt?
 
-* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) - or the Freqtrade [discord community](https://discord.gg/p7nuUNVfP7). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
+* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [discord community](https://discord.gg/p7nuUNVfP7). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
 
 * If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:
 
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index 3ea2dde61..5dcc83738 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -1,7 +1,7 @@
 ## Protections
 
 !!! Warning "Beta feature"
-    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord, Slack or via Github Issue.
+    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.
 
 Protections will protect your strategy from unexpected events and market conditions by temporarily stop trading for either one pair, or for all pairs.
 All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
diff --git a/docs/index.md b/docs/index.md
index 8ecb085de..8077cd303 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -73,13 +73,9 @@ Alternatively
 
 ## Support
 
-### Help / Discord / Slack
+### Help / Discord
 
-For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
-
-Please check out our [discord server](https://discord.gg/p7nuUNVfP7).
-
-You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
+For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join the Freqtrade [discord server](https://discord.gg/p7nuUNVfP7).
 
 ## Ready to try?
 
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 18ed68041..b3f45ab41 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -1,5 +1,5 @@
 """
-This module contains class to manage RPC communications (Telegram, Slack, ...)
+This module contains class to manage RPC communications (Telegram, API, ...)
 """
 import logging
 from typing import Any, Dict, List
@@ -13,7 +13,7 @@ logger = logging.getLogger(__name__)
 
 class RPCManager:
     """
-    Class to manage RPC objects (Telegram, Slack, ...)
+    Class to manage RPC objects (Telegram, API, ...)
     """
     def __init__(self, freqtrade) -> None:
         """ Initializes all enabled rpc modules """

From 0e4466ca1e46ebad19cc28a8ef9ac21123c48de4 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 11 Jul 2021 12:20:31 +0300
Subject: [PATCH 228/834] Implement strategy-controlled stake sizes. Expose
 `self.wallet` to a strategy.

---
 docs/strategy-advanced.md         | 31 ++++++++++++++++++++++
 freqtrade/freqtradebot.py         | 27 ++++++++++---------
 freqtrade/optimize/backtesting.py | 15 ++++++++++-
 freqtrade/strategy/interface.py   | 17 ++++++++++++
 freqtrade/wallets.py              | 43 +++++++++++++++++++++++++++----
 tests/rpc/test_rpc.py             |  2 +-
 tests/test_freqtradebot.py        | 20 ++++++++++++++
 7 files changed, 136 insertions(+), 19 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index b06cf3ecb..e2fd30575 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -521,6 +521,37 @@ class AwesomeStrategy(IStrategy):
 
 ```
 
+### Stake size management
+
+It is possible to manage your risk by reducing or increasing or reducing stake amount when placing a new trade.
+
+```python
+class AwesomeStrategy(IStrategy):
+    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
+                            proposed_stake: float, min_stake: float, max_stake: float,
+                            **kwargs) -> float:
+
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
+        current_candle = dataframe.iloc[-1].squeeze()
+
+        if current_candle['fastk_rsi_1h'] > current_candle['fastd_rsi_1h']:
+            if self.config['stake_amount'] == 'unlimited':
+                # Use entire available wallet during favorable conditions when in compounding mode.
+                return max_stake
+            else:
+                # Compound profits during favorable conditions instead of using a static stake.
+                return self.wallets.get_total_stake_amount() / self.config['max_open_trades']
+
+        # Use default stake amount.
+        return proposed_stake
+```
+
+!!! Tip
+    You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed, as returned value will be clamped to supported range and this acton will be logged.
+
+!!! Tip
+    Returning `0` or `None` will prevent trades from being placed.
+
 ---
 
 ## Derived strategies
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7a7371357..efbf15fca 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -424,16 +424,10 @@ class FreqtradeBot(LoggingMixin):
 
         if buy and not sell:
             stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
-            if not stake_amount:
-                logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
-                return False
-
-            logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
-                        f"{stake_amount} ...")
 
             bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
             if ((bid_check_dom.get('enabled', False)) and
-                    (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
+               (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
                     return self.execute_buy(pair, stake_amount)
                 else:
@@ -488,13 +482,22 @@ class FreqtradeBot(LoggingMixin):
 
         min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, buy_limit_requested,
                                                                    self.strategy.stoploss)
-        if min_stake_amount is not None and min_stake_amount > stake_amount:
-            logger.warning(
-                f"Can't open a new trade for {pair}: stake amount "
-                f"is too small ({stake_amount} < {min_stake_amount})"
-            )
+
+        if not self.edge:
+            max_stake_amount = self.wallets.get_available_stake_amount()
+            stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
+                                                 default_retval=None)(
+                pair=pair, current_time=datetime.now(timezone.utc),
+                current_rate=buy_limit_requested, proposed_stake=stake_amount,
+                min_stake=min_stake_amount, max_stake=max_stake_amount)
+        stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
+
+        if not stake_amount:
             return False
 
+        logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
+                    f"{stake_amount} ...")
+
         amount = stake_amount / buy_limit_requested
         order_type = self.strategy.order_types['buy']
         if forcebuy:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 8f818047d..885e67e0b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -129,6 +129,8 @@ class Backtesting:
         """
         self.strategy: IStrategy = strategy
         strategy.dp = self.dataprovider
+        # Attach Wallets to Strategy baseclass
+        IStrategy.wallets = self.wallets
         # Set stoploss_on_exchange to false for backtesting,
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
@@ -312,7 +314,18 @@ class Backtesting:
             stake_amount = self.wallets.get_trade_stake_amount(pair, None)
         except DependencyException:
             return None
-        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05)
+
+        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05) or 0
+        max_stake_amount = self.wallets.get_available_stake_amount()
+
+        stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
+                                             default_retval=None)(
+            pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
+            proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
+        stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
+
+        if not stake_amount:
+            return None
 
         order_type = self.strategy.order_types['buy']
         time_in_force = self.strategy.order_time_in_force['sell']
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 26bcb0369..f9772e1df 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -304,6 +304,23 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return None
 
+    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
+                            proposed_stake: float, min_stake: float, max_stake: float,
+                            **kwargs) -> float:
+        """
+        Customize stake size for each new trade. This method is not called when edge module is
+        enabled.
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param proposed_stake: A stake amount proposed by the bot.
+        :param min_stake: Minimal stake size allowed by exchange.
+        :param max_stake: Balance available for trading.
+        :return: A stake size, which is between min_stake and max_stake.
+        """
+        return proposed_stake
+
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 1b2ec4550..42144dad7 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -131,7 +131,22 @@ class Wallets:
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
 
-    def _get_available_stake_amount(self, val_tied_up: float) -> float:
+    def get_total_stake_amount(self):
+        """
+        Return the total currently available balance in stake currency, including tied up stake and
+        respecting tradable_balance_ratio.
+        Calculated as
+        (<open_trade stakes> + free amount) * tradable_balance_ratio
+        """
+        # Ensure <tradable_balance_ratio>% is used from the overall balance
+        # Otherwise we'd risk lowering stakes with each open trade.
+        # (tied up + current free) * ratio) - tied up
+        val_tied_up = Trade.total_open_trades_stakes()
+        available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
+                            self._config['tradable_balance_ratio'])
+        return available_amount
+
+    def get_available_stake_amount(self) -> float:
         """
         Return the total currently available balance in stake currency,
         respecting tradable_balance_ratio.
@@ -142,9 +157,7 @@ class Wallets:
         # Ensure <tradable_balance_ratio>% is used from the overall balance
         # Otherwise we'd risk lowering stakes with each open trade.
         # (tied up + current free) * ratio) - tied up
-        available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
-                            self._config['tradable_balance_ratio']) - val_tied_up
-        return available_amount
+        return self.get_total_stake_amount() - Trade.total_open_trades_stakes()
 
     def _calculate_unlimited_stake_amount(self, available_amount: float,
                                           val_tied_up: float) -> float:
@@ -193,7 +206,7 @@ class Wallets:
         # Ensure wallets are uptodate.
         self.update()
         val_tied_up = Trade.total_open_trades_stakes()
-        available_amount = self._get_available_stake_amount(val_tied_up)
+        available_amount = self.get_available_stake_amount()
 
         if edge:
             stake_amount = edge.stake_amount(
@@ -209,3 +222,23 @@ class Wallets:
                     available_amount, val_tied_up)
 
         return self._check_available_stake_amount(stake_amount, available_amount)
+
+    def _validate_stake_amount(self, pair, stake_amount, min_stake_amount):
+        if not stake_amount:
+            logger.debug(f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.")
+            return 0
+
+        max_stake_amount = self.get_available_stake_amount()
+        if min_stake_amount is not None and stake_amount < min_stake_amount:
+            stake_amount = min_stake_amount
+            logger.info(
+                f"Stake amount for pair {pair} is too small ({stake_amount} < {min_stake_amount}), "
+                f"adjusting to {min_stake_amount}."
+            )
+        if stake_amount > max_stake_amount:
+            stake_amount = max_stake_amount
+            logger.info(
+                f"Stake amount for pair {pair} is too big ({stake_amount} > {max_stake_amount}), "
+                f"adjusting to {max_stake_amount}."
+            )
+        return stake_amount
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index cc29dc157..0049e59bb 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -886,7 +886,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
 
     # Test not buying
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    freqtradebot.config['stake_amount'] = 0.0000001
+    freqtradebot.config['stake_amount'] = 0
     patch_get_signal(freqtradebot, (True, False))
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 99e11e893..117589b12 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -413,6 +413,26 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
 
     patch_get_signal(freqtrade)
 
+    assert freqtrade.create_trade('ETH/BTC')
+
+
+def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
+                                        fee, mocker) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    buy_mock = MagicMock(return_value=limit_buy_order_open)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        buy=buy_mock,
+        get_fee=fee,
+    )
+
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['stake_amount'] = 0
+
+    patch_get_signal(freqtrade)
+
     assert not freqtrade.create_trade('ETH/BTC')
 
 

From 7ea0a74c532780a89b5fd885c804e437fe0291b9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 11 Jul 2021 14:10:41 +0200
Subject: [PATCH 229/834] Default to proposed stake

---
 docs/strategy-advanced.md          |  6 ++++--
 freqtrade/freqtradebot.py          |  2 +-
 freqtrade/optimize/backtesting.py  |  2 +-
 tests/optimize/test_backtesting.py | 11 +++++++++++
 tests/test_freqtradebot.py         | 21 ++++++++++++++++++++-
 5 files changed, 37 insertions(+), 5 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index e2fd30575..4dba9ad4a 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -523,7 +523,7 @@ class AwesomeStrategy(IStrategy):
 
 ### Stake size management
 
-It is possible to manage your risk by reducing or increasing or reducing stake amount when placing a new trade.
+It is possible to manage your risk by reducing or increasing stake amount when placing a new trade.
 
 ```python
 class AwesomeStrategy(IStrategy):
@@ -546,8 +546,10 @@ class AwesomeStrategy(IStrategy):
         return proposed_stake
 ```
 
+Freqtrade will fall back to the `proposed_stake` value should your code raise an exception. The exception itself will be logged.
+
 !!! Tip
-    You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed, as returned value will be clamped to supported range and this acton will be logged.
+    You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed as the returned value will be clamped to supported range and this acton will be logged.
 
 !!! Tip
     Returning `0` or `None` will prevent trades from being placed.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index efbf15fca..5ef109387 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -486,7 +486,7 @@ class FreqtradeBot(LoggingMixin):
         if not self.edge:
             max_stake_amount = self.wallets.get_available_stake_amount()
             stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
-                                                 default_retval=None)(
+                                                 default_retval=stake_amount)(
                 pair=pair, current_time=datetime.now(timezone.utc),
                 current_rate=buy_limit_requested, proposed_stake=stake_amount,
                 min_stake=min_stake_amount, max_stake=max_stake_amount)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 885e67e0b..83cd8c2bb 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -319,7 +319,7 @@ class Backtesting:
         max_stake_amount = self.wallets.get_available_stake_amount()
 
         stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
-                                             default_retval=None)(
+                                             default_retval=stake_amount)(
             pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
             proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
         stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 30d86f979..a1881c306 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -496,6 +496,17 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     trade = backtesting._enter_trade(pair, row=row)
     assert trade is not None
 
+    backtesting.strategy.custom_stake_amount = lambda **kwargs: 123.5
+    trade = backtesting._enter_trade(pair, row=row)
+    assert trade
+    assert trade.stake_amount == 123.5
+
+    # In case of error - use proposed stake
+    backtesting.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
+    trade = backtesting._enter_trade(pair, row=row)
+    assert trade
+    assert trade.stake_amount == 495
+
     # Stake-amount too high!
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 117589b12..addf72bbb 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -397,7 +397,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
 
 
 def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order_open,
-                                             fee, mocker) -> None:
+                                             fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     buy_mock = MagicMock(return_value=limit_buy_order_open)
@@ -414,6 +414,7 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
     patch_get_signal(freqtrade)
 
     assert freqtrade.create_trade('ETH/BTC')
+    assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
 
 
 def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
@@ -862,6 +863,24 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     assert trade.open_rate == 0.5
     assert trade.stake_amount == 40.495905365
 
+    # Test with custom stake
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '556'
+
+    freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[4]
+    assert trade
+    assert trade.stake_amount == 150
+
+    # Exception case
+    limit_buy_order['id'] = '557'
+    freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[5]
+    assert trade
+    assert trade.stake_amount == 2.0
+
     # In case of the order is rejected and not filled at all
     limit_buy_order['status'] = 'rejected'
     limit_buy_order['amount'] = 90.99181073

From 8b78a3bde2b41e53061f4621982166bb5ece694e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 11 Jul 2021 21:01:12 +0200
Subject: [PATCH 230/834] Quick fix for trades opening below min-trade amount

---
 freqtrade/wallets.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 42144dad7..ece496c90 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -229,6 +229,10 @@ class Wallets:
             return 0
 
         max_stake_amount = self.get_available_stake_amount()
+
+        if min_stake_amount > max_stake_amount:
+            logger.warning("Minimum stake amount > available balance.")
+            return 0
         if min_stake_amount is not None and stake_amount < min_stake_amount:
             stake_amount = min_stake_amount
             logger.info(

From f4caf9b93c9bc985530d45c8b3aee8db22d3f7f5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Jul 2021 03:01:29 +0000
Subject: [PATCH 231/834] Bump ccxt from 1.52.40 to 1.52.83

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.40 to 1.52.83.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.40...1.52.83)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 528dc2ce6..08a04d5f5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.0
 pandas==1.3.0
 
-ccxt==1.52.40
+ccxt==1.52.83
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 21ef08d9a8b4d49873f70c3ba39bf3099a39fff1 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Jul 2021 03:01:34 +0000
Subject: [PATCH 232/834] Bump mkdocs-material from 7.1.9 to 7.1.10

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.9 to 7.1.10.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.9...7.1.10)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index d11e5ea4e..e346fe5a5 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.1
-mkdocs-material==7.1.9
+mkdocs-material==7.1.10
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 81c50aca0116f9f14b1d73ed4aa7df151cb6696b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 12 Jul 2021 03:01:38 +0000
Subject: [PATCH 233/834] Bump isort from 5.9.1 to 5.9.2

Bumps [isort](https://github.com/pycqa/isort) from 5.9.1 to 5.9.2.
- [Release notes](https://github.com/pycqa/isort/releases)
- [Changelog](https://github.com/PyCQA/isort/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pycqa/isort/compare/5.9.1...5.9.2)

---
updated-dependencies:
- dependency-name: isort
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index c73acbe9c..e25f810cd 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -13,7 +13,7 @@ pytest-asyncio==0.15.1
 pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
-isort==5.9.1
+isort==5.9.2
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.1.0

From ed77889d6b4f51a3ee847de4888c6b4f030f35b0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 12 Jul 2021 06:52:59 +0200
Subject: [PATCH 234/834] Add explicit tests for _validate_stake_amount

---
 tests/test_wallets.py | 19 +++++++++++++++++++
 1 file changed, 19 insertions(+)

diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index ff303e2ec..d083a63f6 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -170,3 +170,22 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     freqtrade.config['max_open_trades'] = 0
     result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
     assert result == 0
+
+
+@pytest.mark.parametrize('stake_amount,min_stake_amount,max_stake_amount,expected', [
+    (22, 11, 50, 22),
+    (100, 11, 500, 100),
+    (1000, 11, 500, 500),  # Above max-stake
+    (20, 15, 10, 0),  # Minimum stake > max-stake
+    (1, 11, 100, 11),  # Below min stake
+    (1, 15, 10, 0),  # Below min stake and min_stake > max_stake
+
+])
+def test__validate_stake_amount(mocker, default_conf,
+                                stake_amount, min_stake_amount, max_stake_amount, expected):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    mocker.patch("freqtrade.wallets.Wallets.get_available_stake_amount",
+                 return_value=max_stake_amount)
+    res = freqtrade.wallets._validate_stake_amount('XRP/USDT', stake_amount, min_stake_amount)
+    assert res == expected

From b41c2344405c438eb3f81e60eb8eeb3cef1510ad Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 12:18:55 +0200
Subject: [PATCH 235/834] Extract Closed profit calculation to trade object

---
 freqtrade/persistence/models.py | 13 +++++++++++++
 freqtrade/wallets.py            |  4 +---
 tests/test_persistence.py       | 16 ++++++++++++++++
 3 files changed, 30 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index b4c299120..8dcfc6c94 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -801,6 +801,19 @@ class Trade(_DECL_BASE, LocalTrade):
                                  Trade.is_open.is_(False),
                                  ]).all()
 
+    @staticmethod
+    def get_total_closed_profit() -> float:
+        """
+        Retrieves total realized profit
+        """
+        if Trade.use_db:
+            total_profit = Trade.query.with_entities(
+                func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
+        else:
+            total_profit = sum(
+                t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
+        return total_profit or 0
+
     @staticmethod
     def total_open_trades_stakes() -> float:
         """
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index ece496c90..3d80cc892 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -70,9 +70,7 @@ class Wallets:
         # If not backtesting...
         # TODO: potentially remove the ._log workaround to determine backtest mode.
         if self._log:
-            closed_trades = Trade.get_trades_proxy(is_open=False)
-            tot_profit = sum(
-                [trade.close_profit_abs for trade in closed_trades if trade.close_profit_abs])
+            tot_profit = Trade.get_total_closed_profit()
         else:
             tot_profit = LocalTrade.total_profit
         tot_in_trades = sum([trade.stake_amount for trade in open_trades])
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 1576aaa5a..89d07ca74 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1124,6 +1124,21 @@ def test_total_open_trades_stakes(fee, use_db):
     Trade.use_db = True
 
 
+@pytest.mark.usefixtures("init_persistence")
+@pytest.mark.parametrize('use_db', [True, False])
+def test_get_total_closed_profit(fee, use_db):
+
+    Trade.use_db = use_db
+    Trade.reset_trades()
+    res = Trade.get_total_closed_profit()
+    assert res == 0
+    create_mock_trades(fee, use_db)
+    res = Trade.get_total_closed_profit()
+    assert res == 0.000739127
+
+    Trade.use_db = True
+
+
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize('use_db', [True, False])
 def test_get_trades_proxy(fee, use_db):
@@ -1298,6 +1313,7 @@ def test_Trade_object_idem():
         'open_date',
         'get_best_pair',
         'get_overall_performance',
+        'get_total_closed_profit',
         'total_open_trades_stakes',
         'get_sold_trades_without_assigned_fees',
         'get_open_trades_without_assigned_fees',

From 786374690406d00cad290a583c87972c436dc527 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 12:30:00 +0200
Subject: [PATCH 236/834] Add available_capital parameter

---
 freqtrade/constants.py |  4 ++++
 freqtrade/wallets.py   | 23 ++++++++++++++---------
 2 files changed, 18 insertions(+), 9 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index acd143708..2f93ace1c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -113,6 +113,10 @@ CONF_SCHEMA = {
             'maximum': 1,
             'default': 0.99
         },
+        'available_capital': {
+            'type': 'number',
+            'minimum': 0,
+        },
         'amend_last_stake_amount': {'type': 'boolean', 'default': False},
         'last_stake_amount_min_ratio': {
             'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 3d80cc892..0ece65b2b 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -136,12 +136,18 @@ class Wallets:
         Calculated as
         (<open_trade stakes> + free amount) * tradable_balance_ratio
         """
-        # Ensure <tradable_balance_ratio>% is used from the overall balance
-        # Otherwise we'd risk lowering stakes with each open trade.
-        # (tied up + current free) * ratio) - tied up
         val_tied_up = Trade.total_open_trades_stakes()
-        available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
-                            self._config['tradable_balance_ratio'])
+        if "available_capital" in self._config:
+            starting_balance = self._config['available_capital']
+            tot_profit = Trade.get_total_closed_profit()
+            available_amount = starting_balance + tot_profit
+
+        else:
+            # Ensure <tradable_balance_ratio>% is used from the overall balance
+            # Otherwise we'd risk lowering stakes with each open trade.
+            # (tied up + current free) * ratio) - tied up
+            available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
+                                self._config['tradable_balance_ratio'])
         return available_amount
 
     def get_available_stake_amount(self) -> float:
@@ -152,10 +158,9 @@ class Wallets:
         (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
 
-        # Ensure <tradable_balance_ratio>% is used from the overall balance
-        # Otherwise we'd risk lowering stakes with each open trade.
-        # (tied up + current free) * ratio) - tied up
-        return self.get_total_stake_amount() - Trade.total_open_trades_stakes()
+
+        free = self.get_free(self._config['stake_currency'])
+        return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
 
     def _calculate_unlimited_stake_amount(self, available_amount: float,
                                           val_tied_up: float) -> float:

From 6a8e8875a2a7893e9ad28eebce7e6cddd912e833 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 10 Jul 2021 12:39:02 +0200
Subject: [PATCH 237/834] Test new behaviour

---
 tests/test_wallets.py | 20 ++++++++++++++------
 1 file changed, 14 insertions(+), 6 deletions(-)

diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index d083a63f6..a44ca243b 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -121,13 +121,19 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
         freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
 
 
-@pytest.mark.parametrize("balance_ratio,result1,result2", [
-                        (1, 50, 66.66666),
-                        (0.99, 49.5, 66.0),
-                        (0.50, 25, 33.3333),
+@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
+                        (1,    None, 50, 66.66666),
+                        (0.99, None, 49.5, 66.0),
+                        (0.50, None, 25, 33.3333),
+                        # Tests with capital ignore balance_ratio
+                        (1,    100, 50, 0.0),
+                        (0.99, 200, 50, 66.66666),
+                        (0.99, 150, 50, 50),
+                        (0.50, 50, 25, 0.0),
+                        (0.50, 10, 5, 0.0),
 ])
-def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
-                                                 result2, limit_buy_order_open,
+def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, capital,
+                                                 result1, result2, limit_buy_order_open,
                                                  fee, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -141,6 +147,8 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     conf['dry_run_wallet'] = 100
     conf['max_open_trades'] = 2
     conf['tradable_balance_ratio'] = balance_ratio
+    if capital is not None:
+        conf['available_capital'] = capital
 
     freqtrade = get_patched_freqtradebot(mocker, conf)
 

From 40db424363556d95cfbfd5cd71faa9a50ca86af6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 11 Jul 2021 10:44:36 +0200
Subject: [PATCH 238/834] Add documentation for available capital setting

---
 docs/configuration.md | 17 +++++++++++++++++
 freqtrade/wallets.py  |  1 -
 2 files changed, 17 insertions(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 5c6236e58..ad7436cb2 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -52,6 +52,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `stake_currency` | **Required.** Crypto-currency used for trading. <br> **Datatype:** String
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float or `"unlimited"`.
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> **Datatype:** Positive float between `0.1` and `1.0`.
+| `available_capital` | Available starting capital for the bot. Useful when running multiple bots on the same exchange account.[More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float.
 | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
@@ -192,9 +193,25 @@ You can configure the "untouched" amount by using the `tradable_balance_ratio` s
 
 For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance. The rest of the wallet is untouched by the trades.
 
+!!! Danger
+    This setting should **not** be used when running multiple bots on the same exchange. Please look at [Available Capital to the bot](#assign-available-capital) instead.
+
 !!! Warning
     The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak, or by withdrawing balance).
 
+#### Assign available Capital
+
+To fully utilize compounding profits when using multiple bots on the same exchange account, you'll want to limit each bot to a certain starting balance.
+This can be accomplished by setting `available_capital` to the desired starting balance.
+
+Assuming your account has 10.000 USDT and you want to run 2 different strategies on this exchange.
+You'd set `available_capital=5000` - granting each bot an initial capital of 5000 USDT.
+The bot will then split this starting balance equally into `max_open_trades` buckets.
+Profitable trades will result in increased stake-sizes for this bot - without affecting stake-sizes of the other bot.
+
+!!! Warning "Incompatible with `tradable_balance_ratio`"
+    Setting this option will replace any configuration of `tradable_balance_ratio`.
+
 #### Amend last stake amount
 
 Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 0ece65b2b..0048dbf48 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -158,7 +158,6 @@ class Wallets:
         (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
 
-
         free = self.get_free(self._config['stake_currency'])
         return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
 

From f94dbcd0853e87e6cb6996cbf8587ed5732b0138 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:02:10 +0000
Subject: [PATCH 239/834] feat: censor password from logs

---
 .terraform/modules/vpc |  1 +
 freqtrade/misc.py      | 14 ++++++++++++++
 2 files changed, 15 insertions(+)
 create mode 160000 .terraform/modules/vpc

diff --git a/.terraform/modules/vpc b/.terraform/modules/vpc
new file mode 160000
index 000000000..88e1c6ec7
--- /dev/null
+++ b/.terraform/modules/vpc
@@ -0,0 +1 @@
+Subproject commit 88e1c6ec7a8f6337b0d6bb9840bb70c8b3f14051
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 967f08299..79c6aec67 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -8,6 +8,7 @@ from datetime import datetime
 from pathlib import Path
 from typing import Any, Iterator, List
 from typing.io import IO
+from urllib.parse import urlparse
 
 import rapidjson
 
@@ -214,3 +215,16 @@ def chunks(lst: List[Any], n: int) -> Iterator[List[Any]]:
     """
     for chunk in range(0, len(lst), n):
         yield (lst[chunk:chunk + n])
+
+
+def parse_db_uri_for_logging(uri: str):
+    """
+    Helper method to parse the DB URI and return the same DB URI with the password censored
+    if it contains it. Otherwise, return the DB URI unchanged
+    :param uri: DB URI to parse for logging
+    """
+    parsed_db_uri = urlparse(uri)
+    if not parsed_db_uri.netloc:  # No need for censoring as no password was provided
+        return uri
+    pwd = parsed_db_uri.netloc.split(':')[1].split('@')[0]
+    return parsed_db_uri.geturl().replace(f':{pwd}@', ':****@')

From 6a53e2c764ff2aaad68e83269604f364b11cdf82 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:08:01 +0000
Subject: [PATCH 240/834] feat: apply censoring to logging

---
 freqtrade/commands/list_commands.py      | 4 ++--
 freqtrade/configuration/configuration.py | 4 ++--
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index cd26aa60e..410b9b72b 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -14,7 +14,7 @@ from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import market_is_active, validate_exchanges
-from freqtrade.misc import plural
+from freqtrade.misc import parse_db_uri_for_logging, plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 
 
@@ -225,7 +225,7 @@ def start_show_trades(args: Dict[str, Any]) -> None:
     if 'db_url' not in config:
         raise OperationalException("--db-url is required for this command.")
 
-    logger.info(f'Using DB: "{config["db_url"]}"')
+    logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
     init_db(config['db_url'], clean_open_orders=False)
     tfilter = []
 
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 1d2e3f802..ea202355a 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -15,7 +15,7 @@ from freqtrade.configuration.load_config import load_config_file, load_file
 from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
-from freqtrade.misc import deep_merge_dicts
+from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
 
 
 logger = logging.getLogger(__name__)
@@ -144,7 +144,7 @@ class Configuration:
                 config['db_url'] = constants.DEFAULT_DB_PROD_URL
             logger.info('Dry run is disabled')
 
-        logger.info(f'Using DB: "{config["db_url"]}"')
+        logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
 
     def _process_common_options(self, config: Dict[str, Any]) -> None:
 

From c78b2075d84bb1bcd685e141c4bcd7149fdca95c Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:27:59 +0000
Subject: [PATCH 241/834] feat: add one additional asterisk

---
 freqtrade/misc.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 79c6aec67..6f439866b 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -227,4 +227,4 @@ def parse_db_uri_for_logging(uri: str):
     if not parsed_db_uri.netloc:  # No need for censoring as no password was provided
         return uri
     pwd = parsed_db_uri.netloc.split(':')[1].split('@')[0]
-    return parsed_db_uri.geturl().replace(f':{pwd}@', ':****@')
+    return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')

From 313cf6a01307f9d7826781c13e184b31374ffee4 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:28:34 +0000
Subject: [PATCH 242/834] test: add test for parsing db uri

---
 tests/test_misc.py | 17 ++++++++++++++++-
 1 file changed, 16 insertions(+), 1 deletion(-)

diff --git a/tests/test_misc.py b/tests/test_misc.py
index e6ba70aee..5b5a1400f 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -9,7 +9,7 @@ import pytest
 from freqtrade.misc import (decimals_per_coin, file_dump_json, file_load_json, format_ms_time,
                             pair_to_filename, plural, render_template,
                             render_template_with_fallback, round_coin_value, safe_value_fallback,
-                            safe_value_fallback2, shorten_date)
+                            safe_value_fallback2, shorten_date, parse_db_uri_for_logging)
 
 
 def test_decimals_per_coin():
@@ -179,3 +179,18 @@ def test_render_template_fallback(mocker):
     )
     assert isinstance(val, str)
     assert 'if self.dp' in val
+
+def test_parse_db_uri_for_logging() -> None:
+    postgresql_conn_uri = "postgresql+psycopg2://scott123:scott123@host/dbname"
+    mariadb_conn_uri = "mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company"
+    mysql_conn_uri = "mysql+pymysql://user:pass@some_mariadb/dbname?charset=utf8mb4"
+    sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite"
+    censored_pwd = "*****"
+
+    get_pwd = lambda x: x.split(':')[2].split('@')[0]
+
+    assert get_pwd(parse_db_uri_for_logging(postgresql_conn_uri)) == censored_pwd
+    assert get_pwd(parse_db_uri_for_logging(mariadb_conn_uri)) == censored_pwd
+    assert get_pwd(parse_db_uri_for_logging(mysql_conn_uri)) == censored_pwd
+    assert sqlite_conn_uri == parse_db_uri_for_logging(sqlite_conn_uri)
+

From 8def18b002a524a6206a4dd88519717879d41259 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:31:13 +0000
Subject: [PATCH 243/834] style: apply flake8 formatting

---
 tests/test_misc.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/tests/test_misc.py b/tests/test_misc.py
index 5b5a1400f..221c7b712 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -7,9 +7,9 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.misc import (decimals_per_coin, file_dump_json, file_load_json, format_ms_time,
-                            pair_to_filename, plural, render_template,
+                            pair_to_filename, parse_db_uri_for_logging, plural, render_template,
                             render_template_with_fallback, round_coin_value, safe_value_fallback,
-                            safe_value_fallback2, shorten_date, parse_db_uri_for_logging)
+                            safe_value_fallback2, shorten_date)
 
 
 def test_decimals_per_coin():
@@ -180,6 +180,7 @@ def test_render_template_fallback(mocker):
     assert isinstance(val, str)
     assert 'if self.dp' in val
 
+
 def test_parse_db_uri_for_logging() -> None:
     postgresql_conn_uri = "postgresql+psycopg2://scott123:scott123@host/dbname"
     mariadb_conn_uri = "mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company"
@@ -187,10 +188,9 @@ def test_parse_db_uri_for_logging() -> None:
     sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite"
     censored_pwd = "*****"
 
-    get_pwd = lambda x: x.split(':')[2].split('@')[0]
+    def get_pwd(x): return x.split(':')[2].split('@')[0]
 
     assert get_pwd(parse_db_uri_for_logging(postgresql_conn_uri)) == censored_pwd
     assert get_pwd(parse_db_uri_for_logging(mariadb_conn_uri)) == censored_pwd
     assert get_pwd(parse_db_uri_for_logging(mysql_conn_uri)) == censored_pwd
     assert sqlite_conn_uri == parse_db_uri_for_logging(sqlite_conn_uri)
-

From 91e5562ae01e68a6f5b98f24c9926d76cc205066 Mon Sep 17 00:00:00 2001
From: anasyusef <anas.y0807@gmail.com>
Date: Mon, 12 Jul 2021 12:31:13 +0000
Subject: [PATCH 244/834] style: apply flake8 formatting

---
 .terraform/modules/vpc | 1 -
 tests/test_misc.py     | 8 ++++----
 2 files changed, 4 insertions(+), 5 deletions(-)
 delete mode 160000 .terraform/modules/vpc

diff --git a/.terraform/modules/vpc b/.terraform/modules/vpc
deleted file mode 160000
index 88e1c6ec7..000000000
--- a/.terraform/modules/vpc
+++ /dev/null
@@ -1 +0,0 @@
-Subproject commit 88e1c6ec7a8f6337b0d6bb9840bb70c8b3f14051
diff --git a/tests/test_misc.py b/tests/test_misc.py
index 5b5a1400f..221c7b712 100644
--- a/tests/test_misc.py
+++ b/tests/test_misc.py
@@ -7,9 +7,9 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.misc import (decimals_per_coin, file_dump_json, file_load_json, format_ms_time,
-                            pair_to_filename, plural, render_template,
+                            pair_to_filename, parse_db_uri_for_logging, plural, render_template,
                             render_template_with_fallback, round_coin_value, safe_value_fallback,
-                            safe_value_fallback2, shorten_date, parse_db_uri_for_logging)
+                            safe_value_fallback2, shorten_date)
 
 
 def test_decimals_per_coin():
@@ -180,6 +180,7 @@ def test_render_template_fallback(mocker):
     assert isinstance(val, str)
     assert 'if self.dp' in val
 
+
 def test_parse_db_uri_for_logging() -> None:
     postgresql_conn_uri = "postgresql+psycopg2://scott123:scott123@host/dbname"
     mariadb_conn_uri = "mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company"
@@ -187,10 +188,9 @@ def test_parse_db_uri_for_logging() -> None:
     sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite"
     censored_pwd = "*****"
 
-    get_pwd = lambda x: x.split(':')[2].split('@')[0]
+    def get_pwd(x): return x.split(':')[2].split('@')[0]
 
     assert get_pwd(parse_db_uri_for_logging(postgresql_conn_uri)) == censored_pwd
     assert get_pwd(parse_db_uri_for_logging(mariadb_conn_uri)) == censored_pwd
     assert get_pwd(parse_db_uri_for_logging(mysql_conn_uri)) == censored_pwd
     assert sqlite_conn_uri == parse_db_uri_for_logging(sqlite_conn_uri)
-

From 2bf7705f2c0c46a9d38a087ced290a59f90f4bae Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 12 Jul 2021 23:05:35 -0600
Subject: [PATCH 245/834] Renamed example config files so they are .json so
 that syntax highlighting is all correct. Explicitly listed each one in
 .gitignore to prevent a real config file from being uploaded accidently

---
 .gitignore                                                   | 5 +++++
 .../config_binance.example.json                              | 0
 .../config_bittrex.example.json                              | 0
 .../config_ftx.example.json                                  | 0
 .../config_full.example.json                                 | 0
 .../config_kraken.example.json                               | 0
 6 files changed, 5 insertions(+)
 rename config_binance.json.example => config_examples/config_binance.example.json (100%)
 rename config_bittrex.json.example => config_examples/config_bittrex.example.json (100%)
 rename config_ftx.json.example => config_examples/config_ftx.example.json (100%)
 rename config_full.json.example => config_examples/config_full.example.json (100%)
 rename config_kraken.json.example => config_examples/config_kraken.example.json (100%)

diff --git a/.gitignore b/.gitignore
index 4720ff5cb..16df71194 100644
--- a/.gitignore
+++ b/.gitignore
@@ -95,3 +95,8 @@ target/
 
 #exceptions
 !*.gitkeep
+!config_examples/config_binance.example.json
+!config_examples/config_bittrex.example.json
+!config_examples/config_ftx.example.json
+!config_examples/config_full.example.json
+!config_examples/config_kraken.example.json
diff --git a/config_binance.json.example b/config_examples/config_binance.example.json
similarity index 100%
rename from config_binance.json.example
rename to config_examples/config_binance.example.json
diff --git a/config_bittrex.json.example b/config_examples/config_bittrex.example.json
similarity index 100%
rename from config_bittrex.json.example
rename to config_examples/config_bittrex.example.json
diff --git a/config_ftx.json.example b/config_examples/config_ftx.example.json
similarity index 100%
rename from config_ftx.json.example
rename to config_examples/config_ftx.example.json
diff --git a/config_full.json.example b/config_examples/config_full.example.json
similarity index 100%
rename from config_full.json.example
rename to config_examples/config_full.example.json
diff --git a/config_kraken.json.example b/config_examples/config_kraken.example.json
similarity index 100%
rename from config_kraken.json.example
rename to config_examples/config_kraken.example.json

From 29e2b858ca1fff6e23e276b0086e545356694431 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Jul 2021 20:40:06 +0200
Subject: [PATCH 246/834] Improve wording in docs

---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index ad7436cb2..73b0e9c9a 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -194,7 +194,7 @@ You can configure the "untouched" amount by using the `tradable_balance_ratio` s
 For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance. The rest of the wallet is untouched by the trades.
 
 !!! Danger
-    This setting should **not** be used when running multiple bots on the same exchange. Please look at [Available Capital to the bot](#assign-available-capital) instead.
+    This setting should **not** be used when running multiple bots on the same account. Please look at [Available Capital to the bot](#assign-available-capital) instead.
 
 !!! Warning
     The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak, or by withdrawing balance).

From 362436f7d23c8b4ebb7bec942c3bf2a259192a34 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 12 Jul 2021 23:05:35 -0600
Subject: [PATCH 247/834] Renamed example config files so they are .json so
 that syntax highlighting is all correct. Explicitly listed each one in
 .gitignore to prevent a real config file from being uploaded accidently

---
 .github/workflows/ci.yml                      | 12 ++---
 .gitignore                                    |  5 ++
 .travis.yml                                   |  4 +-
 build_helpers/publish_docker_multi.sh         |  2 +-
 .../config_binance.example.json               |  0
 .../config_bittrex.example.json               |  0
 .../config_ftx.example.json                   |  0
 .../config_full.example.json                  |  0
 .../config_kraken.example.json                |  0
 docs/configuration.md                         |  2 +-
 tests/commands/test_commands.py               | 54 +++++++++----------
 tests/test_arguments.py                       |  2 +-
 tests/test_configuration.py                   |  2 +-
 tests/test_main.py                            | 20 +++----
 tests/test_plotting.py                        |  4 +-
 15 files changed, 56 insertions(+), 51 deletions(-)
 rename config_binance.json.example => config_examples/config_binance.example.json (100%)
 rename config_bittrex.json.example => config_examples/config_bittrex.example.json (100%)
 rename config_ftx.json.example => config_examples/config_ftx.example.json (100%)
 rename config_full.json.example => config_examples/config_full.example.json (100%)
 rename config_kraken.json.example => config_examples/config_kraken.example.json (100%)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 42959c3b5..5890f56a7 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -79,13 +79,13 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
@@ -172,13 +172,13 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
@@ -239,13 +239,13 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
diff --git a/.gitignore b/.gitignore
index 4720ff5cb..16df71194 100644
--- a/.gitignore
+++ b/.gitignore
@@ -95,3 +95,8 @@ target/
 
 #exceptions
 !*.gitkeep
+!config_examples/config_binance.example.json
+!config_examples/config_bittrex.example.json
+!config_examples/config_ftx.example.json
+!config_examples/config_full.example.json
+!config_examples/config_kraken.example.json
diff --git a/.travis.yml b/.travis.yml
index 4535c44cb..f2a6d508d 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -26,12 +26,12 @@ jobs:
       # - coveralls || true
       name: pytest
     - script:
-      - cp config_bittrex.json.example config.json
+      - cp config_examples/config_bittrex.example.json config.json
       - freqtrade create-userdir --userdir user_data
       - freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
       name: backtest
     - script:
-      - cp config_bittrex.json.example config.json
+      - cp config_examples/config_bittrex.example.json config.json
       - freqtrade create-userdir --userdir user_data
       - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily
       name: hyperopt
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index a6b06ce7d..057ecbbf2 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -52,7 +52,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t fre
 docker tag freqtrade:$TAG_PLOT ${IMAGE_NAME}:$TAG_PLOT
 
 # Run backtest
-docker run --rm -v $(pwd)/config_bittrex.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"
diff --git a/config_binance.json.example b/config_examples/config_binance.example.json
similarity index 100%
rename from config_binance.json.example
rename to config_examples/config_binance.example.json
diff --git a/config_bittrex.json.example b/config_examples/config_bittrex.example.json
similarity index 100%
rename from config_bittrex.json.example
rename to config_examples/config_bittrex.example.json
diff --git a/config_ftx.json.example b/config_examples/config_ftx.example.json
similarity index 100%
rename from config_ftx.json.example
rename to config_examples/config_ftx.example.json
diff --git a/config_full.json.example b/config_examples/config_full.example.json
similarity index 100%
rename from config_full.json.example
rename to config_examples/config_full.example.json
diff --git a/config_kraken.json.example b/config_examples/config_kraken.example.json
similarity index 100%
rename from config_kraken.json.example
rename to config_examples/config_kraken.example.json
diff --git a/docs/configuration.md b/docs/configuration.md
index 5c6236e58..c84a0ac34 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -556,7 +556,7 @@ You should also make sure to read the [Exchanges](exchanges.md) section of the d
 
 To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
 
-An example for this can be found in `config_full.json.example`
+An example for this can be found in `config_examples/config_full.example.json`
 
 ``` json
 "ccxt_async_config": {
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index dcceb3ea1..de0cb80e4 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -26,7 +26,7 @@ from tests.conftest_trades import MOCK_TRADE_COUNT
 
 def test_setup_utils_configuration():
     args = [
-        'list-exchanges', '--config', 'config_bittrex.json.example',
+        'list-exchanges', '--config', 'config_examples/config_bittrex.example.json',
     ]
 
     config = setup_utils_configuration(get_args(args), RunMode.OTHER)
@@ -45,7 +45,7 @@ def test_start_trading_fail(mocker, caplog):
     exitmock = mocker.patch("freqtrade.worker.Worker.exit", MagicMock())
     args = [
         'trade',
-        '-c', 'config_bittrex.json.example'
+        '-c', 'config_examples/config_bittrex.example.json'
     ]
     start_trading(get_args(args))
     assert exitmock.call_count == 1
@@ -127,10 +127,10 @@ def test_list_timeframes(mocker, capsys):
                        match=r"This command requires a configured exchange.*"):
         start_list_timeframes(pargs)
 
-    # Test with --config config_bittrex.json.example
+    # Test with --config config_examples/config_bittrex.example.json
     args = [
         "list-timeframes",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
     ]
     start_list_timeframes(get_args(args))
     captured = capsys.readouterr()
@@ -174,7 +174,7 @@ def test_list_timeframes(mocker, capsys):
     # Test with --one-column
     args = [
         "list-timeframes",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--one-column",
     ]
     start_list_timeframes(get_args(args))
@@ -214,10 +214,10 @@ def test_list_markets(mocker, markets, capsys):
                        match=r"This command requires a configured exchange.*"):
         start_list_markets(pargs, False)
 
-    # Test with --config config_bittrex.json.example
+    # Test with --config config_examples/config_bittrex.example.json
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-list",
     ]
     start_list_markets(get_args(args), False)
@@ -244,7 +244,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test with --all: all markets
     args = [
         "list-markets", "--all",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-list",
     ]
     start_list_markets(get_args(args), False)
@@ -257,7 +257,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test list-pairs subcommand: active pairs
     args = [
         "list-pairs",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-list",
     ]
     start_list_markets(get_args(args), True)
@@ -269,7 +269,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test list-pairs subcommand with --all: all pairs
     args = [
         "list-pairs", "--all",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-list",
     ]
     start_list_markets(get_args(args), True)
@@ -282,7 +282,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=ETH, LTC
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "ETH", "LTC",
         "--print-list",
     ]
@@ -295,7 +295,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=LTC
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC",
         "--print-list",
     ]
@@ -308,7 +308,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, quote=USDT, USD
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--quote", "USDT", "USD",
         "--print-list",
     ]
@@ -321,7 +321,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, quote=USDT
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--quote", "USDT",
         "--print-list",
     ]
@@ -334,7 +334,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=LTC, quote=USDT
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "USDT",
         "--print-list",
     ]
@@ -347,7 +347,7 @@ def test_list_markets(mocker, markets, capsys):
     # active pairs, base=LTC, quote=USDT
     args = [
         "list-pairs",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "USD",
         "--print-list",
     ]
@@ -360,7 +360,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=LTC, quote=USDT, NONEXISTENT
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "USDT", "NONEXISTENT",
         "--print-list",
     ]
@@ -373,7 +373,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=LTC, quote=NONEXISTENT
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "NONEXISTENT",
         "--print-list",
     ]
@@ -386,7 +386,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test tabular output
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
@@ -396,7 +396,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test tabular output, no markets found
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "NONEXISTENT",
     ]
     start_list_markets(get_args(args), False)
@@ -408,7 +408,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test --print-json
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-json"
     ]
     start_list_markets(get_args(args), False)
@@ -420,7 +420,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test --print-csv
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-csv"
     ]
     start_list_markets(get_args(args), False)
@@ -432,7 +432,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test --one-column
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--one-column"
     ]
     start_list_markets(get_args(args), False)
@@ -444,7 +444,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test --one-column
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--one-column"
     ]
     with pytest.raises(OperationalException, match=r"Cannot get markets.*"):
@@ -887,7 +887,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
     patched_configuration_load_config_file(mocker, default_conf)
     args = [
         'test-pairlist',
-        '-c', 'config_bittrex.json.example'
+        '-c', 'config_examples/config_bittrex.example.json'
     ]
 
     start_test_pairlist(get_args(args))
@@ -901,7 +901,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 
     args = [
         'test-pairlist',
-        '-c', 'config_bittrex.json.example',
+        '-c', 'config_examples/config_bittrex.example.json',
         '--one-column',
     ]
     start_test_pairlist(get_args(args))
@@ -910,7 +910,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 
     args = [
         'test-pairlist',
-        '-c', 'config_bittrex.json.example',
+        '-c', 'config_examples/config_bittrex.example.json',
         '--print-json',
     ]
     start_test_pairlist(get_args(args))
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 0d81dea28..fd6f162fd 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -172,7 +172,7 @@ def test_download_data_options() -> None:
 def test_plot_dataframe_options() -> None:
     args = [
         'plot-dataframe',
-        '-c', 'config_bittrex.json.example',
+        '-c', 'config_examples/config_bittrex.example.json',
         '--indicators1', 'sma10', 'sma100',
         '--indicators2', 'macd', 'fastd', 'fastk',
         '--plot-limit', '30',
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 8edd09c5a..34db892b2 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -28,7 +28,7 @@ from tests.conftest import log_has, log_has_re, patched_configuration_load_confi
 
 @pytest.fixture(scope="function")
 def all_conf():
-    config_file = Path(__file__).parents[1] / "config_full.json.example"
+    config_file = Path(__file__).parents[1] / "config_examples/config_full.example.json"
     conf = load_config_file(str(config_file))
     return conf
 
diff --git a/tests/test_main.py b/tests/test_main.py
index 3546a3bab..4f769ca30 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -67,12 +67,12 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = ['trade', '-c', 'config_bittrex.json.example']
+    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config_bittrex.json.example ...', caplog)
+    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
     assert log_has('Fatal exception!', caplog)
 
 
@@ -85,12 +85,12 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = ['trade', '-c', 'config_bittrex.json.example']
+    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config_bittrex.json.example ...', caplog)
+    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
     assert log_has('SIGINT received, aborting ...', caplog)
 
 
@@ -106,12 +106,12 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = ['trade', '-c', 'config_bittrex.json.example']
+    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config_bittrex.json.example ...', caplog)
+    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
     assert log_has('Oh snap!', caplog)
 
 
@@ -157,12 +157,12 @@ def test_main_reload_config(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = Arguments(['trade', '-c', 'config_bittrex.json.example']).get_parsed_arg()
+    args = Arguments(['trade', '-c', 'config_examples/config_bittrex.example.json']).get_parsed_arg()
     worker = Worker(args=args, config=default_conf)
     with pytest.raises(SystemExit):
-        main(['trade', '-c', 'config_bittrex.json.example'])
+        main(['trade', '-c', 'config_examples/config_bittrex.example.json'])
 
-    assert log_has('Using config: config_bittrex.json.example ...', caplog)
+    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
     assert worker_mock.call_count == 4
     assert reconfigure_mock.call_count == 1
     assert isinstance(worker.freqtrade, FreqtradeBot)
@@ -180,7 +180,7 @@ def test_reconfigure(mocker, default_conf) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = Arguments(['trade', '-c', 'config_bittrex.json.example']).get_parsed_arg()
+    args = Arguments(['trade', '-c', 'config_examples/config_bittrex.example.json']).get_parsed_arg()
     worker = Worker(args=args, config=default_conf)
     freqtrade = worker.freqtrade
 
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index 20f159e3a..ecadc3f8b 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -364,7 +364,7 @@ def test_start_plot_dataframe(mocker):
     aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
     args = [
         "plot-dataframe",
-        "--config", "config_bittrex.json.example",
+        "--config", "config_examples/config_bittrex.example.json",
         "--pairs", "ETH/BTC"
     ]
     start_plot_dataframe(get_args(args))
@@ -408,7 +408,7 @@ def test_start_plot_profit(mocker):
     aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
     args = [
         "plot-profit",
-        "--config", "config_bittrex.json.example",
+        "--config", "config_examples/config_bittrex.example.json",
         "--pairs", "ETH/BTC"
     ]
     start_plot_profit(get_args(args))

From 288c92301f74abca72611c77c9ebc65e9f298a9a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 06:50:14 +0200
Subject: [PATCH 248/834] Improve docs wording

---
 docs/configuration.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 73b0e9c9a..6207770b8 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -165,7 +165,7 @@ Values set in the configuration file always overwrite values set in the strategy
 
 ### Configuring amount per trade
 
-There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#available-balance) as explained below.
+There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#tradable-balance) as explained below.
 
 #### Minimum trade stake
 
@@ -184,7 +184,7 @@ To limit this calculation in case of large stoploss values, the calculated minim
 !!! Warning
     Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange.
 
-#### Available balance
+#### Tradable balance
 
 By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.
 Freqtrade will reserve 1% for eventual fees when entering a trade and will therefore not touch that by default.

From f5c47767cb509836ab7fcd1fd87d629172d21bbb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 20:51:42 +0200
Subject: [PATCH 249/834] Provide available capital to api

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/rpc.py                    | 1 +
 2 files changed, 2 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index a0f1c05a6..40101e609 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -115,6 +115,7 @@ class ShowConfig(BaseModel):
     dry_run: bool
     stake_currency: str
     stake_amount: Union[float, str]
+    available_capital: Optional[float]
     stake_currency_decimals: int
     max_open_trades: int
     minimal_roi: Dict[str, Any]
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index e0aaefe50..e173673be 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -106,6 +106,7 @@ class RPC:
             'stake_currency': config['stake_currency'],
             'stake_currency_decimals':  decimals_per_coin(config['stake_currency']),
             'stake_amount': config['stake_amount'],
+            'available_capital': config.get('available_capital'),
             'max_open_trades': (config['max_open_trades']
                                 if config['max_open_trades'] != float('inf') else -1),
             'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},

From c9c7f84e8c2726b2d423f70ca1e569b21487a084 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 20:55:11 +0200
Subject: [PATCH 250/834] Calculate relative profit based on assumed starting
 balance

---
 freqtrade/rpc/api_server/api_schemas.py |  4 ++++
 freqtrade/rpc/rpc.py                    | 17 +++++++++++++----
 freqtrade/rpc/telegram.py               |  8 ++++----
 freqtrade/wallets.py                    | 13 +++++++++++++
 4 files changed, 34 insertions(+), 8 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 40101e609..d3eec9be6 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -67,12 +67,16 @@ class Profit(BaseModel):
     profit_closed_ratio_mean: float
     profit_closed_percent_sum: float
     profit_closed_ratio_sum: float
+    profit_closed_percent: float
+    profit_closed_ratio: float
     profit_closed_fiat: float
     profit_all_coin: float
     profit_all_percent_mean: float
     profit_all_ratio_mean: float
     profit_all_percent_sum: float
     profit_all_ratio_sum: float
+    profit_all_percent: float
+    profit_all_ratio: float
     profit_all_fiat: float
     trade_count: int
     closed_trade_count: int
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index e173673be..d6eaf7ca6 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -397,7 +397,12 @@ class RPC:
 
         profit_all_coin_sum = round(sum(profit_all_coin), 8)
         profit_all_ratio_mean = float(mean(profit_all_ratio) if profit_all_ratio else 0.0)
+        # Doing the sum is not right - overall profit needs to be based on initial capital
         profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
+        starting_balance = self._freqtrade.wallets.get_starting_balance()
+        profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
+        profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
+
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,
@@ -411,14 +416,18 @@ class RPC:
             'profit_closed_coin': profit_closed_coin_sum,
             'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
             'profit_closed_ratio_mean': profit_closed_ratio_mean,
-            'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
-            'profit_closed_ratio_sum': profit_closed_ratio_sum,
+            'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),  # Deprecated
+            'profit_closed_ratio_sum': profit_closed_ratio_sum,  # Deprecated
+            'profit_closed_ratio': profit_closed_ratio_fromstart,
+            'profit_closed_percent': round(profit_closed_ratio_fromstart * 100, 2),
             'profit_closed_fiat': profit_closed_fiat,
             'profit_all_coin': profit_all_coin_sum,
             'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
             'profit_all_ratio_mean': profit_all_ratio_mean,
-            'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
-            'profit_all_ratio_sum': profit_all_ratio_sum,
+            'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),  # Deprecated
+            'profit_all_ratio_sum': profit_all_ratio_sum,  # Deprecated
+            'profit_all_ratio': profit_all_ratio_fromstart,
+            'profit_all_percent': round(profit_all_ratio_fromstart * 100, 2),
             'profit_all_fiat': profit_all_fiat,
             'trade_count': len(trades),
             'closed_trade_count': len([t for t in trades if not t.is_open]),
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 319a6c9c0..263a3fc6d 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -494,11 +494,11 @@ class Telegram(RPCHandler):
             start_date)
         profit_closed_coin = stats['profit_closed_coin']
         profit_closed_percent_mean = stats['profit_closed_percent_mean']
-        profit_closed_percent_sum = stats['profit_closed_percent_sum']
+        profit_closed_percent = stats['profit_closed_percent']
         profit_closed_fiat = stats['profit_closed_fiat']
         profit_all_coin = stats['profit_all_coin']
         profit_all_percent_mean = stats['profit_all_percent_mean']
-        profit_all_percent_sum = stats['profit_all_percent_sum']
+        profit_all_percent = stats['profit_all_percent']
         profit_all_fiat = stats['profit_all_fiat']
         trade_count = stats['trade_count']
         first_trade_date = stats['first_trade_date']
@@ -514,7 +514,7 @@ class Telegram(RPCHandler):
                 markdown_msg = ("*ROI:* Closed trades\n"
                                 f"∙ `{round_coin_value(profit_closed_coin, stake_cur)} "
                                 f"({profit_closed_percent_mean:.2f}%) "
-                                f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
+                                f"({profit_closed_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
                                 f"∙ `{round_coin_value(profit_closed_fiat, fiat_disp_cur)}`\n")
             else:
                 markdown_msg = "`No closed trade` \n"
@@ -523,7 +523,7 @@ class Telegram(RPCHandler):
                 f"*ROI:* All trades\n"
                 f"∙ `{round_coin_value(profit_all_coin, stake_cur)} "
                 f"({profit_all_percent_mean:.2f}%) "
-                f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
+                f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
                 f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
                 f"*Total Trade Count:* `{trade_count}`\n"
                 f"*{'First Trade opened' if not timescale else 'Showing Profit since'}:* "
diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index 0048dbf48..e51a01afc 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -129,6 +129,19 @@ class Wallets:
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
 
+    def get_starting_balance(self) -> float:
+        """
+        Retrieves starting balance - based on either available capital,
+        or by using current balance subtracting
+        """
+        if "available_capital" in self._config:
+            return self._config['available_capital']
+        else:
+            tot_profit = Trade.get_total_closed_profit()
+            open_stakes = Trade.total_open_trades_stakes()
+            available_balance = self.get_free(self._config['stake_currency'])
+            return available_balance - tot_profit + open_stakes
+
     def get_total_stake_amount(self):
         """
         Return the total currently available balance in stake currency, including tied up stake and

From 02d716a8be1963d7741a20d0c435a307793ba006 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 20:59:47 +0200
Subject: [PATCH 251/834] Fix api test

---
 tests/rpc/test_rpc_apiserver.py | 4 ++++
 tests/rpc/test_rpc_telegram.py  | 7 ++++---
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 89da68da7..4dea2bbfa 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -677,12 +677,16 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
                          'profit_all_ratio_mean': -0.6641100666666667,
                          'profit_all_percent_sum': -398.47,
                          'profit_all_ratio_sum': -3.9846604,
+                         'profit_all_percent': -4.41,
+                         'profit_all_ratio': -0.044063014216106644,
                          'profit_closed_coin': 0.00073913,
                          'profit_closed_fiat': 9.124559849999999,
                          'profit_closed_ratio_mean': 0.0075,
                          'profit_closed_percent_mean': 0.75,
                          'profit_closed_ratio_sum': 0.015,
                          'profit_closed_percent_sum': 1.5,
+                         'profit_closed_ratio': 7.391275897987988e-07,
+                         'profit_closed_percent': 0.0,
                          'trade_count': 6,
                          'closed_trade_count': 2,
                          'winning_trades': 2,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 4784f1172..cccc78117 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -452,7 +452,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     assert msg_mock.call_count == 1
     assert 'No closed trade' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `-0.00000500 BTC (-0.50%) (-0.5 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    mocker.patch('freqtrade.wallets.Wallets.get_starting_balance', return_value=0.01)
+    assert ('∙ `-0.00000500 BTC (-0.50%) (-0.0 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
     msg_mock.reset_mock()
 
@@ -466,11 +467,11 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
 

From 697bf92f6f10d6419982e8e45a1c83039be6a4cd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 14 Jul 2021 21:10:25 +0200
Subject: [PATCH 252/834] Add test for get_starting_balance method

---
 tests/test_wallets.py | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)

diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index a44ca243b..25f2ad89f 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -197,3 +197,28 @@ def test__validate_stake_amount(mocker, default_conf,
                  return_value=max_stake_amount)
     res = freqtrade.wallets._validate_stake_amount('XRP/USDT', stake_amount, min_stake_amount)
     assert res == expected
+
+
+@pytest.mark.parametrize('available_capital,closed_profit,open_stakes,free,expected', [
+    (None, 10, 100, 910, 1000),
+    (None, 0, 0, 2500, 2500),
+    (None, 500, 0, 2500, 2000),
+    (None, 500, 0, 2500, 2000),
+    # Only available balance matters when it's set.
+    (100, 0, 0, 0, 100),
+    (1000, 0, 2, 5, 1000),
+    (1235, 2250, 2, 5, 1235),
+])
+def test_get_starting_balance(mocker, default_conf, available_capital, closed_profit,
+                              open_stakes, free, expected):
+    if available_capital:
+        default_conf['available_capital'] = available_capital
+    mocker.patch("freqtrade.persistence.models.Trade.get_total_closed_profit",
+                 return_value=closed_profit)
+    mocker.patch("freqtrade.persistence.models.Trade.total_open_trades_stakes",
+                 return_value=open_stakes)
+    mocker.patch("freqtrade.wallets.Wallets.get_free", return_value=free)
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    assert freqtrade.wallets.get_starting_balance() == expected

From cde041f7024fcac948418cd3b1d87adad7f3435a Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 14 Jul 2021 19:20:12 -0600
Subject: [PATCH 253/834] install hdf5 and c-blosc on mac if using python3.9

---
 setup.sh | 41 ++++++++++++++++++++++++++++++++++-------
 1 file changed, 34 insertions(+), 7 deletions(-)

diff --git a/setup.sh b/setup.sh
index 631c31df2..ee3fee0a3 100755
--- a/setup.sh
+++ b/setup.sh
@@ -17,6 +17,15 @@ function check_installed_python() {
         exit 2
     fi
 
+    which python3.9
+    if [ $? -eq 0 ]; then
+        echo "using Python 3.9"
+        PYTHON=python3.9
+        check_installed_pip
+        return
+    fi
+
+
     which python3.8
     if [ $? -eq 0 ]; then
         echo "using Python 3.8"
@@ -25,13 +34,6 @@ function check_installed_python() {
         return
     fi
 
-    which python3.9
-    if [ $? -eq 0 ]; then
-        echo "using Python 3.9"
-        PYTHON=python3.9
-        check_installed_pip
-        return
-    fi
 
     which python3.7
     if [ $? -eq 0 ]; then
@@ -122,6 +124,25 @@ function install_talib() {
     cd ..
 }
 
+function install_mac_newer_python_dependencies() {    
+    
+    if [ ! $(brew --prefix --installed hdf5 2>/dev/null) ]
+    then
+        echo "-------------------------"
+        echo "Installing hdf5"
+        echo "-------------------------"
+        brew install hdf5
+    fi
+
+    if [ ! $(brew --prefix --installed c-blosc 2>/dev/null) ]
+    then
+        echo "-------------------------"
+        echo "Installing c-blosc"
+        echo "-------------------------"
+        brew install c-blosc
+    fi    
+}
+
 # Install bot MacOS
 function install_macos() {
     if [ ! -x "$(command -v brew)" ]
@@ -131,6 +152,12 @@ function install_macos() {
         echo "-------------------------"
         /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
     fi
+    #Gets number after decimal in python version
+    version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g' ) 
+    
+    if [[ $version -ge 9 ]]; then               #Checks if python version >= 3.9
+        install_mac_newer_python_dependencies
+    fi
     install_talib
     test_and_fix_python_on_mac
 }

From 74d7497a47b3fe9ddc40895a3b3eb8b54d97f153 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 14 Jul 2021 19:25:51 -0600
Subject: [PATCH 254/834] Setup script tries to install python3.9 instead of
 3.8 with this fix, python versions are also checked for in a loop instead of
 copy and pasted code

---
 setup.sh | 40 ++++++++++------------------------------
 1 file changed, 10 insertions(+), 30 deletions(-)

diff --git a/setup.sh b/setup.sh
index ee3fee0a3..1393b012a 100755
--- a/setup.sh
+++ b/setup.sh
@@ -17,37 +17,17 @@ function check_installed_python() {
         exit 2
     fi
 
-    which python3.9
-    if [ $? -eq 0 ]; then
-        echo "using Python 3.9"
-        PYTHON=python3.9
-        check_installed_pip
-        return
-    fi
+    for v in {9..7}; do
+        PYTHON="python3.${v}"
+        which $PYTHON
+        if [ $? -eq 0 ]; then
+            check_installed_pip
+            return
+        fi
+    done 
 
-
-    which python3.8
-    if [ $? -eq 0 ]; then
-        echo "using Python 3.8"
-        PYTHON=python3.8
-        check_installed_pip
-        return
-    fi
-
-
-    which python3.7
-    if [ $? -eq 0 ]; then
-        echo "using Python 3.7"
-        PYTHON=python3.7
-        check_installed_pip
-        return
-    fi
-
-
-   if [ -z ${PYTHON} ]; then
-        echo "No usable python found. Please make sure to have python3.7 or newer installed"
-        exit 1
-   fi
+    echo "No usable python found. Please make sure to have python3.7 or newer installed"
+    exit 1
 }
 
 function updateenv() {

From 65ce7c983888b43b9a871125f2f33987bd181724 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 14 Jul 2021 20:01:43 -0600
Subject: [PATCH 255/834] Added echo python3.* line back in

---
 setup.sh | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/setup.sh b/setup.sh
index 1393b012a..78cb499a8 100755
--- a/setup.sh
+++ b/setup.sh
@@ -21,6 +21,8 @@ function check_installed_python() {
         PYTHON="python3.${v}"
         which $PYTHON
         if [ $? -eq 0 ]; then
+            echo "using ${PYTHON}"
+
             check_installed_pip
             return
         fi

From 07e3f824006be83a83fa37c29cf05a72ba3b353a Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 15 Jul 2021 01:03:32 -0600
Subject: [PATCH 256/834] Changed to python3.8 installing first, removed
 test_and_fix_python_on_mac

---
 setup.sh | 17 ++---------------
 1 file changed, 2 insertions(+), 15 deletions(-)

diff --git a/setup.sh b/setup.sh
index 78cb499a8..3bcbfc48d 100755
--- a/setup.sh
+++ b/setup.sh
@@ -17,7 +17,8 @@ function check_installed_python() {
         exit 2
     fi
 
-    for v in {9..7}; do
+    for v in 8 9 7
+    do
         PYTHON="python3.${v}"
         which $PYTHON
         if [ $? -eq 0 ]; then
@@ -141,7 +142,6 @@ function install_macos() {
         install_mac_newer_python_dependencies
     fi
     install_talib
-    test_and_fix_python_on_mac
 }
 
 # Install bot Debian_ubuntu
@@ -198,19 +198,6 @@ function reset() {
     updateenv
 }
 
-function test_and_fix_python_on_mac() {
-
-    if ! [ -x "$(command -v python3.6)" ]
-    then
-        echo "-------------------------"
-        echo "Fixing Python"
-        echo "-------------------------"
-        echo "Python 3.6 is not linked in your system. Fixing it..."
-        brew link --overwrite python
-        echo
-    fi
-}
-
 function config() {
 
     echo "-------------------------"

From 2928ee22ce4bc4dc8b81107fb00d537ac7924c54 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 15 Jul 2021 14:32:23 +0000
Subject: [PATCH 257/834] Remove compose file for devcontainer

---
 .devcontainer/devcontainer.json  | 33 ++++++++++++++------------------
 .devcontainer/docker-compose.yml | 24 -----------------------
 2 files changed, 14 insertions(+), 43 deletions(-)
 delete mode 100644 .devcontainer/docker-compose.yml

diff --git a/.devcontainer/devcontainer.json b/.devcontainer/devcontainer.json
index 1882e3bdf..41b8475ec 100644
--- a/.devcontainer/devcontainer.json
+++ b/.devcontainer/devcontainer.json
@@ -1,11 +1,20 @@
 {
     "name": "freqtrade Develop",
-
-    "dockerComposeFile": [
-        "docker-compose.yml"
+    "build": {
+        "dockerfile": "Dockerfile",
+        "context": ".."
+    },
+    // Use 'forwardPorts' to make a list of ports inside the container available locally.
+    "forwardPorts": [
+        8080
     ],
+    "mounts": [
+        "source=freqtrade-bashhistory,target=/home/ftuser/commandhistory,type=volume"
+    ],
+    // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
+    "remoteUser": "ftuser",
 
-    "service": "ft_vscode",
+    "postCreateCommand": "freqtrade create-userdir --userdir user_data/",
 
     "workspaceFolder": "/freqtrade/",
 
@@ -25,20 +34,6 @@
         "ms-python.vscode-pylance",
         "davidanson.vscode-markdownlint",
         "ms-azuretools.vscode-docker",
+        "vscode-icons-team.vscode-icons",
     ],
-
-    // Use 'forwardPorts' to make a list of ports inside the container available locally.
-    // "forwardPorts": [],
-
-    // Uncomment the next line if you want start specific services in your Docker Compose config.
-    // "runServices": [],
-
-    // Uncomment the next line if you want to keep your containers running after VS Code shuts down.
-    // "shutdownAction": "none",
-
-    // Uncomment the next line to run commands after the container is created - for example installing curl.
-    // "postCreateCommand": "sudo apt-get update && apt-get install -y git",
-
-    // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
-    "remoteUser": "ftuser"
 }
diff --git a/.devcontainer/docker-compose.yml b/.devcontainer/docker-compose.yml
deleted file mode 100644
index 20ec247d1..000000000
--- a/.devcontainer/docker-compose.yml
+++ /dev/null
@@ -1,24 +0,0 @@
----
-version: '3'
-services:
-  ft_vscode:
-    build:
-      context: ..
-      dockerfile: ".devcontainer/Dockerfile"
-    volumes:
-      # Allow git usage within container
-      - "${HOME}/.ssh:/home/ftuser/.ssh:ro"
-      - "${HOME}/.gitconfig:/home/ftuser/.gitconfig:ro"
-      - ..:/freqtrade:cached
-      # Persist bash-history
-      - freqtrade-vscode-server:/home/ftuser/.vscode-server
-      - freqtrade-bashhistory:/home/ftuser/commandhistory
-    # Expose API port
-    ports:
-      - "127.0.0.1:8080:8080"
-    command: /bin/sh -c "while sleep 1000; do :; done"
-
-
-volumes:
-  freqtrade-vscode-server:
-  freqtrade-bashhistory:

From 2e95df4d8dde6ff7ff4be9ed41af9da742ba3b18 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 15 Jul 2021 07:11:44 +0200
Subject: [PATCH 258/834] Update docs for /profit output

---
 docs/telegram-usage.md | 8 ++++++--
 freqtrade/rpc/rpc.py   | 8 ++++----
 tests/test_wallets.py  | 2 ++
 3 files changed, 12 insertions(+), 6 deletions(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index f5d9744b4..b020b00db 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -245,10 +245,10 @@ current    max
 Return a summary of your profit/loss and performance.
 
 > **ROI:** Close trades  
->   ∙ `0.00485701 BTC (258.45%)`  
+>   ∙ `0.00485701 BTC (2.2%) (15.2 Σ%)`  
 >   ∙ `62.968 USD`  
 > **ROI:** All trades  
->   ∙ `0.00255280 BTC (143.43%)`  
+>   ∙ `0.00255280 BTC (1.5%) (6.43 Σ%)`  
 >   ∙ `33.095 EUR`  
 >  
 > **Total Trade Count:** `138`  
@@ -257,6 +257,10 @@ Return a summary of your profit/loss and performance.
 > **Avg. Duration:** `2:33:45`  
 > **Best Performing:** `PAY/BTC: 50.23%`  
 
+The relative profit of `1.2%` is the average profit per trade.  
+The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.
+Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
+
 ### /forcesell <trade_id>
 
 > **BITTREX:** Selling BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index d6eaf7ca6..db89443bf 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -416,16 +416,16 @@ class RPC:
             'profit_closed_coin': profit_closed_coin_sum,
             'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
             'profit_closed_ratio_mean': profit_closed_ratio_mean,
-            'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),  # Deprecated
-            'profit_closed_ratio_sum': profit_closed_ratio_sum,  # Deprecated
+            'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
+            'profit_closed_ratio_sum': profit_closed_ratio_sum,
             'profit_closed_ratio': profit_closed_ratio_fromstart,
             'profit_closed_percent': round(profit_closed_ratio_fromstart * 100, 2),
             'profit_closed_fiat': profit_closed_fiat,
             'profit_all_coin': profit_all_coin_sum,
             'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
             'profit_all_ratio_mean': profit_all_ratio_mean,
-            'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),  # Deprecated
-            'profit_all_ratio_sum': profit_all_ratio_sum,  # Deprecated
+            'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
+            'profit_all_ratio_sum': profit_all_ratio_sum,
             'profit_all_ratio': profit_all_ratio_fromstart,
             'profit_all_percent': round(profit_all_ratio_fromstart * 100, 2),
             'profit_all_fiat': profit_all_fiat,
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 25f2ad89f..64db3b9cd 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -204,10 +204,12 @@ def test__validate_stake_amount(mocker, default_conf,
     (None, 0, 0, 2500, 2500),
     (None, 500, 0, 2500, 2000),
     (None, 500, 0, 2500, 2000),
+    (None, -70, 0, 1930, 2000),
     # Only available balance matters when it's set.
     (100, 0, 0, 0, 100),
     (1000, 0, 2, 5, 1000),
     (1235, 2250, 2, 5, 1235),
+    (1235, -2250, 2, 5, 1235),
 ])
 def test_get_starting_balance(mocker, default_conf, available_capital, closed_profit,
                               open_stakes, free, expected):

From b7dc2989e70588c988360fd7c345ba6b9afa8721 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 16 Jul 2021 02:03:25 -0600
Subject: [PATCH 259/834] flake8 adjustments

---
 tests/test_main.py | 12 ++++++++++--
 1 file changed, 10 insertions(+), 2 deletions(-)

diff --git a/tests/test_main.py b/tests/test_main.py
index 4f769ca30..59a5bb0f7 100644
--- a/tests/test_main.py
+++ b/tests/test_main.py
@@ -157,7 +157,11 @@ def test_main_reload_config(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = Arguments(['trade', '-c', 'config_examples/config_bittrex.example.json']).get_parsed_arg()
+    args = Arguments([
+        'trade',
+        '-c',
+        'config_examples/config_bittrex.example.json'
+    ]).get_parsed_arg()
     worker = Worker(args=args, config=default_conf)
     with pytest.raises(SystemExit):
         main(['trade', '-c', 'config_examples/config_bittrex.example.json'])
@@ -180,7 +184,11 @@ def test_reconfigure(mocker, default_conf) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = Arguments(['trade', '-c', 'config_examples/config_bittrex.example.json']).get_parsed_arg()
+    args = Arguments([
+        'trade',
+        '-c',
+        'config_examples/config_bittrex.example.json'
+    ]).get_parsed_arg()
     worker = Worker(args=args, config=default_conf)
     freqtrade = worker.freqtrade
 

From d652e6fcc45ef7cac219f1e9275b16e5ede65e02 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Jul 2021 19:57:39 +0200
Subject: [PATCH 260/834] Don't log from wallet in backtest mode

---
 freqtrade/wallets.py | 21 ++++++++++++---------
 1 file changed, 12 insertions(+), 9 deletions(-)

diff --git a/freqtrade/wallets.py b/freqtrade/wallets.py
index e51a01afc..237c1dc2c 100644
--- a/freqtrade/wallets.py
+++ b/freqtrade/wallets.py
@@ -246,18 +246,21 @@ class Wallets:
         max_stake_amount = self.get_available_stake_amount()
 
         if min_stake_amount > max_stake_amount:
-            logger.warning("Minimum stake amount > available balance.")
+            if self._log:
+                logger.warning("Minimum stake amount > available balance.")
             return 0
         if min_stake_amount is not None and stake_amount < min_stake_amount:
             stake_amount = min_stake_amount
-            logger.info(
-                f"Stake amount for pair {pair} is too small ({stake_amount} < {min_stake_amount}), "
-                f"adjusting to {min_stake_amount}."
-            )
+            if self._log:
+                logger.info(
+                    f"Stake amount for pair {pair} is too small "
+                    f"({stake_amount} < {min_stake_amount}), adjusting to {min_stake_amount}."
+                )
         if stake_amount > max_stake_amount:
             stake_amount = max_stake_amount
-            logger.info(
-                f"Stake amount for pair {pair} is too big ({stake_amount} > {max_stake_amount}), "
-                f"adjusting to {max_stake_amount}."
-            )
+            if self._log:
+                logger.info(
+                    f"Stake amount for pair {pair} is too big "
+                    f"({stake_amount} > {max_stake_amount}), adjusting to {max_stake_amount}."
+                )
         return stake_amount

From 53a8c693b8eb7db0f7bca6e3608544f4cd687a32 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <19151258+rokups@users.noreply.github.com>
Date: Sat, 17 Jul 2021 09:21:03 +0300
Subject: [PATCH 261/834] Honor skip_pair_validation setting when downloading
 pairs.

---
 freqtrade/commands/data_commands.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 3877e0801..141e85f14 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -48,7 +48,8 @@ def start_download_data(args: Dict[str, Any]) -> None:
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
     # Manual validations of relevant settings
-    exchange.validate_pairs(config['pairs'])
+    if not config['exchange'].get('skip_pair_validation', False):
+        exchange.validate_pairs(config['pairs'])
     expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets))
 
     logger.info(f"About to download pairs: {expanded_pairs}, "

From 7c27525bd8599fdad582d24e90bc8bee61688834 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 17 Jul 2021 21:58:54 -0600
Subject: [PATCH 262/834] Merge get_buy_rate and get_sell_rate

---
 freqtrade/exchange/exchange.py  | 97 +++++++++++----------------------
 freqtrade/freqtradebot.py       | 11 ++--
 freqtrade/rpc/rpc.py            | 20 ++++---
 tests/exchange/test_exchange.py | 26 ++++-----
 tests/rpc/test_rpc.py           |  6 +-
 tests/rpc/test_rpc_apiserver.py |  2 +-
 tests/test_freqtradebot.py      | 20 +++----
 7 files changed, 77 insertions(+), 105 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 42e86db3e..18060cb57 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -551,7 +551,7 @@ class Exchange:
         amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
                                                         DEFAULT_AMOUNT_RESERVE_PERCENT)
         amount_reserve_percent = (
-          amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
+            amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
         )
         # it should not be more than 50%
         amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
@@ -999,94 +999,61 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def get_buy_rate(self, pair: str, refresh: bool) -> float:
+    def get_rate(self, pair: str, refresh: bool, side: str = "buy") -> float:
         """
         Calculates bid target between current ask price and last price
         :param pair: Pair to get rate for
         :param refresh: allow cached data
+        :param side: "buy" or "sell"
         :return: float: Price
         :raises PricingError if orderbook price could not be determined.
         """
+        cache_rate: TTLCache = self._buy_rate_cache if side == "buy" else self._sell_rate_cache
+        [strat_name, name] = ['bid_strategy', 'Buy'] if side == "buy" else ['ask_strategy', 'Sell']
+
         if not refresh:
-            rate = self._buy_rate_cache.get(pair)
+            rate = cache_rate.get(pair)
             # Check if cache has been invalidated
             if rate:
-                logger.debug(f"Using cached buy rate for {pair}.")
+                logger.debug(f"Using cached {side} rate for {pair}.")
                 return rate
 
-        bid_strategy = self._config.get('bid_strategy', {})
-        if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
+        strategy = self._config.get(strat_name, {})
 
-            order_book_top = bid_strategy.get('order_book_top', 1)
+        if strategy.get('use_order_book', False) and ('use_order_book' in strategy):
+
+            order_book_top = strategy.get('order_book_top', 1)
             order_book = self.fetch_l2_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
             try:
-                rate_from_l2 = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
+                rate = order_book[f"{strategy['price_side']}s"][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
                 logger.warning(
-                    "Buy Price from orderbook could not be determined."
-                    f"Orderbook: {order_book}"
-                 )
-                raise PricingError from e
-            logger.info(f"Buy price from orderbook {bid_strategy['price_side'].capitalize()} side "
-                        f"- top {order_book_top} order book buy rate {rate_from_l2:.8f}")
-            used_rate = rate_from_l2
-        else:
-            logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
-            ticker = self.fetch_ticker(pair)
-            ticker_rate = ticker[bid_strategy['price_side']]
-            if ticker['last'] and ticker_rate > ticker['last']:
-                balance = bid_strategy['ask_last_balance']
-                ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
-            used_rate = ticker_rate
-
-        self._buy_rate_cache[pair] = used_rate
-
-        return used_rate
-
-    def get_sell_rate(self, pair: str, refresh: bool) -> float:
-        """
-        Get sell rate - either using ticker bid or first bid based on orderbook
-        or remain static in any other case since it's not updating.
-        :param pair: Pair to get rate for
-        :param refresh: allow cached data
-        :return: Bid rate
-        :raises PricingError if price could not be determined.
-        """
-        if not refresh:
-            rate = self._sell_rate_cache.get(pair)
-            # Check if cache has been invalidated
-            if rate:
-                logger.debug(f"Using cached sell rate for {pair}.")
-                return rate
-
-        ask_strategy = self._config.get('ask_strategy', {})
-        if ask_strategy.get('use_order_book', False):
-            logger.debug(
-                f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
-            )
-            order_book_top = ask_strategy.get('order_book_top', 1)
-            order_book = self.fetch_l2_order_book(pair, order_book_top)
-            try:
-                rate = order_book[f"{ask_strategy['price_side']}s"][order_book_top - 1][0]
-            except (IndexError, KeyError) as e:
-                logger.warning(
-                    f"Sell Price at location {order_book_top} from orderbook could not be "
+                    f"{name} Price at location {order_book_top} from orderbook could not be "
                     f"determined. Orderbook: {order_book}"
                 )
                 raise PricingError from e
+
+            logger.info(f"{name} price from orderbook {strategy['price_side'].capitalize()}"
+                        f"side - top {order_book_top} order book {side} rate {rate:.8f}")
         else:
+            logger.info(f"Using Last {strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
-            ticker_rate = ticker[ask_strategy['price_side']]
-            if ticker['last'] and ticker_rate < ticker['last']:
-                balance = ask_strategy.get('bid_last_balance', 0.0)
-                ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
+            ticker_rate = ticker[strategy['price_side']]
+            if ticker['last']:
+                if side == 'buy' and ticker_rate > ticker['last']:
+                    balance = strategy['ask_last_balance']
+                    ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
+                elif side == 'sell' and ticker_rate < ticker['last']:
+                    balance = strategy.get('bid_last_balance', 0.0)
+                    ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
             rate = ticker_rate
 
-        if rate is None:
-            raise PricingError(f"Sell-Rate for {pair} was empty.")
-        self._sell_rate_cache[pair] = rate
+        if rate is None and side == "sell":
+            raise PricingError(f"{name}-Rate for {pair} was empty.")
+        cache_rate[pair] = rate
+
         return rate
 
     # Fee handling
@@ -1318,8 +1285,8 @@ class Exchange:
                 self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
             # keeping parsed dataframe in cache
             ohlcv_df = ohlcv_to_dataframe(
-                    ticks, timeframe, pair=pair, fill_missing=True,
-                    drop_incomplete=self._ohlcv_partial_candle)
+                ticks, timeframe, pair=pair, fill_missing=True,
+                drop_incomplete=self._ohlcv_partial_candle)
             results_df[(pair, timeframe)] = ohlcv_df
             if cache:
                 self._klines[(pair, timeframe)] = ohlcv_df
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5ef109387..d430dbc48 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -475,7 +475,7 @@ class FreqtradeBot(LoggingMixin):
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.exchange.get_buy_rate(pair, True)
+            buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
@@ -609,7 +609,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Sends rpc notification when a buy cancel occurred.
         """
-        current_rate = self.exchange.get_buy_rate(trade.pair, False)
+        current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="buy")
 
         msg = {
             'trade_id': trade.id,
@@ -695,7 +695,7 @@ class FreqtradeBot(LoggingMixin):
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
         logger.debug('checking sell')
-        sell_rate = self.exchange.get_sell_rate(trade.pair, True)
+        sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
         if self._check_and_execute_sell(trade, sell_rate, buy, sell):
             return True
 
@@ -1132,7 +1132,8 @@ class FreqtradeBot(LoggingMixin):
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
         # Use cached rates here - it was updated seconds ago.
-        current_rate = self.exchange.get_sell_rate(trade.pair, False) if not fill else None
+        current_rate = self.exchange.get_rate(
+            trade.pair, refresh=False, side="sell") if not fill else None
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
@@ -1177,7 +1178,7 @@ class FreqtradeBot(LoggingMixin):
 
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
-        current_rate = self.exchange.get_sell_rate(trade.pair, False)
+        current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="sell")
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index db89443bf..d1d44ad16 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -154,7 +154,8 @@ class RPC:
                 # calculate profit and send message to user
                 if trade.is_open:
                     try:
-                        current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
+                        current_rate = self._freqtrade.exchange.get_rate(
+                            trade.pair, refresh=False, side="sell")
                     except (ExchangeError, PricingError):
                         current_rate = NAN
                 else:
@@ -213,7 +214,8 @@ class RPC:
             for trade in trades:
                 # calculate profit and send message to user
                 try:
-                    current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
+                    current_rate = self._freqtrade.exchange.get_rate(
+                        trade.pair, refresh=False, side="sell")
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 trade_percent = (100 * trade.calc_profit_ratio(current_rate))
@@ -272,10 +274,10 @@ class RPC:
                 'date': key,
                 'abs_profit': value["amount"],
                 'fiat_value': self._fiat_converter.convert_amount(
-                        value['amount'],
-                        stake_currency,
-                        fiat_display_currency
-                    ) if self._fiat_converter else 0,
+                    value['amount'],
+                    stake_currency,
+                    fiat_display_currency
+                ) if self._fiat_converter else 0,
                 'trade_count': value["trades"],
             }
             for key, value in profit_days.items()
@@ -372,7 +374,8 @@ class RPC:
             else:
                 # Get current rate
                 try:
-                    current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
+                    current_rate = self._freqtrade.exchange.get_rate(
+                        trade.pair, refresh=False, side="sell")
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
@@ -551,7 +554,8 @@ class RPC:
 
             if not fully_canceled:
                 # Get current rate and execute sell
-                current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
+                current_rate = self._freqtrade.exchange.get_rate(
+                    trade.pair, refresh=False, side="sell")
                 sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
                 self._freqtrade.execute_sell(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 524dc873c..02adf01c4 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1783,14 +1783,14 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': ask, 'last': last, 'bid': bid})
 
-    assert exchange.get_buy_rate('ETH/BTC', True) == expected
+    assert exchange.get_rate('ETH/BTC', refresh=True, side="buy") == expected
     assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
 
-    assert exchange.get_buy_rate('ETH/BTC', False) == expected
+    assert exchange.get_rate('ETH/BTC', refresh=False, side="buy") == expected
     assert log_has("Using cached buy rate for ETH/BTC.", caplog)
     # Running a 2nd time with Refresh on!
     caplog.clear()
-    assert exchange.get_buy_rate('ETH/BTC', True) == expected
+    assert exchange.get_rate('ETH/BTC', refresh=True, side="buy") == expected
     assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
 
 
@@ -1825,12 +1825,12 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
 
     # Test regular mode
     exchange = get_patched_exchange(mocker, default_conf)
-    rate = exchange.get_sell_rate(pair, True)
+    rate = exchange.get_rate(pair, refresh=True, side="sell")
     assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
     assert rate == expected
     # Use caching
-    rate = exchange.get_sell_rate(pair, False)
+    rate = exchange.get_rate(pair, refresh=False, side="sell")
     assert rate == expected
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
@@ -1848,11 +1848,11 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o
     pair = "ETH/BTC"
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
     exchange = get_patched_exchange(mocker, default_conf)
-    rate = exchange.get_sell_rate(pair, True)
+    rate = exchange.get_rate(pair, refresh=True, side="sell")
     assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
     assert rate == expected
-    rate = exchange.get_sell_rate(pair, False)
+    rate = exchange.get_rate(pair, refresh=False, side="sell")
     assert rate == expected
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
@@ -1868,7 +1868,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
                  return_value={'bids': [[]], 'asks': [[]]})
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError):
-        exchange.get_sell_rate(pair, True)
+        exchange.get_rate(pair, refresh=True, side="sell")
     assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*",
                       caplog)
 
@@ -1881,18 +1881,18 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog):
                  return_value={'ask': None, 'bid': 0.12, 'last': None})
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
-        exchange.get_sell_rate(pair, True)
+        exchange.get_rate(pair, refresh=True, side="sell")
 
     exchange._config['ask_strategy']['price_side'] = 'bid'
-    assert exchange.get_sell_rate(pair, True) == 0.12
+    assert exchange.get_rate(pair, refresh=True, side="sell") == 0.12
     # Reverse sides
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': 0.13, 'bid': None, 'last': None})
     with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
-        exchange.get_sell_rate(pair, True)
+        exchange.get_rate(pair, refresh=True, side="sell")
 
     exchange._config['ask_strategy']['price_side'] = 'ask'
-    assert exchange.get_sell_rate(pair, True) == 0.13
+    assert exchange.get_rate(pair, refresh=True, side="sell") == 0.13
 
 
 def make_fetch_ohlcv_mock(data):
@@ -2203,7 +2203,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     ({'status': 'canceled', 'filled': 10.0}, False),
     ({'status': 'unknown', 'filled': 10.0}, False),
     ({'result': 'testest123'}, False),
-    ])
+])
 def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     assert exchange.check_order_canceled_empty(order) == result
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 0049e59bb..fad24f9e2 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -109,7 +109,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'exchange': 'binance',
     }
 
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
@@ -217,7 +217,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert '-0.41% (-0.06)' == result[0][3]
     assert '-0.06' == f'{fiat_profit_sum:.2f}'
 
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
@@ -427,7 +427,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert prec_satoshi(stats['best_rate'], 6.2)
 
     # Test non-available pair
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 4dea2bbfa..d127d0ef8 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -847,7 +847,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'exchange': 'binance',
     }
 
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
 
     rc = client_get(client, f"{BASE_URI}/status")
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index addf72bbb..4912a2a4d 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -161,7 +161,7 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
                         (True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]),
                         (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
                         (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
-                        ])
+])
 def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open,
                                       amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
@@ -784,7 +784,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     buy_mm = MagicMock(return_value=limit_buy_order_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_buy_rate=buy_rate_mock,
+        get_rate=buy_rate_mock,
         fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
@@ -824,7 +824,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order_open['id'] = '33'
     fix_price = 0.06
     assert freqtrade.execute_buy(pair, stake_amount, fix_price)
-    # Make sure get_buy_rate wasn't called again
+    # Make sure get_rate wasn't called again
     assert buy_rate_mock.call_count == 0
 
     assert buy_mm.call_count == 2
@@ -893,7 +893,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     assert not freqtrade.execute_buy(pair, stake_amount)
 
     # Fail to get price...
-    mocker.patch('freqtrade.exchange.Exchange.get_buy_rate', MagicMock(return_value=0.0))
+    mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
 
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
@@ -909,7 +909,7 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
             'last': 0.00001172
         }),
         buy=MagicMock(return_value=limit_buy_order),
-        get_buy_rate=MagicMock(return_value=0.11),
+        get_rate=MagicMock(return_value=0.11),
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
     )
@@ -2513,7 +2513,7 @@ def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
         'freqtrade.exchange.Exchange',
         cancel_order=cancel_order_mock,
     )
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate', return_value=0.245441)
+    mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
 
     freqtrade = FreqtradeBot(default_conf)
 
@@ -3956,7 +3956,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
 
 def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     """
-    test if function get_buy_rate will return the order book price
+    test if function get_rate will return the order book price
     instead of the ask rate
     """
     patch_exchange(mocker)
@@ -3974,7 +3974,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.exchange.get_buy_rate('ETH/BTC', True) == 0.043935
+    assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
     assert ticker_mock.call_count == 0
 
 
@@ -3996,8 +3996,8 @@ def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None
     freqtrade = FreqtradeBot(default_conf)
     # orderbook shall be used even if tickers would be lower.
     with pytest.raises(PricingError):
-        freqtrade.exchange.get_buy_rate('ETH/BTC', refresh=True)
-    assert log_has_re(r'Buy Price from orderbook could not be determined.', caplog)
+        freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
+    assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:

From 44df5eeacf727f7ff22a626904bf6e6b8f4aca62 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 18 Jul 2021 00:00:18 -0600
Subject: [PATCH 263/834] Adjusted docstring, and conditional near end of
 buy_rate

---
 freqtrade/exchange/exchange.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 18060cb57..65108ca34 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1001,7 +1001,10 @@ class Exchange:
 
     def get_rate(self, pair: str, refresh: bool, side: str = "buy") -> float:
         """
-        Calculates bid target between current ask price and last price
+        Calculates bid/ask target
+        bid rate - between current ask price and last price
+        ask rate - either using ticker bid or first bid based on orderbook
+        or remain static in any other case since it's not updating.
         :param pair: Pair to get rate for
         :param refresh: allow cached data
         :param side: "buy" or "sell"
@@ -1050,7 +1053,7 @@ class Exchange:
                     ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
             rate = ticker_rate
 
-        if rate is None and side == "sell":
+        if rate is None:
             raise PricingError(f"{name}-Rate for {pair} was empty.")
         cache_rate[pair] = rate
 

From 51cc9032486fc6c2292e63c0b66942a305870600 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Jul 2021 20:29:49 +0200
Subject: [PATCH 264/834] Run ci on selfhosted runner

---
 .github/workflows/ci.yml              | 30 ++++++++++
 build_helpers/publish_docker_arm64.sh | 81 +++++++++++++++++++++++++++
 build_helpers/publish_docker_multi.sh | 26 +++------
 3 files changed, 118 insertions(+), 19 deletions(-)
 create mode 100755 build_helpers/publish_docker_arm64.sh

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 5890f56a7..454432079 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,6 +6,7 @@ on:
       - master
       - stable
       - develop
+      - test_build_arm64
     tags:
   release:
     types: [published]
@@ -334,6 +335,7 @@ jobs:
     runs-on: ubuntu-20.04
 
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
+
     steps:
     - uses: actions/checkout@v2
 
@@ -411,3 +413,31 @@ jobs:
         channel: '#notifications'
         url: ${{ secrets.SLACK_WEBHOOK }}
 
+
+  deploy_arm:
+    needs: [ deploy ]
+    # Only run on 64bit machines
+    runs-on: [self-hosted, linux, ARM64]
+    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
+
+    steps:
+    - uses: actions/checkout@v2
+
+    - name: Extract branch name
+      shell: bash
+      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
+      id: extract_branch
+
+    - name: Dockerhub login
+      env:
+        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+        DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+      run: |
+        echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
+
+    - name: Build and test and push docker images
+      env:
+        IMAGE_NAME: freqtradeorg/freqtrade
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+      run: |
+        build_helpers/publish_docker_arm64.sh
diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
new file mode 100755
index 000000000..710e3065b
--- /dev/null
+++ b/build_helpers/publish_docker_arm64.sh
@@ -0,0 +1,81 @@
+#!/bin/sh
+
+# Use BuildKit, otherwise building on ARM fails
+export DOCKER_BUILDKIT=1
+
+# Replace / with _ to create a valid tag
+TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+TAG_PLOT=${TAG}_plot
+TAG_PI="${TAG}_pi"
+
+TAG_ARM=${TAG}_arm
+TAG_PLOT_ARM=${TAG_PLOT}_arm
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+
+echo "Running for ${TAG}"
+
+# Add commit and commit_message to docker container
+echo "${GITHUB_SHA}" > freqtrade_commit
+
+if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
+    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
+    # Build regular image
+    docker build -t freqtrade:${TAG_ARM} .
+
+else
+    echo "event ${GITHUB_EVENT_NAME}: building with cache"
+    # Build regular image
+    docker pull ${IMAGE_NAME}:${TAG_ARM}
+    docker build --cache-from ${IMAGE_NAME}:${TAG_ARM} -t freqtrade:${TAG_ARM} .
+
+fi
+
+if [ $? -ne 0 ]; then
+    echo "failed building multiarch images"
+    return 1
+fi
+# Tag image for upload and next build step
+docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
+
+docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
+
+docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
+
+# Run backtest
+docker run --rm -v $(pwd)/config_bittrex.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+
+if [ $? -ne 0 ]; then
+    echo "failed running backtest"
+    return 1
+fi
+
+docker images
+
+# docker push ${IMAGE_NAME}
+docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
+docker push ${CACHE_IMAGE}:$TAG_ARM
+
+# Create multiarch image
+# Make sure that all images contained here are pushed to github first.
+# Otherwise installation might fail.
+echo "create manifests"
+
+docker manifest create --amend ${IMAGE_NAME}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
+docker manifest push -p ${IMAGE_NAME}:${TAG}
+
+
+docker manifest create --amend ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM} ${CACHE_IMAGE}:${TAG_PLOT}
+docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
+
+Tag as latest for develop builds
+if [ "${TAG}" = "develop" ]; then
+    docker manifest create --amend ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
+    docker manifest push -p ${IMAGE_NAME}:latest
+fi
+
+docker images
+
+if [ $? -ne 0 ]; then
+    echo "failed building image"
+    return 1
+fi
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index 057ecbbf2..f2c6079ff 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -9,7 +9,8 @@ TAG_PI="${TAG}_pi"
 
 PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
-CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+CACHE_TAG=${CACHE_IMAGE}:${TAG}_cache
 
 # Add commit and commit_message to docker container
 echo "${GITHUB_SHA}" > freqtrade_commit
@@ -45,11 +46,11 @@ if [ $? -ne 0 ]; then
     return 1
 fi
 # Tag image for upload and next build step
-docker tag freqtrade:$TAG ${IMAGE_NAME}:$TAG
+docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
 
 docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
 
-docker tag freqtrade:$TAG_PLOT ${IMAGE_NAME}:$TAG_PLOT
+docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 
 # Run backtest
 docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
@@ -61,22 +62,9 @@ fi
 
 docker images
 
-docker push ${IMAGE_NAME}
-docker push ${IMAGE_NAME}:$TAG_PLOT
-docker push ${IMAGE_NAME}:$TAG
-
-# Create multiarch image
-# Make sure that all images contained here are pushed to github first.
-# Otherwise installation might fail.
-
-docker manifest create freqtradeorg/freqtrade:${TAG} ${IMAGE_NAME}:${TAG} ${IMAGE_NAME}:${TAG_PI}
-docker manifest push freqtradeorg/freqtrade:${TAG}
-
-# Tag as latest for develop builds
-if [ "${TAG}" = "develop" ]; then
-    docker manifest create freqtradeorg/freqtrade:latest ${IMAGE_NAME}:${TAG} ${IMAGE_NAME}:${TAG_PI}
-    docker manifest push freqtradeorg/freqtrade:latest
-fi
+docker push ${CACHE_IMAGE}
+docker push ${CACHE_IMAGE}:$TAG_PLOT
+docker push ${CACHE_IMAGE}:$TAG
 
 
 docker images

From 0282d13221f7b07b241a65c36423ff30dc851fd3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 16 Jul 2021 20:11:27 +0200
Subject: [PATCH 265/834] Fix PI image caching

---
 .github/workflows/ci.yml              | 1 -
 build_helpers/publish_docker_arm64.sh | 7 +++----
 build_helpers/publish_docker_multi.sh | 2 +-
 3 files changed, 4 insertions(+), 6 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index 454432079..eb767efb1 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -6,7 +6,6 @@ on:
       - master
       - stable
       - develop
-      - test_build_arm64
     tags:
   release:
     types: [published]
diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index 710e3065b..981b559c3 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -55,7 +55,7 @@ docker images
 docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
 docker push ${CACHE_IMAGE}:$TAG_ARM
 
-# Create multiarch image
+# Create multi-arch image
 # Make sure that all images contained here are pushed to github first.
 # Otherwise installation might fail.
 echo "create manifests"
@@ -63,14 +63,13 @@ echo "create manifests"
 docker manifest create --amend ${IMAGE_NAME}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
 docker manifest push -p ${IMAGE_NAME}:${TAG}
 
-
 docker manifest create --amend ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM} ${CACHE_IMAGE}:${TAG_PLOT}
 docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
 
 Tag as latest for develop builds
 if [ "${TAG}" = "develop" ]; then
-    docker manifest create --amend ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
-    docker manifest push -p ${IMAGE_NAME}:latest
+    docker tag ${IMAGE_NAME}:develop ${IMAGE_NAME}:latest
+    docker push ${IMAGE_NAME}:latest
 fi
 
 docker images
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index f2c6079ff..4961cb9a7 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -10,7 +10,7 @@ TAG_PI="${TAG}_pi"
 PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
 CACHE_IMAGE=freqtradeorg/freqtrade_cache
-CACHE_TAG=${CACHE_IMAGE}:${TAG}_cache
+CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
 
 # Add commit and commit_message to docker container
 echo "${GITHUB_SHA}" > freqtrade_commit

From adef5d89f3c61dbf6527de83eddc597dea51d590 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 18 Jul 2021 11:06:14 +0200
Subject: [PATCH 266/834] Fix failing test after webserver merge

---
 tests/commands/test_commands.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 5e9b1c7db..c0268038a 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -64,7 +64,7 @@ def test_start_webserver(mocker, caplog):
 
     args = [
         'webserver',
-        '-c', 'config_bittrex.json.example'
+        '-c', 'config_examples/config_bittrex.example.json'
     ]
     start_webserver(get_args(args))
     assert api_server_mock.call_count == 1

From 365479f5e0a19a2e08e4f3309ce342d58c401d27 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 13 Jul 2021 19:36:15 +0200
Subject: [PATCH 267/834] Remove startup-candles after populating buy/sell
 signals

closes #5242
---
 freqtrade/optimize/backtesting.py      | 29 ++++++++++++++------------
 freqtrade/optimize/hyperopt.py         |  7 +++----
 tests/optimize/test_backtest_detail.py |  1 +
 tests/optimize/test_backtesting.py     |  1 +
 4 files changed, 21 insertions(+), 17 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ebd4135d9..f52e9a49f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -15,7 +15,7 @@ from freqtrade.configuration import TimeRange, remove_credentials, validate_conf
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data import history
 from freqtrade.data.btanalysis import trade_list_to_dataframe
-from freqtrade.data.converter import trim_dataframes
+from freqtrade.data.converter import trim_dataframe, trim_dataframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import BacktestState, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
@@ -116,6 +116,9 @@ class Backtesting:
 
         self.wallets = Wallets(self.config, self.exchange, log=False)
 
+        self.timerange = TimeRange.parse_timerange(
+            None if self.config.get('timerange') is None else str(self.config.get('timerange')))
+
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
@@ -154,14 +157,11 @@ class Backtesting:
         """
         self.progress.init_step(BacktestState.DATALOAD, 1)
 
-        timerange = TimeRange.parse_timerange(None if self.config.get(
-            'timerange') is None else str(self.config.get('timerange')))
-
         data = history.load_data(
             datadir=self.config['datadir'],
             pairs=self.pairlists.whitelist,
             timeframe=self.timeframe,
-            timerange=timerange,
+            timerange=self.timerange,
             startup_candles=self.required_startup,
             fail_without_data=True,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
@@ -174,11 +174,11 @@ class Backtesting:
                     f'({(max_date - min_date).days} days).')
 
         # Adjust startts forward if not enough data is available
-        timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
-                                            self.required_startup, min_date)
+        self.timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
+                                                 self.required_startup, min_date)
 
         self.progress.set_new_value(1)
-        return data, timerange
+        return data, self.timerange
 
     def prepare_backtest(self, enable_protections):
         """
@@ -223,7 +223,9 @@ class Backtesting:
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
-
+            # Trim startup period from analyzed dataframe
+            df_analyzed = trim_dataframe(df_analyzed, self.timerange,
+                                         startup_candles=self.required_startup)
             # To avoid using data from future, we use buy/sell signals shifted
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
@@ -537,14 +539,15 @@ class Backtesting:
         preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
 
         # Trim startup period from analyzed dataframe
-        preprocessed = trim_dataframes(preprocessed, timerange, self.required_startup)
+        preprocessed_tmp = trim_dataframes(preprocessed, timerange, self.required_startup)
 
-        if not preprocessed:
+        if not preprocessed_tmp:
             raise OperationalException(
                 "No data left after adjusting for startup candles.")
 
-        min_date, max_date = history.get_timerange(preprocessed)
-
+        # Use preprocessed_tmp for date generation (the trimmed dataframe).
+        # Backtesting will re-trim the dataframes after buy/sell signal generation.
+        min_date, max_date = history.get_timerange(preprocessed_tmp)
         logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'({(max_date - min_date).days} days).')
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 80ae8886e..cb6884385 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -378,16 +378,15 @@ class Hyperopt:
 
         preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
 
-        # Trim startup period from analyzed dataframe
+        # Trim startup period from analyzed dataframe to get correct dates for output.
         processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)
-
         self.min_date, self.max_date = get_timerange(processed)
 
         logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'({(self.max_date - self.min_date).days} days)..')
-
-        dump(processed, self.data_pickle_file)
+        # Store non-trimmed data - will be trimmed after signal generation.
+        dump(preprocessed, self.data_pickle_file)
 
     def start(self) -> None:
         self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 0bf197739..af3c1317b 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -575,6 +575,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
+    backtesting.required_startup = 0
     backtesting.strategy.advise_buy = lambda a, m: frame
     backtesting.strategy.advise_sell = lambda a, m: frame
     backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 77b9e23fa..2998157a5 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -727,6 +727,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
                                         pair='UNITTEST/BTC', datadir=testdatadir)
     default_conf['timeframe'] = '1m'
     backtesting = Backtesting(default_conf)
+    backtesting.required_startup = 0
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.advise_buy = _trend_alternate  # Override
     backtesting.strategy.advise_sell = _trend_alternate  # Override

From ffeff9c0f754863e4c698978841d69835f3472af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 18 Jul 2021 19:33:25 +0200
Subject: [PATCH 268/834] Update ARM image building

---
 build_helpers/publish_docker_arm64.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index 981b559c3..756d5e41d 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${TAG_ARM
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 
 # Run backtest
-docker run --rm -v $(pwd)/config_bittrex.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"

From f705293353552e41c58f8a892c64db1c1f4f2bee Mon Sep 17 00:00:00 2001
From: George Muravei-Alkhavoi <georgezagraid@gmail.com>
Date: Mon, 19 Jul 2021 00:25:24 +0300
Subject: [PATCH 269/834]  Dataprovider caching and trimming to timerange of
 historical informative.

---
 freqtrade/data/dataprovider.py | 23 +++++++++++++++++------
 1 file changed, 17 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 391ed4587..aa3efbd60 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -14,7 +14,8 @@ from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
-from freqtrade.exchange import Exchange
+from freqtrade.exchange import Exchange, timeframe_to_seconds
+from freqtrade.configuration import TimeRange
 
 
 logger = logging.getLogger(__name__)
@@ -31,6 +32,7 @@ class DataProvider:
         self._pairlists = pairlists
         self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
         self.__slice_index: Optional[int] = None
+        self.__cached_pairs_backtesting: Dict[PairWithTimeframe, DataFrame] = {}
 
     def _set_dataframe_max_index(self, limit_index: int):
         """
@@ -62,11 +64,20 @@ class DataProvider:
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         """
-        return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._config['timeframe'],
-                                 datadir=self._config['datadir'],
-                                 data_format=self._config.get('dataformat_ohlcv', 'json')
-                                 )
+        saved_pair = (pair, timeframe)
+        if saved_pair not in self.__cached_pairs_backtesting:
+            timerange = TimeRange.parse_timerange(None if self._config.get(
+                'timerange') is None else str(self._config.get('timerange')))
+            # Move informative start time respecting startup_candle_count
+            timerange.subtract_start(timeframe_to_seconds(timeframe) * self._config.get('startup_candle_count', 0))
+            self.__cached_pairs_backtesting[saved_pair] = load_pair_history(
+                pair=pair,
+                timeframe=timeframe or self._config['timeframe'],
+                datadir=self._config['datadir'],
+                timerange=timerange,
+                data_format=self._config.get('dataformat_ohlcv', 'json')
+            )
+        return self.__cached_pairs_backtesting[saved_pair].copy()
 
     def get_pair_dataframe(self, pair: str, timeframe: str = None) -> DataFrame:
         """

From ab786abf7f9ebfbea04b0e1e39cca105023a95ea Mon Sep 17 00:00:00 2001
From: George Muravei-Alkhavoi <georgezagraid@gmail.com>
Date: Mon, 19 Jul 2021 00:47:51 +0300
Subject: [PATCH 270/834] Fix intendation.

---
 freqtrade/data/dataprovider.py | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index aa3efbd60..cdee0f078 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -10,12 +10,12 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
 
+from freqtrade.configuration import TimeRange
 from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange, timeframe_to_seconds
-from freqtrade.configuration import TimeRange
 
 
 logger = logging.getLogger(__name__)
@@ -64,12 +64,14 @@ class DataProvider:
         :param pair: pair to get the data for
         :param timeframe: timeframe to get data for
         """
-        saved_pair = (pair, timeframe)
+        saved_pair = (pair, str(timeframe))
         if saved_pair not in self.__cached_pairs_backtesting:
             timerange = TimeRange.parse_timerange(None if self._config.get(
                 'timerange') is None else str(self._config.get('timerange')))
             # Move informative start time respecting startup_candle_count
-            timerange.subtract_start(timeframe_to_seconds(timeframe) * self._config.get('startup_candle_count', 0))
+            timerange.subtract_start(
+                timeframe_to_seconds(str(timeframe)) * self._config.get('startup_candle_count', 0)
+            )
             self.__cached_pairs_backtesting[saved_pair] = load_pair_history(
                 pair=pair,
                 timeframe=timeframe or self._config['timeframe'],

From e9d9668e8ac8dc2c5abfbcd5a60d90f58605e734 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:00:56 +0000
Subject: [PATCH 271/834] Bump ta-lib from 0.4.20 to 0.4.21

Bumps [ta-lib](https://github.com/mrjbq7/ta-lib) from 0.4.20 to 0.4.21.
- [Release notes](https://github.com/mrjbq7/ta-lib/releases)
- [Changelog](https://github.com/mrjbq7/ta-lib/blob/master/CHANGELOG)
- [Commits](https://github.com/mrjbq7/ta-lib/compare/TA_Lib-0.4.20...TA_Lib-0.4.21)

---
updated-dependencies:
- dependency-name: ta-lib
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..318d02d93 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -13,7 +13,7 @@ requests==2.25.1
 urllib3==1.26.6
 wrapt==1.12.1
 jsonschema==3.2.0
-TA-Lib==0.4.20
+TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9
 pycoingecko==2.2.0

From c1f1dfb36e371da3b9a1ada48bdcfb5ae22ed311 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:00 +0000
Subject: [PATCH 272/834] Bump mkdocs-material from 7.1.10 to 7.1.11

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.10 to 7.1.11.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.10...7.1.11)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index e346fe5a5..a4c7a4969 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.1
-mkdocs-material==7.1.10
+mkdocs-material==7.1.11
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 31b3b499991ccfc884ee9cad4e536437c44fffb8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:04 +0000
Subject: [PATCH 273/834] Bump requests from 2.25.1 to 2.26.0

Bumps [requests](https://github.com/psf/requests) from 2.25.1 to 2.26.0.
- [Release notes](https://github.com/psf/requests/releases)
- [Changelog](https://github.com/psf/requests/blob/master/HISTORY.md)
- [Commits](https://github.com/psf/requests/compare/v2.25.1...v2.26.0)

---
updated-dependencies:
- dependency-name: requests
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..94972617a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -9,7 +9,7 @@ SQLAlchemy==1.4.20
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2
-requests==2.25.1
+requests==2.26.0
 urllib3==1.26.6
 wrapt==1.12.1
 jsonschema==3.2.0

From 4a26889743403be64f01d7da9f93f16506ef8e2e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:10 +0000
Subject: [PATCH 274/834] Bump ccxt from 1.52.83 to 1.53.25

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.83 to 1.53.25.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.83...1.53.25)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..ecb51ca0f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.0
 pandas==1.3.0
 
-ccxt==1.52.83
+ccxt==1.53.25
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 7efad98e47d29b11bb10ededf464aae98c19832b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:13 +0000
Subject: [PATCH 275/834] Bump questionary from 1.9.0 to 1.10.0

Bumps [questionary](https://github.com/tmbo/questionary) from 1.9.0 to 1.10.0.
- [Release notes](https://github.com/tmbo/questionary/releases)
- [Commits](https://github.com/tmbo/questionary/compare/1.9.0...1.10.0)

---
updated-dependencies:
- dependency-name: questionary
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..3aae4fe47 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -39,5 +39,5 @@ aiofiles==0.7.0
 # Support for colorized terminal output
 colorama==0.4.4
 # Building config files interactively
-questionary==1.9.0
+questionary==1.10.0
 prompt-toolkit==3.0.19

From b7c951eaccba6b61e19c2cda2f1f0b9f00449f11 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 03:01:19 +0000
Subject: [PATCH 276/834] Bump sqlalchemy from 1.4.20 to 1.4.21

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.20 to 1.4.21.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 08a04d5f5..c73c684c7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.52.83
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.20
+SQLAlchemy==1.4.21
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2

From bff353a2998104a321314feb9f7dd83bb2a3ebab Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 04:41:25 +0000
Subject: [PATCH 277/834] Bump numpy from 1.21.0 to 1.21.1

Bumps [numpy](https://github.com/numpy/numpy) from 1.21.0 to 1.21.1.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.21.0...v1.21.1)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 210705c2b..94c496398 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.21.0
+numpy==1.21.1
 pandas==1.3.0
 
 ccxt==1.53.25

From fe8de98832e38ef7b22e41d581249dc62baf3887 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 19 Jul 2021 04:47:28 +0000
Subject: [PATCH 278/834] Bump mkdocs from 1.2.1 to 1.2.2

Bumps [mkdocs](https://github.com/mkdocs/mkdocs) from 1.2.1 to 1.2.2.
- [Release notes](https://github.com/mkdocs/mkdocs/releases)
- [Commits](https://github.com/mkdocs/mkdocs/compare/1.2.1...1.2.2)

---
updated-dependencies:
- dependency-name: mkdocs
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index a4c7a4969..32a1df58e 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
-mkdocs==1.2.1
+mkdocs==1.2.2
 mkdocs-material==7.1.11
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From d13524f7c19a152c266c8a793185ced6bc52cc2c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 19 Jul 2021 19:25:32 +0200
Subject: [PATCH 279/834] Update ta-lib wheels

---
 .../TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl     | Bin 482853 -> 0 bytes
 .../TA_Lib-0.4.20-cp38-cp38-win_amd64.whl      | Bin 505119 -> 0 bytes
 .../TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl     | Bin 0 -> 489824 bytes
 .../TA_Lib-0.4.21-cp38-cp38-win_amd64.whl      | Bin 0 -> 511999 bytes
 .../TA_Lib-0.4.21-cp39-cp39-win_amd64.whl      | Bin 0 -> 508461 bytes
 build_helpers/install_windows.ps1              |   7 +++++--
 docs/windows_installation.md                   |   2 +-
 7 files changed, 6 insertions(+), 3 deletions(-)
 delete mode 100644 build_helpers/TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
 delete mode 100644 build_helpers/TA_Lib-0.4.20-cp38-cp38-win_amd64.whl
 create mode 100644 build_helpers/TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl
 create mode 100644 build_helpers/TA_Lib-0.4.21-cp38-cp38-win_amd64.whl
 create mode 100644 build_helpers/TA_Lib-0.4.21-cp39-cp39-win_amd64.whl

diff --git a/build_helpers/TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl b/build_helpers/TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
deleted file mode 100644
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GIT binary patch
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diff --git a/build_helpers/TA_Lib-0.4.21-cp38-cp38-win_amd64.whl b/build_helpers/TA_Lib-0.4.21-cp38-cp38-win_amd64.whl
new file mode 100644
index 0000000000000000000000000000000000000000..67b41bf991cc88b13a1c7b2032d7052e5417073d
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diff --git a/build_helpers/TA_Lib-0.4.21-cp39-cp39-win_amd64.whl b/build_helpers/TA_Lib-0.4.21-cp39-cp39-win_amd64.whl
new file mode 100644
index 0000000000000000000000000000000000000000..da9d745583f4ae12b0c22050470c9f9511417de4
GIT binary patch
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diff --git a/build_helpers/install_windows.ps1 b/build_helpers/install_windows.ps1
index d2a27dd26..ec38ea212 100644
--- a/build_helpers/install_windows.ps1
+++ b/build_helpers/install_windows.ps1
@@ -6,10 +6,13 @@ python -m pip install --upgrade pip
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl
 }
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.20-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.21-cp38-cp38-win_amd64.whl
+}
+if ($pyv -eq '3.9') {
+    pip install build_helpers\TA_Lib-0.4.21-cp39-cp39-win_amd64.whl
 }
 
 pip install -r requirements-dev.txt
diff --git a/docs/windows_installation.md b/docs/windows_installation.md
index edc0a1404..2db0ae913 100644
--- a/docs/windows_installation.md
+++ b/docs/windows_installation.md
@@ -23,7 +23,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.20‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version).
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.21-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
 
 Freqtrade provides these dependencies for the latest 2 Python versions (3.7 and 3.8) and for 64bit Windows.
 Other versions must be downloaded from the above link.

From b0bfbb6558cb0a569fee52fbb2dbed2a20e73397 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 19 Jul 2021 11:37:52 -0600
Subject: [PATCH 280/834] removed buy and sell merge, updated strategy name,
 removed default side for get_rate

---
 freqtrade/exchange/exchange.py | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 65108ca34..91b278077 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -999,7 +999,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def get_rate(self, pair: str, refresh: bool, side: str = "buy") -> float:
+    def get_rate(self, pair: str, refresh: bool, side: str) -> float:
         """
         Calculates bid/ask target
         bid rate - between current ask price and last price
@@ -1021,16 +1021,16 @@ class Exchange:
                 logger.debug(f"Using cached {side} rate for {pair}.")
                 return rate
 
-        strategy = self._config.get(strat_name, {})
+        conf_strategy = self._config.get(strat_name, {})
 
-        if strategy.get('use_order_book', False) and ('use_order_book' in strategy):
+        if conf_strategy.get('use_order_book', False) and ('use_order_book' in conf_strategy):
 
-            order_book_top = strategy.get('order_book_top', 1)
+            order_book_top = conf_strategy.get('order_book_top', 1)
             order_book = self.fetch_l2_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
             try:
-                rate = order_book[f"{strategy['price_side']}s"][order_book_top - 1][0]
+                rate = order_book[f"{conf_strategy['price_side']}s"][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
                 logger.warning(
                     f"{name} Price at location {order_book_top} from orderbook could not be "
@@ -1038,18 +1038,18 @@ class Exchange:
                 )
                 raise PricingError from e
 
-            logger.info(f"{name} price from orderbook {strategy['price_side'].capitalize()}"
+            logger.info(f"{name} price from orderbook {conf_strategy['price_side'].capitalize()}"
                         f"side - top {order_book_top} order book {side} rate {rate:.8f}")
         else:
-            logger.info(f"Using Last {strategy['price_side'].capitalize()} / Last Price")
+            logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
-            ticker_rate = ticker[strategy['price_side']]
+            ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last']:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = strategy['ask_last_balance']
+                    balance = conf_strategy['ask_last_balance']
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'sell' and ticker_rate < ticker['last']:
-                    balance = strategy.get('bid_last_balance', 0.0)
+                    balance = conf_strategy.get('bid_last_balance', 0.0)
                     ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
             rate = ticker_rate
 

From 9e63bdbac9b866154fbabb8d75c48c63d26c09a2 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 04:58:20 +0700
Subject: [PATCH 281/834] feat: add buy signal name

---
 freqtrade/enums/__init__.py       |  2 +-
 freqtrade/enums/signaltype.py     |  7 +++++++
 freqtrade/freqtradebot.py         |  9 +++++----
 freqtrade/optimize/backtesting.py |  4 +++-
 freqtrade/persistence/models.py   |  3 +++
 freqtrade/strategy/interface.py   | 10 ++++++----
 6 files changed, 25 insertions(+), 10 deletions(-)

diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index 78163d86f..bcf68d622 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -2,5 +2,5 @@
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType
-from freqtrade.enums.signaltype import SignalType
+from freqtrade.enums.signaltype import SignalType, SignalNameType
 from freqtrade.enums.state import State
diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
index d636f378a..5ba2f8b4b 100644
--- a/freqtrade/enums/signaltype.py
+++ b/freqtrade/enums/signaltype.py
@@ -7,3 +7,10 @@ class SignalType(Enum):
     """
     BUY = "buy"
     SELL = "sell"
+
+
+class SignalNameType(Enum):
+    """
+    Enum to distinguish between buy and sell signals
+    """
+    BUY_SIGNAL_NAME = "buy_signal_name"
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7a7371357..037bb954a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -420,7 +420,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
+        (buy, sell, buy_signal_name) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
 
         if buy and not sell:
             stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
@@ -435,11 +435,11 @@ class FreqtradeBot(LoggingMixin):
             if ((bid_check_dom.get('enabled', False)) and
                     (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
-                    return self.execute_buy(pair, stake_amount)
+                    return self.execute_buy(pair, stake_amount, buy_signal_name=buy_signal_name)
                 else:
                     return False
 
-            return self.execute_buy(pair, stake_amount)
+            return self.execute_buy(pair, stake_amount, buy_signal_name=buy_signal_name)
         else:
             return False
 
@@ -468,7 +468,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False) -> bool:
+                    forcebuy: bool = False, buy_signal_name: str = '') -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
@@ -562,6 +562,7 @@ class FreqtradeBot(LoggingMixin):
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
+            buy_signal_name=buy_signal_name,
             timeframe=timeframe_to_minutes(self.config['timeframe'])
         )
         trade.orders.append(order_obj)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7c6b7cbc3..2b8bd1e2b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -42,6 +42,7 @@ CLOSE_IDX = 3
 SELL_IDX = 4
 LOW_IDX = 5
 HIGH_IDX = 6
+BUY_SIGNAL_NAME_IDX = 7
 
 
 class Backtesting:
@@ -189,7 +190,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_signal_name']
         data: Dict = {}
         # Create dict with data
         for pair, pair_data in processed.items():
@@ -332,6 +333,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
+                buy_signal_name=row[BUY_SIGNAL_NAME_IDX],
                 exchange='backtesting',
             )
             return trade
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index b4c299120..8d77ac27a 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -257,6 +257,7 @@ class LocalTrade():
     sell_reason: str = ''
     sell_order_status: str = ''
     strategy: str = ''
+    buy_signal_name: str = ''
     timeframe: Optional[int] = None
 
     def __init__(self, **kwargs):
@@ -288,6 +289,7 @@ class LocalTrade():
             'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
             'stake_amount': round(self.stake_amount, 8),
             'strategy': self.strategy,
+            'buy_signal_name': self.buy_signal_name,
             'timeframe': self.timeframe,
 
             'fee_open': self.fee_open,
@@ -703,6 +705,7 @@ class Trade(_DECL_BASE, LocalTrade):
     sell_reason = Column(String(100), nullable=True)
     sell_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
+    buy_signal_name = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)
 
     def __init__(self, **kwargs):
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7aa7e57d9..bd77fbb21 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -13,7 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType, SignalType
+from freqtrade.enums import SellType, SignalType, SignalNameType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
@@ -506,7 +506,9 @@ class IStrategy(ABC, HyperStrategyMixin):
             )
             return False, False
 
-        (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
+        (buy, sell, buy_signal_name) = latest[SignalType.BUY.value] == 1,\
+            latest[SignalType.SELL.value] == 1,\
+            latest.get(SignalNameType.BUY_SIGNAL_NAME.value, '')
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)
@@ -514,8 +516,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                                       current_time=datetime.now(timezone.utc),
                                       timeframe_seconds=timeframe_seconds,
                                       buy=buy):
-            return False, sell
-        return buy, sell
+            return False, sell, buy_signal_name
+        return buy, sell, buy_signal_name
 
     def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
                               timeframe_seconds: int, buy: bool):

From 104711a9bf80b72e3541af00e2f78b5c22aaaa49 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 05:04:25 +0700
Subject: [PATCH 282/834] get_signal signature

---
 freqtrade/strategy/interface.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index bd77fbb21..cbd19e156 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -478,7 +478,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 raise StrategyError(message)
 
-    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool, str]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the signal to buy or sell
@@ -489,7 +489,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False
+            return False, False, ''
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
@@ -504,7 +504,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair, int((arrow.utcnow() - latest_date).total_seconds() // 60)
             )
-            return False, False
+            return False, False, ''
 
         (buy, sell, buy_signal_name) = latest[SignalType.BUY.value] == 1,\
             latest[SignalType.SELL.value] == 1,\

From 550a9de097b62c89365a0c69dcdddc1bb9174022 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 19 Jul 2021 15:01:32 -0600
Subject: [PATCH 283/834] Fixed setup for python3.9 on ubuntu

---
 setup.sh | 27 +++++++++++++++------------
 1 file changed, 15 insertions(+), 12 deletions(-)

diff --git a/setup.sh b/setup.sh
index 3bcbfc48d..a85bd3104 100755
--- a/setup.sh
+++ b/setup.sh
@@ -4,8 +4,12 @@
 function check_installed_pip() {
    ${PYTHON} -m pip > /dev/null
    if [ $? -ne 0 ]; then
-        echo "pip not found (called as '${PYTHON} -m pip'). Please make sure that pip is available for ${PYTHON}."
-        exit 1
+        echo "-----------------------------"
+        echo "Installing Pip for ${PYTHON}"
+        echo "-----------------------------"
+        curl https://bootstrap.pypa.io/get-pip.py -o get-pip.py
+        ${PYTHON} get-pip.py
+        rm get-pip.py
    fi
 }
 
@@ -17,13 +21,12 @@ function check_installed_python() {
         exit 2
     fi
 
-    for v in 8 9 7
+    for v in 9 8 7
     do
         PYTHON="python3.${v}"
         which $PYTHON
         if [ $? -eq 0 ]; then
             echo "using ${PYTHON}"
-
             check_installed_pip
             return
         fi
@@ -136,7 +139,7 @@ function install_macos() {
         /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
     fi
     #Gets number after decimal in python version
-    version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g' ) 
+    version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g')
     
     if [[ $version -ge 9 ]]; then               #Checks if python version >= 3.9
         install_mac_newer_python_dependencies
@@ -147,7 +150,7 @@ function install_macos() {
 # Install bot Debian_ubuntu
 function install_debian() {
     sudo apt-get update
-    sudo apt-get install -y build-essential autoconf libtool pkg-config make wget git libpython3-dev
+    sudo apt-get install -y build-essential autoconf libtool pkg-config make wget git $(echo lib${PYTHON}-dev ${PYTHON}-venv)
     install_talib
 }
 
@@ -236,12 +239,12 @@ function install() {
 }
 
 function plot() {
-echo "
------------------------------------------
-Installing dependencies for Plotting scripts
------------------------------------------
-"
-${PYTHON} -m pip install plotly --upgrade
+    echo "
+    -----------------------------------------
+    Installing dependencies for Plotting scripts
+    -----------------------------------------
+    "
+    ${PYTHON} -m pip install plotly --upgrade
 }
 
 function help() {

From 7d040052189d94884609bd004796f53d81ecc437 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 16:14:48 +0700
Subject: [PATCH 284/834] add test and migration

---
 freqtrade/enums/signaltype.py       |  2 +-
 freqtrade/freqtradebot.py           |  2 +-
 freqtrade/persistence/migrations.py |  7 ++++---
 tests/strategy/test_interface.py    | 19 ++++++++++++-------
 tests/test_freqtradebot.py          |  2 +-
 5 files changed, 19 insertions(+), 13 deletions(-)

diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
index 5ba2f8b4b..6f29699f1 100644
--- a/freqtrade/enums/signaltype.py
+++ b/freqtrade/enums/signaltype.py
@@ -11,6 +11,6 @@ class SignalType(Enum):
 
 class SignalNameType(Enum):
     """
-    Enum to distinguish between buy and sell signals
+    Enum for signal name
     """
     BUY_SIGNAL_NAME = "buy_signal_name"
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 037bb954a..852d5bf78 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -690,7 +690,7 @@ class FreqtradeBot(LoggingMixin):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
-            (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
+            (buy, sell, _) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
         logger.debug('checking sell')
         sell_rate = self.exchange.get_sell_rate(trade.pair, True)
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index 00c9b91eb..4fa1cb742 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -47,6 +47,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     min_rate = get_column_def(cols, 'min_rate', 'null')
     sell_reason = get_column_def(cols, 'sell_reason', 'null')
     strategy = get_column_def(cols, 'strategy', 'null')
+    buy_signal_name = get_column_def(cols, 'buy_signal_name', 'null')
     # If ticker-interval existed use that, else null.
     if has_column(cols, 'ticker_interval'):
         timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -80,7 +81,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
             stoploss_order_id, stoploss_last_update,
-            max_rate, min_rate, sell_reason, sell_order_status, strategy,
+            max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_signal_name,
             timeframe, open_trade_value, close_profit_abs
             )
         select id, lower(exchange),
@@ -103,7 +104,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
             {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
             {sell_order_status} sell_order_status,
-            {strategy} strategy, {timeframe} timeframe,
+            {strategy} strategy, {buy_signal_name} buy_signal_name, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
             from {table_back_name}
             """))
@@ -160,7 +161,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     table_back_name = get_backup_name(tabs, 'trades_bak')
 
     # Check for latest column
-    if not has_column(cols, 'open_trade_value'):
+    if not has_column(cols, 'open_trade_value') or not has_column(cols, 'buy_signal_name'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
         # Reread columns - the above recreated the table!
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 2beb4465d..c02a43e72 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -37,15 +37,20 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, '')
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, '')
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, '')
+    mocked_history.loc[1, 'sell'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+    mocked_history.loc[1, 'buy_signal_name'] = 'buy_signal_01'
+
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -62,15 +67,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert (False, False, '') == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (False, False, '') == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
+    assert (False, False, '') == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -106,7 +111,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
+    assert (False, False, '') == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 99e11e893..2309c96f0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -736,7 +736,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
-    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False))
+    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False, ''))
     mocker.patch('time.sleep', return_value=None)
 
     freqtrade = FreqtradeBot(default_conf)

From ec526b3f963792e78bafaf772e01dacbdb92ba51 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 16:22:04 +0700
Subject: [PATCH 285/834] fix testcase

---
 tests/conftest.py          |  2 +-
 tests/test_freqtradebot.py | 42 +++++++++++++++++++-------------------
 2 files changed, 22 insertions(+), 22 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index a843d9397..58af2fe90 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -182,7 +182,7 @@ def get_patched_worker(mocker, config) -> Worker:
     return Worker(args=None, config=config)
 
 
-def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
+def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, '')) -> None:
     """
     :param mocker: mocker to patch IStrategy class
     :param value: which value IStrategy.get_signal() must return
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2309c96f0..cc89ce00c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -515,7 +515,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     )
     default_conf['stake_amount'] = 10
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(False, False))
+    patch_get_signal(freqtrade, value=(False, False, ''))
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
@@ -1818,7 +1818,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
     assert trade.is_open is True
     freqtrade.wallets.update()
 
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.open_order_id == limit_sell_order['id']
 
@@ -1843,7 +1843,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(True, True))
+    patch_get_signal(freqtrade, value=(True, True, ''))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.enter_positions()
@@ -1854,7 +1854,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert nb_trades == 0
 
     # Buy is triggering, so buying ...
-    patch_get_signal(freqtrade, value=(True, False))
+    patch_get_signal(freqtrade, value=(True, False, ''))
     freqtrade.enter_positions()
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1862,7 +1862,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(False, False))
+    patch_get_signal(freqtrade, value=(False, False, ''))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1870,7 +1870,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(True, True))
+    patch_get_signal(freqtrade, value=(True, True, ''))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1878,7 +1878,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Sell is triggering, guess what : we are Selling!
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     trades = Trade.query.all()
     assert freqtrade.handle_trade(trades[0]) is True
 
@@ -1896,7 +1896,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade, value=(True, False))
+    patch_get_signal(freqtrade, value=(True, False, ''))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.enter_positions()
@@ -1909,7 +1909,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     #      we might just want to check if we are in a sell condition without
     #      executing
     # if ROI is reached we must sell
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
@@ -1935,10 +1935,10 @@ def test_handle_trade_use_sell_signal(
     trade = Trade.query.first()
     trade.is_open = True
 
-    patch_get_signal(freqtrade, value=(False, False))
+    patch_get_signal(freqtrade, value=(False, False, ''))
     assert not freqtrade.handle_trade(trade)
 
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
@@ -2974,7 +2974,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is False
 
     freqtrade.strategy.sell_profit_offset = 0.0
@@ -3009,7 +3009,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -3040,7 +3040,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is False
 
 
@@ -3072,7 +3072,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -3101,7 +3101,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     trade = Trade.query.first()
     amnt = trade.amount
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
 
     assert freqtrade.handle_trade(trade) is True
@@ -3220,11 +3220,11 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(True, True))
+    patch_get_signal(freqtrade, value=(True, True, ''))
     assert freqtrade.handle_trade(trade) is False
 
     # Test if buy-signal is absent (should sell due to roi = true)
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.ROI.value
 
@@ -3485,11 +3485,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     # Sell due to min_roi_reached
-    patch_get_signal(freqtrade, value=(True, True))
+    patch_get_signal(freqtrade, value=(True, True, ''))
     assert freqtrade.handle_trade(trade) is True
 
     # Test if buy-signal is absent
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -4017,7 +4017,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     freqtrade.wallets.update()
     assert trade.is_open is True
 
-    patch_get_signal(freqtrade, value=(False, True))
+    patch_get_signal(freqtrade, value=(False, True, ''))
     assert freqtrade.handle_trade(trade) is True
     assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
 

From d31d38a85f3a274c9a8f989c80c3a37b052b596c Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 16:39:20 +0700
Subject: [PATCH 286/834] add doc

---
 docs/strategy-advanced.md | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 3436604a9..dd38d2cbc 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -114,6 +114,32 @@ class AwesomeStrategy(IStrategy):
 
 See [Dataframe access](#dataframe-access) for more information about dataframe use in strategy callbacks.
 
+## Buy Signal Name
+
+When your strategy has multiple buy signal, you can name it.
+Then you can access you buy signal on `custom_sell`
+
+```python
+def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    dataframe.loc[
+        (
+            (dataframe['rsi'] < 35) &
+            (dataframe['volume'] > 0)
+        ),
+        ['buy', 'buy_signal_name']] = 1, 'buy_signal_rsi'
+
+    return dataframe
+
+def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
+                    current_profit: float, **kwargs):
+    dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+    last_candle = dataframe.iloc[-1].squeeze()
+    if trade.buy_signal_name == 'buy_signal_rsi' and last_candle['rsi'] > 80:
+        return 'sell_signal_rsi'
+    return None
+
+```
+
 ## Custom stoploss
 
 The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.

From ed30c023cdb3d2d1c655f75b242a84f78a712ca7 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 19:08:14 +0700
Subject: [PATCH 287/834] fix some testcase

---
 freqtrade/optimize/backtesting.py  |   2 +
 freqtrade/strategy/interface.py    |   1 +
 tests/optimize/test_backtesting.py |   1 +
 tests/plugins/test_pairlist.py     |  10 +--
 tests/rpc/test_rpc.py              |  36 ++++----
 tests/rpc/test_rpc_apiserver.py    | 138 ++++++++++++++---------------
 tests/rpc/test_rpc_telegram.py     |  68 +++++++-------
 tests/test_freqtradebot.py         |  34 +++----
 8 files changed, 148 insertions(+), 142 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2b8bd1e2b..35e524f69 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -197,6 +197,7 @@ class Backtesting:
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
+                pair_data.loc[:, 'buy_signal_name'] = ''  # cleanup if buy_signal_name is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
@@ -205,6 +206,7 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
+            df_analyzed.loc[:, 'buy_signal_name'] = df_analyzed.loc[:, 'buy_signal_name'].shift(1)
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index cbd19e156..6ff499199 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -404,6 +404,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
             dataframe['sell'] = 0
+            dataframe['buy_signal_name'] = ''
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 30d86f979..102d62273 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -482,6 +482,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
         0,  # Sell
         0.00099,  # Low
         0.0012,  # High
+        '',  # Buy Signal Name
     ]
     trade = backtesting._enter_trade(pair, row=row)
     assert isinstance(trade, LocalTrade)
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..3dee47599 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -769,20 +769,20 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
                           get_tickers=tickers
                           )
 
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
-    ftbot.pairlists.refresh_pairlist()
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.pairlists.refresh_pairlist()
 
-    assert len(ftbot.pairlists.whitelist) == 5
+    assert len(freqtrade.pairlists.whitelist) == 5
 
     tickers.return_value['ETH/BTC']['ask'] = 0.0
     del tickers.return_value['TKN/BTC']
     del tickers.return_value['LTC/BTC']
     mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers)
 
-    ftbot.pairlists.refresh_pairlist()
+    freqtrade.pairlists.refresh_pairlist()
     assert log_has_re(r'Removed .* invalid ticker data.*', caplog)
 
-    assert len(ftbot.pairlists.whitelist) == 2
+    assert len(freqtrade.pairlists.whitelist) == 2
 
 
 @pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index cc29dc157..3d1896a4d 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -69,6 +69,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
+        'buy_signal_name': ANY,
         'timeframe': 5,
         'open_order_id': ANY,
         'close_date': None,
@@ -135,6 +136,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
+        'buy_signal_name': ANY,
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
@@ -190,7 +192,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     )
     del default_conf['fiat_display_currency']
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -237,7 +239,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -369,7 +371,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -457,7 +459,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -524,7 +526,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -565,7 +567,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     )
     default_conf['dry_run'] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
@@ -610,7 +612,7 @@ def test_rpc_start(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.STOPPED
 
@@ -631,7 +633,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -653,7 +655,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -685,7 +687,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.STOPPED
@@ -803,7 +805,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     # Create some test data
@@ -836,7 +838,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
 
     counts = rpc._rpc_count()
@@ -861,7 +863,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -887,7 +889,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     # Test not buying
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     freqtradebot.config['stake_amount'] = 0.0000001
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -900,7 +902,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'trader is not running'):
@@ -911,7 +913,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index b8dd112c9..1ab7f178e 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -45,11 +45,11 @@ def botclient(default_conf, mocker):
                                         "password": _TEST_PASS,
                                         }})
 
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
-    rpc = RPC(ftbot)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    rpc = RPC(freqtrade)
     mocker.patch('freqtrade.rpc.api_server.ApiServer.start_api', MagicMock())
     apiserver = ApiServer(rpc, default_conf)
-    yield ftbot, TestClient(apiserver.app)
+    yield freqtrade, TestClient(apiserver.app)
     # Cleanup ... ?
 
 
@@ -83,7 +83,7 @@ def assert_response(response, expected_code=200, needs_cors=True):
 
 
 def test_api_not_found(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/invalid_url")
     assert_response(rc, 404)
@@ -91,7 +91,7 @@ def test_api_not_found(botclient):
 
 
 def test_api_ui_fallback(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, "/favicon.ico")
     assert rc.status_code == 200
@@ -126,7 +126,7 @@ def test_api_auth():
 
 
 def test_api_unauthorized(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     rc = client.get(f"{BASE_URI}/ping")
     assert_response(rc, needs_cors=False)
     assert rc.json() == {'status': 'pong'}
@@ -137,20 +137,20 @@ def test_api_unauthorized(botclient):
     assert rc.json() == {'detail': 'Unauthorized'}
 
     # Change only username
-    ftbot.config['api_server']['username'] = 'Ftrader'
+    freqtrade.config['api_server']['username'] = 'Ftrader'
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
     assert rc.json() == {'detail': 'Unauthorized'}
 
     # Change only password
-    ftbot.config['api_server']['username'] = _TEST_USER
-    ftbot.config['api_server']['password'] = 'WrongPassword'
+    freqtrade.config['api_server']['username'] = _TEST_USER
+    freqtrade.config['api_server']['password'] = 'WrongPassword'
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
     assert rc.json() == {'detail': 'Unauthorized'}
 
-    ftbot.config['api_server']['username'] = 'Ftrader'
-    ftbot.config['api_server']['password'] = 'WrongPassword'
+    freqtrade.config['api_server']['username'] = 'Ftrader'
+    freqtrade.config['api_server']['password'] = 'WrongPassword'
 
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
@@ -158,7 +158,7 @@ def test_api_unauthorized(botclient):
 
 
 def test_api_token_login(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     rc = client.post(f"{BASE_URI}/token/login",
                      data=None,
                      headers={'Authorization': _basic_auth_str('WRONG_USER', 'WRONG_PASS'),
@@ -177,7 +177,7 @@ def test_api_token_login(botclient):
 
 
 def test_api_token_refresh(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     rc = client_post(client, f"{BASE_URI}/token/login")
     assert_response(rc)
     rc = client.post(f"{BASE_URI}/token/refresh",
@@ -190,12 +190,12 @@ def test_api_token_refresh(botclient):
 
 
 def test_api_stop_workflow(botclient):
-    ftbot, client = botclient
-    assert ftbot.state == State.RUNNING
+    freqtrade, client = botclient
+    assert freqtrade.state == State.RUNNING
     rc = client_post(client, f"{BASE_URI}/stop")
     assert_response(rc)
     assert rc.json() == {'status': 'stopping trader ...'}
-    assert ftbot.state == State.STOPPED
+    assert freqtrade.state == State.STOPPED
 
     # Stop bot again
     rc = client_post(client, f"{BASE_URI}/stop")
@@ -206,7 +206,7 @@ def test_api_stop_workflow(botclient):
     rc = client_post(client, f"{BASE_URI}/start")
     assert_response(rc)
     assert rc.json() == {'status': 'starting trader ...'}
-    assert ftbot.state == State.RUNNING
+    assert freqtrade.state == State.RUNNING
 
     # Call start again
     rc = client_post(client, f"{BASE_URI}/start")
@@ -358,32 +358,32 @@ def test_api_cleanup(default_conf, mocker, caplog):
 
 
 def test_api_reloadconf(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_post(client, f"{BASE_URI}/reload_config")
     assert_response(rc)
     assert rc.json() == {'status': 'Reloading config ...'}
-    assert ftbot.state == State.RELOAD_CONFIG
+    assert freqtrade.state == State.RELOAD_CONFIG
 
 
 def test_api_stopbuy(botclient):
-    ftbot, client = botclient
-    assert ftbot.config['max_open_trades'] != 0
+    freqtrade, client = botclient
+    assert freqtrade.config['max_open_trades'] != 0
 
     rc = client_post(client, f"{BASE_URI}/stopbuy")
     assert_response(rc)
     assert rc.json() == {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
-    assert ftbot.config['max_open_trades'] == 0
+    assert freqtrade.config['max_open_trades'] == 0
 
 
 def test_api_balance(botclient, mocker, rpc_balance):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
-    ftbot.config['dry_run'] = False
+    freqtrade.config['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
-    ftbot.wallets.update()
+    freqtrade.wallets.update()
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)
@@ -400,8 +400,8 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -422,13 +422,13 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json()["current"] == 4
     assert rc.json()["max"] == 1
 
-    ftbot.config['max_open_trades'] = float('inf')
+    freqtrade.config['max_open_trades'] = float('inf')
     rc = client_get(client, f"{BASE_URI}/count")
     assert rc.json()["max"] == -1
 
 
 def test_api_locks(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/locks")
     assert_response(rc)
@@ -462,8 +462,8 @@ def test_api_locks(botclient):
 
 
 def test_api_show_config(botclient, mocker):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -480,8 +480,8 @@ def test_api_show_config(botclient, mocker):
 
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -498,8 +498,8 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_trades(botclient, mocker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -526,8 +526,8 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -546,8 +546,8 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -562,7 +562,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
 
     create_mock_trades(fee)
     Trade.query.session.flush()
-    ftbot.strategy.order_types['stoploss_on_exchange'] = True
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
     trades[1].stoploss_order_id = '1234'
     assert len(trades) > 2
@@ -588,7 +588,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
 
 
 def test_api_logs(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     rc = client_get(client, f"{BASE_URI}/logs")
     assert_response(rc)
     assert len(rc.json()) == 2
@@ -620,8 +620,8 @@ def test_api_logs(botclient):
 
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -636,8 +636,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -683,8 +683,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -711,8 +711,8 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 
 def test_api_performance(botclient, fee):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
 
     trade = Trade(
         pair='LTC/ETH',
@@ -757,8 +757,8 @@ def test_api_performance(botclient, fee):
 
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False))
+    freqtrade, client = botclient
+    patch_get_signal(freqtrade, (True, False, ''))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -845,7 +845,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_version(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc)
@@ -853,7 +853,7 @@ def test_api_version(botclient):
 
 
 def test_api_blacklist(botclient, mocker):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/blacklist")
     assert_response(rc)
@@ -888,7 +888,7 @@ def test_api_blacklist(botclient, mocker):
 
 
 def test_api_whitelist(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/whitelist")
     assert_response(rc)
@@ -900,7 +900,7 @@ def test_api_whitelist(botclient):
 
 
 def test_api_forcebuy(botclient, mocker, fee):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_post(client, f"{BASE_URI}/forcebuy",
                      data='{"pair": "ETH/BTC"}')
@@ -908,7 +908,7 @@ def test_api_forcebuy(botclient, mocker, fee):
     assert rc.json() == {"error": "Error querying /api/v1/forcebuy: Forcebuy not enabled."}
 
     # enable forcebuy
-    ftbot.config['forcebuy_enable'] = True
+    freqtrade.config['forcebuy_enable'] = True
 
     fbuy_mock = MagicMock(return_value=None)
     mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
@@ -990,7 +990,7 @@ def test_api_forcebuy(botclient, mocker, fee):
 
 
 def test_api_forcesell(botclient, mocker, ticker, fee, markets):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -999,14 +999,14 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(ftbot, (True, False))
+    patch_get_signal(freqtrade, (True, False, ''))
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
     assert_response(rc, 502)
     assert rc.json() == {"error": "Error querying /api/v1/forcesell: invalid argument"}
 
-    ftbot.enter_positions()
+    freqtrade.enter_positions()
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
@@ -1015,7 +1015,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_pair_candles(botclient, ohlcv_history):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     timeframe = '5m'
     amount = 3
 
@@ -1043,7 +1043,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
     ohlcv_history.loc[1, 'buy'] = 1
     ohlcv_history['sell'] = 0
 
-    ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
+    freqtrade.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
 
     rc = client_get(client,
                     f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
@@ -1081,7 +1081,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
 
 
 def test_api_pair_history(botclient, ohlcv_history):
-    ftbot, client = botclient
+    freqtrade, client = botclient
     timeframe = '5m'
 
     # No pair
@@ -1134,21 +1134,21 @@ def test_api_pair_history(botclient, ohlcv_history):
 
 
 def test_api_plot_config(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
     assert rc.json() == {}
 
-    ftbot.strategy.plot_config = {'main_plot': {'sma': {}},
+    freqtrade.strategy.plot_config = {'main_plot': {'sma': {}},
                                   'subplots': {'RSI': {'rsi': {'color': 'red'}}}}
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
-    assert rc.json() == ftbot.strategy.plot_config
+    assert rc.json() == freqtrade.strategy.plot_config
     assert isinstance(rc.json()['main_plot'], dict)
     assert isinstance(rc.json()['subplots'], dict)
 
-    ftbot.strategy.plot_config = {'main_plot': {'sma': {}}}
+    freqtrade.strategy.plot_config = {'main_plot': {'sma': {}}}
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
 
@@ -1157,7 +1157,7 @@ def test_api_plot_config(botclient):
 
 
 def test_api_strategies(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/strategies")
 
@@ -1170,7 +1170,7 @@ def test_api_strategies(botclient):
 
 
 def test_api_strategy(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
 
@@ -1185,7 +1185,7 @@ def test_api_strategy(botclient):
 
 
 def test_list_available_pairs(botclient):
-    ftbot, client = botclient
+    freqtrade, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/available_pairs")
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 782ae69c6..642b55975 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -55,7 +55,7 @@ class DummyCls(Telegram):
         raise Exception('test')
 
 
-def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
+def get_telegram_testobject(mocker, default_conf, mock=True, freqtrade=None):
     msg_mock = MagicMock()
     if mock:
         mocker.patch.multiple(
@@ -63,12 +63,12 @@ def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
             _init=MagicMock(),
             _send_msg=msg_mock
         )
-    if not ftbot:
-        ftbot = get_patched_freqtradebot(mocker, default_conf)
-    rpc = RPC(ftbot)
+    if not freqtrade:
+        freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    rpc = RPC(freqtrade)
     telegram = Telegram(rpc, default_conf)
 
-    return telegram, ftbot, msg_mock
+    return telegram, freqtrade, msg_mock
 
 
 def test_telegram__init__(default_conf, mocker) -> None:
@@ -115,11 +115,11 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     patch_exchange(mocker)
     caplog.set_level(logging.DEBUG)
     default_conf['telegram']['enabled'] = False
-    bot = FreqtradeBot(default_conf)
-    rpc = RPC(bot)
+    freqtrade = FreqtradeBot(default_conf)
+    rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False))
+    patch_get_signal(freqtrade, (True, False, ''))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -135,11 +135,11 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     update.message = Message(randint(1, 100), datetime.utcnow(), chat)
 
     default_conf['telegram']['enabled'] = False
-    bot = FreqtradeBot(default_conf)
-    rpc = RPC(bot)
+    freqtrade = FreqtradeBot(default_conf)
+    rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False))
+    patch_get_signal(freqtrade, (True, False, ''))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -152,10 +152,10 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
 
     default_conf['telegram']['enabled'] = False
 
-    bot = FreqtradeBot(default_conf)
-    rpc = RPC(bot)
+    freqtrade = FreqtradeBot(default_conf)
+    rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(bot, (True, False))
+    patch_get_signal(freqtrade, (True, False, ''))
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
@@ -228,7 +228,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     freqtradebot.state = State.STOPPED
     # Status is also enabled when stopped
@@ -285,7 +285,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     freqtradebot.state = State.STOPPED
     # Status table is also enabled when stopped
@@ -329,7 +329,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -400,7 +400,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Try invalid data
     msg_mock.reset_mock()
@@ -432,7 +432,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -486,7 +486,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._stats(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -512,7 +512,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
                  side_effect=lambda a, b: f"{a}/{b}")
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -532,7 +532,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     freqtradebot.config['dry_run'] = False
     telegram._balance(update=update, context=MagicMock())
@@ -545,7 +545,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -574,7 +574,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     telegram._balance(update=update, context=MagicMock())
     assert msg_mock.call_count > 1
@@ -673,7 +673,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -732,7 +732,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -793,7 +793,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -834,7 +834,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
                  return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Trader is not running
     freqtradebot.state = State.STOPPED
@@ -872,7 +872,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
 
     telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # /forcebuy ETH/BTC
     context = MagicMock()
@@ -901,7 +901,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     update.message.text = '/forcebuy ETH/Nonepair'
     telegram._forcebuy(update=update, context=MagicMock())
@@ -918,7 +918,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     context = MagicMock()
     context.args = []
@@ -946,7 +946,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -974,7 +974,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
 
     freqtradebot.state = State.STOPPED
     telegram._count(update=update, context=MagicMock())
@@ -1003,7 +1003,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False))
+    patch_get_signal(freqtradebot, (True, False, ''))
     telegram._locks(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index cc89ce00c..583ec7ddd 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1972,16 +1972,16 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
 
 
 def test_bot_loop_start_called_once(mocker, default_conf, caplog):
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
-    patch_get_signal(ftbot)
-    ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
-    ftbot.strategy.analyze = MagicMock()
+    patch_get_signal(freqtrade)
+    freqtrade.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
+    freqtrade.strategy.analyze = MagicMock()
 
-    ftbot.process()
+    freqtrade.process()
     assert log_has_re(r'Strategy caused the following exception.*', caplog)
-    assert ftbot.strategy.bot_loop_start.call_count == 1
-    assert ftbot.strategy.analyze.call_count == 1
+    assert freqtrade.strategy.bot_loop_start.call_count == 1
+    assert freqtrade.strategy.analyze.call_count == 1
 
 
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -4044,14 +4044,14 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
     reinit_mock = MagicMock()
     mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
 
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
-    ftbot.startup()
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.startup()
     assert reinit_mock.call_count == 1
 
     reinit_mock.reset_mock()
 
-    ftbot = get_patched_freqtradebot(mocker, edge_conf)
-    ftbot.startup()
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    freqtrade.startup()
     assert reinit_mock.call_count == 0
 
 
@@ -4070,17 +4070,17 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
         get_fee=fee,
     )
 
-    bot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(bot)
-    assert bot.wallets.get_free('BTC') == 0.002
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtrade)
+    assert freqtrade.wallets.get_free('BTC') == 0.002
 
-    n = bot.enter_positions()
+    n = freqtrade.enter_positions()
     assert n == 2
     trades = Trade.query.all()
     assert len(trades) == 2
 
-    bot.config['max_open_trades'] = 3
-    n = bot.enter_positions()
+    freqtrade.config['max_open_trades'] = 3
+    n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",

From 3d8b2d601d04b301d76cfbc1f745c24753c0d6be Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 20:23:47 +0700
Subject: [PATCH 288/834] fix test persistance

---
 tests/test_persistence.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 89d07ca74..8e486d145 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -861,6 +861,7 @@ def test_to_json(default_conf, fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         open_rate=0.123,
         exchange='binance',
+        buy_signal_name='',
         open_order_id='dry_run_buy_12345'
     )
     result = trade.to_json()
@@ -910,6 +911,7 @@ def test_to_json(default_conf, fee):
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
+                      'buy_signal_name': '',
                       'timeframe': None,
                       'exchange': 'binance',
                       }
@@ -926,6 +928,7 @@ def test_to_json(default_conf, fee):
         close_date=arrow.utcnow().shift(hours=-1).datetime,
         open_rate=0.123,
         close_rate=0.125,
+        buy_signal_name='buys_signal_001',
         exchange='binance',
     )
     result = trade.to_json()
@@ -975,6 +978,7 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'strategy': None,
+                      'buy_signal_name': 'buys_signal_001',
                       'timeframe': None,
                       'exchange': 'binance',
                       }

From c558fc0b17c10e1ca2eb7bf1020d3712b6a9ab9c Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 20:40:32 +0700
Subject: [PATCH 289/834] fix feedback

---
 freqtrade/enums/signaltype.py       | 2 +-
 freqtrade/persistence/migrations.py | 9 ++++++++-
 2 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
index 6f29699f1..8529c6b79 100644
--- a/freqtrade/enums/signaltype.py
+++ b/freqtrade/enums/signaltype.py
@@ -11,6 +11,6 @@ class SignalType(Enum):
 
 class SignalNameType(Enum):
     """
-    Enum for signal name
+    Enum for signal columns
     """
     BUY_SIGNAL_NAME = "buy_signal_name"
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index 4fa1cb742..f6a345ed1 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -161,7 +161,14 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     table_back_name = get_backup_name(tabs, 'trades_bak')
 
     # Check for latest column
-    if not has_column(cols, 'open_trade_value') or not has_column(cols, 'buy_signal_name'):
+    if not has_column(cols, 'open_trade_value'):
+        logger.info(f'Running database migration for trades - backup: {table_back_name}')
+        migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
+        # Reread columns - the above recreated the table!
+        inspector = inspect(engine)
+        cols = inspector.get_columns('trades')
+
+    if not has_column(cols, 'buy_signal_name'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
         # Reread columns - the above recreated the table!

From cbfedf8b29144325306952a3581bf56f8c912d4b Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 23:25:00 +0700
Subject: [PATCH 290/834] fix backtest testcase

---
 freqtrade/data/btanalysis.py           |   2 +-
 freqtrade/optimize/backtesting.py      |   2 +
 tests/optimize/__init__.py             |   3 +-
 tests/optimize/test_backtest_detail.py | 449 +++++++++++++------------
 4 files changed, 238 insertions(+), 218 deletions(-)

diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index e7af5eab8..f6122c5aa 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -30,7 +30,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'sell_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
-                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', ]
+                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_signal_name']
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7fdc70e70..843d3331e 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -453,6 +453,8 @@ class Backtesting:
                 row_index = indexes[pair]
                 try:
                     row = data[pair][row_index]
+                    print('weeee')
+                    print(row)
                 except IndexError:
                     # missing Data for one pair at the end.
                     # Warnings for this are shown during data loading
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index ca91019e6..f77e6f70f 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -18,6 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
+    buy_signal_name: Optional[str] = ''
 
 
 class BTContainer(NamedTuple):
@@ -43,7 +44,7 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_signal_name']
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 0bf197739..46c8e303d 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -14,13 +14,13 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],  # exit with stoploss hit
-    [3, 5010, 5000, 4980, 5010, 6172, 0, 1],
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 5010, 5000, 4980, 5010, 6172, 0, 1, ''],
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -28,13 +28,13 @@ tc0 = BTContainer(data=[
 # Test 1: Stop-Loss Triggered 1% loss
 # Test with Stop-loss at 1%
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
-    [3, 4975, 5000, 4980, 4977, 6172, 0, 0],
-    [4, 4977, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4600, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 4975, 5000, 4980, 4977, 6172, 0, 0, ''],
+    [4, 4977, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -43,13 +43,13 @@ tc1 = BTContainer(data=[
 # Test 2: Minus 4% Low, minus 1% close
 # Test with Stop-Loss at 3%
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
-    [3, 4975, 5000, 4800, 4962, 6172, 0, 0],  # exit with stoploss hit
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4962, 4975, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4800, 4962, 6172, 0, 0, ''],  # exit with stoploss hit
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -62,14 +62,14 @@ tc2 = BTContainer(data=[
 #  Trade-A: Stop-Loss Triggered 2% Loss
 #           Trade-B: Stop-Loss Triggered 2% Loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4800, 4975, 6172, 0, 0],  # exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 1, 0],
-    [4, 4975, 5000, 4950, 4962, 6172, 0, 0],  # enter trade 2 (signal on last candle)
-    [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
-    [6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4800, 4975, 6172, 0, 0, ''],  # exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 1, 0, ''],
+    [4, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],  # enter trade 2 (signal on last candle)
+    [5, 4962, 4987, 4000, 4000, 6172, 0, 0, ''],  # exit with stoploss hit
+    [6, 4950, 4975, 4975, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
@@ -80,13 +80,13 @@ tc3 = BTContainer(data=[
 # Test with Stop-loss at 2% ROI 6%
 # Stop-Loss Triggered 2% Loss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5750, 4850, 5750, 6172, 0, 0],  # Exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5750, 4850, 5750, 6172, 0, 0, ''],  # Exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -94,13 +94,13 @@ tc4 = BTContainer(data=[
 # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
 # stop-loss: 1%, ROI: 3%
 tc5 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
-    [3, 4975, 6000, 4975, 6000, 6172, 0, 0],  # ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4980, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4980, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [3, 4975, 6000, 4975, 6000, 6172, 0, 0, ''],  # ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -108,13 +108,13 @@ tc5 = BTContainer(data=[
 # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
 # stop-loss: 2% ROI: 5%
 tc6 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5300, 4850, 5050, 6172, 0, 0, ''],  # Exit with stoploss
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -122,13 +122,13 @@ tc6 = BTContainer(data=[
 # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
 # stop-loss: 2% ROI: 3%
 tc7 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
 )
@@ -137,12 +137,12 @@ tc7 = BTContainer(data=[
 # Test 8: trailing_stop should raise so candle 3 causes a stoploss.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
 tc8 = BTContainer(data=[
-    # D   O     H     L    C     V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L    C     V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [2, 5000, 5250, 4750, 4850, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -151,12 +151,12 @@ tc8 = BTContainer(data=[
 # Test 9: trailing_stop should raise - high and low in same candle.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
 tc9 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
-    [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [2, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
+    [3, 5000, 5200, 4550, 4850, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -165,12 +165,12 @@ tc9 = BTContainer(data=[
 # without applying trailing_stop_positive since stoploss_offset is at 10%.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc10 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
     trailing_stop_positive=0.03,
@@ -181,12 +181,12 @@ tc10 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc11 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 5000, 5150, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 5000, 5150, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -197,12 +197,12 @@ tc11 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc12 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -212,12 +212,12 @@ tc12 = BTContainer(data=[
 # Test 13: Buy and sell ROI on same candle
 # stop-loss: 10% (should not apply), ROI: 1%
 tc13 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4850, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
 )
@@ -225,12 +225,12 @@ tc13 = BTContainer(data=[
 # Test 14 - Buy and Stoploss on same candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc14 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4600, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
@@ -239,12 +239,12 @@ tc14 = BTContainer(data=[
 # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc15 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5100, 4900, 5100, 6172, 1, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
@@ -254,13 +254,13 @@ tc15 = BTContainer(data=[
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4975, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4975, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -270,13 +270,13 @@ tc16 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
-    [3, 4980, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
+    [3, 4980, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -286,13 +286,13 @@ tc17 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses open_rate as sell-price
 tc18 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5200, 5220, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI (sells on open)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -301,13 +301,13 @@ tc18 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc19 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5000, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -316,13 +316,13 @@ tc19 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc20 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-    [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
+    [3, 5200, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -332,12 +332,12 @@ tc20 = BTContainer(data=[
 # which cannot happen in reality
 # stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
 tc21 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -348,12 +348,12 @@ tc21 = BTContainer(data=[
 # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
 tc22 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -367,12 +367,12 @@ tc22 = BTContainer(data=[
 # Stoploss would trigger in this candle too, but it's no longer relevant.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
 tc23 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5251, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5251, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -383,13 +383,13 @@ tc23 = BTContainer(data=[
 # Stoploss at 1%.
 # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
 tc24 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5000, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5000, 4855, 5010, 6172, 0, 1, ''],  # Triggers stoploss + sellsignal
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -398,13 +398,13 @@ tc24 = BTContainer(data=[
 # Stoploss at 1%.
 # Sell-signal wins over stoploss
 tc25 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5000, 4986, 5010, 6172, 0, 1],
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5000, 4986, 5010, 6172, 0, 1, ''],
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -413,13 +413,13 @@ tc25 = BTContainer(data=[
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
 # Sell-signal wins over stoploss
 tc26 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, sell-signal
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5251, 4986, 5010, 6172, 0, 1, ''],  # Triggers ROI, sell-signal
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -429,13 +429,13 @@ tc26 = BTContainer(data=[
 # TODO: figure out if sell-signal should win over ROI
 # Sell-signal wins over stoploss
 tc27 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
-    [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
+    [3, 5010, 5012, 4986, 5010, 6172, 0, 1, ''],  # sell-signal
+    [4, 5010, 5251, 4855, 4995, 6172, 0, 0, ''],  # Triggers ROI, sell-signal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
 )
@@ -445,12 +445,12 @@ tc27 = BTContainer(data=[
 # therefore "open" will be used
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc28 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -461,12 +461,12 @@ tc28 = BTContainer(data=[
 # high of stoploss candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc29 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
     trailing_stop_positive=0.03,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
@@ -475,12 +475,12 @@ tc29 = BTContainer(data=[
 # Test 30: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc30 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_stop_positive=0.01,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
@@ -489,12 +489,12 @@ tc30 = BTContainer(data=[
 # Test 31: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc31 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01,
@@ -504,18 +504,33 @@ tc31 = BTContainer(data=[
 # Test 32: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc32 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
 )
 
+# Test 33: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 1%, ROI: 10% (should not apply)
+tc33 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S  SN
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01, use_custom_stoploss=True,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, buy_signal_name='buy_signal_01')]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -550,6 +565,7 @@ TESTS = [
     tc30,
     tc31,
     tc32,
+    tc33,
 ]
 
 
@@ -598,5 +614,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.sell_reason == trade.sell_reason.value
+        assert res.buy_signal_name == trade.buy_signal_name
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)

From 5d04d6ffa72812efbc74aada0471c5cc59a388df Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 23:40:32 +0700
Subject: [PATCH 291/834] fix edge testcase

---
 freqtrade/optimize/backtesting.py  |  2 --
 tests/edge/test_edge.py            | 47 +++++++++++++++---------------
 tests/optimize/test_backtesting.py |  1 +
 3 files changed, 24 insertions(+), 26 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 843d3331e..7fdc70e70 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -453,8 +453,6 @@ class Backtesting:
                 row_index = indexes[pair]
                 try:
                     row = data[pair][row_index]
-                    print('weeee')
-                    print(row)
                 except IndexError:
                     # missing Data for one pair at the end.
                     # Warnings for this are shown during data loading
diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 0655b3a0f..254134ce7 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -29,7 +29,6 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 
 tests_start_time = arrow.get(2018, 10, 3)
 timeframe_in_minute = 60
-_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
 
 # Helpers for this test file
 
@@ -77,23 +76,23 @@ def _time_on_candle(number):
 # End helper functions
 # Open trade should be removed from the end
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 1]],  # enter trade (signal on last candle)
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1, '']],  # enter trade (signal on last candle)
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
     trades=[]
 )
 
 # Two complete trades within dataframe(with sell hit for all)
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 1],  # enter trade (signal on last candle)
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],  # exit at open
-    [3, 5000, 5025, 4975, 4987, 6172, 1, 0],  # no action
-    [4, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should enter the trade
-    [5, 5000, 5025, 4975, 4987, 6172, 0, 1],  # no action
-    [6, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should sell
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1, ''],  # enter trade (signal on last candle)
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # exit at open
+    [3, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],  # no action
+    [4, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # should enter the trade
+    [5, 5000, 5025, 4975, 4987, 6172, 0, 1, ''],  # no action
+    [6, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # should sell
 ],
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2),
@@ -102,10 +101,10 @@ tc1 = BTContainer(data=[
 
 # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4600, 4987, 6172, 0, 0],  # enter trade, stoploss hit
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4600, 4987, 6172, 0, 0, ''],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
 ],
     stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -113,10 +112,10 @@ tc2 = BTContainer(data=[
 
 # 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4800, 4987, 6172, 0, 0],  # enter trade, stoploss hit
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 0, ''],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -124,10 +123,10 @@ tc3 = BTContainer(data=[
 
 # 5) Stoploss and sell are hit. should sell on stoploss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
-    [1, 5000, 5025, 4800, 4987, 6172, 0, 1],  # enter trade, stoploss hit, sell signal
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    # D  O     H     L     C     V    B  S  SN
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 1, ''],  # enter trade, stoploss hit, sell signal
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 655464344..64795d064 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,6 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'min_rate': [0.1038, 0.10302485],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
+         'buy_signal_name': ['', ''],
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]

From 66a7070170b919ad0d020e55282ae0cb0873fdef Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Tue, 20 Jul 2021 23:56:03 +0700
Subject: [PATCH 292/834] run linter

---
 freqtrade/enums/__init__.py            |  2 +-
 freqtrade/freqtradebot.py              | 12 ++++++++++--
 freqtrade/strategy/interface.py        |  2 +-
 tests/optimize/test_backtest_detail.py |  7 ++++++-
 tests/rpc/test_rpc_apiserver.py        |  6 ++++--
 tests/strategy/test_interface.py       | 12 ++++++++++--
 tests/test_freqtradebot.py             |  5 ++++-
 7 files changed, 36 insertions(+), 10 deletions(-)

diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index 60f984c33..71e9d7d9e 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -3,5 +3,5 @@ from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType
-from freqtrade.enums.signaltype import SignalType, SignalNameType
+from freqtrade.enums.signaltype import SignalNameType, SignalType
 from freqtrade.enums.state import State
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8d3b24b10..95c769730 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -420,7 +420,11 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell, buy_signal_name) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
+        (buy, sell, buy_signal_name) = self.strategy.get_signal(
+            pair,
+            self.strategy.timeframe,
+            analyzed_df
+        )
 
         if buy and not sell:
             stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
@@ -693,7 +697,11 @@ class FreqtradeBot(LoggingMixin):
             analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
                                                                       self.strategy.timeframe)
 
-            (buy, sell, _) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
+            (buy, sell, _) = self.strategy.get_signal(
+                trade.pair,
+                self.strategy.timeframe,
+                analyzed_df
+            )
 
         logger.debug('checking sell')
         sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7158ad8e8..8ee0cea59 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -13,7 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType, SignalType, SignalNameType
+from freqtrade.enums import SellType, SignalNameType, SignalType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 46c8e303d..d1bf28d58 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -528,7 +528,12 @@ tc33 = BTContainer(data=[
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
-    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, buy_signal_name='buy_signal_01')]
+    trades=[BTrade(
+        sell_reason=SellType.TRAILING_STOP_LOSS,
+        open_tick=1,
+        close_tick=1,
+        buy_signal_name='buy_signal_01'
+    )]
 )
 
 TESTS = [
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index afd273998..74d40b611 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1185,8 +1185,10 @@ def test_api_plot_config(botclient):
     assert_response(rc)
     assert rc.json() == {}
 
-    freqtrade.strategy.plot_config = {'main_plot': {'sma': {}},
-                                  'subplots': {'RSI': {'rsi': {'color': 'red'}}}}
+    freqtrade.strategy.plot_config = {
+        'main_plot': {'sma': {}},
+        'subplots': {'RSI': {'rsi': {'color': 'red'}}}
+    }
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
     assert rc.json() == freqtrade.strategy.plot_config
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index aec07266d..3678cee4a 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -76,7 +76,11 @@ def test_get_signal_empty(default_conf, mocker, caplog):
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False, '') == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
+    assert (False, False, '') == _STRATEGY.get_signal(
+        'baz',
+        default_conf['timeframe'],
+        DataFrame([])
+    )
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -112,7 +116,11 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False, '') == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
+    assert (False, False, '') == _STRATEGY.get_signal(
+        'xyz',
+        default_conf['timeframe'],
+        mocked_history
+    )
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 48a0f06e8..6372e6d36 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -757,7 +757,10 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
-    mocker.patch('freqtrade.strategy.interface.IStrategy.get_signal', return_value=(False, False, ''))
+    mocker.patch(
+        'freqtrade.strategy.interface.IStrategy.get_signal',
+        return_value=(False, False, '')
+    )
     mocker.patch('time.sleep', return_value=None)
 
     freqtrade = FreqtradeBot(default_conf)

From db1e676639d08baa5591fdc5621891c60ef7faf5 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 21 Jul 2021 00:48:03 +0700
Subject: [PATCH 293/834] retrigger checks


From 1ea29a918a9fb55f32f39fd098389b6427e64e3d Mon Sep 17 00:00:00 2001
From: George Muravei-Alkhavoi <georgezagraid@gmail.com>
Date: Wed, 21 Jul 2021 00:09:09 +0300
Subject: [PATCH 294/834] Fix webserver timerange problem.

---
 freqtrade/rpc/api_server/api_backtest.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 76b4a8169..2fa66645b 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -47,15 +47,15 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 not ApiServer._bt
                 or lastconfig.get('timeframe') != strat.timeframe
                 or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
+                or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
 
-            # Only reload data if timeframe or timerange changed.
+            # Only reload data if timeframe changed.
             if (
                 not ApiServer._bt_data
                 or not ApiServer._bt_timerange
-                or lastconfig.get('timerange') != btconfig['timerange']
                 or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
                 or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
                 or lastconfig.get('protections') != btconfig.get('protections', [])

From 49886874aafcf1763e563f55cb61fedff0d3ac60 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 21 Jul 2021 20:05:35 +0700
Subject: [PATCH 295/834] rename to buy_tag

---
 docs/strategy-advanced.md              |  6 +++---
 freqtrade/data/btanalysis.py           |  2 +-
 freqtrade/enums/__init__.py            |  2 +-
 freqtrade/enums/signaltype.py          |  4 ++--
 freqtrade/freqtradebot.py              | 12 ++++++------
 freqtrade/optimize/backtesting.py      | 12 ++++++------
 freqtrade/persistence/migrations.py    |  8 ++++----
 freqtrade/persistence/models.py        |  8 ++++----
 freqtrade/strategy/interface.py        | 12 ++++++------
 tests/optimize/__init__.py             |  4 ++--
 tests/optimize/test_backtest_detail.py |  4 ++--
 tests/optimize/test_backtesting.py     |  4 ++--
 tests/rpc/test_rpc.py                  |  4 ++--
 tests/strategy/test_interface.py       |  2 +-
 tests/test_persistence.py              | 10 +++++-----
 15 files changed, 47 insertions(+), 47 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 0b52af17b..8ae0c1d16 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -114,7 +114,7 @@ class AwesomeStrategy(IStrategy):
 
 See [Dataframe access](#dataframe-access) for more information about dataframe use in strategy callbacks.
 
-## Buy Signal Name
+## Buy Tag
 
 When your strategy has multiple buy signal, you can name it.
 Then you can access you buy signal on `custom_sell`
@@ -126,7 +126,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
             (dataframe['rsi'] < 35) &
             (dataframe['volume'] > 0)
         ),
-        ['buy', 'buy_signal_name']] = 1, 'buy_signal_rsi'
+        ['buy', 'buy_tag']] = 1, 'buy_signal_rsi'
 
     return dataframe
 
@@ -134,7 +134,7 @@ def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_r
                     current_profit: float, **kwargs):
     dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
     last_candle = dataframe.iloc[-1].squeeze()
-    if trade.buy_signal_name == 'buy_signal_rsi' and last_candle['rsi'] > 80:
+    if trade.buy_tag == 'buy_signal_rsi' and last_candle['rsi'] > 80:
         return 'sell_signal_rsi'
     return None
 
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index f6122c5aa..d62712cbb 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -30,7 +30,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'sell_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
-                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_signal_name']
+                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'buy_tag']
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
diff --git a/freqtrade/enums/__init__.py b/freqtrade/enums/__init__.py
index 71e9d7d9e..d803baf31 100644
--- a/freqtrade/enums/__init__.py
+++ b/freqtrade/enums/__init__.py
@@ -3,5 +3,5 @@ from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType
-from freqtrade.enums.signaltype import SignalNameType, SignalType
+from freqtrade.enums.signaltype import SignalTagType, SignalType
 from freqtrade.enums.state import State
diff --git a/freqtrade/enums/signaltype.py b/freqtrade/enums/signaltype.py
index 8529c6b79..d2995d57a 100644
--- a/freqtrade/enums/signaltype.py
+++ b/freqtrade/enums/signaltype.py
@@ -9,8 +9,8 @@ class SignalType(Enum):
     SELL = "sell"
 
 
-class SignalNameType(Enum):
+class SignalTagType(Enum):
     """
     Enum for signal columns
     """
-    BUY_SIGNAL_NAME = "buy_signal_name"
+    BUY_TAG = "buy_tag"
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 95c769730..cb9157d33 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -420,7 +420,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # running get_signal on historical data fetched
-        (buy, sell, buy_signal_name) = self.strategy.get_signal(
+        (buy, sell, buy_tag) = self.strategy.get_signal(
             pair,
             self.strategy.timeframe,
             analyzed_df
@@ -431,13 +431,13 @@ class FreqtradeBot(LoggingMixin):
 
             bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
             if ((bid_check_dom.get('enabled', False)) and
-               (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
+                    (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
-                    return self.execute_buy(pair, stake_amount, buy_signal_name=buy_signal_name)
+                    return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
                 else:
                     return False
 
-            return self.execute_buy(pair, stake_amount, buy_signal_name=buy_signal_name)
+            return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
         else:
             return False
 
@@ -466,7 +466,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False, buy_signal_name: str = '') -> bool:
+                    forcebuy: bool = False, buy_tag: str = '') -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
@@ -569,7 +569,7 @@ class FreqtradeBot(LoggingMixin):
             exchange=self.exchange.id,
             open_order_id=order_id,
             strategy=self.strategy.get_strategy_name(),
-            buy_signal_name=buy_signal_name,
+            buy_tag=buy_tag,
             timeframe=timeframe_to_minutes(self.config['timeframe'])
         )
         trade.orders.append(order_obj)
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7fdc70e70..5099c07ef 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -43,7 +43,7 @@ CLOSE_IDX = 3
 SELL_IDX = 4
 LOW_IDX = 5
 HIGH_IDX = 6
-BUY_SIGNAL_NAME_IDX = 7
+buy_tag_IDX = 7
 
 
 class Backtesting:
@@ -210,7 +210,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_signal_name']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -221,7 +221,7 @@ class Backtesting:
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
-                pair_data.loc[:, 'buy_signal_name'] = ''  # cleanup if buy_signal_name is exist
+                pair_data.loc[:, 'buy_tag'] = ''  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
@@ -230,7 +230,7 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
-            df_analyzed.loc[:, 'buy_signal_name'] = df_analyzed.loc[:, 'buy_signal_name'].shift(1)
+            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
@@ -265,7 +265,7 @@ class Backtesting:
                     # Worst case: price reaches stop_positive_offset and dives down.
                     stop_rate = (sell_row[OPEN_IDX] *
                                  (1 + abs(self.strategy.trailing_stop_positive_offset) -
-                                 abs(self.strategy.trailing_stop_positive)))
+                                  abs(self.strategy.trailing_stop_positive)))
                 else:
                     # Worst case: price ticks tiny bit above open and dives down.
                     stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
@@ -370,7 +370,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_signal_name=row[BUY_SIGNAL_NAME_IDX],
+                buy_tag=row[buy_tag_IDX],
                 exchange='backtesting',
             )
             return trade
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index f6a345ed1..035452437 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -47,7 +47,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     min_rate = get_column_def(cols, 'min_rate', 'null')
     sell_reason = get_column_def(cols, 'sell_reason', 'null')
     strategy = get_column_def(cols, 'strategy', 'null')
-    buy_signal_name = get_column_def(cols, 'buy_signal_name', 'null')
+    buy_tag = get_column_def(cols, 'buy_tag', 'null')
     # If ticker-interval existed use that, else null.
     if has_column(cols, 'ticker_interval'):
         timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -81,7 +81,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
             stoploss_order_id, stoploss_last_update,
-            max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_signal_name,
+            max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
             timeframe, open_trade_value, close_profit_abs
             )
         select id, lower(exchange),
@@ -104,7 +104,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
             {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
             {sell_order_status} sell_order_status,
-            {strategy} strategy, {buy_signal_name} buy_signal_name, {timeframe} timeframe,
+            {strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
             from {table_back_name}
             """))
@@ -168,7 +168,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
         inspector = inspect(engine)
         cols = inspector.get_columns('trades')
 
-    if not has_column(cols, 'buy_signal_name'):
+    if not has_column(cols, 'buy_tag'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
         # Reread columns - the above recreated the table!
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 058e892ec..f42166762 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -257,7 +257,7 @@ class LocalTrade():
     sell_reason: str = ''
     sell_order_status: str = ''
     strategy: str = ''
-    buy_signal_name: str = ''
+    buy_tag: str = ''
     timeframe: Optional[int] = None
 
     def __init__(self, **kwargs):
@@ -289,7 +289,7 @@ class LocalTrade():
             'amount_requested': round(self.amount_requested, 8) if self.amount_requested else None,
             'stake_amount': round(self.stake_amount, 8),
             'strategy': self.strategy,
-            'buy_signal_name': self.buy_signal_name,
+            'buy_tag': self.buy_tag,
             'timeframe': self.timeframe,
 
             'fee_open': self.fee_open,
@@ -638,7 +638,7 @@ class LocalTrade():
 
             # skip case if trailing-stop changed the stoploss already.
             if (trade.stop_loss == trade.initial_stop_loss
-               and trade.initial_stop_loss_pct != desired_stoploss):
+                    and trade.initial_stop_loss_pct != desired_stoploss):
                 # Stoploss value got changed
 
                 logger.info(f"Stoploss for {trade} needs adjustment...")
@@ -705,7 +705,7 @@ class Trade(_DECL_BASE, LocalTrade):
     sell_reason = Column(String(100), nullable=True)
     sell_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
-    buy_signal_name = Column(String(100), nullable=True)
+    buy_tag = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)
 
     def __init__(self, **kwargs):
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8ee0cea59..a5517403d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -13,7 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType, SignalNameType, SignalType
+from freqtrade.enums import SellType, SignalTagType, SignalType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
@@ -422,7 +422,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
             dataframe['sell'] = 0
-            dataframe['buy_signal_name'] = ''
+            dataframe['buy_tag'] = ''
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
@@ -525,9 +525,9 @@ class IStrategy(ABC, HyperStrategyMixin):
             )
             return False, False, ''
 
-        (buy, sell, buy_signal_name) = latest[SignalType.BUY.value] == 1,\
+        (buy, sell, buy_tag) = latest[SignalType.BUY.value] == 1,\
             latest[SignalType.SELL.value] == 1,\
-            latest.get(SignalNameType.BUY_SIGNAL_NAME.value, '')
+            latest.get(SignalTagType.BUY_TAG.value, '')
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)
@@ -535,8 +535,8 @@ class IStrategy(ABC, HyperStrategyMixin):
                                       current_time=datetime.now(timezone.utc),
                                       timeframe_seconds=timeframe_seconds,
                                       buy=buy):
-            return False, sell, buy_signal_name
-        return buy, sell, buy_signal_name
+            return False, sell, buy_tag
+        return buy, sell, buy_tag
 
     def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
                               timeframe_seconds: int, buy: bool):
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index f77e6f70f..240f3f871 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -18,7 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
-    buy_signal_name: Optional[str] = ''
+    buy_tag: Optional[str] = ''
 
 
 class BTContainer(NamedTuple):
@@ -44,7 +44,7 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_signal_name']
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_tag']
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index d1bf28d58..f7077ef56 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -532,7 +532,7 @@ tc33 = BTContainer(data=[
         sell_reason=SellType.TRAILING_STOP_LOSS,
         open_tick=1,
         close_tick=1,
-        buy_signal_name='buy_signal_01'
+        buy_tag='buy_signal_01'
     )]
 )
 
@@ -619,6 +619,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.sell_reason == trade.sell_reason.value
-        assert res.buy_signal_name == trade.buy_signal_name
+        assert res.buy_tag == trade.buy_tag
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 64795d064..873b27b4d 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'min_rate': [0.1038, 0.10302485],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
-         'buy_signal_name': ['', ''],
+         'buy_tag': ['', ''],
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]
@@ -859,7 +859,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'locks': [],
         'rejected_signals': 20,
         'final_balance': 1000,
-        })
+    })
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index df8679470..889aa05cf 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -69,7 +69,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
-        'buy_signal_name': ANY,
+        'buy_tag': ANY,
         'timeframe': 5,
         'open_order_id': ANY,
         'close_date': None,
@@ -136,7 +136,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'min_rate': ANY,
         'max_rate': ANY,
         'strategy': ANY,
-        'buy_signal_name': ANY,
+        'buy_tag': ANY,
         'timeframe': ANY,
         'open_order_id': ANY,
         'close_date': None,
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 3678cee4a..c812f3007 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -49,7 +49,7 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, '')
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
-    mocked_history.loc[1, 'buy_signal_name'] = 'buy_signal_01'
+    mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
 
     assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 8e486d145..af4979919 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -861,7 +861,7 @@ def test_to_json(default_conf, fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         open_rate=0.123,
         exchange='binance',
-        buy_signal_name='',
+        buy_tag='',
         open_order_id='dry_run_buy_12345'
     )
     result = trade.to_json()
@@ -911,7 +911,7 @@ def test_to_json(default_conf, fee):
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
-                      'buy_signal_name': '',
+                      'buy_tag': '',
                       'timeframe': None,
                       'exchange': 'binance',
                       }
@@ -928,7 +928,7 @@ def test_to_json(default_conf, fee):
         close_date=arrow.utcnow().shift(hours=-1).datetime,
         open_rate=0.123,
         close_rate=0.125,
-        buy_signal_name='buys_signal_001',
+        buy_tag='buys_signal_001',
         exchange='binance',
     )
     result = trade.to_json()
@@ -978,7 +978,7 @@ def test_to_json(default_conf, fee):
                       'sell_reason': None,
                       'sell_order_status': None,
                       'strategy': None,
-                      'buy_signal_name': 'buys_signal_001',
+                      'buy_tag': 'buys_signal_001',
                       'timeframe': None,
                       'exchange': 'binance',
                       }
@@ -1323,7 +1323,7 @@ def test_Trade_object_idem():
         'get_open_trades_without_assigned_fees',
         'get_open_order_trades',
         'get_trades',
-        )
+    )
 
     # Parent (LocalTrade) should have the same attributes
     for item in trade:

From f5a660f845163369659855883a3982bc06fc1816 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Wed, 21 Jul 2021 20:19:56 +0700
Subject: [PATCH 296/834] caps BUY_TAG_IDX

---
 freqtrade/optimize/backtesting.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5099c07ef..fdf341e21 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -43,7 +43,7 @@ CLOSE_IDX = 3
 SELL_IDX = 4
 LOW_IDX = 5
 HIGH_IDX = 6
-buy_tag_IDX = 7
+BUY_TAG_IDX = 7
 
 
 class Backtesting:
@@ -370,7 +370,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_tag=row[buy_tag_IDX],
+                buy_tag=row[BUY_TAG_IDX],
                 exchange='backtesting',
             )
             return trade

From 235c1afd09dccbc714828e1618f7545ca3dfd776 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 01:53:15 +0700
Subject: [PATCH 297/834] add buy_tag on telegram

---
 freqtrade/freqtradebot.py        |  3 ++
 freqtrade/rpc/telegram.py        | 27 +++++++++++-----
 freqtrade/strategy/interface.py  |  6 ++--
 tests/conftest.py                |  2 +-
 tests/rpc/test_rpc.py            | 34 ++++++++++----------
 tests/rpc/test_rpc_apiserver.py  | 24 +++++++--------
 tests/rpc/test_rpc_telegram.py   | 53 ++++++++++++++++++--------------
 tests/strategy/test_interface.py | 14 ++++-----
 tests/test_freqtradebot.py       | 42 ++++++++++++-------------
 tests/test_persistence.py        |  4 +--
 10 files changed, 115 insertions(+), 94 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index cb9157d33..7756aa1d7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -595,6 +595,7 @@ class FreqtradeBot(LoggingMixin):
         msg = {
             'trade_id': trade.id,
             'type': RPCMessageType.BUY,
+            'buy_tag': trade.buy_tag,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'limit': trade.open_rate,
@@ -619,6 +620,7 @@ class FreqtradeBot(LoggingMixin):
         msg = {
             'trade_id': trade.id,
             'type': RPCMessageType.BUY_CANCEL,
+            'buy_tag': trade.buy_tag,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'limit': trade.open_rate,
@@ -639,6 +641,7 @@ class FreqtradeBot(LoggingMixin):
         msg = {
             'trade_id': trade.id,
             'type': RPCMessageType.BUY_FILL,
+            'buy_tag': trade.buy_tag,
             'exchange': self.exchange.name.capitalize(),
             'pair': trade.pair,
             'open_rate': trade.open_rate,
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 263a3fc6d..a1f6a7e33 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -208,15 +208,25 @@ class Telegram(RPCHandler):
         else:
             msg['stake_amount_fiat'] = 0
 
-        message = (f"\N{LARGE BLUE CIRCLE} *{msg['exchange']}:* Buying {msg['pair']}"
-                   f" (#{msg['trade_id']})\n"
-                   f"*Amount:* `{msg['amount']:.8f}`\n"
-                   f"*Open Rate:* `{msg['limit']:.8f}`\n"
-                   f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
-                   f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}")
-
+        content = []
+        content.append(
+            f"\N{LARGE BLUE CIRCLE} *{msg['exchange']}:* Buying {msg['pair']}"
+            f" (#{msg['trade_id']})\n"
+        )
+        if msg.get('buy_tag', None):
+            content.append(f"*Buy Tag:* `{msg['buy_tag']}`\n")
+        content.append(f"*Amount:* `{msg['amount']:.8f}`\n")
+        content.append(f"*Open Rate:* `{msg['limit']:.8f}`\n")
+        content.append(f"*Current Rate:* `{msg['current_rate']:.8f}`\n")
+        content.append(
+            f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
+        )
         if msg.get('fiat_currency', None):
-            message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
+            content.append(
+                f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
+            )
+
+        message = ''.join(content)
         message += ")`"
         return message
 
@@ -354,6 +364,7 @@ class Telegram(RPCHandler):
                     "*Trade ID:* `{trade_id}` `(since {open_date_hum})`",
                     "*Current Pair:* {pair}",
                     "*Amount:* `{amount} ({stake_amount} {base_currency})`",
+                    "*Buy Tag:* `{buy_tag}`" if r['buy_tag'] else "",
                     "*Open Rate:* `{open_rate:.8f}`",
                     "*Close Rate:* `{close_rate}`" if r['close_rate'] else "",
                     "*Current Rate:* `{current_rate:.8f}`",
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a5517403d..0206e8839 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -508,7 +508,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
-            return False, False, ''
+            return False, False, None
 
         latest_date = dataframe['date'].max()
         latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
@@ -523,11 +523,11 @@ class IStrategy(ABC, HyperStrategyMixin):
                 'Outdated history for pair %s. Last tick is %s minutes old',
                 pair, int((arrow.utcnow() - latest_date).total_seconds() // 60)
             )
-            return False, False, ''
+            return False, False, None
 
         (buy, sell, buy_tag) = latest[SignalType.BUY.value] == 1,\
             latest[SignalType.SELL.value] == 1,\
-            latest.get(SignalTagType.BUY_TAG.value, '')
+            latest.get(SignalTagType.BUY_TAG.value, None)
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)
diff --git a/tests/conftest.py b/tests/conftest.py
index 139d989a9..5f3a63c39 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -182,7 +182,7 @@ def get_patched_worker(mocker, config) -> Worker:
     return Worker(args=None, config=config)
 
 
-def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, '')) -> None:
+def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False, None)) -> None:
     """
     :param mocker: mocker to patch IStrategy class
     :param value: which value IStrategy.get_signal() must return
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 889aa05cf..1e8d38841 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -192,7 +192,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     )
     del default_conf['fiat_display_currency']
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -239,7 +239,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -371,7 +371,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -459,7 +459,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -526,7 +526,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -567,7 +567,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     )
     default_conf['dry_run'] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
@@ -612,7 +612,7 @@ def test_rpc_start(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.STOPPED
 
@@ -633,7 +633,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -655,7 +655,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -687,7 +687,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.STOPPED
@@ -805,7 +805,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     # Create some test data
@@ -838,7 +838,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
 
     counts = rpc._rpc_count()
@@ -863,7 +863,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -889,7 +889,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     # Test not buying
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     freqtradebot.config['stake_amount'] = 0
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -902,7 +902,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'trader is not running'):
@@ -913,7 +913,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 74d40b611..f7d935b64 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -442,7 +442,7 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -504,7 +504,7 @@ def test_api_locks(botclient):
 
 def test_api_show_config(botclient, mocker):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -522,7 +522,7 @@ def test_api_show_config(botclient, mocker):
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -540,7 +540,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 def test_api_trades(botclient, mocker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -568,7 +568,7 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -588,7 +588,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -662,7 +662,7 @@ def test_api_logs(botclient):
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -678,7 +678,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -729,7 +729,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -757,7 +757,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 def test_api_performance(botclient, fee):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
 
     trade = Trade(
         pair='LTC/ETH',
@@ -803,7 +803,7 @@ def test_api_performance(botclient, fee):
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
     freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -1044,7 +1044,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index df624e136..ab66d18e8 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -119,7 +119,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -139,7 +139,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -155,7 +155,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
     freqtrade = FreqtradeBot(default_conf)
     rpc = RPC(freqtrade)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(freqtrade, (True, False, ''))
+    patch_get_signal(freqtrade, (True, False, None))
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
@@ -185,6 +185,7 @@ def test_telegram_status(default_conf, update, mocker) -> None:
             'current_rate': 1.098e-05,
             'amount': 90.99181074,
             'stake_amount': 90.99181074,
+            'buy_tag': None,
             'close_profit_pct': None,
             'profit': -0.0059,
             'profit_pct': -0.59,
@@ -228,7 +229,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     freqtradebot.state = State.STOPPED
     # Status is also enabled when stopped
@@ -285,7 +286,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     freqtradebot.state = State.STOPPED
     # Status table is also enabled when stopped
@@ -329,7 +330,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -400,7 +401,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Try invalid data
     msg_mock.reset_mock()
@@ -432,7 +433,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -487,7 +488,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._stats(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -513,7 +514,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
                  side_effect=lambda a, b: f"{a}/{b}")
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -536,7 +537,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     freqtradebot.config['dry_run'] = False
     telegram._balance(update=update, context=MagicMock())
@@ -549,7 +550,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -578,7 +579,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     telegram._balance(update=update, context=MagicMock())
     assert msg_mock.call_count > 1
@@ -677,7 +678,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -736,7 +737,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -797,7 +798,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -838,7 +839,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
                  return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Trader is not running
     freqtradebot.state = State.STOPPED
@@ -876,7 +877,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
 
     telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # /forcebuy ETH/BTC
     context = MagicMock()
@@ -905,7 +906,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     update.message.text = '/forcebuy ETH/Nonepair'
     telegram._forcebuy(update=update, context=MagicMock())
@@ -922,7 +923,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     context = MagicMock()
     context.args = []
@@ -950,7 +951,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -978,7 +979,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
 
     freqtradebot.state = State.STOPPED
     telegram._count(update=update, context=MagicMock())
@@ -1007,7 +1008,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, ''))
+    patch_get_signal(freqtradebot, (True, False, None))
     telegram._locks(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
@@ -1253,6 +1254,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
     msg = {
         'type': RPCMessageType.BUY,
         'trade_id': 1,
+        'buy_tag': 'buy_signal_01',
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
         'limit': 1.099e-05,
@@ -1270,6 +1272,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog) -> None:
     telegram.send_msg(msg)
     assert msg_mock.call_args[0][0] \
         == '\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n' \
+           '*Buy Tag:* `buy_signal_01`\n' \
            '*Amount:* `1333.33333333`\n' \
            '*Open Rate:* `0.00001099`\n' \
            '*Current Rate:* `0.00001099`\n' \
@@ -1297,6 +1300,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
 
     telegram.send_msg({
         'type': RPCMessageType.BUY_CANCEL,
+        'buy_tag': 'buy_signal_01',
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -1314,6 +1318,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
 
     telegram.send_msg({
         'type': RPCMessageType.BUY_FILL,
+        'buy_tag': 'buy_signal_01',
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
@@ -1498,6 +1503,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
 
     telegram.send_msg({
         'type': RPCMessageType.BUY,
+        'buy_tag': 'buy_signal_01',
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/BTC',
@@ -1512,6 +1518,7 @@ def test_send_msg_buy_notification_no_fiat(default_conf, mocker) -> None:
         'open_date': arrow.utcnow().shift(hours=-1)
     })
     assert msg_mock.call_args[0][0] == ('\N{LARGE BLUE CIRCLE} *Binance:* Buying ETH/BTC (#1)\n'
+                                        '*Buy Tag:* `buy_signal_01`\n'
                                         '*Amount:* `1333.33333333`\n'
                                         '*Open Rate:* `0.00001099`\n'
                                         '*Current Rate:* `0.00001099`\n'
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index c812f3007..792353f7a 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -38,15 +38,15 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, '')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, '')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, '')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
     mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
@@ -68,15 +68,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False, '') == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert (False, False, None) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False, '') == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False, '') == _STRATEGY.get_signal(
+    assert (False, False, None) == _STRATEGY.get_signal(
         'baz',
         default_conf['timeframe'],
         DataFrame([])
@@ -116,7 +116,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False, '') == _STRATEGY.get_signal(
+    assert (False, False, None) == _STRATEGY.get_signal(
         'xyz',
         default_conf['timeframe'],
         mocked_history
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6372e6d36..abbef7858 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -536,7 +536,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     )
     default_conf['stake_amount'] = 10
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(False, False, ''))
+    patch_get_signal(freqtrade, value=(False, False, None))
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
@@ -1860,7 +1860,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
     assert trade.is_open is True
     freqtrade.wallets.update()
 
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.open_order_id == limit_sell_order['id']
 
@@ -1885,7 +1885,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade, value=(True, True, ''))
+    patch_get_signal(freqtrade, value=(True, True, None))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
     freqtrade.enter_positions()
@@ -1896,7 +1896,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert nb_trades == 0
 
     # Buy is triggering, so buying ...
-    patch_get_signal(freqtrade, value=(True, False, ''))
+    patch_get_signal(freqtrade, value=(True, False, None))
     freqtrade.enter_positions()
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1904,7 +1904,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(False, False, ''))
+    patch_get_signal(freqtrade, value=(False, False, None))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1912,7 +1912,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
-    patch_get_signal(freqtrade, value=(True, True, ''))
+    patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trades[0]) is False
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1920,7 +1920,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert trades[0].is_open is True
 
     # Sell is triggering, guess what : we are Selling!
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     trades = Trade.query.all()
     assert freqtrade.handle_trade(trades[0]) is True
 
@@ -1938,7 +1938,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade, value=(True, False, ''))
+    patch_get_signal(freqtrade, value=(True, False, None))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.enter_positions()
@@ -1951,7 +1951,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     #      we might just want to check if we are in a sell condition without
     #      executing
     # if ROI is reached we must sell
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
@@ -1977,10 +1977,10 @@ def test_handle_trade_use_sell_signal(
     trade = Trade.query.first()
     trade.is_open = True
 
-    patch_get_signal(freqtrade, value=(False, False, ''))
+    patch_get_signal(freqtrade, value=(False, False, None))
     assert not freqtrade.handle_trade(trade)
 
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
@@ -3016,7 +3016,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is False
 
     freqtrade.strategy.sell_profit_offset = 0.0
@@ -3051,7 +3051,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -3082,7 +3082,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is False
 
 
@@ -3114,7 +3114,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -3143,7 +3143,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     trade = Trade.query.first()
     amnt = trade.amount
     trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
 
     assert freqtrade.handle_trade(trade) is True
@@ -3262,11 +3262,11 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(True, True, ''))
+    patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trade) is False
 
     # Test if buy-signal is absent (should sell due to roi = true)
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.ROI.value
 
@@ -3527,11 +3527,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     # Sell due to min_roi_reached
-    patch_get_signal(freqtrade, value=(True, True, ''))
+    patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trade) is True
 
     # Test if buy-signal is absent
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
@@ -4059,7 +4059,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     freqtrade.wallets.update()
     assert trade.is_open is True
 
-    patch_get_signal(freqtrade, value=(False, True, ''))
+    patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
     assert trade.close_rate_requested == order_book_l2.return_value['asks'][0][0]
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index af4979919..8b927be8b 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -861,7 +861,7 @@ def test_to_json(default_conf, fee):
         open_date=arrow.utcnow().shift(hours=-2).datetime,
         open_rate=0.123,
         exchange='binance',
-        buy_tag='',
+        buy_tag=None,
         open_order_id='dry_run_buy_12345'
     )
     result = trade.to_json()
@@ -911,7 +911,7 @@ def test_to_json(default_conf, fee):
                       'min_rate': None,
                       'max_rate': None,
                       'strategy': None,
-                      'buy_tag': '',
+                      'buy_tag': None,
                       'timeframe': None,
                       'exchange': 'binance',
                       }

From 46f2a20a98237aa86df2adf9804901635f66db16 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 02:00:51 +0700
Subject: [PATCH 298/834] run flake8

---
 tests/strategy/test_interface.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 792353f7a..751f08344 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -68,7 +68,9 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False, None) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert (False, False, None) == _STRATEGY.get_signal(
+        'foo', default_conf['timeframe'], DataFrame()
+    )
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 

From 25e329623ffad470264b52d8d54adc447149cebb Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 02:11:54 +0700
Subject: [PATCH 299/834] change signature

---
 freqtrade/strategy/interface.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 0206e8839..49fae0ed6 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -497,7 +497,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 raise StrategyError(message)
 
-    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool, str]:
+    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool, Optional[str]]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the signal to buy or sell

From 643b6b950e951ab97ed2ed78a6532b5c8a23cb5e Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 02:23:34 +0700
Subject: [PATCH 300/834] run flake8

---
 freqtrade/strategy/interface.py | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 49fae0ed6..a6329aaa1 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -497,7 +497,12 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 raise StrategyError(message)
 
-    def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool, Optional[str]]:
+    def get_signal(
+        self,
+        pair: str,
+        timeframe: str,
+        dataframe: DataFrame
+    ) -> Tuple[bool, bool, Optional[str]]:
         """
         Calculates current signal based based on the buy / sell columns of the dataframe.
         Used by Bot to get the signal to buy or sell

From dd809f756bb378ab787685e50eea62797b63d321 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 02:34:20 +0700
Subject: [PATCH 301/834] run mypy

---
 freqtrade/freqtradebot.py       | 2 +-
 freqtrade/persistence/models.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7756aa1d7..d0ffddd72 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -466,7 +466,7 @@ class FreqtradeBot(LoggingMixin):
             return False
 
     def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False, buy_tag: str = '') -> bool:
+                    forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index f42166762..43fbec8c0 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -257,7 +257,7 @@ class LocalTrade():
     sell_reason: str = ''
     sell_order_status: str = ''
     strategy: str = ''
-    buy_tag: str = ''
+    buy_tag: Optional[str] = None
     timeframe: Optional[int] = None
 
     def __init__(self, **kwargs):

From b01daa8bbca7d7937dfdf5c85675eaf9d598d646 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Thu, 22 Jul 2021 13:09:05 +0700
Subject: [PATCH 302/834] expose  buy_tag to api

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 tests/rpc/test_rpc_apiserver.py         | 2 ++
 2 files changed, 3 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index c6b6a6d28..318762136 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -151,6 +151,7 @@ class TradeSchema(BaseModel):
     amount_requested: float
     stake_amount: float
     strategy: str
+    buy_tag: Optional[str]
     timeframe: int
     fee_open: Optional[float]
     fee_open_cost: Optional[float]
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index f7d935b64..fef44cab2 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -875,6 +875,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'sell_reason': None,
         'sell_order_status': None,
         'strategy': 'DefaultStrategy',
+        'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
     }
@@ -1029,6 +1030,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'sell_reason': None,
         'sell_order_status': None,
         'strategy': 'DefaultStrategy',
+        'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
         }

From 986aafcdf9fc4e60cbde0e5bd524732b2808a3da Mon Sep 17 00:00:00 2001
From: Fausto Gutierrez <28719096+faustogut@users.noreply.github.com>
Date: Thu, 22 Jul 2021 14:16:50 +0200
Subject: [PATCH 303/834] Fix configuration.md typos

---
 docs/configuration.md | 78 +++++++++++++++++++++----------------------
 1 file changed, 39 insertions(+), 39 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index e1c7e77d5..5d4b1f2c3 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -5,11 +5,11 @@ By default, these settings are configured via the configuration file (see below)
 
 ## The Freqtrade configuration file
 
-The bot uses a set of configuration parameters during its operation that all together conform the bot configuration. It normally reads its configuration from a file (Freqtrade configuration file).
+The bot uses a set of configuration parameters during its operation that all together conform to the bot configuration. It normally reads its configuration from a file (Freqtrade configuration file).
 
 Per default, the bot loads the configuration from the `config.json` file, located in the current working directory.
 
-You can specify a different configuration file used by the bot with the `-c/--config` command line option.
+You can specify a different configuration file used by the bot with the `-c/--config` command-line option.
 
 Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
 
@@ -25,30 +25,30 @@ Multiple configuration files can be specified and used by the bot or the bot can
 If you used the [Quick start](installation.md/#quick-start) method for installing 
 the bot, the installation script should have already created the default configuration file (`config.json`) for you.
 
-If default configuration file is not created we recommend you to use `freqtrade new-config --config config.json` to generate a basic configuration file.
+If the default configuration file is not created we recommend you to use `freqtrade new-config --config config.json` to generate a basic configuration file.
 
-The Freqtrade configuration file is to be written in the JSON format.
+The Freqtrade configuration file is to be written in JSON format.
 
 Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
 
-Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
+Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates the syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
 
 ## Configuration parameters
 
 The table below will list all configuration parameters available.
 
 Freqtrade can also load many options via command line (CLI) arguments (check out the commands `--help` output for details).
-The prevelance for all Options is as follows:
+The prevalence for all Options is as follows:
 
 - CLI arguments override any other option
-- Configuration files are used in sequence (last file wins), and override Strategy configurations.
-- Strategy configurations are only used if they are not set via configuration or via command line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
+- Configuration files are used in sequence (the last file wins) and override Strategy configurations.
+- Strategy configurations are only used if they are not set via configuration or command-line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
 
 Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.
 
 |  Parameter | Description |
 |------------|-------------|
-| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation which can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade).<br> **Datatype:** Positive integer or -1.
+| `max_open_trades` | **Required.** Number of open trades your bot is allowed to have. Only one open trade per pair is possible, so the length of your pairlist is another limitation that can apply. If -1 then it is ignored (i.e. potentially unlimited open trades, limited by the pairlist). [More information below](#configuring-amount-per-trade).<br> **Datatype:** Positive integer or -1.
 | `stake_currency` | **Required.** Crypto-currency used for trading. <br> **Datatype:** String
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float or `"unlimited"`.
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> **Datatype:** Positive float between `0.1` and `1.0`.
@@ -141,7 +141,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 
 ### Parameters in the strategy
 
-The following parameters can be set in configuration file or strategy.
+The following parameters can be set in the configuration file or strategy.
 Values set in the configuration file always overwrite values set in the strategy.
 
 * `minimal_roi`
@@ -169,15 +169,15 @@ There are several methods to configure how much of the stake currency the bot wi
 
 #### Minimum trade stake
 
-The minimum stake amount will depend by exchange and pair, and is usually listed in the exchange support pages.
+The minimum stake amount will depend on exchange and pair and is usually listed in the exchange support pages.
 Assuming the minimum tradable amount for XRP/USD is 20 XRP (given by the exchange), and the price is 0.6$.
 
-The minimum stake amount to buy this pair is therefore `20 * 0.6 ~= 12`.
+The minimum stake amount to buy this pair is, therefore, `20 * 0.6 ~= 12`.
 This exchange has also a limit on USD - where all orders must be > 10$ - which however does not apply in this case.
 
 To guarantee safe execution, freqtrade will not allow buying with a stake-amount of 10.1$, instead, it'll make sure that there's enough space to place a stoploss below the pair (+ an offset, defined by `amount_reserve_percent`, which defaults to 5%).
 
-With a reserve of 5%, the minimum stake amount would be ~12.6$ (`12 * (1 + 0.05)`). If we take in account a stoploss of 10% on top of that - we'd end up with a value of ~14$ (`12.6 / (1 - 0.1)`).
+With a reserve of 5%, the minimum stake amount would be ~12.6$ (`12 * (1 + 0.05)`). If we take into account a stoploss of 10% on top of that - we'd end up with a value of ~14$ (`12.6 / (1 - 0.1)`).
 
 To limit this calculation in case of large stoploss values, the calculated minimum stake-limit will never be more than 50% above the real limit.
 
@@ -191,13 +191,13 @@ Freqtrade will reserve 1% for eventual fees when entering a trade and will there
 
 You can configure the "untouched" amount by using the `tradable_balance_ratio` setting.
 
-For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance. The rest of the wallet is untouched by the trades.
+For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as an available balance. The rest of the wallet is untouched by the trades.
 
 !!! Danger
     This setting should **not** be used when running multiple bots on the same account. Please look at [Available Capital to the bot](#assign-available-capital) instead.
 
 !!! Warning
-    The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak, or by withdrawing balance).
+    The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak or by withdrawing balance).
 
 #### Assign available Capital
 
@@ -207,7 +207,7 @@ This can be accomplished by setting `available_capital` to the desired starting
 Assuming your account has 10.000 USDT and you want to run 2 different strategies on this exchange.
 You'd set `available_capital=5000` - granting each bot an initial capital of 5000 USDT.
 The bot will then split this starting balance equally into `max_open_trades` buckets.
-Profitable trades will result in increased stake-sizes for this bot - without affecting stake-sizes of the other bot.
+Profitable trades will result in increased stake-sizes for this bot - without affecting the stake-sizes of the other bot.
 
 !!! Warning "Incompatible with `tradable_balance_ratio`"
     Setting this option will replace any configuration of `tradable_balance_ratio`.
@@ -215,9 +215,9 @@ Profitable trades will result in increased stake-sizes for this bot - without af
 #### Amend last stake amount
 
 Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
-The bot would open 2 trades, and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available, since 800 USDT are already tied in other trades.
+The bot would open 2 trades and will be unable to fill the last trading slot, since the requested 400 USDT are no longer available since 800 USDT are already tied in other trades.
 
-To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance in order to fill the last trade slot.
+To overcome this, the option `amend_last_stake_amount` can be set to `True`, which will enable the bot to reduce stake_amount to the available balance to fill the last trade slot.
 
 In the example above this would mean:
 
@@ -245,7 +245,7 @@ For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a conf
 
 #### Dynamic stake amount
 
-Alternatively, you can use a dynamic stake amount, which will use the available balance on the exchange, and divide that equally by the amount of allowed trades (`max_open_trades`).
+Alternatively, you can use a dynamic stake amount, which will use the available balance on the exchange, and divide that equally by the number of allowed trades (`max_open_trades`).
 
 To configure this, set `stake_amount="unlimited"`. We also recommend to set `tradable_balance_ratio=0.99` (99%) - to keep a minimum balance for eventual fees.
 
@@ -263,18 +263,18 @@ To allow the bot to trade all the available `stake_currency` in your account (mi
 ```
 
 !!! Tip "Compounding profits"
-    This configuration will allow increasing / decreasing stakes depending on the performance of the bot (lower stake if bot is loosing, higher stakes if the bot has a winning record, since higher balances are available), and will result in profit compounding.
+    This configuration will allow increasing/decreasing stakes depending on the performance of the bot (lower stake if the bot is losing, higher stakes if the bot has a winning record since higher balances are available), and will result in profit compounding.
 
 !!! Note "When using Dry-Run Mode"
-    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, Backtesting or Hyperopt, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve over time.  
-    It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
+    When using `"stake_amount" : "unlimited",` in combination with Dry-Run, Backtesting or Hyperopt, the balance will be simulated starting with a stake of `dry_run_wallet` which will evolve.
+    It is therefore important to set `dry_run_wallet` to a sensible value (like 0.05 or 0.01 for BTC and 1000 or 100 for USDT, for example), otherwise, it may simulate trades with 100 BTC (or more) or 0.05 USDT (or less) at once - which may not correspond to your real available balance or is less than the exchange minimal limit for the order amount for the stake currency.
 
 --8<-- "includes/pricing.md"
 
 ### Understand minimal_roi
 
 The `minimal_roi` configuration parameter is a JSON object where the key is a duration
-in minutes and the value is the minimum ROI as ratio.
+in minutes and the value is the minimum ROI as a ratio.
 See the example below:
 
 ```json
@@ -289,7 +289,7 @@ See the example below:
 Most of the strategy files already include the optimal `minimal_roi` value.
 This parameter can be set in either Strategy or Configuration file. If you use it in the configuration file, it will override the
 `minimal_roi` value from the strategy file.
-If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal roi is disabled unless your trade generates 1000% profit.
+If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal ROI is disabled unless your trade generates 1000% profit.
 
 !!! Note "Special case to forcesell after a specific time"
     A special case presents using `"<N>": -1` as ROI. This forces the bot to sell a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-sell.
@@ -335,7 +335,7 @@ the buy order is fulfilled.
 `order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place.
 
 If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
-`stoploss_on_exchange`) need to be present, otherwise the bot will fail to start.
+`stoploss_on_exchange`) need to be present, otherwise, the bot will fail to start.
 
 For information on (`emergencysell`,`forcesell`, `forcebuy`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
 
@@ -386,7 +386,7 @@ Configuration:
     If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
 
 !!! Warning "Warning: stoploss_on_exchange failures"
-    If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
+    If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however, this is not advised.
 
 ### Understand order_time_in_force
 
@@ -396,12 +396,12 @@ is executed on the exchange. Three commonly used time in force are:
 **GTC (Good Till Canceled):**
 
 This is most of the time the default time in force. It means the order will remain
-on exchange till it is canceled by user. It can be fully or partially fulfilled.
+on exchange till it is cancelled by the user. It can be fully or partially fulfilled.
 If partially fulfilled, the remaining will stay on the exchange till cancelled.
 
 **FOK (Fill Or Kill):**
 
-It means if the order is not executed immediately AND fully then it is canceled by the exchange.
+It means if the order is not executed immediately AND fully then it is cancelled by the exchange.
 
 **IOC (Immediate Or Canceled):**
 
@@ -422,7 +422,7 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 ```
 
 !!! Warning
-    This is an ongoing work. For now it is supported only for binance.
+    This is ongoing work. For now, it is supported only for binance.
     Please don't change the default value unless you know what you are doing and have researched the impact of using different values.
 
 ### Exchange configuration
@@ -431,7 +431,7 @@ Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports
 exchange markets and trading APIs. The complete up-to-date list can be found in the
 [CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
  However, the bot was tested by the development team with only Bittrex, Binance and Kraken,
- so the these are the only officially supported exchanges:
+ so these are the only officially supported exchanges:
 
 - [Bittrex](https://bittrex.com/): "bittrex"
 - [Binance](https://www.binance.com/): "binance"
@@ -457,11 +457,11 @@ A exchange configuration for "binance" would look as follows:
     },
 ```
 
-This configuration enables binance, as well as rate limiting to avoid bans from the exchange.
+This configuration enables binance, as well as rate-limiting to avoid bans from the exchange.
 `"rateLimit": 200` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
 
 !!! Note
-    Optimal settings for rate limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
+    Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
     We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
 
 ### What values can be used for fiat_display_currency?
@@ -475,7 +475,7 @@ The valid values are:
 "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD"
 ```
 
-In addition to fiat currencies, a range of cryto currencies are supported.
+In addition to fiat currencies, a range of crypto currencies is supported.
 
 The valid values are:
 
@@ -486,7 +486,7 @@ The valid values are:
 ## Using Dry-run mode
 
 We recommend starting the bot in the Dry-run mode to see how your bot will
-behave and what is the performance of your strategy. In the Dry-run mode the
+behave and what is the performance of your strategy. In the Dry-run mode, the
 bot does not engage your money. It only runs a live simulation without
 creating trades on the exchange.
 
@@ -512,7 +512,7 @@ creating trades on the exchange.
 Once you will be happy with your bot performance running in the Dry-run mode, you can switch it to production mode.
 
 !!! Note
-    A simulated wallet is available during dry-run mode, and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
+    A simulated wallet is available during dry-run mode and will assume a starting capital of `dry_run_wallet` (defaults to 1000).
 
 ### Considerations for dry-run
 
@@ -520,7 +520,7 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 * Wallets (`/balance`) are simulated based on `dry_run_wallet`.
 * Orders are simulated, and will not be posted to the exchange.
 * Market orders fill based on orderbook volume the moment the order is placed.
-* Limit orders fill once price reaches the defined level - or time out based on `unfilledtimeout` settings.
+* Limit orders fill once the price reaches the defined level - or time out based on `unfilledtimeout` settings.
 * In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
 * Open orders (not trades, which are stored in the database) are reset on bot restart.
 
@@ -533,7 +533,7 @@ you run it in production mode.
 ### Setup your exchange account
 
 You will need to create API Keys (usually you get `key` and `secret`, some exchanges require an additional `password`) from the Exchange website and you'll need to insert this into the appropriate fields in the configuration or when asked by the `freqtrade new-config` command.
-API Keys are usually only required for live trading (trading for real money, bot running in "production mode", executing real orders on the exchange) and are not required for the bot running in dry-run (trade simulation) mode. When you setup the bot in dry-run mode, you may fill these fields with empty values.
+API Keys are usually only required for live trading (trading for real money, bot running in "production mode", executing real orders on the exchange) and are not required for the bot running in dry-run (trade simulation) mode. When you set up the bot in dry-run mode, you may fill these fields with empty values.
 
 ### To switch your bot in production mode
 
@@ -545,7 +545,7 @@ API Keys are usually only required for live trading (trading for real money, bot
 "dry_run": false,
 ```
 
-**Insert your Exchange API key (change them by fake api keys):**
+**Insert your Exchange API key (change them by fake API keys):**
 
 ```json
 {
@@ -563,7 +563,7 @@ API Keys are usually only required for live trading (trading for real money, bot
 You should also make sure to read the [Exchanges](exchanges.md) section of the documentation to be aware of potential configuration details specific to your exchange.
 
 !!! Hint "Keep your secrets secret"
-    To keep your secrets secret, we recommend to use a 2nd configuration for your API keys.
+    To keep your secrets secret, we recommend using a 2nd configuration for your API keys.
     Simply use the above snippet in a new configuration file (e.g. `config-private.json`) and keep your settings in this file.
     You can then start the bot with `freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>` to have your keys loaded.
 

From 65b4705b67b932903737dc4a70d67250435ae1a1 Mon Sep 17 00:00:00 2001
From: Kevin Julian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 01:16:10 +0700
Subject: [PATCH 304/834] Update docs/strategy-advanced.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 8ae0c1d16..32113fede 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -116,7 +116,7 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ## Buy Tag
 
-When your strategy has multiple buy signal, you can name it.
+When your strategy has multiple buy signals, you can name the signal that triggered.
 Then you can access you buy signal on `custom_sell`
 
 ```python

From dd923c34713b9d2a316261e516294c4a4b4f929c Mon Sep 17 00:00:00 2001
From: Kevin Julian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 01:16:24 +0700
Subject: [PATCH 305/834] Update docs/strategy-advanced.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 32113fede..62b1533a6 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -126,7 +126,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
             (dataframe['rsi'] < 35) &
             (dataframe['volume'] > 0)
         ),
-        ['buy', 'buy_tag']] = 1, 'buy_signal_rsi'
+        ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
 
     return dataframe
 

From b84a1d0c92596f9a5fae34611da8eafe5ba4e981 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 22 Jul 2021 20:21:04 +0200
Subject: [PATCH 306/834] Don't crash when *_params is not defined in strategy

closes #5407
---
 freqtrade/strategy/hyper.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index fa3384660..b067e19d5 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -338,8 +338,8 @@ class HyperStrategyMixin(object):
         params = self.load_params_from_file()
         params = params.get('params', {})
         self._ft_params_from_file = params
-        buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', None))
-        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', None))
+        buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', {}))
+        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', {}))
 
         self._load_params(buy_params, 'buy', hyperopt)
         self._load_params(sell_params, 'sell', hyperopt)

From 5fe18be4b57163971329905afb9e8833f77ed154 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 01:25:15 +0700
Subject: [PATCH 307/834] add note buy_tag and split 3 assignment for
 get_signal

---
 docs/strategy-advanced.md       | 4 ++++
 freqtrade/strategy/interface.py | 7 ++++---
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 62b1533a6..fb78a8796 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -140,6 +140,10 @@ def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_r
 
 ```
 
+!!! Note
+    `buy_tag` is limited to 100 characters, remaining data will be truncated.
+
+
 ## Custom stoploss
 
 The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss.
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index a6329aaa1..35c162c38 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -530,9 +530,10 @@ class IStrategy(ABC, HyperStrategyMixin):
             )
             return False, False, None
 
-        (buy, sell, buy_tag) = latest[SignalType.BUY.value] == 1,\
-            latest[SignalType.SELL.value] == 1,\
-            latest.get(SignalTagType.BUY_TAG.value, None)
+        buy = latest[SignalType.BUY.value] == 1
+        sell = latest[SignalType.SELL.value] == 1
+        buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
+
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
         timeframe_seconds = timeframe_to_seconds(timeframe)

From 65fc094c9f4ac42e5092aefab5aa5160b076207e Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 09:31:51 +0700
Subject: [PATCH 308/834] add to webhook-config

---
 docs/webhook-config.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/webhook-config.md b/docs/webhook-config.md
index 8ce6edc18..288afc384 100644
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -83,6 +83,7 @@ Possible parameters are:
 * `fiat_currency`
 * `order_type`
 * `current_rate`
+* `buy_tag`
 
 ### Webhookbuycancel
 
@@ -100,6 +101,7 @@ Possible parameters are:
 * `fiat_currency`
 * `order_type`
 * `current_rate`
+* `buy_tag`
 
 ### Webhookbuyfill
 
@@ -115,6 +117,7 @@ Possible parameters are:
 * `stake_amount`
 * `stake_currency`
 * `fiat_currency`
+* `buy_tag`
 
 ### Webhooksell
 

From aea5da0c738bc281bc9513f2c18ac1812ffdddda Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 11:42:43 +0700
Subject: [PATCH 309/834] changes testcase

---
 freqtrade/optimize/backtesting.py      |  13 +-
 freqtrade/strategy/interface.py        |   2 +-
 tests/optimize/__init__.py             |   6 +-
 tests/optimize/test_backtest_detail.py | 442 ++++++++++++-------------
 tests/optimize/test_backtesting.py     |   2 +-
 5 files changed, 236 insertions(+), 229 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fdf341e21..0c586883b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -210,7 +210,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -218,10 +218,13 @@ class Backtesting:
         for pair, pair_data in processed.items():
             self.check_abort()
             self.progress.increment()
+            has_buy_tag = 'buy_tag' in pair_data
+            headers = headers + ['buy_tag'] if has_buy_tag else headers
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
-                pair_data.loc[:, 'buy_tag'] = ''  # cleanup if buy_tag is exist
+                if has_buy_tag:
+                    pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
@@ -230,7 +233,8 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
-            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
+            if has_buy_tag:
+                df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
@@ -361,6 +365,7 @@ class Backtesting:
 
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             # Enter trade
+            has_buy_tag = len(row) >= BUY_TAG_IDX + 1
             trade = LocalTrade(
                 pair=pair,
                 open_rate=row[OPEN_IDX],
@@ -370,7 +375,7 @@ class Backtesting:
                 fee_open=self.fee,
                 fee_close=self.fee,
                 is_open=True,
-                buy_tag=row[BUY_TAG_IDX],
+                buy_tag=row[BUY_TAG_IDX] if has_buy_tag else None,
                 exchange='backtesting',
             )
             return trade
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 35c162c38..f10a12fa9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -422,7 +422,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             logger.debug("Skipping TA Analysis for already analyzed candle")
             dataframe['buy'] = 0
             dataframe['sell'] = 0
-            dataframe['buy_tag'] = ''
+            dataframe['buy_tag'] = None
 
         # Other Defs in strategy that want to be called every loop here
         # twitter_sell = self.watch_twitter_feed(dataframe, metadata)
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 240f3f871..80fce9ca5 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -18,7 +18,7 @@ class BTrade(NamedTuple):
     sell_reason: SellType
     open_tick: int
     close_tick: int
-    buy_tag: Optional[str] = ''
+    buy_tag: Optional[str] = None
 
 
 class BTContainer(NamedTuple):
@@ -44,7 +44,9 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_tag']
+    
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+    columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns
 
     frame = DataFrame.from_records(data, columns=columns)
     frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index f7077ef56..0d4647308 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -14,13 +14,13 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 5010, 5000, 4980, 5010, 6172, 0, 1, ''],
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],  # exit with stoploss hit
+    [3, 5010, 5000, 4980, 5010, 6172, 0, 1],
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -28,13 +28,13 @@ tc0 = BTContainer(data=[
 # Test 1: Stop-Loss Triggered 1% loss
 # Test with Stop-loss at 1%
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4600, 4600, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 4975, 5000, 4980, 4977, 6172, 0, 0, ''],
-    [4, 4977, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
+    [3, 4975, 5000, 4980, 4977, 6172, 0, 0],
+    [4, 4977, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -43,13 +43,13 @@ tc1 = BTContainer(data=[
 # Test 2: Minus 4% Low, minus 1% close
 # Test with Stop-Loss at 3%
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4962, 4975, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4800, 4962, 6172, 0, 0, ''],  # exit with stoploss hit
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
+    [3, 4975, 5000, 4800, 4962, 6172, 0, 0],  # exit with stoploss hit
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -62,14 +62,14 @@ tc2 = BTContainer(data=[
 #  Trade-A: Stop-Loss Triggered 2% Loss
 #           Trade-B: Stop-Loss Triggered 2% Loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4800, 4975, 6172, 0, 0, ''],  # exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 1, 0, ''],
-    [4, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],  # enter trade 2 (signal on last candle)
-    [5, 4962, 4987, 4000, 4000, 6172, 0, 0, ''],  # exit with stoploss hit
-    [6, 4950, 4975, 4975, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4800, 4975, 6172, 0, 0],  # exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 1, 0],
+    [4, 4975, 5000, 4950, 4962, 6172, 0, 0],  # enter trade 2 (signal on last candle)
+    [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
+    [6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
@@ -80,13 +80,13 @@ tc3 = BTContainer(data=[
 # Test with Stop-loss at 2% ROI 6%
 # Stop-Loss Triggered 2% Loss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5750, 4850, 5750, 6172, 0, 0, ''],  # Exit with stoploss hit
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4937, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5750, 4850, 5750, 6172, 0, 0],  # Exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -94,13 +94,13 @@ tc4 = BTContainer(data=[
 # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
 # stop-loss: 1%, ROI: 3%
 tc5 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4980, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4980, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [3, 4975, 6000, 4975, 6000, 6172, 0, 0, ''],  # ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
+    [3, 4975, 6000, 4975, 6000, 6172, 0, 0],  # ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -108,13 +108,13 @@ tc5 = BTContainer(data=[
 # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
 # stop-loss: 2% ROI: 5%
 tc6 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5300, 4850, 5050, 6172, 0, 0, ''],  # Exit with stoploss
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -122,13 +122,13 @@ tc6 = BTContainer(data=[
 # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
 # stop-loss: 2% ROI: 3%
 tc7 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4950, 4962, 6172, 0, 0, ''],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
 )
@@ -137,12 +137,12 @@ tc7 = BTContainer(data=[
 # Test 8: trailing_stop should raise so candle 3 causes a stoploss.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
 tc8 = BTContainer(data=[
-    # D   O     H     L    C     V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [2, 5000, 5250, 4750, 4850, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L    C     V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -151,12 +151,12 @@ tc8 = BTContainer(data=[
 # Test 9: trailing_stop should raise - high and low in same candle.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
 tc9 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [2, 5000, 5050, 4950, 5000, 6172, 0, 0, ''],
-    [3, 5000, 5200, 4550, 4850, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -165,12 +165,12 @@ tc9 = BTContainer(data=[
 # without applying trailing_stop_positive since stoploss_offset is at 10%.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc10 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
     trailing_stop_positive=0.03,
@@ -181,12 +181,12 @@ tc10 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc11 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 5000, 5150, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 5000, 5150, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -197,12 +197,12 @@ tc11 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc12 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -212,12 +212,12 @@ tc12 = BTContainer(data=[
 # Test 13: Buy and sell ROI on same candle
 # stop-loss: 10% (should not apply), ROI: 1%
 tc13 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4850, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
 )
@@ -225,12 +225,12 @@ tc13 = BTContainer(data=[
 # Test 14 - Buy and Stoploss on same candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc14 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4600, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4850, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
 )
@@ -239,12 +239,12 @@ tc14 = BTContainer(data=[
 # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc15 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5100, 4900, 5100, 6172, 1, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
@@ -254,13 +254,13 @@ tc15 = BTContainer(data=[
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4975, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4975, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -270,13 +270,13 @@ tc16 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5050, 6172, 0, 0, ''],
-    [3, 4980, 5000, 4940, 4962, 6172, 0, 0, ''],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4980, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -286,13 +286,13 @@ tc17 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses open_rate as sell-price
 tc18 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5200, 5220, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI (sells on open)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4950, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -301,13 +301,13 @@ tc18 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc19 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5000, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -316,13 +316,13 @@ tc19 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc20 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
-    [2, 4987, 5300, 4950, 5200, 6172, 0, 0, ''],
-    [3, 5200, 5300, 4940, 4962, 6172, 0, 0, ''],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0, ''],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
+    [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -332,12 +332,12 @@ tc20 = BTContainer(data=[
 # which cannot happen in reality
 # stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
 tc21 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 4650, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -348,12 +348,12 @@ tc21 = BTContainer(data=[
 # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
 tc22 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -367,12 +367,12 @@ tc22 = BTContainer(data=[
 # Stoploss would trigger in this candle too, but it's no longer relevant.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
 tc23 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5251, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5251, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -383,13 +383,13 @@ tc23 = BTContainer(data=[
 # Stoploss at 1%.
 # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
 tc24 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5000, 4855, 5010, 6172, 0, 1, ''],  # Triggers stoploss + sellsignal
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5000, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -398,13 +398,13 @@ tc24 = BTContainer(data=[
 # Stoploss at 1%.
 # Sell-signal wins over stoploss
 tc25 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5000, 4986, 5010, 6172, 0, 1, ''],
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],  # Triggers stoploss + sellsignal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5000, 4986, 5010, 6172, 0, 1],
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -413,13 +413,13 @@ tc25 = BTContainer(data=[
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
 # Sell-signal wins over stoploss
 tc26 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5251, 4986, 5010, 6172, 0, 1, ''],  # Triggers ROI, sell-signal
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0, ''],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, sell-signal
+    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -429,13 +429,13 @@ tc26 = BTContainer(data=[
 # TODO: figure out if sell-signal should win over ROI
 # Sell-signal wins over stoploss
 tc27 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0, ''],
-    [3, 5010, 5012, 4986, 5010, 6172, 0, 1, ''],  # sell-signal
-    [4, 5010, 5251, 4855, 4995, 6172, 0, 0, ''],  # Triggers ROI, sell-signal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0, '']],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
+    [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
 )
@@ -445,12 +445,12 @@ tc27 = BTContainer(data=[
 # therefore "open" will be used
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc28 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0, ''],
-    [2, 5100, 5251, 5100, 5100, 6172, 0, 0, ''],
-    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
     trailing_stop_positive=0.03,
@@ -461,12 +461,12 @@ tc28 = BTContainer(data=[
 # high of stoploss candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc29 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5050, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle)
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],    # Triggers trailing-stoploss
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
     trailing_stop_positive=0.03,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
@@ -475,12 +475,12 @@ tc29 = BTContainer(data=[
 # Test 30: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc30 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_stop_positive=0.01,
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
@@ -489,12 +489,12 @@ tc30 = BTContainer(data=[
 # Test 31: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc31 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01,
@@ -504,12 +504,12 @@ tc31 = BTContainer(data=[
 # Test 32: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc32 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
-    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, ''],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
@@ -519,12 +519,12 @@ tc32 = BTContainer(data=[
 # Test 33: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc33 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S  SN
+    # D   O     H     L     C    V    B  S   BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, ''],    # enter trade (signal on last candle) and stop
-    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, ''],
-    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, ''],
-    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, '']],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, None],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
     trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
     trailing_stop_positive=0.01, use_custom_stoploss=True,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 873b27b4d..87f968d6b 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'min_rate': [0.1038, 0.10302485],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
-         'buy_tag': ['', ''],
+         'buy_tag': [None, None],
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]

From 8032257fdf8362e63e5f60b37db62e41ccbc7fc8 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 18:30:25 +0700
Subject: [PATCH 310/834] revert test_pairlist

---
 tests/plugins/test_pairlist.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 510e9a0ae..b15126a33 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -925,20 +925,20 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
                           get_tickers=tickers
                           )
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    freqtrade.pairlists.refresh_pairlist()
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    ftbot.pairlists.refresh_pairlist()
 
-    assert len(freqtrade.pairlists.whitelist) == 5
+    assert len(ftbot.pairlists.whitelist) == 5
 
     tickers.return_value['ETH/BTC']['ask'] = 0.0
     del tickers.return_value['TKN/BTC']
     del tickers.return_value['LTC/BTC']
     mocker.patch.multiple('freqtrade.exchange.Exchange', get_tickers=tickers)
 
-    freqtrade.pairlists.refresh_pairlist()
+    ftbot.pairlists.refresh_pairlist()
     assert log_has_re(r'Removed .* invalid ticker data.*', caplog)
 
-    assert len(freqtrade.pairlists.whitelist) == 2
+    assert len(ftbot.pairlists.whitelist) == 2
 
 
 @pytest.mark.parametrize("pairlistconfig,desc_expected,exception_expected", [

From acfaa39e5446e0f7f8b491f92c74b305b818687b Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 18:34:18 +0700
Subject: [PATCH 311/834] revert back test_rpc_api_server

---
 tests/rpc/test_rpc_apiserver.py | 138 ++++++++++++++++----------------
 1 file changed, 69 insertions(+), 69 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index fef44cab2..803ef7e5d 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -46,13 +46,13 @@ def botclient(default_conf, mocker):
                                         "password": _TEST_PASS,
                                         }})
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    rpc = RPC(freqtrade)
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    rpc = RPC(ftbot)
     mocker.patch('freqtrade.rpc.api_server.ApiServer.start_api', MagicMock())
     try:
         apiserver = ApiServer(default_conf)
         apiserver.add_rpc_handler(rpc)
-        yield freqtrade, TestClient(apiserver.app)
+        yield ftbot, TestClient(apiserver.app)
         # Cleanup ... ?
     finally:
         ApiServer.shutdown()
@@ -88,7 +88,7 @@ def assert_response(response, expected_code=200, needs_cors=True):
 
 
 def test_api_not_found(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/invalid_url")
     assert_response(rc, 404)
@@ -96,7 +96,7 @@ def test_api_not_found(botclient):
 
 
 def test_api_ui_fallback(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, "/favicon.ico")
     assert rc.status_code == 200
@@ -140,7 +140,7 @@ def test_api_auth():
 
 
 def test_api_unauthorized(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     rc = client.get(f"{BASE_URI}/ping")
     assert_response(rc, needs_cors=False)
     assert rc.json() == {'status': 'pong'}
@@ -151,20 +151,20 @@ def test_api_unauthorized(botclient):
     assert rc.json() == {'detail': 'Unauthorized'}
 
     # Change only username
-    freqtrade.config['api_server']['username'] = 'Ftrader'
+    ftbot.config['api_server']['username'] = 'Ftrader'
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
     assert rc.json() == {'detail': 'Unauthorized'}
 
     # Change only password
-    freqtrade.config['api_server']['username'] = _TEST_USER
-    freqtrade.config['api_server']['password'] = 'WrongPassword'
+    ftbot.config['api_server']['username'] = _TEST_USER
+    ftbot.config['api_server']['password'] = 'WrongPassword'
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
     assert rc.json() == {'detail': 'Unauthorized'}
 
-    freqtrade.config['api_server']['username'] = 'Ftrader'
-    freqtrade.config['api_server']['password'] = 'WrongPassword'
+    ftbot.config['api_server']['username'] = 'Ftrader'
+    ftbot.config['api_server']['password'] = 'WrongPassword'
 
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc, 401)
@@ -172,7 +172,7 @@ def test_api_unauthorized(botclient):
 
 
 def test_api_token_login(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     rc = client.post(f"{BASE_URI}/token/login",
                      data=None,
                      headers={'Authorization': _basic_auth_str('WRONG_USER', 'WRONG_PASS'),
@@ -191,7 +191,7 @@ def test_api_token_login(botclient):
 
 
 def test_api_token_refresh(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     rc = client_post(client, f"{BASE_URI}/token/login")
     assert_response(rc)
     rc = client.post(f"{BASE_URI}/token/refresh",
@@ -204,12 +204,12 @@ def test_api_token_refresh(botclient):
 
 
 def test_api_stop_workflow(botclient):
-    freqtrade, client = botclient
-    assert freqtrade.state == State.RUNNING
+    ftbot, client = botclient
+    assert ftbot.state == State.RUNNING
     rc = client_post(client, f"{BASE_URI}/stop")
     assert_response(rc)
     assert rc.json() == {'status': 'stopping trader ...'}
-    assert freqtrade.state == State.STOPPED
+    assert ftbot.state == State.STOPPED
 
     # Stop bot again
     rc = client_post(client, f"{BASE_URI}/stop")
@@ -220,7 +220,7 @@ def test_api_stop_workflow(botclient):
     rc = client_post(client, f"{BASE_URI}/start")
     assert_response(rc)
     assert rc.json() == {'status': 'starting trader ...'}
-    assert freqtrade.state == State.RUNNING
+    assert ftbot.state == State.RUNNING
 
     # Call start again
     rc = client_post(client, f"{BASE_URI}/start")
@@ -399,32 +399,32 @@ def test_api_cleanup(default_conf, mocker, caplog):
 
 
 def test_api_reloadconf(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_post(client, f"{BASE_URI}/reload_config")
     assert_response(rc)
     assert rc.json() == {'status': 'Reloading config ...'}
-    assert freqtrade.state == State.RELOAD_CONFIG
+    assert ftbot.state == State.RELOAD_CONFIG
 
 
 def test_api_stopbuy(botclient):
-    freqtrade, client = botclient
-    assert freqtrade.config['max_open_trades'] != 0
+    ftbot, client = botclient
+    assert ftbot.config['max_open_trades'] != 0
 
     rc = client_post(client, f"{BASE_URI}/stopbuy")
     assert_response(rc)
     assert rc.json() == {'status': 'No more buy will occur from now. Run /reload_config to reset.'}
-    assert freqtrade.config['max_open_trades'] == 0
+    assert ftbot.config['max_open_trades'] == 0
 
 
 def test_api_balance(botclient, mocker, rpc_balance):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
-    freqtrade.config['dry_run'] = False
+    ftbot.config['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
-    freqtrade.wallets.update()
+    ftbot.wallets.update()
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)
@@ -441,8 +441,8 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -463,13 +463,13 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json()["current"] == 4
     assert rc.json()["max"] == 1
 
-    freqtrade.config['max_open_trades'] = float('inf')
+    ftbot.config['max_open_trades'] = float('inf')
     rc = client_get(client, f"{BASE_URI}/count")
     assert rc.json()["max"] == -1
 
 
 def test_api_locks(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/locks")
     assert_response(rc)
@@ -503,8 +503,8 @@ def test_api_locks(botclient):
 
 
 def test_api_show_config(botclient, mocker):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -521,8 +521,8 @@ def test_api_show_config(botclient, mocker):
 
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -539,8 +539,8 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_trades(botclient, mocker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -567,8 +567,8 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -587,8 +587,8 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -603,7 +603,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
 
     create_mock_trades(fee)
     Trade.query.session.flush()
-    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+    ftbot.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
     trades[1].stoploss_order_id = '1234'
     assert len(trades) > 2
@@ -629,7 +629,7 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
 
 
 def test_api_logs(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     rc = client_get(client, f"{BASE_URI}/logs")
     assert_response(rc)
     assert len(rc.json()) == 2
@@ -661,8 +661,8 @@ def test_api_logs(botclient):
 
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -677,8 +677,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -728,8 +728,8 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -756,8 +756,8 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 
 def test_api_performance(botclient, fee):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
 
     trade = Trade(
         pair='LTC/ETH',
@@ -802,8 +802,8 @@ def test_api_performance(botclient, fee):
 
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
-    patch_get_signal(freqtrade, (True, False, None))
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False, None))
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -891,7 +891,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_version(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/version")
     assert_response(rc)
@@ -899,7 +899,7 @@ def test_api_version(botclient):
 
 
 def test_api_blacklist(botclient, mocker):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/blacklist")
     assert_response(rc)
@@ -934,7 +934,7 @@ def test_api_blacklist(botclient, mocker):
 
 
 def test_api_whitelist(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/whitelist")
     assert_response(rc)
@@ -946,7 +946,7 @@ def test_api_whitelist(botclient):
 
 
 def test_api_forcebuy(botclient, mocker, fee):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_post(client, f"{BASE_URI}/forcebuy",
                      data='{"pair": "ETH/BTC"}')
@@ -954,7 +954,7 @@ def test_api_forcebuy(botclient, mocker, fee):
     assert rc.json() == {"error": "Error querying /api/v1/forcebuy: Forcebuy not enabled."}
 
     # enable forcebuy
-    freqtrade.config['forcebuy_enable'] = True
+    ftbot.config['forcebuy_enable'] = True
 
     fbuy_mock = MagicMock(return_value=None)
     mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
@@ -1037,7 +1037,7 @@ def test_api_forcebuy(botclient, mocker, fee):
 
 
 def test_api_forcesell(botclient, mocker, ticker, fee, markets):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -1046,14 +1046,14 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(freqtrade, (True, False, None))
+    patch_get_signal(ftbot, (True, False, None))
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
     assert_response(rc, 502)
     assert rc.json() == {"error": "Error querying /api/v1/forcesell: invalid argument"}
 
-    freqtrade.enter_positions()
+    ftbot.enter_positions()
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
@@ -1062,7 +1062,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
 
 
 def test_api_pair_candles(botclient, ohlcv_history):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     timeframe = '5m'
     amount = 3
 
@@ -1090,7 +1090,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
     ohlcv_history.loc[1, 'buy'] = 1
     ohlcv_history['sell'] = 0
 
-    freqtrade.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
+    ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history)
 
     rc = client_get(client,
                     f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
@@ -1128,7 +1128,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
 
 
 def test_api_pair_history(botclient, ohlcv_history):
-    freqtrade, client = botclient
+    ftbot, client = botclient
     timeframe = '5m'
 
     # No pair
@@ -1181,23 +1181,23 @@ def test_api_pair_history(botclient, ohlcv_history):
 
 
 def test_api_plot_config(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
     assert rc.json() == {}
 
-    freqtrade.strategy.plot_config = {
+    ftbot.strategy.plot_config = {
         'main_plot': {'sma': {}},
         'subplots': {'RSI': {'rsi': {'color': 'red'}}}
     }
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
-    assert rc.json() == freqtrade.strategy.plot_config
+    assert rc.json() == ftbot.strategy.plot_config
     assert isinstance(rc.json()['main_plot'], dict)
     assert isinstance(rc.json()['subplots'], dict)
 
-    freqtrade.strategy.plot_config = {'main_plot': {'sma': {}}}
+    ftbot.strategy.plot_config = {'main_plot': {'sma': {}}}
     rc = client_get(client, f"{BASE_URI}/plot_config")
     assert_response(rc)
 
@@ -1206,7 +1206,7 @@ def test_api_plot_config(botclient):
 
 
 def test_api_strategies(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/strategies")
 
@@ -1219,7 +1219,7 @@ def test_api_strategies(botclient):
 
 
 def test_api_strategy(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
 
@@ -1234,7 +1234,7 @@ def test_api_strategy(botclient):
 
 
 def test_list_available_pairs(botclient):
-    freqtrade, client = botclient
+    ftbot, client = botclient
 
     rc = client_get(client, f"{BASE_URI}/available_pairs")
 

From ba0fa1120a6537d1d08af191e19b243556064f29 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 18:39:18 +0700
Subject: [PATCH 312/834] revert rename naming

---
 tests/rpc/test_rpc_telegram.py | 26 +++++++++++++-------------
 tests/test_freqtradebot.py     | 34 +++++++++++++++++-----------------
 2 files changed, 30 insertions(+), 30 deletions(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index ab66d18e8..5aeebb2d7 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -63,12 +63,12 @@ def get_telegram_testobject(mocker, default_conf, mock=True, freqtrade=None):
             _init=MagicMock(),
             _send_msg=msg_mock
         )
-    if not freqtrade:
-        freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    rpc = RPC(freqtrade)
+    if not ftbot:
+        ftbot = get_patched_freqtradebot(mocker, default_conf)
+    rpc = RPC(ftbot)
     telegram = Telegram(rpc, default_conf)
 
-    return telegram, freqtrade, msg_mock
+    return telegram, ftbot, msg_mock
 
 
 def test_telegram__init__(default_conf, mocker) -> None:
@@ -115,11 +115,11 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     patch_exchange(mocker)
     caplog.set_level(logging.DEBUG)
     default_conf['telegram']['enabled'] = False
-    freqtrade = FreqtradeBot(default_conf)
-    rpc = RPC(freqtrade)
+    bot = FreqtradeBot(default_conf)
+    rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(freqtrade, (True, False, None))
+    patch_get_signal(bot, (True, False, None))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -135,11 +135,11 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     update.message = Message(randint(1, 100), datetime.utcnow(), chat)
 
     default_conf['telegram']['enabled'] = False
-    freqtrade = FreqtradeBot(default_conf)
-    rpc = RPC(freqtrade)
+    bot = FreqtradeBot(default_conf)
+    rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(freqtrade, (True, False, None))
+    patch_get_signal(bot, (True, False, None))
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -152,10 +152,10 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
 
     default_conf['telegram']['enabled'] = False
 
-    freqtrade = FreqtradeBot(default_conf)
-    rpc = RPC(freqtrade)
+    bot = FreqtradeBot(default_conf)
+    rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(freqtrade, (True, False, None))
+    patch_get_signal(bot, (True, False, None))
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index abbef7858..b3a5bc409 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2014,16 +2014,16 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
 
 
 def test_bot_loop_start_called_once(mocker, default_conf, caplog):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
-    freqtrade.strategy.analyze = MagicMock()
+    patch_get_signal(ftbot)
+    ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
+    ftbot.strategy.analyze = MagicMock()
 
-    freqtrade.process()
+    ftbot.process()
     assert log_has_re(r'Strategy caused the following exception.*', caplog)
-    assert freqtrade.strategy.bot_loop_start.call_count == 1
-    assert freqtrade.strategy.analyze.call_count == 1
+    assert ftbot.strategy.bot_loop_start.call_count == 1
+    assert ftbot.strategy.analyze.call_count == 1
 
 
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -4086,14 +4086,14 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
     reinit_mock = MagicMock()
     mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    freqtrade.startup()
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    ftbot.startup()
     assert reinit_mock.call_count == 1
 
     reinit_mock.reset_mock()
 
-    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
-    freqtrade.startup()
+    ftbot = get_patched_freqtradebot(mocker, edge_conf)
+    ftbot.startup()
     assert reinit_mock.call_count == 0
 
 
@@ -4112,17 +4112,17 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
         get_fee=fee,
     )
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade)
-    assert freqtrade.wallets.get_free('BTC') == 0.002
+    bot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(bot)
+    assert bot.wallets.get_free('BTC') == 0.002
 
-    n = freqtrade.enter_positions()
+    n = bot.enter_positions()
     assert n == 2
     trades = Trade.query.all()
     assert len(trades) == 2
 
-    freqtrade.config['max_open_trades'] = 3
-    n = freqtrade.enter_positions()
+    bot.config['max_open_trades'] = 3
+    n = bot.enter_positions()
     assert n == 0
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",

From b9c2489b73629babd1dcc918fb4ec8c826d686dd Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 18:41:29 +0700
Subject: [PATCH 313/834] remove SN

---
 tests/edge/test_edge.py | 46 ++++++++++++++++++++---------------------
 1 file changed, 23 insertions(+), 23 deletions(-)

diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py
index 254134ce7..7bdc940df 100644
--- a/tests/edge/test_edge.py
+++ b/tests/edge/test_edge.py
@@ -76,23 +76,23 @@ def _time_on_candle(number):
 # End helper functions
 # Open trade should be removed from the end
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 1, '']],  # enter trade (signal on last candle)
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1]],  # enter trade (signal on last candle)
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
     trades=[]
 )
 
 # Two complete trades within dataframe(with sell hit for all)
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 1, ''],  # enter trade (signal on last candle)
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # exit at open
-    [3, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],  # no action
-    [4, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # should enter the trade
-    [5, 5000, 5025, 4975, 4987, 6172, 0, 1, ''],  # no action
-    [6, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],  # should sell
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1],  # enter trade (signal on last candle)
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],  # exit at open
+    [3, 5000, 5025, 4975, 4987, 6172, 1, 0],  # no action
+    [4, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should enter the trade
+    [5, 5000, 5025, 4975, 4987, 6172, 0, 1],  # no action
+    [6, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should sell
 ],
     stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2),
@@ -101,10 +101,10 @@ tc1 = BTContainer(data=[
 
 # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4600, 4987, 6172, 0, 0, ''],  # enter trade, stoploss hit
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4600, 4987, 6172, 0, 0],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -112,10 +112,10 @@ tc2 = BTContainer(data=[
 
 # 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4800, 4987, 6172, 0, 0, ''],  # enter trade, stoploss hit
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 0],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -123,10 +123,10 @@ tc3 = BTContainer(data=[
 
 # 5) Stoploss and sell are hit. should sell on stoploss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S  SN
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
-    [1, 5000, 5025, 4800, 4987, 6172, 0, 1, ''],  # enter trade, stoploss hit, sell signal
-    [2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 1],  # enter trade, stoploss hit, sell signal
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
 ],
     stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]

From 7a0cb95ffb00c1c14a8b6a62b3134017ed919214 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 20:43:27 +0700
Subject: [PATCH 314/834] fix testcase

---
 tests/rpc/test_rpc_telegram.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 5aeebb2d7..b678c3363 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -55,7 +55,7 @@ class DummyCls(Telegram):
         raise Exception('test')
 
 
-def get_telegram_testobject(mocker, default_conf, mock=True, freqtrade=None):
+def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
     msg_mock = MagicMock()
     if mock:
         mocker.patch.multiple(

From 0fcbe097c064df7943e21bcf7e7d3c0f6f84daf0 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 21:06:38 +0700
Subject: [PATCH 315/834] remove blankspace

---
 tests/optimize/__init__.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index 80fce9ca5..f29d8d585 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -44,7 +44,6 @@ def _get_frame_time_from_offset(offset):
 
 
 def _build_backtest_dataframe(data):
-    
     columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
     columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns
 

From b7ba2f115e46dcb7455f33a5154fef19053aae22 Mon Sep 17 00:00:00 2001
From: kevinjulian <sayakeju@gmail.com>
Date: Fri, 23 Jul 2021 21:20:32 +0700
Subject: [PATCH 316/834] retrigger checks


From 06e7f379b39087134ed8c756eb28a700668b23a0 Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 23 Jul 2021 16:32:30 -0400
Subject: [PATCH 317/834] Fix code to get Bittrex US-restricted markets

Old code was no longer working
---
 docs/exchanges.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index e54f97714..72f5e4ba4 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -77,8 +77,8 @@ You can get a list of restricted markets by using the following snippet:
 ``` python
 import ccxt
 ct = ccxt.bittrex()
-_ = ct.load_markets()
-res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarkets()['result'] if x['IsRestricted']]
+ct.load_markets()
+res = [f"{x['quoteCurrencySymbol']}/{x['baseCurrencySymbol']}" for x in ct.publicGetMarkets() if 'US' in x['prohibitedIn']]
 print(res)
 ```
 

From b42afb9daebc5bde5118cefeb6a4a6ea1ab57d51 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 24 Jul 2021 17:07:06 -0600
Subject: [PATCH 318/834] get_rate checks if side is buy for some console
 output

---
 freqtrade/exchange/exchange.py | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 91b278077..bd3282604 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1038,10 +1038,13 @@ class Exchange:
                 )
                 raise PricingError from e
 
-            logger.info(f"{name} price from orderbook {conf_strategy['price_side'].capitalize()}"
-                        f"side - top {order_book_top} order book {side} rate {rate:.8f}")
+            if side == "buy":
+                price_side = {conf_strategy['price_side'].capitalize()}
+                logger.info(f"{name} price from orderbook {price_side}"
+                            f"side - top {order_book_top} order book {side} rate {rate:.8f}")
         else:
-            logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
+            if side == "buy":
+                logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last']:

From 34c8a5afaff2c06fc0a09df0d4eba6ad2464bcc6 Mon Sep 17 00:00:00 2001
From: sauces1313 <sauces1313@fmdidgaf.com>
Date: Sun, 25 Jul 2021 07:24:55 +0000
Subject: [PATCH 319/834] remove second filter, add max option

---
 docs/includes/pairlists.md                    |  24 +---
 freqtrade/constants.py                        |   2 +-
 .../plugins/pairlist/rangestabilityfilter.py  |  12 +-
 .../pairlist/rangestabilityfiltermax.py       | 109 ------------------
 tests/plugins/test_pairlist.py                |  18 +--
 5 files changed, 26 insertions(+), 139 deletions(-)
 delete mode 100644 freqtrade/plugins/pairlist/rangestabilityfiltermax.py

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 0368e8a6f..e9d2f45e7 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -155,10 +155,10 @@ If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio
 
 #### RangeStabilityFilter
 
-Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
+Removes pairs where the difference between lowest low and highest high over `lookback_days` days is below `min_rate_of_change` or above `max_rate_of_change`. Since this is a filter that requires additional data, the results are cached for `refresh_period`.
 
 In the below example:
-If the trading range over the last 10 days is <1%, remove the pair from the whitelist.
+If the trading range over the last 10 days is <1% or >99%, remove the pair from the whitelist.
 
 ```json
 "pairlists": [
@@ -166,6 +166,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
         "method": "RangeStabilityFilter",
         "lookback_days": 10,
         "min_rate_of_change": 0.01,
+        "max_rate_of_change": 0.99,
         "refresh_period": 1440
     }
 ]
@@ -173,24 +174,7 @@ If the trading range over the last 10 days is <1%, remove the pair from the whit
 
 !!! Tip
     This Filter can be used to automatically remove stable coin pairs, which have a very low trading range, and are therefore extremely difficult to trade with profit.
-
-#### RangeStabilityFilterMax
-
-Same function as `RangeStabilityFilter` but instead of a minimum value, it uses a maximum value for rate of change, i.e. `max_rate_of_change` as seen in the example below.
-
-```json
-"pairlists": [
-    {
-        "method": "RangeStabilityFilterMax",
-        "lookback_days": 10,
-        "max_rate_of_change": 1.01,
-        "refresh_period": 1440
-    }
-]
-```
-
-!!! Tip
-    This Filter can be used to automatically remove pairs with extreme high/low variance over a given amount of time (`lookback_days`).
+    Additionally, it can also be used to automatically remove pairs with extreme high/low variance over a given amount of time.
 
 #### VolatilityFilter
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 089569842..f4c32387b 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -28,7 +28,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
                        'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
-                       'SpreadFilter', 'VolatilityFilter', 'RangeStabilityFilterMax']
+                       'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index a6d1820de..105568f17 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -26,6 +26,7 @@ class RangeStabilityFilter(IPairList):
 
         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', 0.99)
         self._refresh_period = pairlistconfig.get('refresh_period', 1440)
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
@@ -51,7 +52,8 @@ class RangeStabilityFilter(IPairList):
         Short whitelist method description - used for startup-messages
         """
         return (f"{self.name} - Filtering pairs with rate of change below "
-                f"{self._min_rate_of_change} over the last {plural(self._days, 'day')}.")
+                f"{self._min_rate_of_change} and above "
+                f"{self._max_rate_of_change} over the last {plural(self._days, 'day')}.")
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -104,6 +106,14 @@ class RangeStabilityFilter(IPairList):
                               f"which is below the threshold of {self._min_rate_of_change}.",
                               logger.info)
                 result = False
+            if pct_change <= self._max_rate_of_change:
+                result = True
+            else:
+                self.log_once(f"Removed {pair} from whitelist, because rate of change "
+                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
+                              f"which is above the threshold of {self._max_rate_of_change}.",
+                              logger.info)
+                result = False
             self._pair_cache[pair] = result
 
         return result
diff --git a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py b/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
deleted file mode 100644
index e0cf5b9b4..000000000
--- a/freqtrade/plugins/pairlist/rangestabilityfiltermax.py
+++ /dev/null
@@ -1,109 +0,0 @@
-"""
-Rate of change pairlist filter
-"""
-import logging
-from copy import deepcopy
-from typing import Any, Dict, List, Optional
-
-import arrow
-from cachetools.ttl import TTLCache
-from pandas import DataFrame
-
-from freqtrade.exceptions import OperationalException
-from freqtrade.misc import plural
-from freqtrade.plugins.pairlist.IPairList import IPairList
-
-
-logger = logging.getLogger(__name__)
-
-
-class RangeStabilityFilterMax(IPairList):
-
-    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)
-
-        self._days = pairlistconfig.get('lookback_days', 10)
-        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', 0.02)
-        self._refresh_period = pairlistconfig.get('refresh_period', 1440)
-
-        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
-
-        if self._days < 1:
-            raise OperationalException("RangeStabilityFilterMax requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit('1d'):
-            raise OperationalException("RangeStabilityFilterMax requires lookback_days to not "
-                                       "exceed exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
-
-    @property
-    def needstickers(self) -> bool:
-        """
-        Boolean property defining if tickers are necessary.
-        If no Pairlist requires tickers, an empty List is passed
-        as tickers argument to filter_pairlist
-        """
-        return False
-
-    def short_desc(self) -> str:
-        """
-        Short whitelist method description - used for startup-messages
-        """
-        return (f"{self.name} - Filtering pairs with rate of change below "
-                f"{self._max_rate_of_change} over the last {plural(self._days, 'day')}.")
-
-    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
-        """
-        Validate trading range
-        :param pairlist: pairlist to filter or sort
-        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
-        :return: new allowlist
-        """
-        needed_pairs = [(p, '1d') for p in pairlist if p not in self._pair_cache]
-
-        since_ms = int(arrow.utcnow()
-                       .floor('day')
-                       .shift(days=-self._days - 1)
-                       .float_timestamp) * 1000
-        # Get all candles
-        candles = {}
-        if needed_pairs:
-            candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms,
-                                                          cache=False)
-
-        if self._enabled:
-            for p in deepcopy(pairlist):
-                daily_candles = candles[(p, '1d')] if (p, '1d') in candles else None
-                if not self._validate_pair_loc(p, daily_candles):
-                    pairlist.remove(p)
-        return pairlist
-
-    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
-        """
-        Validate trading range
-        :param pair: Pair that's currently validated
-        :param ticker: ticker dict as returned from ccxt.load_markets()
-        :return: True if the pair can stay, false if it should be removed
-        """
-        # Check symbol in cache
-        cached_res = self._pair_cache.get(pair, None)
-        if cached_res is not None:
-            return cached_res
-
-        result = False
-        if daily_candles is not None and not daily_candles.empty:
-            highest_high = daily_candles['high'].max()
-            lowest_low = daily_candles['low'].min()
-            pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0
-            if pct_change <= self._max_rate_of_change:
-                result = True
-            else:
-                self.log_once(f"Removed {pair} from whitelist, because rate of change "
-                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
-                              f"which is above the threshold of {self._max_rate_of_change}.",
-                              logger.info)
-                result = False
-            self._pair_cache[pair] = result
-
-        return result
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index ae8f6e958..550587da9 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -412,7 +412,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
         "USDT", ['NANO/USDT']),
     ([{"method": "StaticPairList"},
       {"method": "RangeStabilityFilter", "lookback_days": 10,
-       "min_rate_of_change": 0.01, "refresh_period": 1440}],
+       "min_rate_of_change": 0.01, "max_rate_of_change": 0.99, "refresh_period": 1440}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
     ([{"method": "StaticPairList"},
       {"method": "VolatilityFilter", "lookback_days": 3,
@@ -718,15 +718,16 @@ def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):
         get_patched_freqtradebot(mocker, default_conf)
 
 
-@pytest.mark.parametrize('min_rate_of_change,expected_length', [
-    (0.01, 5),
-    (0.05, 0),  # Setting rate_of_change to 5% removes all pairs from the whitelist.
+@pytest.mark.parametrize('min_rate_of_change,max_rate_of_change,expected_length', [
+    (0.01, 0.99, 5),
+    (0.05, 0.0, 0),  # Setting min rate_of_change to 5% removes all pairs from the whitelist.
 ])
 def test_rangestabilityfilter_caching(mocker, markets, default_conf, tickers, ohlcv_history,
-                                      min_rate_of_change, expected_length):
+                                      min_rate_of_change, max_rate_of_change, expected_length):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'RangeStabilityFilter', 'lookback_days': 2,
-                                  'min_rate_of_change': min_rate_of_change}]
+                                  'min_rate_of_change': min_rate_of_change,
+                                  "max_rate_of_change": max_rate_of_change}]
 
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           markets=PropertyMock(return_value=markets),
@@ -828,9 +829,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
      None,
      "PriceFilter requires max_value to be >= 0"
      ),  # OperationalException expected
-    ({"method": "RangeStabilityFilter", "lookback_days": 10, "min_rate_of_change": 0.01},
+    ({"method": "RangeStabilityFilter", "lookback_days": 10,
+     "min_rate_of_change": 0.01, "max_rate_of_change": 0.99},
      "[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
-     "0.01 over the last days.'}]",
+     "0.01 and above 0.99 over the last days.'}]",
         None
      ),
 ])

From 1e32a3ca0927bc6f19c092b0f86e801ef2f9c4f0 Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Sun, 25 Jul 2021 15:54:49 +0200
Subject: [PATCH 320/834] :memo: Docs - StrategyAdvanced - Added `current_time`
 to `confirm_trade_entry/exit()` examples

---
 docs/strategy-advanced.md | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 4dba9ad4a..cd0f60ce6 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -454,7 +454,7 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, **kwargs) -> bool:
+                            time_in_force: str, current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a buy order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -469,6 +469,7 @@ class AwesomeStrategy(IStrategy):
         :param amount: Amount in target (quote) currency that's going to be traded.
         :param rate: Rate that's going to be used when using limit orders
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process
@@ -490,7 +491,8 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
-                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+                           rate: float, time_in_force: str, sell_reason: str,
+                           current_time: datetime, **kwargs) -> bool:
         """
         Called right before placing a regular sell order.
         Timing for this function is critical, so avoid doing heavy computations or
@@ -508,6 +510,7 @@ class AwesomeStrategy(IStrategy):
         :param sell_reason: Sell reason.
             Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                            'sell_signal', 'force_sell', 'emergency_sell']
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the sell-order is placed on the exchange.
             False aborts the process

From 05f74bdf5382dd362ac0cd6584ec17937ef9ba06 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 25 Jul 2021 16:13:04 -0600
Subject: [PATCH 321/834] Changed log ouput to debug in exchange.get_rate

---
 freqtrade/exchange/exchange.py | 11 ++++-------
 1 file changed, 4 insertions(+), 7 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index bd3282604..ed2ab0a61 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1037,14 +1037,11 @@ class Exchange:
                     f"determined. Orderbook: {order_book}"
                 )
                 raise PricingError from e
-
-            if side == "buy":
-                price_side = {conf_strategy['price_side'].capitalize()}
-                logger.info(f"{name} price from orderbook {price_side}"
-                            f"side - top {order_book_top} order book {side} rate {rate:.8f}")
+            price_side = {conf_strategy['price_side'].capitalize()}
+            logger.debug(f"{name} price from orderbook {price_side}"
+                         f"side - top {order_book_top} order book {side} rate {rate:.8f}")
         else:
-            if side == "buy":
-                logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
+            logger.debug(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last']:

From 11937fd1bfe0f0d182e92e0fc5b9ee3f69576c69 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:00:57 +0000
Subject: [PATCH 322/834] Bump mkdocs-material from 7.1.11 to 7.2.1

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.1.11 to 7.2.1.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.1.11...7.2.1)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 32a1df58e..6a904c951 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.1.11
+mkdocs-material==7.2.1
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 7d428f9cb98bc3b6fecbd650c4a4e272c6a15f1f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:01:05 +0000
Subject: [PATCH 323/834] Bump fastapi from 0.66.0 to 0.67.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.66.0 to 0.67.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.66.0...0.67.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8e26dfc6c..b3d9225c2 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.66.0
+fastapi==0.67.0
 uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From 0f82174c525c9b18f921971cd3bc4fe42dcbd5f9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:01:16 +0000
Subject: [PATCH 324/834] Bump sqlalchemy from 1.4.21 to 1.4.22

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.21 to 1.4.22.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8e26dfc6c..55200def3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.53.25
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.21
+SQLAlchemy==1.4.22
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2

From 6a3838ea4bce3364253aded4493b6ec69fca0baf Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:01:20 +0000
Subject: [PATCH 325/834] Bump coveralls from 3.1.0 to 3.2.0

Bumps [coveralls](https://github.com/TheKevJames/coveralls-python) from 3.1.0 to 3.2.0.
- [Release notes](https://github.com/TheKevJames/coveralls-python/releases)
- [Changelog](https://github.com/TheKevJames/coveralls-python/blob/master/CHANGELOG.md)
- [Commits](https://github.com/TheKevJames/coveralls-python/compare/3.1.0...3.2.0)

---
updated-dependencies:
- dependency-name: coveralls
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index e25f810cd..537936a86 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==3.1.0
+coveralls==3.2.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0

From 0fac9c9cf277f16af3c175fc9414b811a5765077 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 26 Jul 2021 03:01:25 +0000
Subject: [PATCH 326/834] Bump pandas from 1.3.0 to 1.3.1

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.0 to 1.3.1.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.3.0...v1.3.1)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 8e26dfc6c..291aa666a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.1
-pandas==1.3.0
+pandas==1.3.1
 
 ccxt==1.53.25
 # Pin cryptography for now due to rust build errors with piwheels

From a451a9727462c530257c85a5a0e082e2fa179094 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Tue, 27 Jul 2021 05:39:35 +0000
Subject: [PATCH 327/834] Bump ccxt from 1.53.25 to 1.53.72

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.53.25 to 1.53.72.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.53.25...1.53.72)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4cfe5f42c..d7545946c 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.53.25
+ccxt==1.53.72
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 25c527ee678f5aa0b38bc59520d50829128716af Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 24 Jul 2021 19:30:34 -0600
Subject: [PATCH 328/834]  combined exchange.buy and exchange.sell, Adding
 dummy mock to create_order in tests in test_freqtradebot

---
 freqtrade/exchange/exchange.py  |  37 ++----
 freqtrade/freqtradebot.py       |  16 +--
 tests/exchange/test_exchange.py |  68 ++++++-----
 tests/exchange/test_kraken.py   |   7 +-
 tests/rpc/test_rpc.py           |   2 +-
 tests/test_freqtradebot.py      | 209 +++++++++++++++++++++-----------
 tests/test_wallets.py           |   4 +-
 7 files changed, 200 insertions(+), 143 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ed2ab0a61..54b89e451 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -689,7 +689,16 @@ class Exchange:
     # Order handling
 
     def create_order(self, pair: str, ordertype: str, side: str, amount: float,
-                     rate: float, params: Dict = {}) -> Dict:
+                     rate: float, time_in_force: str = 'gtc') -> Dict:
+
+        if self._config['dry_run']:
+            dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate)
+            return dry_order
+
+        params = self._params.copy()
+        if time_in_force != 'gtc' and ordertype != 'market':
+            params.update({'timeInForce': time_in_force})
+
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.amount_to_precision(pair, amount)
@@ -720,32 +729,6 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def buy(self, pair: str, ordertype: str, amount: float,
-            rate: float, time_in_force: str) -> Dict:
-
-        if self._config['dry_run']:
-            dry_order = self.create_dry_run_order(pair, ordertype, "buy", amount, rate)
-            return dry_order
-
-        params = self._params.copy()
-        if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
-
-        return self.create_order(pair, ordertype, 'buy', amount, rate, params)
-
-    def sell(self, pair: str, ordertype: str, amount: float,
-             rate: float, time_in_force: str = 'gtc') -> Dict:
-
-        if self._config['dry_run']:
-            dry_order = self.create_dry_run_order(pair, ordertype, "sell", amount, rate)
-            return dry_order
-
-        params = self._params.copy()
-        if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
-
-        return self.create_order(pair, ordertype, 'sell', amount, rate, params)
-
     def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d430dbc48..25b8d154b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -510,9 +510,9 @@ class FreqtradeBot(LoggingMixin):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)
-        order = self.exchange.buy(pair=pair, ordertype=order_type,
-                                  amount=amount, rate=buy_limit_requested,
-                                  time_in_force=time_in_force)
+        order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy",
+                                           amount=amount, rate=buy_limit_requested,
+                                           time_in_force=time_in_force)
         order_obj = Order.parse_from_ccxt_object(order, pair, 'buy')
         order_id = order['id']
         order_status = order.get('status', None)
@@ -1094,11 +1094,11 @@ class FreqtradeBot(LoggingMixin):
 
         try:
             # Execute sell and update trade record
-            order = self.exchange.sell(pair=trade.pair,
-                                       ordertype=order_type,
-                                       amount=amount, rate=limit,
-                                       time_in_force=time_in_force
-                                       )
+            order = self.exchange.create_order(pair=trade.pair,
+                                               ordertype=order_type, side="sell",
+                                               amount=amount, rate=limit,
+                                               time_in_force=time_in_force
+                                               )
         except InsufficientFundsError as e:
             logger.warning(f"Unable to place order {e}.")
             # Try to figure out what went wrong
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 02adf01c4..bacb7edbb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1056,8 +1056,8 @@ def test_buy_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf)
 
-    order = exchange.buy(pair='ETH/BTC', ordertype='limit',
-                         amount=1, rate=200, time_in_force='gtc')
+    order = exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy",
+                                  amount=1, rate=200, time_in_force='gtc')
     assert 'id' in order
     assert 'dry_run_buy_' in order['id']
 
@@ -1080,8 +1080,8 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1094,9 +1094,10 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     api_mock.create_order.reset_mock()
     order_type = 'limit'
-    order = exchange.buy(
+    order = exchange.create_order(
         pair='ETH/BTC',
         ordertype=order_type,
+        side="buy",
         amount=1,
         rate=200,
         time_in_force=time_in_force)
@@ -1110,32 +1111,32 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype='limit',
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype='limit', side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype='market',
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype='market', side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(OperationalException):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                     amount=1, rate=200, time_in_force=time_in_force)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                              amount=1, rate=200, time_in_force=time_in_force)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1157,8 +1158,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     order_type = 'limit'
     time_in_force = 'ioc'
 
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1174,8 +1175,8 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     order_type = 'market'
     time_in_force = 'ioc'
 
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1193,7 +1194,8 @@ def test_sell_dry_run(default_conf, mocker):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf)
 
-    order = exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
+    order = exchange.create_order(pair='ETH/BTC', ordertype='limit',
+                                  side="sell", amount=1, rate=200)
     assert 'id' in order
     assert 'dry_run_sell_' in order['id']
 
@@ -1216,7 +1218,8 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
+                                  side="sell", amount=1, rate=200)
 
     assert 'id' in order
     assert 'info' in order
@@ -1229,7 +1232,8 @@ def test_sell_prod(default_conf, mocker, exchange_name):
 
     api_mock.create_order.reset_mock()
     order_type = 'limit'
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
+                                  side="sell", amount=1, rate=200)
     assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
     assert api_mock.create_order.call_args[0][1] == order_type
     assert api_mock.create_order.call_args[0][2] == 'sell'
@@ -1240,28 +1244,28 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype='limit', side="sell", amount=1, rate=200)
 
     # Market orders don't require price, so the behaviour is slightly different
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype='market', amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype='market', side="sell", amount=1, rate=200)
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
 
     with pytest.raises(OperationalException):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+        exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell", amount=1, rate=200)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1283,8 +1287,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     order_type = 'limit'
     time_in_force = 'ioc'
 
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
-                          amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -1299,8 +1303,8 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
 
     order_type = 'market'
     time_in_force = 'ioc'
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type,
-                          amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="sell",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -2186,7 +2190,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
-    order = exchange.buy('ETH/BTC', 'limit', 5, 0.55, 'gtc')
+    order = exchange.create_order('ETH/BTC', 'limit', "sell", 5, 0.55, 'gtc')
 
     cancel_order = exchange.cancel_order(order_id=order['id'], pair='ETH/BTC')
     assert order['id'] == cancel_order['id']
diff --git a/tests/exchange/test_kraken.py b/tests/exchange/test_kraken.py
index ed22cde92..eb79dfc10 100644
--- a/tests/exchange/test_kraken.py
+++ b/tests/exchange/test_kraken.py
@@ -31,8 +31,8 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
-    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
-                         amount=1, rate=200, time_in_force=time_in_force)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type, side="buy",
+                                  amount=1, rate=200, time_in_force=time_in_force)
 
     assert 'id' in order
     assert 'info' in order
@@ -63,7 +63,8 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
 
-    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+    order = exchange.create_order(pair='ETH/BTC', ordertype=order_type,
+                                  side="sell", amount=1, rate=200)
 
     assert 'id' in order
     assert 'info' in order
diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index fad24f9e2..05a4316f8 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -857,7 +857,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
         get_balances=MagicMock(return_value=ticker),
         fetch_ticker=ticker,
         get_fee=fee,
-        buy=buy_mm
+        create_order=buy_mm
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 4912a2a4d..31e3a4ff7 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -169,7 +169,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee
     )
     default_conf['dry_run_wallet'] = wallet
@@ -384,7 +384,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=buy_mock,
+        create_order=buy_mock,
         get_fee=fee,
     )
     default_conf['stake_amount'] = 0.0005
@@ -404,7 +404,7 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=buy_mock,
+        create_order=buy_mock,
         get_fee=fee,
     )
 
@@ -425,7 +425,7 @@ def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_op
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=buy_mock,
+        create_order=buy_mock,
         get_fee=fee,
     )
 
@@ -444,7 +444,7 @@ def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     default_conf['max_open_trades'] = 0
@@ -464,7 +464,7 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
 
@@ -487,7 +487,7 @@ def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_o
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
     default_conf['exchange']['pair_whitelist'] = []
@@ -507,7 +507,7 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -556,7 +556,7 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -577,7 +577,7 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -606,7 +606,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
@@ -641,7 +641,7 @@ def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(side_effect=TemporaryError)
+        create_order=MagicMock(side_effect=TemporaryError)
     )
     sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
 
@@ -658,7 +658,7 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(side_effect=OperationalException)
+        create_order=MagicMock(side_effect=OperationalException)
     )
     worker = Worker(args=None, config=default_conf)
     patch_get_signal(worker.freqtrade)
@@ -676,7 +676,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         fetch_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
@@ -703,7 +703,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
         fetch_order=MagicMock(return_value=limit_buy_order),
         get_fee=fee,
     )
@@ -753,7 +753,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(side_effect=TemporaryError),
+        create_order=MagicMock(side_effect=TemporaryError),
         refresh_latest_ohlcv=refresh_mock,
     )
     inf_pairs = MagicMock(return_value=[("BTC/ETH", '1m'), ("ETH/USDT", "1h")])
@@ -790,7 +790,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=buy_mm,
+        create_order=buy_mm,
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
     )
@@ -839,7 +839,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['cost'] = 100
     limit_buy_order['id'] = '444'
 
-    mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=limit_buy_order))
     assert freqtrade.execute_buy(pair, stake_amount)
     trade = Trade.query.all()[2]
     assert trade
@@ -855,7 +856,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['price'] = 0.5
     limit_buy_order['cost'] = 40.495905365
     limit_buy_order['id'] = '555'
-    mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=limit_buy_order))
     assert freqtrade.execute_buy(pair, stake_amount)
     trade = Trade.query.all()[3]
     assert trade
@@ -889,7 +891,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['price'] = 0.5
     limit_buy_order['cost'] = 0.0
     limit_buy_order['id'] = '66'
-    mocker.patch('freqtrade.exchange.Exchange.buy', MagicMock(return_value=limit_buy_order))
+    mocker.patch('freqtrade.exchange.Exchange.create_order',
+                 MagicMock(return_value=limit_buy_order))
     assert not freqtrade.execute_buy(pair, stake_amount)
 
     # Fail to get price...
@@ -908,7 +911,7 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order),
+        create_order=MagicMock(return_value=limit_buy_order),
         get_rate=MagicMock(return_value=0.11),
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
@@ -970,8 +973,10 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1087,8 +1092,10 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1116,7 +1123,10 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
                                              limit_buy_order_open, limit_sell_order):
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
-    sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
+    create_order_mock = MagicMock(side_effect=[
+        limit_buy_order_open,
+        {'id': limit_sell_order['id']}
+    ])
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
@@ -1124,8 +1134,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
-        sell=sell_mock,
+        create_order=create_order_mock,
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1147,10 +1156,10 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert log_has("Selling the trade forcefully", caplog)
 
     # Should call a market sell
-    assert sell_mock.call_count == 1
-    assert sell_mock.call_args[1]['ordertype'] == 'market'
-    assert sell_mock.call_args[1]['pair'] == trade.pair
-    assert sell_mock.call_args[1]['amount'] == trade.amount
+    assert create_order_mock.call_count == 2
+    assert create_order_mock.call_args[1]['ordertype'] == 'market'
+    assert create_order_mock.call_args[1]['pair'] == trade.pair
+    assert create_order_mock.call_args[1]['amount'] == trade.amount
 
     # Rpc is sending first buy, then sell
     assert rpc_mock.call_count == 2
@@ -1171,8 +1180,10 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
-        sell=sell_mock,
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            sell_mock,
+        ]),
         get_fee=fee,
         fetch_order=MagicMock(return_value={'status': 'canceled'}),
     )
@@ -1212,8 +1223,10 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1318,8 +1331,10 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1391,8 +1406,10 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
     )
     mocker.patch.multiple(
@@ -1502,8 +1519,10 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
-        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        create_order=MagicMock(side_effect=[
+            {'id': limit_buy_order['id']},
+            {'id': limit_sell_order['id']},
+        ]),
         get_fee=fee,
         stoploss=stoploss,
     )
@@ -1840,8 +1859,10 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order),
-        sell=MagicMock(return_value=limit_sell_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order,
+            limit_sell_order_open,
+        ]),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1877,7 +1898,10 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
 
@@ -1930,7 +1954,10 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
 
@@ -1954,15 +1981,18 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
                    caplog)
 
 
-def test_handle_trade_use_sell_signal(
-        default_conf, ticker, limit_buy_order_open, fee, mocker, caplog) -> None:
+def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
+                                      limit_sell_order_open, fee, mocker, caplog) -> None:
     # use_sell_signal is True buy default
     caplog.set_level(logging.DEBUG)
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            limit_sell_order_open,
+        ]),
         get_fee=fee,
     )
 
@@ -1990,7 +2020,7 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -2746,13 +2776,16 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
-    sellmock = MagicMock(return_value={'id': '12345555'})
+    create_order_mock = MagicMock(side_effect=[
+        {'id': '12345554'},
+        {'id': '12345555'},
+    ])
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        sell=sellmock
+        create_order=create_order_mock,
     )
 
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -2767,7 +2800,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
 
     freqtrade.execute_sell(trade=trade, limit=1234,
                            sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
-    assert sellmock.call_count == 1
+    assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
@@ -2963,7 +2996,10 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
-        sell=MagicMock(side_effect=InsufficientFundsError())
+        create_order=MagicMock(side_effect=[
+            {'id': 1234553382},
+            InsufficientFundsError(),
+        ]),
     )
     patch_get_signal(freqtrade)
 
@@ -2996,7 +3032,10 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf.update({
@@ -3033,7 +3072,10 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
             'ask': 0.00002173,
             'last': 0.00002172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf.update({
@@ -3064,7 +3106,10 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
             'ask': 0.00000173,
             'last': 0.00000172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf.update({
@@ -3094,7 +3139,10 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
             'ask': 0.0000173,
             'last': 0.0000172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf.update({
@@ -3127,7 +3175,10 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
             'ask': 0.00002173,
             'last': 0.00002172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
 
@@ -3245,7 +3296,10 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
             'ask': 0.0000173,
             'last': 0.0000172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf['ignore_roi_if_buy_signal'] = True
@@ -3279,7 +3333,10 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
             'ask': 0.00001099,
             'last': 0.00001099
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf['trailing_stop'] = True
@@ -3331,7 +3388,10 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
             'ask': buy_price - 0.000001,
             'last': buy_price - 0.000001
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     default_conf['trailing_stop'] = True
@@ -3388,7 +3448,10 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
             'ask': buy_price - 0.000001,
             'last': buy_price - 0.000001
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+        ]),
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -3448,7 +3511,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
             'ask': buy_price,
             'last': buy_price
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -3508,7 +3571,11 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
             'ask': 0.00000173,
             'last': 0.00000172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            {'id': 1234553382},
+            {'id': 1234553383}
+        ]),
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
@@ -3905,7 +3972,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
 
@@ -3942,7 +4009,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
         get_fee=fee,
     )
     # Save state of current whitelist
@@ -4039,8 +4106,10 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
             'ask': 0.00001173,
             'last': 0.00001172
         }),
-        buy=MagicMock(return_value=limit_buy_order_open),
-        sell=MagicMock(return_value=limit_sell_order_open),
+        create_order=MagicMock(side_effect=[
+            limit_buy_order_open,
+            limit_sell_order_open,
+        ]),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -4105,7 +4174,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
 
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 64db3b9cd..9f58cb71d 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -125,7 +125,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
                         (1,    None, 50, 66.66666),
                         (0.99, None, 49.5, 66.0),
                         (0.50, None, 25, 33.3333),
-                        # Tests with capital ignore balance_ratio
+    # Tests with capital ignore balance_ratio
                         (1,    100, 50, 0.0),
                         (0.99, 200, 50, 66.66666),
                         (0.99, 150, 50, 50),
@@ -138,7 +138,7 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        buy=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee
     )
 

From cf4d1875dd2f34c74f64fa416b23aa4804cc1a6c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Jul 2021 06:56:37 +0200
Subject: [PATCH 329/834] Use prohibitedIn instead of isRestricted

---
 docs/exchanges.md               | 5 +++--
 freqtrade/exchange/exchange.py  | 2 +-
 tests/exchange/test_exchange.py | 2 +-
 3 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 72f5e4ba4..29b9bb533 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -77,8 +77,9 @@ You can get a list of restricted markets by using the following snippet:
 ``` python
 import ccxt
 ct = ccxt.bittrex()
-ct.load_markets()
-res = [f"{x['quoteCurrencySymbol']}/{x['baseCurrencySymbol']}" for x in ct.publicGetMarkets() if 'US' in x['prohibitedIn']]
+lm = ct.load_markets()
+
+res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
 print(res)
 ```
 
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 91b278077..47ce8b4ba 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -387,7 +387,7 @@ class Exchange:
                 # its contents depend on the exchange.
                 # It can also be a string or similar ... so we need to verify that first.
             elif (isinstance(self.markets[pair].get('info', None), dict)
-                  and self.markets[pair].get('info', {}).get('IsRestricted', False)):
+                  and self.markets[pair].get('info', {}).get('prohibitedIn', False)):
                 # Warn users about restricted pairs in whitelist.
                 # We cannot determine reliably if Users are affected.
                 logger.warning(f"Pair {pair} is restricted for some users on this exchange."
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 02adf01c4..bf77a9460 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -673,7 +673,7 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
     api_mock = MagicMock()
     type(api_mock).load_markets = MagicMock(return_value={
         'ETH/BTC': {'quote': 'BTC'}, 'LTC/BTC': {'quote': 'BTC'},
-        'XRP/BTC': {'quote': 'BTC', 'info': {'IsRestricted': True}},
+        'XRP/BTC': {'quote': 'BTC', 'info': {'prohibitedIn': ['US']}},
         'NEO/BTC': {'quote': 'BTC', 'info': 'TestString'},  # info can also be a string ...
     })
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))

From 6490b82ad61d4ec0796b62fe68ecdcf606dfc970 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Jul 2021 19:48:36 +0200
Subject: [PATCH 330/834] Update docker-documentation for multiarch builds

---
 docs/docker_quickstart.md | 91 ++++++++-------------------------------
 1 file changed, 17 insertions(+), 74 deletions(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index cb66fc7e2..1fa229225 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -24,82 +24,21 @@ Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.co
 
 Create a new directory and place the [docker-compose file](https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml) in this directory.
 
-=== "PC/MAC/Linux"
-    ``` bash
-    mkdir ft_userdata
-    cd ft_userdata/
-    # Download the docker-compose file from the repository
-    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
+``` bash
+mkdir ft_userdata
+cd ft_userdata/
+# Download the docker-compose file from the repository
+curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
 
-    # Pull the freqtrade image
-    docker-compose pull
+# Pull the freqtrade image
+docker-compose pull
 
-    # Create user directory structure
-    docker-compose run --rm freqtrade create-userdir --userdir user_data
+# Create user directory structure
+docker-compose run --rm freqtrade create-userdir --userdir user_data
 
-    # Create configuration - Requires answering interactive questions
-    docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
-
-=== "RaspberryPi"
-    ``` bash
-    mkdir ft_userdata
-    cd ft_userdata/
-    # Download the docker-compose file from the repository
-    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
-
-    # Edit the compose file to use an image named `*_pi` (stable_pi or develop_pi)
-
-    # Pull the freqtrade image
-    docker-compose pull
-
-    # Create user directory structure
-    docker-compose run --rm freqtrade create-userdir --userdir user_data
-
-    # Create configuration - Requires answering interactive questions
-    docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
-
-    !!! Note "Change your docker Image"
-        You have to change the docker image in the docker-compose file for your Raspberry build to work properly.
-        ``` yml
-        image: freqtradeorg/freqtrade:stable_pi
-        # image: freqtradeorg/freqtrade:develop_pi
-        ```
-
-=== "ARM 64 Systenms (Mac M1, Raspberry Pi 4, Jetson Nano)"
-    In case of a Mac M1, make sure that your docker installation is running in native mode
-    Arm64 images are not yet provided via Docker Hub and need to be build locally first.
-    Depending on the device, this may take a few minutes (Apple M1) or multiple hours (Raspberry Pi)
-
-    ``` bash
-    # Clone Freqtrade repository
-    git clone  https://github.com/freqtrade/freqtrade.git
-    cd freqtrade
-    # Optionally switch to the stable version
-    git checkout stable   
-
-    # Modify your docker-compose file to enable building and change the image name 
-    # (see the Note Box below for necessary changes)
-
-    # Build image
-    docker-compose build
-    
-    # Create user directory structure
-    docker-compose run --rm freqtrade create-userdir --userdir user_data
-
-    # Create configuration - Requires answering interactive questions
-    docker-compose run --rm freqtrade new-config --config user_data/config.json
-    ```
-
-    !!! Note "Change your docker Image"
-        You have to change the docker image in the docker-compose file for your arm64 build to work properly.
-        ``` yml
-        image: freqtradeorg/freqtrade:custom_arm64
-        build:
-          context: .
-          dockerfile: "Dockerfile"
-        ```
+# Create configuration - Requires answering interactive questions
+docker-compose run --rm freqtrade new-config --config user_data/config.json
+```
 
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
 The last 2 steps in the snippet create the directory with `user_data`, as well as (interactively) the default configuration based on your selections.
@@ -117,7 +56,7 @@ The last 2 steps in the snippet create the directory with `user_data`, as well a
 
 The `SampleStrategy` is run by default.
 
-!!! Warning "`SampleStrategy` is just a demo!"
+!!! Danger "`SampleStrategy` is just a demo!"
     The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
     Please always backtest your strategy and use dry-run for some time before risking real money!
     You will find more information about Strategy development in the [Strategy documentation](strategy-customization.md).
@@ -167,6 +106,10 @@ Advanced users may edit the docker-compose file further to include all possible
 
 All freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
 
+!!! Warning "`docker-compose` for trade commands"
+    Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead.
+    This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot.
+
 !!! Note "`docker-compose run --rm`"
     Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
 

From 03064731ac0bf3a62d91557cad1b8f939e1ff156 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 29 Jul 2021 19:49:19 +0200
Subject: [PATCH 331/834] Version bump 2021.7

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index d76b655d7..34e1bfc5d 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.6'
+__version__ = '2021.7'
 
 if __version__ == 'develop':
 

From aa34889c047e13607a1b60ccca01cf63d6f57bab Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Jul 2021 07:14:35 +0200
Subject: [PATCH 332/834] Don't run migrations twice

---
 freqtrade/persistence/migrations.py | 7 -------
 1 file changed, 7 deletions(-)

diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index 035452437..a2d88cb31 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -161,13 +161,6 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     table_back_name = get_backup_name(tabs, 'trades_bak')
 
     # Check for latest column
-    if not has_column(cols, 'open_trade_value'):
-        logger.info(f'Running database migration for trades - backup: {table_back_name}')
-        migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
-        # Reread columns - the above recreated the table!
-        inspector = inspect(engine)
-        cols = inspector.get_columns('trades')
-
     if not has_column(cols, 'buy_tag'):
         logger.info(f'Running database migration for trades - backup: {table_back_name}')
         migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)

From 35bf2a59a80323f8ddc107c11406e687cc13a969 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Jul 2021 21:02:55 +0200
Subject: [PATCH 333/834] Improve test reliability (fix fluky test)

---
 tests/rpc/test_rpc_apiserver.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 803ef7e5d..68f23e0fd 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -656,7 +656,7 @@ def test_api_logs(botclient):
         # Help debugging random test failure
         print(f"rc={rc.json()}")
         print(f"rc1={rc1.json()}")
-    assert rc1.json()['log_count'] == 5
+    assert rc1.json()['log_count'] > 2
     assert len(rc1.json()['logs']) == rc1.json()['log_count']
 
 

From 499af5c42bbfd07a30370e662014718002259de6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Jul 2021 21:04:04 +0200
Subject: [PATCH 334/834] Update webservermode docs

closes #5345
---
 docs/utils.md | 8 +-------
 1 file changed, 1 insertion(+), 7 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index 789462de4..6395fb6f9 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -627,7 +627,7 @@ FreqUI will also show the backtesting results.
 
 ```
 usage: freqtrade webserver [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
-                           [--userdir PATH] [-s NAME] [--strategy-path PATH]
+                           [--userdir PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -648,12 +648,6 @@ Common arguments:
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 
-Strategy arguments:
-  -s NAME, --strategy NAME
-                        Specify strategy class name which will be used by the
-                        bot.
-  --strategy-path PATH  Specify additional strategy lookup path.
-
 ```
 
 ## List Hyperopt results

From ab3c75341508a7bdee9597f026681f1a1594a4bf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 30 Jul 2021 21:23:09 +0200
Subject: [PATCH 335/834] Fix develop_plot building

---
 build_helpers/publish_docker_arm64.sh | 10 +++++-----
 build_helpers/publish_docker_multi.sh |  2 +-
 docker/Dockerfile.plot                |  5 +++--
 3 files changed, 9 insertions(+), 8 deletions(-)

diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index 756d5e41d..08793d339 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -37,7 +37,7 @@ fi
 # Tag image for upload and next build step
 docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
 
-docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
+docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
 
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 
@@ -63,13 +63,13 @@ echo "create manifests"
 docker manifest create --amend ${IMAGE_NAME}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
 docker manifest push -p ${IMAGE_NAME}:${TAG}
 
-docker manifest create --amend ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM} ${CACHE_IMAGE}:${TAG_PLOT}
+docker manifest create ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM} ${CACHE_IMAGE}:${TAG_PLOT}
 docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
 
-Tag as latest for develop builds
+# Tag as latest for develop builds
 if [ "${TAG}" = "develop" ]; then
-    docker tag ${IMAGE_NAME}:develop ${IMAGE_NAME}:latest
-    docker push ${IMAGE_NAME}:latest
+    docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
+    docker manifest push -p ${IMAGE_NAME}:latest
 fi
 
 docker images
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index 4961cb9a7..4010eed45 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -48,7 +48,7 @@ fi
 # Tag image for upload and next build step
 docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
 
-docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
+docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
 
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 
diff --git a/docker/Dockerfile.plot b/docker/Dockerfile.plot
index d2fc3618a..e7f6bbb16 100644
--- a/docker/Dockerfile.plot
+++ b/docker/Dockerfile.plot
@@ -1,5 +1,6 @@
-ARG sourceimage=develop
-FROM freqtradeorg/freqtrade:${sourceimage}
+ARG sourceimage=freqtradeorg/freqtrade
+ARG sourcetag=develop
+FROM ${sourceimage}:${sourcetag}
 
 # Install dependencies
 COPY requirements-plot.txt /freqtrade/

From 6abd352c0f15d42a73d6cd85afb9e055a45c6649 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 08:40:57 +0200
Subject: [PATCH 336/834] Add test for backtesting dataframe cache

---
 tests/optimize/test_backtesting.py | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 1c495f123..deaaf9f2f 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -739,6 +739,9 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     # 100 buys signals
     results = result['results']
     assert len(results) == 100
+    # Cached data should be 200 (no change since required_startup is 0)
+    assert len(backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]) == 200
+
     # One trade was force-closed at the end
     assert len(results.loc[results['is_open']]) == 0
 
@@ -794,6 +797,10 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     # make sure we don't have trades with more than configured max_open_trades
     assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
 
+    # Cached data correctly removed amounts
+    removed_candles = len(data[pair]) - 1 - backtesting.strategy.startup_candle_count
+    assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
+
     backtest_conf = {
         'processed': processed,
         'start_date': min_date,

From b1cbc75e93740e3f62ec5ed6c1a5b0e2d0c4ff80 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 08:45:04 +0200
Subject: [PATCH 337/834] Properly cache pair dataframe in backtesting (without
 startup-range).

---
 freqtrade/optimize/backtesting.py | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index b9ce69edd..2974e49e2 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -240,6 +240,9 @@ class Backtesting:
 
             df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
 
+            # Update dataprovider cache
+            self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
+
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
             data[pair] = df_analyzed.values.tolist()
@@ -434,10 +437,6 @@ class Backtesting:
         trades: List[LocalTrade] = []
         self.prepare_backtest(enable_protections)
 
-        # Update dataprovider cache
-        for pair, dataframe in processed.items():
-            self.dataprovider._set_cached_df(pair, self.timeframe, dataframe)
-
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)
         data: Dict = self._get_ohlcv_as_lists(processed)

From 1ccc89d1e9f9f95eaebc50248936f9da289baddd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 10:00:24 +0200
Subject: [PATCH 338/834] Store fully analyzed dataframe

---
 freqtrade/optimize/backtesting.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2974e49e2..628289b7f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -227,7 +227,7 @@ class Backtesting:
                     pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
-                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
+                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
             # Trim startup period from analyzed dataframe
             df_analyzed = trim_dataframe(df_analyzed, self.timerange,
                                          startup_candles=self.required_startup)
@@ -245,7 +245,7 @@ class Backtesting:
 
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
-            data[pair] = df_analyzed.values.tolist()
+            data[pair] = df_analyzed[headers].values.tolist()
         return data
 
     def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,

From c5e3348b89d92087d3ad41cfb50486fbc8fae7ec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 16:36:28 +0200
Subject: [PATCH 339/834] Migrations for indexes should run in a seperate
 session

closes #5349
---
 docs/sql_cheatsheet.md              |  2 +-
 freqtrade/persistence/migrations.py | 18 +++---
 tests/test_persistence.py           | 90 -----------------------------
 3 files changed, 8 insertions(+), 102 deletions(-)

diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md
index 477396931..caa3f53a6 100644
--- a/docs/sql_cheatsheet.md
+++ b/docs/sql_cheatsheet.md
@@ -110,7 +110,7 @@ DELETE FROM trades WHERE id = 31;
 Freqtrade supports PostgreSQL by using SQLAlchemy, which supports multiple different database systems.
 
 Installation:
-`pip install psycopg2`
+`pip install psycopg2-binary`
 
 Usage:
 `... --db-url postgresql+psycopg2://<username>:<password>@localhost:5432/<database>`
diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py
index a2d88cb31..1839c4130 100644
--- a/freqtrade/persistence/migrations.py
+++ b/freqtrade/persistence/migrations.py
@@ -65,7 +65,8 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     # Schema migration necessary
     with engine.begin() as connection:
         connection.execute(text(f"alter table trades rename to {table_back_name}"))
-        # drop indexes on backup table
+    with engine.begin() as connection:
+        # drop indexes on backup table in new session
         for index in inspector.get_indexes(table_back_name):
             connection.execute(text(f"drop index {index['name']}"))
     # let SQLAlchemy create the schema as required
@@ -76,7 +77,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
         connection.execute(text(f"""insert into trades
             (id, exchange, pair, is_open,
             fee_open, fee_open_cost, fee_open_currency,
-            fee_close, fee_close_cost, fee_open_currency, open_rate,
+            fee_close, fee_close_cost, fee_close_currency, open_rate,
             open_rate_requested, close_rate, close_rate_requested, close_profit,
             stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
             stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
@@ -84,14 +85,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
             timeframe, open_trade_value, close_profit_abs
             )
-        select id, lower(exchange),
-            case
-                when instr(pair, '_') != 0 then
-                substr(pair,    instr(pair, '_') + 1) || '/' ||
-                substr(pair, 1, instr(pair, '_') - 1)
-                else pair
-                end
-            pair,
+        select id, lower(exchange), pair,
             is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
             {fee_open_currency} fee_open_currency, {fee_close} fee_close,
             {fee_close_cost} fee_close_cost, {fee_close_currency} fee_close_currency,
@@ -132,7 +126,9 @@ def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, col
 
     with engine.begin() as connection:
         connection.execute(text(f"alter table orders rename to {table_back_name}"))
-        # drop indexes on backup table
+
+    with engine.begin() as connection:
+        # drop indexes on backup table in new session
         for index in inspector.get_indexes(table_back_name):
             connection.execute(text(f"drop index {index['name']}"))
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 8b927be8b..84e7702e0 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -442,96 +442,6 @@ def test_clean_dry_run_db(default_conf, fee):
     assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
 
 
-def test_migrate_old(mocker, default_conf, fee):
-    """
-    Test Database migration(starting with old pairformat)
-    """
-    amount = 103.223
-    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
-                                id INTEGER NOT NULL,
-                                exchange VARCHAR NOT NULL,
-                                pair VARCHAR NOT NULL,
-                                is_open BOOLEAN NOT NULL,
-                                fee FLOAT NOT NULL,
-                                open_rate FLOAT,
-                                close_rate FLOAT,
-                                close_profit FLOAT,
-                                stake_amount FLOAT NOT NULL,
-                                amount FLOAT,
-                                open_date DATETIME NOT NULL,
-                                close_date DATETIME,
-                                open_order_id VARCHAR,
-                                PRIMARY KEY (id),
-                                CHECK (is_open IN (0, 1))
-                                );"""
-    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, open_order_id, fee,
-                          open_rate, stake_amount, amount, open_date)
-                          VALUES ('binance', 'BTC_ETC', 1, '123123', {fee},
-                          0.00258580, {stake}, {amount},
-                          '2017-11-28 12:44:24.000000')
-                          """.format(fee=fee.return_value,
-                                     stake=default_conf.get("stake_amount"),
-                                     amount=amount
-                                     )
-    insert_table_old2 = """INSERT INTO trades (exchange, pair, is_open, fee,
-                          open_rate, close_rate, stake_amount, amount, open_date)
-                          VALUES ('binance', 'BTC_ETC', 0, {fee},
-                          0.00258580, 0.00268580, {stake}, {amount},
-                          '2017-11-28 12:44:24.000000')
-                          """.format(fee=fee.return_value,
-                                     stake=default_conf.get("stake_amount"),
-                                     amount=amount
-                                     )
-    engine = create_engine('sqlite://')
-    mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
-
-    # Create table using the old format
-    with engine.begin() as connection:
-        connection.execute(text(create_table_old))
-        connection.execute(text(insert_table_old))
-        connection.execute(text(insert_table_old2))
-    # Run init to test migration
-    init_db(default_conf['db_url'], default_conf['dry_run'])
-
-    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
-    trade = Trade.query.filter(Trade.id == 1).first()
-    assert trade.fee_open == fee.return_value
-    assert trade.fee_close == fee.return_value
-    assert trade.open_rate_requested is None
-    assert trade.close_rate_requested is None
-    assert trade.is_open == 1
-    assert trade.amount == amount
-    assert trade.amount_requested == amount
-    assert trade.stake_amount == default_conf.get("stake_amount")
-    assert trade.pair == "ETC/BTC"
-    assert trade.exchange == "binance"
-    assert trade.max_rate == 0.0
-    assert trade.stop_loss == 0.0
-    assert trade.initial_stop_loss == 0.0
-    assert trade.open_trade_value == trade._calc_open_trade_value()
-    assert trade.close_profit_abs is None
-    assert trade.fee_open_cost is None
-    assert trade.fee_open_currency is None
-    assert trade.fee_close_cost is None
-    assert trade.fee_close_currency is None
-    assert trade.timeframe is None
-
-    trade = Trade.query.filter(Trade.id == 2).first()
-    assert trade.close_rate is not None
-    assert trade.is_open == 0
-    assert trade.open_rate_requested is None
-    assert trade.close_rate_requested is None
-    assert trade.close_rate is not None
-    assert pytest.approx(trade.close_profit_abs) == trade.calc_profit()
-    assert trade.sell_order_status is None
-
-    # Should've created one order
-    assert len(Order.query.all()) == 1
-    order = Order.query.first()
-    assert order.order_id == '123123'
-    assert order.ft_order_side == 'buy'
-
-
 def test_migrate_new(mocker, default_conf, fee, caplog):
     """
     Test Database migration (starting with new pairformat)

From 6f8519d0a3fdaf5e58a70b53730209943b7d8619 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Jul 2021 17:43:10 +0200
Subject: [PATCH 340/834] Add environment variable support

---
 docs/configuration.md                       | 50 +++++++++++++------
 freqtrade/configuration/configuration.py    |  6 +++
 freqtrade/configuration/environment_vars.py | 54 +++++++++++++++++++++
 freqtrade/constants.py                      |  1 +
 tests/test_configuration.py                 | 35 ++++++++++++-
 5 files changed, 131 insertions(+), 15 deletions(-)
 create mode 100644 freqtrade/configuration/environment_vars.py

diff --git a/docs/configuration.md b/docs/configuration.md
index 5d4b1f2c3..fd4806fe6 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -11,6 +11,37 @@ Per default, the bot loads the configuration from the `config.json` file, locate
 
 You can specify a different configuration file used by the bot with the `-c/--config` command-line option.
 
+If you used the [Quick start](installation.md/#quick-start) method for installing 
+the bot, the installation script should have already created the default configuration file (`config.json`) for you.
+
+If the default configuration file is not created we recommend to use `freqtrade new-config --config config.json` to generate a basic configuration file.
+
+The Freqtrade configuration file is to be written in JSON format.
+
+Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
+
+Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates the syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
+
+### Environment variables
+
+Set options in the Freqtrade configuration via environment variables.
+This takes priority over the corresponding value in configuration or strategy.
+
+Environment variables must be prefixed with  `FREQTRADE__` to be loaded to the freqtrade configuration.
+
+`__` serves as level separator, so the format used should correspond to `FREQTRADE__{section}__{key}`.
+As such - an environment variable defined as  `export FREQTRADE__STAKE_AMOUNT=200` would result in `{stake_amount: 200}`.
+
+A more complex example might be `export FREQTRADE__EXCHANGE__KEY=<yourExchangeKey>` to keep your exchange key secret. This will move the value to the `exchange.key` section of the configuration.
+Using this scheme, all configuration settings will also be available as environment variables.
+
+Please note that Environment variables will overwrite corresponding settings in your configuration, but command line Arguments will always win.
+
+!!! Note
+    Environment variables detected are logged at startup - so if you can't find why a value is not what you think it should be based on the configuration, make sure it's not loaded from an environment variable.
+
+### Multiple configuration files
+
 Multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
 
 !!! Tip "Use multiple configuration files to keep secrets secret"
@@ -22,17 +53,6 @@ Multiple configuration files can be specified and used by the bot or the bot can
     The 2nd file should only specify what you intend to override.
     If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
 
-If you used the [Quick start](installation.md/#quick-start) method for installing 
-the bot, the installation script should have already created the default configuration file (`config.json`) for you.
-
-If the default configuration file is not created we recommend you to use `freqtrade new-config --config config.json` to generate a basic configuration file.
-
-The Freqtrade configuration file is to be written in JSON format.
-
-Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
-
-Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates the syntax of the configuration file at startup and will warn you if you made any errors editing it, pointing out problematic lines.
-
 ## Configuration parameters
 
 The table below will list all configuration parameters available.
@@ -41,6 +61,7 @@ Freqtrade can also load many options via command line (CLI) arguments (check out
 The prevalence for all Options is as follows:
 
 - CLI arguments override any other option
+- [Environment Variables](#environment-variables)
 - Configuration files are used in sequence (the last file wins) and override Strategy configurations.
 - Strategy configurations are only used if they are not set via configuration or command-line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.
 
@@ -526,9 +547,10 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 
 ## Switch to production mode
 
-In production mode, the bot will engage your money. Be careful, since a wrong
-strategy can lose all your money. Be aware of what you are doing when
-you run it in production mode.
+In production mode, the bot will engage your money. Be careful, since a wrong strategy can lose all your money.
+Be aware of what you are doing when you run it in production mode.
+
+When switching to Production mode, please make sure to use a different / fresh database to avoid dry-run trades messing with your exchange money and eventually tainting your statistics.
 
 ### Setup your exchange account
 
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index bd30adcae..4dd5b7203 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -11,6 +11,7 @@ from freqtrade import constants
 from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
+from freqtrade.configuration.environment_vars import enironment_vars_to_dict
 from freqtrade.configuration.load_config import load_config_file, load_file
 from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, RunMode
 from freqtrade.exceptions import OperationalException
@@ -71,6 +72,11 @@ class Configuration:
 
             # Merge config options, overwriting old values
             config = deep_merge_dicts(load_config_file(path), config)
+
+        # Load environment variables
+        env_data = enironment_vars_to_dict()
+        config = deep_merge_dicts(env_data, config)
+
         config['config_files'] = files
         # Normalize config
         if 'internals' not in config:
diff --git a/freqtrade/configuration/environment_vars.py b/freqtrade/configuration/environment_vars.py
new file mode 100644
index 000000000..4c190ed04
--- /dev/null
+++ b/freqtrade/configuration/environment_vars.py
@@ -0,0 +1,54 @@
+import logging
+import os
+from typing import Any, Dict
+
+from freqtrade.constants import ENV_VAR_PREFIX
+from freqtrade.misc import deep_merge_dicts
+
+
+logger = logging.getLogger(__name__)
+
+
+def get_var_typed(val):
+    try:
+        return int(val)
+    except ValueError:
+        try:
+            return float(val)
+        except ValueError:
+            if val.lower() in ('t', 'true'):
+                return True
+            elif val.lower() in ('f', 'false'):
+                return False
+    # keep as string
+    return val
+
+
+def flat_vars_to_nested_dict(env_dict: Dict[str, Any], prefix: str) -> Dict[str, Any]:
+    """
+    Environment variables must be prefixed with FREQTRADE.
+    FREQTRADE__{section}__{key}
+    :param env_dict: Dictionary to validate - usually os.environ
+    :param prefix: Prefix to consider (usually FREQTRADE__)
+    :return: Nested dict based on available and relevant variables.
+    """
+    relevant_vars: Dict[str, Any] = {}
+
+    for env_var, val in sorted(env_dict.items()):
+        if env_var.startswith(prefix):
+            logger.info(f"Loading variable '{env_var}'")
+            key = env_var.replace(prefix, '')
+            for k in reversed(key.split('__')):
+                val = {k.lower(): get_var_typed(val) if type(val) != dict else val}
+            relevant_vars = deep_merge_dicts(val, relevant_vars)
+
+    return relevant_vars
+
+
+def enironment_vars_to_dict() -> Dict[str, Any]:
+    """
+    Read environment variables and return a nested dict for relevant variables
+    Relevant variables must follow the FREQTRADE__{section}__{key} pattern
+    :return: Nested dict based on available and relevant variables.
+    """
+    return flat_vars_to_nested_dict(os.environ.copy(), ENV_VAR_PREFIX)
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 2f93ace1c..b48644c58 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -47,6 +47,7 @@ USERPATH_STRATEGIES = 'strategies'
 USERPATH_NOTEBOOKS = 'notebooks'
 
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
+ENV_VAR_PREFIX = 'FREQTRADE__'
 
 
 # Define decimals per coin for outputs
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 34db892b2..7012333e9 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -18,8 +18,9 @@ from freqtrade.configuration.deprecated_settings import (check_conflicting_setti
                                                          process_deprecated_setting,
                                                          process_removed_setting,
                                                          process_temporary_deprecated_settings)
+from freqtrade.configuration.environment_vars import flat_vars_to_nested_dict
 from freqtrade.configuration.load_config import load_config_file, load_file, log_config_error_range
-from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
+from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL, ENV_VAR_PREFIX
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import _set_loggers, setup_logging, setup_logging_pre
@@ -1349,3 +1350,35 @@ def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
     with pytest.raises(OperationalException,
                        match=r"Both 'timeframe' and 'ticker_interval' detected."):
         process_temporary_deprecated_settings(config)
+
+
+def test_flat_vars_to_nested_dict(caplog):
+
+    test_args = {
+        'FREQTRADE__EXCHANGE__SOME_SETTING': 'true',
+        'FREQTRADE__EXCHANGE__SOME_FALSE_SETTING': 'false',
+        'FREQTRADE__EXCHANGE__CONFIG__whatever': 'sometime',
+        'FREQTRADE__ASK_STRATEGY__PRICE_SIDE': 'bid',
+        'FREQTRADE__ASK_STRATEGY__cccc': '500',
+        'FREQTRADE__STAKE_AMOUNT': '200.05',
+        'NOT_RELEVANT': '200.0',  # Will be ignored
+    }
+    expected = {
+        'stake_amount': 200.05,
+        'ask_strategy': {
+            'price_side': 'bid',
+            'cccc': 500,
+        },
+        'exchange': {
+            'config': {
+                'whatever': 'sometime',
+            },
+            'some_setting': True,
+            'some_false_setting': False,
+        }
+    }
+    res = flat_vars_to_nested_dict(test_args, ENV_VAR_PREFIX)
+    assert res == expected
+
+    assert log_has("Loading variable 'FREQTRADE__EXCHANGE__SOME_SETTING'", caplog)
+    assert not log_has("Loading variable 'NOT_RELEVANT'", caplog)

From 90a61b17650dac04b4863ec417b8c661ebf888b2 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 31 Jul 2021 19:52:55 -0600
Subject: [PATCH 341/834] Changed tests in tests/test_persistence.py to use
 usdt prices

---
 tests/conftest.py         |  89 +++++++-
 tests/test_persistence.py | 459 +++++++++++++++++++++++++-------------
 2 files changed, 388 insertions(+), 160 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 5f3a63c39..1924e1f95 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -812,7 +812,7 @@ def shitcoinmarkets(markets):
             "future": False,
             "active": True
         },
-        })
+    })
     return shitmarkets
 
 
@@ -1115,7 +1115,7 @@ def order_book_l2_usd():
             [25.576, 262.016],
             [25.577, 178.557],
             [25.578, 78.614]
-            ],
+        ],
         'timestamp': None,
         'datetime': None,
         'nonce': 2372149736
@@ -2084,3 +2084,88 @@ def saved_hyperopt_results():
                                                                          ].total_seconds()
 
     return hyperopt_res
+
+
+@pytest.fixture(scope='function')
+def limit_buy_order_usdt_open():
+    return {
+        'id': 'mocked_limit_buy',
+        'type': 'limit',
+        'side': 'buy',
+        'symbol': 'mocked',
+        'datetime': arrow.utcnow().isoformat(),
+        'timestamp': arrow.utcnow().int_timestamp,
+        'price': 2.00,
+        'amount': 30.0,
+        'filled': 0.0,
+        'cost': 60.0,
+        'remaining': 30.0,
+        'status': 'open'
+    }
+
+
+@pytest.fixture(scope='function')
+def limit_buy_order_usdt(limit_buy_order_usdt_open):
+    order = deepcopy(limit_buy_order_usdt_open)
+    order['status'] = 'closed'
+    order['filled'] = order['amount']
+    order['remaining'] = 0.0
+    return order
+
+
+@pytest.fixture
+def limit_sell_order_usdt_open():
+    return {
+        'id': 'mocked_limit_sell',
+        'type': 'limit',
+        'side': 'sell',
+        'pair': 'mocked',
+        'datetime': arrow.utcnow().isoformat(),
+        'timestamp': arrow.utcnow().int_timestamp,
+        'price': 2.20,
+        'amount': 30.0,
+        'filled': 0.0,
+        'remaining': 30.0,
+        'status': 'open'
+    }
+
+
+@pytest.fixture
+def limit_sell_order_usdt(limit_sell_order_usdt_open):
+    order = deepcopy(limit_sell_order_usdt_open)
+    order['remaining'] = 0.0
+    order['filled'] = order['amount']
+    order['status'] = 'closed'
+    return order
+
+
+@pytest.fixture(scope='function')
+def market_buy_order_usdt():
+    return {
+        'id': 'mocked_market_buy',
+        'type': 'market',
+        'side': 'buy',
+        'symbol': 'mocked',
+        'datetime': arrow.utcnow().isoformat(),
+        'price': 2.00,
+        'amount': 30.0,
+        'filled': 30.0,
+        'remaining': 0.0,
+        'status': 'closed'
+    }
+
+
+@pytest.fixture
+def market_sell_order_usdt():
+    return {
+        'id': 'mocked_limit_sell',
+        'type': 'market',
+        'side': 'sell',
+        'symbol': 'mocked',
+        'datetime': arrow.utcnow().isoformat(),
+        'price': 2.20,
+        'amount': 30.0,
+        'filled': 30.0,
+        'remaining': 0.0,
+        'status': 'closed'
+    }
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 84e7702e0..43c97e658 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 from datetime import datetime, timedelta, timezone
+from math import isclose
 from pathlib import Path
 from types import FunctionType
 from unittest.mock import MagicMock
@@ -64,40 +65,39 @@ def test_init_dryrun_db(default_conf, tmpdir):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog):
+def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
     """
-    On this test we will buy and sell a crypto currency.
+        On this test we will buy and sell a crypto currency.
+        fee: 0.25% quote
+        open_rate: 2.00 quote
+        close_rate: 2.20 quote
+        amount: = 30.0 crypto
+        stake_amount
+            1x,-1x: 60.0  quote
+        borrowed
+             1x:  0 quote
+        open_value: (amount * open_rate) ± (amount * open_rate * fee)
+             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+        amount_closed:
+            1x, 3x         : amount
+        close_value:
+             1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
+            binance,kraken 1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)         = 65.835
+        total_profit:
+            1x, 3x : close_value - open_value
+            binance,kraken 1x: 65.835 - 60.15             = 5.685
+        total_profit_ratio:
+            1x, 3x : ((close_value/open_value) - 1) * leverage
+            binance  1x: ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
 
-    Buy
-    - Buy: 90.99181073 Crypto at 0.00001099 BTC
-        (90.99181073*0.00001099 = 0.0009999 BTC)
-    - Buying fee: 0.25%
-    - Total cost of buy trade: 0.001002500 BTC
-        ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
-
-    Sell
-    - Sell: 90.99181073 Crypto at 0.00001173 BTC
-        (90.99181073*0.00001173 = 0,00106733394 BTC)
-    - Selling fee: 0.25%
-    - Total cost of sell trade: 0.001064666 BTC
-        ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
-
-    Profit/Loss: +0.000062166 BTC
-        (Sell:0.001064666 - Buy:0.001002500)
-    Profit/Loss percentage: 0.0620
-        ((0.001064666/0.001002500)-1 = 6.20%)
-
-    :param limit_buy_order:
-    :param limit_sell_order:
-    :return:
     """
 
     trade = Trade(
         id=2,
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        open_rate=0.01,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         is_open=True,
         open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
@@ -109,35 +109,36 @@ def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog):
     assert trade.close_date is None
 
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     assert trade.open_order_id is None
-    assert trade.open_rate == 0.00001099
+    assert trade.open_rate == 2.00
     assert trade.close_profit is None
     assert trade.close_date is None
     assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
-                      r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).",
+                      r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
                       caplog)
 
     caplog.clear()
     trade.open_order_id = 'something'
-    trade.update(limit_sell_order)
+    trade.update(limit_sell_order_usdt)
     assert trade.open_order_id is None
-    assert trade.close_rate == 0.00001173
-    assert trade.close_profit == 0.06201058
+    assert trade.close_rate == 2.20
+    assert trade.close_profit == round(0.0945137157107232, 8)
     assert trade.close_date is not None
     assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
-                      r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).",
+                      r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
                       caplog)
+    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
+def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee, caplog):
     trade = Trade(
         id=1,
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.01,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         is_open=True,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
@@ -146,61 +147,60 @@ def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
     )
 
     trade.open_order_id = 'something'
-    trade.update(market_buy_order)
+    trade.update(market_buy_order_usdt)
     assert trade.open_order_id is None
-    assert trade.open_rate == 0.00004099
+    assert trade.open_rate == 2.0
     assert trade.close_profit is None
     assert trade.close_date is None
     assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
-                      r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).",
+                      r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
                       caplog)
 
     caplog.clear()
     trade.is_open = True
     trade.open_order_id = 'something'
-    trade.update(market_sell_order)
+    trade.update(market_sell_order_usdt)
     assert trade.open_order_id is None
-    assert trade.close_rate == 0.00004173
-    assert trade.close_profit == 0.01297561
+    assert trade.close_rate == 2.2
+    assert trade.close_profit == round(0.0945137157107232, 8)
     assert trade.close_date is not None
     assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
-                      r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).",
+                      r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
                       caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
+def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        open_rate=0.01,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
 
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)
-    assert trade._calc_open_trade_value() == 0.0010024999999225068
+    trade.update(limit_buy_order_usdt)
+    assert trade._calc_open_trade_value() == 60.15
+    trade.update(limit_sell_order_usdt)
+    assert isclose(trade.calc_close_trade_value(), 65.835)
 
-    trade.update(limit_sell_order)
-    assert trade.calc_close_trade_value() == 0.0010646656050132426
-
-    # Profit in BTC
-    assert trade.calc_profit() == 0.00006217
+    # Profit in USDT
+    assert trade.calc_profit() == 5.685
 
     # Profit in percent
-    assert trade.calc_profit_ratio() == 0.06201058
+    assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_trade_close(limit_buy_order, limit_sell_order, fee):
+def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        open_rate=0.01,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         is_open=True,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
@@ -210,9 +210,9 @@ def test_trade_close(limit_buy_order, limit_sell_order, fee):
     assert trade.close_profit is None
     assert trade.close_date is None
     assert trade.is_open is True
-    trade.close(0.02)
+    trade.close(2.2)
     assert trade.is_open is False
-    assert trade.close_profit == 0.99002494
+    assert trade.close_profit == round(0.0945137157107232, 8)
     assert trade.close_date is not None
 
     new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
@@ -220,34 +220,34 @@ def test_trade_close(limit_buy_order, limit_sell_order, fee):
     # Close should NOT update close_date if the trade has been closed already
     assert trade.is_open is False
     trade.close_date = new_date
-    trade.close(0.02)
+    trade.close(2.2)
     assert trade.close_date == new_date
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_close_trade_price_exception(limit_buy_order, fee):
+def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        open_rate=0.1,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
 
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     assert trade.calc_close_trade_value() == 0.0
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_open_order(limit_buy_order):
+def test_update_open_order(limit_buy_order_usdt):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=1.00,
-        open_rate=0.01,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        open_rate=2.0,
+        amount=30.0,
         fee_open=0.1,
         fee_close=0.1,
         exchange='binance',
@@ -257,8 +257,8 @@ def test_update_open_order(limit_buy_order):
     assert trade.close_profit is None
     assert trade.close_date is None
 
-    limit_buy_order['status'] = 'open'
-    trade.update(limit_buy_order)
+    limit_buy_order_usdt['status'] = 'open'
+    trade.update(limit_buy_order_usdt)
 
     assert trade.open_order_id is None
     assert trade.close_profit is None
@@ -266,127 +266,270 @@ def test_update_open_order(limit_buy_order):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_invalid_order(limit_buy_order):
+def test_update_invalid_order(limit_buy_order_usdt):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=1.00,
-        amount=5,
-        open_rate=0.001,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=0.1,
         fee_close=0.1,
         exchange='binance',
     )
-    limit_buy_order['type'] = 'invalid'
+    limit_buy_order_usdt['type'] = 'invalid'
     with pytest.raises(ValueError, match=r'Unknown order type'):
-        trade.update(limit_buy_order)
+        trade.update(limit_buy_order_usdt)
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_open_trade_value(limit_buy_order, fee):
+def test_calc_open_trade_value(limit_buy_order_usdt, fee):
+    # 10 minute limit trade on Binance/Kraken
+    # fee: 0.25 %, 0.3% quote
+    # open_rate: 2.00 quote
+    # amount: = 30.0 crypto
+    # stake_amount
+    #     1x, -1x: 60.0  quote
+    # open_value: (amount * open_rate) ± (amount * open_rate * fee)
+    # 0.25% fee
+    #      1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+    # 0.3% fee
+    #      1x, 3x: 30 * 2 + 30 * 2 * 0.003  = 60.18 quote
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.00001099,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
     trade.open_order_id = 'open_trade'
-    trade.update(limit_buy_order)  # Buy @ 0.00001099
+    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
     # Get the open rate price with the standard fee rate
-    assert trade._calc_open_trade_value() == 0.0010024999999225068
+    assert trade._calc_open_trade_value() == 60.15
     trade.fee_open = 0.003
     # Get the open rate price with a custom fee rate
-    assert trade._calc_open_trade_value() == 0.001002999999922468
+    assert trade._calc_open_trade_value() == 60.18
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
+def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.00001099,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
     trade.open_order_id = 'close_trade'
-    trade.update(limit_buy_order)  # Buy @ 0.00001099
+    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
     # Get the close rate price with a custom close rate and a regular fee rate
-    assert trade.calc_close_trade_value(rate=0.00001234) == 0.0011200318470471794
-
+    assert trade.calc_close_trade_value(rate=2.5) == 74.8125
     # Get the close rate price with a custom close rate and a custom fee rate
-    assert trade.calc_close_trade_value(rate=0.00001234, fee=0.003) == 0.0011194704275749754
-
+    assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775
     # Test when we apply a Sell order, and ask price with a custom fee rate
-    trade.update(limit_sell_order)
-    assert trade.calc_close_trade_value(fee=0.005) == 0.0010619972701635854
+    trade.update(limit_sell_order_usdt)
+    assert trade.calc_close_trade_value(fee=0.005) == 65.67
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_profit(limit_buy_order, limit_sell_order, fee):
+def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
+    """
+        10 minute limit trade on Binance/Kraken at 1x, 3x leverage
+        arguments:
+            fee:
+                0.25% quote
+                0.30% quote
+            interest_rate: 0.05% per 4 hrs
+            open_rate: 2.0 quote
+            close_rate:
+                1.9 quote
+                2.1 quote
+                2.2 quote
+            amount: = 30.0 crypto
+            stake_amount
+                1x,-1x: 60.0  quote
+                3x,-3x: 20.0  quote
+            hours: 1/6 (10 minutes)
+        borrowed
+             1x:  0 quote
+             3x: 40 quote
+            -1x: 30 crypto
+            -3x: 30 crypto
+        time-periods:
+            kraken: (1 + 1) 4hr_periods = 2 4hr_periods
+            binance: 1/24 24hr_periods
+        interest: borrowed * interest_rate * time-periods
+            1x            :  /
+            binance     3x: 40 * 0.0005 * 1/24 = 0.0008333333333333334 quote
+            kraken      3x: 40 * 0.0005 * 2    = 0.040 quote
+            binace -1x,-3x: 30 * 0.0005 * 1/24 = 0.000625 crypto
+            kraken -1x,-3x: 30 * 0.0005 * 2    = 0.030 crypto
+        open_value: (amount * open_rate) ± (amount * open_rate * fee)
+          0.0025 fee
+             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+            -1x,-3x: 30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
+          0.003 fee: Is only applied to close rate in this test
+        amount_closed:
+            1x, 3x                         = amount
+            -1x, -3x                       = amount + interest
+            binance -1x,-3x: 30 + 0.000625 = 30.000625 crypto
+            kraken  -1x,-3x: 30 + 0.03     = 30.03 crypto
+        close_value:
+            equations:
+                1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
+                -1x,-3x: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
+            2.1 quote
+                bin,krak  1x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025)                = 62.8425
+                bin       3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.0008333333 = 62.8416666667
+                krak      3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.040        = 62.8025
+                bin  -1x,-3x: (30.000625 * 2.1) + (30.000625 * 2.1 * 0.0025)        = 63.15881578125
+                krak -1x,-3x: (30.03 * 2.1) + (30.03 * 2.1 * 0.0025)                = 63.2206575
+            1.9 quote
+                bin,krak  1x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025)                = 56.8575
+                bin       3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.0008333333 = 56.85666667
+                krak      3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.040        = 56.8175
+                bin  -1x,-3x: (30.000625 * 1.9) + (30.000625 * 1.9 * 0.0025)        = 57.14369046875
+                krak -1x,-3x: (30.03 * 1.9) + (30.03 * 1.9 * 0.0025)                = 57.1996425
+            2.2 quote
+                bin,krak  1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)              = 65.835
+                bin       3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.00083333 = 65.83416667
+                krak      3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.040      = 65.795
+                bin  -1x,-3x: (30.000625 * 2.20) + (30.000625 * 2.20 * 0.0025)      = 66.1663784375
+                krak -1x,-3x: (30.03 * 2.20) + (30.03 * 2.20 * 0.0025)              = 66.231165
+        total_profit:
+            equations:
+                1x, 3x : close_value - open_value
+                -1x,-3x: open_value - close_value
+            2.1 quote
+                binance,kraken 1x: 62.8425     - 60.15          = 2.6925
+                binance        3x: 62.84166667 - 60.15          = 2.69166667
+                kraken         3x: 62.8025     - 60.15          = 2.6525
+                binance   -1x,-3x: 59.850      - 63.15881578125 = -3.308815781249997
+                kraken    -1x,-3x: 59.850      - 63.2206575     = -3.3706575
+            1.9 quote
+                binance,kraken 1x: 56.8575     - 60.15          = -3.2925
+                binance        3x: 56.85666667 - 60.15          = -3.29333333
+                kraken         3x: 56.8175     - 60.15          = -3.3325
+                binance   -1x,-3x: 59.850      - 57.14369046875 = 2.7063095312499996
+                kraken    -1x,-3x: 59.850      - 57.1996425     = 2.6503575
+            2.2 quote
+                binance,kraken 1x: 65.835      - 60.15          = 5.685
+                binance        3x: 65.83416667 - 60.15          = 5.68416667
+                kraken         3x: 65.795      - 60.15          = 5.645
+                binance   -1x,-3x: 59.850      - 66.1663784375  = -6.316378437499999
+                kraken    -1x,-3x: 59.850      - 66.231165      = -6.381165
+        total_profit_ratio:
+            equations:
+                1x, 3x : ((close_value/open_value) - 1) * leverage
+                -1x,-3x: (1 - (close_value/open_value)) * leverage
+            2.1 quote
+                binance,kraken 1x: (62.8425 / 60.15) - 1             = 0.04476309226932673
+                binance        3x: ((62.84166667 / 60.15) - 1)*3     = 0.13424771421446402
+                kraken         3x: ((62.8025 / 60.15) - 1)*3         = 0.13229426433915248
+                binance       -1x: 1 - (63.15881578125 / 59.850)     = -0.05528514254385963
+                binance       -3x: (1 - (63.15881578125 / 59.850))*3 = -0.1658554276315789
+                kraken        -1x: 1 - (63.2206575 / 59.850)         = -0.05631842105263152
+                kraken        -3x: (1 - (63.2206575 / 59.850))*3     = -0.16895526315789455
+            1.9 quote
+                binance,kraken 1x: (56.8575 / 60.15) - 1             = -0.05473815461346632
+                binance        3x: ((56.85666667 / 60.15) - 1)*3     = -0.16425602643391513
+                kraken         3x: ((56.8175 / 60.15) - 1)*3         = -0.16620947630922667
+                binance       -1x: 1 - (57.14369046875 / 59.850)     = 0.045218204365079395
+                binance       -3x: (1 - (57.14369046875 / 59.850))*3 = 0.13565461309523819
+                kraken        -1x: 1 - (57.1996425 / 59.850)         = 0.04428333333333334
+                kraken        -3x: (1 - (57.1996425 / 59.850))*3     = 0.13285000000000002
+            2.2 quote
+                binance,kraken 1x: (65.835 / 60.15) - 1             = 0.0945137157107232
+                binance        3x: ((65.83416667 / 60.15) - 1)*3     = 0.2834995845386534
+                kraken         3x: ((65.795 / 60.15) - 1)*3         = 0.2815461346633419
+                binance       -1x: 1 - (66.1663784375 / 59.850)     = -0.1055368159983292
+                binance       -3x: (1 - (66.1663784375 / 59.850))*3 = -0.3166104479949876
+                kraken        -1x: 1 - (66.231165 / 59.850)         = -0.106619298245614
+                kraken        -3x: (1 - (66.231165 / 59.850))*3     = -0.319857894736842
+        fee: 0.003, 1x
+            close_value:
+                2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811
+                1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829
+                2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802
+            total_profit
+                fee: 0.003, 1x
+                    2.1 quote: 62.811 - 60.15 = 2.6610000000000014
+                    1.9 quote: 56.829 - 60.15 = -3.320999999999998
+                    2.2 quote: 65.802 - 60.15 = 5.652000000000008
+            total_profit_ratio
+                fee: 0.003, 1x
+                    2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
+                    1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
+                    2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565
+    """
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.00001099,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
     )
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)  # Buy @ 0.00001099
+    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
     # Custom closing rate and regular fee rate
-    # Higher than open rate
-    assert trade.calc_profit(rate=0.00001234) == 0.00011753
-    # Lower than open rate
-    assert trade.calc_profit(rate=0.00000123) == -0.00089086
+    # Higher than open rate - 2.1 quote
+    assert trade.calc_profit(rate=2.1) == 2.6925
+    # Lower than open rate - 1.9 quote
+    assert trade.calc_profit(rate=1.9) == round(-3.292499999999997, 8)
 
-    # Custom closing rate and custom fee rate
-    # Higher than open rate
-    assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
-    # Lower than open rate
-    assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
+    # fee 0.003
+    # Higher than open rate - 2.1 quote
+    assert trade.calc_profit(rate=2.1, fee=0.003) == 2.661
+    # Lower than open rate - 1.9 quote
+    assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8)
 
-    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
-    trade.update(limit_sell_order)
-    assert trade.calc_profit() == 0.00006217
+    # Test when we apply a Sell order. Sell higher than open rate @ 2.2
+    trade.update(limit_sell_order_usdt)
+    assert trade.calc_profit() == round(5.684999999999995, 8)
 
     # Test with a custom fee rate on the close trade
-    assert trade.calc_profit(fee=0.003) == 0.00006163
+    assert trade.calc_profit(fee=0.003) == round(5.652000000000008, 8)
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
+def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
-        open_rate=0.00001099,
+        pair='ADA/USDT',
+        stake_amount=60.0,
+        amount=30.0,
+        open_rate=2.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='binance',
+        exchange='binance'
     )
     trade.open_order_id = 'something'
-    trade.update(limit_buy_order)  # Buy @ 0.00001099
+    trade.update(limit_buy_order_usdt)  # Buy @ 2.0
 
-    # Get percent of profit with a custom rate (Higher than open rate)
-    assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875
+    # Higher than open rate - 2.1 quote
+    assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8)
+    # Lower than open rate - 1.9 quote
+    assert trade.calc_profit_ratio(rate=1.9) == round(-0.05473815461346632, 8)
 
-    # Get percent of profit with a custom rate (Lower than open rate)
-    assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
+    # fee 0.003
+    # Higher than open rate - 2.1 quote
+    assert trade.calc_profit_ratio(rate=2.1, fee=0.003) == round(0.04423940149625927, 8)
+    # Lower than open rate - 1.9 quote
+    assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8)
 
-    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
-    trade.update(limit_sell_order)
-    assert trade.calc_profit_ratio() == 0.06201058
+    # Test when we apply a Sell order. Sell higher than open rate @ 2.2
+    trade.update(limit_sell_order_usdt)
+    assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
 
     # Test with a custom fee rate on the close trade
-    assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
+    assert trade.calc_profit_ratio(fee=0.003) == round(0.09396508728179565, 8)
 
     trade.open_trade_value = 0.0
     assert trade.calc_profit_ratio(fee=0.003) == 0.0
@@ -397,7 +540,7 @@ def test_clean_dry_run_db(default_conf, fee):
 
     # Simulate dry_run entries
     trade = Trade(
-        pair='ETH/BTC',
+        pair='ADA/USDT',
         stake_amount=0.001,
         amount=123.0,
         fee_open=fee.return_value,
@@ -664,9 +807,9 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
 
 def test_adjust_stop_loss(fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=30.0,
+        amount=30,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
@@ -716,9 +859,9 @@ def test_adjust_stop_loss(fee):
 
 def test_adjust_min_max_rates(fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
-        amount=5,
+        pair='ADA/USDT',
+        stake_amount=30.0,
+        amount=30.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
@@ -897,11 +1040,11 @@ def test_to_json(default_conf, fee):
 def test_stoploss_reinitialization(default_conf, fee):
     init_db(default_conf['db_url'])
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
+        pair='ADA/USDT',
+        stake_amount=30.0,
         fee_open=fee.return_value,
         open_date=arrow.utcnow().shift(hours=-2).datetime,
-        amount=10,
+        amount=30.0,
         fee_close=fee.return_value,
         exchange='binance',
         open_rate=1,
@@ -956,11 +1099,11 @@ def test_stoploss_reinitialization(default_conf, fee):
 
 def test_update_fee(fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
+        pair='ADA/USDT',
+        stake_amount=30.0,
         fee_open=fee.return_value,
         open_date=arrow.utcnow().shift(hours=-2).datetime,
-        amount=10,
+        amount=30.0,
         fee_close=fee.return_value,
         exchange='binance',
         open_rate=1,
@@ -995,11 +1138,11 @@ def test_update_fee(fee):
 
 def test_fee_updated(fee):
     trade = Trade(
-        pair='ETH/BTC',
-        stake_amount=0.001,
+        pair='ADA/USDT',
+        stake_amount=30.0,
         fee_open=fee.return_value,
         open_date=arrow.utcnow().shift(hours=-2).datetime,
-        amount=10,
+        amount=30.0,
         fee_close=fee.return_value,
         exchange='binance',
         open_rate=1,

From e9ef9a6d28c9d9ea571dd218e24512e11c6da8af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 1 Aug 2021 10:31:35 +0200
Subject: [PATCH 342/834] Use .view() to convert dates to enums

part of #5314 - fixing deprecation warning.
---
 freqtrade/data/history/jsondatahandler.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index 990e75bd9..24d6e814b 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -62,7 +62,7 @@ class JsonDataHandler(IDataHandler):
         filename = self._pair_data_filename(self._datadir, pair, timeframe)
         _data = data.copy()
         # Convert date to int
-        _data['date'] = _data['date'].astype(np.int64) // 1000 // 1000
+        _data['date'] = _data['date'].view(np.int64) // 1000 // 1000
 
         # Reset index, select only appropriate columns and save as json
         _data.reset_index(drop=True).loc[:, self._columns].to_json(

From 047df0c2128cc821a41c5e8118629c3d52bc32b6 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 1 Aug 2021 03:01:47 -0600
Subject: [PATCH 343/834] Removed leverage references

---
 tests/test_persistence.py | 151 +++++++++++---------------------------
 1 file changed, 41 insertions(+), 110 deletions(-)

diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 43c97e658..f7bcad806 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -73,22 +73,20 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
         close_rate: 2.20 quote
         amount: = 30.0 crypto
         stake_amount
-            1x,-1x: 60.0  quote
+            60.0  quote
         borrowed
-             1x:  0 quote
-        open_value: (amount * open_rate) ± (amount * open_rate * fee)
-             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
-        amount_closed:
-            1x, 3x         : amount
+             0 quote
+        open_value: (amount * open_rate) + (amount * open_rate * fee)
+             30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
         close_value:
-             1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
-            binance,kraken 1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)         = 65.835
+            (amount * close_rate) - (amount * close_rate * fee) - interest
+            (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
         total_profit:
-            1x, 3x : close_value - open_value
-            binance,kraken 1x: 65.835 - 60.15             = 5.685
+            close_value - open_value
+            65.835 - 60.15             = 5.685
         total_profit_ratio:
-            1x, 3x : ((close_value/open_value) - 1) * leverage
-            binance  1x: ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
+            ((close_value/open_value) - 1) * leverage
+            ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
 
     """
 
@@ -283,17 +281,18 @@ def test_update_invalid_order(limit_buy_order_usdt):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_calc_open_trade_value(limit_buy_order_usdt, fee):
-    # 10 minute limit trade on Binance/Kraken
-    # fee: 0.25 %, 0.3% quote
-    # open_rate: 2.00 quote
-    # amount: = 30.0 crypto
-    # stake_amount
-    #     1x, -1x: 60.0  quote
-    # open_value: (amount * open_rate) ± (amount * open_rate * fee)
-    # 0.25% fee
-    #      1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
-    # 0.3% fee
-    #      1x, 3x: 30 * 2 + 30 * 2 * 0.003  = 60.18 quote
+    """
+        fee: 0.25 %, 0.3% quote
+        open_rate: 2.00 quote
+        amount: = 30.0 crypto
+        stake_amount
+            60.0  quote
+        open_value: (amount * open_rate) + (amount * open_rate * fee)
+        0.25% fee
+            30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+        0.3% fee
+            30 * 2 + 30 * 2 * 0.003  = 60.18 quote
+    """
     trade = Trade(
         pair='ADA/USDT',
         stake_amount=60.0,
@@ -339,12 +338,10 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
 @pytest.mark.usefixtures("init_persistence")
 def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     """
-        10 minute limit trade on Binance/Kraken at 1x, 3x leverage
         arguments:
             fee:
                 0.25% quote
                 0.30% quote
-            interest_rate: 0.05% per 4 hrs
             open_rate: 2.0 quote
             close_rate:
                 1.9 quote
@@ -352,117 +349,51 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
                 2.2 quote
             amount: = 30.0 crypto
             stake_amount
-                1x,-1x: 60.0  quote
-                3x,-3x: 20.0  quote
-            hours: 1/6 (10 minutes)
-        borrowed
-             1x:  0 quote
-             3x: 40 quote
-            -1x: 30 crypto
-            -3x: 30 crypto
-        time-periods:
-            kraken: (1 + 1) 4hr_periods = 2 4hr_periods
-            binance: 1/24 24hr_periods
-        interest: borrowed * interest_rate * time-periods
-            1x            :  /
-            binance     3x: 40 * 0.0005 * 1/24 = 0.0008333333333333334 quote
-            kraken      3x: 40 * 0.0005 * 2    = 0.040 quote
-            binace -1x,-3x: 30 * 0.0005 * 1/24 = 0.000625 crypto
-            kraken -1x,-3x: 30 * 0.0005 * 2    = 0.030 crypto
-        open_value: (amount * open_rate) ± (amount * open_rate * fee)
+                60.0  quote
+        open_value: (amount * open_rate) + (amount * open_rate * fee)
           0.0025 fee
-             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
-            -1x,-3x: 30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
+            30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
+            30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
           0.003 fee: Is only applied to close rate in this test
-        amount_closed:
-            1x, 3x                         = amount
-            -1x, -3x                       = amount + interest
-            binance -1x,-3x: 30 + 0.000625 = 30.000625 crypto
-            kraken  -1x,-3x: 30 + 0.03     = 30.03 crypto
         close_value:
             equations:
-                1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
-                -1x,-3x: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
+                (amount_closed * close_rate) - (amount_closed * close_rate * fee)
             2.1 quote
-                bin,krak  1x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025)                = 62.8425
-                bin       3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.0008333333 = 62.8416666667
-                krak      3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.040        = 62.8025
-                bin  -1x,-3x: (30.000625 * 2.1) + (30.000625 * 2.1 * 0.0025)        = 63.15881578125
-                krak -1x,-3x: (30.03 * 2.1) + (30.03 * 2.1 * 0.0025)                = 63.2206575
+                (30.00 * 2.1) - (30.00 * 2.1 * 0.0025)   = 62.8425
             1.9 quote
-                bin,krak  1x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025)                = 56.8575
-                bin       3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.0008333333 = 56.85666667
-                krak      3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.040        = 56.8175
-                bin  -1x,-3x: (30.000625 * 1.9) + (30.000625 * 1.9 * 0.0025)        = 57.14369046875
-                krak -1x,-3x: (30.03 * 1.9) + (30.03 * 1.9 * 0.0025)                = 57.1996425
+                (30.00 * 1.9) - (30.00 * 1.9 * 0.0025)   = 56.8575
             2.2 quote
-                bin,krak  1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)              = 65.835
-                bin       3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.00083333 = 65.83416667
-                krak      3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.040      = 65.795
-                bin  -1x,-3x: (30.000625 * 2.20) + (30.000625 * 2.20 * 0.0025)      = 66.1663784375
-                krak -1x,-3x: (30.03 * 2.20) + (30.03 * 2.20 * 0.0025)              = 66.231165
+                (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
         total_profit:
             equations:
-                1x, 3x : close_value - open_value
-                -1x,-3x: open_value - close_value
+                close_value - open_value
             2.1 quote
-                binance,kraken 1x: 62.8425     - 60.15          = 2.6925
-                binance        3x: 62.84166667 - 60.15          = 2.69166667
-                kraken         3x: 62.8025     - 60.15          = 2.6525
-                binance   -1x,-3x: 59.850      - 63.15881578125 = -3.308815781249997
-                kraken    -1x,-3x: 59.850      - 63.2206575     = -3.3706575
+                62.8425 - 60.15 = 2.6925
             1.9 quote
-                binance,kraken 1x: 56.8575     - 60.15          = -3.2925
-                binance        3x: 56.85666667 - 60.15          = -3.29333333
-                kraken         3x: 56.8175     - 60.15          = -3.3325
-                binance   -1x,-3x: 59.850      - 57.14369046875 = 2.7063095312499996
-                kraken    -1x,-3x: 59.850      - 57.1996425     = 2.6503575
+                56.8575 - 60.15 = -3.2925
             2.2 quote
-                binance,kraken 1x: 65.835      - 60.15          = 5.685
-                binance        3x: 65.83416667 - 60.15          = 5.68416667
-                kraken         3x: 65.795      - 60.15          = 5.645
-                binance   -1x,-3x: 59.850      - 66.1663784375  = -6.316378437499999
-                kraken    -1x,-3x: 59.850      - 66.231165      = -6.381165
+                65.835  - 60.15 = 5.685
         total_profit_ratio:
             equations:
-                1x, 3x : ((close_value/open_value) - 1) * leverage
-                -1x,-3x: (1 - (close_value/open_value)) * leverage
+                ((close_value/open_value) - 1) * leverage
             2.1 quote
-                binance,kraken 1x: (62.8425 / 60.15) - 1             = 0.04476309226932673
-                binance        3x: ((62.84166667 / 60.15) - 1)*3     = 0.13424771421446402
-                kraken         3x: ((62.8025 / 60.15) - 1)*3         = 0.13229426433915248
-                binance       -1x: 1 - (63.15881578125 / 59.850)     = -0.05528514254385963
-                binance       -3x: (1 - (63.15881578125 / 59.850))*3 = -0.1658554276315789
-                kraken        -1x: 1 - (63.2206575 / 59.850)         = -0.05631842105263152
-                kraken        -3x: (1 - (63.2206575 / 59.850))*3     = -0.16895526315789455
+                (62.8425 / 60.15) - 1 = 0.04476309226932673
             1.9 quote
-                binance,kraken 1x: (56.8575 / 60.15) - 1             = -0.05473815461346632
-                binance        3x: ((56.85666667 / 60.15) - 1)*3     = -0.16425602643391513
-                kraken         3x: ((56.8175 / 60.15) - 1)*3         = -0.16620947630922667
-                binance       -1x: 1 - (57.14369046875 / 59.850)     = 0.045218204365079395
-                binance       -3x: (1 - (57.14369046875 / 59.850))*3 = 0.13565461309523819
-                kraken        -1x: 1 - (57.1996425 / 59.850)         = 0.04428333333333334
-                kraken        -3x: (1 - (57.1996425 / 59.850))*3     = 0.13285000000000002
+                (56.8575 / 60.15) - 1 = -0.05473815461346632
             2.2 quote
-                binance,kraken 1x: (65.835 / 60.15) - 1             = 0.0945137157107232
-                binance        3x: ((65.83416667 / 60.15) - 1)*3     = 0.2834995845386534
-                kraken         3x: ((65.795 / 60.15) - 1)*3         = 0.2815461346633419
-                binance       -1x: 1 - (66.1663784375 / 59.850)     = -0.1055368159983292
-                binance       -3x: (1 - (66.1663784375 / 59.850))*3 = -0.3166104479949876
-                kraken        -1x: 1 - (66.231165 / 59.850)         = -0.106619298245614
-                kraken        -3x: (1 - (66.231165 / 59.850))*3     = -0.319857894736842
-        fee: 0.003, 1x
+                (65.835 / 60.15) - 1  = 0.0945137157107232
+        fee: 0.003
             close_value:
                 2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811
                 1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829
                 2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802
             total_profit
-                fee: 0.003, 1x
+                fee: 0.003
                     2.1 quote: 62.811 - 60.15 = 2.6610000000000014
                     1.9 quote: 56.829 - 60.15 = -3.320999999999998
                     2.2 quote: 65.802 - 60.15 = 5.652000000000008
             total_profit_ratio
-                fee: 0.003, 1x
+                fee: 0.003
                     2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
                     1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
                     2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565

From 056bc93bc6a6772dc55ffd993e08ec571b6d80c2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 1 Aug 2021 19:16:26 +0200
Subject: [PATCH 344/834] backtesting needs startup_candle_count

fixes informative-pair loading  being different between --strategy-list and
--strategy.
---
 freqtrade/optimize/backtesting.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 628289b7f..45e60e013 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -122,6 +122,8 @@ class Backtesting:
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
+        # Add maximum startup candle count to configuration for informative pairs support
+        self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
 
         self.progress = BTProgress()

From 059c32b0675607986af0dc2c00738d3b4106bcce Mon Sep 17 00:00:00 2001
From: sauces1313 <sauces1313@fmdidgaf.com>
Date: Mon, 2 Aug 2021 02:49:49 +0000
Subject: [PATCH 345/834] Check for and default to 'None'

---
 .../plugins/pairlist/rangestabilityfilter.py  | 20 ++++++++++---------
 1 file changed, 11 insertions(+), 9 deletions(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 105568f17..63184c726 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -26,7 +26,7 @@ class RangeStabilityFilter(IPairList):
 
         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', 0.99)
+        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', None)
         self._refresh_period = pairlistconfig.get('refresh_period', 1440)
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
@@ -106,14 +106,16 @@ class RangeStabilityFilter(IPairList):
                               f"which is below the threshold of {self._min_rate_of_change}.",
                               logger.info)
                 result = False
-            if pct_change <= self._max_rate_of_change:
-                result = True
-            else:
-                self.log_once(f"Removed {pair} from whitelist, because rate of change "
-                              f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
-                              f"which is above the threshold of {self._max_rate_of_change}.",
-                              logger.info)
-                result = False
+            if self._max_rate_of_change:
+                if pct_change <= self._max_rate_of_change:
+                    result = True
+                else:
+                    self.log_once(
+                        f"Removed {pair} from whitelist, because rate of change "
+                        f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
+                        f"which is above the threshold of {self._max_rate_of_change}.",
+                        logger.info)
+                    result = False
             self._pair_cache[pair] = result
 
         return result

From b3f057e7c0dbf9a45c1889b4a57a57e7b5646f1e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:13 +0000
Subject: [PATCH 346/834] Bump isort from 5.9.2 to 5.9.3

Bumps [isort](https://github.com/pycqa/isort) from 5.9.2 to 5.9.3.
- [Release notes](https://github.com/pycqa/isort/releases)
- [Changelog](https://github.com/PyCQA/isort/blob/main/CHANGELOG.md)
- [Commits](https://github.com/pycqa/isort/compare/5.9.2...5.9.3)

---
updated-dependencies:
- dependency-name: isort
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 537936a86..70e61e71a 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -13,7 +13,7 @@ pytest-asyncio==0.15.1
 pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
-isort==5.9.2
+isort==5.9.3
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.1.0

From 4f05d31b942f5eacc108ad39d91cd2f81f65aa54 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:19 +0000
Subject: [PATCH 347/834] Bump ccxt from 1.53.72 to 1.54.24

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.53.72 to 1.54.24.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.53.72...1.54.24)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3be66bff7..bd1510380 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.53.72
+ccxt==1.54.24
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 4afcea9a1ccdadbb124363ef1009e0eb8c70514b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:25 +0000
Subject: [PATCH 348/834] Bump fastapi from 0.67.0 to 0.68.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.67.0 to 0.68.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.67.0...0.68.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3be66bff7..15040270e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.67.0
+fastapi==0.68.0
 uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From 849b8197a93de3ea9b5a9d796ddfd74095923c78 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:30 +0000
Subject: [PATCH 349/834] Bump scipy from 1.7.0 to 1.7.1

Bumps [scipy](https://github.com/scipy/scipy) from 1.7.0 to 1.7.1.
- [Release notes](https://github.com/scipy/scipy/releases)
- [Commits](https://github.com/scipy/scipy/compare/v1.7.0...v1.7.1)

---
updated-dependencies:
- dependency-name: scipy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 83e23e3ec..d7f22634b 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.7.0
+scipy==1.7.1
 scikit-learn==0.24.2
 scikit-optimize==0.8.1
 filelock==3.0.12

From 7fd3fc98c0135990f8d29e08aab0e8d8893bfd1a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:35 +0000
Subject: [PATCH 350/834] Bump types-requests from 2.25.0 to 2.25.1

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.0 to 2.25.1.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 537936a86..e260f8fb8 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,5 +21,5 @@ nbconvert==6.1.0
 # mypy types
 types-cachetools==0.1.9
 types-filelock==0.1.4
-types-requests==2.25.0
+types-requests==2.25.1
 types-tabulate==0.1.1

From 3a19e1610de5aef8468e475e23a2d033b3303f05 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 2 Aug 2021 03:01:38 +0000
Subject: [PATCH 351/834] Bump mkdocs-material from 7.2.1 to 7.2.2

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.1 to 7.2.2.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.1...7.2.2)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 6a904c951..047821f2d 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.1
+mkdocs-material==7.2.2
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From b63eda3a2b7e694a32d524c0413a30f737ef9d8d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 07:15:09 +0200
Subject: [PATCH 352/834] Some minor cleanup and improved test coverage

---
 freqtrade/plugins/pairlist/rangestabilityfilter.py |  7 +++++--
 tests/plugins/test_pairlist.py                     | 12 +++++++++++-
 2 files changed, 16 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index 63184c726..ef7f2cbcb 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -51,9 +51,12 @@ class RangeStabilityFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
+        max_rate_desc = ""
+        if self._max_rate_of_change:
+            max_rate_desc = (f" and above {self._max_rate_of_change}")
         return (f"{self.name} - Filtering pairs with rate of change below "
-                f"{self._min_rate_of_change} and above "
-                f"{self._max_rate_of_change} over the last {plural(self._days, 'day')}.")
+                f"{self._min_rate_of_change}{max_rate_desc} over the "
+                f"last {plural(self._days, 'day')}.")
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index a3f5b0875..5f0701a22 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -425,8 +425,12 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
         "USDT", ['NANO/USDT']),
     ([{"method": "StaticPairList"},
       {"method": "RangeStabilityFilter", "lookback_days": 10,
-       "min_rate_of_change": 0.01, "max_rate_of_change": 0.99, "refresh_period": 1440}],
+       "min_rate_of_change": 0.01, "refresh_period": 1440}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'HOT/BTC']),
+    ([{"method": "StaticPairList"},
+      {"method": "RangeStabilityFilter", "lookback_days": 10,
+       "max_rate_of_change": 0.01, "refresh_period": 1440}],
+     "BTC", []),  # All removed because of max_rate_of_change being 0.017
     ([{"method": "StaticPairList"},
       {"method": "VolatilityFilter", "lookback_days": 3,
        "min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],
@@ -985,6 +989,12 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
      None,
      "PriceFilter requires max_value to be >= 0"
      ),  # OperationalException expected
+    ({"method": "RangeStabilityFilter", "lookback_days": 10,
+      "min_rate_of_change": 0.01},
+     "[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "
+     "0.01 over the last days.'}]",
+        None
+     ),
     ({"method": "RangeStabilityFilter", "lookback_days": 10,
      "min_rate_of_change": 0.01, "max_rate_of_change": 0.99},
      "[{'RangeStabilityFilter': 'RangeStabilityFilter - Filtering pairs with rate of change below "

From 3c5f06d5c054f939b53b6a0e6ad61ef6af7092fa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 08:31:33 +0200
Subject: [PATCH 353/834] Update tests/exchange/test_exchange.py

---
 tests/exchange/test_exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index bacb7edbb..a2ce09eab 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2190,7 +2190,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='123', pair='TKN/BTC') == {}
     assert exchange.cancel_stoploss_order(order_id='123', pair='TKN/BTC') == {}
 
-    order = exchange.create_order('ETH/BTC', 'limit', "sell", 5, 0.55, 'gtc')
+    order = exchange.create_order('ETH/BTC', 'limit', "buy", 5, 0.55, 'gtc')
 
     cancel_order = exchange.cancel_order(order_id=order['id'], pair='ETH/BTC')
     assert order['id'] == cancel_order['id']

From c981641441fc329f788e31e599629ee16df9061b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 20:17:58 +0200
Subject: [PATCH 354/834] Don't fail if strategy doesn't contain sell signal

---
 freqtrade/strategy/interface.py  |  8 +++++---
 tests/strategy/test_interface.py | 25 +++++++++++++++++++++----
 2 files changed, 26 insertions(+), 7 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index f10a12fa9..6f3e047eb 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -483,8 +483,6 @@ class IStrategy(ABC, HyperStrategyMixin):
             message = "No dataframe returned (return statement missing?)."
         elif 'buy' not in dataframe:
             message = "Buy column not set."
-        elif 'sell' not in dataframe:
-            message = "Sell column not set."
         elif df_len != len(dataframe):
             message = message_template.format("length")
         elif df_close != dataframe["close"].iloc[-1]:
@@ -531,7 +529,11 @@ class IStrategy(ABC, HyperStrategyMixin):
             return False, False, None
 
         buy = latest[SignalType.BUY.value] == 1
-        sell = latest[SignalType.SELL.value] == 1
+
+        sell = False
+        if SignalType.SELL.value in latest:
+            sell = latest[SignalType.SELL.value] == 1
+
         buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
 
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 751f08344..d8c87506c 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -126,6 +126,27 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
+def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
+    # default_conf defines a 5m interval. we check interval * 2 + 5m
+    # this is necessary as the last candle is removed (partial candles) by default
+    ohlcv_history.loc[1, 'date'] = arrow.utcnow()
+    # Take a copy to correctly modify the call
+    mocked_history = ohlcv_history.copy()
+    # Intentionally don't set sell column
+    # mocked_history['sell'] = 0
+    mocked_history['buy'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+
+    caplog.set_level(logging.INFO)
+    mocker.patch.object(_STRATEGY, 'assert_df')
+
+    assert (True, False, None) == _STRATEGY.get_signal(
+        'xyz',
+        default_conf['timeframe'],
+        mocked_history
+    )
+
+
 def test_ignore_expired_candle(default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -197,10 +218,6 @@ def test_assert_df(ohlcv_history, caplog):
                        match="Buy column not set"):
         _STRATEGY.assert_df(ohlcv_history.drop('buy', axis=1), len(ohlcv_history),
                             ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
-    with pytest.raises(StrategyError,
-                       match="Sell column not set"):
-        _STRATEGY.assert_df(ohlcv_history.drop('sell', axis=1), len(ohlcv_history),
-                            ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
 
     _STRATEGY.disable_dataframe_checks = True
     caplog.clear()

From e70a742005e286ecb7e1385ec6af97caf6b3a363 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 21:12:10 +0200
Subject: [PATCH 355/834] Reorder space methods in hyperopt

---
 freqtrade/optimize/hyperopt.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index cb6884385..7022f67c5 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -264,17 +264,14 @@ class Hyperopt:
 
     def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
-        Used Optimize function. Called once per epoch to optimize whatever is configured.
+        Used Optimize function.
+        Called once per epoch to optimize whatever is configured.
         Keep this function as optimized as possible!
         """
         backtest_start_time = datetime.now(timezone.utc)
         params_dict = self._get_params_dict(self.dimensions, raw_params)
 
         # Apply parameters
-        if HyperoptTools.has_space(self.config, 'roi'):
-            self.backtesting.strategy.minimal_roi = (  # type: ignore
-                self.custom_hyperopt.generate_roi_table(params_dict))
-
         if HyperoptTools.has_space(self.config, 'buy'):
             self.backtesting.strategy.advise_buy = (  # type: ignore
                 self.custom_hyperopt.buy_strategy_generator(params_dict))
@@ -283,6 +280,10 @@ class Hyperopt:
             self.backtesting.strategy.advise_sell = (  # type: ignore
                 self.custom_hyperopt.sell_strategy_generator(params_dict))
 
+        if HyperoptTools.has_space(self.config, 'roi'):
+            self.backtesting.strategy.minimal_roi = (  # type: ignore
+                self.custom_hyperopt.generate_roi_table(params_dict))
+
         if HyperoptTools.has_space(self.config, 'stoploss'):
             self.backtesting.strategy.stoploss = params_dict['stoploss']
 

From 4ab03f7e378bc4dd6e2031c1b199180fdb70e3d3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 2 Aug 2021 21:17:56 +0200
Subject: [PATCH 356/834] Don't load fallback methods for autohyperopt

---
 freqtrade/optimize/hyperopt.py | 21 +++++++++++----------
 1 file changed, 11 insertions(+), 10 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 7022f67c5..0ed3d4cbf 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -102,16 +102,17 @@ class Hyperopt:
         self.num_epochs_saved = 0
         self.current_best_epoch: Optional[Dict[str, Any]] = None
 
-        # Populate functions here (hasattr is slow so should not be run during "regular" operations)
-        if hasattr(self.custom_hyperopt, 'populate_indicators'):
-            self.backtesting.strategy.advise_indicators = (  # type: ignore
-                self.custom_hyperopt.populate_indicators)  # type: ignore
-        if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-            self.backtesting.strategy.advise_buy = (  # type: ignore
-                self.custom_hyperopt.populate_buy_trend)  # type: ignore
-        if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-            self.backtesting.strategy.advise_sell = (  # type: ignore
-                self.custom_hyperopt.populate_sell_trend)  # type: ignore
+        if not self.auto_hyperopt:
+            # Populate "fallback" functions here (hasattr is slow so should not be run during "regular" operations)
+            if hasattr(self.custom_hyperopt, 'populate_indicators'):
+                self.backtesting.strategy.advise_indicators = (  # type: ignore
+                    self.custom_hyperopt.populate_indicators)  # type: ignore
+            if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
+                self.backtesting.strategy.advise_buy = (  # type: ignore
+                    self.custom_hyperopt.populate_buy_trend)  # type: ignore
+            if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
+                self.backtesting.strategy.advise_sell = (  # type: ignore
+                    self.custom_hyperopt.populate_sell_trend)  # type: ignore
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):

From dfc17f2bd1f3779c68475dde405c314b83a85f90 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 07:21:11 +0200
Subject: [PATCH 357/834] Fix ci failure

---
 freqtrade/optimize/hyperopt.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 0ed3d4cbf..a69e5a5a2 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -103,7 +103,8 @@ class Hyperopt:
         self.current_best_epoch: Optional[Dict[str, Any]] = None
 
         if not self.auto_hyperopt:
-            # Populate "fallback" functions here (hasattr is slow so should not be run during "regular" operations)
+            # Populate "fallback" functions here
+            # (hasattr is slow so should not be run during "regular" operations)
             if hasattr(self.custom_hyperopt, 'populate_indicators'):
                 self.backtesting.strategy.advise_indicators = (  # type: ignore
                     self.custom_hyperopt.populate_indicators)  # type: ignore

From f11f5d17e91e05e2f2ac7729ccf0b4f29a352bd6 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Sat, 31 Jul 2021 00:05:45 -0400
Subject: [PATCH 358/834] add feature custom entry price for live

---
 docs/strategy-advanced.md                | 29 +++++++++-
 freqtrade/constants.py                   |  2 +
 freqtrade/freqtradebot.py                | 73 ++++++++++++++++++++++++
 freqtrade/resolvers/strategy_resolver.py |  1 +
 freqtrade/rpc/api_server/api_schemas.py  |  1 +
 freqtrade/rpc/rpc.py                     |  1 +
 freqtrade/strategy/interface.py          | 58 +++++++++++++++++++
 tests/strategy/test_interface.py         | 28 +++++++++
 tests/test_freqtradebot.py               | 30 ++++++++++
 9 files changed, 222 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 0704473fb..8c99f1d2e 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -357,6 +357,33 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ---
 
+## Custom order entry price rules
+
+By default, freqtrade use the orderbook to automatically set an order price, you also have the option to create custom order prices based on your strategy.
+
+You can use this feature by setting the `use_custom_entry_price` option to `true` in config and creating a custom_entry_price function.
+
+### Custom order entry price exemple
+``` python
+from datetime import datetime, timedelta, timezone
+from freqtrade.persistence import Trade
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def custom_entry_price(self, pair: str, current_time: datetime,
+                            current_rate, **kwargs) -> float:
+
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+                                                                timeframe=self.timeframe)
+        entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        
+        return entryprice
+
+```
+
+
 ## Custom order timeout rules
 
 Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
@@ -366,7 +393,7 @@ However, freqtrade also offers a custom callback for both order types, which all
 !!! Note
     Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
 
-### Custom order timeout example
+## Custom order timeout example
 
 A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
 It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index b48644c58..f118ac700 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -433,6 +433,8 @@ SCHEMA_MINIMAL_REQUIRED = [
 
 CANCEL_REASON = {
     "TIMEOUT": "cancelled due to timeout",
+    "ENTRYPRICECHANGED": "Custom entry price changed",
+    "EXITPRICECHANGED": "Custom exit price changed",
     "PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open",
     "PARTIALLY_FILLED": "partially filled",
     "FULLY_CANCELLED": "fully cancelled",
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 09aa06adf..4abc7e508 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -169,6 +169,7 @@ class FreqtradeBot(LoggingMixin):
         with self._sell_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
+            self.check_handle_custom_entryprice_outdated()
 
         # Protect from collisions with forcesell.
         # Without this, freqtrade my try to recreate stoploss_on_exchange orders
@@ -480,6 +481,14 @@ class FreqtradeBot(LoggingMixin):
         else:
             # Calculate price
             buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
+            if self.config.get('use_custom_entry_price', False):
+                buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
+                custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
+                                                    default_retval=stake_amount)(
+                    pair=pair, current_time=datetime.now(timezone.utc),
+                    current_rate=buy_rate)
+
+                buy_limit_requested = custom_entry_price
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
@@ -911,6 +920,70 @@ class FreqtradeBot(LoggingMixin):
                                                                  order=order))):
                 self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
+    def _check_entryprice_outdated(self, side: str, order: dict) -> bool:
+        """
+        Check if entry price is outdated by comparing it to the new prefered entry price
+        , and if the order is still open and price outdated
+        """
+        #print("check_entryprice_outdated")
+        if self.config.get('use_custom_entry_price', False):
+            order_prefered_entry_price = order['price'] # order['trade']
+
+            #print(order)
+            #order_open_rate_requested = order.trade['open_rate_requested']
+            #print("order_trade_object : {}".format(order['trade']))
+
+            # get pep from strategy data provider
+            pair = order['symbol']
+            old_prefered_entry_price = order_prefered_entry_price
+            #new_prefered_entry_price = self.strategy.custom_info[pair]['pep_long'].iloc[-1] #buy_limit_requested
+            new_prefered_entry_price = self.strategy.entryprice
+
+            old_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, order_prefered_entry_price)
+            new_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, new_prefered_entry_price)
+
+            if old_prefered_entry_price_rounded != new_prefered_entry_price_rounded:
+                print("order['symbol']: {}".format(order['symbol']))
+                print("new_prefered_entry_price: {}, old_prefered_entry_price: {}".format(new_prefered_entry_price, old_prefered_entry_price))
+                print("rounded new pep: {}, rounded old pep: {}".format(new_prefered_entry_price_rounded, old_prefered_entry_price_rounded))
+                print("Delta in prefered entry price, order to cancel")
+                return True
+            else:
+                return False
+        else:
+            return False
+
+    def check_handle_custom_entryprice_outdated(self) -> None:
+        """
+        Check if any orders prefered entryprice change and cancel if necessary
+        :return: None
+        """
+
+        for trade in Trade.get_open_order_trades():
+            try:
+                if not trade.open_order_id:
+                    continue
+                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
+            except (ExchangeError):
+                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
+                continue
+
+            fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
+
+            # Refresh entryprice value if order is open
+            if (order['status'] == 'open'):
+                self.strategy.entryprice = strategy_safe_wrapper(self.strategy.custom_entry_price)(
+                    pair=trade.pair, current_time=datetime.now(timezone.utc),
+                    current_rate=trade.open_rate_requested)
+    
+            if (order['side'] == 'buy' and (order['status'] == 'open') and (
+                self._check_entryprice_outdated('buy', order))):
+                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ENTRYPRICECHANGED'])
+
+            elif (order['side'] == 'sell' and (order['status'] == 'open') and (
+                self._check_entryprice_outdated('sell', order))):
+                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['EXITPRICECHANGED'])
+
     def cancel_all_open_orders(self) -> None:
         """
         Cancel all orders that are currently open
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 1239b78b3..3248ed385 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -79,6 +79,7 @@ class StrategyResolver(IResolver):
                       ("trailing_stop_positive_offset",   0.0),
                       ("trailing_only_offset_is_reached", None),
                       ("use_custom_stoploss",             None),
+                      ("use_custom_entry_price",          None),
                       ("process_only_new_candles",        None),
                       ("order_types",                     None),
                       ("order_time_in_force",             None),
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 318762136..c66a01490 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -129,6 +129,7 @@ class ShowConfig(BaseModel):
     trailing_stop_positive_offset: Optional[float]
     trailing_only_offset_is_reached: Optional[bool]
     use_custom_stoploss: Optional[bool]
+    use_custom_entry_price: Optional[bool]
     timeframe: Optional[str]
     timeframe_ms: int
     timeframe_min: int
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 902975fde..2983c1dfa 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -116,6 +116,7 @@ class RPC:
             'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
             'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
             'use_custom_stoploss': config.get('use_custom_stoploss'),
+            'use_custom_entry_price': config.get('use_custom_entry_price'),
             'bot_name': config.get('bot_name', 'freqtrade'),
             'timeframe': config.get('timeframe'),
             'timeframe_ms': timeframe_to_msecs(config['timeframe']
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6f3e047eb..af5be2711 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -69,6 +69,10 @@ class IStrategy(ABC, HyperStrategyMixin):
     # associated stoploss
     stoploss: float
 
+    # custom order price
+    entryprice: Optional[float] = None
+    exitprice: Optional[float] = None
+
     # trailing stoploss
     trailing_stop: bool = False
     trailing_stop_positive: Optional[float] = None
@@ -280,6 +284,24 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return self.stoploss
 
+    def custom_entry_price(self, pair: str, current_time: datetime, current_rate: float,
+                            **kwargs) -> float:
+        """
+        Custom entry price logic, returning the new entry price.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns None, orderbook is used to set entry price
+        Only called when use_custom_entry_price is set to True.
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New entry price value if provided
+        """
+        return self.entryprice
+
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """
@@ -635,6 +657,42 @@ class IStrategy(ABC, HyperStrategyMixin):
         # logger.debug(f"{trade.pair} - No sell signal.")
         return SellCheckTuple(sell_type=SellType.NONE)
 
+    def entry_price_reached(self, pair: str, current_rate: float,
+                          current_time: datetime, low: float = None,
+                          high: float = None, side: str = "long") -> bool:
+        """
+        Based on current candle low ,decides if entry price was reached
+        :param current_rate: current rate
+        :param low: Low value of this candle, only set in backtesting
+        :param high: High value of this candle, only set in backtesting
+        """
+
+        if self.use_custom_entry_price:
+            entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None
+                                                    )(pair=pair,
+                                                      current_time=current_time,
+                                                      current_rate=current_rate)
+            # Sanity check - error cases will return None
+            if side == "long":
+                if entry_price_value > low:
+                    return True
+                else:
+                    logger.info(f"Entry failed because entry price {entry_price_value} \
+                                higher than candle low in long side")
+                    return False
+            
+            elif side == "short":
+                if entry_price_value < high:
+                    return True
+                else:
+                    logger.info(f"Entry failed because entry price {entry_price_value} \
+                                higher than candle high in short side")
+                    return False
+
+            else:
+                logger.warning("CustomEntryPrice function did not return valid entry price")
+                return False
+
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
                           force_stoploss: float, low: float = None,
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d8c87506c..7102c1a49 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -431,6 +431,34 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
     strategy.custom_stoploss = original_stopvalue
 
 
+@pytest.mark.parametrize(
+    'current_rate, exp_custom_entry', 'expected_result', 'use_custom_entry_price', 'custom_entry' [
+        # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
+        #   enable custom stoploss, expected after 1st call, expected after 2nd call
+        (99, 98, False, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # custom_entry_price pice - (price * 0.01)
+        (97.8, 98, True, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # price stayed under entry price
+        (97.8, 98, True, True, lambda current_rate, **kwargs: current_rate + (current_rate * 0.01)), # entry price over current price
+        (99.9, 98, True, False, None), # feature not activated
+    ])
+def test_entry_price_reached(default_conf, current_rate, exp_custom_entry, candle_ohlc,
+                             expected_result, use_custom_entry_price, custom_entry) -> None:
+
+    default_conf.update({'strategy': 'DefaultStrategy'})
+
+
+    strategy = StrategyResolver.load_strategy(default_conf)
+
+    strategy.use_custom_entry_price = use_custom_entry_price
+    custom_entry_price = custom_entry
+    if use_custom_entry_price:
+        strategy.custom_entry_price = custom_entry(current_rate)
+
+    now = arrow.utcnow().datetime
+    entry_flag = strategy.entry_price_reached(current_rate=current_rate, low= None, high=None)
+
+
+    pass
+
 def test_custom_sell(default_conf, fee, caplog) -> None:
 
     default_conf.update({'strategy': 'DefaultStrategy'})
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b1e02a99b..f6b8f5544 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -904,6 +904,36 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
 
+def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    default_conf.update({'use_custom_entry_price': True})
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
+    stake_amount = 3
+    bid = 2304
+    buy_rate_mock = MagicMock(return_value=bid)
+    buy_mm = MagicMock(return_value=limit_buy_order_open)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_rate=buy_rate_mock,
+        fetch_ticker=MagicMock(return_value={
+            'bid': 2304,
+            'ask': 0.00001173,
+            'last': 2304
+        }),
+        buy=buy_mm,
+        get_min_pair_stake_amount=MagicMock(return_value=1),
+        get_fee=fee,
+    )
+    pair = 'ETH/USDT'
+
+    # Test calling with custom entry price option activated
+    limit_buy_order_open['id'] = '55'
+    assert freqtrade.execute_buy(pair, stake_amount)
+    # Make sure get_rate called to provide current_rate param to custom_entry_price
+    assert buy_rate_mock.call_count == 1
+
 
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)

From 5284112b69828b91d42a398c2d6cad9c1a151121 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Sun, 1 Aug 2021 02:09:59 -0400
Subject: [PATCH 359/834] fix in custom entry function output,remove changes
 related to outdated prices, doc exemple minor changes

---
 docs/strategy-advanced.md       |  4 +-
 freqtrade/freqtradebot.py       | 65 ---------------------------------
 freqtrade/strategy/interface.py | 10 ++---
 3 files changed, 5 insertions(+), 74 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 8c99f1d2e..a8e54bbcf 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -373,7 +373,7 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def custom_entry_price(self, pair: str, current_time: datetime,
-                            current_rate, **kwargs) -> float:
+                            proposed_rate, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
@@ -393,7 +393,7 @@ However, freqtrade also offers a custom callback for both order types, which all
 !!! Note
     Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
 
-## Custom order timeout example
+### Custom order timeout example
 
 A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
 It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4abc7e508..c8e930a36 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -169,7 +169,6 @@ class FreqtradeBot(LoggingMixin):
         with self._sell_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
-            self.check_handle_custom_entryprice_outdated()
 
         # Protect from collisions with forcesell.
         # Without this, freqtrade my try to recreate stoploss_on_exchange orders
@@ -920,70 +919,6 @@ class FreqtradeBot(LoggingMixin):
                                                                  order=order))):
                 self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
-    def _check_entryprice_outdated(self, side: str, order: dict) -> bool:
-        """
-        Check if entry price is outdated by comparing it to the new prefered entry price
-        , and if the order is still open and price outdated
-        """
-        #print("check_entryprice_outdated")
-        if self.config.get('use_custom_entry_price', False):
-            order_prefered_entry_price = order['price'] # order['trade']
-
-            #print(order)
-            #order_open_rate_requested = order.trade['open_rate_requested']
-            #print("order_trade_object : {}".format(order['trade']))
-
-            # get pep from strategy data provider
-            pair = order['symbol']
-            old_prefered_entry_price = order_prefered_entry_price
-            #new_prefered_entry_price = self.strategy.custom_info[pair]['pep_long'].iloc[-1] #buy_limit_requested
-            new_prefered_entry_price = self.strategy.entryprice
-
-            old_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, order_prefered_entry_price)
-            new_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, new_prefered_entry_price)
-
-            if old_prefered_entry_price_rounded != new_prefered_entry_price_rounded:
-                print("order['symbol']: {}".format(order['symbol']))
-                print("new_prefered_entry_price: {}, old_prefered_entry_price: {}".format(new_prefered_entry_price, old_prefered_entry_price))
-                print("rounded new pep: {}, rounded old pep: {}".format(new_prefered_entry_price_rounded, old_prefered_entry_price_rounded))
-                print("Delta in prefered entry price, order to cancel")
-                return True
-            else:
-                return False
-        else:
-            return False
-
-    def check_handle_custom_entryprice_outdated(self) -> None:
-        """
-        Check if any orders prefered entryprice change and cancel if necessary
-        :return: None
-        """
-
-        for trade in Trade.get_open_order_trades():
-            try:
-                if not trade.open_order_id:
-                    continue
-                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (ExchangeError):
-                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
-                continue
-
-            fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
-
-            # Refresh entryprice value if order is open
-            if (order['status'] == 'open'):
-                self.strategy.entryprice = strategy_safe_wrapper(self.strategy.custom_entry_price)(
-                    pair=trade.pair, current_time=datetime.now(timezone.utc),
-                    current_rate=trade.open_rate_requested)
-    
-            if (order['side'] == 'buy' and (order['status'] == 'open') and (
-                self._check_entryprice_outdated('buy', order))):
-                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ENTRYPRICECHANGED'])
-
-            elif (order['side'] == 'sell' and (order['status'] == 'open') and (
-                self._check_entryprice_outdated('sell', order))):
-                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['EXITPRICECHANGED'])
-
     def cancel_all_open_orders(self) -> None:
         """
         Cancel all orders that are currently open
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index af5be2711..401934f7a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -69,10 +69,6 @@ class IStrategy(ABC, HyperStrategyMixin):
     # associated stoploss
     stoploss: float
 
-    # custom order price
-    entryprice: Optional[float] = None
-    exitprice: Optional[float] = None
-
     # trailing stoploss
     trailing_stop: bool = False
     trailing_stop_positive: Optional[float] = None
@@ -284,7 +280,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return self.stoploss
 
-    def custom_entry_price(self, pair: str, current_time: datetime, current_rate: float,
+    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
                             **kwargs) -> float:
         """
         Custom entry price logic, returning the new entry price.
@@ -296,11 +292,11 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         :param pair: Pair that's currently analyzed
         :param current_time: datetime object, containing the current datetime
-        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New entry price value if provided
         """
-        return self.entryprice
+        return proposed_rate
 
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:

From 3d8c3ffd38dc8f08edf91e11ba19d57ac6765125 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Sun, 1 Aug 2021 02:21:23 -0400
Subject: [PATCH 360/834] fix syntax error in unit test

---
 tests/strategy/test_interface.py | 41 ++++++++++----------------------
 1 file changed, 13 insertions(+), 28 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 7102c1a49..f973c5bf7 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -38,20 +38,15 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
-    mocked_history.loc[1, 'sell'] = 0
-    mocked_history.loc[1, 'buy'] = 1
-    mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
-
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -68,21 +63,15 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False, None) == _STRATEGY.get_signal(
-        'foo', default_conf['timeframe'], DataFrame()
-    )
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False, None) == _STRATEGY.get_signal(
-        'baz',
-        default_conf['timeframe'],
-        DataFrame([])
-    )
+    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -118,11 +107,7 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False, None) == _STRATEGY.get_signal(
-        'xyz',
-        default_conf['timeframe'],
-        mocked_history
-    )
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
@@ -432,13 +417,13 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
 
 
 @pytest.mark.parametrize(
-    'current_rate, exp_custom_entry', 'expected_result', 'use_custom_entry_price', 'custom_entry' [
-        # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
+    'current_rate, expected_result, use_custom_entry_price, custom_entry', [
+        # current rate, expected result value, profit for 2nd call, enable trailing,
         #   enable custom stoploss, expected after 1st call, expected after 2nd call
-        (99, 98, False, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # custom_entry_price pice - (price * 0.01)
-        (97.8, 98, True, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # price stayed under entry price
-        (97.8, 98, True, True, lambda current_rate, **kwargs: current_rate + (current_rate * 0.01)), # entry price over current price
-        (99.9, 98, True, False, None), # feature not activated
+        (99, False, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # custom_entry_price pice - (price * 0.01)
+        (97.8, True, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # price stayed under entry price
+        (97.8, True, True, lambda current_rate, **kwargs: current_rate + (current_rate * 0.01)), # entry price over current price
+        (99.9, True, False, None), # feature not activated
     ])
 def test_entry_price_reached(default_conf, current_rate, exp_custom_entry, candle_ohlc,
                              expected_result, use_custom_entry_price, custom_entry) -> None:

From d9c9b7d7fc6449d60c451ff8e3eb72726e16a9ea Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:02:10 -0400
Subject: [PATCH 361/834] restore interface test file

---
 tests/strategy/test_interface.py | 57 ++++++++++++--------------------
 1 file changed, 22 insertions(+), 35 deletions(-)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index f973c5bf7..d8c87506c 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -38,15 +38,20 @@ def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
     mocked_history['buy'] = 0
     mocked_history.loc[1, 'sell'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 1
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
     mocked_history.loc[1, 'sell'] = 0
     mocked_history.loc[1, 'buy'] = 0
 
-    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False)
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
+    mocked_history.loc[1, 'sell'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+    mocked_history.loc[1, 'buy_tag'] = 'buy_signal_01'
+
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (True, False, 'buy_signal_01')
 
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -63,15 +68,21 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_get_signal_empty(default_conf, mocker, caplog):
-    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['timeframe'], DataFrame())
+    assert (False, False, None) == _STRATEGY.get_signal(
+        'foo', default_conf['timeframe'], DataFrame()
+    )
     assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
+    assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
     assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
     caplog.clear()
 
-    assert (False, False) == _STRATEGY.get_signal('baz', default_conf['timeframe'], DataFrame([]))
+    assert (False, False, None) == _STRATEGY.get_signal(
+        'baz',
+        default_conf['timeframe'],
+        DataFrame([])
+    )
     assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
 
 
@@ -107,7 +118,11 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(_STRATEGY, 'assert_df')
 
-    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['timeframe'], mocked_history)
+    assert (False, False, None) == _STRATEGY.get_signal(
+        'xyz',
+        default_conf['timeframe'],
+        mocked_history
+    )
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
@@ -416,34 +431,6 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
     strategy.custom_stoploss = original_stopvalue
 
 
-@pytest.mark.parametrize(
-    'current_rate, expected_result, use_custom_entry_price, custom_entry', [
-        # current rate, expected result value, profit for 2nd call, enable trailing,
-        #   enable custom stoploss, expected after 1st call, expected after 2nd call
-        (99, False, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # custom_entry_price pice - (price * 0.01)
-        (97.8, True, True, lambda current_rate, **kwargs: current_rate - (current_rate * 0.01)), # price stayed under entry price
-        (97.8, True, True, lambda current_rate, **kwargs: current_rate + (current_rate * 0.01)), # entry price over current price
-        (99.9, True, False, None), # feature not activated
-    ])
-def test_entry_price_reached(default_conf, current_rate, exp_custom_entry, candle_ohlc,
-                             expected_result, use_custom_entry_price, custom_entry) -> None:
-
-    default_conf.update({'strategy': 'DefaultStrategy'})
-
-
-    strategy = StrategyResolver.load_strategy(default_conf)
-
-    strategy.use_custom_entry_price = use_custom_entry_price
-    custom_entry_price = custom_entry
-    if use_custom_entry_price:
-        strategy.custom_entry_price = custom_entry(current_rate)
-
-    now = arrow.utcnow().datetime
-    entry_flag = strategy.entry_price_reached(current_rate=current_rate, low= None, high=None)
-
-
-    pass
-
 def test_custom_sell(default_conf, fee, caplog) -> None:
 
     default_conf.update({'strategy': 'DefaultStrategy'})

From 53fb8b05e72587d334e1a5865a9a6773b523edae Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:19:29 -0400
Subject: [PATCH 362/834] remove short logic in entry_price_reached function

---
 freqtrade/strategy/interface.py | 21 +++++----------------
 1 file changed, 5 insertions(+), 16 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 401934f7a..366ae3504 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -281,7 +281,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return self.stoploss
 
     def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
-                            **kwargs) -> float:
+                           **kwargs) -> float:
         """
         Custom entry price logic, returning the new entry price.
 
@@ -654,8 +654,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         return SellCheckTuple(sell_type=SellType.NONE)
 
     def entry_price_reached(self, pair: str, current_rate: float,
-                          current_time: datetime, low: float = None,
-                          high: float = None, side: str = "long") -> bool:
+                            current_time: datetime, low: float = None,
+                            high: float = None) -> bool:
         """
         Based on current candle low ,decides if entry price was reached
         :param current_rate: current rate
@@ -668,23 +668,12 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                     )(pair=pair,
                                                       current_time=current_time,
                                                       current_rate=current_rate)
-            # Sanity check - error cases will return None
-            if side == "long":
+
+            if entry_price_value is not None:
                 if entry_price_value > low:
                     return True
                 else:
-                    logger.info(f"Entry failed because entry price {entry_price_value} \
-                                higher than candle low in long side")
                     return False
-            
-            elif side == "short":
-                if entry_price_value < high:
-                    return True
-                else:
-                    logger.info(f"Entry failed because entry price {entry_price_value} \
-                                higher than candle high in short side")
-                    return False
-
             else:
                 logger.warning("CustomEntryPrice function did not return valid entry price")
                 return False

From 00939b63f2bb05394af2023694b30b15be73ceef Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:25:18 -0400
Subject: [PATCH 363/834] flake 8 fixes

---
 freqtrade/freqtradebot.py       | 2 +-
 freqtrade/strategy/interface.py | 8 ++++----
 tests/test_freqtradebot.py      | 3 ++-
 3 files changed, 7 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index c8e930a36..5b60c0ea3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -483,7 +483,7 @@ class FreqtradeBot(LoggingMixin):
             if self.config.get('use_custom_entry_price', False):
                 buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
                 custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                    default_retval=stake_amount)(
+                                                           default_retval=stake_amount)(
                     pair=pair, current_time=datetime.now(timezone.utc),
                     current_rate=buy_rate)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 366ae3504..750f6f39b 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -664,10 +664,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
 
         if self.use_custom_entry_price:
-            entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None
-                                                    )(pair=pair,
-                                                      current_time=current_time,
-                                                      current_rate=current_rate)
+            entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
+                pair=pair,
+                current_time=current_time,
+                current_rate=current_rate)
 
             if entry_price_value is not None:
                 if entry_price_value > low:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f6b8f5544..6aaa17094 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -904,7 +904,8 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
 
-def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+
+def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf.update({'use_custom_entry_price': True})

From 42e24d8b4b76a4e850c8b4687166f0bc79b82d22 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:35:16 -0400
Subject: [PATCH 364/834] remove price change cancel reason in contants, will
 be added in another PR

---
 freqtrade/constants.py | 2 --
 1 file changed, 2 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index f118ac700..b48644c58 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -433,8 +433,6 @@ SCHEMA_MINIMAL_REQUIRED = [
 
 CANCEL_REASON = {
     "TIMEOUT": "cancelled due to timeout",
-    "ENTRYPRICECHANGED": "Custom entry price changed",
-    "EXITPRICECHANGED": "Custom exit price changed",
     "PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open",
     "PARTIALLY_FILLED": "partially filled",
     "FULLY_CANCELLED": "fully cancelled",

From 16146357b329a759654c302e391e304848adc951 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:39:35 -0400
Subject: [PATCH 365/834] reuse buy_limit_requested as rate input for custom
 entry price

---
 freqtrade/freqtradebot.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5b60c0ea3..ffe223899 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -481,11 +481,10 @@ class FreqtradeBot(LoggingMixin):
             # Calculate price
             buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
             if self.config.get('use_custom_entry_price', False):
-                buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
                 custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                                            default_retval=stake_amount)(
                     pair=pair, current_time=datetime.now(timezone.utc),
-                    current_rate=buy_rate)
+                    current_rate=buy_limit_requested)
 
                 buy_limit_requested = custom_entry_price
 

From b3dafb378e32c39e6eba60e61b2acfc8ea79bf08 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 16:54:28 -0400
Subject: [PATCH 366/834] remove use_custom_entry_price as a config option

---
 freqtrade/freqtradebot.py                | 11 +++++------
 freqtrade/resolvers/strategy_resolver.py |  1 -
 freqtrade/rpc/api_server/api_schemas.py  |  1 -
 freqtrade/rpc/rpc.py                     |  1 -
 freqtrade/strategy/interface.py          | 23 ++++++++++-------------
 tests/test_freqtradebot.py               |  1 -
 6 files changed, 15 insertions(+), 23 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ffe223899..ad8d0b9c4 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -480,13 +480,12 @@ class FreqtradeBot(LoggingMixin):
         else:
             # Calculate price
             buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
-            if self.config.get('use_custom_entry_price', False):
-                custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                           default_retval=stake_amount)(
-                    pair=pair, current_time=datetime.now(timezone.utc),
-                    current_rate=buy_limit_requested)
+            custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
+                                                       default_retval=stake_amount)(
+                pair=pair, current_time=datetime.now(timezone.utc),
+                current_rate=buy_limit_requested)
 
-                buy_limit_requested = custom_entry_price
+            buy_limit_requested = custom_entry_price
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 3248ed385..1239b78b3 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -79,7 +79,6 @@ class StrategyResolver(IResolver):
                       ("trailing_stop_positive_offset",   0.0),
                       ("trailing_only_offset_is_reached", None),
                       ("use_custom_stoploss",             None),
-                      ("use_custom_entry_price",          None),
                       ("process_only_new_candles",        None),
                       ("order_types",                     None),
                       ("order_time_in_force",             None),
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index c66a01490..318762136 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -129,7 +129,6 @@ class ShowConfig(BaseModel):
     trailing_stop_positive_offset: Optional[float]
     trailing_only_offset_is_reached: Optional[bool]
     use_custom_stoploss: Optional[bool]
-    use_custom_entry_price: Optional[bool]
     timeframe: Optional[str]
     timeframe_ms: int
     timeframe_min: int
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 2983c1dfa..902975fde 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -116,7 +116,6 @@ class RPC:
             'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
             'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
             'use_custom_stoploss': config.get('use_custom_stoploss'),
-            'use_custom_entry_price': config.get('use_custom_entry_price'),
             'bot_name': config.get('bot_name', 'freqtrade'),
             'timeframe': config.get('timeframe'),
             'timeframe_ms': timeframe_to_msecs(config['timeframe']
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 750f6f39b..d04524687 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -288,7 +288,6 @@ class IStrategy(ABC, HyperStrategyMixin):
         For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
         When not implemented by a strategy, returns None, orderbook is used to set entry price
-        Only called when use_custom_entry_price is set to True.
 
         :param pair: Pair that's currently analyzed
         :param current_time: datetime object, containing the current datetime
@@ -662,21 +661,19 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param low: Low value of this candle, only set in backtesting
         :param high: High value of this candle, only set in backtesting
         """
+        entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
+                                                  pair=pair,
+                                                  current_time=current_time,
+                                                  current_rate=current_rate)
 
-        if self.use_custom_entry_price:
-            entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
-                pair=pair,
-                current_time=current_time,
-                current_rate=current_rate)
-
-            if entry_price_value is not None:
-                if entry_price_value > low:
-                    return True
-                else:
-                    return False
+        if entry_price_value is not None:
+            if entry_price_value > low:
+                return True
             else:
-                logger.warning("CustomEntryPrice function did not return valid entry price")
                 return False
+        else:
+            logger.warning("CustomEntryPrice function did not return valid entry price")
+            return False
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6aaa17094..08e02cffb 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -908,7 +908,6 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf.update({'use_custom_entry_price': True})
     freqtrade = FreqtradeBot(default_conf)
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
     stake_amount = 3

From b644233eada98d37b435a38f4fc69cecdda3c451 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 17:03:27 -0400
Subject: [PATCH 367/834] rename custom_entry_price kwarg to align it to the
 interface

---
 freqtrade/freqtradebot.py       | 2 +-
 freqtrade/strategy/interface.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ad8d0b9c4..2592ccc91 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -483,7 +483,7 @@ class FreqtradeBot(LoggingMixin):
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
                                                        default_retval=stake_amount)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                current_rate=buy_limit_requested)
+                proposed_rate=buy_limit_requested)
 
             buy_limit_requested = custom_entry_price
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d04524687..1cbc334f0 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -664,7 +664,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
                                                   pair=pair,
                                                   current_time=current_time,
-                                                  current_rate=current_rate)
+                                                  proposed_rate=current_rate)
 
         if entry_price_value is not None:
             if entry_price_value > low:

From bc3e6deb1c1efa5c9c3120f4c2d07c33bff5ef47 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Tue, 3 Aug 2021 17:09:52 -0400
Subject: [PATCH 368/834] remove specific test for buy with custom entry

---
 tests/test_freqtradebot.py | 30 ------------------------------
 1 file changed, 30 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 08e02cffb..b1e02a99b 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -905,36 +905,6 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
         freqtrade.execute_buy(pair, stake_amount)
 
 
-def test_execute_buy_custom_entry_price(mocker, default_conf, fee, limit_buy_order_open) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    freqtrade = FreqtradeBot(default_conf)
-    freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
-    stake_amount = 3
-    bid = 2304
-    buy_rate_mock = MagicMock(return_value=bid)
-    buy_mm = MagicMock(return_value=limit_buy_order_open)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        get_rate=buy_rate_mock,
-        fetch_ticker=MagicMock(return_value={
-            'bid': 2304,
-            'ask': 0.00001173,
-            'last': 2304
-        }),
-        buy=buy_mm,
-        get_min_pair_stake_amount=MagicMock(return_value=1),
-        get_fee=fee,
-    )
-    pair = 'ETH/USDT'
-
-    # Test calling with custom entry price option activated
-    limit_buy_order_open['id'] = '55'
-    assert freqtrade.execute_buy(pair, stake_amount)
-    # Make sure get_rate called to provide current_rate param to custom_entry_price
-    assert buy_rate_mock.call_count == 1
-
-
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch.multiple(

From 6410a6528be7a34da85baacb259340f2d7afdba0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 06:46:21 +0200
Subject: [PATCH 369/834] Add missing methods to advanced strategy template

---
 freqtrade/strategy/interface.py               |  6 +--
 .../subtemplates/strategy_methods_advanced.j2 | 41 +++++++++++++++++++
 2 files changed, 44 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6f3e047eb..bf5cc10af 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -288,10 +288,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         time. This method is not called when sell signal is set.
 
         This method should be overridden to create sell signals that depend on trade parameters. For
-        example you could implement a stoploss relative to candle when trade was opened, or a custom
-        1:2 risk-reward ROI.
+        example you could implement a sell relative to the candle when the trade was opened,
+        or a custom 1:2 risk-reward ROI.
 
-        Custom sell reason max length is 64. Exceeding this limit will raise OperationalException.
+        Custom sell reason max length is 64. Exceeding characters will be removed.
 
         :param pair: Pair that's currently analyzed
         :param trade: trade object.
diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 2a9ac0690..2df23f365 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -12,6 +12,23 @@ def bot_loop_start(self, **kwargs) -> None:
     """
     pass
 
+def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
+                        proposed_stake: float, min_stake: float, max_stake: float,
+                        **kwargs) -> float:
+    """
+    Customize stake size for each new trade. This method is not called when edge module is
+    enabled.
+
+    :param pair: Pair that's currently analyzed
+    :param current_time: datetime object, containing the current datetime
+    :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+    :param proposed_stake: A stake amount proposed by the bot.
+    :param min_stake: Minimal stake size allowed by exchange.
+    :param max_stake: Balance available for trading.
+    :return: A stake size, which is between min_stake and max_stake.
+    """
+    return proposed_stake
+
 use_custom_stoploss = True
 
 def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
@@ -38,6 +55,30 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
     """
     return self.stoploss
 
+def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
+                current_profit: float, **kwargs) -> 'Optional[Union[str, bool]]':
+    """
+    Custom sell signal logic indicating that specified position should be sold. Returning a
+    string or True from this method is equal to setting sell signal on a candle at specified
+    time. This method is not called when sell signal is set.
+
+    This method should be overridden to create sell signals that depend on trade parameters. For
+    example you could implement a sell relative to the candle when the trade was opened,
+    or a custom 1:2 risk-reward ROI.
+
+    Custom sell reason max length is 64. Exceeding characters will be removed.
+
+    :param pair: Pair that's currently analyzed
+    :param trade: trade object.
+    :param current_time: datetime object, containing the current datetime
+    :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+    :param current_profit: Current profit (as ratio), calculated based on current_rate.
+    :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+    :return: To execute sell, return a string with custom sell reason or True. Otherwise return
+    None or False.
+    """
+    return None
+
 def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
                         time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
     """

From 74a5cb3c21d33bcee48a64470c4d9117efa86fc3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 06:49:53 +0200
Subject: [PATCH 370/834] Remove protections from full config

They are supposed to be configured in the strategy
---
 config_examples/config_full.example.json | 27 ------------------------
 1 file changed, 27 deletions(-)

diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index d404391a4..3ca413281 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -78,33 +78,6 @@
             "refresh_period": 1440
         }
     ],
-    "protections": [
-        {
-            "method": "StoplossGuard",
-            "lookback_period_candles": 60,
-            "trade_limit": 4,
-            "stop_duration_candles": 60,
-            "only_per_pair": false
-        },
-        {
-            "method": "CooldownPeriod",
-            "stop_duration_candles": 20
-        },
-        {
-            "method": "MaxDrawdown",
-            "lookback_period_candles": 200,
-            "trade_limit": 20,
-            "stop_duration_candles": 10,
-            "max_allowed_drawdown": 0.2
-        },
-        {
-            "method": "LowProfitPairs",
-            "lookback_period_candles": 360,
-            "trade_limit": 1,
-            "stop_duration_candles": 2,
-            "required_profit": 0.02
-        }
-    ],
     "exchange": {
         "name": "binance",
         "sandbox": false,

From 800b2eeaf0e5629c5f5fe8877ae414859db25e50 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 06:38:15 +0200
Subject: [PATCH 371/834] Load protections as part of backtest()

this enables different values in hyperopt per epoch
---
 freqtrade/optimize/backtesting.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 45e60e013..3079e326d 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -146,6 +146,8 @@ class Backtesting:
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
+
+    def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
             conf = self.config
             if hasattr(strategy, 'protections'):
@@ -194,6 +196,7 @@ class Backtesting:
         Trade.reset_trades()
         self.rejected_trades = 0
         self.dataprovider.clear_cache()
+        self._load_protections(self.strategy)
 
     def check_abort(self):
         """

From 544e0da6c2c84cc918978dce0146089b011744f4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 07:10:04 +0200
Subject: [PATCH 372/834] Add protection parameter space

---
 freqtrade/commands/cli_options.py        |  2 +-
 freqtrade/optimize/hyperopt.py           | 17 +++++++++++++++--
 freqtrade/optimize/hyperopt_auto.py      |  3 +++
 freqtrade/optimize/hyperopt_interface.py |  7 +++++++
 freqtrade/strategy/hyper.py              | 16 +++++++++++-----
 5 files changed, 37 insertions(+), 8 deletions(-)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index f56a2bf18..215ed3f6e 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -218,7 +218,7 @@ AVAILABLE_CLI_OPTIONS = {
     "spaces": Arg(
         '--spaces',
         help='Specify which parameters to hyperopt. Space-separated list.',
-        choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'default'],
+        choices=['all', 'buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection', 'default'],
         nargs='+',
         default='default',
     ),
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a69e5a5a2..18ed66b4a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -66,6 +66,7 @@ class Hyperopt:
     def __init__(self, config: Dict[str, Any]) -> None:
         self.buy_space: List[Dimension] = []
         self.sell_space: List[Dimension] = []
+        self.protection_space: List[Dimension] = []
         self.roi_space: List[Dimension] = []
         self.stoploss_space: List[Dimension] = []
         self.trailing_space: List[Dimension] = []
@@ -191,6 +192,8 @@ class Hyperopt:
             result['buy'] = {p.name: params.get(p.name) for p in self.buy_space}
         if HyperoptTools.has_space(self.config, 'sell'):
             result['sell'] = {p.name: params.get(p.name) for p in self.sell_space}
+        if HyperoptTools.has_space(self.config, 'protection'):
+            result['protection'] = {p.name: params.get(p.name) for p in self.protection_space}
         if HyperoptTools.has_space(self.config, 'roi'):
             result['roi'] = {str(k): v for k, v in
                              self.custom_hyperopt.generate_roi_table(params).items()}
@@ -241,6 +244,10 @@ class Hyperopt:
         """
         Assign the dimensions in the hyperoptimization space.
         """
+        if self.auto_hyperopt and HyperoptTools.has_space(self.config, 'protection'):
+            # Protections can only be optimized when using the Parameter interface
+            logger.debug("Hyperopt has 'protection' space")
+            self.protection_space = self.custom_hyperopt.protection_space()
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
@@ -261,8 +268,8 @@ class Hyperopt:
         if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
             self.trailing_space = self.custom_hyperopt.trailing_space()
-        self.dimensions = (self.buy_space + self.sell_space + self.roi_space +
-                           self.stoploss_space + self.trailing_space)
+        self.dimensions = (self.buy_space + self.sell_space + self.protection_space
+                           + self.roi_space + self.stoploss_space + self.trailing_space)
 
     def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
@@ -282,6 +289,12 @@ class Hyperopt:
             self.backtesting.strategy.advise_sell = (  # type: ignore
                 self.custom_hyperopt.sell_strategy_generator(params_dict))
 
+        if HyperoptTools.has_space(self.config, 'protection'):
+            for attr_name, attr in self.backtesting.strategy.enumerate_parameters('protection'):
+                if attr.optimize:
+                    # noinspection PyProtectedMember
+                    attr.value = params_dict[attr_name]
+
         if HyperoptTools.has_space(self.config, 'roi'):
             self.backtesting.strategy.minimal_roi = (  # type: ignore
                 self.custom_hyperopt.generate_roi_table(params_dict))
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index f86204406..03f7dd21e 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -73,6 +73,9 @@ class HyperOptAuto(IHyperOpt):
     def sell_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('sell', 'sell_indicator_space')
 
+    def protection_space(self) -> List['Dimension']:
+        return self._get_indicator_space('protection', 'indicator_space')
+
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)
 
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 889854cad..500798627 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -57,6 +57,13 @@ class IHyperOpt(ABC):
         """
         raise OperationalException(_format_exception_message('sell_strategy_generator', 'sell'))
 
+    def protection_space(self) -> List[Dimension]:
+        """
+        Create a protection space.
+        Only supported by the Parameter interface.
+        """
+        raise OperationalException(_format_exception_message('indicator_space', 'protection'))
+
     def indicator_space(self) -> List[Dimension]:
         """
         Create an indicator space.
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index b067e19d5..e143dda7e 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -283,6 +283,7 @@ class HyperStrategyMixin(object):
         self.config = config
         self.ft_buy_params: List[BaseParameter] = []
         self.ft_sell_params: List[BaseParameter] = []
+        self.ft_protection_params: List[BaseParameter] = []
 
         self._load_hyper_params(config.get('runmode') == RunMode.HYPEROPT)
 
@@ -292,11 +293,11 @@ class HyperStrategyMixin(object):
         :param category:
         :return:
         """
-        if category not in ('buy', 'sell', None):
-            raise OperationalException('Category must be one of: "buy", "sell", None.')
+        if category not in ('buy', 'sell', 'protection', None):
+            raise OperationalException('Category must be one of: "buy", "sell", "protection", None.')
 
         if category is None:
-            params = self.ft_buy_params + self.ft_sell_params
+            params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params
         else:
             params = getattr(self, f"ft_{category}_params")
 
@@ -324,9 +325,10 @@ class HyperStrategyMixin(object):
         params: Dict = {
             'buy': list(cls.detect_parameters('buy')),
             'sell': list(cls.detect_parameters('sell')),
+            'protection': list(cls.detect_parameters('protection')),
         }
         params.update({
-            'count': len(params['buy'] + params['sell'])
+            'count': len(params['buy'] + params['sell'] + params['protection'])
         })
 
         return params
@@ -340,9 +342,12 @@ class HyperStrategyMixin(object):
         self._ft_params_from_file = params
         buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', {}))
         sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', {}))
+        protection_params = deep_merge_dicts(params.get('protection', {}),
+                                             getattr(self, 'protection_params', {}))
 
         self._load_params(buy_params, 'buy', hyperopt)
         self._load_params(sell_params, 'sell', hyperopt)
+        self._load_params(protection_params, 'protection', hyperopt)
 
     def load_params_from_file(self) -> Dict:
         filename_str = getattr(self, '__file__', '')
@@ -397,7 +402,8 @@ class HyperStrategyMixin(object):
         """
         params = {
             'buy': {},
-            'sell': {}
+            'sell': {},
+            'protection': {},
         }
         for name, p in self.enumerate_parameters():
             if not p.optimize or not p.in_space:

From 091bf7c4d2940e72ed00639b362b8aff1d009f84 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 3 Aug 2021 07:14:31 +0200
Subject: [PATCH 373/834] Output protection space

---
 freqtrade/optimize/hyperopt_tools.py         | 8 +++++---
 freqtrade/plugins/protections/iprotection.py | 6 +++---
 tests/optimize/test_hyperopt.py              | 3 ++-
 3 files changed, 10 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 439016c14..94b724d9a 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -82,8 +82,8 @@ class HyperoptTools():
         """
         Tell if the space value is contained in the configuration
         """
-        # The 'trailing' space is not included in the 'default' set of spaces
-        if space == 'trailing':
+        # 'trailing' and 'protection spaces are not included in the 'default' set of spaces
+        if space in ('trailing', 'protection'):
             return any(s in config['spaces'] for s in [space, 'all'])
         else:
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
@@ -149,7 +149,7 @@ class HyperoptTools():
 
         if print_json:
             result_dict: Dict = {}
-            for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+            for s in ['buy', 'sell', 'protection', 'roi', 'stoploss', 'trailing']:
                 HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
             print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
 
@@ -158,6 +158,8 @@ class HyperoptTools():
                                                non_optimized)
             HyperoptTools._params_pretty_print(params, 'sell', "Sell hyperspace params:",
                                                non_optimized)
+            HyperoptTools._params_pretty_print(params, 'protection',
+                                               "Protection hyperspace params:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'roi', "ROI table:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'stoploss', "Stoploss:", non_optimized)
             HyperoptTools._params_pretty_print(params, 'trailing', "Trailing stop:", non_optimized)
diff --git a/freqtrade/plugins/protections/iprotection.py b/freqtrade/plugins/protections/iprotection.py
index d034beefc..e6bb49064 100644
--- a/freqtrade/plugins/protections/iprotection.py
+++ b/freqtrade/plugins/protections/iprotection.py
@@ -27,17 +27,17 @@ class IProtection(LoggingMixin, ABC):
         self._protection_config = protection_config
         tf_in_min = timeframe_to_minutes(config['timeframe'])
         if 'stop_duration_candles' in protection_config:
-            self._stop_duration_candles = protection_config.get('stop_duration_candles', 1)
+            self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))
             self._stop_duration = (tf_in_min * self._stop_duration_candles)
         else:
             self._stop_duration_candles = None
             self._stop_duration = protection_config.get('stop_duration', 60)
         if 'lookback_period_candles' in protection_config:
-            self._lookback_period_candles = protection_config.get('lookback_period_candles', 1)
+            self._lookback_period_candles = int(protection_config.get('lookback_period_candles', 1))
             self._lookback_period = tf_in_min * self._lookback_period_candles
         else:
             self._lookback_period_candles = None
-            self._lookback_period = protection_config.get('lookback_period', 60)
+            self._lookback_period = int(protection_config.get('lookback_period', 60))
 
         LoggingMixin.__init__(self, logger)
 
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 14fea573f..ef4b85beb 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -577,6 +577,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                    "20.0": 0.02,
                                    "50.0": 0.01,
                                    "110.0": 0},
+                           'protection': {},
                            'sell': {'sell-adx-enabled': False,
                                     'sell-adx-value': 0,
                                     'sell-fastd-enabled': True,
@@ -592,7 +593,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                         'trailing_stop_positive': 0.02,
                                         'trailing_stop_positive_offset': 0.07}},
         'params_dict': optimizer_param,
-        'params_not_optimized': {'buy': {}, 'sell': {}},
+        'params_not_optimized': {'buy': {}, 'protection': {}, 'sell': {}},
         'results_metrics': ANY,
         'total_profit': 3.1e-08
     }

From a6454cfc39453dbceb9fbba2bf896b45d64334ee Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 07:14:47 +0200
Subject: [PATCH 374/834] Autoenable protections when protection-space is
 selected

---
 freqtrade/optimize/hyperopt.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 18ed66b4a..3eab709da 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -247,6 +247,8 @@ class Hyperopt:
         if self.auto_hyperopt and HyperoptTools.has_space(self.config, 'protection'):
             # Protections can only be optimized when using the Parameter interface
             logger.debug("Hyperopt has 'protection' space")
+            # Enable Protections if protection space is selected.
+            self.config['enable_protections'] = True
             self.protection_space = self.custom_hyperopt.protection_space()
 
         if HyperoptTools.has_space(self.config, 'buy'):

From ceed3c663b3eb5498d2eeff232f4122945e58126 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 07:15:14 +0200
Subject: [PATCH 375/834] Document using protections

---
 docs/hyperopt.md | 90 +++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 89 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 4fba925d0..95a1cfcc5 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -326,7 +326,7 @@ There are four parameter types each suited for different purposes.
 !!! Warning
     Hyperoptable parameters cannot be used in `populate_indicators` - as hyperopt does not recalculate indicators for each epoch, so the starting value would be used in this case.
 
-### Optimizing an indicator parameter
+## Optimizing an indicator parameter
 
 Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
 
@@ -413,6 +413,94 @@ While this strategy is most likely too simple to provide consistent profit, it s
     While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).
     You should however try to use space ranges as small as possible. Every new column will require more memory, and every possibility hyperopt can try will increase the search space.
 
+## Optimizing protections
+
+Freqtrade can also optimize protections. How you optimize protections is up to you, and the following should be considered as example only.
+
+The strategy will simply need to define the "protections" entry as property returning a list of protection configurations.
+
+``` python
+from pandas import DataFrame
+from functools import reduce
+
+import talib.abstract as ta
+
+from freqtrade.strategy import IStrategy
+from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+class MyAwesomeStrategy(IStrategy):
+    stoploss = -0.05
+    timeframe = '15m'
+    # Define the parameter spaces
+    coolback_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
+    stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
+    use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
+
+
+    @property
+    def protections(self):
+        prot = []
+
+        prot.append({
+            "method": "CooldownPeriod",
+            "stop_duration_candles": self.coolback_lookback.value
+        })
+        if self.use_stop_protection.value:
+            prot.append({
+                "method": "StoplossGuard",
+                "lookback_period_candles": 24 * 3,
+                "trade_limit": 4,
+                "stop_duration_candles": self.stop_duration.value,
+                "only_per_pair": False
+            })
+
+        return protection
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # ...
+        
+```
+
+You can then run hyperopt as follows:
+`freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy MyAwesomeStrategy --spaces protection`
+
+!!! Note
+    The protection space is not part of the default space, and is only available with the Parameters Hyperopt interface, not with the legacy hyperopt interface (which required separate hyperopt files).
+    Freqtrade will also automatically change the "--enable-protections" flag if the protection space is selected.
+
+### Migrating from previous property setups
+
+A migration from a previous setup is pretty simple, and can be accomplished by converting the protections entry to a property.
+In simple terms, the following configuration will be converted to the below.
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+    protections = [
+        {
+            "method": "CooldownPeriod",
+            "stop_duration_candles": 4
+        }
+    ]
+```
+
+Result
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+    
+    @property
+    def protections(self):
+        return [
+            {
+                "method": "CooldownPeriod",
+                "stop_duration_candles": 4
+            }
+        ]
+```
+
+You will then obviously also change potential interesting entries to parameters to allow hyper-optimization.
+
 ## Loss-functions
 
 Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.

From a661e0db6e373ade53690a6214f2e7b2b84ea333 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 19:43:16 +0200
Subject: [PATCH 376/834] Deprecate protections from config

---
 docs/hyperopt.md                              |   4 +
 docs/includes/protections.md                  | 149 ++++++++++--------
 .../configuration/deprecated_settings.py      |   3 +
 tests/test_configuration.py                   |  13 +-
 4 files changed, 101 insertions(+), 68 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 95a1cfcc5..e11c93748 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -469,6 +469,10 @@ You can then run hyperopt as follows:
     The protection space is not part of the default space, and is only available with the Parameters Hyperopt interface, not with the legacy hyperopt interface (which required separate hyperopt files).
     Freqtrade will also automatically change the "--enable-protections" flag if the protection space is selected.
 
+!!! Warning
+    If protections are defined as property, entries from the configuration will be ignored.
+    It is therefore recommended to not define protections in the configuration.
+
 ### Migrating from previous property setups
 
 A migration from a previous setup is pretty simple, and can be accomplished by converting the protections entry to a property.
diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index 5dcc83738..0757d2f6d 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -15,6 +15,10 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 !!! Note "Backtesting"
     Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the `--enable-protections` flag.
 
+!!! Warning "Setting protections from the configuration"
+    Setting protections from the configuration via `"protections": [],` key should be considered deprecated and will be removed in a future version.
+    It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines [protections as property](hyperopt.md#optimizing-protections).
+
 ### Available Protections
 
 * [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
@@ -47,15 +51,17 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will
 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
 
 ``` python
-protections = [
-    {
-        "method": "StoplossGuard",
-        "lookback_period_candles": 24,
-        "trade_limit": 4,
-        "stop_duration_candles": 4,
-        "only_per_pair": False
-    }
-]
+@property
+def protections(self):
+    return [
+        {
+            "method": "StoplossGuard",
+            "lookback_period_candles": 24,
+            "trade_limit": 4,
+            "stop_duration_candles": 4,
+            "only_per_pair": False
+        }
+    ]
 ```
 
 !!! Note
@@ -69,15 +75,17 @@ protections = [
 The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
 
 ``` python
-protections = [
-      {
-        "method": "MaxDrawdown",
-        "lookback_period_candles": 48,
-        "trade_limit": 20,
-        "stop_duration_candles": 12,
-        "max_allowed_drawdown": 0.2
-      },
-]
+@property
+def protections(self):
+    return  [
+        {
+            "method": "MaxDrawdown",
+            "lookback_period_candles": 48,
+            "trade_limit": 20,
+            "stop_duration_candles": 12,
+            "max_allowed_drawdown": 0.2
+        },
+    ]
 ```
 
 #### Low Profit Pairs
@@ -88,15 +96,17 @@ If that ratio is below `required_profit`, that pair will be locked for `stop_dur
 The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
 
 ``` python
-protections = [
-    {
-        "method": "LowProfitPairs",
-        "lookback_period_candles": 6,
-        "trade_limit": 2,
-        "stop_duration": 60,
-        "required_profit": 0.02
-    }
-]
+@property
+def protections(self):
+    return [
+        {
+            "method": "LowProfitPairs",
+            "lookback_period_candles": 6,
+            "trade_limit": 2,
+            "stop_duration": 60,
+            "required_profit": 0.02
+        }
+    ]
 ```
 
 #### Cooldown Period
@@ -106,12 +116,14 @@ protections = [
 The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
 
 ``` python
-protections = [
-    {
-        "method": "CooldownPeriod",
-        "stop_duration_candles": 2
-    }
-]
+@property
+def protections(self):
+    return  [
+        {
+            "method": "CooldownPeriod",
+            "stop_duration_candles": 2
+        }
+    ]
 ```
 
 !!! Note
@@ -136,39 +148,42 @@ from freqtrade.strategy import IStrategy
 
 class AwesomeStrategy(IStrategy)
     timeframe = '1h'
-    protections = [
-        {
-            "method": "CooldownPeriod",
-            "stop_duration_candles": 5
-        },
-        {
-            "method": "MaxDrawdown",
-            "lookback_period_candles": 48,
-            "trade_limit": 20,
-            "stop_duration_candles": 4,
-            "max_allowed_drawdown": 0.2
-        },
-        {
-            "method": "StoplossGuard",
-            "lookback_period_candles": 24,
-            "trade_limit": 4,
-            "stop_duration_candles": 2,
-            "only_per_pair": False
-        },
-        {
-            "method": "LowProfitPairs",
-            "lookback_period_candles": 6,
-            "trade_limit": 2,
-            "stop_duration_candles": 60,
-            "required_profit": 0.02
-        },
-        {
-            "method": "LowProfitPairs",
-            "lookback_period_candles": 24,
-            "trade_limit": 4,
-            "stop_duration_candles": 2,
-            "required_profit": 0.01
-        }
-    ]
+    
+    @property
+    def protections(self):
+        return [
+            {
+                "method": "CooldownPeriod",
+                "stop_duration_candles": 5
+            },
+            {
+                "method": "MaxDrawdown",
+                "lookback_period_candles": 48,
+                "trade_limit": 20,
+                "stop_duration_candles": 4,
+                "max_allowed_drawdown": 0.2
+            },
+            {
+                "method": "StoplossGuard",
+                "lookback_period_candles": 24,
+                "trade_limit": 4,
+                "stop_duration_candles": 2,
+                "only_per_pair": False
+            },
+            {
+                "method": "LowProfitPairs",
+                "lookback_period_candles": 6,
+                "trade_limit": 2,
+                "stop_duration_candles": 60,
+                "required_profit": 0.02
+            },
+            {
+                "method": "LowProfitPairs",
+                "lookback_period_candles": 24,
+                "trade_limit": 4,
+                "stop_duration_candles": 2,
+                "required_profit": 0.01
+            }
+        ]
     # ...
 ```
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 1b162f7c9..529d4cd6a 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -110,3 +110,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
                 "Please remove 'ticker_interval' from your configuration to continue operating."
                 )
         config['timeframe'] = config['ticker_interval']
+
+    if 'protections' in config:
+        logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7012333e9..9dce304c7 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1330,7 +1330,7 @@ def test_process_removed_setting(mocker, default_conf, caplog):
                                 'sectionB', 'somesetting')
 
 
-def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
+def test_process_deprecated_ticker_interval(default_conf, caplog):
     message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
     config = deepcopy(default_conf)
     process_temporary_deprecated_settings(config)
@@ -1352,6 +1352,17 @@ def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
         process_temporary_deprecated_settings(config)
 
 
+def test_process_deprecated_protections(default_conf, caplog):
+    message = "DEPRECATED: Setting 'protections' in the configuration is deprecated."
+    config = deepcopy(default_conf)
+    process_temporary_deprecated_settings(config)
+    assert not log_has(message, caplog)
+
+    config['protections'] = []
+    process_temporary_deprecated_settings(config)
+    assert log_has(message, caplog)
+
+
 def test_flat_vars_to_nested_dict(caplog):
 
     test_args = {

From 3c412233338afbd1648786e0b5dbaf484d0988e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:01:28 +0200
Subject: [PATCH 377/834] Add test for protections-hyperopt

---
 docs/hyperopt.md                               |  4 ++--
 freqtrade/strategy/hyper.py                    |  3 ++-
 tests/optimize/test_hyperopt.py                |  8 ++++++++
 tests/strategy/strats/hyperoptable_strategy.py | 11 +++++++++++
 4 files changed, 23 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index e11c93748..f869b9ac1 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -433,7 +433,7 @@ class MyAwesomeStrategy(IStrategy):
     stoploss = -0.05
     timeframe = '15m'
     # Define the parameter spaces
-    coolback_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
+    cooldown_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
     stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
     use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
 
@@ -444,7 +444,7 @@ class MyAwesomeStrategy(IStrategy):
 
         prot.append({
             "method": "CooldownPeriod",
-            "stop_duration_candles": self.coolback_lookback.value
+            "stop_duration_candles": self.cooldown_lookback.value
         })
         if self.use_stop_protection.value:
             prot.append({
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index e143dda7e..b9f586ac5 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -294,7 +294,8 @@ class HyperStrategyMixin(object):
         :return:
         """
         if category not in ('buy', 'sell', 'protection', None):
-            raise OperationalException('Category must be one of: "buy", "sell", "protection", None.')
+            raise OperationalException(
+                'Category must be one of: "buy", "sell", "protection", None.')
 
         if category is None:
             params = self.ft_buy_params + self.ft_sell_params + self.ft_protection_params
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index ef4b85beb..077fb516d 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1003,6 +1003,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),
+        'hyperopt_random_state': 42,
+        'spaces': ['buy', 'sell', 'protection']
     })
     hyperopt = Hyperopt(hyperopt_conf)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
@@ -1010,12 +1012,18 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
+    assert hyperopt.backtesting.strategy.sell_rsi.value == 74
+    assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
     buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
     assert isinstance(buy_rsi_range, range)
     # Range from 0 - 50 (inclusive)
     assert len(list(buy_rsi_range)) == 51
 
     hyperopt.start()
+    # All values should've changed.
+    assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30
+    assert hyperopt.backtesting.strategy.buy_rsi.value != 35
+    assert hyperopt.backtesting.strategy.sell_rsi.value != 74
 
 
 def test_SKDecimal():
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index cc4734e13..9d332e243 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -64,6 +64,17 @@ class HyperoptableStrategy(IStrategy):
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
     sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
                                     load=False)
+    protection_cooldown_lookback = IntParameter([0, 50], default=30)
+
+    @property
+    def protections(self):
+        prot = []
+
+        prot.append({
+            "method": "CooldownPeriod",
+            "stop_duration_candles": self.protection_cooldown_lookback.value
+        })
+        return prot
 
     def informative_pairs(self):
         """

From b73768acd1244d5863bcf27fe868f6dfaa11f4f0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:10:32 +0200
Subject: [PATCH 378/834] Fix bug in property overwriting prevention

---
 freqtrade/resolvers/strategy_resolver.py | 2 +-
 tests/optimize/test_hyperopt.py          | 2 +-
 tests/strategy/test_interface.py         | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 1239b78b3..0a18809b4 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -119,7 +119,7 @@ class StrategyResolver(IResolver):
         - default (if not None)
         """
         if (attribute in config
-                and not isinstance(getattr(type(strategy), 'my_property', None), property)):
+                and not isinstance(getattr(type(strategy), attribute, None), property)):
             # Ensure Properties are not overwritten
             setattr(strategy, attribute, config[attribute])
             logger.info("Override strategy '%s' with value in config file: %s.",
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 077fb516d..4fba80bc3 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -1004,7 +1004,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),
         'hyperopt_random_state': 42,
-        'spaces': ['buy', 'sell', 'protection']
+        'spaces': ['all']
     })
     hyperopt = Hyperopt(hyperopt_conf)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d8c87506c..9593cd02e 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -734,7 +734,7 @@ def test_auto_hyperopt_interface(default_conf):
     assert isinstance(all_params, dict)
     assert len(all_params['buy']) == 2
     assert len(all_params['sell']) == 2
-    assert all_params['count'] == 4
+    assert all_params['count'] == 5
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 

From ad0e4a8567592edb9078a27cbc2c0a8bd5fd178a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 4 Aug 2021 20:52:56 +0200
Subject: [PATCH 379/834] Add BooleanParameter

---
 docs/hyperopt.md                              | 13 ++++++-----
 freqtrade/plugins/protections/iprotection.py  |  3 +++
 freqtrade/strategy/__init__.py                |  4 ++--
 freqtrade/strategy/hyper.py                   | 22 +++++++++++++++++++
 freqtrade/templates/base_strategy.py.j2       |  4 ++--
 freqtrade/templates/sample_strategy.py        |  4 ++--
 .../strategy/strats/hyperoptable_strategy.py  | 14 +++++++-----
 tests/strategy/test_interface.py              | 18 ++++++++++++---
 8 files changed, 61 insertions(+), 21 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index f869b9ac1..96f9ff177 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -253,7 +253,7 @@ We continue to define hyperoptable parameters:
 class MyAwesomeStrategy(IStrategy):
     buy_adx = DecimalParameter(20, 40, decimals=1, default=30.1, space="buy")
     buy_rsi = IntParameter(20, 40, default=30, space="buy")
-    buy_adx_enabled = CategoricalParameter([True, False], default=True, space="buy")
+    buy_adx_enabled = BooleanParameter(default=True, space="buy")
     buy_rsi_enabled = CategoricalParameter([True, False], default=False, space="buy")
     buy_trigger = CategoricalParameter(["bb_lower", "macd_cross_signal"], default="bb_lower", space="buy")
 ```
@@ -316,6 +316,7 @@ There are four parameter types each suited for different purposes.
 * `DecimalParameter` - defines a floating point parameter with a limited number of decimals (default 3). Should be preferred instead of `RealParameter` in most cases.
 * `RealParameter` - defines a floating point parameter with upper and lower boundaries and no precision limit. Rarely used as it creates a space with a near infinite number of possibilities.
 * `CategoricalParameter` - defines a parameter with a predetermined number of choices.
+* `BooleanParameter` - Shorthand for `CategoricalParameter([True, False])` - great for "enable" parameters.
 
 !!! Tip "Disabling parameter optimization"
     Each parameter takes two boolean parameters:
@@ -336,8 +337,8 @@ from functools import reduce
 
 import talib.abstract as ta
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, 
+                                IStrategy, IntParameter)
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
@@ -425,8 +426,8 @@ from functools import reduce
 
 import talib.abstract as ta
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, 
+                                IStrategy, IntParameter)
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 
 class MyAwesomeStrategy(IStrategy):
@@ -435,7 +436,7 @@ class MyAwesomeStrategy(IStrategy):
     # Define the parameter spaces
     cooldown_lookback = IntParameter(2, 48, default=5, space="protection", optimize=True)
     stop_duration = IntParameter(12, 200, default=5, space="protection", optimize=True)
-    use_stop_protection = CategoricalParameter([True, False], default=True, space="protection", optimize=True)
+    use_stop_protection = BooleanParameter(default=True, space="protection", optimize=True)
 
 
     @property
diff --git a/freqtrade/plugins/protections/iprotection.py b/freqtrade/plugins/protections/iprotection.py
index e6bb49064..e0a89e334 100644
--- a/freqtrade/plugins/protections/iprotection.py
+++ b/freqtrade/plugins/protections/iprotection.py
@@ -25,6 +25,9 @@ class IProtection(LoggingMixin, ABC):
     def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
         self._config = config
         self._protection_config = protection_config
+        self._stop_duration_candles: Optional[int] = None
+        self._lookback_period_candles: Optional[int] = None
+
         tf_in_min = timeframe_to_minutes(config['timeframe'])
         if 'stop_duration_candles' in protection_config:
             self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index bd49165df..be655fc33 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -1,7 +1,7 @@
 # flake8: noqa: F401
 from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
                                 timeframe_to_prev_date, timeframe_to_seconds)
-from freqtrade.strategy.hyper import (CategoricalParameter, DecimalParameter, IntParameter,
-                                      RealParameter)
+from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                      IntParameter, RealParameter)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index b9f586ac5..dad282d7e 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -270,6 +270,28 @@ class CategoricalParameter(BaseParameter):
             return [self.value]
 
 
+class BooleanParameter(CategoricalParameter):
+
+    def __init__(self, *, default: Optional[Any] = None,
+                 space: Optional[str] = None, optimize: bool = True, load: bool = True, **kwargs):
+        """
+        Initialize hyperopt-optimizable Boolean Parameter.
+        It's a shortcut to `CategoricalParameter([True, False])`.
+        :param default: A default value. If not specified, first item from specified space will be
+         used.
+        :param space: A parameter category. Can be 'buy' or 'sell'. This parameter is optional if
+         parameter field
+         name is prefixed with 'buy_' or 'sell_'.
+        :param optimize: Include parameter in hyperopt optimizations.
+        :param load: Load parameter value from {space}_params.
+        :param kwargs: Extra parameters to skopt.space.Categorical.
+        """
+
+        categories = [True, False]
+        super().__init__(categories=categories, default=default, space=space, optimize=optimize,
+                         load=load, **kwargs)
+
+
 class HyperStrategyMixin(object):
     """
     A helper base class which allows HyperOptAuto class to reuse implementations of buy/sell
diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2
index 13fc0853a..06d7cbc5c 100644
--- a/freqtrade/templates/base_strategy.py.j2
+++ b/freqtrade/templates/base_strategy.py.j2
@@ -6,8 +6,8 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                IStrategy, IntParameter)
 
 # --------------------------------
 # Add your lib to import here
diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py
index 282b2f8e2..574819949 100644
--- a/freqtrade/templates/sample_strategy.py
+++ b/freqtrade/templates/sample_strategy.py
@@ -6,8 +6,8 @@ import numpy as np  # noqa
 import pandas as pd  # noqa
 from pandas import DataFrame
 
-from freqtrade.strategy import IStrategy
-from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                IStrategy, IntParameter)
 
 # --------------------------------
 # Add your lib to import here
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index 9d332e243..88bdd078e 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -4,7 +4,8 @@ import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.strategy import DecimalParameter, IntParameter, IStrategy, RealParameter
+from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
+                                RealParameter)
 
 
 class HyperoptableStrategy(IStrategy):
@@ -64,16 +65,17 @@ class HyperoptableStrategy(IStrategy):
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
     sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
                                     load=False)
+    protection_enabled = BooleanParameter(default=True)
     protection_cooldown_lookback = IntParameter([0, 50], default=30)
 
     @property
     def protections(self):
         prot = []
-
-        prot.append({
-            "method": "CooldownPeriod",
-            "stop_duration_candles": self.protection_cooldown_lookback.value
-        })
+        if self.protection_enabled.value:
+            prot.append({
+                "method": "CooldownPeriod",
+                "stop_duration_candles": self.protection_cooldown_lookback.value
+            })
         return prot
 
     def informative_pairs(self):
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 9593cd02e..0ad6d6f32 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -16,8 +16,8 @@ from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.hyper import (BaseParameter, CategoricalParameter, DecimalParameter,
-                                      IntParameter, RealParameter)
+from freqtrade.strategy.hyper import (BaseParameter, BooleanParameter, CategoricalParameter,
+                                      DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
@@ -717,6 +717,17 @@ def test_hyperopt_parameters():
     assert len(list(catpar.range)) == 3
     assert list(catpar.range) == ['buy_rsi', 'buy_macd', 'buy_none']
 
+    boolpar = BooleanParameter(default=True, space='buy')
+    assert boolpar.value is True
+    assert isinstance(boolpar.get_space(''), Categorical)
+    assert isinstance(boolpar.range, list)
+    assert len(list(boolpar.range)) == 1
+
+    boolpar.in_space = True
+    assert len(list(boolpar.range)) == 2
+
+    assert list(boolpar.range) == [True, False]
+
 
 def test_auto_hyperopt_interface(default_conf):
     default_conf.update({'strategy': 'HyperoptableStrategy'})
@@ -734,7 +745,8 @@ def test_auto_hyperopt_interface(default_conf):
     assert isinstance(all_params, dict)
     assert len(all_params['buy']) == 2
     assert len(all_params['sell']) == 2
-    assert all_params['count'] == 5
+    # Number of Hyperoptable parameters
+    assert all_params['count'] == 6
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 

From 2cf781f3dd8a0c87ec08b0ff08ebb2a5b63d6786 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 18:32:39 -0400
Subject: [PATCH 380/834] add freqtradebot execute_buy test in custom entry
 price case

---
 tests/test_freqtradebot.py | 9 +++++++++
 1 file changed, 9 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b1e02a99b..7ea67162d 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -904,6 +904,15 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
 
+    # In case of custom entry price
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5566'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.77
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[6]
+    assert trade
+    assert trade.open_rate_requested == 0.77
+
 
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)

From d9b9eecd4d039cc0bc37baeb4075481b2f628b56 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 18:47:14 -0400
Subject: [PATCH 381/834] remove entry price reached method

---
 freqtrade/strategy/interface.py | 23 -----------------------
 1 file changed, 23 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 1cbc334f0..3d9ad0915 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -652,29 +652,6 @@ class IStrategy(ABC, HyperStrategyMixin):
         # logger.debug(f"{trade.pair} - No sell signal.")
         return SellCheckTuple(sell_type=SellType.NONE)
 
-    def entry_price_reached(self, pair: str, current_rate: float,
-                            current_time: datetime, low: float = None,
-                            high: float = None) -> bool:
-        """
-        Based on current candle low ,decides if entry price was reached
-        :param current_rate: current rate
-        :param low: Low value of this candle, only set in backtesting
-        :param high: High value of this candle, only set in backtesting
-        """
-        entry_price_value = strategy_safe_wrapper(self.custom_entry_price, default_retval=None)(
-                                                  pair=pair,
-                                                  current_time=current_time,
-                                                  proposed_rate=current_rate)
-
-        if entry_price_value is not None:
-            if entry_price_value > low:
-                return True
-            else:
-                return False
-        else:
-            logger.warning("CustomEntryPrice function did not return valid entry price")
-            return False
-
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
                           force_stoploss: float, low: float = None,

From f9f519fd3c55f7e2f2040ec9cf3592bc22154711 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 18:54:17 -0400
Subject: [PATCH 382/834] add custom_exit_price function to interface

---
 freqtrade/strategy/interface.py | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 3d9ad0915..e1aba7d7a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -297,6 +297,23 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return proposed_rate
 
+    def custom_exit_price(self, pair: str, current_time: datetime, proposed_rate: float,
+                          **kwargs) -> float:
+        """
+        Custom exit price logic, returning the new exit price.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns None, orderbook is used to set exit price
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New exit price value if provided
+        """
+        return proposed_rate
+
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """

From f243ad4af0b8b1a5e8350db05f0717b16734bd27 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 19:09:55 -0400
Subject: [PATCH 383/834] add custom_exit_price in strategy interface

---
 freqtrade/strategy/interface.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index e1aba7d7a..f7d0a0aae 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -297,8 +297,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return proposed_rate
 
-    def custom_exit_price(self, pair: str, current_time: datetime, proposed_rate: float,
-                          **kwargs) -> float:
+    def custom_exit_price(self, pair: str, trade: Trade,
+                          current_time: datetime, proposed_rate: float,
+                          current_rate: float, current_profit: float, **kwargs) -> float:
         """
         Custom exit price logic, returning the new exit price.
 
@@ -307,8 +308,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         When not implemented by a strategy, returns None, orderbook is used to set exit price
 
         :param pair: Pair that's currently analyzed
+        :param trade: trade object.
         :param current_time: datetime object, containing the current datetime
         :param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New exit price value if provided
         """

From cb3b0cf311d43583d18fe1b67878a8e1d286b834 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 4 Aug 2021 23:09:40 -0400
Subject: [PATCH 384/834] add custom_exit_price in interface and freqtradebot

---
 freqtrade/freqtradebot.py       | 8 ++++++++
 freqtrade/strategy/interface.py | 2 +-
 2 files changed, 9 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2592ccc91..8d50b46e3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1082,6 +1082,14 @@ class FreqtradeBot(LoggingMixin):
            and self.strategy.order_types['stoploss_on_exchange']:
             limit = trade.stop_loss
 
+        # set custom_exit_price if available
+        current_profit = trade.calc_profit_ratio(limit)
+        limit = strategy_safe_wrapper(self.strategy.custom_exit_price,
+                                      default_retval=limit)(
+            pair=trade.pair, trade=trade,
+            current_time=datetime.now(timezone.utc),
+            proposed_rate=limit, current_profit=current_profit)
+
         # First cancelling stoploss on exchange ...
         if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
             try:
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index f7d0a0aae..4c0e1c8a9 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -299,7 +299,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
-                          current_rate: float, current_profit: float, **kwargs) -> float:
+                          current_profit: float, **kwargs) -> float:
         """
         Custom exit price logic, returning the new exit price.
 

From eee5f174fca4954e9a20d46c0cbded00547dcd49 Mon Sep 17 00:00:00 2001
From: Kamontat Chantrachirathumrong <developer@kamontat.net>
Date: Thu, 5 Aug 2021 20:33:15 +0700
Subject: [PATCH 385/834] update link

---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 8cba78136..e10c15c11 100644
--- a/README.md
+++ b/README.md
@@ -27,7 +27,7 @@ hesitate to read the source code and understand the mechanism of this bot.
 Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
 - [X] [Bittrex](https://bittrex.com/)
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#blacklists))
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
 - [X] [Kraken](https://kraken.com/)
 - [X] [FTX](https://ftx.com)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_

From 90c194de1f6ef83a8899bd0ed7873656f70c802a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 5 Aug 2021 19:27:38 +0200
Subject: [PATCH 386/834] Align Readme and documentation index in supported
 exchange lists

---
 README.md     | 2 +-
 docs/index.md | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index e10c15c11..78ea3cecd 100644
--- a/README.md
+++ b/README.md
@@ -26,8 +26,8 @@ hesitate to read the source code and understand the mechanism of this bot.
 
 Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
-- [X] [Bittrex](https://bittrex.com/)
 - [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
+- [X] [Bittrex](https://bittrex.com/)
 - [X] [Kraken](https://kraken.com/)
 - [X] [FTX](https://ftx.com)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
diff --git a/docs/index.md b/docs/index.md
index 8077cd303..05eaa7552 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -36,7 +36,7 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 
 Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
-- [X] [Binance](https://www.binance.com/) ([*Note for binance users](exchanges.md#blacklists))
+- [X] [Binance](https://www.binance.com/) ([*Note for binance users](docs/exchanges.md#binance-blacklist))
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [FTX](https://ftx.com)
 - [X] [Kraken](https://kraken.com/)

From 0aeebc9d53dad23f8ed2f02b0b91b11d6276cbea Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 5 Aug 2021 17:57:45 -0400
Subject: [PATCH 387/834] add test for custom exit price

---
 tests/test_freqtradebot.py | 64 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 64 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 7ea67162d..c73e51dec 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2724,6 +2724,70 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     } == last_msg
 
 
+def test_execute_sell_custom_exit_price(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+    rpc_mock = patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(return_value=False),
+    )
+    patch_whitelist(mocker, default_conf)
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
+
+    # Create some test data
+    freqtrade.enter_positions()
+    rpc_mock.reset_mock()
+
+    trade = Trade.query.first()
+    assert trade
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 0
+
+    # Increase the price and sell it
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker_sell_up
+    )
+
+    freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
+
+    # Set a custom exit price
+    freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
+
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+                           sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
+
+    # Sell price must be different to default bid price
+
+    assert freqtrade.strategy.confirm_trade_exit.call_count == 1
+
+    assert rpc_mock.call_count == 1
+    last_msg = rpc_mock.call_args_list[-1][0][0]
+    assert {
+        'trade_id': 1,
+        'type': RPCMessageType.SELL,
+        'exchange': 'Binance',
+        'pair': 'ETH/BTC',
+        'gain': 'profit',
+        'limit': 1.170e-05,
+        'amount': 91.07468123,
+        'order_type': 'limit',
+        'open_rate': 1.098e-05,
+        'current_rate': 1.173e-05,
+        'profit_amount': 6.041e-05,
+        'profit_ratio': 0.06025919,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'USD',
+        'sell_reason': SellType.SELL_SIGNAL.value,
+        'open_date': ANY,
+        'close_date': ANY,
+        'close_rate': ANY,
+    } == last_msg
+
+
 def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
                                                         ticker_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)

From 84d082033b21cbffb02f4fd283a8bd33936733e4 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 5 Aug 2021 18:00:31 -0400
Subject: [PATCH 388/834] fix default retval for strategy custom_entry_price

---
 freqtrade/freqtradebot.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 8d50b46e3..99f5d2894 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -481,7 +481,7 @@ class FreqtradeBot(LoggingMixin):
             # Calculate price
             buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=stake_amount)(
+                                                       default_retval=buy_limit_requested)(
                 pair=pair, current_time=datetime.now(timezone.utc),
                 proposed_rate=buy_limit_requested)
 

From 0985b11267b890aeeccaed79ebc4ed9644c39f99 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 5 Aug 2021 18:16:16 -0400
Subject: [PATCH 389/834] add doc for custom exit price

---
 docs/strategy-advanced.md | 22 ++++++++++++++++------
 1 file changed, 16 insertions(+), 6 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index a8e54bbcf..f59cb8ef5 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -357,13 +357,13 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ---
 
-## Custom order entry price rules
+## Custom order price rules
 
 By default, freqtrade use the orderbook to automatically set an order price, you also have the option to create custom order prices based on your strategy.
 
-You can use this feature by setting the `use_custom_entry_price` option to `true` in config and creating a custom_entry_price function.
+You can use this feature by creating a custom_entry_price function in your strategy file to customize entry prices and custom_exit_price for exits.
 
-### Custom order entry price exemple
+### Custom order entry and exit price exemple
 ``` python
 from datetime import datetime, timedelta, timezone
 from freqtrade.persistence import Trade
@@ -373,13 +373,23 @@ class AwesomeStrategy(IStrategy):
     # ... populate_* methods
 
     def custom_entry_price(self, pair: str, current_time: datetime,
-                            proposed_rate, **kwargs) -> float:
+                           proposed_rate, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
-        entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        proposed_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
         
-        return entryprice
+        return proposed_entryprice
+
+    def custom_exit_price(self, pair: str, trade: Trade,
+                          current_time: datetime, proposed_rate: float,
+                          current_profit: float, **kwargs) -> float:
+
+        dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
+                                                                timeframe=self.timeframe)
+        proposed_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
+        
+        return proposed_exitprice
 
 ```
 

From b9356a55644979c494f65e3235ab3b38a8cee1b1 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 6 Aug 2021 16:19:36 -0600
Subject: [PATCH 390/834] Autopep8 formatting

---
 freqtrade/commands/build_config_commands.py   |  2 +-
 freqtrade/commands/deploy_commands.py         | 14 ++++-----
 freqtrade/commands/hyperopt_commands.py       |  8 ++---
 freqtrade/configuration/check_exchange.py     |  8 ++---
 freqtrade/configuration/config_validation.py  |  4 +--
 .../configuration/deprecated_settings.py      |  2 +-
 freqtrade/constants.py                        |  2 +-
 freqtrade/edge/edge_positioning.py            |  6 ++--
 freqtrade/main.py                             |  2 +-
 freqtrade/optimize/hyperopt.py                |  6 ++--
 freqtrade/optimize/hyperopt_tools.py          |  2 +-
 freqtrade/optimize/optimize_reports.py        |  6 ++--
 freqtrade/plot/plotting.py                    |  4 +--
 freqtrade/plugins/pairlist/IPairList.py       |  2 +-
 freqtrade/plugins/pairlist/VolumePairList.py  |  8 ++---
 freqtrade/plugins/pairlistmanager.py          | 14 ++++-----
 .../plugins/protections/stoploss_guard.py     |  6 ++--
 freqtrade/resolvers/__init__.py               |  3 --
 freqtrade/resolvers/strategy_resolver.py      |  2 +-
 freqtrade/rpc/api_server/api_v1.py            |  4 +--
 freqtrade/rpc/fiat_convert.py                 |  2 +-
 freqtrade/rpc/rpc_manager.py                  |  1 +
 freqtrade/rpc/telegram.py                     | 22 +++++++-------
 freqtrade/strategy/strategy_helper.py         |  2 +-
 tests/config_test_comments.json               | 26 ++++++++--------
 tests/optimize/test_hyperopt.py               |  2 +-
 tests/plugins/test_protections.py             |  4 +--
 tests/rpc/test_fiat_convert.py                |  6 ++--
 tests/rpc/test_rpc_apiserver.py               |  6 ++--
 tests/test_arguments.py                       |  2 +-
 tests/test_configuration.py                   | 30 +++++++++----------
 31 files changed, 104 insertions(+), 104 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index b3f912433..852cab92e 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -193,7 +193,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
         selections['exchange'] = render_template(
             templatefile=f"subtemplates/exchange_{exchange_template}.j2",
             arguments=selections
-            )
+        )
     except TemplateNotFound:
         selections['exchange'] = render_template(
             templatefile="subtemplates/exchange_generic.j2",
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index cc0d653b9..eb65579e2 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -38,15 +38,15 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     indicators = render_template_with_fallback(
         templatefile=f"subtemplates/indicators_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/indicators_{fallback}.j2",
-        )
+    )
     buy_trend = render_template_with_fallback(
         templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/buy_trend_{fallback}.j2",
-        )
+    )
     sell_trend = render_template_with_fallback(
         templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/sell_trend_{fallback}.j2",
-        )
+    )
     plot_config = render_template_with_fallback(
         templatefile=f"subtemplates/plot_config_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/plot_config_{fallback}.j2",
@@ -97,19 +97,19 @@ def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: st
     buy_guards = render_template_with_fallback(
         templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2",
-        )
+    )
     sell_guards = render_template_with_fallback(
         templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2",
-        )
+    )
     buy_space = render_template_with_fallback(
         templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2",
-        )
+    )
     sell_space = render_template_with_fallback(
         templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",
         templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2",
-        )
+    )
 
     strategy_text = render_template(templatefile='base_hyperopt.py.j2',
                                     arguments={"hyperopt": hyperopt_name,
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 5a2727795..4694d1111 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -187,7 +187,7 @@ def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> Li
             x for x in epochs
             if x['results_metrics'].get(
                 'trade_count', x['results_metrics'].get('total_trades')
-                ) < filteroptions['filter_max_trades']
+            ) < filteroptions['filter_max_trades']
         ]
     return epochs
 
@@ -239,7 +239,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics'].get(
                 'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-                ) < filteroptions['filter_max_avg_profit']
+            ) < filteroptions['filter_max_avg_profit']
         ]
     if filteroptions['filter_min_total_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
@@ -247,7 +247,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics'].get(
                 'profit', x['results_metrics'].get('profit_total_abs', 0)
-                ) > filteroptions['filter_min_total_profit']
+            ) > filteroptions['filter_min_total_profit']
         ]
     if filteroptions['filter_max_total_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
@@ -255,7 +255,7 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
             x for x in epochs
             if x['results_metrics'].get(
                 'profit', x['results_metrics'].get('profit_total_abs', 0)
-                ) < filteroptions['filter_max_total_profit']
+            ) < filteroptions['filter_max_total_profit']
         ]
     return epochs
 
diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py
index f282447d4..c4f038103 100644
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -51,10 +51,10 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
 
     if not is_exchange_known_ccxt(exchange):
         raise OperationalException(
-                f'Exchange "{exchange}" is not known to the ccxt library '
-                f'and therefore not available for the bot.\n'
-                f'The following exchanges are available for Freqtrade: '
-                f'{", ".join(available_exchanges())}'
+            f'Exchange "{exchange}" is not known to the ccxt library '
+            f'and therefore not available for the bot.\n'
+            f'The following exchanges are available for Freqtrade: '
+            f'{", ".join(available_exchanges())}'
         )
 
     valid, reason = validate_exchange(exchange)
diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py
index aad03e983..85ff4408f 100644
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -115,7 +115,7 @@ def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
     if conf.get('stoploss') == 0.0:
         raise OperationalException(
             'The config stoploss needs to be different from 0 to avoid problems with sell orders.'
-            )
+        )
     # Skip if trailing stoploss is not activated
     if not conf.get('trailing_stop', False):
         return
@@ -180,7 +180,7 @@ def _validate_protections(conf: Dict[str, Any]) -> None:
             raise OperationalException(
                 "Protections must specify either `stop_duration` or `stop_duration_candles`.\n"
                 f"Please fix the protection {prot.get('method')}"
-                )
+            )
 
         if ('lookback_period' in prot and 'lookback_period_candles' in prot):
             raise OperationalException(
diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py
index 1b162f7c9..e59e51f87 100644
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -108,5 +108,5 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
             raise OperationalException(
                 "Both 'timeframe' and 'ticker_interval' detected."
                 "Please remove 'ticker_interval' from your configuration to continue operating."
-                )
+            )
         config['timeframe'] = config['ticker_interval']
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index b48644c58..de4bc99b4 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -280,7 +280,7 @@ CONF_SCHEMA = {
                             'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
                             'default': 'off'
-                            },
+                        },
                     }
                 },
                 'reload': {'type': 'boolean'},
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 977b7e4ec..243043d31 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -231,12 +231,12 @@ class Edge:
                     'Minimum expectancy and minimum winrate are met only for %s,'
                     ' so other pairs are filtered out.',
                     self._final_pairs
-                    )
+                )
             else:
                 logger.info(
                     'Edge removed all pairs as no pair with minimum expectancy '
                     'and minimum winrate was found !'
-                    )
+                )
 
         return self._final_pairs
 
@@ -247,7 +247,7 @@ class Edge:
         final = []
         for pair, info in self._cached_pairs.items():
             if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
-                 info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
+                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
                 final.append({
                     'Pair': pair,
                     'Winrate': info.winrate,
diff --git a/freqtrade/main.py b/freqtrade/main.py
index 84d4b24f8..2fd3d32bb 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -44,7 +44,7 @@ def main(sysargv: List[str] = None) -> None:
                 "as `freqtrade trade [options...]`.\n"
                 "To see the full list of options available, please use "
                 "`freqtrade --help` or `freqtrade <command> --help`."
-                )
+            )
 
     except SystemExit as e:
         return_code = e
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index a69e5a5a2..d40bbb73b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -444,9 +444,9 @@ class Hyperopt:
                         ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
                     ]
                 with progressbar.ProgressBar(
-                         max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
-                         widgets=widgets
-                     ) as pbar:
+                    max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
+                    widgets=widgets
+                ) as pbar:
                     EVALS = ceil(self.total_epochs / jobs)
                     for i in range(EVALS):
                         # Correct the number of epochs to be processed for the last
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 439016c14..51f1f977a 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -203,7 +203,7 @@ class HyperoptTools():
             elif space == "roi":
                 result = result[:-1] + f'{appendix}\n'
                 minimal_roi_result = rapidjson.dumps({
-                        str(k): v for k, v in (space_params or no_params).items()
+                    str(k): v for k, v in (space_params or no_params).items()
                 }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
             elif space == "trailing":
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index eefacbbab..7bb60228a 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -31,7 +31,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
         filename = Path.joinpath(
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
-            ).with_suffix(recordfilename.suffix)
+        ).with_suffix(recordfilename.suffix)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
@@ -173,7 +173,7 @@ def generate_strategy_comparison(all_results: Dict) -> List[Dict]:
     for strategy, results in all_results.items():
         tabular_data.append(_generate_result_line(
             results['results'], results['config']['dry_run_wallet'], strategy)
-            )
+        )
         try:
             max_drawdown_per, _, _, _, _ = calculate_max_drawdown(results['results'],
                                                                   value_col='profit_ratio')
@@ -604,7 +604,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                          strat_results['stake_currency'])
         stake_amount = round_coin_value(
             strat_results['stake_amount'], strat_results['stake_currency']
-            ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
+        ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
 
         message = ("No trades made. "
                    f"Your starting balance was {start_balance}, "
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 061460975..2fbf343ce 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -334,8 +334,8 @@ def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
                 )
             elif indicator_b not in data:
                 logger.info(
-                        'fill_to: "%s" ignored. Reason: This indicator is not '
-                        'in your strategy.', indicator_b
+                    'fill_to: "%s" ignored. Reason: This indicator is not '
+                    'in your strategy.', indicator_b
                 )
     return fig
 
diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index 74348b1a7..bfde2ace0 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -144,7 +144,7 @@ class IPairList(LoggingMixin, ABC):
         markets = self._exchange.markets
         if not markets:
             raise OperationalException(
-                    'Markets not loaded. Make sure that exchange is initialized correctly.')
+                'Markets not loaded. Make sure that exchange is initialized correctly.')
 
         sanitized_whitelist: List[str] = []
         for pair in pairlist:
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index d6b8aaaa3..901fde2d0 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -120,9 +120,9 @@ class VolumePairList(IPairList):
             # Use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
             filtered_tickers = [
-                    v for k, v in tickers.items()
-                    if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
-                        and v[self._sort_key] is not None)]
+                v for k, v in tickers.items()
+                if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
+                    and v[self._sort_key] is not None)]
             pairlist = [s['symbol'] for s in filtered_tickers]
 
             pairlist = self.filter_pairlist(pairlist, tickers)
@@ -197,7 +197,7 @@ class VolumePairList(IPairList):
 
         if self._min_value > 0:
             filtered_tickers = [
-                    v for v in filtered_tickers if v[self._sort_key] > self._min_value]
+                v for v in filtered_tickers if v[self._sort_key] > self._min_value]
 
         sorted_tickers = sorted(filtered_tickers, reverse=True, key=lambda t: t[self._sort_key])
 
diff --git a/freqtrade/plugins/pairlistmanager.py b/freqtrade/plugins/pairlistmanager.py
index 03f4760b8..face79729 100644
--- a/freqtrade/plugins/pairlistmanager.py
+++ b/freqtrade/plugins/pairlistmanager.py
@@ -28,13 +28,13 @@ class PairListManager():
         self._tickers_needed = False
         for pairlist_handler_config in self._config.get('pairlists', None):
             pairlist_handler = PairListResolver.load_pairlist(
-                    pairlist_handler_config['method'],
-                    exchange=exchange,
-                    pairlistmanager=self,
-                    config=config,
-                    pairlistconfig=pairlist_handler_config,
-                    pairlist_pos=len(self._pairlist_handlers)
-                    )
+                pairlist_handler_config['method'],
+                exchange=exchange,
+                pairlistmanager=self,
+                config=config,
+                pairlistconfig=pairlist_handler_config,
+                pairlist_pos=len(self._pairlist_handlers)
+            )
             self._tickers_needed |= pairlist_handler.needstickers
             self._pairlist_handlers.append(pairlist_handler)
 
diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py
index 45d393411..40edf1204 100644
--- a/freqtrade/plugins/protections/stoploss_guard.py
+++ b/freqtrade/plugins/protections/stoploss_guard.py
@@ -54,9 +54,9 @@ class StoplossGuard(IProtection):
 
         trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
         trades = [trade for trade in trades1 if (str(trade.sell_reason) in (
-                    SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value,
-                    SellType.STOPLOSS_ON_EXCHANGE.value)
-                      and trade.close_profit and trade.close_profit < 0)]
+            SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value,
+            SellType.STOPLOSS_ON_EXCHANGE.value)
+            and trade.close_profit and trade.close_profit < 0)]
 
         if len(trades) < self._trade_limit:
             return False, None, None
diff --git a/freqtrade/resolvers/__init__.py b/freqtrade/resolvers/__init__.py
index ef24bf481..2f70a788a 100644
--- a/freqtrade/resolvers/__init__.py
+++ b/freqtrade/resolvers/__init__.py
@@ -8,6 +8,3 @@ from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from freqtrade.resolvers.pairlist_resolver import PairListResolver
 from freqtrade.resolvers.protection_resolver import ProtectionResolver
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
-
-
-
diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index 1239b78b3..82942bd68 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -50,7 +50,7 @@ class StrategyResolver(IResolver):
             if 'timeframe' not in config:
                 logger.warning(
                     "DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'."
-                    )
+                )
                 strategy.timeframe = strategy.ticker_interval
 
         if strategy._ft_params_from_file:
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 61d69707e..f2361fda8 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -199,8 +199,8 @@ def pair_history(pair: str, timeframe: str, timerange: str, strategy: str,
                  config=Depends(get_config)):
     config = deepcopy(config)
     config.update({
-            'strategy': strategy,
-        })
+        'strategy': strategy,
+    })
     return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange)
 
 
diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index 199e6a7db..cdc09b437 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -62,7 +62,7 @@ class CryptoToFiatConverter:
             # If the request is not a 429 error we want to raise the normal error
             logger.error(
                 "Could not load FIAT Cryptocurrency map for the following problem: {}".format(
-                  request_exception
+                    request_exception
                 )
             )
         except (Exception) as exception:
diff --git a/freqtrade/rpc/rpc_manager.py b/freqtrade/rpc/rpc_manager.py
index 67842e849..8085ece94 100644
--- a/freqtrade/rpc/rpc_manager.py
+++ b/freqtrade/rpc/rpc_manager.py
@@ -15,6 +15,7 @@ class RPCManager:
     """
     Class to manage RPC objects (Telegram, API, ...)
     """
+
     def __init__(self, freqtrade) -> None:
         """ Initializes all enabled rpc modules """
         self.registered_modules: List[RPCHandler] = []
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index a1f6a7e33..a988d2b60 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -77,7 +77,6 @@ class Telegram(RPCHandler):
     """  This class handles all telegram communication """
 
     def __init__(self, rpc: RPC, config: Dict[str, Any]) -> None:
-
         """
         Init the Telegram call, and init the super class RPCHandler
         :param rpc: instance of RPC Helper class
@@ -270,7 +269,7 @@ class Telegram(RPCHandler):
         noti = ''
         if msg_type == RPCMessageType.SELL:
             sell_noti = self._config['telegram'] \
-              .get('notification_settings', {}).get(str(msg_type), {})
+                .get('notification_settings', {}).get(str(msg_type), {})
             # For backward compatibility sell still can be string
             if isinstance(sell_noti, str):
                 noti = sell_noti
@@ -278,7 +277,7 @@ class Telegram(RPCHandler):
                 noti = sell_noti.get(str(msg['sell_reason']), default_noti)
         else:
             noti = self._config['telegram'] \
-              .get('notification_settings', {}).get(str(msg_type), default_noti)
+                .get('notification_settings', {}).get(str(msg_type), default_noti)
 
         if noti == 'off':
             logger.info(f"Notification '{msg_type}' not sent.")
@@ -541,7 +540,7 @@ class Telegram(RPCHandler):
                 f"`{first_trade_date}`\n"
                 f"*Latest Trade opened:* `{latest_trade_date}\n`"
                 f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
-                )
+            )
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
@@ -576,13 +575,14 @@ class Telegram(RPCHandler):
         sell_reasons_msg = tabulate(
             sell_reasons_tabulate,
             headers=['Sell Reason', 'Sells', 'Wins', 'Losses']
-            )
+        )
         durations = stats['durations']
-        duration_msg = tabulate([
-            ['Wins', str(timedelta(seconds=durations['wins']))
-             if durations['wins'] != 'N/A' else 'N/A'],
-            ['Losses', str(timedelta(seconds=durations['losses']))
-             if durations['losses'] != 'N/A' else 'N/A']
+        duration_msg = tabulate(
+            [
+                ['Wins', str(timedelta(seconds=durations['wins']))
+                 if durations['wins'] != 'N/A' else 'N/A'],
+                ['Losses', str(timedelta(seconds=durations['losses']))
+                 if durations['losses'] != 'N/A' else 'N/A']
             ],
             headers=['', 'Avg. Duration']
         )
@@ -1100,7 +1100,7 @@ class Telegram(RPCHandler):
         if reload_able:
             reply_markup = InlineKeyboardMarkup([
                 [InlineKeyboardButton("Refresh", callback_data=callback_path)],
-                ])
+            ])
         else:
             reply_markup = InlineKeyboardMarkup([[]])
         msg += "\nUpdated: {}".format(datetime.now().ctime())
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 22b6f0be5..e089ebf31 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -38,7 +38,7 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
         # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
         informative['date_merge'] = (
             informative["date"] + pd.to_timedelta(minutes_inf, 'm') - pd.to_timedelta(minutes, 'm')
-            )
+        )
     else:
         raise ValueError("Tried to merge a faster timeframe to a slower timeframe."
                          "This would create new rows, and can throw off your regular indicators.")
diff --git a/tests/config_test_comments.json b/tests/config_test_comments.json
index 48a087dec..19d82c454 100644
--- a/tests/config_test_comments.json
+++ b/tests/config_test_comments.json
@@ -6,8 +6,8 @@
      */
     "stake_currency": "BTC",
     "stake_amount": 0.05,
-    "fiat_display_currency": "USD",             // C++-style comment
-    "amount_reserve_percent" : 0.05,		// And more, tabs before this comment
+    "fiat_display_currency": "USD", // C++-style comment
+    "amount_reserve_percent": 0.05, // And more, tabs before this comment
     "dry_run": false,
     "timeframe": "5m",
     "trailing_stop": false,
@@ -15,15 +15,15 @@
     "trailing_stop_positive_offset": 0.0051,
     "trailing_only_offset_is_reached": false,
     "minimal_roi": {
-        "40":  0.0,
-        "30":  0.01,
-        "20":  0.02,
-        "0":  0.04
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
     },
     "stoploss": -0.10,
     "unfilledtimeout": {
         "buy": 10,
-        "sell": 30,				// Trailing comma should also be accepted now
+        "sell": 30, // Trailing comma should also be accepted now
     },
     "bid_strategy": {
         "use_order_book": false,
@@ -34,7 +34,7 @@
             "bids_to_ask_delta": 1
         }
     },
-    "ask_strategy":{
+    "ask_strategy": {
         "use_order_book": false,
         "order_book_min": 1,
         "order_book_max": 9
@@ -64,7 +64,9 @@
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
         "password": "",
-        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_config": {
+            "enableRateLimit": true
+        },
         "ccxt_async_config": {
             "enableRateLimit": false,
             "rateLimit": 500,
@@ -103,8 +105,8 @@
         "remove_pumps": false
     },
     "telegram": {
-// We can now comment out some settings
-//        "enabled": true,
+        // We can now comment out some settings
+        //        "enabled": true,
         "enabled": false,
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
@@ -124,4 +126,4 @@
     },
     "strategy": "DefaultStrategy",
     "strategy_path": "user_data/strategies/"
-}
+}
\ No newline at end of file
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 14fea573f..b5197e73f 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -399,7 +399,7 @@ def test_hyperopt_format_results(hyperopt):
         'rejected_signals': 2,
         'backtest_start_time': 1619718665,
         'backtest_end_time': 1619718665,
-        }
+    }
     results_metrics = generate_strategy_stats({'XRP/BTC': None}, '', bt_result,
                                               Arrow(2017, 11, 14, 19, 32, 00),
                                               Arrow(2017, 12, 14, 19, 32, 00), market_change=0)
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index 9ec47dade..c0a9ae72a 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -93,7 +93,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30,
-        ))
+    ))
 
     assert not freqtrade.protections.global_stop()
     assert not log_has_re(message, caplog)
@@ -150,7 +150,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     Trade.query.session.add(generate_mock_trade(
         pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30, profit_rate=0.9,
-        ))
+    ))
 
     assert not freqtrade.protections.stop_per_pair(pair)
     assert not freqtrade.protections.global_stop()
diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index 5174f9416..9fb1122f5 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -139,9 +139,9 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     assert length_cryptomap == 0
     assert fiat_convert._backoff > datetime.datetime.now().timestamp()
     assert log_has(
-              'Too many requests for Coingecko API, backing off and trying again later.',
-              caplog
-            )
+        'Too many requests for Coingecko API, backing off and trying again later.',
+        caplog
+    )
 
 
 def test_fiat_invalid_response(mocker, caplog):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 68f23e0fd..1517b6fcc 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -942,7 +942,7 @@ def test_api_whitelist(botclient):
         "whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'],
         "length": 4,
         "method": ["StaticPairList"]
-        }
+    }
 
 
 def test_api_forcebuy(botclient, mocker, fee):
@@ -1033,7 +1033,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
-        }
+    }
 
 
 def test_api_forcesell(botclient, mocker, ticker, fee, markets):
@@ -1215,7 +1215,7 @@ def test_api_strategies(botclient):
         'DefaultStrategy',
         'HyperoptableStrategy',
         'TestStrategyLegacy'
-        ]}
+    ]}
 
 
 def test_api_strategy(botclient):
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index fd6f162fd..5374881fa 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -125,7 +125,7 @@ def test_parse_args_backtesting_custom() -> None:
         '--strategy-list',
         'DefaultStrategy',
         'SampleStrategy'
-        ]
+    ]
     call_args = Arguments(args).get_parsed_arg()
     assert call_args['config'] == ['test_conf.json']
     assert call_args['verbosity'] == 0
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7012333e9..f97ccd488 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -1130,17 +1130,17 @@ def test_pairlist_resolving_fallback(mocker):
 
 
 @pytest.mark.parametrize("setting", [
-        ("ask_strategy", "use_sell_signal", True,
-         None, "use_sell_signal", False),
-        ("ask_strategy", "sell_profit_only", True,
-         None, "sell_profit_only", False),
-        ("ask_strategy", "sell_profit_offset", 0.1,
-         None, "sell_profit_offset", 0.01),
-        ("ask_strategy", "ignore_roi_if_buy_signal", True,
-         None, "ignore_roi_if_buy_signal", False),
-        ("ask_strategy", "ignore_buying_expired_candle_after", 5,
-         None, "ignore_buying_expired_candle_after", 6),
-    ])
+    ("ask_strategy", "use_sell_signal", True,
+     None, "use_sell_signal", False),
+    ("ask_strategy", "sell_profit_only", True,
+     None, "sell_profit_only", False),
+    ("ask_strategy", "sell_profit_offset", 0.1,
+     None, "sell_profit_offset", 0.01),
+    ("ask_strategy", "ignore_roi_if_buy_signal", True,
+     None, "ignore_roi_if_buy_signal", False),
+    ("ask_strategy", "ignore_buying_expired_candle_after", 5,
+     None, "ignore_buying_expired_candle_after", 6),
+])
 def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -1180,10 +1180,10 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
 
 
 @pytest.mark.parametrize("setting", [
-        ("experimental", "use_sell_signal", False),
-        ("experimental", "sell_profit_only", True),
-        ("experimental", "ignore_roi_if_buy_signal", True),
-    ])
+    ("experimental", "use_sell_signal", False),
+    ("experimental", "sell_profit_only", True),
+    ("experimental", "ignore_roi_if_buy_signal", True),
+])
 def test_process_removed_settings(mocker, default_conf, setting):
     patched_configuration_load_config_file(mocker, default_conf)
 

From 5393c55b513028a3159da23a19e241050766651b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 7 Aug 2021 16:01:20 +0200
Subject: [PATCH 391/834] Document min_value for VolumePairList

closes #5260
---
 docs/includes/pairlists.md | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 995e49a2d..b92b05af9 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -58,7 +58,7 @@ This option must be configured along with `exchange.skip_pair_validation` in the
 
 When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
-When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+When used in the leading position of the chain of Pairlist Handlers, the `pair_whitelist` configuration setting is ignored. Instead, `VolumePairList` selects the top assets from all available markets with matching stake-currency on the exchange.
 
 The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
 The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists.
@@ -74,11 +74,14 @@ Filtering instances (not the first position in the list) will not apply any cach
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 1800
     }
 ],
 ```
 
+You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange.
+
 `VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
 
 For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
@@ -89,6 +92,7 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 86400,
         "lookback_days": 7
     }

From cf70b34ff0504dcbffc1106bfbefd521bc1c3357 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 7 Aug 2021 16:15:42 +0200
Subject: [PATCH 392/834] Add min_value to all volumepairlist samples

---
 docs/includes/pairlists.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index b92b05af9..6e23c9003 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -113,6 +113,7 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
+        "min_value": 0,
         "refresh_period": 3600,
         "lookback_timeframe": "1h",
         "lookback_period": 72

From 7eaadb2630a99c8f467751bdff071b52cdb098b2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 09:50:50 +0200
Subject: [PATCH 393/834] Add custom-* methods to bot-basics

closes #5370
---
 docs/bot-basics.md | 7 ++++---
 1 file changed, 4 insertions(+), 3 deletions(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 943af0362..44181abfa 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -35,7 +35,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
   * Calls `check_buy_timeout()` strategy callback for open buy orders.
   * Calls `check_sell_timeout()` strategy callback for open sell orders.
 * Verifies existing positions and eventually places sell orders.
-  * Considers stoploss, ROI and sell-signal.
+  * Considers stoploss, ROI and sell-signal, `custom_sell()` and `custom_stoploss()`.
   * Determine sell-price based on `ask_strategy` configuration setting.
   * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
 * Check if trade-slots are still available (if `max_open_trades` is reached).
@@ -52,9 +52,10 @@ This loop will be repeated again and again until the bot is stopped.
 * Load historic data for configured pairlist.
 * Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
-* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair)
-* Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy)
+* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair).
 * Loops per candle simulating entry and exit points.
+  * Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
+  * Call `custom_stoploss()` and `custom_sell()` to find custom exit points.
 * Generate backtest report output
 
 !!! Note

From 0ae4eccea5ad7cd773e0d0e309617bfcf6a1e4ae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 10:05:28 +0200
Subject: [PATCH 394/834] Refactor Hyperopt-list and hyperopt-show to reduce
 some duplicate code

---
 freqtrade/commands/hyperopt_commands.py      | 180 +------------------
 freqtrade/optimize/hyperopt_epoch_filters.py | 142 +++++++++++++++
 freqtrade/optimize/hyperopt_tools.py         |  28 ++-
 3 files changed, 174 insertions(+), 176 deletions(-)
 create mode 100644 freqtrade/optimize/hyperopt_epoch_filters.py

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 4694d1111..089529d15 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -1,6 +1,6 @@
 import logging
 from operator import itemgetter
-from typing import Any, Dict, List
+from typing import Any, Dict
 
 from colorama import init as colorama_init
 
@@ -28,30 +28,12 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 
-    filteroptions = {
-        'only_best': config.get('hyperopt_list_best', False),
-        'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
-        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-        'filter_max_objective': config.get('hyperopt_list_max_objective', None),
-    }
-
     results_file = get_latest_hyperopt_file(
         config['user_data_dir'] / 'hyperopt_results',
         config.get('hyperoptexportfilename'))
 
     # Previous evaluations
-    epochs = HyperoptTools.load_previous_results(results_file)
-    total_epochs = len(epochs)
-
-    epochs = hyperopt_filter_epochs(epochs, filteroptions)
+    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
 
     if print_colorized:
         colorama_init(autoreset=True)
@@ -59,7 +41,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     if not export_csv:
         try:
             print(HyperoptTools.get_result_table(config, epochs, total_epochs,
-                                                 not filteroptions['only_best'],
+                                                 not config.get('hyperopt_list_best', False),
                                                  print_colorized, 0))
         except KeyboardInterrupt:
             print('User interrupted..')
@@ -71,7 +53,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     if epochs and export_csv:
         HyperoptTools.export_csv_file(
-            config, epochs, total_epochs, not filteroptions['only_best'], export_csv
+            config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv
         )
 
 
@@ -91,26 +73,9 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     n = config.get('hyperopt_show_index', -1)
 
-    filteroptions = {
-        'only_best': config.get('hyperopt_list_best', False),
-        'only_profitable': config.get('hyperopt_list_profitable', False),
-        'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
-        'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-        'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-        'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-        'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-        'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-        'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-        'filter_max_objective': config.get('hyperopt_list_max_objective', None)
-    }
-
     # Previous evaluations
-    epochs = HyperoptTools.load_previous_results(results_file)
-    total_epochs = len(epochs)
+    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
 
-    epochs = hyperopt_filter_epochs(epochs, filteroptions)
     filtered_epochs = len(epochs)
 
     if n > filtered_epochs:
@@ -137,138 +102,3 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
         HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
                                          header_str="Epoch details")
-
-
-def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
-    """
-    Filter our items from the list of hyperopt results
-    TODO: after 2021.5 remove all "legacy" mode queries.
-    """
-    if filteroptions['only_best']:
-        epochs = [x for x in epochs if x['is_best']]
-    if filteroptions['only_profitable']:
-        epochs = [x for x in epochs if x['results_metrics'].get(
-            'profit', x['results_metrics'].get('profit_total', 0)) > 0]
-
-    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
-
-    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
-
-    logger.info(f"{len(epochs)} " +
-                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if filteroptions['only_profitable'] else "") +
-                "epochs found.")
-    return epochs
-
-
-def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
-    """
-    Filter epochs with trade-counts > trades
-    """
-    return [
-        x for x in epochs
-        if x['results_metrics'].get(
-            'trade_count', x['results_metrics'].get('total_trades', 0)
-        ) > trade_count
-    ]
-
-
-def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_trades'] > 0:
-        epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
-
-    if filteroptions['filter_max_trades'] > 0:
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'trade_count', x['results_metrics'].get('total_trades')
-            ) < filteroptions['filter_max_trades']
-        ]
-    return epochs
-
-
-def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
-
-    def get_duration_value(x):
-        # Duration in minutes ...
-        if 'duration' in x['results_metrics']:
-            return x['results_metrics']['duration']
-        else:
-            # New mode
-            if 'holding_avg_s' in x['results_metrics']:
-                avg = x['results_metrics']['holding_avg_s']
-                return avg // 60
-            raise OperationalException(
-                "Holding-average not available. Please omit the filter on average time, "
-                "or rerun hyperopt with this version")
-
-    if filteroptions['filter_min_avg_time'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if get_duration_value(x) > filteroptions['filter_min_avg_time']
-        ]
-    if filteroptions['filter_max_avg_time'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if get_duration_value(x) < filteroptions['filter_max_avg_time']
-        ]
-
-    return epochs
-
-
-def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_avg_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) > filteroptions['filter_min_avg_profit']
-        ]
-    if filteroptions['filter_max_avg_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) < filteroptions['filter_max_avg_profit']
-        ]
-    if filteroptions['filter_min_total_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) > filteroptions['filter_min_total_profit']
-        ]
-    if filteroptions['filter_max_total_profit'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-        epochs = [
-            x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) < filteroptions['filter_max_total_profit']
-        ]
-    return epochs
-
-
-def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
-
-    if filteroptions['filter_min_objective'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-
-        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
-    if filteroptions['filter_max_objective'] is not None:
-        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
-
-        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
-
-    return epochs
diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py
new file mode 100644
index 000000000..2084c5ba8
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_epoch_filters.py
@@ -0,0 +1,142 @@
+import logging
+from typing import List
+
+from freqtrade.exceptions import OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
+    """
+    Filter our items from the list of hyperopt results
+    TODO: after 2021.5 remove all "legacy" mode queries.
+    """
+    if filteroptions['only_best']:
+        epochs = [x for x in epochs if x['is_best']]
+    if filteroptions['only_profitable']:
+        epochs = [x for x in epochs if x['results_metrics'].get(
+            'profit', x['results_metrics'].get('profit_total', 0)) > 0]
+
+    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
+
+    logger.info(f"{len(epochs)} " +
+                ("best " if filteroptions['only_best'] else "") +
+                ("profitable " if filteroptions['only_profitable'] else "") +
+                "epochs found.")
+    return epochs
+
+
+def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
+    """
+    Filter epochs with trade-counts > trades
+    """
+    return [
+        x for x in epochs
+        if x['results_metrics'].get(
+            'trade_count', x['results_metrics'].get('total_trades', 0)
+        ) > trade_count
+    ]
+
+
+def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_trades'] > 0:
+        epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
+
+    if filteroptions['filter_max_trades'] > 0:
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'trade_count', x['results_metrics'].get('total_trades')
+            ) < filteroptions['filter_max_trades']
+        ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
+
+    def get_duration_value(x):
+        # Duration in minutes ...
+        if 'duration' in x['results_metrics']:
+            return x['results_metrics']['duration']
+        else:
+            # New mode
+            if 'holding_avg_s' in x['results_metrics']:
+                avg = x['results_metrics']['holding_avg_s']
+                return avg // 60
+            raise OperationalException(
+                "Holding-average not available. Please omit the filter on average time, "
+                "or rerun hyperopt with this version")
+
+    if filteroptions['filter_min_avg_time'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if get_duration_value(x) > filteroptions['filter_min_avg_time']
+        ]
+    if filteroptions['filter_max_avg_time'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if get_duration_value(x) < filteroptions['filter_max_avg_time']
+        ]
+
+    return epochs
+
+
+def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_avg_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
+            ) > filteroptions['filter_min_avg_profit']
+        ]
+    if filteroptions['filter_max_avg_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
+            ) < filteroptions['filter_max_avg_profit']
+        ]
+    if filteroptions['filter_min_total_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'profit', x['results_metrics'].get('profit_total_abs', 0)
+            ) > filteroptions['filter_min_total_profit']
+        ]
+    if filteroptions['filter_max_total_profit'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+        epochs = [
+            x for x in epochs
+            if x['results_metrics'].get(
+                'profit', x['results_metrics'].get('profit_total_abs', 0)
+            ) < filteroptions['filter_max_total_profit']
+        ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_objective'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+
+        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
+    if filteroptions['filter_max_objective'] is not None:
+        epochs = _hyperopt_filter_epochs_trade(epochs, 0)
+
+        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
+
+    return epochs
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 52aa85c84..ed9583bdc 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -4,7 +4,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, List, Optional
+from typing import Any, Dict, List, Optional, Tuple
 
 import numpy as np
 import rapidjson
@@ -15,6 +15,7 @@ from pandas import isna, json_normalize
 from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
+from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
 
 
 logger = logging.getLogger(__name__)
@@ -130,6 +131,31 @@ class HyperoptTools():
             logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
         return epochs
 
+    @staticmethod
+    def load_filtered_results(results_file: Path, config: Dict[str, Any]) -> Tuple[List, int]:
+        filteroptions = {
+            'only_best': config.get('hyperopt_list_best', False),
+            'only_profitable': config.get('hyperopt_list_profitable', False),
+            'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
+            'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
+            'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
+            'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
+            'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
+            'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
+            'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
+            'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
+            'filter_min_objective': config.get('hyperopt_list_min_objective', None),
+            'filter_max_objective': config.get('hyperopt_list_max_objective', None),
+        }
+
+        # Previous evaluations
+        epochs = HyperoptTools.load_previous_results(results_file)
+        total_epochs = len(epochs)
+
+        epochs = hyperopt_filter_epochs(epochs, filteroptions)
+
+        return epochs, total_epochs
+
     @staticmethod
     def show_epoch_details(results, total_epochs: int, print_json: bool,
                            no_header: bool = False, header_str: str = None) -> None:

From faf16a64e507dc684d527a804abef266e39c26c6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 10:22:45 +0200
Subject: [PATCH 395/834] Remove legacy hyperopt file support

---
 freqtrade/optimize/hyperopt_epoch_filters.py |  50 +-
 tests/commands/test_commands.py              | 464 +++++++++----------
 tests/conftest.py                            | 132 ------
 3 files changed, 249 insertions(+), 397 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py
index 2084c5ba8..b70db94af 100644
--- a/freqtrade/optimize/hyperopt_epoch_filters.py
+++ b/freqtrade/optimize/hyperopt_epoch_filters.py
@@ -10,13 +10,12 @@ logger = logging.getLogger(__name__)
 def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
-    TODO: after 2021.5 remove all "legacy" mode queries.
     """
     if filteroptions['only_best']:
         epochs = [x for x in epochs if x['is_best']]
     if filteroptions['only_profitable']:
-        epochs = [x for x in epochs if x['results_metrics'].get(
-            'profit', x['results_metrics'].get('profit_total', 0)) > 0]
+        epochs = [x for x in epochs
+                  if x['results_metrics'].get('profit_total', 0) > 0]
 
     epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
 
@@ -38,10 +37,7 @@ def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
     Filter epochs with trade-counts > trades
     """
     return [
-        x for x in epochs
-        if x['results_metrics'].get(
-            'trade_count', x['results_metrics'].get('total_trades', 0)
-        ) > trade_count
+        x for x in epochs if x['results_metrics'].get('total_trades', 0) > trade_count
     ]
 
 
@@ -53,9 +49,7 @@ def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> Li
     if filteroptions['filter_max_trades'] > 0:
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'trade_count', x['results_metrics'].get('total_trades')
-            ) < filteroptions['filter_max_trades']
+            if x['results_metrics'].get('total_trades') < filteroptions['filter_max_trades']
         ]
     return epochs
 
@@ -64,16 +58,12 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
 
     def get_duration_value(x):
         # Duration in minutes ...
-        if 'duration' in x['results_metrics']:
-            return x['results_metrics']['duration']
-        else:
-            # New mode
-            if 'holding_avg_s' in x['results_metrics']:
-                avg = x['results_metrics']['holding_avg_s']
-                return avg // 60
-            raise OperationalException(
-                "Holding-average not available. Please omit the filter on average time, "
-                "or rerun hyperopt with this version")
+        if 'holding_avg_s' in x['results_metrics']:
+            avg = x['results_metrics']['holding_avg_s']
+            return avg // 60
+        raise OperationalException(
+            "Holding-average not available. Please omit the filter on average time, "
+            "or rerun hyperopt with this version")
 
     if filteroptions['filter_min_avg_time'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
@@ -97,33 +87,29 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) > filteroptions['filter_min_avg_profit']
+            if x['results_metrics'].get('profit_mean', 0) * 100
+            > filteroptions['filter_min_avg_profit']
         ]
     if filteroptions['filter_max_avg_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
-            ) < filteroptions['filter_max_avg_profit']
+            if x['results_metrics'].get('profit_mean', 0) * 100
+            < filteroptions['filter_max_avg_profit']
         ]
     if filteroptions['filter_min_total_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) > filteroptions['filter_min_total_profit']
+            if x['results_metrics'].get('profit_total_abs', 0)
+            > filteroptions['filter_min_total_profit']
         ]
     if filteroptions['filter_max_total_profit'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
         epochs = [
             x for x in epochs
-            if x['results_metrics'].get(
-                'profit', x['results_metrics'].get('profit_total_abs', 0)
-            ) < filteroptions['filter_max_total_profit']
+            if x['results_metrics'].get('profit_total_abs', 0)
+            < filteroptions['filter_max_total_profit']
         ]
     return epochs
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index c0268038a..80dd04b27 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -938,241 +938,239 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
         pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
 
 
-def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
-                       saved_hyperopt_results_legacy, tmpdir):
+def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
     csv_file = Path(tmpdir) / "test.csv"
-    for res in (saved_hyperopt_results, saved_hyperopt_results_legacy):
-        mocker.patch(
-            'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-            MagicMock(return_value=res)
-        )
+    mocker.patch(
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
+        MagicMock(return_value=saved_hyperopt_results)
+    )
 
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
-                             " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--best",
-            "--no-details",
-            "--no-color",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 5/12", " 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-details",
-            "--no-color",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12", " 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-color",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
-                             "Sell hyperspace params", "ROI table", "Stoploss"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--min-trades", "20",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-details",
-            "--no-color",
-            "--max-trades", "20",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12", " 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-details",
-            "--no-color",
-            "--min-avg-profit", "0.11",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 10/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--max-avg-profit", "0.10",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
-                             " 11/12"])
-        assert all(x not in captured.out
-                   for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--min-total-profit", "0.4",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                             " 9/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--max-total-profit", "0.4",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                             " 9/12", " 11/12"])
-        assert all(x not in captured.out
-                   for x in [" 4/12", " 10/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--min-objective", "0.1",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                             " 9/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--max-objective", "0.1",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
-                             " 9/12", " 11/12"])
-        assert all(x not in captured.out
-                   for x in [" 4/12", " 10/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--profitable",
-            "--no-details",
-            "--no-color",
-            "--min-avg-time", "2000",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 10/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
-                             " 8/12", " 9/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--max-avg-time", "1500",
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        assert all(x in captured.out
-                   for x in [" 2/12", " 6/12"])
-        assert all(x not in captured.out
-                   for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
-                             " 9/12", " 10/12", " 11/12", " 12/12"])
-        args = [
-            "hyperopt-list",
-            "--no-details",
-            "--no-color",
-            "--export-csv",
-            str(csv_file),
-        ]
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_hyperopt_list(pargs)
-        captured = capsys.readouterr()
-        log_has("CSV file created: test_file.csv", caplog)
-        assert csv_file.is_file()
-        line = csv_file.read_text()
-        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
-                or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
-        csv_file.unlink()
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12",
+                         " 6/12", " 7/12", " 8/12", " 9/12", " 10/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--best",
+        "--no-details",
+        "--no-color",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 5/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 2/12", " 3/12", " 4/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--no-color",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-color",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12", "Best result:", "Buy hyperspace params",
+                         "Sell hyperspace params", "ROI table", "Stoploss"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--min-trades", "20",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 3/12", " 6/12", " 7/12", " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 4/12", " 5/12", " 8/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--no-color",
+        "--max-trades", "20",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--no-color",
+        "--min-avg-profit", "0.11",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--max-avg-profit", "0.10",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12", " 9/12",
+                         " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 2/12", " 4/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--min-total-profit", "0.4",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--max-total-profit", "0.4",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 4/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--min-objective", "0.1",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--max-objective", "0.1",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 5/12", " 6/12", " 7/12", " 8/12",
+                         " 9/12", " 11/12"])
+    assert all(x not in captured.out
+               for x in [" 4/12", " 10/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--profitable",
+        "--no-details",
+        "--no-color",
+        "--min-avg-time", "2000",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 10/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 2/12", " 3/12", " 4/12", " 5/12", " 6/12", " 7/12",
+                         " 8/12", " 9/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--max-avg-time", "1500",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    assert all(x in captured.out
+               for x in [" 2/12", " 6/12"])
+    assert all(x not in captured.out
+               for x in [" 1/12", " 3/12", " 4/12", " 5/12", " 7/12", " 8/12"
+                         " 9/12", " 10/12", " 11/12", " 12/12"])
+    args = [
+        "hyperopt-list",
+        "--no-details",
+        "--no-color",
+        "--export-csv",
+        str(csv_file),
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_hyperopt_list(pargs)
+    captured = capsys.readouterr()
+    log_has("CSV file created: test_file.csv", caplog)
+    assert csv_file.is_file()
+    line = csv_file.read_text()
+    assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
+            or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
+    csv_file.unlink()
 
 
 def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
diff --git a/tests/conftest.py b/tests/conftest.py
index 1924e1f95..0c9a96e2b 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1814,138 +1814,6 @@ def open_trade():
     )
 
 
-@pytest.fixture
-def saved_hyperopt_results_legacy():
-    return [
-        {
-            'loss': 0.4366182531161519,
-            'params_dict': {
-                'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
-            'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'median_profit': -1.2222, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0},  # noqa: E501
-            'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
-            'total_profit': -0.00125625,
-            'current_epoch': 1,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 20.0,
-            'params_dict': {
-                'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259},  # noqa: E501
-            'params_details': {
-                'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'},  # noqa: E501
-                'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
-                'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
-                'stoploss': {'stoploss': -0.338070047333259}},
-            'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'median_profit': -1.2222, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0},  # noqa: E501
-            'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 min.',  # noqa: E501
-            'total_profit': 6.185e-05,
-            'current_epoch': 2,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 14.241196856510731,
-            'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}},  # noqa: E501
-            'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'median_profit': -1.2222, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599},  # noqa: E501
-            'results_explanation': '   621 trades. Avg profit  -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.',  # noqa: E501
-            'total_profit': -0.13639474,
-            'current_epoch': 3,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 100000,
-            'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}},  # noqa: E501
-            'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None},  # noqa: E501
-            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
-            'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False
-        }, {
-            'loss': 0.22195522184191518,
-            'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014},   # noqa: E501
-            'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}},  # noqa: E501
-            'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'median_profit': -1.2222, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427},  # noqa: E501
-            'results_explanation': '    14 trades. Avg profit  -0.35%. Total profit -0.00248014 BTC (  -4.96Σ%). Avg duration 3402.9 min.',  # noqa: E501
-            'total_profit': -0.002480140000000001,
-            'current_epoch': 5,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 0.545315889154162,
-            'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}},  # noqa: E501
-            'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'median_profit': -1.2222, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769},  # noqa: E501
-            'results_explanation': '    39 trades. Avg profit  -0.21%. Total profit -0.00417730 BTC (  -8.35Σ%). Avg duration 636.9 min.',  # noqa: E501
-            'total_profit': -0.0041773,
-            'current_epoch': 6,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 4.713497421432944,
-            'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905},  # noqa: E501
-            'params_details': {
-                'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
-                'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
-            'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'median_profit': -1.2222, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566},  # noqa: E501
-            'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.',  # noqa: E501
-            'total_profit': -0.06339929,
-            'current_epoch': 7,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 20.0,  # noqa: E501
-            'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}},  # noqa: E501
-            'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'median_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0},  # noqa: E501
-            'results_explanation': '     1 trades. Avg profit   0.00%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration 5340.0 min.',  # noqa: E501
-            'total_profit': 0.0,
-            'current_epoch': 8,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 2.4731817780991223,
-            'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}},  # noqa: E501
-            'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'median_profit': -1.2222, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196},  # noqa: E501
-            'results_explanation': '   229 trades. Avg profit  -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.',  # noqa: E501
-            'total_profit': -0.044050070000000004,  # noqa: E501
-            'current_epoch': 9,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': -0.2604606005845212,  # noqa: E501
-            'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}},  # noqa: E501
-            'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'median_profit': -1.2222, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0},  # noqa: E501
-            'results_explanation': '     4 trades. Avg profit   0.11%. Total profit  0.00021629 BTC (   0.43Σ%). Avg duration 2850.0 min.',  # noqa: E501
-            'total_profit': 0.00021629,
-            'current_epoch': 10,
-            'is_initial_point': True,
-            'is_best': True
-        }, {
-            'loss': 4.876465945994304,  # noqa: E501
-            'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}},  # noqa: E501
-            'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'median_profit': -1.2222, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025},  # noqa: E501
-            'results_explanation': '   117 trades. Avg profit  -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.',  # noqa: E501
-            'total_profit': -0.07436117,
-            'current_epoch': 11,
-            'is_initial_point': True,
-            'is_best': False
-        }, {
-            'loss': 100000,
-            'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806},  # noqa: E501
-            'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}},  # noqa: E501
-            'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None},  # noqa: E501
-            'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
-            'total_profit': 0,
-            'current_epoch': 12,
-            'is_initial_point': True,
-            'is_best': False
-            }
-    ]
-
-
 @pytest.fixture
 def saved_hyperopt_results():
     hyperopt_res = [

From be240566ba1df4eb282b79f17e69adbd02a2e401 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 10:57:20 +0200
Subject: [PATCH 396/834] Fix random test failure

---
 tests/strategy/test_interface.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 0ad6d6f32..dc51f0811 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -552,6 +552,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
 def test_is_pair_locked(default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
     PairLocks.timeframe = default_conf['timeframe']
+    PairLocks.use_db = True
     strategy = StrategyResolver.load_strategy(default_conf)
     # No lock should be present
     assert len(PairLocks.get_pair_locks(None)) == 0

From 3bd0c3d0098bbcab9a9b8444e785ff43fbfc9fe7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 8 Aug 2021 11:02:54 +0200
Subject: [PATCH 397/834] Remove legacy code from export to csv

---
 freqtrade/optimize/hyperopt_tools.py | 28 ++++++++--------------------
 1 file changed, 8 insertions(+), 20 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index ed9583bdc..b51db4db2 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -459,21 +459,14 @@ class HyperoptTools():
         trials['Best'] = ''
         trials['Stake currency'] = config['stake_currency']
 
-        if 'results_metrics.total_trades' in trials:
-            base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
-                            'results_metrics.profit_mean', 'results_metrics.profit_median',
-                            'results_metrics.profit_total',
-                            'Stake currency',
-                            'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
-                            'loss', 'is_initial_point', 'is_best']
-            perc_multi = 100
-        else:
-            perc_multi = 1
-            base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
-                            'results_metrics.avg_profit', 'results_metrics.median_profit',
-                            'results_metrics.total_profit',
-                            'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
-                            'loss', 'is_initial_point', 'is_best']
+        base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
+                        'results_metrics.profit_mean', 'results_metrics.profit_median',
+                        'results_metrics.profit_total',
+                        'Stake currency',
+                        'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
+                        'loss', 'is_initial_point', 'is_best']
+        perc_multi = 100
+
         param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
         trials = trials[base_metrics + param_metrics]
 
@@ -501,11 +494,6 @@ class HyperoptTools():
         trials['Avg profit'] = trials['Avg profit'].apply(
             lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
         )
-        if perc_multi == 1:
-            trials['Avg duration'] = trials['Avg duration'].apply(
-                lambda x: f'{x:,.1f} m' if isinstance(
-                    x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
-            )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: f'{x:,.5f}' if x != 100000 else ""
         )

From 32e8e3b24258e1a7d12bde1d107d222ef1ee8fd9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 03:01:19 +0000
Subject: [PATCH 398/834] Bump types-cachetools from 0.1.9 to 0.1.10

Bumps [types-cachetools](https://github.com/python/typeshed) from 0.1.9 to 0.1.10.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index c1f7d6486..7b7727bd5 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -19,7 +19,7 @@ isort==5.9.3
 nbconvert==6.1.0
 
 # mypy types
-types-cachetools==0.1.9
+types-cachetools==0.1.10
 types-filelock==0.1.4
 types-requests==2.25.1
 types-tabulate==0.1.1

From bad25b753c679218557fce23488b13bfe20bc609 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 03:01:25 +0000
Subject: [PATCH 399/834] Bump ccxt from 1.54.24 to 1.54.62

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.54.24 to 1.54.62.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.54.24...1.54.62)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 6c2ef56c3..60175c12f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.54.24
+ccxt==1.54.62
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 59626b4ffcaa7f348d8e6986b274d32a65b54009 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 03:01:27 +0000
Subject: [PATCH 400/834] Bump types-tabulate from 0.1.1 to 0.8.2

Bumps [types-tabulate](https://github.com/python/typeshed) from 0.1.1 to 0.8.2.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-tabulate
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index c1f7d6486..cbb59be4e 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -22,4 +22,4 @@ nbconvert==6.1.0
 types-cachetools==0.1.9
 types-filelock==0.1.4
 types-requests==2.25.1
-types-tabulate==0.1.1
+types-tabulate==0.8.2

From b89a993890224ead95a8652bc0a83dde89c87838 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 04:47:41 +0000
Subject: [PATCH 401/834] Bump types-filelock from 0.1.4 to 0.1.5

Bumps [types-filelock](https://github.com/python/typeshed) from 0.1.4 to 0.1.5.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-filelock
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 8f0cc0b34..7128721c5 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -20,6 +20,6 @@ nbconvert==6.1.0
 
 # mypy types
 types-cachetools==0.1.10
-types-filelock==0.1.4
+types-filelock==0.1.5
 types-requests==2.25.1
 types-tabulate==0.8.2

From 47f641d12f9d7813f80369f2691a1633168331a1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 07:03:13 +0200
Subject: [PATCH 402/834] Remove hyperopt-pickle result support

---
 freqtrade/optimize/hyperopt_tools.py  | 17 ++++-------------
 tests/optimize/test_hyperopt_tools.py | 27 +++------------------------
 2 files changed, 7 insertions(+), 37 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index b51db4db2..0bb6aba15 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -89,18 +89,6 @@ class HyperoptTools():
         else:
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
 
-    @staticmethod
-    def _read_results_pickle(results_file: Path) -> List:
-        """
-        Read hyperopt results from pickle file
-        LEGACY method - new files are written as json and cannot be read with this method.
-        """
-        from joblib import load
-
-        logger.info(f"Reading pickled epochs from '{results_file}'")
-        data = load(results_file)
-        return data
-
     @staticmethod
     def _read_results(results_file: Path) -> List:
         """
@@ -120,7 +108,10 @@ class HyperoptTools():
         epochs: List = []
         if results_file.is_file() and results_file.stat().st_size > 0:
             if results_file.suffix == '.pickle':
-                epochs = HyperoptTools._read_results_pickle(results_file)
+                raise OperationalException(
+                    "Legacy hyperopt results are no longer supported."
+                    "Please rerun hyperopt or use an older version to load this file."
+                )
             else:
                 epochs = HyperoptTools._read_results(results_file)
             # Detection of some old format, without 'is_best' field saved
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index 44b4a7a03..d59a44da7 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -10,7 +10,7 @@ import rapidjson
 from freqtrade.constants import FTHYPT_FILEVERSION
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
-from tests.conftest import log_has, log_has_re
+from tests.conftest import log_has
 
 
 # Functions for recurrent object patching
@@ -37,31 +37,10 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     assert len(hyperopt_epochs) == 2
 
 
-def test_load_previous_results(testdatadir, caplog) -> None:
-
-    results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading pickled epochs from .*", caplog)
-
-    caplog.clear()
-
-    # Modern version
-    results_file = testdatadir / 'strategy_SampleStrategy.fthypt'
-
-    hyperopt_epochs = HyperoptTools.load_previous_results(results_file)
-
-    assert len(hyperopt_epochs) == 5
-    assert log_has_re(r"Reading epochs from .*", caplog)
-
-
 def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
-    mocker.patch('freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results_pickle',
-                 return_value=[{'asdf': '222'}])
     results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
-    with pytest.raises(OperationalException, match=r"The file .* incompatible.*"):
+    with pytest.raises(OperationalException,
+                       match=r"Legacy hyperopt results are no longer supported.*"):
         HyperoptTools.load_previous_results(results_file)
 
 

From 5919992ad2ab67ad3aaffd92bdaa6ccec30fd537 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 9 Aug 2021 05:24:31 +0000
Subject: [PATCH 403/834] Bump types-requests from 2.25.1 to 2.25.6

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.1 to 2.25.6.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 7128721c5..9629bbea1 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,5 +21,5 @@ nbconvert==6.1.0
 # mypy types
 types-cachetools==0.1.10
 types-filelock==0.1.5
-types-requests==2.25.1
+types-requests==2.25.6
 types-tabulate==0.8.2

From f17942b68fa23a5dc727cba463e92f0a71e8cfb3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 11:18:18 +0200
Subject: [PATCH 404/834] Fix random test failure

---
 freqtrade/optimize/backtesting.py  | 3 +++
 tests/optimize/test_backtesting.py | 2 ++
 2 files changed, 5 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3079e326d..85137a8ef 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -130,6 +130,9 @@ class Backtesting:
         self.abort = False
 
     def __del__(self):
+        self.cleanup()
+
+    def cleanup(self):
         LoggingMixin.show_output = True
         PairLocks.use_db = True
         Trade.use_db = True
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index deaaf9f2f..b859e9017 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -535,6 +535,8 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     trade = backtesting._enter_trade(pair, row=row)
     assert trade is None
 
+    backtesting.cleanup()
+
 
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_sell_signal'] = False

From 927ac24f82f66c3932936ea451f39efde193adfd Mon Sep 17 00:00:00 2001
From: pcassimans <pc@cap7.be>
Date: Mon, 9 Aug 2021 14:21:59 +0200
Subject: [PATCH 405/834] Update README.md

Fix Typo of Kukoin to Kucoin
---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 78ea3cecd..309fab94b 100644
--- a/README.md
+++ b/README.md
@@ -37,7 +37,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
-- [X] [Kukoin](https://www.kucoin.com/)
+- [X] [Kucoin](https://www.kucoin.com/)
 
 ## Documentation
 

From 519c256b88e31f8347bd5bf7395a08d0c774fdae Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 14:43:35 +0200
Subject: [PATCH 406/834] Fix kucoin typo in index.md as well

---
 docs/index.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/index.md b/docs/index.md
index 05eaa7552..fd3b8f224 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -47,7 +47,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 Exchanges confirmed working by the community:
 
 - [X] [Bitvavo](https://bitvavo.com/)
-- [X] [Kukoin](https://www.kucoin.com/)
+- [X] [Kucoin](https://www.kucoin.com/)
 
 ## Requirements
 

From a5f796bc9764040be80478deb246fe08b814be9f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 14:53:18 +0200
Subject: [PATCH 407/834] refactor ohlcvdata_to_dataframe to
 advise_all_indicators

---
 freqtrade/edge/edge_positioning.py |  2 +-
 freqtrade/optimize/backtesting.py  |  5 +++--
 freqtrade/optimize/hyperopt.py     |  2 +-
 freqtrade/strategy/interface.py    |  2 +-
 tests/data/test_history.py         |  6 +++---
 tests/optimize/test_backtesting.py | 18 +++++++++---------
 tests/optimize/test_hyperopt.py    | 24 ++++++++++++------------
 tests/strategy/test_interface.py   |  8 ++++----
 8 files changed, 34 insertions(+), 33 deletions(-)

diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index 243043d31..f12b1b37d 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -151,7 +151,7 @@ class Edge:
         # Fake run-mode to Edge
         prior_rm = self.config['runmode']
         self.config['runmode'] = RunMode.EDGE
-        preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.strategy.advise_all_indicators(data)
         self.config['runmode'] = prior_rm
 
         # Print timeframe
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 85137a8ef..825d1dd25 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -533,7 +533,8 @@ class Backtesting:
             'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
         }
 
-    def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
+    def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, DataFrame],
+                              timerange: TimeRange):
         self.progress.init_step(BacktestState.ANALYZE, 0)
 
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
@@ -552,7 +553,7 @@ class Backtesting:
             max_open_trades = 0
 
         # need to reprocess data every time to populate signals
-        preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe
         preprocessed_tmp = trim_dataframes(preprocessed, timerange, self.required_startup)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 0db78aa39..901900121 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -394,7 +394,7 @@ class Hyperopt:
         data, timerange = self.backtesting.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
 
-        preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
+        preprocessed = self.backtesting.strategy.advise_all_indicators(data)
 
         # Trim startup period from analyzed dataframe to get correct dates for output.
         processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index bf5cc10af..d4f10301a 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -732,7 +732,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         else:
             return current_profit > roi
 
-    def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
+    def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
         """
         Populates indicators for given candle (OHLCV) data (for multiple pairs)
         Does not run advise_buy or advise_sell!
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index d203d0792..9cfe861ea 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -381,7 +381,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='1m',
@@ -399,7 +399,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='1m',
@@ -424,7 +424,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange('index', 'index', 200, 250)
-    data = strategy.ohlcvdata_to_dataframe(
+    data = strategy.advise_all_indicators(
         load_data(
             datadir=testdatadir,
             timeframe='5m',
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index b859e9017..8e3d4063a 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -85,7 +85,7 @@ def simple_backtest(config, contour, mocker, testdatadir) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
 
     data = load_data_test(contour, testdatadir)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     assert isinstance(processed, dict)
     results = backtesting.backtest(
@@ -107,7 +107,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
     backtesting._set_strategy(backtesting.strategylist[0])
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     return {
         'processed': processed,
@@ -289,7 +289,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
     assert backtesting.config == default_conf
     assert backtesting.timeframe == '5m'
-    assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
+    assert callable(backtesting.strategy.advise_all_indicators)
     assert callable(backtesting.strategy.advise_buy)
     assert callable(backtesting.strategy.advise_sell)
     assert isinstance(backtesting.strategy.dp, DataProvider)
@@ -335,14 +335,14 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
                              fill_up_missing=True)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     assert len(processed['UNITTEST/BTC']) == 102
 
     # Load strategy to compare the result between Backtesting function and strategy are the same
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    processed2 = strategy.ohlcvdata_to_dataframe(data)
+    processed2 = strategy.advise_all_indicators(data)
     assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
 
 
@@ -549,7 +549,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     timerange = TimeRange('date', None, 1517227800, 0)
     data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     result = backtesting.backtest(
         processed=processed,
@@ -614,7 +614,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
     data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
                              timerange=timerange)
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     results = backtesting.backtest(
         processed=processed,
@@ -633,7 +633,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
     backtesting._set_strategy(backtesting.strategylist[0])
 
     dict_of_tickerrows = load_data_test('raise', testdatadir)
-    dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
+    dataframes = backtesting.strategy.advise_all_indicators(dict_of_tickerrows)
     dataframe = dataframes['UNITTEST/BTC']
     cols = dataframe.columns
     # assert the dataframe got some of the indicator columns
@@ -782,7 +782,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
     backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
 
-    processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
+    processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     backtest_conf = {
         'processed': processed,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index d146e84f1..0ca79d268 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -351,7 +351,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     del hyperopt_conf['timeframe']
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -426,7 +426,7 @@ def test_hyperopt_format_results(hyperopt):
 
 def test_populate_indicators(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -438,7 +438,7 @@ def test_populate_indicators(hyperopt, testdatadir) -> None:
 
 def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -463,7 +463,7 @@ def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
 
 def test_sell_strategy_generator(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.ohlcvdata_to_dataframe(data)
+    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -660,7 +660,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
                           })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -713,7 +713,7 @@ def test_print_json_spaces_default(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'print_json': True})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -761,7 +761,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
                           })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
@@ -805,7 +805,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     hyperopt_conf.update({'spaces': 'roi stoploss'})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -844,7 +844,7 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
     hyperopt_conf.update({'spaces': 'all', })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
@@ -886,7 +886,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'spaces': 'buy'})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     # TODO: sell_strategy_generator() is actually not called because
@@ -940,7 +940,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     hyperopt_conf.update({'spaces': 'sell', })
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     # TODO: buy_strategy_generator() is actually not called because
@@ -985,7 +985,7 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
     hyperopt_conf.update({'spaces': space})
 
     hyperopt = Hyperopt(hyperopt_conf)
-    hyperopt.backtesting.strategy.ohlcvdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     delattr(hyperopt.custom_hyperopt.__class__, method)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index dc51f0811..686a36c96 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -228,25 +228,25 @@ def test_assert_df(ohlcv_history, caplog):
     _STRATEGY.disable_dataframe_checks = False
 
 
-def test_ohlcvdata_to_dataframe(default_conf, testdatadir) -> None:
+def test_advise_all_indicators(default_conf, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
                      fill_up_missing=True)
-    processed = strategy.ohlcvdata_to_dataframe(data)
+    processed = strategy.advise_all_indicators(data)
     assert len(processed['UNITTEST/BTC']) == 102  # partial candle was removed
 
 
-def test_ohlcvdata_to_dataframe_copy(mocker, default_conf, testdatadir) -> None:
+def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
     aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
                      fill_up_missing=True)
-    strategy.ohlcvdata_to_dataframe(data)
+    strategy.advise_all_indicators(data)
     assert aimock.call_count == 1
     # Ensure that a copy of the dataframe is passed to advice_indicators
     assert aimock.call_args_list[0][0][0] is not data

From 895b912c719da2f613c5ae5da47cfb375bf771b8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 14:40:02 +0200
Subject: [PATCH 408/834] Fix recently introduced lookahead bias in backtesting

closes #5388
---
 freqtrade/optimize/backtesting.py  |  4 +++-
 tests/optimize/test_backtesting.py | 18 ++++++++++++++----
 2 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 825d1dd25..3a864173f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -466,6 +466,8 @@ class Backtesting:
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 try:
+                    # Row is treated as "current incomplete candle".
+                    # Buy / sell signals are shifted by 1 to compensate for this.
                     row = data[pair][row_index]
                 except IndexError:
                     # missing Data for one pair at the end.
@@ -476,8 +478,8 @@ class Backtesting:
                 if row[DATE_IDX] > tmp:
                     continue
 
-                row_index += 1
                 self.dataprovider._set_dataframe_max_index(row_index)
+                row_index += 1
                 indexes[pair] = row_index
 
                 # without positionstacking, we can only have one open trade per pair.
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 8e3d4063a..ff9b81c30 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 import random
+from datetime import timedelta
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
@@ -741,8 +742,13 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     # 100 buys signals
     results = result['results']
     assert len(results) == 100
-    # Cached data should be 200 (no change since required_startup is 0)
-    assert len(backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]) == 200
+    # Cached data should be 199 (missing 1 candle at the start)
+    analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
+    assert len(analyzed_df) == 199
+    # Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
+    # during backtesting)
+    expected_last_candle_date = backtest_conf['end_date'] - timedelta(minutes=1)
+    assert analyzed_df.iloc[-1]['date'].to_pydatetime() == expected_last_candle_date
 
     # One trade was force-closed at the end
     assert len(results.loc[results['is_open']]) == 0
@@ -774,7 +780,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     data = trim_dictlist(data, -500)
 
     # Remove data for one pair from the beginning of the data
-    data[pair] = data[pair][tres:].reset_index()
+    if tres > 0:
+        data[pair] = data[pair][tres:].reset_index()
     default_conf['timeframe'] = '5m'
 
     backtesting = Backtesting(default_conf)
@@ -800,8 +807,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
 
     # Cached data correctly removed amounts
-    removed_candles = len(data[pair]) - 1 - backtesting.strategy.startup_candle_count
+    offset = 2 if tres == 0 else 1
+    removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
     assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
+    assert len(backtesting.dataprovider.get_analyzed_dataframe(
+        'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 2 - backtesting.strategy.startup_candle_count
 
     backtest_conf = {
         'processed': processed,

From 5bfb9edf02922c38aef0f501634eb116c74f7515 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 15:42:17 +0200
Subject: [PATCH 409/834] Only query date once from list

---
 freqtrade/optimize/backtesting.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3a864173f..5efb5101f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -323,14 +323,14 @@ class Backtesting:
             return sell_row[OPEN_IDX]
 
     def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
-
+        sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
-                                         sell_row[DATE_IDX].to_pydatetime(), sell_row[BUY_IDX],
+                                         sell_candle_time, sell_row[BUY_IDX],
                                          sell_row[SELL_IDX],
                                          low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
 
         if sell.sell_flag:
-            trade.close_date = sell_row[DATE_IDX].to_pydatetime()
+            trade.close_date = sell_candle_time
             trade.sell_reason = sell.sell_reason
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
@@ -342,7 +342,7 @@ class Backtesting:
                     rate=closerate,
                     time_in_force=time_in_force,
                     sell_reason=sell.sell_reason,
-                    current_time=sell_row[DATE_IDX].to_pydatetime()):
+                    current_time=sell_candle_time):
                 return None
 
             trade.close(closerate, show_msg=False)

From cf27968b97cc1491b61923a0a95f2183aacf0592 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 19:38:56 +0200
Subject: [PATCH 410/834] Properly preserve trade's low during backtesting

---
 freqtrade/persistence/models.py    |  4 ++--
 freqtrade/strategy/interface.py    |  2 +-
 tests/optimize/test_backtesting.py |  2 +-
 tests/strategy/test_interface.py   |  2 +-
 tests/test_persistence.py          | 13 +++++++++----
 5 files changed, 14 insertions(+), 9 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 43fbec8c0..a45274266 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -354,12 +354,12 @@ class LocalTrade():
         LocalTrade.trades_open = []
         LocalTrade.total_profit = 0
 
-    def adjust_min_max_rates(self, current_price: float) -> None:
+    def adjust_min_max_rates(self, current_price: float, current_price_low: float) -> None:
         """
         Adjust the max_rate and min_rate.
         """
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
-        self.min_rate = min(current_price, self.min_rate or self.open_rate)
+        self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
 
     def _set_new_stoploss(self, new_loss: float, stoploss: float):
         """Assign new stop value"""
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index d4f10301a..bb8980a53 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -568,7 +568,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
-        trade.adjust_min_max_rates(high or current_rate)
+        trade.adjust_min_max_rates(high or current_rate, low or current_rate)
 
         stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                               current_time=date, current_profit=current_profit,
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index ff9b81c30..57b2b8733 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'initial_stop_loss_ratio': [-0.1, -0.1],
          'stop_loss_abs': [0.0940005, 0.09272236],
          'stop_loss_ratio': [-0.1, -0.1],
-         'min_rate': [0.1038, 0.10302485],
+         'min_rate': [0.10370188, 0.10300000000000001],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
          'buy_tag': [None, None],
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 686a36c96..cb4b8bd63 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -398,7 +398,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
         exchange='binance',
         open_rate=1,
     )
-    trade.adjust_min_max_rates(trade.open_rate)
+    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     strategy.trailing_stop = trailing
     strategy.trailing_stop_positive = -0.05
     strategy.use_custom_stoploss = custom
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index f7bcad806..105cee23a 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -799,25 +799,30 @@ def test_adjust_min_max_rates(fee):
         open_rate=1,
     )
 
-    trade.adjust_min_max_rates(trade.open_rate)
+    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     assert trade.max_rate == 1
     assert trade.min_rate == 1
 
     # check min adjusted, max remained
-    trade.adjust_min_max_rates(0.96)
+    trade.adjust_min_max_rates(0.96, 0.96)
     assert trade.max_rate == 1
     assert trade.min_rate == 0.96
 
     # check max adjusted, min remains
-    trade.adjust_min_max_rates(1.05)
+    trade.adjust_min_max_rates(1.05, 1.05)
     assert trade.max_rate == 1.05
     assert trade.min_rate == 0.96
 
     # current rate "in the middle" - no adjustment
-    trade.adjust_min_max_rates(1.03)
+    trade.adjust_min_max_rates(1.03, 1.03)
     assert trade.max_rate == 1.05
     assert trade.min_rate == 0.96
 
+    # current rate "in the middle" - no adjustment
+    trade.adjust_min_max_rates(1.10, 0.91)
+    assert trade.max_rate == 1.10
+    assert trade.min_rate == 0.91
+
 
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize('use_db', [True, False])

From 3f160c71443281d4118a79ee5c11af3891c384d5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 10 Aug 2021 07:09:38 +0200
Subject: [PATCH 411/834] Cache dataframe before cutting the first candle

This allows providing the "current closed" candle in all cases.
---
 freqtrade/optimize/backtesting.py  | 6 +++---
 tests/optimize/test_backtesting.py | 8 ++++----
 2 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5efb5101f..fce27d39b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -246,11 +246,11 @@ class Backtesting:
             if has_buy_tag:
                 df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
-            df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
-
             # Update dataprovider cache
             self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
 
+            df_analyzed = df_analyzed.drop(df_analyzed.head(1).index)
+
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
             data[pair] = df_analyzed[headers].values.tolist()
@@ -478,9 +478,9 @@ class Backtesting:
                 if row[DATE_IDX] > tmp:
                     continue
 
-                self.dataprovider._set_dataframe_max_index(row_index)
                 row_index += 1
                 indexes[pair] = row_index
+                self.dataprovider._set_dataframe_max_index(row_index)
 
                 # without positionstacking, we can only have one open trade per pair.
                 # max_open_trades must be respected
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 57b2b8733..998b2d837 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -742,9 +742,9 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     # 100 buys signals
     results = result['results']
     assert len(results) == 100
-    # Cached data should be 199 (missing 1 candle at the start)
+    # Cached data should be 200
     analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
-    assert len(analyzed_df) == 199
+    assert len(analyzed_df) == 200
     # Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
     # during backtesting)
     expected_last_candle_date = backtest_conf['end_date'] - timedelta(minutes=1)
@@ -807,11 +807,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
 
     # Cached data correctly removed amounts
-    offset = 2 if tres == 0 else 1
+    offset = 1 if tres == 0 else 0
     removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
     assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
     assert len(backtesting.dataprovider.get_analyzed_dataframe(
-        'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 2 - backtesting.strategy.startup_candle_count
+        'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
 
     backtest_conf = {
         'processed': processed,

From 039d6384edf79d87556f5fa66b5917d1a77f9a6b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 10 Aug 2021 09:48:26 +0200
Subject: [PATCH 412/834] Stream hyperopt-result in small batches

Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
---
 freqtrade/optimize/hyperopt_epoch_filters.py | 12 ++---
 freqtrade/optimize/hyperopt_tools.py         | 54 +++++++++++---------
 tests/commands/test_commands.py              | 24 +++++++--
 tests/optimize/test_hyperopt_tools.py        | 24 +++++++--
 4 files changed, 78 insertions(+), 36 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_epoch_filters.py b/freqtrade/optimize/hyperopt_epoch_filters.py
index b70db94af..80cc89d4b 100644
--- a/freqtrade/optimize/hyperopt_epoch_filters.py
+++ b/freqtrade/optimize/hyperopt_epoch_filters.py
@@ -7,7 +7,7 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
-def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
+def hyperopt_filter_epochs(epochs: List, filteroptions: dict, log: bool = True) -> List:
     """
     Filter our items from the list of hyperopt results
     """
@@ -24,11 +24,11 @@ def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
 
     epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
-
-    logger.info(f"{len(epochs)} " +
-                ("best " if filteroptions['only_best'] else "") +
-                ("profitable " if filteroptions['only_profitable'] else "") +
-                "epochs found.")
+    if log:
+        logger.info(f"{len(epochs)} " +
+                    ("best " if filteroptions['only_best'] else "") +
+                    ("profitable " if filteroptions['only_profitable'] else "") +
+                    "epochs found.")
     return epochs
 
 
diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 0bb6aba15..b2e024f65 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -4,7 +4,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, Iterator, List, Optional, Tuple
 
 import numpy as np
 import rapidjson
@@ -90,37 +90,33 @@ class HyperoptTools():
             return any(s in config['spaces'] for s in [space, 'all', 'default'])
 
     @staticmethod
-    def _read_results(results_file: Path) -> List:
+    def _read_results(results_file: Path, batch_size: int = 10) -> Iterator[List[Any]]:
         """
-        Read hyperopt results from file
+        Stream hyperopt results from file
         """
         import rapidjson
         logger.info(f"Reading epochs from '{results_file}'")
         with results_file.open('r') as f:
-            data = [rapidjson.loads(line) for line in f]
-        return data
+            data = []
+            for line in f:
+                data += [rapidjson.loads(line)]
+                if len(data) >= batch_size:
+                    yield data
+                    data = []
+        yield data
 
     @staticmethod
-    def load_previous_results(results_file: Path) -> List:
-        """
-        Load data for epochs from the file if we have one
-        """
-        epochs: List = []
+    def _test_hyperopt_results_exist(results_file) -> bool:
         if results_file.is_file() and results_file.stat().st_size > 0:
             if results_file.suffix == '.pickle':
                 raise OperationalException(
                     "Legacy hyperopt results are no longer supported."
                     "Please rerun hyperopt or use an older version to load this file."
                 )
-            else:
-                epochs = HyperoptTools._read_results(results_file)
-            # Detection of some old format, without 'is_best' field saved
-            if epochs[0].get('is_best') is None:
-                raise OperationalException(
-                    "The file with HyperoptTools results is incompatible with this version "
-                    "of Freqtrade and cannot be loaded.")
-            logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
-        return epochs
+            return True
+        else:
+            # No file found.
+            return False
 
     @staticmethod
     def load_filtered_results(results_file: Path, config: Dict[str, Any]) -> Tuple[List, int]:
@@ -138,12 +134,24 @@ class HyperoptTools():
             'filter_min_objective': config.get('hyperopt_list_min_objective', None),
             'filter_max_objective': config.get('hyperopt_list_max_objective', None),
         }
+        if not HyperoptTools._test_hyperopt_results_exist(results_file):
+            # No file found.
+            return [], 0
 
-        # Previous evaluations
-        epochs = HyperoptTools.load_previous_results(results_file)
-        total_epochs = len(epochs)
+        epochs = []
+        total_epochs = 0
+        for epochs_tmp in HyperoptTools._read_results(results_file):
+            if total_epochs == 0 and epochs_tmp[0].get('is_best') is None:
+                raise OperationalException(
+                    "The file with HyperoptTools results is incompatible with this version "
+                    "of Freqtrade and cannot be loaded.")
+            total_epochs += len(epochs_tmp)
+            epochs += hyperopt_filter_epochs(epochs_tmp, filteroptions, log=False)
 
-        epochs = hyperopt_filter_epochs(epochs, filteroptions)
+        logger.info(f"Loaded {total_epochs} previous evaluations from disk.")
+
+        # Final filter run ...
+        epochs = hyperopt_filter_epochs(epochs, filteroptions, log=True)
 
         return epochs, total_epochs
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 80dd04b27..fc5101979 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -941,8 +941,16 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
     csv_file = Path(tmpdir) / "test.csv"
     mocker.patch(
-        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-        MagicMock(return_value=saved_hyperopt_results)
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
+        return_value=True
+        )
+
+    def fake_iterator(*args, **kwargs):
+        yield from [saved_hyperopt_results]
+
+    mocker.patch(
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
+        side_effect=fake_iterator
     )
 
     args = [
@@ -1175,8 +1183,16 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
 
 def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):
     mocker.patch(
-        'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-        MagicMock(return_value=saved_hyperopt_results)
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
+        return_value=True
+    )
+
+    def fake_iterator(*args, **kwargs):
+        yield from [saved_hyperopt_results]
+
+    mocker.patch(
+        'freqtrade.optimize.hyperopt_tools.HyperoptTools._read_results',
+        side_effect=fake_iterator
     )
     mocker.patch('freqtrade.commands.hyperopt_commands.show_backtest_result')
 
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index d59a44da7..cbcb13384 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -20,9 +20,14 @@ def create_results() -> List[Dict]:
 
 
 def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
+
+    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
+
+    hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
+    assert hyperopt_epochs == ([], 0)
+
     # Test writing to temp dir and reading again
     epochs = create_results()
-    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
 
     caplog.set_level(logging.DEBUG)
 
@@ -33,15 +38,28 @@ def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
     hyperopt._save_result(epochs[0])
     assert log_has(f"2 epochs saved to '{hyperopt.results_file}'.", caplog)
 
-    hyperopt_epochs = HyperoptTools.load_previous_results(hyperopt.results_file)
+    hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
     assert len(hyperopt_epochs) == 2
+    assert hyperopt_epochs[1] == 2
+    assert len(hyperopt_epochs[0]) == 2
+
+    result_gen = HyperoptTools._read_results(hyperopt.results_file, 1)
+    epoch = next(result_gen)
+    assert len(epoch) == 1
+    assert epoch[0] == epochs[0]
+    epoch = next(result_gen)
+    assert len(epoch) == 1
+    epoch = next(result_gen)
+    assert len(epoch) == 0
+    with pytest.raises(StopIteration):
+        next(result_gen)
 
 
 def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
     results_file = testdatadir / 'hyperopt_results_SampleStrategy.pickle'
     with pytest.raises(OperationalException,
                        match=r"Legacy hyperopt results are no longer supported.*"):
-        HyperoptTools.load_previous_results(results_file)
+        HyperoptTools.load_filtered_results(results_file, {})
 
 
 @pytest.mark.parametrize("spaces, expected_results", [

From 65d025923d9453b2173de63c898232847e31ad7a Mon Sep 17 00:00:00 2001
From: ipqhjjybj <250657661@qq.com>
Date: Wed, 11 Aug 2021 14:35:16 +0800
Subject: [PATCH 413/834] add code

---
 freqtrade/optimize/backtesting.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fce27d39b..a8fd9c04a 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -504,7 +504,7 @@ class Backtesting:
                         open_trades[pair].append(trade)
                         LocalTrade.add_bt_trade(trade)
 
-                for trade in open_trades[pair]:
+                for trade in list(open_trades[pair]):
                     # also check the buying candle for sell conditions.
                     trade_entry = self._get_sell_trade_entry(trade, row)
                     # Sell occurred

From 61c076563fb7c778b93d9e056f5403423aa9406f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 11 Aug 2021 12:11:29 +0200
Subject: [PATCH 414/834] Add max-slippage limiting for dry-run orders to avoid
 insane market order fills

---
 freqtrade/exchange/exchange.py  | 13 ++++++++++++-
 tests/exchange/test_exchange.py | 23 ++++++++++++++---------
 2 files changed, 26 insertions(+), 10 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index c6f60e08a..cde643cff 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -618,6 +618,8 @@ class Exchange:
         if self.exchange_has('fetchL2OrderBook'):
             ob = self.fetch_l2_order_book(pair, 20)
             ob_type = 'asks' if side == 'buy' else 'bids'
+            slippage = 0.05
+            max_slippage_val = rate * ((1 + slippage) if side == 'buy' else (1 - slippage))
 
             remaining_amount = amount
             filled_amount = 0
@@ -626,7 +628,9 @@ class Exchange:
                 book_entry_coin_volume = book_entry[1]
                 if remaining_amount > 0:
                     if remaining_amount < book_entry_coin_volume:
+                        # Orderbook at this slot bigger than remaining amount
                         filled_amount += remaining_amount * book_entry_price
+                        break
                     else:
                         filled_amount += book_entry_coin_volume * book_entry_price
                     remaining_amount -= book_entry_coin_volume
@@ -635,7 +639,14 @@ class Exchange:
             else:
                 # If remaining_amount wasn't consumed completely (break was not called)
                 filled_amount += remaining_amount * book_entry_price
-            forecast_avg_filled_price = filled_amount / amount
+            forecast_avg_filled_price = max(filled_amount, 0) / amount
+            # Limit max. slippage to specified value
+            if side == 'buy':
+                forecast_avg_filled_price = min(forecast_avg_filled_price, max_slippage_val)
+
+            else:
+                forecast_avg_filled_price = max(forecast_avg_filled_price, max_slippage_val)
+
             return self.price_to_precision(pair, forecast_avg_filled_price)
 
         return rate
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index a3ebbe8bd..9ac9f84e5 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -984,16 +984,21 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
     assert order['fee']
 
 
-@pytest.mark.parametrize("side,amount,endprice", [
-    ("buy", 1, 25.566),
-    ("buy", 100, 25.5672),  # Requires interpolation
-    ("buy", 1000, 25.575),  # More than orderbook return
-    ("sell", 1, 25.563),
-    ("sell", 100, 25.5625),  # Requires interpolation
-    ("sell", 1000, 25.5555),  # More than orderbook return
+@pytest.mark.parametrize("side,rate,amount,endprice", [
+    # spread is 25.263-25.266
+    ("buy", 25.564, 1, 25.566),
+    ("buy", 25.564, 100, 25.5672),  # Requires interpolation
+    ("buy", 25.590, 100, 25.5672),  # Price above spread ... average is lower
+    ("buy", 25.564, 1000, 25.575),  # More than orderbook return
+    ("buy", 24.000, 100000, 25.200),  # Run into max_slippage of 5%
+    ("sell", 25.564, 1, 25.563),
+    ("sell", 25.564, 100, 25.5625),  # Requires interpolation
+    ("sell", 25.510, 100, 25.5625),  # price below spread - average is higher
+    ("sell", 25.564, 1000, 25.5555),  # More than orderbook return
+    ("sell", 27, 10000, 25.65),  # max-slippage 5%
 ])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, endprice,
+def test_create_dry_run_order_market_fill(default_conf, mocker, side, rate, amount, endprice,
                                           exchange_name, order_book_l2_usd):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -1003,7 +1008,7 @@ def test_create_dry_run_order_market_fill(default_conf, mocker, side, amount, en
                           )
 
     order = exchange.create_dry_run_order(
-        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=25.5)
+        pair='LTC/USDT', ordertype='market', side=side, amount=amount, rate=rate)
     assert 'id' in order
     assert f'dry_run_{side}_' in order["id"]
     assert order["side"] == side

From f6267c75143b35c0270428f70d7936f7880fc917 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 11 Aug 2021 10:18:25 +0300
Subject: [PATCH 415/834] Fix buy_tag not being saved to trade object.

Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
---
 freqtrade/optimize/backtesting.py | 10 +++-------
 tests/optimize/__init__.py        |  2 ++
 2 files changed, 5 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index fce27d39b..06464d40b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -218,7 +218,7 @@ class Backtesting:
         """
         # Every change to this headers list must evaluate further usages of the resulting tuple
         # and eventually change the constants for indexes at the top
-        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+        headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
         data: Dict = {}
         self.progress.init_step(BacktestState.CONVERT, len(processed))
 
@@ -226,13 +226,10 @@ class Backtesting:
         for pair, pair_data in processed.items():
             self.check_abort()
             self.progress.increment()
-            has_buy_tag = 'buy_tag' in pair_data
-            headers = headers + ['buy_tag'] if has_buy_tag else headers
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
-                if has_buy_tag:
-                    pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
+                pair_data.loc[:, 'buy_tag'] = None  # cleanup if buy_tag is exist
 
             df_analyzed = self.strategy.advise_sell(
                 self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
@@ -243,8 +240,7 @@ class Backtesting:
             # from the previous candle
             df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
             df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
-            if has_buy_tag:
-                df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
+            df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
 
             # Update dataprovider cache
             self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index f29d8d585..6ad2d300b 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -52,4 +52,6 @@ def _build_backtest_dataframe(data):
     # Ensure floats are in place
     for column in ['open', 'high', 'low', 'close', 'volume']:
         frame[column] = frame[column].astype('float64')
+    if 'buy_tag' not in columns:
+        frame['buy_tag'] = None
     return frame

From fad253ad5141978b5d35d878414feeead837fab8 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 12 Aug 2021 06:53:55 +0200
Subject: [PATCH 416/834] Version bump ccxt to 1.54.74

closes #5401
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 60175c12f..0e107d8e0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.54.62
+ccxt==1.54.74
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From e03784d98dc016790cb42eb194adf2c2be752091 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 12 Aug 2021 05:02:36 +0000
Subject: [PATCH 417/834] Fix filled exception

closes #5404
---
 freqtrade/persistence/models.py | 2 +-
 tests/test_persistence.py       | 5 +++++
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index a45274266..5eaca7966 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -161,7 +161,7 @@ class Order(_DECL_BASE):
         self.ft_is_open = True
         if self.status in ('closed', 'canceled', 'cancelled'):
             self.ft_is_open = False
-            if order.get('filled', 0) > 0:
+            if (order.get('filled', 0.0) or 0.0) > 0:
                 self.order_filled_date = datetime.now(timezone.utc)
         self.order_update_date = datetime.now(timezone.utc)
 
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 105cee23a..d036b045e 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1224,6 +1224,11 @@ def test_update_order_from_ccxt(caplog):
     assert o.ft_is_open
     assert o.order_filled_date is None
 
+    # Order is unfilled, "filled" not set
+    # https://github.com/freqtrade/freqtrade/issues/5404
+    ccxt_order.update({'filled': None, 'remaining': 20.0, 'status': 'canceled'})
+    o.update_from_ccxt_object(ccxt_order)
+
     # Order has been closed
     ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'})
     o.update_from_ccxt_object(ccxt_order)

From ae11be39706b37eb6733b12cee814cdf351b53d9 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 12 Aug 2021 14:47:01 -0400
Subject: [PATCH 418/834] manage None or string value returned by
 custom_entry_price and add unit test for those cases

---
 freqtrade/freqtradebot.py  | 12 ++++++++----
 tests/test_freqtradebot.py | 24 ++++++++++++++++++++++++
 2 files changed, 32 insertions(+), 4 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 99f5d2894..99fe1c5a3 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -479,13 +479,17 @@ class FreqtradeBot(LoggingMixin):
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
+            proposed_buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=buy_limit_requested)(
+                                                       default_retval=proposed_buy_rate)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=buy_limit_requested)
+                proposed_rate=proposed_buy_rate)
 
-            buy_limit_requested = custom_entry_price
+            if custom_entry_price and (isinstance(custom_entry_price, int)
+                                       or isinstance(custom_entry_price, float)):
+                buy_limit_requested = custom_entry_price
+            else:
+                buy_limit_requested = proposed_buy_rate
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c73e51dec..69a4fa530 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -913,6 +913,30 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     assert trade
     assert trade.open_rate_requested == 0.77
 
+    # In case of custom entry price set to None
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5567'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: None
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_rate=MagicMock(return_value=10),
+    )
+
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[7]
+    assert trade
+    assert trade.open_rate_requested == 10
+
+    # In case of custom entry price not float type
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '5568'
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[8]
+    assert trade
+    assert trade.open_rate_requested == 10
+
 
 def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)

From b098ce4e76abe78f27fee9be8860399ebc831f7a Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 12 Aug 2021 15:13:14 -0400
Subject: [PATCH 419/834] add function get_valid_price to validate type of
 custom entry or exit price and use default proposed price if invalid

---
 freqtrade/freqtradebot.py | 29 +++++++++++++++++++++--------
 1 file changed, 21 insertions(+), 8 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 99fe1c5a3..99670d612 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -485,11 +485,7 @@ class FreqtradeBot(LoggingMixin):
                 pair=pair, current_time=datetime.now(timezone.utc),
                 proposed_rate=proposed_buy_rate)
 
-            if custom_entry_price and (isinstance(custom_entry_price, int)
-                                       or isinstance(custom_entry_price, float)):
-                buy_limit_requested = custom_entry_price
-            else:
-                buy_limit_requested = proposed_buy_rate
+            buy_limit_requested = self.get_valid_price(custom_entry_price, proposed_buy_rate)
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
@@ -1087,12 +1083,15 @@ class FreqtradeBot(LoggingMixin):
             limit = trade.stop_loss
 
         # set custom_exit_price if available
+        proposed_limit_rate = limit
         current_profit = trade.calc_profit_ratio(limit)
-        limit = strategy_safe_wrapper(self.strategy.custom_exit_price,
-                                      default_retval=limit)(
+        custom_exit_price = strategy_safe_wrapper(self.strategy.custom_exit_price,
+                                                  default_retval=proposed_limit_rate)(
             pair=trade.pair, trade=trade,
             current_time=datetime.now(timezone.utc),
-            proposed_rate=limit, current_profit=current_profit)
+            proposed_rate=proposed_limit_rate, current_profit=current_profit)
+
+        limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 
         # First cancelling stoploss on exchange ...
         if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
@@ -1393,3 +1392,17 @@ class FreqtradeBot(LoggingMixin):
                                               amount=amount, fee_abs=fee_abs)
         else:
             return amount
+
+    def get_valid_price(self, custom_price: float, proposed_price: float) -> float:
+        """
+        Return the valid price.
+        Check if the custom price is of the good type if not return proposed_price
+        :return: valid price for the order
+        """
+        if custom_price and (isinstance(custom_price, int)
+                             or isinstance(custom_price, float)):
+            valid_price = custom_price
+        else:
+            valid_price = proposed_price
+
+        return valid_price

From dbf7f34ecb180672a79454817725b15d058e4480 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Thu, 12 Aug 2021 15:30:49 -0400
Subject: [PATCH 420/834] add unit test to function get_valid_price

---
 freqtrade/freqtradebot.py  | 10 +++++++---
 tests/test_freqtradebot.py | 24 ++++++++++++++++++++++++
 2 files changed, 31 insertions(+), 3 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 99670d612..2225ddd89 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1399,9 +1399,13 @@ class FreqtradeBot(LoggingMixin):
         Check if the custom price is of the good type if not return proposed_price
         :return: valid price for the order
         """
-        if custom_price and (isinstance(custom_price, int)
-                             or isinstance(custom_price, float)):
-            valid_price = custom_price
+        if custom_price:
+            if isinstance(custom_price, int):
+                valid_price = float(custom_price)
+            elif isinstance(custom_price, float):
+                valid_price = custom_price
+            else:
+                valid_price = proposed_price
         else:
             valid_price = proposed_price
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 69a4fa530..a67f5b290 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4588,3 +4588,27 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
 
     freqtrade.refind_lost_order(trades[4])
     assert log_has(f"Error updating {order['id']}.", caplog)
+
+
+def test_get_valid_price(mocker, default_conf) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    freqtrade = FreqtradeBot(default_conf)
+
+    custom_price_string = "10"
+    custom_price_float = 10.0
+    custom_price_int = 10
+
+    proposed_price = 12.2
+
+    valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
+    valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
+    valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
+
+    assert isinstance(valid_price_from_string, float)
+    assert isinstance(valid_price_from_int, float)
+    assert isinstance(valid_price_from_float, float)
+
+    assert valid_price_from_string == proposed_price
+    assert valid_price_from_int == custom_price_int
+    assert valid_price_from_float == custom_price_float

From 20cc60bfde456dafd94bc59ab797018f62fb20ad Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Fri, 13 Aug 2021 11:06:15 -0400
Subject: [PATCH 421/834] update get_valid_price function and test cases to
 handle inputs with try catch

---
 freqtrade/freqtradebot.py  | 6 ++----
 tests/test_freqtradebot.py | 6 +++++-
 2 files changed, 7 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 2225ddd89..9a1b2ab0c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1400,11 +1400,9 @@ class FreqtradeBot(LoggingMixin):
         :return: valid price for the order
         """
         if custom_price:
-            if isinstance(custom_price, int):
+            try:
                 valid_price = float(custom_price)
-            elif isinstance(custom_price, float):
-                valid_price = custom_price
-            else:
+            except ValueError:
                 valid_price = proposed_price
         else:
             valid_price = proposed_price
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a67f5b290..a475ced48 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4596,19 +4596,23 @@ def test_get_valid_price(mocker, default_conf) -> None:
     freqtrade = FreqtradeBot(default_conf)
 
     custom_price_string = "10"
+    custom_price_badstring = "10abc"
     custom_price_float = 10.0
     custom_price_int = 10
 
     proposed_price = 12.2
 
     valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
+    valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
     valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
     valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
 
     assert isinstance(valid_price_from_string, float)
+    assert isinstance(valid_price_from_badstring, float)
     assert isinstance(valid_price_from_int, float)
     assert isinstance(valid_price_from_float, float)
 
-    assert valid_price_from_string == proposed_price
+    assert valid_price_from_string == custom_price_float
+    assert valid_price_from_badstring == proposed_price
     assert valid_price_from_int == custom_price_int
     assert valid_price_from_float == custom_price_float

From 0a6c0c429ae5fb354a06d8409231216aa387e0f6 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Fri, 13 Aug 2021 11:12:33 -0400
Subject: [PATCH 422/834] add a note concerning default custom entry or exit
 price in documentation

---
 docs/strategy-advanced.md | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index f59cb8ef5..17fdddc37 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -363,6 +363,9 @@ By default, freqtrade use the orderbook to automatically set an order price, you
 
 You can use this feature by creating a custom_entry_price function in your strategy file to customize entry prices and custom_exit_price for exits.
 
+!!!Note
+If your custom pricing function return None or an invalid value, a default entry or exit price will be chosen based on the current rate.
+
 ### Custom order entry and exit price exemple
 ``` python
 from datetime import datetime, timedelta, timezone

From c7147311f8d75635cff229ceccc88656903da045 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 13 Aug 2021 17:14:38 +0200
Subject: [PATCH 423/834] Fix json syntax error in config template

---
 freqtrade/templates/base_config.json.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index 03a6c4855..a5782f7cd 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -25,7 +25,7 @@
     "ask_strategy": {
         "price_side": "ask",
         "use_order_book": true,
-        "order_book_top": 1,
+        "order_book_top": 1
     },
     {{ exchange | indent(4) }},
     "pairlists": [

From db5a9443967eae8c0ed97229d5a510a3ffe14715 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 08:46:19 +0200
Subject: [PATCH 424/834] Cleanup GHA node after building images

---
 build_helpers/publish_docker_arm64.sh | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index 08793d339..e7b69b2dc 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -74,7 +74,5 @@ fi
 
 docker images
 
-if [ $? -ne 0 ]; then
-    echo "failed building image"
-    return 1
-fi
+# Cleanup old images from arm64 node.
+docker image prune -a --force --filter "until=24h"

From bb472ff98b06a8ae4059b742e56b22f1d2aca244 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 08:47:14 +0200
Subject: [PATCH 425/834] Improve new-exchange documentation

---
 docs/developer.md | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/docs/developer.md b/docs/developer.md
index dd56a367c..bd138212b 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -240,11 +240,18 @@ The `IProtection` parent class provides a helper method for this in `calculate_l
 !!! Note
     This section is a Work in Progress and is not a complete guide on how to test a new exchange with Freqtrade.
 
+!!! Note
+    Make sure to use an up-to-date version of CCXT before running any of the below tests.
+    You can get the latest version of ccxt by running `pip install -U ccxt` with activated virtual environment.
+    Native docker is not supported for these tests, however the available dev-container will support all required actions and eventually necessary changes.
+
 Most exchanges supported by CCXT should work out of the box.
 
 To quickly test the public endpoints of an exchange, add a configuration for your exchange to `test_ccxt_compat.py` and run these tests with `pytest --longrun tests/exchange/test_ccxt_compat.py`.
 Completing these tests successfully a good basis point (it's a requirement, actually), however these won't guarantee correct exchange functioning, as this only tests public endpoints, but no private endpoint (like generate order or similar).
 
+Also try to use `freqtrade download-data` for an extended timerange and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
+
 ### Stoploss On Exchange
 
 Check if the new exchange supports Stoploss on Exchange orders through their API.

From 0f7ddabec80428e80f036618e65d4e72d7605af7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 09:05:03 +0200
Subject: [PATCH 426/834] Slightly reword documentation

---
 docs/bot-basics.md        |  5 +++--
 docs/strategy-advanced.md | 24 +++++++++++++++---------
 2 files changed, 18 insertions(+), 11 deletions(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 943af0362..b34594f46 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -36,11 +36,12 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
   * Calls `check_sell_timeout()` strategy callback for open sell orders.
 * Verifies existing positions and eventually places sell orders.
   * Considers stoploss, ROI and sell-signal.
-  * Determine sell-price based on `ask_strategy` configuration setting.
+  * Determine sell-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback.
   * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
 * Check if trade-slots are still available (if `max_open_trades` is reached).
 * Verifies buy signal trying to enter new positions.
-  * Determine buy-price based on `bid_strategy` configuration setting.
+  * Determine buy-price based on `bid_strategy` configuration setting, or by using the `custom_entry_price()` callback.
+  * Determine stake size by calling the `custom_stake_amount()` callback.
   * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
 
 This loop will be repeated again and again until the bot is stopped.
diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 17fdddc37..e53f20693 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -359,14 +359,15 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 ## Custom order price rules
 
-By default, freqtrade use the orderbook to automatically set an order price, you also have the option to create custom order prices based on your strategy.
+By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
 
-You can use this feature by creating a custom_entry_price function in your strategy file to customize entry prices and custom_exit_price for exits.
+You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and custom_exit_price for exits.
 
-!!!Note
-If your custom pricing function return None or an invalid value, a default entry or exit price will be chosen based on the current rate.
+!!! Note
+    If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.
+
+### Custom order entry and exit price example
 
-### Custom order entry and exit price exemple
 ``` python
 from datetime import datetime, timedelta, timezone
 from freqtrade.persistence import Trade
@@ -380,9 +381,9 @@ class AwesomeStrategy(IStrategy):
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
-        proposed_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        new_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
         
-        return proposed_entryprice
+        return new_entryprice
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
@@ -390,12 +391,17 @@ class AwesomeStrategy(IStrategy):
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
-        proposed_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
+        new_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
         
-        return proposed_exitprice
+        return new_exitprice
 
 ```
 
+!!! Warning
+    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders.
+
+!!! Warning "No backtesting support"
+    Custom entry-prices are currently not supported during backtesting.
 
 ## Custom order timeout rules
 

From 123971d2713a65d51421f46958ac481e03d9f518 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 16:02:12 +0200
Subject: [PATCH 427/834] Don't change passed in parameter variable

---
 freqtrade/rpc/api_server/api_v1.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index f2361fda8..7e613f184 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -223,11 +223,11 @@ def list_strategies(config=Depends(get_config)):
 @router.get('/strategy/{strategy}', response_model=StrategyResponse, tags=['strategy'])
 def get_strategy(strategy: str, config=Depends(get_config)):
 
-    config = deepcopy(config)
+    config_ = deepcopy(config)
     from freqtrade.resolvers.strategy_resolver import StrategyResolver
     try:
-        strategy_obj = StrategyResolver._load_strategy(strategy, config,
-                                                       extra_dir=config.get('strategy_path'))
+        strategy_obj = StrategyResolver._load_strategy(strategy, config_,
+                                                       extra_dir=config_.get('strategy_path'))
     except OperationalException:
         raise HTTPException(status_code=404, detail='Strategy not found')
 

From 88172fab824c50c9ccba0585137351e1ce031d73 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 9 Aug 2021 15:45:02 +0200
Subject: [PATCH 428/834] Allow "detailed" backtesting timeframe to look into
 the candle

---
 freqtrade/commands/arguments.py          |  2 +-
 freqtrade/commands/cli_options.py        |  4 ++
 freqtrade/configuration/configuration.py |  3 ++
 freqtrade/optimize/backtesting.py        | 54 ++++++++++++++++++++++--
 4 files changed, 58 insertions(+), 5 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 1143db394..a10ea5568 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -22,7 +22,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee", "pairs"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
-                                        "enable_protections", "dry_run_wallet",
+                                        "enable_protections", "dry_run_wallet", "detail_timeframe",
                                         "strategy_list", "export", "exportfilename"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 215ed3f6e..a168a44cf 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -135,6 +135,10 @@ AVAILABLE_CLI_OPTIONS = {
         help='Override the value of the `stake_amount` configuration setting.',
     ),
     # Backtesting
+    "detail_timeframe": Arg(
+        '--timeframe-detail',
+        help='Specify detail timeframe for backtesting (`1m`, `5m`, `30m`, `1h`, `1d`).',
+    ),
     "position_stacking": Arg(
         '--eps', '--enable-position-stacking',
         help='Allow buying the same pair multiple times (position stacking).',
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 4dd5b7203..1d95dfb03 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -242,6 +242,9 @@ class Configuration:
             except ValueError:
                 pass
 
+        self._args_to_config(config, argname='detail_timeframe',
+                             logstring='Parameter --detail-timeframe detected, '
+                             'using {} for intra-candle backtesting')
         self._args_to_config(config, argname='stake_amount',
                              logstring='Parameter --stake-amount detected, '
                              'overriding stake_amount to: {} ...')
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index eecc7af54..2106f76c6 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -86,6 +86,16 @@ class Backtesting:
                                        "configuration or as cli argument `--timeframe 5m`")
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
+        # Load detail timeframe if specified
+        self.timeframe_detail = str(self.config.get('detail_timeframe', ''))
+        if self.timeframe_detail:
+            self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
+            if self.timeframe_min <= self.timeframe_detail_min:
+                raise OperationalException(
+                    "Detail timeframe must be smaller than strategy timeframe.")
+
+        else:
+            self.timeframe_detail_min = 0
 
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
@@ -158,7 +168,7 @@ class Backtesting:
                 conf['protections'] = strategy.protections
             self.protections = ProtectionManager(self.config, strategy.protections)
 
-    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
+    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange, Dict[str, DataFrame]]:
         """
         Loads backtest data and returns the data combined with the timerange
         as tuple.
@@ -174,6 +184,18 @@ class Backtesting:
             fail_without_data=True,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
         )
+        if self.timeframe_detail:
+            detail_data = history.load_data(
+                datadir=self.config['datadir'],
+                pairs=self.pairlists.whitelist,
+                timeframe=self.timeframe_detail,
+                timerange=self.timerange,
+                startup_candles=0,
+                fail_without_data=True,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
+            )
+        else:
+            detail_data = None
 
         min_date, max_date = history.get_timerange(data)
 
@@ -186,7 +208,7 @@ class Backtesting:
                                                  self.required_startup, min_date)
 
         self.progress.set_new_value(1)
-        return data, self.timerange
+        return data, self.timerange, detail_data
 
     def prepare_backtest(self, enable_protections):
         """
@@ -318,7 +340,8 @@ class Backtesting:
         else:
             return sell_row[OPEN_IDX]
 
-    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
+    def _get_sell_trade_entry_for_candle(self, trade: LocalTrade,
+                                         sell_row: Tuple) -> Optional[LocalTrade]:
         sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore
                                          sell_candle_time, sell_row[BUY_IDX],
@@ -346,6 +369,29 @@ class Backtesting:
 
         return None
 
+    def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
+        if self.timeframe_detail:
+            sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
+            sell_candle_end = sell_candle_time + timedelta(minutes=self.timeframe_min)
+
+            detail_data = self.detail_data[trade.pair]
+            detail_data = detail_data.loc[
+                (detail_data['date'] >= sell_candle_time) &
+                (detail_data['date'] < sell_candle_end)
+             ]
+            detail_data['buy'] = sell_row[BUY_IDX]
+            detail_data['sell'] = sell_row[SELL_IDX]
+            headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
+            for det_row in detail_data[headers].values.tolist():
+                res = self._get_sell_trade_entry_for_candle(trade, det_row)
+                if res:
+                    return res
+
+            return None
+
+        else:
+            return self._get_sell_trade_entry_for_candle(trade, sell_row)
+
     def _enter_trade(self, pair: str, row: List) -> Optional[LocalTrade]:
         try:
             stake_amount = self.wallets.get_trade_stake_amount(pair, None)
@@ -591,7 +637,7 @@ class Backtesting:
         """
         data: Dict[str, Any] = {}
 
-        data, timerange = self.load_bt_data()
+        data, timerange, self.detail_data = self.load_bt_data()
         logger.info("Dataload complete. Calculating indicators")
 
         for strat in self.strategylist:

From 8405ccc15eff2de0eb9183dd8d5243e60552559c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 15:34:43 +0200
Subject: [PATCH 429/834] Seperate detail data loading from regular
 backest-data loading

---
 freqtrade/commands/arguments.py          |  2 +-
 freqtrade/commands/cli_options.py        |  2 +-
 freqtrade/configuration/configuration.py |  4 +--
 freqtrade/optimize/backtesting.py        | 39 ++++++++++++++----------
 freqtrade/optimize/optimize_reports.py   |  1 +
 freqtrade/rpc/api_server/api_backtest.py |  3 ++
 freqtrade/rpc/api_server/api_schemas.py  |  1 +
 7 files changed, 32 insertions(+), 20 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index a10ea5568..899998310 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -22,7 +22,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee", "pairs"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
-                                        "enable_protections", "dry_run_wallet", "detail_timeframe",
+                                        "enable_protections", "dry_run_wallet", "timeframe_detail",
                                         "strategy_list", "export", "exportfilename"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index a168a44cf..8f10bbd0a 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -135,7 +135,7 @@ AVAILABLE_CLI_OPTIONS = {
         help='Override the value of the `stake_amount` configuration setting.',
     ),
     # Backtesting
-    "detail_timeframe": Arg(
+    "timeframe_detail": Arg(
         '--timeframe-detail',
         help='Specify detail timeframe for backtesting (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 1d95dfb03..b3dfebe86 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -242,9 +242,9 @@ class Configuration:
             except ValueError:
                 pass
 
-        self._args_to_config(config, argname='detail_timeframe',
+        self._args_to_config(config, argname='timeframe_detail',
                              logstring='Parameter --detail-timeframe detected, '
-                             'using {} for intra-candle backtesting')
+                             'using {} for intra-candle backtesting ...')
         self._args_to_config(config, argname='stake_amount',
                              logstring='Parameter --stake-amount detected, '
                              'overriding stake_amount to: {} ...')
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 2106f76c6..156ff48be 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -87,7 +87,7 @@ class Backtesting:
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
         # Load detail timeframe if specified
-        self.timeframe_detail = str(self.config.get('detail_timeframe', ''))
+        self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
         if self.timeframe_detail:
             self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
             if self.timeframe_min <= self.timeframe_detail_min:
@@ -96,6 +96,7 @@ class Backtesting:
 
         else:
             self.timeframe_detail_min = 0
+        self.detail_data: Dict[str, DataFrame] = {}
 
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
@@ -168,7 +169,7 @@ class Backtesting:
                 conf['protections'] = strategy.protections
             self.protections = ProtectionManager(self.config, strategy.protections)
 
-    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange, Dict[str, DataFrame]]:
+    def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
         """
         Loads backtest data and returns the data combined with the timerange
         as tuple.
@@ -184,18 +185,6 @@ class Backtesting:
             fail_without_data=True,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
         )
-        if self.timeframe_detail:
-            detail_data = history.load_data(
-                datadir=self.config['datadir'],
-                pairs=self.pairlists.whitelist,
-                timeframe=self.timeframe_detail,
-                timerange=self.timerange,
-                startup_candles=0,
-                fail_without_data=True,
-                data_format=self.config.get('dataformat_ohlcv', 'json'),
-            )
-        else:
-            detail_data = None
 
         min_date, max_date = history.get_timerange(data)
 
@@ -208,7 +197,24 @@ class Backtesting:
                                                  self.required_startup, min_date)
 
         self.progress.set_new_value(1)
-        return data, self.timerange, detail_data
+        return data, self.timerange
+
+    def load_bt_data_detail(self) -> None:
+        """
+        Loads backtest detail data (smaller timeframe) if necessary.
+        """
+        if self.timeframe_detail:
+            self.detail_data = history.load_data(
+                datadir=self.config['datadir'],
+                pairs=self.pairlists.whitelist,
+                timeframe=self.timeframe_detail,
+                timerange=self.timerange,
+                startup_candles=0,
+                fail_without_data=True,
+                data_format=self.config.get('dataformat_ohlcv', 'json'),
+            )
+        else:
+            self.detail_data = {}
 
     def prepare_backtest(self, enable_protections):
         """
@@ -637,7 +643,8 @@ class Backtesting:
         """
         data: Dict[str, Any] = {}
 
-        data, timerange, self.detail_data = self.load_bt_data()
+        data, timerange = self.load_bt_data()
+        self.load_bt_data_detail()
         logger.info("Dataload complete. Calculating indicators")
 
         for strat in self.strategylist:
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 7bb60228a..8bde48670 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -368,6 +368,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'max_open_trades_setting': (config['max_open_trades']
                                     if config['max_open_trades'] != float('inf') else -1),
         'timeframe': config['timeframe'],
+        'timeframe_detail': config.get('timeframe_detail', ''),
         'timerange': config.get('timerange', ''),
         'enable_protections': config.get('enable_protections', False),
         'strategy_name': strategy,
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 2fa66645b..4623c187e 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -46,11 +46,14 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
             if (
                 not ApiServer._bt
                 or lastconfig.get('timeframe') != strat.timeframe
+                or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
                 or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
                 or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
+                if ApiServer._bt.timeframe_detail:
+                    ApiServer._bt.load_bt_data_detail()
 
             # Only reload data if timeframe changed.
             if (
diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 318762136..3adbebc16 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -324,6 +324,7 @@ class PairHistory(BaseModel):
 class BacktestRequest(BaseModel):
     strategy: str
     timeframe: Optional[str]
+    timeframe_detail: Optional[str]
     timerange: Optional[str]
     max_open_trades: Optional[int]
     stake_amount: Optional[Union[float, str]]

From 3406b889b62fbf39ee4dd3b334ae669e0ebd8d1b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 16:56:49 +0200
Subject: [PATCH 430/834] First test

---
 freqtrade/configuration/configuration.py |   2 +-
 tests/optimize/test_backtesting.py       | 108 +++++++++++++++++++++++
 2 files changed, 109 insertions(+), 1 deletion(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index b3dfebe86..94b108f2b 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -243,7 +243,7 @@ class Configuration:
                 pass
 
         self._args_to_config(config, argname='timeframe_detail',
-                             logstring='Parameter --detail-timeframe detected, '
+                             logstring='Parameter --timeframe-detail detected, '
                              'using {} for intra-candle backtesting ...')
         self._args_to_config(config, argname='stake_amount',
                              logstring='Parameter --stake-amount detected, '
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 998b2d837..1b3fede72 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -441,6 +441,15 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
     with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
         Backtesting(default_conf)
 
+    default_conf.update({
+        'pairlists': [{"method": "StaticPairList"}],
+        'timeframe_detail': '1d',
+    })
+
+    with pytest.raises(OperationalException,
+                       match='Detail timeframe must be smaller than strategy timeframe.'):
+        Backtesting(default_conf)
+
 
 def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
@@ -1042,3 +1051,102 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     assert 'LEFT OPEN TRADES REPORT' in captured.out
     assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out
+
+
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
+                                                  caplog, testdatadir, capsys):
+    # Tests detail-data loading
+    default_conf.update({
+        "use_sell_signal": True,
+        "sell_profit_only": False,
+        "sell_profit_offset": 0.0,
+        "ignore_roi_if_buy_signal": False,
+    })
+    patch_exchange(mocker)
+    result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
+                            'profit_ratio': [0.0, 0.0],
+                            'profit_abs': [0.0, 0.0],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00', ], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00', ], utc=True),
+                            'trade_duration': [235, 40],
+                            'is_open': [False, False],
+                            'stake_amount': [0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485],
+                            'close_rate': [0.104969, 0.103541],
+                            'sell_reason': [SellType.ROI, SellType.ROI]
+                            })
+    result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
+                            'profit_ratio': [0.03, 0.01, 0.1],
+                            'profit_abs': [0.01, 0.02, 0.2],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00',
+                                                         '2018-01-30 05:30:00'], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00',
+                                                          '2018-01-30 08:30:00'], utc=True),
+                            'trade_duration': [47, 40, 20],
+                            'is_open': [False, False, False],
+                            'stake_amount': [0.01, 0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485, 0.122541],
+                            'close_rate': [0.104969, 0.103541, 0.123541],
+                            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+                            })
+    backtestmock = MagicMock(side_effect=[
+        {
+            'results': result1,
+            'config': default_conf,
+            'locks': [],
+            'rejected_signals': 20,
+            'final_balance': 1000,
+        },
+        {
+            'results': result2,
+            'config': default_conf,
+            'locks': [],
+            'rejected_signals': 20,
+            'final_balance': 1000,
+        }
+    ])
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['XRP/ETH']))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
+        '--timeframe', '5m',
+        '--timeframe-detail', '1m',
+        '--strategy-list',
+        'DefaultStrategy'
+        ]
+    args = get_args(args)
+    start_backtesting(args)
+
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--timeframe detected ... Using timeframe: 5m ...',
+        'Parameter --timeframe-detail detected, using 1m for intra-candle backtesting ...',
+        f'Using data directory: {testdatadir} ...',
+        'Loading data from 2019-10-11 00:00:00 '
+        'up to 2019-10-13 11:10:00 (2 days).',
+        'Backtesting with data from 2019-10-11 01:40:00 '
+        'up to 2019-10-13 11:10:00 (2 days).',
+        'Running backtesting for Strategy DefaultStrategy',
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog)
+
+    captured = capsys.readouterr()
+    assert 'BACKTESTING REPORT' in captured.out
+    assert 'SELL REASON STATS' in captured.out
+    assert 'LEFT OPEN TRADES REPORT' in captured.out

From fa4ec9f83e337b4bd0bee1ca798a4e6c310758c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 14 Aug 2021 17:36:02 +0200
Subject: [PATCH 431/834] Add explicit test for get_sell_trade_entry

---
 freqtrade/optimize/backtesting.py  |  5 +-
 tests/optimize/test_backtesting.py | 88 +++++++++++++++++++++++++++++-
 2 files changed, 89 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 156ff48be..4b52e104b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -376,7 +376,7 @@ class Backtesting:
         return None
 
     def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
-        if self.timeframe_detail:
+        if self.timeframe_detail and trade.pair in self.detail_data:
             sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
             sell_candle_end = sell_candle_time + timedelta(minutes=self.timeframe_min)
 
@@ -385,6 +385,9 @@ class Backtesting:
                 (detail_data['date'] >= sell_candle_time) &
                 (detail_data['date'] < sell_candle_end)
              ]
+            if len(detail_data) == 0:
+                # Fall back to "regular" data if no detail data was found for this candle
+                return self._get_sell_trade_entry_for_candle(trade, sell_row)
             detail_data['buy'] = sell_row[BUY_IDX]
             detail_data['sell'] = sell_row[SELL_IDX]
             headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 1b3fede72..1b4285339 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1,7 +1,7 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 import random
-from datetime import timedelta
+from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
@@ -500,7 +500,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     pair = 'UNITTEST/BTC'
     row = [
         pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
-        1,  # Sell
+        1,  # Buy
         0.001,  # Open
         0.0011,  # Close
         0,  # Sell
@@ -548,6 +548,88 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     backtesting.cleanup()
 
 
+def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
+    default_conf['use_sell_signal'] = False
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
+    patch_exchange(mocker)
+    default_conf['timeframe_detail'] = '1m'
+    default_conf['max_open_trades'] = 2
+    backtesting = Backtesting(default_conf)
+    backtesting._set_strategy(backtesting.strategylist[0])
+    pair = 'UNITTEST/BTC'
+    row = [
+        pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=timezone.utc),
+        1,  # Buy
+        200,  # Open
+        201,  # Close
+        0,  # Sell
+        195,  # Low
+        201.5,  # High
+        '',  # Buy Signal Name
+    ]
+
+    trade = backtesting._enter_trade(pair, row=row)
+    assert isinstance(trade, LocalTrade)
+
+    row_sell = [
+        pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
+        0,  # Buy
+        200,  # Open
+        201,  # Close
+        0,  # Sell
+        195,  # Low
+        210.5,  # High
+        '',  # Buy Signal Name
+    ]
+    row_detail = pd.DataFrame(
+        [
+            [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
+                1, 200, 199, 0, 197, 200.1, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=1, tzinfo=timezone.utc),
+                0, 199, 199.5, 0, 199, 199.7, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=2, tzinfo=timezone.utc),
+                0, 199.5, 200.5, 0, 199, 200.8, '',
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=3, tzinfo=timezone.utc),
+                0, 200.5, 210.5, 0, 193, 210.5, '',  # ROI sell (?)
+            ], [
+                pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=4, tzinfo=timezone.utc),
+                0, 200, 199, 0, 193, 200.1, '',
+            ],
+        ], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"]
+    )
+
+    # No data available.
+    res = backtesting._get_sell_trade_entry(trade, row_sell)
+    assert res is not None
+    assert res.sell_reason == SellType.ROI.value
+    assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
+
+    # Enter new trade
+    trade = backtesting._enter_trade(pair, row=row)
+    assert isinstance(trade, LocalTrade)
+    # Assign empty ... no result.
+    backtesting.detail_data[pair] = pd.DataFrame(
+        [], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"])
+
+    res = backtesting._get_sell_trade_entry(trade, row)
+    assert res is None
+
+    # Assign backtest-detail data
+    backtesting.detail_data[pair] = row_detail
+
+    res = backtesting._get_sell_trade_entry(trade, row_sell)
+    assert res is not None
+    assert res.sell_reason == SellType.ROI.value
+    # Sell at minute 3 (not available above!)
+    assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
+    assert round(res.close_rate, 3) == round(209.0225, 3)
+
+
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
@@ -1127,7 +1209,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
         '--timeframe-detail', '1m',
         '--strategy-list',
         'DefaultStrategy'
-        ]
+    ]
     args = get_args(args)
     start_backtesting(args)
 

From 4f10a885290c5703e0f93e6880db8af757e20fca Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 15 Aug 2021 15:14:53 +0200
Subject: [PATCH 432/834] Reduce verbosity when incompatible pairs are detected

---
 freqtrade/plugins/pairlist/IPairList.py | 14 ++++++++------
 1 file changed, 8 insertions(+), 6 deletions(-)

diff --git a/freqtrade/plugins/pairlist/IPairList.py b/freqtrade/plugins/pairlist/IPairList.py
index bfde2ace0..0155f918b 100644
--- a/freqtrade/plugins/pairlist/IPairList.py
+++ b/freqtrade/plugins/pairlist/IPairList.py
@@ -150,18 +150,20 @@ class IPairList(LoggingMixin, ABC):
         for pair in pairlist:
             # pair is not in the generated dynamic market or has the wrong stake currency
             if pair not in markets:
-                logger.warning(f"Pair {pair} is not compatible with exchange "
-                               f"{self._exchange.name}. Removing it from whitelist..")
+                self.log_once(f"Pair {pair} is not compatible with exchange "
+                              f"{self._exchange.name}. Removing it from whitelist..",
+                              logger.warning)
                 continue
 
             if not self._exchange.market_is_tradable(markets[pair]):
-                logger.warning(f"Pair {pair} is not tradable with Freqtrade."
-                               "Removing it from whitelist..")
+                self.log_once(f"Pair {pair} is not tradable with Freqtrade."
+                              "Removing it from whitelist..", logger.warning)
                 continue
 
             if self._exchange.get_pair_quote_currency(pair) != self._config['stake_currency']:
-                logger.warning(f"Pair {pair} is not compatible with your stake currency "
-                               f"{self._config['stake_currency']}. Removing it from whitelist..")
+                self.log_once(f"Pair {pair} is not compatible with your stake currency "
+                              f"{self._config['stake_currency']}. Removing it from whitelist..",
+                              logger.warning)
                 continue
 
             # Check if market is active

From ed6776c5cdb8d2472cb0ef3669e3b4b4fe987021 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 15 Aug 2021 17:06:16 +0200
Subject: [PATCH 433/834] Fix disappearing pairlist bug

---
 freqtrade/plugins/pairlist/VolumePairList.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 901fde2d0..8d01aeee1 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -126,7 +126,7 @@ class VolumePairList(IPairList):
             pairlist = [s['symbol'] for s in filtered_tickers]
 
             pairlist = self.filter_pairlist(pairlist, tickers)
-            self._pair_cache['pairlist'] = pairlist
+            self._pair_cache['pairlist'] = pairlist.copy()
 
         return pairlist
 

From 322ea2481e7be80355199d803aab29bf5f52d827 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 15 Aug 2021 19:28:36 +0200
Subject: [PATCH 434/834] Add log-message for edge-case

---
 freqtrade/plugins/pairlist/rangestabilityfilter.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/rangestabilityfilter.py b/freqtrade/plugins/pairlist/rangestabilityfilter.py
index ef7f2cbcb..3e5a002ff 100644
--- a/freqtrade/plugins/pairlist/rangestabilityfilter.py
+++ b/freqtrade/plugins/pairlist/rangestabilityfilter.py
@@ -120,5 +120,6 @@ class RangeStabilityFilter(IPairList):
                         logger.info)
                     result = False
             self._pair_cache[pair] = result
-
+        else:
+            self.log_once(f"Removed {pair} from whitelist, no candles found.", logger.info)
         return result

From dda82765893d4474e4a90d0b274dfab36939c382 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 15 Aug 2021 20:01:54 +0200
Subject: [PATCH 435/834] Update documentation for sell_profit_offset

As highlighed in #5393
---
 docs/configuration.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index fd4806fe6..fab3004a5 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -105,7 +105,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ask_strategy.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
+| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
 | `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict

From 37d4545123cbfbf5e52cddf703396a38105f9157 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:06 +0000
Subject: [PATCH 436/834] Bump ccxt from 1.54.74 to 1.55.6

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.54.74 to 1.55.6.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.54.74...1.55.6)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e107d8e0..3880e3ced 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.1
 pandas==1.3.1
 
-ccxt==1.54.74
+ccxt==1.55.6
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From e7b6a996dffbdffdfd9ab5a9de1ca87fdb5f91e5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:10 +0000
Subject: [PATCH 437/834] Bump mkdocs-material from 7.2.2 to 7.2.4

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.2 to 7.2.4.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.2...7.2.4)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 047821f2d..8fa7341c9 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.2
+mkdocs-material==7.2.4
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 7125793249cb1cb6b97b2206fe8580c07150d04d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:16 +0000
Subject: [PATCH 438/834] Bump uvicorn from 0.14.0 to 0.15.0

Bumps [uvicorn](https://github.com/encode/uvicorn) from 0.14.0 to 0.15.0.
- [Release notes](https://github.com/encode/uvicorn/releases)
- [Changelog](https://github.com/encode/uvicorn/blob/master/CHANGELOG.md)
- [Commits](https://github.com/encode/uvicorn/compare/0.14.0...0.15.0)

---
updated-dependencies:
- dependency-name: uvicorn
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e107d8e0..ae6b24eb5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -32,7 +32,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.68.0
-uvicorn==0.14.0
+uvicorn==0.15.0
 pyjwt==2.1.0
 aiofiles==0.7.0
 

From d8607b2ce880163027f6736702934c94949257f4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:18 +0000
Subject: [PATCH 439/834] Bump flake8-tidy-imports from 4.3.0 to 4.4.1

Bumps [flake8-tidy-imports](https://github.com/adamchainz/flake8-tidy-imports) from 4.3.0 to 4.4.1.
- [Release notes](https://github.com/adamchainz/flake8-tidy-imports/releases)
- [Changelog](https://github.com/adamchainz/flake8-tidy-imports/blob/main/HISTORY.rst)
- [Commits](https://github.com/adamchainz/flake8-tidy-imports/compare/4.3.0...4.4.1)

---
updated-dependencies:
- dependency-name: flake8-tidy-imports
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 9629bbea1..b20cb6693 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -6,7 +6,7 @@
 coveralls==3.2.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
-flake8-tidy-imports==4.3.0
+flake8-tidy-imports==4.4.1
 mypy==0.910
 pytest==6.2.4
 pytest-asyncio==0.15.1

From a10fd6690675d481f26df78d0fa3f9147684140e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:21 +0000
Subject: [PATCH 440/834] Bump plotly from 5.1.0 to 5.2.1

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.1.0 to 5.2.1.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.1.0...v5.2.1)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index e03fd4d66..d835ed5d9 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.1.0
+plotly==5.2.1
 

From 3878e5186e19a3f5fbe3f14c1b6300320891496e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 03:01:34 +0000
Subject: [PATCH 441/834] Bump numpy from 1.21.1 to 1.21.2

Bumps [numpy](https://github.com/numpy/numpy) from 1.21.1 to 1.21.2.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.21.1...v1.21.2)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e107d8e0..1d0951e6d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.21.1
+numpy==1.21.2
 pandas==1.3.1
 
 ccxt==1.54.74

From 108a6cb897342e4f436d41f845dc9d0198e58770 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 16 Aug 2021 04:28:42 +0000
Subject: [PATCH 442/834] Bump pandas from 1.3.1 to 1.3.2

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.1 to 1.3.2.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.3.1...v1.3.2)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 863475d86..e93e6211f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.2
-pandas==1.3.1
+pandas==1.3.2
 
 ccxt==1.55.6
 # Pin cryptography for now due to rust build errors with piwheels

From abddb3ef257e6046b65595b0da2d19145adebccc Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 06:38:36 +0200
Subject: [PATCH 443/834] Add test for directory traversal

---
 tests/rpc/test_rpc_apiserver.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 1517b6fcc..edf5ce3c5 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -109,6 +109,10 @@ def test_api_ui_fallback(botclient):
     rc = client_get(client, "/something")
     assert rc.status_code == 200
 
+    rc = client_get(client, '%2F%2F%2Fetc/passwd')
+    assert rc.status_code == 200
+    assert '`freqtrade install-ui`' in rc.text
+
 
 def test_api_ui_version(botclient, mocker):
     ftbot, client = botclient

From 6b2ef36a567a4aba47113fb56dfa9377f70797ad Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 06:45:43 +0200
Subject: [PATCH 444/834] Prevent directory traversal in UI Serving

Checking for directory base

closes #5427
---
 freqtrade/rpc/api_server/web_ui.py | 7 +++++--
 tests/rpc/test_rpc_apiserver.py    | 1 +
 2 files changed, 6 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index 76c8ed8f2..0168930cf 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -37,8 +37,11 @@ async def index_html(rest_of_path: str):
     if rest_of_path.startswith('api') or rest_of_path.startswith('.'):
         raise HTTPException(status_code=404, detail="Not Found")
     uibase = Path(__file__).parent / 'ui/installed/'
-    if (uibase / rest_of_path).is_file():
-        return FileResponse(str(uibase / rest_of_path))
+    filename = uibase / rest_of_path
+    # It's security relevant to check "relative_to".
+    # Without this, Directory-traversal is possible.
+    if filename.is_file() and filename.is_relative_to(uibase):
+        return FileResponse(str(filename))
 
     index_file = uibase / 'index.html'
     if not index_file.is_file():
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index edf5ce3c5..3d02e8188 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -109,6 +109,7 @@ def test_api_ui_fallback(botclient):
     rc = client_get(client, "/something")
     assert rc.status_code == 200
 
+    # Test directory traversal
     rc = client_get(client, '%2F%2F%2Fetc/passwd')
     assert rc.status_code == 200
     assert '`freqtrade install-ui`' in rc.text

From 4b65206e6b8e19ef7696a8f7daaad3a441aa352e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 07:08:50 +0200
Subject: [PATCH 445/834] Add compat code for is_relative_to

---
 freqtrade/rpc/api_server/web_ui.py | 11 ++++++++++-
 1 file changed, 10 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index 0168930cf..9aae0afae 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -29,6 +29,15 @@ async def ui_version():
     }
 
 
+def is_relative_to(path, base) -> bool:
+    # Helper function simulating behaviour of is_relative_to, which was only added in python 3.9
+    try:
+        path.relative_to(base)
+    except ValueError:
+        pass
+    return False
+
+
 @router_ui.get('/{rest_of_path:path}', include_in_schema=False)
 async def index_html(rest_of_path: str):
     """
@@ -40,7 +49,7 @@ async def index_html(rest_of_path: str):
     filename = uibase / rest_of_path
     # It's security relevant to check "relative_to".
     # Without this, Directory-traversal is possible.
-    if filename.is_file() and filename.is_relative_to(uibase):
+    if filename.is_file() and is_relative_to(filename, uibase):
         return FileResponse(str(filename))
 
     index_file = uibase / 'index.html'

From 4115121c249077ff123c2d15ac22df62ed375ed4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 07:26:58 +0200
Subject: [PATCH 446/834] Fix missing return statement in is_Relative_to

---
 freqtrade/rpc/api_server/web_ui.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/rpc/api_server/web_ui.py b/freqtrade/rpc/api_server/web_ui.py
index 9aae0afae..b04269c61 100644
--- a/freqtrade/rpc/api_server/web_ui.py
+++ b/freqtrade/rpc/api_server/web_ui.py
@@ -33,6 +33,7 @@ def is_relative_to(path, base) -> bool:
     # Helper function simulating behaviour of is_relative_to, which was only added in python 3.9
     try:
         path.relative_to(base)
+        return True
     except ValueError:
         pass
     return False

From f24a951ec5cbc5ee3804d5eddfbf692acff07aeb Mon Sep 17 00:00:00 2001
From: slowy07 <slowy.arfy@gmail.com>
Date: Mon, 16 Aug 2021 19:16:24 +0700
Subject: [PATCH 447/834] fix: typo spelling grammar

---
 docs/exchanges.md                 | 2 +-
 docs/strategy_analysis_example.md | 2 +-
 freqtrade/data/btanalysis.py      | 2 +-
 freqtrade/data/converter.py       | 4 ++--
 freqtrade/exchange/exchange.py    | 2 +-
 freqtrade/freqtradebot.py         | 2 +-
 freqtrade/plot/plotting.py        | 2 +-
 freqtrade/rpc/rpc.py              | 2 +-
 tests/data/test_converter.py      | 2 +-
 tests/data/test_dataprovider.py   | 2 +-
 tests/data/test_history.py        | 6 +++---
 tests/strategy/test_interface.py  | 2 +-
 12 files changed, 15 insertions(+), 15 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 29b9bb533..5f54a524e 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -105,7 +105,7 @@ To use subaccounts with FTX, you need to edit the configuration and add the foll
 
 ## Kucoin
 
-Kucoin requries a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
+Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
 
 ```json
 "exchange": {
diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 27192aa2f..dd7e07824 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -228,7 +228,7 @@ graph = generate_candlestick_graph(pair=pair,
 # Show graph inline
 # graph.show()
 
-# Render graph in a seperate window
+# Render graph in a separate window
 graph.show(renderer="browser")
 
 ```
diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index d62712cbb..7d97661c4 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -19,7 +19,7 @@ logger = logging.getLogger(__name__)
 BT_DATA_COLUMNS_OLD = ["pair", "profit_percent", "open_date", "close_date", "index",
                        "trade_duration", "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
-# Mid-term format, crated by BacktestResult Named Tuple
+# Mid-term format, created by BacktestResult Named Tuple
 BT_DATA_COLUMNS_MID = ['pair', 'profit_percent', 'open_date', 'close_date', 'trade_duration',
                        'open_rate', 'close_rate', 'open_at_end', 'sell_reason', 'fee_open',
                        'fee_close', 'amount', 'profit_abs', 'profit_ratio']
diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 040f58d62..ca6464965 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -242,7 +242,7 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
     :param config: Config dictionary
     :param convert_from: Source format
     :param convert_to: Target format
-    :param erase: Erase souce data (does not apply if source and target format are identical)
+    :param erase: Erase source data (does not apply if source and target format are identical)
     """
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)
@@ -267,7 +267,7 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     :param config: Config dictionary
     :param convert_from: Source format
     :param convert_to: Target format
-    :param erase: Erase souce data (does not apply if source and target format are identical)
+    :param erase: Erase source data (does not apply if source and target format are identical)
     """
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index cde643cff..9aa5b98a8 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1497,7 +1497,7 @@ class Exchange:
         :returns List of trade data
         """
         if not self.exchange_has("fetchTrades"):
-            raise OperationalException("This exchange does not suport downloading Trades.")
+            raise OperationalException("This exchange does not support downloading Trades.")
 
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_trade_history(pair=pair, since=since,
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 09aa06adf..fb15d6e5c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -977,7 +977,7 @@ class FreqtradeBot(LoggingMixin):
             # if trade is partially complete, edit the stake details for the trade
             # and close the order
             # cancel_order may not contain the full order dict, so we need to fallback
-            # to the order dict aquired before cancelling.
+            # to the order dict acquired before cancelling.
             # we need to fall back to the values from order if corder does not contain these keys.
             trade.amount = filled_amount
             trade.stake_amount = trade.amount * trade.open_rate
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 2fbf343ce..509c03e90 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -538,7 +538,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
     - Initializes plot-script
     - Get candle (OHLCV) data
     - Generate Dafaframes populated with indicators and signals based on configured strategy
-    - Load trades excecuted during the selected period
+    - Load trades executed during the selected period
     - Generate Plotly plot objects
     - Generate plot files
     :return: None
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 902975fde..0264003a5 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -776,7 +776,7 @@ class RPC:
         if has_content:
 
             dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000
-            # Move open to seperate column when signal for easy plotting
+            # Move open to separate column when signal for easy plotting
             if 'buy' in dataframe.columns:
                 buy_mask = (dataframe['buy'] == 1)
                 buy_signals = int(buy_mask.sum())
diff --git a/tests/data/test_converter.py b/tests/data/test_converter.py
index 802fd4b12..6c95a9f18 100644
--- a/tests/data/test_converter.py
+++ b/tests/data/test_converter.py
@@ -119,7 +119,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     # 3rd candle has been filled
     row = data2.loc[2, :]
     assert row['volume'] == 0
-    # close shoult match close of previous candle
+    # close should match close of previous candle
     assert row['close'] == data.loc[1, 'close']
     assert row['open'] == row['close']
     assert row['high'] == row['close']
diff --git a/tests/data/test_dataprovider.py b/tests/data/test_dataprovider.py
index e43309743..0f42068c1 100644
--- a/tests/data/test_dataprovider.py
+++ b/tests/data/test_dataprovider.py
@@ -66,7 +66,7 @@ def test_historic_ohlcv_dataformat(mocker, default_conf, ohlcv_history):
     hdf5loadmock.assert_not_called()
     jsonloadmock.assert_called_once()
 
-    # Swiching to dataformat hdf5
+    # Switching to dataformat hdf5
     hdf5loadmock.reset_mock()
     jsonloadmock.reset_mock()
     default_conf["dataformat_ohlcv"] = "hdf5"
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 9cfe861ea..13d22ebb7 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -200,15 +200,15 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
     assert start_ts == test_data[0][0] - 1000
 
     # timeframe starts in the center of the cached data
-    # should return the chached data w/o the last item
+    # should return the cached data w/o the last item
     timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
     data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
 
     assert_frame_equal(data, test_data_df.iloc[:-1])
     assert test_data[-2][0] <= start_ts < test_data[-1][0]
 
-    # timeframe starts after the chached data
-    # should return the chached data w/o the last item
+    # timeframe starts after the cached data
+    # should return the cached data w/o the last item
     timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 100, 0)
     data, start_ts = _load_cached_data_for_updating('UNITTEST/BTC', '1m', timerange, data_handler)
     assert_frame_equal(data, test_data_df.iloc[:-1])
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index cb4b8bd63..eea6a85d2 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -630,7 +630,7 @@ def test_strategy_safe_wrapper_error(caplog, error):
     assert ret
 
     caplog.clear()
-    # Test supressing error
+    # Test suppressing error
     ret = strategy_safe_wrapper(failing_method, message='DeadBeef', supress_error=True)()
     assert log_has_re(r'DeadBeef.*', caplog)
 

From 0264d77d8670e43304b58ad1ea2d39cff6550596 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 16 Aug 2021 20:02:25 +0200
Subject: [PATCH 448/834] Fix test for fixed typo

---
 tests/exchange/test_exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 9ac9f84e5..a5099a3ce 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2182,7 +2182,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
     pair = 'ETH/BTC'
 
     with pytest.raises(OperationalException,
-                       match="This exchange does not suport downloading Trades."):
+                       match="This exchange does not support downloading Trades."):
         exchange.get_historic_trades(pair, since=trades_history[0][0],
                                      until=trades_history[-1][0])
 

From 3ea4b2ba00a4d3cef42def46dc0b32a7ef7b7603 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Mon, 16 Aug 2021 15:18:57 -0400
Subject: [PATCH 449/834] add custom_price_max_distance_percent security to
 get_valid_price, update tests

---
 freqtrade/freqtradebot.py  | 17 ++++++++++++++---
 tests/test_freqtradebot.py | 14 +++++++++++++-
 2 files changed, 27 insertions(+), 4 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 9a1b2ab0c..13632bad1 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1401,10 +1401,21 @@ class FreqtradeBot(LoggingMixin):
         """
         if custom_price:
             try:
-                valid_price = float(custom_price)
+                valid_custom_price = float(custom_price)
             except ValueError:
-                valid_price = proposed_price
+                valid_custom_price = proposed_price
         else:
-            valid_price = proposed_price
+            valid_custom_price = proposed_price
+
+        cust_p_max_dist_pct = self.config.get('custom_price_max_distance_percent', 2.0)
+        min_custom_price_allowed = proposed_price - ((proposed_price * cust_p_max_dist_pct) / 100)
+        max_custom_price_allowed = proposed_price + ((proposed_price * cust_p_max_dist_pct) / 100)
+
+        if valid_custom_price > max_custom_price_allowed:
+            valid_price = max_custom_price_allowed
+        elif valid_custom_price < min_custom_price_allowed:
+            valid_price = min_custom_price_allowed
+        else:
+            valid_price = valid_custom_price
 
         return valid_price
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a475ced48..80bcabdb6 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4594,19 +4594,25 @@ def test_get_valid_price(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['custom_price_max_distance_percent'] = 2.0
 
     custom_price_string = "10"
     custom_price_badstring = "10abc"
     custom_price_float = 10.0
     custom_price_int = 10
 
-    proposed_price = 12.2
+    custom_price_over_max_alwd = 11.0
+    custom_price_under_min_alwd = 9.0
+    proposed_price = 10.1
 
     valid_price_from_string = freqtrade.get_valid_price(custom_price_string, proposed_price)
     valid_price_from_badstring = freqtrade.get_valid_price(custom_price_badstring, proposed_price)
     valid_price_from_int = freqtrade.get_valid_price(custom_price_int, proposed_price)
     valid_price_from_float = freqtrade.get_valid_price(custom_price_float, proposed_price)
 
+    valid_price_at_max_alwd = freqtrade.get_valid_price(custom_price_over_max_alwd, proposed_price)
+    valid_price_at_min_alwd = freqtrade.get_valid_price(custom_price_under_min_alwd, proposed_price)
+
     assert isinstance(valid_price_from_string, float)
     assert isinstance(valid_price_from_badstring, float)
     assert isinstance(valid_price_from_int, float)
@@ -4616,3 +4622,9 @@ def test_get_valid_price(mocker, default_conf) -> None:
     assert valid_price_from_badstring == proposed_price
     assert valid_price_from_int == custom_price_int
     assert valid_price_from_float == custom_price_float
+
+    assert valid_price_at_max_alwd != custom_price_over_max_alwd
+    assert valid_price_at_max_alwd > proposed_price
+
+    assert valid_price_at_min_alwd != custom_price_under_min_alwd
+    assert valid_price_at_min_alwd < proposed_price

From faff40577a48acc161593e685c707664c5d9083d Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Mon, 16 Aug 2021 15:33:05 -0400
Subject: [PATCH 450/834] fix test_execute_buy In case of custom entry price

---
 tests/test_freqtradebot.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 80bcabdb6..5b5e3ce28 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -905,13 +905,14 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
         freqtrade.execute_buy(pair, stake_amount)
 
     # In case of custom entry price
+    mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
     limit_buy_order['status'] = 'open'
     limit_buy_order['id'] = '5566'
-    freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.77
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
     assert freqtrade.execute_buy(pair, stake_amount)
     trade = Trade.query.all()[6]
     assert trade
-    assert trade.open_rate_requested == 0.77
+    assert trade.open_rate_requested == 0.508
 
     # In case of custom entry price set to None
     limit_buy_order['status'] = 'open'

From 17daba321bfbc755443c5399c9ad3569f11fc38b Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Mon, 16 Aug 2021 23:09:30 -0400
Subject: [PATCH 451/834] add custom_price_max_distance_percent config option
 in constants

---
 freqtrade/constants.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index de4bc99b4..2f51f45f7 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -191,6 +191,9 @@ CONF_SCHEMA = {
             },
             'required': ['price_side']
         },
+        'custom_price_max_distance_percent': {
+           'type': 'number', 'minimum': 0.0
+        },
         'order_types': {
             'type': 'object',
             'properties': {

From f08d673a52f4034e367c26ca911911b793d6a734 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Mon, 16 Aug 2021 23:26:08 -0400
Subject: [PATCH 452/834] add details and exemple of
 custom_price_max_distance_percent usage in doc

---
 docs/strategy-advanced.md | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index e53f20693..babcc5e7b 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -398,7 +398,10 @@ class AwesomeStrategy(IStrategy):
 ```
 
 !!! Warning
-    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders.
+    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_percent` parameter.
+
+_Exemple_
+If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_percent` is set to 2%, The retained valid custom entry price will be 98.
 
 !!! Warning "No backtesting support"
     Custom entry-prices are currently not supported during backtesting.

From f47191582872279de090667cb5fc8f703125569c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 17 Aug 2021 06:41:13 +0200
Subject: [PATCH 453/834] Add test for refresh_latest_ohlcv caching

---
 tests/exchange/test_exchange.py | 13 ++++++++++---
 1 file changed, 10 insertions(+), 3 deletions(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index a5099a3ce..27eeed39b 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1564,13 +1564,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     pairs = [('IOTA/ETH', '5m'), ('XRP/ETH', '5m')]
     # empty dicts
     assert not exchange._klines
-    exchange.refresh_latest_ohlcv(pairs, cache=False)
+    res = exchange.refresh_latest_ohlcv(pairs, cache=False)
     # No caching
     assert not exchange._klines
+
+    assert len(res) == len(pairs)
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     exchange._api_async.fetch_ohlcv.reset_mock()
 
-    exchange.refresh_latest_ohlcv(pairs)
+    res = exchange.refresh_latest_ohlcv(pairs)
+    assert len(res) == len(pairs)
 
     assert log_has(f'Refreshing candle (OHLCV) data for {len(pairs)} pairs', caplog)
     assert exchange._klines
@@ -1587,12 +1590,16 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
         assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
 
     # test caching
-    exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m')])
+    assert len(res) == len(pairs)
 
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     assert log_has(f"Using cached candle (OHLCV) data for pair {pairs[0][0]}, "
                    f"timeframe {pairs[0][1]} ...",
                    caplog)
+    res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '5m'), ('XRP/ETH', '5m'), ('XRP/ETH', '1d')],
+                                        cache=False)
+    assert len(res) == 3
 
 
 @pytest.mark.asyncio

From 9758bed250450eb54de455987de2c2c5b93ed6be Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 17 Aug 2021 06:44:20 +0200
Subject: [PATCH 454/834] Fix refresh_latest_ohlcv bug

---
 freqtrade/exchange/exchange.py               | 7 ++++++-
 freqtrade/plugins/pairlist/VolumePairList.py | 2 +-
 2 files changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 9aa5b98a8..dbd72aca4 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1253,7 +1253,7 @@ class Exchange:
         logger.debug("Refreshing candle (OHLCV) data for %d pairs", len(pair_list))
 
         input_coroutines = []
-
+        cached_pairs = []
         # Gather coroutines to run
         for pair, timeframe in set(pair_list):
             if (((pair, timeframe) not in self._klines)
@@ -1265,6 +1265,7 @@ class Exchange:
                     "Using cached candle (OHLCV) data for pair %s, timeframe %s ...",
                     pair, timeframe
                 )
+                cached_pairs.append((pair, timeframe))
 
         results = asyncio.get_event_loop().run_until_complete(
             asyncio.gather(*input_coroutines, return_exceptions=True))
@@ -1287,6 +1288,10 @@ class Exchange:
             results_df[(pair, timeframe)] = ohlcv_df
             if cache:
                 self._klines[(pair, timeframe)] = ohlcv_df
+        # Return cached klines
+        for pair, timeframe in cached_pairs:
+            results_df[(pair, timeframe)] = self.klines((pair, timeframe), copy=False)
+
         return results_df
 
     def _now_is_time_to_refresh(self, pair: str, timeframe: str) -> bool:
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 8d01aeee1..23291d39e 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -115,7 +115,7 @@ class VolumePairList(IPairList):
         pairlist = self._pair_cache.get('pairlist')
         if pairlist:
             # Item found - no refresh necessary
-            return pairlist
+            return pairlist.copy()
         else:
             # Use fresh pairlist
             # Check if pair quote currency equals to the stake currency.

From 37e3d20357943e18e0f0197a11e911aa4d2031e0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 17 Aug 2021 06:54:10 +0200
Subject: [PATCH 455/834] Fix no-event-loop available

closes #5433
---
 freqtrade/rpc/api_server/uvicorn_threaded.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/api_server/uvicorn_threaded.py b/freqtrade/rpc/api_server/uvicorn_threaded.py
index 2f72cb74c..b63999f51 100644
--- a/freqtrade/rpc/api_server/uvicorn_threaded.py
+++ b/freqtrade/rpc/api_server/uvicorn_threaded.py
@@ -32,8 +32,11 @@ class UvicornServer(uvicorn.Server):
             asyncio_setup()
         else:
             asyncio.set_event_loop(uvloop.new_event_loop())
-
-        loop = asyncio.get_event_loop()
+        try:
+            loop = asyncio.get_event_loop()
+        except RuntimeError:
+            # When running in a thread, we'll not have an eventloop yet.
+            loop = asyncio.new_event_loop()
         loop.run_until_complete(self.serve(sockets=sockets))
 
     @contextlib.contextmanager

From 4164f9385313f98bce671aaa2fc9182bd5ad72d5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 17 Aug 2021 20:41:08 +0200
Subject: [PATCH 456/834] Simplify fiat_convert and handle multi-mappings

---
 freqtrade/rpc/fiat_convert.py  | 40 ++++++++++++++++++++--------------
 tests/rpc/test_fiat_convert.py | 39 +++++++++++++++++++++------------
 2 files changed, 49 insertions(+), 30 deletions(-)

diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py
index cdc09b437..f4e82261e 100644
--- a/freqtrade/rpc/fiat_convert.py
+++ b/freqtrade/rpc/fiat_convert.py
@@ -5,7 +5,7 @@ e.g BTC to USD
 
 import datetime
 import logging
-from typing import Dict
+from typing import Dict, List
 
 from cachetools.ttl import TTLCache
 from pycoingecko import CoinGeckoAPI
@@ -25,8 +25,7 @@ class CryptoToFiatConverter:
     """
     __instance = None
     _coingekko: CoinGeckoAPI = None
-
-    _cryptomap: Dict = {}
+    _coinlistings: List[Dict] = []
     _backoff: float = 0.0
 
     def __new__(cls):
@@ -49,9 +48,8 @@ class CryptoToFiatConverter:
 
     def _load_cryptomap(self) -> None:
         try:
-            coinlistings = self._coingekko.get_coins_list()
-            # Create mapping table from symbol to coingekko_id
-            self._cryptomap = {x['symbol']: x['id'] for x in coinlistings}
+            # Use list-comprehension to ensure we get a list.
+            self._coinlistings = [x for x in self._coingekko.get_coins_list()]
         except RequestException as request_exception:
             if "429" in str(request_exception):
                 logger.warning(
@@ -69,6 +67,24 @@ class CryptoToFiatConverter:
             logger.error(
                 f"Could not load FIAT Cryptocurrency map for the following problem: {exception}")
 
+    def _get_gekko_id(self, crypto_symbol):
+        if not self._coinlistings:
+            if self._backoff <= datetime.datetime.now().timestamp():
+                self._load_cryptomap()
+                # Still not loaded.
+                if not self._coinlistings:
+                    return None
+            else:
+                return None
+        found = [x for x in self._coinlistings if x['symbol'] == crypto_symbol]
+        if len(found) == 1:
+            return found[0]['id']
+
+        if len(found) > 0:
+            # Wrong!
+            logger.warning(f"Found multiple mappings in goingekko for {crypto_symbol}.")
+            return None
+
     def convert_amount(self, crypto_amount: float, crypto_symbol: str, fiat_symbol: str) -> float:
         """
         Convert an amount of crypto-currency to fiat
@@ -143,22 +159,14 @@ class CryptoToFiatConverter:
         if crypto_symbol == fiat_symbol:
             return 1.0
 
-        if self._cryptomap == {}:
-            if self._backoff <= datetime.datetime.now().timestamp():
-                self._load_cryptomap()
-                # return 0.0 if we still don't have data to check, no reason to proceed
-                if self._cryptomap == {}:
-                    return 0.0
-            else:
-                return 0.0
+        _gekko_id = self._get_gekko_id(crypto_symbol)
 
-        if crypto_symbol not in self._cryptomap:
+        if not _gekko_id:
             # return 0 for unsupported stake currencies (fiat-convert should not break the bot)
             logger.warning("unsupported crypto-symbol %s - returning 0.0", crypto_symbol)
             return 0.0
 
         try:
-            _gekko_id = self._cryptomap[crypto_symbol]
             return float(
                 self._coingekko.get_price(
                     ids=_gekko_id,
diff --git a/tests/rpc/test_fiat_convert.py b/tests/rpc/test_fiat_convert.py
index 9fb1122f5..2fe5d4a56 100644
--- a/tests/rpc/test_fiat_convert.py
+++ b/tests/rpc/test_fiat_convert.py
@@ -22,7 +22,7 @@ def test_fiat_convert_is_supported(mocker):
 def test_fiat_convert_find_price(mocker):
     fiat_convert = CryptoToFiatConverter()
 
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._backoff = 0
     mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._load_cryptomap',
                  return_value=None)
@@ -44,7 +44,7 @@ def test_fiat_convert_find_price(mocker):
 
 
 def test_fiat_convert_unsupported_crypto(mocker, caplog):
-    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._coinlistings', return_value=[])
     fiat_convert = CryptoToFiatConverter()
     assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
     assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog)
@@ -88,9 +88,9 @@ def test_fiat_convert_two_FIAT(mocker):
 def test_loadcryptomap(mocker):
 
     fiat_convert = CryptoToFiatConverter()
-    assert len(fiat_convert._cryptomap) == 2
+    assert len(fiat_convert._coinlistings) == 2
 
-    assert fiat_convert._cryptomap["btc"] == "bitcoin"
+    assert fiat_convert._get_gekko_id("btc") == "bitcoin"
 
 
 def test_fiat_init_network_exception(mocker):
@@ -102,11 +102,10 @@ def test_fiat_init_network_exception(mocker):
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
-    assert length_cryptomap == 0
+    assert len(fiat_convert._coinlistings) == 0
 
 
 def test_fiat_convert_without_network(mocker):
@@ -132,11 +131,10 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = {}
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
-    assert length_cryptomap == 0
+    assert len(fiat_convert._coinlistings) == 0
     assert fiat_convert._backoff > datetime.datetime.now().timestamp()
     assert log_has(
         'Too many requests for Coingecko API, backing off and trying again later.',
@@ -144,20 +142,33 @@ def test_fiat_too_many_requests_response(mocker, caplog):
     )
 
 
+def test_fiat_multiple_coins(mocker, caplog):
+    fiat_convert = CryptoToFiatConverter()
+    fiat_convert._coinlistings = [
+        {'id': 'helium', 'symbol': 'hnt', 'name': 'Helium'},
+        {'id': 'hymnode', 'symbol': 'hnt', 'name': 'Hymnode'},
+        {'id': 'bitcoin', 'symbol': 'btc', 'name': 'Bitcoin'},
+    ]
+
+    assert fiat_convert._get_gekko_id('btc') == 'bitcoin'
+    assert fiat_convert._get_gekko_id('hnt') is None
+
+    assert log_has('Found multiple mappings in goingekko for hnt.', caplog)
+
+
 def test_fiat_invalid_response(mocker, caplog):
     # Because CryptoToFiatConverter is a Singleton we reset the listings
-    listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
+    listmock = MagicMock(return_value=None)
     mocker.patch.multiple(
         'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
         get_coins_list=listmock,
     )
     # with pytest.raises(RequestEsxception):
     fiat_convert = CryptoToFiatConverter()
-    fiat_convert._cryptomap = {}
+    fiat_convert._coinlistings = []
     fiat_convert._load_cryptomap()
 
-    length_cryptomap = len(fiat_convert._cryptomap)
-    assert length_cryptomap == 0
+    assert len(fiat_convert._coinlistings) == 0
     assert log_has_re('Could not load FIAT Cryptocurrency map for the following problem: .*',
                       caplog)
 

From 6e41add40e3d223f26d9acd9054571e1b7e947b7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 18 Aug 2021 06:25:30 +0200
Subject: [PATCH 457/834] Version bump ccxt

closes #5437
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3bd34fad8..0e00c289a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.6
+ccxt==1.55.13
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From acb00cd0728efe1e2bee29fa3ed2ae2b7173935b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 18 Aug 2021 06:25:52 +0200
Subject: [PATCH 458/834] Use realistic threshold for "get_fee" test

---
 tests/exchange/test_ccxt_compat.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index dce10da84..ffca9ec81 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -142,8 +142,8 @@ class TestCCXTExchange():
     def test_ccxt_get_fee(self, exchange):
         exchange, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
-
-        assert 0 < exchange.get_fee(pair, 'limit', 'buy') < 1
-        assert 0 < exchange.get_fee(pair, 'limit', 'sell') < 1
-        assert 0 < exchange.get_fee(pair, 'market', 'buy') < 1
-        assert 0 < exchange.get_fee(pair, 'market', 'sell') < 1
+        threshold = 0.01
+        assert 0 < exchange.get_fee(pair, 'limit', 'buy') < threshold
+        assert 0 < exchange.get_fee(pair, 'limit', 'sell') < threshold
+        assert 0 < exchange.get_fee(pair, 'market', 'buy') < threshold
+        assert 0 < exchange.get_fee(pair, 'market', 'sell') < threshold

From 2fb9f6e2f4d4621a9f87c27ee22588344901e29e Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 18 Aug 2021 05:07:37 -0400
Subject: [PATCH 459/834] rename custom price max distance option in config,
 update formula and test associated

---
 docs/strategy-advanced.md  | 4 ++--
 freqtrade/constants.py     | 2 +-
 freqtrade/freqtradebot.py  | 6 +++---
 tests/test_freqtradebot.py | 2 +-
 4 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index babcc5e7b..a0ae7201f 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -398,10 +398,10 @@ class AwesomeStrategy(IStrategy):
 ```
 
 !!! Warning
-    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_percent` parameter.
+    Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
 
 _Exemple_
-If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_percent` is set to 2%, The retained valid custom entry price will be 98.
+If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
 
 !!! Warning "No backtesting support"
     Custom entry-prices are currently not supported during backtesting.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 2f51f45f7..cde276ac0 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -191,7 +191,7 @@ CONF_SCHEMA = {
             },
             'required': ['price_side']
         },
-        'custom_price_max_distance_percent': {
+        'custom_price_max_distance_ratio': {
            'type': 'number', 'minimum': 0.0
         },
         'order_types': {
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index bd62934c5..caf201451 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1407,9 +1407,9 @@ class FreqtradeBot(LoggingMixin):
         else:
             valid_custom_price = proposed_price
 
-        cust_p_max_dist_pct = self.config.get('custom_price_max_distance_percent', 2.0)
-        min_custom_price_allowed = proposed_price - ((proposed_price * cust_p_max_dist_pct) / 100)
-        max_custom_price_allowed = proposed_price + ((proposed_price * cust_p_max_dist_pct) / 100)
+        cust_p_max_dist_r = self.config.get('custom_price_max_distance_ratio', 0.02)
+        min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
+        max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
 
         if valid_custom_price > max_custom_price_allowed:
             valid_price = max_custom_price_allowed
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5b5e3ce28..21bad5c64 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4595,7 +4595,7 @@ def test_get_valid_price(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade.config['custom_price_max_distance_percent'] = 2.0
+    freqtrade.config['custom_price_max_distance_ratio'] = 0.02
 
     custom_price_string = "10"
     custom_price_badstring = "10abc"

From 9469c6dfa9bc78bd6c9ff6ae17f0156ada4d6b39 Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 18 Aug 2021 05:10:29 -0400
Subject: [PATCH 460/834] small cosmetic changes in doc related to custom entry
 and exit exemple

---
 docs/strategy-advanced.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index a0ae7201f..f5f2d9197 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -400,8 +400,8 @@ class AwesomeStrategy(IStrategy):
 !!! Warning
     Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
 
-_Exemple_
-If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
+!!! Exemple
+    If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
 
 !!! Warning "No backtesting support"
     Custom entry-prices are currently not supported during backtesting.

From ffd60f392be7a83cf2bf786314322eba4e27bacf Mon Sep 17 00:00:00 2001
From: axel <axel.cherubin@gmail.com>
Date: Wed, 18 Aug 2021 05:22:45 -0400
Subject: [PATCH 461/834] add custom price max distance ratio option in
 configuration.md

---
 docs/configuration.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/configuration.md b/docs/configuration.md
index fab3004a5..09198e019 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -110,6 +110,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
+| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
 | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> **Datatype:** Boolean
 | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String

From d97fc1e484ceb29a93f31e259556e9f74abda717 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 18 Aug 2021 19:55:11 +0200
Subject: [PATCH 462/834] Update docs/strategy-advanced.md

---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index f5f2d9197..b039f542f 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -400,7 +400,7 @@ class AwesomeStrategy(IStrategy):
 !!! Warning
     Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
 
-!!! Exemple
+!!! Example
     If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
 
 !!! Warning "No backtesting support"

From 9951f510795c241f516d6046b12699be885e84b6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 18 Aug 2021 20:20:11 +0200
Subject: [PATCH 463/834] Update test to ensure direction of movement is
 correct

---
 freqtrade/freqtradebot.py  | 12 ++++--------
 tests/test_freqtradebot.py |  4 ++--
 2 files changed, 6 insertions(+), 10 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index caf201451..e7a2a3784 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1411,11 +1411,7 @@ class FreqtradeBot(LoggingMixin):
         min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
         max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
 
-        if valid_custom_price > max_custom_price_allowed:
-            valid_price = max_custom_price_allowed
-        elif valid_custom_price < min_custom_price_allowed:
-            valid_price = min_custom_price_allowed
-        else:
-            valid_price = valid_custom_price
-
-        return valid_price
+        # Bracket between min_custom_price_allowed and max_custom_price_allowed
+        return max(
+            min(valid_custom_price, max_custom_price_allowed),
+            min_custom_price_allowed)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 21bad5c64..a2bb01a4b 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4624,8 +4624,8 @@ def test_get_valid_price(mocker, default_conf) -> None:
     assert valid_price_from_int == custom_price_int
     assert valid_price_from_float == custom_price_float
 
-    assert valid_price_at_max_alwd != custom_price_over_max_alwd
+    assert valid_price_at_max_alwd < custom_price_over_max_alwd
     assert valid_price_at_max_alwd > proposed_price
 
-    assert valid_price_at_min_alwd != custom_price_under_min_alwd
+    assert valid_price_at_min_alwd > custom_price_under_min_alwd
     assert valid_price_at_min_alwd < proposed_price

From dc0b4d07d48b78541701c5939ada74c31304c200 Mon Sep 17 00:00:00 2001
From: topscoder <86197446+topscoder@users.noreply.github.com>
Date: Wed, 18 Aug 2021 20:52:11 +0200
Subject: [PATCH 464/834] Fix typo

Reseting -> Resetting
---
 setup.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/setup.sh b/setup.sh
index a85bd3104..feb0241f8 100755
--- a/setup.sh
+++ b/setup.sh
@@ -163,7 +163,7 @@ function update() {
 # Reset Develop or Stable branch
 function reset() {
     echo "----------------------------"
-    echo "Reseting branch and virtual env"
+    echo "Resetting branch and virtual env"
     echo "----------------------------"
 
     if [ "1" == $(git branch -vv |grep -cE "\* develop|\* stable") ]

From ba5abb20bd07211022b0db1a4cf47fa5ec7e9609 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 20 Aug 2021 06:30:27 +0200
Subject: [PATCH 465/834] Run compat ci for gate.io

---
 requirements.txt                   | 2 +-
 tests/exchange/test_ccxt_compat.py | 5 +++++
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 0e00c289a..09109baaf 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.13
+ccxt==1.55.20
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index ffca9ec81..3a32d108b 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -42,6 +42,11 @@ EXCHANGES = {
         'hasQuoteVolume': True,
         'timeframe': '5m',
     },
+    'gateio': {
+        'pair': 'BTC/USDT',
+        'hasQuoteVolume': True,
+        'timeframe': '5m',
+    },
 }
 
 

From 695a1e21bf0b622bffc78dfd56073367cd713cc7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 20 Aug 2021 06:51:04 +0200
Subject: [PATCH 466/834] Set gate.io download limit to 1000 candles

---
 freqtrade/exchange/__init__.py |  1 +
 freqtrade/exchange/gateio.py   | 23 +++++++++++++++++++++++
 2 files changed, 24 insertions(+)
 create mode 100644 freqtrade/exchange/gateio.py

diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 015e0c869..b0c88a51a 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -15,6 +15,7 @@ from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
                                          timeframe_to_seconds, validate_exchange,
                                          validate_exchanges)
 from freqtrade.exchange.ftx import Ftx
+from freqtrade.exchange.gateio import Gateio
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.kraken import Kraken
 from freqtrade.exchange.kucoin import Kucoin
diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py
new file mode 100644
index 000000000..9c910a10d
--- /dev/null
+++ b/freqtrade/exchange/gateio.py
@@ -0,0 +1,23 @@
+""" Gate.io exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Gateio(Exchange):
+    """
+    Gate.io exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 1000,
+    }

From 40ad4510194e3eba6512fa1f2ca7d071ae38babd Mon Sep 17 00:00:00 2001
From: Masoud Azizi <mablue92@gmail.com>
Date: Thu, 19 Aug 2021 18:34:02 +0000
Subject: [PATCH 467/834] Download-data log process added

Download-data log process added

pytest assert solved
---
 freqtrade/data/history/history_utils.py | 33 ++++++++++++++-----------
 tests/data/test_history.py              | 10 +++++---
 2 files changed, 24 insertions(+), 19 deletions(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 1459dfd78..6f125aaa9 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -117,10 +117,11 @@ def refresh_data(datadir: Path,
     :param timerange: Limit data to be loaded to this timerange
     """
     data_handler = get_datahandler(datadir, data_format)
-    for pair in pairs:
-        _download_pair_history(pair=pair, timeframe=timeframe,
-                               datadir=datadir, timerange=timerange,
-                               exchange=exchange, data_handler=data_handler)
+    for idx, pair in enumerate(pairs):
+        process = f'{idx}/{len(pairs)}'
+        _download_pair_history(pair=pair, process=process,
+                               timeframe=timeframe, datadir=datadir,
+                               timerange=timerange, exchange=exchange, data_handler=data_handler)
 
 
 def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optional[TimeRange],
@@ -153,13 +154,14 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
     return data, start_ms
 
 
-def _download_pair_history(datadir: Path,
+def _download_pair_history(pair: str, *,
+                           datadir: Path,
                            exchange: Exchange,
-                           pair: str, *,
-                           new_pairs_days: int = 30,
                            timeframe: str = '5m',
-                           timerange: Optional[TimeRange] = None,
-                           data_handler: IDataHandler = None) -> bool:
+                           process: str = '',
+                           new_pairs_days: int = 30,
+                           data_handler: IDataHandler = None,
+                           timerange: Optional[TimeRange] = None) -> bool:
     """
     Download latest candles from the exchange for the pair and timeframe passed in parameters
     The data is downloaded starting from the last correct data that
@@ -177,7 +179,7 @@ def _download_pair_history(datadir: Path,
 
     try:
         logger.info(
-            f'Download history data for pair: "{pair}", timeframe: {timeframe} '
+            f'Download history data for pair: "{pair}" ({process}), timeframe: {timeframe} '
             f'and store in {datadir}.'
         )
 
@@ -234,7 +236,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
     """
     pairs_not_available = []
     data_handler = get_datahandler(datadir, data_format)
-    for pair in pairs:
+    for idx, pair in enumerate(pairs, start=1):
         if pair not in exchange.markets:
             pairs_not_available.append(pair)
             logger.info(f"Skipping pair {pair}...")
@@ -247,10 +249,11 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                         f'Deleting existing data for pair {pair}, interval {timeframe}.')
 
             logger.info(f'Downloading pair {pair}, interval {timeframe}.')
-            _download_pair_history(datadir=datadir, exchange=exchange,
-                                   pair=pair, timeframe=str(timeframe),
-                                   new_pairs_days=new_pairs_days,
-                                   timerange=timerange, data_handler=data_handler)
+            process = f'{idx}/{len(pairs)}'
+            _download_pair_history(pair=pair, process=process,
+                                   datadir=datadir, exchange=exchange,
+                                   timerange=timerange, data_handler=data_handler,
+                                   timeframe=str(timeframe), new_pairs_days=new_pairs_days)
     return pairs_not_available
 
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 13d22ebb7..bcc2bf052 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -133,8 +133,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
-        'Download history data for pair: "MEME/BTC", timeframe: 1m '
-        'and store in .*', caplog
+        'Download history data for pair: "MEME/BTC" (0/1), timeframe: 1m '
+        'and store in', caplog
     )
 
 
@@ -278,8 +278,10 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
         return_value=None)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
-    _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
-    _download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
+    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
+                           timeframe='1m')
+    _download_pair_history(datadir=testdatadir, exchange=exchange, pair="UNITTEST/BTC",
+                           timeframe='3m')
     assert json_dump_mock.call_count == 2
 
 

From 127f470bc3928b052fc5ac00d85f4422ae4e5f1f Mon Sep 17 00:00:00 2001
From: Masoud Azizi <mablue92@gmail.com>
Date: Fri, 20 Aug 2021 20:28:10 +0000
Subject: [PATCH 468/834] .* ADDED

---
 tests/data/test_history.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index bcc2bf052..e9d2c3638 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -133,8 +133,8 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
-        'Download history data for pair: "MEME/BTC" (0/1), timeframe: 1m '
-        'and store in', caplog
+        r'Download history data for pair: "MEME/BTC" \(0/1\), timeframe: 1m '
+        r'and store in .*', caplog
     )
 
 

From 56759cea7b8697f3e2f687e8e2f47bdbf001c593 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 22 Aug 2021 14:37:45 +0200
Subject: [PATCH 469/834] Add "high fee rate" blocker to fees from trades

part of #5415 (potentially fixing this)
---
 freqtrade/freqtradebot.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index e7a2a3784..41d61f946 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1381,7 +1381,9 @@ class FreqtradeBot(LoggingMixin):
         if fee_currency:
             # fee_rate should use mean
             fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
-            trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
+            if fee_rate is not None and fee_rate < 0.02:
+                # Only update if fee-rate is < 2%
+                trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
 
         if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
             logger.warning(f"Amount {amount} does not match amount {trade.amount}")

From 04b4deab588897d258ec8f44851875f86e99b3fa Mon Sep 17 00:00:00 2001
From: JoeSchr <JoeSchr@users.noreply.github.com>
Date: Sun, 22 Aug 2021 20:14:36 +0300
Subject: [PATCH 470/834] Update strategy-advanced.md

Add `` for consistency
---
 docs/strategy-advanced.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index b039f542f..4409af6ea 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -361,7 +361,7 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 By default, freqtrade use the orderbook to automatically set an order price([Relevant documentation](configuration.md#prices-used-for-orders)), you also have the option to create custom order prices based on your strategy.
 
-You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and custom_exit_price for exits.
+You can use this feature by creating a `custom_entry_price()` function in your strategy file to customize entry prices and `custom_exit_price()` for exits.
 
 !!! Note
     If your custom pricing function return None or an invalid value, price will fall back to `proposed_rate`, which is based on the regular pricing configuration.

From 3026583ed480cdaab0be78554fcc0d68cf85ed00 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 22 Aug 2021 19:40:09 +0200
Subject: [PATCH 471/834] Reduce verbosity of "is in blacklist" logging

---
 freqtrade/plugins/pairlist/VolumePairList.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index 23291d39e..c70e4a904 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -4,6 +4,7 @@ Volume PairList provider
 Provides dynamic pair list based on trade volumes
 """
 import logging
+from functools import partial
 from typing import Any, Dict, List
 
 import arrow
@@ -203,7 +204,7 @@ class VolumePairList(IPairList):
 
         # Validate whitelist to only have active market pairs
         pairs = self._whitelist_for_active_markets([s['symbol'] for s in sorted_tickers])
-        pairs = self.verify_blacklist(pairs, logger.info)
+        pairs = self.verify_blacklist(pairs, partial(self.log_once, logmethod=logger.info))
         # Limit pairlist to the requested number of pairs
         pairs = pairs[:self._number_pairs]
 

From 4ee467f8575ae2d2f3488bad00ba4ee774b4e8bb Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Aug 2021 03:01:26 +0000
Subject: [PATCH 472/834] Bump ccxt from 1.55.20 to 1.55.28

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.55.20 to 1.55.28.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.55.20...1.55.28)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 09109baaf..f7934c903 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.20
+ccxt==1.55.28
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 0f9bfcf8b0699b9935d96d7bf18e3091693d0245 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Aug 2021 03:01:28 +0000
Subject: [PATCH 473/834] Bump types-cachetools from 0.1.10 to 4.2.0

Bumps [types-cachetools](https://github.com/python/typeshed) from 0.1.10 to 4.2.0.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index b20cb6693..67ee0035b 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -19,7 +19,7 @@ isort==5.9.3
 nbconvert==6.1.0
 
 # mypy types
-types-cachetools==0.1.10
+types-cachetools==4.2.0
 types-filelock==0.1.5
 types-requests==2.25.6
 types-tabulate==0.8.2

From 90f1845eafa03f9a6236904bc78a75190bad0065 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Aug 2021 03:01:33 +0000
Subject: [PATCH 474/834] Bump prompt-toolkit from 3.0.19 to 3.0.20

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.19 to 3.0.20.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.19...3.0.20)

---
updated-dependencies:
- dependency-name: prompt-toolkit
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 09109baaf..11b48cbc3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -40,4 +40,4 @@ aiofiles==0.7.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.10.0
-prompt-toolkit==3.0.19
+prompt-toolkit==3.0.20

From 345c7ab64b8a7422bdc555605c7c1cb1669c61d6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 23 Aug 2021 03:01:42 +0000
Subject: [PATCH 475/834] Bump sqlalchemy from 1.4.22 to 1.4.23

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.22 to 1.4.23.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 09109baaf..1a46fc828 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.55.20
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.22
+SQLAlchemy==1.4.23
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2

From 60b476611cae94d3134c6d6670b9c0c2cbae9474 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 24 Aug 2021 20:51:41 +0200
Subject: [PATCH 476/834] Simplify a number of tests by relying on default
 arguments

---
 tests/rpc/test_rpc.py           | 34 ++++++++++++------------
 tests/rpc/test_rpc_apiserver.py | 24 ++++++++---------
 tests/rpc/test_rpc_telegram.py  | 46 ++++++++++++++++-----------------
 tests/test_freqtradebot.py      |  4 +--
 4 files changed, 54 insertions(+), 54 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 136fa157c..0ba42c4ce 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -35,7 +35,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -192,7 +192,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     )
     del default_conf['fiat_display_currency']
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.RUNNING
@@ -239,7 +239,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -371,7 +371,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -459,7 +459,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     stake_currency = default_conf['stake_currency']
     fiat_display_currency = default_conf['fiat_display_currency']
 
@@ -526,7 +526,7 @@ def test_rpc_balance_handle_error(default_conf, mocker):
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     with pytest.raises(RPCException, match="Error getting current tickers."):
@@ -567,7 +567,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     )
     default_conf['dry_run'] = False
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
 
@@ -612,7 +612,7 @@ def test_rpc_start(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.STOPPED
 
@@ -633,7 +633,7 @@ def test_rpc_stop(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -655,7 +655,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     freqtradebot.state = State.RUNNING
 
@@ -687,7 +687,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=1000)
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     freqtradebot.state = State.STOPPED
@@ -805,7 +805,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     # Create some test data
@@ -838,7 +838,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None:
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     counts = rpc._rpc_count()
@@ -863,7 +863,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -889,7 +889,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
     # Test not buying
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     freqtradebot.config['stake_amount'] = 0
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'
     trade = rpc._rpc_forcebuy(pair, None)
@@ -902,7 +902,7 @@ def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'trader is not running'):
@@ -913,7 +913,7 @@ def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
     pair = 'ETH/BTC'
     with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 3d02e8188..68bd01911 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -447,7 +447,7 @@ def test_api_balance(botclient, mocker, rpc_balance):
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -509,7 +509,7 @@ def test_api_locks(botclient):
 
 def test_api_show_config(botclient, mocker):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     rc = client_get(client, f"{BASE_URI}/show_config")
     assert_response(rc)
@@ -527,7 +527,7 @@ def test_api_show_config(botclient, mocker):
 
 def test_api_daily(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -545,7 +545,7 @@ def test_api_daily(botclient, mocker, ticker, fee, markets):
 
 def test_api_trades(botclient, mocker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets)
@@ -573,7 +573,7 @@ def test_api_trades(botclient, mocker, fee, markets):
 
 def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         markets=PropertyMock(return_value=markets),
@@ -593,7 +593,7 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
 
 def test_api_delete_trade(botclient, mocker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     stoploss_mock = MagicMock()
     cancel_mock = MagicMock()
     mocker.patch.multiple(
@@ -667,7 +667,7 @@ def test_api_logs(botclient):
 
 def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -683,7 +683,7 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -734,7 +734,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
 @pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -762,7 +762,7 @@ def test_api_stats(botclient, mocker, ticker, fee, markets,):
 
 def test_api_performance(botclient, fee):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     trade = Trade(
         pair='LTC/ETH',
@@ -808,7 +808,7 @@ def test_api_performance(botclient, fee):
 
 def test_api_status(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_balances=MagicMock(return_value=ticker),
@@ -1051,7 +1051,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
         markets=PropertyMock(return_value=markets),
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_get_signal(ftbot, (True, False, None))
+    patch_get_signal(ftbot)
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index b678c3363..8596c7c44 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -119,7 +119,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is True
     assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
@@ -139,7 +139,7 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
 
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
     dummy.dummy_handler(update=update, context=MagicMock())
     assert dummy.state['called'] is False
     assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
@@ -155,7 +155,7 @@ def test_authorized_only_exception(default_conf, mocker, caplog, update) -> None
     bot = FreqtradeBot(default_conf)
     rpc = RPC(bot)
     dummy = DummyCls(rpc, default_conf)
-    patch_get_signal(bot, (True, False, None))
+    patch_get_signal(bot)
 
     dummy.dummy_exception(update=update, context=MagicMock())
     assert dummy.state['called'] is False
@@ -229,7 +229,7 @@ def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     # Status is also enabled when stopped
@@ -286,7 +286,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     # Status table is also enabled when stopped
@@ -330,7 +330,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -401,7 +401,7 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Try invalid data
     msg_mock.reset_mock()
@@ -433,7 +433,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     )
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -488,7 +488,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._stats(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
@@ -514,7 +514,7 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance, tick
                  side_effect=lambda a, b: f"{a}/{b}")
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -537,7 +537,7 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.config['dry_run'] = False
     telegram._balance(update=update, context=MagicMock())
@@ -550,7 +550,7 @@ def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     result = msg_mock.call_args_list[0][0][0]
@@ -579,7 +579,7 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     telegram._balance(update=update, context=MagicMock())
     assert msg_mock.call_count > 1
@@ -678,7 +678,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -737,7 +737,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -798,7 +798,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
     freqtradebot = FreqtradeBot(default_conf)
     rpc = RPC(freqtradebot)
     telegram = Telegram(rpc, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -839,7 +839,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None:
                  return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Trader is not running
     freqtradebot.state = State.STOPPED
@@ -877,7 +877,7 @@ def test_forcebuy_handle(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.RPC._rpc_forcebuy', fbuy_mock)
 
     telegram, freqtradebot, _ = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # /forcebuy ETH/BTC
     context = MagicMock()
@@ -906,7 +906,7 @@ def test_forcebuy_handle_exception(default_conf, update, mocker) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     update.message.text = '/forcebuy ETH/Nonepair'
     telegram._forcebuy(update=update, context=MagicMock())
@@ -923,7 +923,7 @@ def test_forcebuy_no_pair(default_conf, update, mocker) -> None:
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
 
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     context = MagicMock()
     context.args = []
@@ -951,7 +951,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     # Create some test data
     freqtradebot.enter_positions()
@@ -979,7 +979,7 @@ def test_count_handle(default_conf, update, ticker, fee, mocker) -> None:
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
 
     freqtradebot.state = State.STOPPED
     telegram._count(update=update, context=MagicMock())
@@ -1008,7 +1008,7 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
         get_fee=fee,
     )
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot, (True, False, None))
+    patch_get_signal(freqtradebot)
     telegram._locks(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'No active locks.' in msg_mock.call_args_list[0][0][0]
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a2bb01a4b..a859787cb 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1954,7 +1954,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert nb_trades == 0
 
     # Buy is triggering, so buying ...
-    patch_get_signal(freqtrade, value=(True, False, None))
+    patch_get_signal(freqtrade)
     freqtrade.enter_positions()
     trades = Trade.query.all()
     nb_trades = len(trades)
@@ -1999,7 +1999,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     )
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtrade, value=(True, False, None))
+    patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
     freqtrade.enter_positions()

From 8a9407bac9ff906db1d6391e6ce1177b9af1fa79 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 07:13:09 +0200
Subject: [PATCH 477/834] Don't hard-fail when fetch_ticker doesn't return a
 value

closes #5477
---
 freqtrade/exchange/exchange.py  |  2 +-
 tests/exchange/test_exchange.py | 25 +++++++++++++++++++++++++
 2 files changed, 26 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index dbd72aca4..79ee94149 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1038,7 +1038,7 @@ class Exchange:
             logger.debug(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
             ticker_rate = ticker[conf_strategy['price_side']]
-            if ticker['last']:
+            if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
                     balance = conf_strategy['ask_last_balance']
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 27eeed39b..f6ac4c459 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1851,6 +1851,31 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
 
+@pytest.mark.parametrize("entry,side,ask,bid,last,last_ab,expected", [
+    ('buy', 'ask', None, 4, 4,  0, 4),  # ask not available
+    ('buy', 'ask', None, None, 4,  0, 4),  # ask not available
+    ('buy', 'bid', 6, None, 4,  0, 5),  # bid not available
+    ('buy', 'bid', None, None, 4,  0, 5),  # No rate available
+    ('sell', 'ask', None, 4, 4,  0, 4),  # ask not available
+    ('sell', 'ask', None, None, 4,  0, 4),  # ask not available
+    ('sell', 'bid', 6, None, 4,  0, 5),  # bid not available
+    ('sell', 'bid', None, None, 4,  0, 5),  # bid not available
+])
+def test_get_ticker_rate_error(mocker, entry, default_conf, caplog, side, ask, bid,
+                               last, last_ab, expected) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    default_conf['bid_strategy']['price_side'] = side
+    default_conf['ask_strategy']['price_side'] = side
+    default_conf['ask_strategy']['ask_last_balance'] = last_ab
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': ask, 'last': last, 'bid': bid})
+
+    with pytest.raises(PricingError):
+        exchange.get_rate('ETH/BTC', refresh=True, side=entry)
+
+
 @pytest.mark.parametrize('side,expected', [
     ('bid', 0.043936),  # Value from order_book_l2 fiture - bids side
     ('ask', 0.043949),  # Value from order_book_l2 fiture - asks side

From 4b36276e4f0e5b451f2449f9afebc6e90ea143f9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 19:54:26 +0200
Subject: [PATCH 478/834] Improve has_space test

---
 tests/optimize/test_hyperopt_tools.py | 47 +++++++++++++++++++--------
 1 file changed, 33 insertions(+), 14 deletions(-)

diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index cbcb13384..e845b2a77 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -64,34 +64,53 @@ def test_load_previous_results2(mocker, testdatadir, caplog) -> None:
 
 @pytest.mark.parametrize("spaces, expected_results", [
     (['buy'],
-     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False}),
+     {'buy': True, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['sell'],
-     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False}),
+     {'buy': False, 'sell': True, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['roi'],
-     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+     {'buy': False, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['stoploss'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False}),
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['trailing'],
-     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True}),
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': True,
+      'protection': False}),
     (['buy', 'sell', 'roi', 'stoploss'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['buy', 'sell', 'roi', 'stoploss', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': False}),
     (['buy', 'roi'],
-     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False}),
+     {'buy': True, 'sell': False, 'roi': True, 'stoploss': False, 'trailing': False,
+      'protection': False}),
     (['all'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
     (['default'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
     (['default', 'trailing'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': False}),
     (['all', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
     (['default', 'buy'],
-     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False}),
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': False,
+      'protection': False}),
+    (['all'],
+     {'buy': True, 'sell': True, 'roi': True, 'stoploss': True, 'trailing': True,
+      'protection': True}),
+    (['protection'],
+     {'buy': False, 'sell': False, 'roi': False, 'stoploss': False, 'trailing': False,
+      'protection': True}),
 ])
 def test_has_space(hyperopt_conf, spaces, expected_results):
-    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing']:
+    for s in ['buy', 'sell', 'roi', 'stoploss', 'trailing', 'protection']:
         hyperopt_conf.update({'spaces': spaces})
         assert HyperoptTools.has_space(hyperopt_conf, s) == expected_results[s]
 

From 23d21d8ace2e1e58b52e2c0d601cfc972f0031c4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 19:57:10 +0200
Subject: [PATCH 479/834] Fix wrong message if protection-space is missing

closes #5480
---
 freqtrade/optimize/hyperopt_auto.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 03f7dd21e..43e92d9c6 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -74,7 +74,7 @@ class HyperOptAuto(IHyperOpt):
         return self._get_indicator_space('sell', 'sell_indicator_space')
 
     def protection_space(self) -> List['Dimension']:
-        return self._get_indicator_space('protection', 'indicator_space')
+        return self._get_indicator_space('protection', 'protection_space')
 
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)

From 3745966c6c0b95b549790a8652c90236079846cb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 20:01:00 +0200
Subject: [PATCH 480/834] Update help-docstring for hyperopt

---
 docs/hyperopt.md | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 96f9ff177..a9f7425f4 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -48,7 +48,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--hyperopt-path PATH] [--eps] [--dmmp]
                           [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
-                          [--spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]]
+                          [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
                           [--random-state INT] [--min-trades INT]
                           [--hyperopt-loss NAME] [--disable-param-export]
@@ -92,7 +92,7 @@ optional arguments:
                         Starting balance, used for backtesting / hyperopt and
                         dry-runs.
   -e INT, --epochs INT  Specify number of epochs (default: 100).
-  --spaces {all,buy,sell,roi,stoploss,trailing,default} [{all,buy,sell,roi,stoploss,trailing,default} ...]
+  --spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]
                         Specify which parameters to hyperopt. Space-separated
                         list.
   --print-all           Print all results, not only the best ones.

From 68dd349094969d48343849134280d9c8ca2920b5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 20:04:10 +0200
Subject: [PATCH 481/834] Update hyperopt docs regarding protections

---
 docs/hyperopt.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index a9f7425f4..c5a52553b 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -576,7 +576,8 @@ Legal values are:
 * `roi`: just optimize the minimal profit table for your strategy
 * `stoploss`: search for the best stoploss value
 * `trailing`: search for the best trailing stop values
-* `default`: `all` except `trailing`
+* `protection`: search for the best protection parameters (read the [protections section](#optimizing-protections) on how to properly define these)
+* `default`: `all` except `trailing` and `protection`
 * space-separated list of any of the above values for example `--spaces roi stoploss`
 
 The default Hyperopt Search Space, used when no `--space` command line option is specified, does not include the `trailing` hyperspace. We recommend you to run optimization for the `trailing` hyperspace separately, when the best parameters for other hyperspaces were found, validated and pasted into your custom strategy.

From 7fb570cc58fb8157afde1df0e26cd72eabafcd6a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Aug 2021 20:28:55 +0200
Subject: [PATCH 482/834] hyperopt Fallback methods should not be used.

---
 freqtrade/optimize/hyperopt.py | 18 +++++++++++++++---
 1 file changed, 15 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 901900121..e0b35df32 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -107,13 +107,25 @@ class Hyperopt:
             # Populate "fallback" functions here
             # (hasattr is slow so should not be run during "regular" operations)
             if hasattr(self.custom_hyperopt, 'populate_indicators'):
-                self.backtesting.strategy.advise_indicators = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_indicators()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                    )
+                self.backtesting.strategy.populate_indicators = (  # type: ignore
                     self.custom_hyperopt.populate_indicators)  # type: ignore
             if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-                self.backtesting.strategy.advise_buy = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_buy_trend()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                )
+                self.backtesting.strategy.populate_buy_trend = (  # type: ignore
                     self.custom_hyperopt.populate_buy_trend)  # type: ignore
             if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-                self.backtesting.strategy.advise_sell = (  # type: ignore
+                logger.warning(
+                    "DEPRECATED: Using `populate_sell_trend()` in the hyperopt file is deprecated. "
+                    "Please move these methods to your strategy."
+                )
+                self.backtesting.strategy.populate_sell_trend = (  # type: ignore
                     self.custom_hyperopt.populate_sell_trend)  # type: ignore
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set

From 63844d39f62957cc0c89ab6d1f9dfdd9c194f9e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 06:48:26 +0200
Subject: [PATCH 483/834] Rename execute_buy to execute_entry

---
 freqtrade/freqtradebot.py  |  8 ++++----
 freqtrade/rpc/rpc.py       |  2 +-
 tests/test_freqtradebot.py | 42 +++++++++++++++++++-------------------
 tests/test_wallets.py      |  4 ++--
 4 files changed, 28 insertions(+), 28 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 41d61f946..d92156ef7 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -433,11 +433,11 @@ class FreqtradeBot(LoggingMixin):
             if ((bid_check_dom.get('enabled', False)) and
                     (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
-                    return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
+                    return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
                 else:
                     return False
 
-            return self.execute_buy(pair, stake_amount, buy_tag=buy_tag)
+            return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
         else:
             return False
 
@@ -465,8 +465,8 @@ class FreqtradeBot(LoggingMixin):
             logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
             return False
 
-    def execute_buy(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                    forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
+    def execute_entry(self, pair: str, stake_amount: float, price: Optional[float] = None,
+                      forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
         """
         Executes a limit buy for the given pair
         :param pair: pair for which we want to create a LIMIT_BUY
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 0264003a5..51bf0ab3a 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -613,7 +613,7 @@ class RPC:
         stakeamount = self._freqtrade.wallets.get_trade_stake_amount(pair)
 
         # execute buy
-        if self._freqtrade.execute_buy(pair, stakeamount, price, forcebuy=True):
+        if self._freqtrade.execute_entry(pair, stakeamount, price, forcebuy=True):
             Trade.commit()
             trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
             return trade
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a859787cb..9a5a537ef 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -185,7 +185,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
             limit_buy_order_open['id'] = str(i)
             result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
             assert pytest.approx(result) == expected[i]
-            freqtrade.execute_buy('ETH/BTC', result)
+            freqtrade.execute_entry('ETH/BTC', result)
         else:
             with pytest.raises(DependencyException):
                 freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
@@ -584,8 +584,8 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
     patch_get_signal(freqtrade)
 
     # Create 2 existing trades
-    freqtrade.execute_buy('ETH/BTC', default_conf['stake_amount'])
-    freqtrade.execute_buy('NEO/BTC', default_conf['stake_amount'])
+    freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
+    freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
 
     assert len(Trade.get_open_trades()) == 2
     # Change order_id for new orders
@@ -776,7 +776,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
@@ -799,7 +799,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     )
     pair = 'ETH/BTC'
 
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 0
     assert freqtrade.strategy.confirm_trade_entry.call_count == 1
@@ -807,7 +807,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 
     limit_buy_order_open['id'] = '22'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
     assert buy_mm.call_count == 1
     call_args = buy_mm.call_args_list[0][1]
@@ -826,7 +826,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     # Test calling with price
     limit_buy_order_open['id'] = '33'
     fix_price = 0.06
-    assert freqtrade.execute_buy(pair, stake_amount, fix_price)
+    assert freqtrade.execute_entry(pair, stake_amount, fix_price)
     # Make sure get_rate wasn't called again
     assert buy_rate_mock.call_count == 0
 
@@ -844,7 +844,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
 
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[2]
     assert trade
     assert trade.open_order_id is None
@@ -861,7 +861,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '555'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[3]
     assert trade
     assert trade.open_order_id == '555'
@@ -873,7 +873,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '556'
 
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[4]
     assert trade
     assert trade.stake_amount == 150
@@ -881,7 +881,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     # Exception case
     limit_buy_order['id'] = '557'
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[5]
     assert trade
     assert trade.stake_amount == 2.0
@@ -896,20 +896,20 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['id'] = '66'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order))
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(pair, stake_amount)
 
     # Fail to get price...
     mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
 
     with pytest.raises(PricingError, match="Could not determine buy price."):
-        freqtrade.execute_buy(pair, stake_amount)
+        freqtrade.execute_entry(pair, stake_amount)
 
     # In case of custom entry price
     mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
     limit_buy_order['status'] = 'open'
     limit_buy_order['id'] = '5566'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[6]
     assert trade
     assert trade.open_rate_requested == 0.508
@@ -924,7 +924,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
         get_rate=MagicMock(return_value=10),
     )
 
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[7]
     assert trade
     assert trade.open_rate_requested == 10
@@ -933,13 +933,13 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order['status'] = 'open'
     limit_buy_order['id'] = '5568'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[8]
     assert trade
     assert trade.open_rate_requested == 10
 
 
-def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -957,18 +957,18 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
     pair = 'ETH/BTC'
 
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     limit_buy_order['id'] = '222'
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     limit_buy_order['id'] = '2223'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
-    assert freqtrade.execute_buy(pair, stake_amount)
+    assert freqtrade.execute_entry(pair, stake_amount)
 
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
-    assert not freqtrade.execute_buy(pair, stake_amount)
+    assert not freqtrade.execute_entry(pair, stake_amount)
 
 
 def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
diff --git a/tests/test_wallets.py b/tests/test_wallets.py
index 9f58cb71d..53e3b758e 100644
--- a/tests/test_wallets.py
+++ b/tests/test_wallets.py
@@ -157,13 +157,13 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     assert result == result1
 
     # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
-    freqtrade.execute_buy('ETH/USDT', result)
+    freqtrade.execute_entry('ETH/USDT', result)
 
     result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
     assert result == result1
 
     # create 2 trades, order amount should be None
-    freqtrade.execute_buy('LTC/BTC', result)
+    freqtrade.execute_entry('LTC/BTC', result)
 
     result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
     assert result == 0

From c4be52d1c3100bdb5525510c1a8ff7c5f9bb2c37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 06:53:42 +0200
Subject: [PATCH 484/834] rename execute_sell to execute_trade_exit

---
 freqtrade/freqtradebot.py  |  8 ++---
 freqtrade/rpc/rpc.py       |  2 +-
 tests/test_freqtradebot.py | 72 ++++++++++++++++++++------------------
 tests/test_integration.py  |  2 +-
 4 files changed, 43 insertions(+), 41 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d92156ef7..a7451d632 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -745,7 +745,7 @@ class FreqtradeBot(LoggingMixin):
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Selling the trade forcefully')
-            self.execute_sell(trade, trade.stop_loss, sell_reason=SellCheckTuple(
+            self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
                 sell_type=SellType.EMERGENCY_SELL))
 
         except ExchangeError:
@@ -863,7 +863,7 @@ class FreqtradeBot(LoggingMixin):
 
         if should_sell.sell_flag:
             logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_sell(trade, sell_rate, should_sell)
+            self.execute_trade_exit(trade, sell_rate, should_sell)
             return True
         return False
 
@@ -1064,9 +1064,9 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
-    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
+    def execute_trade_exit(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
         """
-        Executes a limit sell for the given trade and limit
+        Executes a trade exit for the given trade and limit
         :param trade: Trade instance
         :param limit: limit rate for the sell order
         :param sell_reason: Reason the sell was triggered
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 51bf0ab3a..95a37452b 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -557,7 +557,7 @@ class RPC:
                 current_rate = self._freqtrade.exchange.get_rate(
                     trade.pair, refresh=False, side="sell")
                 sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
-                self._freqtrade.execute_sell(trade, current_rate, sell_reason)
+                self._freqtrade.execute_trade_exit(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
 
         if self._freqtrade.state != State.RUNNING:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9a5a537ef..75b67e59c 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2007,7 +2007,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     trade = Trade.query.first()
     trade.is_open = True
 
-    # FIX: sniffing logs, suggest handle_trade should not execute_sell
+    # FIX: sniffing logs, suggest handle_trade should not execute_trade_exit
     #      instead that responsibility should be moved out of handle_trade(),
     #      we might just want to check if we are in a sell condition without
     #      executing
@@ -2633,7 +2633,7 @@ def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
     assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
 
 
-def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2661,16 +2661,16 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         fetch_ticker=ticker_sell_up
     )
     # Prevented sell ...
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert rpc_mock.call_count == 0
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
     # Repatch with true
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
     assert rpc_mock.call_count == 1
@@ -2697,7 +2697,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
     } == last_msg
 
 
-def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2722,8 +2722,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         fetch_ticker=ticker_sell_down
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2749,7 +2749,8 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
     } == last_msg
 
 
-def test_execute_sell_custom_exit_price(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
+                                              mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2782,8 +2783,8 @@ def test_execute_sell_custom_exit_price(default_conf, ticker, fee, ticker_sell_u
     # Set a custom exit price
     freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
 
     # Sell price must be different to default bid price
 
@@ -2813,8 +2814,8 @@ def test_execute_sell_custom_exit_price(default_conf, ticker, fee, ticker_sell_u
     } == last_msg
 
 
-def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
-                                                        ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
+                                                              ticker_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2844,8 +2845,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     # Setting trade stoploss to 0.01
 
     trade.stop_loss = 0.00001099 * 0.99
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2872,7 +2873,8 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
     } == last_msg
 
 
-def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, caplog) -> None:
+def test_execute_trade_exit_sloe_cancel_exception(
+        mocker, default_conf, ticker, fee, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
@@ -2899,14 +2901,14 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
     freqtrade.config['dry_run'] = False
     trade.stoploss_order_id = "abcd"
 
-    freqtrade.execute_sell(trade=trade, limit=1234,
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=1234,
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
-def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
-                                                mocker) -> None:
+def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
+                                                      mocker) -> None:
 
     default_conf['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
@@ -2950,8 +2952,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
         fetch_ticker=ticker_sell_up
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     trade = Trade.query.first()
     assert trade
@@ -2959,8 +2961,8 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
     assert rpc_mock.call_count == 3
 
 
-def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
-                                                         mocker) -> None:
+def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
+                                                               mocker) -> None:
     default_conf['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3031,8 +3033,8 @@ def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf, ticker, f
     assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
 
 
-def test_execute_sell_market_order(default_conf, ticker, fee,
-                                   ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_market_order(default_conf, ticker, fee,
+                                         ticker_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3058,8 +3060,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     )
     freqtrade.config['order_types']['sell'] = 'market'
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.ROI))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
     assert trade.close_profit == 0.0620716
@@ -3089,8 +3091,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
     } == last_msg
 
 
-def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
-                                               ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
+                                                     ticker_sell_up, mocker) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
@@ -3117,8 +3119,8 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
     )
 
     sell_reason = SellCheckTuple(sell_type=SellType.ROI)
-    assert not freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
-                                      sell_reason=sell_reason)
+    assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+                                            sell_reason=sell_reason)
     assert mock_insuf.call_count == 1
 
 
@@ -3374,8 +3376,8 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
         fetch_ticker=ticker_sell_down
     )
 
-    freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
-                           sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+                                 sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     trade.close(ticker_sell_down()['bid'])
     assert freqtrade.strategy.is_pair_locked(trade.pair)
 
diff --git a/tests/test_integration.py b/tests/test_integration.py
index b12959a03..215927098 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -9,7 +9,7 @@ from freqtrade.strategy.interface import SellCheckTuple
 from tests.conftest import get_patched_freqtradebot, patch_get_signal
 
 
-def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
+def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
                                                      limit_buy_order, mocker) -> None:
     """
     Tests workflow of selling stoploss_on_exchange.

From 1f3ccc2587d8e8c8d4726906a483cb7ad6f456cb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:00:15 +0200
Subject: [PATCH 485/834] DefaultStrategy does not need to be limited

---
 config_examples/config_full.example.json |  2 +-
 docs/backtesting.md                      |  2 +-
 freqtrade/commands/cli_options.py        |  2 +-
 freqtrade/commands/deploy_commands.py    |  2 --
 tests/commands/test_commands.py          | 11 -----------
 5 files changed, 3 insertions(+), 16 deletions(-)

diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index 3ca413281..d0f3f0df6 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -174,7 +174,7 @@
         "heartbeat_interval": 60
     },
     "disable_dataframe_checks": false,
-    "strategy": "DefaultStrategy",
+    "strategy": "SampleStrategy",
     "strategy_path": "user_data/strategies/",
     "dataformat_ohlcv": "json",
     "dataformat_trades": "jsongz"
diff --git a/docs/backtesting.md b/docs/backtesting.md
index 89980c670..f750e0c4c 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -62,7 +62,7 @@ optional arguments:
                         this together with `--export trades`, the strategy-
                         name is injected into the filename (so `backtest-
                         data.json` becomes `backtest-data-
-                        DefaultStrategy.json`
+                        SampleStrategy.json`
   --export {none,trades}
                         Export backtest results (default: trades).
   --export-filename PATH
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 215ed3f6e..42be5abd6 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -162,7 +162,7 @@ AVAILABLE_CLI_OPTIONS = {
         'Please note that ticker-interval needs to be set either in config '
         'or via command line. When using this together with `--export trades`, '
         'the strategy-name is injected into the filename '
-        '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
+        '(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',
         nargs='+',
     ),
     "export": Arg(
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index eb65579e2..ec558e7b1 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -74,8 +74,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "strategy" in args and args["strategy"]:
-        if args["strategy"] == "DefaultStrategy":
-            raise OperationalException("DefaultStrategy is not allowed as name.")
 
         new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index fc5101979..df2eb2c10 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -510,17 +510,6 @@ def test_start_new_strategy(mocker, caplog):
         start_new_strategy(get_args(args))
 
 
-def test_start_new_strategy_DefaultStrat(mocker, caplog):
-    args = [
-        "new-strategy",
-        "--strategy",
-        "DefaultStrategy"
-    ]
-    with pytest.raises(OperationalException,
-                       match=r"DefaultStrategy is not allowed as name\."):
-        start_new_strategy(get_args(args))
-
-
 def test_start_new_strategy_no_arg(mocker, caplog):
     args = [
         "new-strategy",

From fbf8eb4526601e90f8878985a42a77ba1a46227f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:04:33 +0200
Subject: [PATCH 486/834] Rename test-legacy strategy

---
 tests/commands/test_commands.py           |  4 ++--
 tests/optimize/test_backtesting.py        | 10 +++++-----
 tests/rpc/test_rpc_apiserver.py           |  2 +-
 tests/strategy/strats/failing_strategy.py |  2 +-
 tests/strategy/strats/legacy_strategy.py  |  2 +-
 tests/strategy/test_interface.py          |  2 +-
 tests/strategy/test_strategy_loading.py   |  4 ++--
 7 files changed, 13 insertions(+), 13 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index df2eb2c10..0f34f6e10 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -816,7 +816,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     # pargs['config'] = None
     start_list_strategies(pargs)
     captured = capsys.readouterr()
-    assert "TestStrategyLegacy" in captured.out
+    assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy.py" not in captured.out
     assert "DefaultStrategy" in captured.out
 
@@ -831,7 +831,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     # pargs['config'] = None
     start_list_strategies(pargs)
     captured = capsys.readouterr()
-    assert "TestStrategyLegacy" in captured.out
+    assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy.py" in captured.out
     assert "DefaultStrategy" in captured.out
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 998b2d837..80f7aa2d6 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -473,7 +473,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     Backtesting(default_conf)
 
     # Multiple strategies
-    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
+    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacyV1']
     with pytest.raises(OperationalException,
                        match='PrecisionFilter not allowed for backtesting multiple strategies.'):
         Backtesting(default_conf)
@@ -909,7 +909,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         '--disable-max-market-positions',
         '--strategy-list',
         'DefaultStrategy',
-        'TestStrategyLegacy',
+        'TestStrategyLegacyV1',
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -932,7 +932,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
-        'Running backtesting for Strategy TestStrategyLegacy',
+        'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
     for line in exists:
@@ -1013,7 +1013,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--disable-max-market-positions',
         '--strategy-list',
         'DefaultStrategy',
-        'TestStrategyLegacy',
+        'TestStrategyLegacyV1',
     ]
     args = get_args(args)
     start_backtesting(args)
@@ -1030,7 +1030,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
-        'Running backtesting for Strategy TestStrategyLegacy',
+        'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
     for line in exists:
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 68bd01911..9a20256cd 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1219,7 +1219,7 @@ def test_api_strategies(botclient):
     assert rc.json() == {'strategies': [
         'DefaultStrategy',
         'HyperoptableStrategy',
-        'TestStrategyLegacy'
+        'TestStrategyLegacyV1'
     ]}
 
 
diff --git a/tests/strategy/strats/failing_strategy.py b/tests/strategy/strats/failing_strategy.py
index f8eaac3c3..a65a0ddc2 100644
--- a/tests/strategy/strats/failing_strategy.py
+++ b/tests/strategy/strats/failing_strategy.py
@@ -5,5 +5,5 @@ import nonexiting_module  # noqa
 from freqtrade.strategy.interface import IStrategy
 
 
-class TestStrategyLegacy(IStrategy):
+class TestStrategyLegacyV1(IStrategy):
     pass
diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy.py
index 9ef00b110..ebfce632b 100644
--- a/tests/strategy/strats/legacy_strategy.py
+++ b/tests/strategy/strats/legacy_strategy.py
@@ -10,7 +10,7 @@ from freqtrade.strategy.interface import IStrategy
 # --------------------------------
 
 # This class is a sample. Feel free to customize it.
-class TestStrategyLegacy(IStrategy):
+class TestStrategyLegacyV1(IStrategy):
     """
     This is a test strategy using the legacy function headers, which will be
     removed in a future update.
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index eea6a85d2..d03c7d2c1 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -603,7 +603,7 @@ def test_is_pair_locked(default_conf):
 
 
 def test_is_informative_pairs_callback(default_conf):
-    default_conf.update({'strategy': 'TestStrategyLegacy'})
+    default_conf.update({'strategy': 'TestStrategyLegacyV1'})
     strategy = StrategyResolver.load_strategy(default_conf)
     # Should return empty
     # Uses fallback to base implementation
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 115a2fbde..b173a562b 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -330,7 +330,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_deprecate_populate_indicators(result, default_conf):
     default_location = Path(__file__).parent / "strats"
-    default_conf.update({'strategy': 'TestStrategyLegacy',
+    default_conf.update({'strategy': 'TestStrategyLegacyV1',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)
     with warnings.catch_warnings(record=True) as w:
@@ -365,7 +365,7 @@ def test_deprecate_populate_indicators(result, default_conf):
 def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
     default_location = Path(__file__).parent / "strats"
     del default_conf['timeframe']
-    default_conf.update({'strategy': 'TestStrategyLegacy',
+    default_conf.update({'strategy': 'TestStrategyLegacyV1',
                          'strategy_path': default_location})
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}

From 58ecb34a668528da2ed74c4a799a63a12b6e761b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:13:18 +0200
Subject: [PATCH 487/834] Allow DefaultHyperopts as hyperopt name

---
 freqtrade/commands/deploy_commands.py |  2 --
 tests/commands/test_commands.py       | 11 -----------
 2 files changed, 13 deletions(-)

diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index ec558e7b1..c98335e0b 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -126,8 +126,6 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if 'hyperopt' in args and args['hyperopt']:
-        if args['hyperopt'] == 'DefaultHyperopt':
-            raise OperationalException("DefaultHyperopt is not allowed as name.")
 
         new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 0f34f6e10..a2ab37e61 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -541,17 +541,6 @@ def test_start_new_hyperopt(mocker, caplog):
         start_new_hyperopt(get_args(args))
 
 
-def test_start_new_hyperopt_DefaultHyperopt(mocker, caplog):
-    args = [
-        "new-hyperopt",
-        "--hyperopt",
-        "DefaultHyperopt"
-    ]
-    with pytest.raises(OperationalException,
-                       match=r"DefaultHyperopt is not allowed as name\."):
-        start_new_hyperopt(get_args(args))
-
-
 def test_start_new_hyperopt_no_arg(mocker):
     args = [
         "new-hyperopt",

From 0d8e105a339dcd96ac883dbfd23ca210bbd8b3eb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:14:49 +0200
Subject: [PATCH 488/834] Rename legacystrategy file

---
 tests/commands/test_commands.py                               | 4 ++--
 .../strats/{legacy_strategy.py => legacy_strategy_v1.py}      | 0
 2 files changed, 2 insertions(+), 2 deletions(-)
 rename tests/strategy/strats/{legacy_strategy.py => legacy_strategy_v1.py} (100%)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index a2ab37e61..9f21e93d7 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -806,7 +806,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     start_list_strategies(pargs)
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
-    assert "legacy_strategy.py" not in captured.out
+    assert "legacy_strategy_v1.py" not in captured.out
     assert "DefaultStrategy" in captured.out
 
     # Test regular output
@@ -821,7 +821,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     start_list_strategies(pargs)
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
-    assert "legacy_strategy.py" in captured.out
+    assert "legacy_strategy_v1.py" in captured.out
     assert "DefaultStrategy" in captured.out
 
 
diff --git a/tests/strategy/strats/legacy_strategy.py b/tests/strategy/strats/legacy_strategy_v1.py
similarity index 100%
rename from tests/strategy/strats/legacy_strategy.py
rename to tests/strategy/strats/legacy_strategy_v1.py

From df1c0540abffd71269a13c0dc4cea925f1b95597 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:18:26 +0200
Subject: [PATCH 489/834] Rename Hyperopt Test Class

---
 tests/commands/test_commands.py               |  4 ++--
 tests/optimize/conftest.py                    |  2 +-
 ..._hyperopt.py => hyperopt_test_sep_file.py} |  2 +-
 tests/optimize/test_hyperopt.py               | 20 +++++++++----------
 4 files changed, 14 insertions(+), 14 deletions(-)
 rename tests/optimize/hyperopts/{default_hyperopt.py => hyperopt_test_sep_file.py} (99%)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 9f21e93d7..5a177267c 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -839,7 +839,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestHyperoptLegacy" not in captured.out
     assert "legacy_hyperopt.py" not in captured.out
-    assert "DefaultHyperOpt" in captured.out
+    assert "HyperoptTestSepFile" in captured.out
     assert "test_hyperopt.py" not in captured.out
 
     # Test regular output
@@ -854,7 +854,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestHyperoptLegacy" not in captured.out
     assert "legacy_hyperopt.py" not in captured.out
-    assert "DefaultHyperOpt" in captured.out
+    assert "HyperoptTestSepFile" in captured.out
 
 
 def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index a7fd238d1..95c9fef97 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -16,7 +16,7 @@ def hyperopt_conf(default_conf):
     hyperconf.update({
         'datadir': Path(default_conf['datadir']),
         'runmode': RunMode.HYPEROPT,
-        'hyperopt': 'DefaultHyperOpt',
+        'hyperopt': 'HyperoptTestSepFile',
         'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
                          'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
                          'epochs': 1,
diff --git a/tests/optimize/hyperopts/default_hyperopt.py b/tests/optimize/hyperopts/hyperopt_test_sep_file.py
similarity index 99%
rename from tests/optimize/hyperopts/default_hyperopt.py
rename to tests/optimize/hyperopts/hyperopt_test_sep_file.py
index 2e2bca3d0..0fa1e1959 100644
--- a/tests/optimize/hyperopts/default_hyperopt.py
+++ b/tests/optimize/hyperopts/hyperopt_test_sep_file.py
@@ -11,7 +11,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
-class DefaultHyperOpt(IHyperOpt):
+class HyperoptTestSepFile(IHyperOpt):
     """
     Default hyperopt provided by the Freqtrade bot.
     You can override it with your own Hyperopt
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 0ca79d268..94f4abc7a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -22,7 +22,7 @@ from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
-from .hyperopts.default_hyperopt import DefaultHyperOpt
+from .hyperopts.hyperopt_test_sep_file import HyperoptTestSepFile
 
 
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
@@ -31,7 +31,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
@@ -63,7 +63,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -115,7 +115,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -136,7 +136,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
 def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 
-    hyperopt = DefaultHyperOpt
+    hyperopt = HyperoptTestSepFile
     delattr(hyperopt, 'populate_indicators')
     delattr(hyperopt, 'populate_buy_trend')
     delattr(hyperopt, 'populate_sell_trend')
@@ -144,7 +144,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
         'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
         MagicMock(return_value=hyperopt(default_conf))
     )
-    default_conf.update({'hyperopt': 'DefaultHyperOpt'})
+    default_conf.update({'hyperopt': 'HyperoptTestSepFile'})
     x = HyperOptResolver.load_hyperopt(default_conf)
     assert not hasattr(x, 'populate_indicators')
     assert not hasattr(x, 'populate_buy_trend')
@@ -184,7 +184,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-path',
         str(Path(__file__).parent / "hyperopts"),
         '--epochs', '5',
@@ -205,7 +205,7 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -229,7 +229,7 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -247,7 +247,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'DefaultHyperOpt',
+        '--hyperopt', 'HyperoptTestSepFile',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]

From 6d96b1127989fc40a5f0027ec5067d11645bee5b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 07:25:53 +0200
Subject: [PATCH 490/834] Rename DefaultStrategy

---
 build_helpers/publish_docker_arm64.sh         |  2 +-
 build_helpers/publish_docker_multi.sh         |  2 +-
 tests/commands/test_commands.py               |  4 +-
 tests/conftest.py                             |  2 +-
 tests/conftest_trades.py                      |  8 ++--
 tests/data/test_btanalysis.py                 |  6 +--
 tests/data/test_history.py                    |  6 +--
 tests/optimize/test_backtesting.py            | 26 ++++++------
 tests/optimize/test_edge_cli.py               |  6 +--
 tests/optimize/test_hyperopt.py               |  2 +-
 tests/optimize/test_hyperopt_tools.py         | 16 +++----
 tests/optimize/test_optimize_reports.py       |  2 +-
 tests/rpc/test_rpc_apiserver.py               | 28 ++++++-------
 tests/rpc/test_rpc_telegram.py                |  4 +-
 tests/strategy/strats/default_strategy.py     |  4 +-
 tests/strategy/test_default_strategy.py       | 16 +++----
 tests/strategy/test_interface.py              | 26 ++++++------
 tests/strategy/test_strategy_loading.py       | 42 +++++++++----------
 tests/test_arguments.py                       |  2 +-
 tests/test_configuration.py                   |  6 +--
 tests/test_plotting.py                        |  3 --
 .../testdata/backtest-result_multistrat.json  |  2 +-
 tests/testdata/backtest-result_new.json       |  2 +-
 23 files changed, 107 insertions(+), 110 deletions(-)

diff --git a/build_helpers/publish_docker_arm64.sh b/build_helpers/publish_docker_arm64.sh
index e7b69b2dc..1ad8074d4 100755
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_I
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 
 # Run backtest
-docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"
diff --git a/build_helpers/publish_docker_multi.sh b/build_helpers/publish_docker_multi.sh
index 4010eed45..dd6ac841e 100755
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -53,7 +53,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 
 # Run backtest
-docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 5a177267c..1da9e5100 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -807,7 +807,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy_v1.py" not in captured.out
-    assert "DefaultStrategy" in captured.out
+    assert "StrategyTestV2" in captured.out
 
     # Test regular output
     args = [
@@ -822,7 +822,7 @@ def test_start_list_strategies(mocker, caplog, capsys):
     captured = capsys.readouterr()
     assert "TestStrategyLegacyV1" in captured.out
     assert "legacy_strategy_v1.py" in captured.out
-    assert "DefaultStrategy" in captured.out
+    assert "StrategyTestV2" in captured.out
 
 
 def test_start_list_hyperopts(mocker, caplog, capsys):
diff --git a/tests/conftest.py b/tests/conftest.py
index 0c9a96e2b..5e08e7097 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -323,7 +323,7 @@ def get_default_conf(testdatadir):
         "user_data_dir": Path("user_data"),
         "verbosity": 3,
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
-        "strategy": "DefaultStrategy",
+        "strategy": "StrategyTestV2",
         "disableparamexport": True,
         "internals": {},
         "export": "none",
diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py
index b92b51144..024803be0 100644
--- a/tests/conftest_trades.py
+++ b/tests/conftest_trades.py
@@ -33,7 +33,7 @@ def mock_trade_1(fee):
         open_rate=0.123,
         exchange='binance',
         open_order_id='dry_run_buy_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
@@ -87,7 +87,7 @@ def mock_trade_2(fee):
         exchange='binance',
         is_open=False,
         open_order_id='dry_run_sell_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
         sell_reason='sell_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -146,7 +146,7 @@ def mock_trade_3(fee):
         close_profit_abs=0.000155,
         exchange='binance',
         is_open=False,
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
         sell_reason='roi',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
@@ -189,7 +189,7 @@ def mock_trade_4(fee):
         open_rate=0.123,
         exchange='binance',
         open_order_id='prod_buy_12345',
-        strategy='DefaultStrategy',
+        strategy='StrategyTestV2',
         timeframe=5,
     )
     o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py
index 6bde60926..1dcd04a80 100644
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -93,7 +93,7 @@ def test_load_backtest_data_new_format(testdatadir):
 def test_load_backtest_data_multi(testdatadir):
 
     filename = testdatadir / "backtest-result_multistrat.json"
-    for strategy in ('DefaultStrategy', 'TestStrategy'):
+    for strategy in ('StrategyTestV2', 'TestStrategy'):
         bt_data = load_backtest_data(filename, strategy=strategy)
         assert isinstance(bt_data, DataFrame)
         assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
@@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
     for col in BT_DATA_COLUMNS:
         if col not in ['index', 'open_at_end']:
             assert col in trades.columns
-    trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='DefaultStrategy')
+    trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
     assert len(trades) == 4
     trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
     assert len(trades) == 0
@@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),
                 no_trades=False,
-                strategy="DefaultStrategy",
+                strategy="StrategyTestV2",
                 )
 
     assert db_mock.call_count == 1
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index e9d2c3638..575a590e7 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -380,7 +380,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
 def test_get_timerange(default_conf, mocker, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     data = strategy.advise_all_indicators(
@@ -398,7 +398,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
 def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     data = strategy.advise_all_indicators(
@@ -422,7 +422,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
 def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
     patch_exchange(mocker)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange('index', 'index', 200, 250)
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 80f7aa2d6..6442f6cb7 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -155,7 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--export', 'none'
     ]
 
@@ -190,7 +190,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--enable-position-stacking',
@@ -240,7 +240,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -251,7 +251,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '0.5'
     ]
@@ -269,7 +269,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
     pargs = get_args(args)
     start_backtesting(pargs)
@@ -302,7 +302,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
 def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     del default_conf['timeframe']
-    default_conf['strategy_list'] = ['DefaultStrategy',
+    default_conf['strategy_list'] = ['StrategyTestV2',
                                      'SampleStrategy']
 
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
@@ -340,7 +340,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     assert len(processed['UNITTEST/BTC']) == 102
 
     # Load strategy to compare the result between Backtesting function and strategy are the same
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     processed2 = strategy.advise_all_indicators(data)
@@ -473,7 +473,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
     Backtesting(default_conf)
 
     # Multiple strategies
-    default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacyV1']
+    default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
     with pytest.raises(OperationalException,
                        match='PrecisionFilter not allowed for backtesting multiple strategies.'):
         Backtesting(default_conf)
@@ -837,7 +837,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
     args = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', str(testdatadir),
         '--timeframe', '1m',
         '--timerange', '1510694220-1510700340',
@@ -908,7 +908,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'TestStrategyLegacyV1',
     ]
     args = get_args(args)
@@ -931,7 +931,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'Backtesting with data from 2017-11-14 21:17:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy StrategyTestV2',
         'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
@@ -1012,7 +1012,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'TestStrategyLegacyV1',
     ]
     args = get_args(args)
@@ -1029,7 +1029,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         'Backtesting with data from 2017-11-14 21:17:00 '
         'up to 2017-11-14 22:58:00 (0 days).',
         'Parameter --enable-position-stacking detected ...',
-        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy StrategyTestV2',
         'Running backtesting for Strategy TestStrategyLegacyV1',
     ]
 
diff --git a/tests/optimize/test_edge_cli.py b/tests/optimize/test_edge_cli.py
index 6818a573b..18d5f1c76 100644
--- a/tests/optimize/test_edge_cli.py
+++ b/tests/optimize/test_edge_cli.py
@@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
@@ -46,7 +46,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
     args = [
         'edge',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
     pargs = get_args(args)
     start_edge(pargs)
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 94f4abc7a..565d6077a 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -125,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--stake-amount', '1',
         '--starting-balance', '0.5'
     ]
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index e845b2a77..9f917c2a7 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -167,7 +167,7 @@ def test__pprint_dict():
 
 def test_get_strategy_filename(default_conf):
 
-    x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
+    x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
     assert isinstance(x, Path)
     assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
 
@@ -177,7 +177,7 @@ def test_get_strategy_filename(default_conf):
 
 def test_export_params(tmpdir):
 
-    filename = Path(tmpdir) / "DefaultStrategy.json"
+    filename = Path(tmpdir) / "StrategyTestV2.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -205,12 +205,12 @@ def test_export_params(tmpdir):
         }
 
     }
-    HyperoptTools.export_params(params, "DefaultStrategy", filename)
+    HyperoptTools.export_params(params, "StrategyTestV2", filename)
 
     assert filename.is_file()
 
     content = rapidjson.load(filename.open('r'))
-    assert content['strategy_name'] == 'DefaultStrategy'
+    assert content['strategy_name'] == 'StrategyTestV2'
     assert 'params' in content
     assert "buy" in content["params"]
     assert "sell" in content["params"]
@@ -223,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
     default_conf['disableparamexport'] = False
     export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
 
-    filename = Path(tmpdir) / "DefaultStrategy.json"
+    filename = Path(tmpdir) / "StrategyTestV2.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -252,16 +252,16 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
         FTHYPT_FILEVERSION: 2,
 
     }
-    HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
+    HyperoptTools.try_export_params(default_conf, "StrategyTestV222", params)
 
     assert log_has("Strategy not found, not exporting parameter file.", caplog)
     assert export_mock.call_count == 0
     caplog.clear()
 
-    HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
+    HyperoptTools.try_export_params(default_conf, "StrategyTestV2", params)
 
     assert export_mock.call_count == 1
-    assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
+    assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
     assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
 
 
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 3f31efb95..83caefd2d 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -52,7 +52,7 @@ def test_text_table_bt_results():
 
 
 def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     StrategyResolver.load_strategy(default_conf)
 
     results = {'DefStrat': {
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 9a20256cd..0256fb632 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -879,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'open_trade_value': 15.1668225,
         'sell_reason': None,
         'sell_order_status': None,
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
@@ -984,7 +984,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         close_rate=0.265441,
         id=22,
         timeframe=5,
-        strategy="DefaultStrategy"
+        strategy="StrategyTestV2"
     ))
     mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
 
@@ -1034,7 +1034,7 @@ def test_api_forcebuy(botclient, mocker, fee):
         'open_trade_value': 0.24605460,
         'sell_reason': None,
         'sell_order_status': None,
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'buy_tag': None,
         'timeframe': 5,
         'exchange': 'binance',
@@ -1101,7 +1101,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
                     f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
     assert_response(rc)
     assert 'strategy' in rc.json()
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
     assert 'columns' in rc.json()
     assert 'data_start_ts' in rc.json()
     assert 'data_start' in rc.json()
@@ -1139,19 +1139,19 @@ def test_api_pair_history(botclient, ohlcv_history):
     # No pair
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?timeframe={timeframe}"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No Timeframe
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No timerange
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&strategy=DefaultStrategy")
+                    "&strategy=StrategyTestV2")
     assert_response(rc, 422)
 
     # No strategy
@@ -1163,14 +1163,14 @@ def test_api_pair_history(botclient, ohlcv_history):
     # Working
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&timerange=20180111-20180112&strategy=DefaultStrategy")
+                    "&timerange=20180111-20180112&strategy=StrategyTestV2")
     assert_response(rc, 200)
     assert rc.json()['length'] == 289
     assert len(rc.json()['data']) == rc.json()['length']
     assert 'columns' in rc.json()
     assert 'data' in rc.json()
     assert rc.json()['pair'] == 'UNITTEST/BTC'
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
     assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
     assert rc.json()['data_start_ts'] == 1515628800000
     assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
@@ -1179,7 +1179,7 @@ def test_api_pair_history(botclient, ohlcv_history):
     # No data found
     rc = client_get(client,
                     f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
-                    "&timerange=20200111-20200112&strategy=DefaultStrategy")
+                    "&timerange=20200111-20200112&strategy=StrategyTestV2")
     assert_response(rc, 502)
     assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
                                   "No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
@@ -1217,7 +1217,7 @@ def test_api_strategies(botclient):
 
     assert_response(rc)
     assert rc.json() == {'strategies': [
-        'DefaultStrategy',
+        'StrategyTestV2',
         'HyperoptableStrategy',
         'TestStrategyLegacyV1'
     ]}
@@ -1226,10 +1226,10 @@ def test_api_strategies(botclient):
 def test_api_strategy(botclient):
     ftbot, client = botclient
 
-    rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
+    rc = client_get(client, f"{BASE_URI}/strategy/StrategyTestV2")
 
     assert_response(rc)
-    assert rc.json()['strategy'] == 'DefaultStrategy'
+    assert rc.json()['strategy'] == 'StrategyTestV2'
 
     data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
     assert rc.json()['code'] == data
@@ -1288,7 +1288,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
 
     # start backtesting
     data = {
-        "strategy": "DefaultStrategy",
+        "strategy": "StrategyTestV2",
         "timeframe": "5m",
         "timerange": "20180110-20180111",
         "max_open_trades": 3,
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 8596c7c44..2013dad7d 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1236,7 +1236,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
-    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
     assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
     msg_mock.reset_mock()
@@ -1245,7 +1245,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     assert msg_mock.call_count == 1
     assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
     assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
-    assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
+    assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
     assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
 
 
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/default_strategy.py
index 7171b93ae..53e39526f 100644
--- a/tests/strategy/strats/default_strategy.py
+++ b/tests/strategy/strats/default_strategy.py
@@ -7,9 +7,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.strategy.interface import IStrategy
 
 
-class DefaultStrategy(IStrategy):
+class StrategyTestV2(IStrategy):
     """
-    Default Strategy provided by freqtrade bot.
+    Strategy used by tests freqtrade bot.
     Please do not modify this strategy, it's  intended for internal use only.
     Please look at the SampleStrategy in the user_data/strategy directory
     or strategy repository https://github.com/freqtrade/freqtrade-strategies
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 92ac9f63a..2566c8478 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -4,20 +4,20 @@ from pandas import DataFrame
 
 from freqtrade.persistence.models import Trade
 
-from .strats.default_strategy import DefaultStrategy
+from .strats.default_strategy import StrategyTestV2
 
 
 def test_default_strategy_structure():
-    assert hasattr(DefaultStrategy, 'minimal_roi')
-    assert hasattr(DefaultStrategy, 'stoploss')
-    assert hasattr(DefaultStrategy, 'timeframe')
-    assert hasattr(DefaultStrategy, 'populate_indicators')
-    assert hasattr(DefaultStrategy, 'populate_buy_trend')
-    assert hasattr(DefaultStrategy, 'populate_sell_trend')
+    assert hasattr(StrategyTestV2, 'minimal_roi')
+    assert hasattr(StrategyTestV2, 'stoploss')
+    assert hasattr(StrategyTestV2, 'timeframe')
+    assert hasattr(StrategyTestV2, 'populate_indicators')
+    assert hasattr(StrategyTestV2, 'populate_buy_trend')
+    assert hasattr(StrategyTestV2, 'populate_sell_trend')
 
 
 def test_default_strategy(result, fee):
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
 
     metadata = {'pair': 'ETH/BTC'}
     assert type(strategy.minimal_roi) is dict
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index d03c7d2c1..9023f7981 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -22,11 +22,11 @@ from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
 
-from .strats.default_strategy import DefaultStrategy
+from .strats.default_strategy import StrategyTestV2
 
 
 # Avoid to reinit the same object again and again
-_STRATEGY = DefaultStrategy(config={})
+_STRATEGY = StrategyTestV2(config={})
 _STRATEGY.dp = DataProvider({}, None, None)
 
 
@@ -148,7 +148,7 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
 
 
 def test_ignore_expired_candle(default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.ignore_buying_expired_candle_after = 60
 
@@ -229,7 +229,7 @@ def test_assert_df(ohlcv_history, caplog):
 
 
 def test_advise_all_indicators(default_conf, testdatadir) -> None:
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
@@ -240,7 +240,7 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None:
 
 
 def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
     timerange = TimeRange.parse_timerange('1510694220-1510700340')
@@ -258,7 +258,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
     min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
                     {0: 0.1, 20: 0.05, 55: 0.01}]
     for roi in min_roi_list:
-        default_conf.update({'strategy': 'DefaultStrategy'})
+        default_conf.update({'strategy': 'StrategyTestV2'})
         strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
@@ -297,7 +297,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
                      },
                     ]
     for roi in min_roi_list:
-        default_conf.update({'strategy': 'DefaultStrategy'})
+        default_conf.update({'strategy': 'StrategyTestV2'})
         strategy = StrategyResolver.load_strategy(default_conf)
         strategy.minimal_roi = roi
         trade = Trade(
@@ -332,7 +332,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
                30: 0.05,
                55: 0.30,
                }
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     strategy.minimal_roi = min_roi
     trade = Trade(
@@ -385,7 +385,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
 def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
                            profit2, adjusted2, expected2, custom_stop) -> None:
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
@@ -433,7 +433,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
 
 def test_custom_sell(default_conf, fee, caplog) -> None:
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
@@ -487,7 +487,7 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
         advise_sell=sell_mock,
 
     )
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
     strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1
@@ -518,7 +518,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
         advise_sell=sell_mock,
 
     )
-    strategy = DefaultStrategy({})
+    strategy = StrategyTestV2({})
     strategy.dp = DataProvider({}, None, None)
     strategy.process_only_new_candles = True
 
@@ -550,7 +550,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
 
 @pytest.mark.usefixtures("init_persistence")
 def test_is_pair_locked(default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     PairLocks.timeframe = default_conf['timeframe']
     PairLocks.use_db = True
     strategy = StrategyResolver.load_strategy(default_conf)
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index b173a562b..2cbc9d0c6 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -18,7 +18,7 @@ def test_search_strategy():
 
     s, _ = StrategyResolver._search_object(
         directory=default_location,
-        object_name='DefaultStrategy',
+        object_name='StrategyTestV2',
         add_source=True,
     )
     assert issubclass(s, IStrategy)
@@ -74,10 +74,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
 
 
 def test_load_strategy_invalid_directory(result, caplog, default_conf):
-    default_conf['strategy'] = 'DefaultStrategy'
+    default_conf['strategy'] = 'StrategyTestV2'
     extra_dir = Path.cwd() / 'some/path'
     with pytest.raises(OperationalException):
-        StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
+        StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
                                         extra_dir=extra_dir)
 
     assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
@@ -100,7 +100,7 @@ def test_load_strategy_noname(default_conf):
 
 
 def test_strategy(result, default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
 
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
@@ -127,7 +127,7 @@ def test_strategy(result, default_conf):
 def test_strategy_override_minimal_roi(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'minimal_roi': {
             "20": 0.1,
             "0": 0.5
@@ -144,7 +144,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
 def test_strategy_override_stoploss(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'stoploss': -0.5
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -156,7 +156,7 @@ def test_strategy_override_stoploss(caplog, default_conf):
 def test_strategy_override_trailing_stop(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'trailing_stop': True
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -169,7 +169,7 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
 def test_strategy_override_trailing_stop_positive(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'trailing_stop_positive': -0.1,
         'trailing_stop_positive_offset': -0.2
 
@@ -189,7 +189,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'timeframe': 60,
         'stake_currency': 'ETH'
     })
@@ -205,7 +205,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'process_only_new_candles': True
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
         'stoploss_on_exchange': True,
     }
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_types': order_types
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -239,12 +239,12 @@ def test_strategy_override_order_types(caplog, default_conf):
                    " 'stoploss_on_exchange': True}.", caplog)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_types': {'buy': 'market'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                       match=r"Impossible to load Strategy 'StrategyTestV2'. "
                              r"Order-types mapping is incomplete."):
         StrategyResolver.load_strategy(default_conf)
 
@@ -258,7 +258,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
     }
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_time_in_force': order_time_in_force
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -271,12 +271,12 @@ def test_strategy_override_order_tif(caplog, default_conf):
                    " {'buy': 'fok', 'sell': 'gtc'}.", caplog)
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'order_time_in_force': {'buy': 'fok'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                       match=r"Impossible to load Strategy 'StrategyTestV2'. "
                              r"Order-time-in-force mapping is incomplete."):
         StrategyResolver.load_strategy(default_conf)
 
@@ -284,7 +284,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
 def test_strategy_override_use_sell_signal(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
     })
     strategy = StrategyResolver.load_strategy(default_conf)
     assert strategy.use_sell_signal
@@ -294,7 +294,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
     assert default_conf['use_sell_signal']
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'use_sell_signal': False,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -307,7 +307,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
 def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
     })
     strategy = StrategyResolver.load_strategy(default_conf)
     assert not strategy.sell_profit_only
@@ -317,7 +317,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     assert not default_conf['sell_profit_only']
 
     default_conf.update({
-        'strategy': 'DefaultStrategy',
+        'strategy': 'StrategyTestV2',
         'sell_profit_only': True,
     })
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -395,7 +395,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
 
 
 def test_strategy_interface_versioning(result, monkeypatch, default_conf):
-    default_conf.update({'strategy': 'DefaultStrategy'})
+    default_conf.update({'strategy': 'StrategyTestV2'})
     strategy = StrategyResolver.load_strategy(default_conf)
     metadata = {'pair': 'ETH/BTC'}
 
diff --git a/tests/test_arguments.py b/tests/test_arguments.py
index 5374881fa..fca5c6ab9 100644
--- a/tests/test_arguments.py
+++ b/tests/test_arguments.py
@@ -123,7 +123,7 @@ def test_parse_args_backtesting_custom() -> None:
         '-c', 'test_conf.json',
         '--ticker-interval', '1m',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'SampleStrategy'
     ]
     call_args = Arguments(args).get_parsed_arg()
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 7c555a39e..9aea4fa11 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -404,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
     ]
 
     args = Arguments(arglist).get_parsed_arg()
@@ -441,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     arglist = [
         'backtesting',
         '--config', 'config.json',
-        '--strategy', 'DefaultStrategy',
+        '--strategy', 'StrategyTestV2',
         '--datadir', '/foo/bar',
         '--userdir', "/tmp/freqtrade",
         '--ticker-interval', '1m',
@@ -498,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
         '--ticker-interval', '1m',
         '--export', 'trades',
         '--strategy-list',
-        'DefaultStrategy',
+        'StrategyTestV2',
         'TestStrategy'
     ]
 
diff --git a/tests/test_plotting.py b/tests/test_plotting.py
index ecadc3f8b..51301a464 100644
--- a/tests/test_plotting.py
+++ b/tests/test_plotting.py
@@ -70,7 +70,6 @@ def test_add_indicators(default_conf, testdatadir, caplog):
     indicators1 = {"ema10": {}}
     indicators2 = {"macd": {"color": "red"}}
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators
@@ -112,7 +111,6 @@ def test_add_areas(default_conf, testdatadir, caplog):
                              "fill_to": "macdhist"}}
 
     ind_plain = {"macd": {"fill_to": "macdhist"}}
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators
@@ -239,7 +237,6 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
     data = history.load_pair_history(pair=pair, timeframe='1m',
                                      datadir=testdatadir, timerange=timerange)
 
-    default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # Generate buy/sell signals and indicators
diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json
index 6999050b6..553783dfa 100644
--- a/tests/testdata/backtest-result_multistrat.json
+++ b/tests/testdata/backtest-result_multistrat.json
@@ -1 +1 @@
-{"strategy": {"DefaultStrategy": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0604453870625663, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 07:40:00+00:00", "close_date": "2018-01-10 08:10:00+00:00", "trade_duration": 30, "open_rate": 0.02719607, "close_rate": 0.02760503345864661, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.677001860930642, "profit_abs": 0.0010000000000000009}, {"pair": "ZEC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 08:15:00+00:00", "close_date": "2018-01-10 09:55:00+00:00", "trade_duration": 100, "open_rate": 0.04634952, "close_rate": 0.046581848421052625, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.1575196463739, "profit_abs": 0.0}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 14:45:00+00:00", "close_date": "2018-01-10 15:50:00+00:00", "trade_duration": 65, "open_rate": 3.066e-05, "close_rate": 3.081368421052631e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3261.5786040443577, "profit_abs": -1.3877787807814457e-17}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 16:35:00+00:00", "close_date": "2018-01-10 17:15:00+00:00", "trade_duration": 40, "open_rate": 0.0168999, "close_rate": 0.016984611278195488, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 5.917194776300452, "profit_abs": 1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 16:40:00+00:00", "close_date": "2018-01-10 17:20:00+00:00", "trade_duration": 40, "open_rate": 0.09132568, "close_rate": 0.0917834528320802, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0949822656672252, "profit_abs": 0.0}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 18:50:00+00:00", "close_date": "2018-01-10 19:45:00+00:00", "trade_duration": 55, "open_rate": 0.08898003, "close_rate": 0.08942604518796991, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1238476768326557, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 22:15:00+00:00", "close_date": "2018-01-10 23:00:00+00:00", "trade_duration": 45, "open_rate": 0.08560008, "close_rate": 0.08602915308270676, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1682232072680307, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 22:50:00+00:00", "close_date": "2018-01-10 23:20:00+00:00", "trade_duration": 30, "open_rate": 0.00249083, "close_rate": 0.0025282860902255634, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 40.147260150231055, "profit_abs": 0.000999999999999987}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 23:15:00+00:00", "close_date": "2018-01-11 00:15:00+00:00", "trade_duration": 60, "open_rate": 3.022e-05, "close_rate": 3.037147869674185e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3309.0668431502318, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-10 23:40:00+00:00", "close_date": "2018-01-11 00:05:00+00:00", "trade_duration": 25, "open_rate": 0.002437, "close_rate": 0.0024980776942355883, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 41.03405826836274, "profit_abs": 0.001999999999999974}, {"pair": "ZEC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 00:00:00+00:00", "close_date": "2018-01-11 00:35:00+00:00", "trade_duration": 35, "open_rate": 0.04771803, "close_rate": 0.04843559436090225, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.0956439316543456, "profit_abs": 0.0010000000000000009}, {"pair": "XLM/BTC", "profit_percent": -0.10448878, "open_date": "2018-01-11 03:40:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 45, "open_rate": 3.651e-05, "close_rate": 3.2859000000000005e-05, "open_at_end": false, "sell_reason": "stop_loss", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2738.9756231169545, "profit_abs": -0.01047499999999997}, {"pair": "ETH/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 03:55:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 30, "open_rate": 0.08824105, "close_rate": 0.08956798308270676, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1332594070446804, "profit_abs": 0.0010000000000000009}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 04:00:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 50, "open_rate": 0.00243, "close_rate": 0.002442180451127819, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 41.1522633744856, "profit_abs": -1.3877787807814457e-17}, {"pair": "ZEC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:55:00+00:00", "trade_duration": 25, "open_rate": 0.04545064, "close_rate": 0.046589753784461146, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.200189040242338, "profit_abs": 0.001999999999999988}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 20, "open_rate": 3.372e-05, "close_rate": 3.456511278195488e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2965.599051008304, "profit_abs": 0.001999999999999988}, {"pair": "XMR/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:55:00+00:00", "close_date": "2018-01-11 05:15:00+00:00", "trade_duration": 20, "open_rate": 0.02644, "close_rate": 0.02710265664160401, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.7821482602118004, "profit_abs": 0.001999999999999988}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:20:00+00:00", "close_date": "2018-01-11 12:00:00+00:00", "trade_duration": 40, "open_rate": 0.08812, "close_rate": 0.08856170426065162, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1348161597821154, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:35:00+00:00", "close_date": "2018-01-11 12:15:00+00:00", "trade_duration": 40, "open_rate": 0.02683577, "close_rate": 0.026970285137844607, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.7263696923919087, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 14:00:00+00:00", "close_date": "2018-01-11 14:25:00+00:00", "trade_duration": 25, "open_rate": 4.919e-05, "close_rate": 5.04228320802005e-05, 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diff --git a/tests/testdata/backtest-result_new.json b/tests/testdata/backtest-result_new.json
index 5334bf80e..84f3806ea 100644
--- a/tests/testdata/backtest-result_new.json
+++ b/tests/testdata/backtest-result_new.json
@@ -1 +1 @@
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{"key": "ETH/BTC", "trades": 21, "profit_mean": 0.0009500057142857142, "profit_mean_pct": 0.09500057142857142, "profit_sum": 0.01995012, "profit_sum_pct": 1.9950119999999998, "profit_total_abs": 0.0019999999999999463, "profit_total_pct": 0.6650039999999999, "duration_avg": "2:17:00", "wins": 5, "draws": 10, "losses": 6}, {"key": "XMR/BTC", "trades": 16, "profit_mean": -0.0027899012500000007, "profit_mean_pct": -0.2789901250000001, "profit_sum": -0.04463842000000001, "profit_sum_pct": -4.463842000000001, "profit_total_abs": -0.0044750000000000345, "profit_total_pct": -1.4879473333333337, "duration_avg": "8:41:00", "wins": 6, "draws": 5, "losses": 5}, {"key": "ZEC/BTC", "trades": 21, "profit_mean": -0.00039290904761904774, "profit_mean_pct": -0.03929090476190478, "profit_sum": -0.008251090000000003, "profit_sum_pct": -0.8251090000000003, "profit_total_abs": -0.000827170578309569, "profit_total_pct": -0.27503633333333344, "duration_avg": "4:17:00", "wins": 8, "draws": 7, "losses": 6}, {"key": "NXT/BTC", "trades": 12, "profit_mean": -0.0012261025000000006, "profit_mean_pct": -0.12261025000000006, "profit_sum": -0.014713230000000008, "profit_sum_pct": -1.4713230000000008, "profit_total_abs": -0.0014750000000000874, "profit_total_pct": -0.4904410000000003, "duration_avg": "0:57:00", "wins": 4, "draws": 3, "losses": 5}, {"key": "LTC/BTC", "trades": 8, "profit_mean": 0.00748129625, "profit_mean_pct": 0.748129625, "profit_sum": 0.05985037, "profit_sum_pct": 5.985037, "profit_total_abs": 0.006000000000000019, "profit_total_pct": 1.9950123333333334, "duration_avg": "1:59:00", "wins": 5, "draws": 2, "losses": 1}, {"key": "ETC/BTC", "trades": 20, "profit_mean": 0.0022568569999999997, "profit_mean_pct": 0.22568569999999996, "profit_sum": 0.04513713999999999, "profit_sum_pct": 4.513713999999999, "profit_total_abs": 0.004525000000000001, "profit_total_pct": 1.504571333333333, "duration_avg": "1:45:00", "wins": 11, "draws": 4, "losses": 5}, {"key": "DASH/BTC", "trades": 16, "profit_mean": 0.0018703237499999997, "profit_mean_pct": 0.18703237499999997, "profit_sum": 0.029925179999999996, "profit_sum_pct": 2.9925179999999996, "profit_total_abs": 0.002999999999999961, "profit_total_pct": 0.9975059999999999, "duration_avg": "3:03:00", "wins": 4, "draws": 7, "losses": 5}, {"key": "TOTAL", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}], "sell_reason_summary": [{"sell_reason": "roi", "trades": 170, "wins": 73, "draws": 54, "losses": 43, "profit_mean": 0.005398268352941177, "profit_mean_pct": 0.54, "profit_sum": 0.91770562, "profit_sum_pct": 91.77, "profit_total_abs": 0.09199999999999964, "profit_pct_total": 30.59}, {"sell_reason": "stop_loss", "trades": 6, "wins": 0, "draws": 0, "losses": 6, "profit_mean": -0.10448878000000002, "profit_mean_pct": -10.45, "profit_sum": -0.6269326800000001, "profit_sum_pct": -62.69, "profit_total_abs": -0.06284999999999992, "profit_pct_total": -20.9}, {"sell_reason": "force_sell", "trades": 3, "wins": 0, "draws": 0, "losses": 3, "profit_mean": -0.04894489333333333, "profit_mean_pct": -4.89, "profit_sum": -0.14683468, "profit_sum_pct": -14.68, "profit_total_abs": -0.014720177176734003, "profit_pct_total": -4.89}], "left_open_trades": [{"key": "TRX/BTC", "trades": 1, "profit_mean": -0.0199116, "profit_mean_pct": -1.9911600000000003, "profit_sum": -0.0199116, "profit_sum_pct": -1.9911600000000003, "profit_total_abs": -0.0019961383478844796, "profit_total_pct": -0.6637200000000001, "duration_avg": "5:15:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ADA/BTC", "trades": 1, "profit_mean": -0.07877175, "profit_mean_pct": -7.877175, "profit_sum": -0.07877175, "profit_sum_pct": -7.877175, "profit_total_abs": -0.007896868250539965, "profit_total_pct": -2.625725, "duration_avg": "3 days, 4:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "ZEC/BTC", "trades": 1, "profit_mean": -0.04815133, "profit_mean_pct": -4.815133, "profit_sum": -0.04815133, "profit_sum_pct": -4.815133, "profit_total_abs": -0.004827170578309559, "profit_total_pct": -1.6050443333333335, "duration_avg": "2 days, 19:00:00", "wins": 0, "draws": 0, "losses": 1}, {"key": "TOTAL", "trades": 3, "profit_mean": -0.04894489333333333, "profit_mean_pct": -4.894489333333333, "profit_sum": -0.14683468, "profit_sum_pct": -14.683468, "profit_total_abs": -0.014720177176734003, "profit_total_pct": -4.8944893333333335, "duration_avg": "2 days, 1:25:00", "wins": 0, "draws": 0, "losses": 3}], "total_trades": 179, "backtest_start": "2018-01-30 04:45:00+00:00", "backtest_start_ts": 1517287500, "backtest_end": "2018-01-30 04:45:00+00:00", "backtest_end_ts": 1517287500, "backtest_days": 0, "trades_per_day": null, "market_change": 0.25, "stake_amount": 0.1, "max_drawdown": 0.21142322000000008, "drawdown_start": "2018-01-24 14:25:00+00:00", "drawdown_start_ts": 1516803900.0, "drawdown_end": "2018-01-30 04:45:00+00:00", "drawdown_end_ts": 1517287500.0, "pairlist": ["TRX/BTC", "ADA/BTC", "XLM/BTC", "ETH/BTC", "XMR/BTC", "ZEC/BTC","NXT/BTC", "LTC/BTC", "ETC/BTC", "DASH/BTC"]}}, "strategy_comparison": [{"key": "StrategyTestV2", "trades": 179, "profit_mean": 0.0008041243575418989, "profit_mean_pct": 0.0804124357541899, "profit_sum": 0.1439382599999999, "profit_sum_pct": 14.39382599999999, "profit_total_abs": 0.014429822823265714, "profit_total_pct": 4.797941999999996, "duration_avg": "3:40:00", "wins": 73, "draws": 54, "losses": 52}]}

From 07d71f014f766a419f1264f1bbac3dec3980b7c4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 19:38:41 +0200
Subject: [PATCH 491/834] Rename defaultStrategy file

---
 tests/optimize/test_backtesting.py                          | 4 ++--
 tests/optimize/test_hyperopt_tools.py                       | 4 ++--
 tests/rpc/test_rpc_apiserver.py                             | 4 ++--
 .../strats/{default_strategy.py => strategy_test_v2.py}     | 0
 tests/strategy/test_default_strategy.py                     | 6 +++---
 tests/strategy/test_interface.py                            | 2 +-
 6 files changed, 10 insertions(+), 10 deletions(-)
 rename tests/strategy/strats/{default_strategy.py => strategy_test_v2.py} (100%)

diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 6442f6cb7..0bbd110b6 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -694,7 +694,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
 
 
 def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
-    # Override the default buy trend function in our default_strategy
+    # Override the default buy trend function in our StrategyTestV2
     def fun(dataframe=None, pair=None):
         buy_value = 1
         sell_value = 1
@@ -710,7 +710,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
 
 
 def test_backtest_only_sell(mocker, default_conf, testdatadir):
-    # Override the default buy trend function in our default_strategy
+    # Override the default buy trend function in our StrategyTestV2
     def fun(dataframe=None, pair=None):
         buy_value = 0
         sell_value = 1
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index 9f917c2a7..9c2b2e8fc 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -169,7 +169,7 @@ def test_get_strategy_filename(default_conf):
 
     x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
     assert isinstance(x, Path)
-    assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
+    assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v2.py'
 
     x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
     assert x is None
@@ -262,7 +262,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
 
     assert export_mock.call_count == 1
     assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
-    assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
+    assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v2.json'
 
 
 def test_params_print(capsys):
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 0256fb632..2852486ed 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1217,8 +1217,8 @@ def test_api_strategies(botclient):
 
     assert_response(rc)
     assert rc.json() == {'strategies': [
-        'StrategyTestV2',
         'HyperoptableStrategy',
+        'StrategyTestV2',
         'TestStrategyLegacyV1'
     ]}
 
@@ -1231,7 +1231,7 @@ def test_api_strategy(botclient):
     assert_response(rc)
     assert rc.json()['strategy'] == 'StrategyTestV2'
 
-    data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
+    data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v2.py").read_text()
     assert rc.json()['code'] == data
 
     rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
diff --git a/tests/strategy/strats/default_strategy.py b/tests/strategy/strats/strategy_test_v2.py
similarity index 100%
rename from tests/strategy/strats/default_strategy.py
rename to tests/strategy/strats/strategy_test_v2.py
diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py
index 2566c8478..6426ebe5f 100644
--- a/tests/strategy/test_default_strategy.py
+++ b/tests/strategy/test_default_strategy.py
@@ -4,10 +4,10 @@ from pandas import DataFrame
 
 from freqtrade.persistence.models import Trade
 
-from .strats.default_strategy import StrategyTestV2
+from .strats.strategy_test_v2 import StrategyTestV2
 
 
-def test_default_strategy_structure():
+def test_strategy_test_v2_structure():
     assert hasattr(StrategyTestV2, 'minimal_roi')
     assert hasattr(StrategyTestV2, 'stoploss')
     assert hasattr(StrategyTestV2, 'timeframe')
@@ -16,7 +16,7 @@ def test_default_strategy_structure():
     assert hasattr(StrategyTestV2, 'populate_sell_trend')
 
 
-def test_default_strategy(result, fee):
+def test_strategy_test_v2(result, fee):
     strategy = StrategyTestV2({})
 
     metadata = {'pair': 'ETH/BTC'}
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 9023f7981..128599668 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -22,7 +22,7 @@ from freqtrade.strategy.interface import SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
 
-from .strats.default_strategy import StrategyTestV2
+from .strats.strategy_test_v2 import StrategyTestV2
 
 
 # Avoid to reinit the same object again and again

From 2ce458810b9764aa3c39845faade7ad9589708aa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 26 Aug 2021 19:39:57 +0200
Subject: [PATCH 492/834] rename default_hyperopt_loss file

---
 ...efault_hyperopt_loss.py => hyperopt_loss_short_trade_dur.py} | 0
 tests/optimize/test_hyperoptloss.py                             | 2 +-
 2 files changed, 1 insertion(+), 1 deletion(-)
 rename freqtrade/optimize/{default_hyperopt_loss.py => hyperopt_loss_short_trade_dur.py} (100%)

diff --git a/freqtrade/optimize/default_hyperopt_loss.py b/freqtrade/optimize/hyperopt_loss_short_trade_dur.py
similarity index 100%
rename from freqtrade/optimize/default_hyperopt_loss.py
rename to freqtrade/optimize/hyperopt_loss_short_trade_dur.py
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index ea0caac04..0082bcc34 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.default_hyperopt_loss import ShortTradeDurHyperOptLoss
+from freqtrade.optimize.hyperopt_loss_short_trade_dur import ShortTradeDurHyperOptLoss
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
 
 

From b3a4b0fbde824cbd48e8c2439f3e239de78c0333 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 27 Aug 2021 07:10:13 +0200
Subject: [PATCH 493/834] Version bump to 2021.8

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 34e1bfc5d..8b85ca56e 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.7'
+__version__ = '2021.8'
 
 if __version__ == 'develop':
 

From ef9c1addcfac2700d14012aa5734a66ec35da8e3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 27 Aug 2021 19:54:53 +0200
Subject: [PATCH 494/834] Add expired to list of canceled statuses

---
 freqtrade/constants.py          | 2 ++
 freqtrade/exchange/exchange.py  | 5 +++--
 freqtrade/freqtradebot.py       | 6 +++---
 freqtrade/persistence/models.py | 4 ++--
 4 files changed, 10 insertions(+), 7 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index cde276ac0..efcd1aaca 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -49,6 +49,8 @@ USERPATH_NOTEBOOKS = 'notebooks'
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
 ENV_VAR_PREFIX = 'FREQTRADE__'
 
+NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
+
 
 # Define decimals per coin for outputs
 # Only used for outputs.
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 79ee94149..26f034e41 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -19,7 +19,8 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU
                                             decimal_to_precision)
 from pandas import DataFrame
 
-from freqtrade.constants import DEFAULT_AMOUNT_RESERVE_PERCENT, ListPairsWithTimeframes
+from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
+                                 ListPairsWithTimeframes)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
@@ -804,7 +805,7 @@ class Exchange:
         :param order: Order dict as returned from fetch_order()
         :return: True if order has been cancelled without being filled, False otherwise.
         """
-        return (order.get('status') in ('closed', 'canceled', 'cancelled')
+        return (order.get('status') in NON_OPEN_EXCHANGE_STATES
                 and order.get('filled') == 0.0)
 
     @retrier
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index a7451d632..259270483 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -945,7 +945,7 @@ class FreqtradeBot(LoggingMixin):
         was_trade_fully_canceled = False
 
         # Cancelled orders may have the status of 'canceled' or 'closed'
-        if order['status'] not in ('cancelled', 'canceled', 'closed'):
+        if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
             filled_val = order.get('filled', 0.0) or 0.0
             filled_stake = filled_val * trade.open_rate
             minstake = self.exchange.get_min_pair_stake_amount(
@@ -961,7 +961,7 @@ class FreqtradeBot(LoggingMixin):
             # Avoid race condition where the order could not be cancelled coz its already filled.
             # Simply bailing here is the only safe way - as this order will then be
             # handled in the next iteration.
-            if corder.get('status') not in ('cancelled', 'canceled', 'closed'):
+            if corder.get('status') not in constants.NON_OPEN_EXCHANGE_STATES:
                 logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
                 return False
         else:
@@ -1142,7 +1142,7 @@ class FreqtradeBot(LoggingMixin):
         trade.close_rate_requested = limit
         trade.sell_reason = sell_reason.sell_reason
         # In case of market sell orders the order can be closed immediately
-        if order.get('status', 'unknown') == 'closed':
+        if order.get('status', 'unknown') in ('closed', 'expired'):
             self.update_trade_state(trade, trade.open_order_id, order)
         Trade.commit()
 
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 5eaca7966..8c8c1e0a9 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -13,7 +13,7 @@ from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session
 from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES
 from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.misc import safe_value_fallback
@@ -159,7 +159,7 @@ class Order(_DECL_BASE):
             self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
 
         self.ft_is_open = True
-        if self.status in ('closed', 'canceled', 'cancelled'):
+        if self.status in NON_OPEN_EXCHANGE_STATES:
             self.ft_is_open = False
             if (order.get('filled', 0.0) or 0.0) > 0:
                 self.order_filled_date = datetime.now(timezone.utc)

From ac0dada962ea23cc2bd10337280f27da91405b65 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 28 Aug 2021 10:43:49 +0200
Subject: [PATCH 495/834] Update Version to develop again

---
 freqtrade/__init__.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index 8b85ca56e..e96e7f530 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2021.8'
+__version__ = 'develop'
 
 if __version__ == 'develop':
 

From 482e65453f84c7fa7c3aed9bac37e78664078edd Mon Sep 17 00:00:00 2001
From: Pan Long <aga.panlong@gmail.com>
Date: Sat, 28 Aug 2021 21:57:54 +0800
Subject: [PATCH 496/834] Remove extra comma after the last element in binance
 pair_blacklist.

---
 freqtrade/templates/subtemplates/exchange_binance.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 03aa0560c..38ba4fa5c 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -36,6 +36,6 @@
         "BNB/TUSD",
         "BNB/USDC",
         "BNB/USDS",
-        "BNB/USDT",
+        "BNB/USDT"
     ]
 }

From f79b30e886771e4bfefdd465ff129d79173b8d12 Mon Sep 17 00:00:00 2001
From: LoveIsGrief <loveisgrief@tuta.io>
Date: Sat, 28 Aug 2021 18:51:43 +0200
Subject: [PATCH 497/834] Docs: Minor fixes

---
 docs/advanced-hyperopt.md | 2 +-
 docs/hyperopt.md          | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 5e71df67c..8f233438b 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -335,7 +335,7 @@ Once the optimized parameters and conditions have been implemented into your str
 
 To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
 
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Should results not match, please double-check to make sure you transferred all conditions correctly.
 Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
 You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).
 
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index c5a52553b..7377a63c0 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -827,8 +827,8 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
 
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
 
-To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
+To achieve same the results (number of trades, their durations, profit, etc.) as during Hyperopt, please use the same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
 
-Should results don't match, please double-check to make sure you transferred all conditions correctly.
+Should results not match, please double-check to make sure you transferred all conditions correctly.
 Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
 You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).

From 89581ad25cd7b81d418dc15d835c5b48591a3aba Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 29 Aug 2021 08:24:31 +0200
Subject: [PATCH 498/834] Fix typo in protections hyperopt doc

closes #5499
---
 docs/hyperopt.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 7377a63c0..1eb90f1bc 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -456,7 +456,7 @@ class MyAwesomeStrategy(IStrategy):
                 "only_per_pair": False
             })
 
-        return protection
+        return prot
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         # ...

From 1895230afe642a12150857a254935632a2d9ee09 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 29 Aug 2021 09:18:46 +0200
Subject: [PATCH 499/834] Clarify exception on load when markets could not be
 loaded

closes #5498
---
 freqtrade/exchange/exchange.py  |  7 +++++++
 tests/exchange/test_exchange.py | 11 +++++++++--
 2 files changed, 16 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 26f034e41..ecf3302d8 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -352,9 +352,16 @@ class Exchange:
     def validate_stakecurrency(self, stake_currency: str) -> None:
         """
         Checks stake-currency against available currencies on the exchange.
+        Only runs on startup. If markets have not been loaded, there's been a problem with
+        the connection to the exchange.
         :param stake_currency: Stake-currency to validate
         :raise: OperationalException if stake-currency is not available.
         """
+        if not self._markets:
+            raise OperationalException(
+                'Could not load markets, therefore cannot start. '
+                'Please investigate the above error for more details.'
+                )
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index f6ac4c459..42da5dddc 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -557,7 +557,7 @@ def test_reload_markets_exception(default_conf, mocker, caplog):
 
 
 @pytest.mark.parametrize("stake_currency", ['ETH', 'BTC', 'USDT'])
-def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
+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(return_value={
@@ -571,7 +571,7 @@ def test_validate_stake_currency(default_conf, stake_currency, mocker, caplog):
     Exchange(default_conf)
 
 
-def test_validate_stake_currency_error(default_conf, 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(return_value={
@@ -587,6 +587,13 @@ def test_validate_stake_currency_error(default_conf, mocker, caplog):
                        'Available currencies are: BTC, ETH, USDT'):
         Exchange(default_conf)
 
+    type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError('No connection.'))
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+
+    with pytest.raises(OperationalException,
+                       match=r'Could not load markets, therefore cannot start\. Please.*'):
+        Exchange(default_conf)
+
 
 def test_get_quote_currencies(default_conf, mocker):
     ex = get_patched_exchange(mocker, default_conf)

From c14d8ea8277a4112bed80d072c9e3517c07f249c Mon Sep 17 00:00:00 2001
From: Pan Long <aga.panlong@gmail.com>
Date: Sun, 29 Aug 2021 16:34:01 +0800
Subject: [PATCH 500/834] Export HDF5 and CBLOSC paths.

This is needed if homebrew isn't installed in the standard path, say,
/usr/local/.
---
 setup.sh | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/setup.sh b/setup.sh
index feb0241f8..e5f81578d 100755
--- a/setup.sh
+++ b/setup.sh
@@ -119,6 +119,7 @@ function install_mac_newer_python_dependencies() {
         echo "-------------------------"
         brew install hdf5
     fi
+    export HDF5_DIR=$(brew --prefix)
 
     if [ ! $(brew --prefix --installed c-blosc 2>/dev/null) ]
     then
@@ -127,6 +128,7 @@ function install_mac_newer_python_dependencies() {
         echo "-------------------------"
         brew install c-blosc
     fi    
+    export CBLOSC_DIR=$(brew --prefix)
 }
 
 # Install bot MacOS

From 20878290a0a34de24328c74dbed31323e2455ff0 Mon Sep 17 00:00:00 2001
From: Pan Long <aga.panlong@gmail.com>
Date: Mon, 30 Aug 2021 01:02:48 +0800
Subject: [PATCH 501/834] Surround "unlimited" by double quotes in build
 config.

---
 freqtrade/commands/build_config_commands.py | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 852cab92e..7e3534921 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -66,16 +66,22 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "stake_amount",
-            "message": "Please insert your stake amount:",
+            "message": f"Please insert your stake amount (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "0.01",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
+            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            if val == UNLIMITED_STAKE_AMOUNT
+            else val
         },
         {
             "type": "text",
             "name": "max_open_trades",
             "message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "3",
-            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val)
+            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val),
+            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            if val == UNLIMITED_STAKE_AMOUNT
+            else val
         },
         {
             "type": "text",

From c17595b314fb1e6dcfff38695c51e5c07f2b38fe Mon Sep 17 00:00:00 2001
From: LoveIsGrief <loveisgrief@tuta.io>
Date: Sat, 28 Aug 2021 19:39:50 +0200
Subject: [PATCH 502/834] Docs: Mention Performance Warning for strategies

Related to #5408
---
 docs/strategy-customization.md | 29 +++++++++++++++++++++++++++++
 1 file changed, 29 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index cfea60d22..194517b2b 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -781,6 +781,8 @@ Printing more than a few rows is also possible (simply use  `print(dataframe)` i
 
 ## Common mistakes when developing strategies
 
+### Peeking into the future while backtesting
+
 Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.
 This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions.
 
@@ -791,6 +793,33 @@ The following lists some common patterns which should be avoided to prevent frus
 - don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling(<window>).mean()` instead
 - don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead.
 
+### Performance warning
+
+When executing a strategy, one can sometimes be greeted by the following in the logs
+
+> PerformanceWarning: DataFrame is highly fragmented.
+
+This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say:
+ use `pd.concat(axis=1)`. For example
+
+```python
+for i in range(100):
+   dataframe[i] = ta.indicator(dataframe, param=i)
+```
+
+should be rewritten to
+
+```python
+frames = [dataframe]
+for i in range(100):
+    frames.append({
+        str(i): ta.indicator(dataframe, param=i)
+    })
+
+# Append columns to existing dataframe
+merged_frame = pd.concat(frames, axis=1)
+```
+
 ## Further strategy ideas
 
 To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.

From c64ebeb6e28e274ced0d8fef9f2ad1bce3b7c56c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:05 +0000
Subject: [PATCH 503/834] Bump cryptography from 3.4.7 to 3.4.8

Bumps [cryptography](https://github.com/pyca/cryptography) from 3.4.7 to 3.4.8.
- [Release notes](https://github.com/pyca/cryptography/releases)
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/3.4.7...3.4.8)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1bccbd725..8305a83f7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -3,7 +3,7 @@ pandas==1.3.2
 
 ccxt==1.55.28
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.7
+cryptography==3.4.8
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.23
 python-telegram-bot==13.7

From d0504c47ef5a67242947bd26e8ad80bc4dab6dc6 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:09 +0000
Subject: [PATCH 504/834] Bump plotly from 5.2.1 to 5.3.0

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.2.1 to 5.3.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.2.1...v5.3.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index d835ed5d9..62836a729 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.2.1
+plotly==5.3.0
 

From 26451e8c0119f92c9f2db1e068ebfb5d64d83d51 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:14 +0000
Subject: [PATCH 505/834] Bump ccxt from 1.55.28 to 1.55.56

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.55.28 to 1.55.56.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.55.28...1.55.56)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1bccbd725..f6c1a984d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.28
+ccxt==1.55.56
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0

From 9e0ab9c2ca03a0cced009c1c13ecbe922c1b15af Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:19 +0000
Subject: [PATCH 506/834] Bump fastapi from 0.68.0 to 0.68.1

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.68.0 to 0.68.1.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.68.0...0.68.1)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1bccbd725..0d89322c4 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -31,7 +31,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.68.0
+fastapi==0.68.1
 uvicorn==0.15.0
 pyjwt==2.1.0
 aiofiles==0.7.0

From 45c6f906919a11029585c3810719c11e84c4cace Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 30 Aug 2021 03:01:24 +0000
Subject: [PATCH 507/834] Bump mkdocs-material from 7.2.4 to 7.2.5

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.4 to 7.2.5.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.4...7.2.5)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 8fa7341c9..d820c9412 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.4
+mkdocs-material==7.2.5
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 2a0c95a2e7b2a75929cd1b017ce69d44805bab6c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 30 Aug 2021 20:00:52 +0200
Subject: [PATCH 508/834] Update freqtrade/commands/build_config_commands.py

---
 freqtrade/commands/build_config_commands.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 7e3534921..1fe90e83a 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -66,7 +66,7 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "stake_amount",
-            "message": f"Please insert your stake amount (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
+            "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
             "default": "0.01",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
             "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'

From 4cc1f2b4a4f5ce0f94fed3bef8374cf9eb4501ba Mon Sep 17 00:00:00 2001
From: Yehya <69044426+yehya-dev@users.noreply.github.com>
Date: Tue, 31 Aug 2021 10:48:09 +0530
Subject: [PATCH 509/834] Update bot-basics.md

Term usage mistake (The first in the pair is the base and second is the quote)
---
 docs/bot-basics.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index e7ff27040..80443a0bf 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -7,7 +7,7 @@ This page provides you some basic concepts on how Freqtrade works and operates.
 * **Strategy**: Your trading strategy, telling the bot what to do.
 * **Trade**: Open position.
 * **Open Order**: Order which is currently placed on the exchange, and is not yet complete.
-* **Pair**: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
+* **Pair**: Tradable pair, usually in the format of Base/Quote (e.g. XRP/USDT).
 * **Timeframe**: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
 * **Indicators**: Technical indicators (SMA, EMA, RSI, ...).
 * **Limit order**: Limit orders which execute at the defined limit price or better.

From da5f8c87aee1bef44ca905908ebd951d067e43c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 31 Aug 2021 07:18:32 +0200
Subject: [PATCH 510/834] Add stake_currency to strategy interface

allows type-completion in editors
---
 freqtrade/strategy/interface.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index c51860011..91963f223 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -120,6 +120,8 @@ class IStrategy(ABC, HyperStrategyMixin):
     # and wallets - access to the current balance.
     dp: Optional[DataProvider] = None
     wallets: Optional[Wallets] = None
+    # Filled from configuration
+    stake_currency: str
     # container variable for strategy source code
     __source__: str = ''
 

From 1cbe303434bed66ddf20496caa4cf3014a46d0b0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 31 Aug 2021 19:58:08 +0200
Subject: [PATCH 511/834] Add documentation for --detail-timeframe

---
 docs/backtesting.md | 37 +++++++++++++++++++++++++++++++++----
 1 file changed, 33 insertions(+), 4 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 89980c670..3e3bfc9fe 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -18,6 +18,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [-p PAIRS [PAIRS ...]] [--eps] [--dmmp]
                              [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
+                             [--timeframe-detail TIMEFRAME_DETAIL]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export {none,trades}] [--export-filename PATH]
 
@@ -55,6 +56,9 @@ optional arguments:
   --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
                         Starting balance, used for backtesting / hyperopt and
                         dry-runs.
+  --timeframe-detail TIMEFRAME_DETAIL
+                        Specify detail timeframe for backtesting (`1m`, `5m`,
+                        `30m`, `1h`, `1d`).
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                         Provide a space-separated list of strategies to
                         backtest. Please note that ticker-interval needs to be
@@ -425,7 +429,12 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
-### Assumptions made by backtesting
+### Further backtest-result analysis
+
+To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
+You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+
+## Assumptions made by backtesting
 
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
@@ -456,10 +465,30 @@ Also, keep in mind that past results don't guarantee future success.
 
 In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions.
 
-### Further backtest-result analysis
+### Improved backtest accuracy
 
-To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
-You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
+One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
+So assuming you run backtesting with a 1h timeframe, there will be 4 prices for that candle (Open, High, Low, Close).
+
+While backtesting does take some assumptions (read above) about this - this can never be perfect, and will always be biased in one way or the other.
+To mitigate this, freqtrade can use a lower (faster) timeframe to simulate intra-candle movements.
+
+To utilize this, you can append `--timeframe-detail 5m` to your regular backtesting command.
+
+``` bash
+freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-detail 5m
+```
+
+This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements.
+All callback functions (`custom_sell()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
+
+`--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start.
+
+Obviously this will require more memory (5m data is bigger than 1h data), and will also impact runtime (depending on the amount of trades and trade durations).
+Also, data must be available / downloaded already.
+
+!!! Tip
+    You can use this function as the last part of strategy development, to ensure your strategy is not exploiting one of the [backtesting assumptions](#assumptions-made-by-backtesting). Strategies that perform similarly well with this mode have a good chance to perform well in dry/live modes too (although only forward-testing (dry-mode) can really confirm a strategy).
 
 ## Backtesting multiple strategies
 

From 87fa49d52981d214d2e9854f0c9e097dd5ca6920 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Wed, 1 Sep 2021 03:01:49 +0000
Subject: [PATCH 512/834] Bump python from 3.9.6-slim-buster to
 3.9.7-slim-buster

Bumps python from 3.9.6-slim-buster to 3.9.7-slim-buster.

---
updated-dependencies:
- dependency-name: python
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index 804b1086b..4c4722452 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,4 +1,4 @@
-FROM python:3.9.6-slim-buster as base
+FROM python:3.9.7-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8

From 93c1dff71bbae773b922794f956013e0d0b9c908 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 2 Sep 2021 20:43:07 +0200
Subject: [PATCH 513/834] Allow adding new additional headers

---
 freqtrade/exchange/exchange.py  | 9 ++++++++-
 tests/exchange/test_exchange.py | 7 +++++++
 2 files changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index ecf3302d8..3dc295563 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -54,6 +54,9 @@ class Exchange:
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
+    # Additional headers - added to the ccxt object
+    _headers: Dict = {}
+
     # Dict to specify which options each exchange implements
     # This defines defaults, which can be selectively overridden by subclasses using _ft_has
     # or by specifying them in the configuration.
@@ -169,7 +172,7 @@ class Exchange:
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
-                   ccxt_kwargs: dict = None) -> ccxt.Exchange:
+                   ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -188,6 +191,10 @@ class Exchange:
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
+        if self._headers:
+            # Inject static headers after the above output to not confuse users.
+            ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
+        if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 42da5dddc..144063c07 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -108,6 +108,13 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     assert hasattr(ex._api_async, 'TestKWARG')
     assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
     assert log_has(asynclogmsg, caplog)
+    # Test additional headers case
+    Exchange._headers = {'hello': 'world'}
+    ex = Exchange(conf)
+
+    assert log_has("Applying additional ccxt config: {'TestKWARG': 11, 'TestKWARG44': 11}", caplog)
+    assert ex._api.headers == {'hello': 'world'}
+    Exchange._headers = {}
 
 
 def test_destroy(default_conf, mocker, caplog):

From 19ad1654836992365af7536189095662205d768a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 08:48:53 +0200
Subject: [PATCH 514/834] Add time_in_force for kucoin

---
 docs/configuration.md          | 4 ++--
 docs/exchanges.md              | 5 +++++
 freqtrade/exchange/binance.py  | 1 +
 freqtrade/exchange/exchange.py | 4 +++-
 freqtrade/exchange/kucoin.py   | 2 ++
 5 files changed, 13 insertions(+), 3 deletions(-)

diff --git a/docs/configuration.md b/docs/configuration.md
index 09198e019..6ccea4c73 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -444,8 +444,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 ```
 
 !!! Warning
-    This is ongoing work. For now, it is supported only for binance.
-    Please don't change the default value unless you know what you are doing and have researched the impact of using different values.
+    This is ongoing work. For now, it is supported only for binance and kucoin.
+    Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
 
 ### Exchange configuration
 
diff --git a/docs/exchanges.md b/docs/exchanges.md
index 5f54a524e..81ad670a3 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -4,6 +4,9 @@ This page combines common gotchas and informations which are exchange-specific a
 
 ## Binance
 
+Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
+
+
 !!! Tip "Stoploss on Exchange"
     Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
 
@@ -115,6 +118,8 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
     "password": "your_exchange_api_key_password",
 ```
 
+Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
+
 ### Kucoin Blacklists
 
 For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 0c470cb24..189f5f481 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -18,6 +18,7 @@ class Binance(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
+        "time_in_force_parameter": "timeInForce",
         "ohlcv_candle_limit": 1000,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 3dc295563..80f20b17e 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -63,6 +63,7 @@ class Exchange:
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
+        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
@@ -723,7 +724,8 @@ class Exchange:
 
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
+            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({param: time_in_force})
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
diff --git a/freqtrade/exchange/kucoin.py b/freqtrade/exchange/kucoin.py
index 22886a1d8..5d818f6a2 100644
--- a/freqtrade/exchange/kucoin.py
+++ b/freqtrade/exchange/kucoin.py
@@ -21,4 +21,6 @@ class Kucoin(Exchange):
     _ft_has: Dict = {
         "l2_limit_range": [20, 100],
         "l2_limit_range_required": False,
+        "order_time_in_force": ['gtc', 'fok', 'ioc'],
+        "time_in_force_parameter": "timeInForce",
     }

From e64ccd8fc111e6d5eeeb193509317f0be00f1d80 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 08:54:15 +0200
Subject: [PATCH 515/834] Add new_config section for kucoin

---
 freqtrade/commands/build_config_commands.py    |  8 ++++++++
 .../templates/subtemplates/exchange_kucoin.j2  | 18 ++++++++++++++++++
 2 files changed, 26 insertions(+)
 create mode 100644 freqtrade/templates/subtemplates/exchange_kucoin.j2

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 1fe90e83a..780ad4161 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -105,6 +105,8 @@ def ask_user_config() -> Dict[str, Any]:
                 "bittrex",
                 "kraken",
                 "ftx",
+                "kucoin",
+                "gateio",
                 Separator(),
                 "other",
             ],
@@ -128,6 +130,12 @@ def ask_user_config() -> Dict[str, Any]:
             "message": "Insert Exchange Secret",
             "when": lambda x: not x['dry_run']
         },
+        {
+            "type": "password",
+            "name": "exchange_key_password",
+            "message": "Insert Exchange API Key password",
+            "when": lambda x: not x['dry_run'] and x['exchange_name'] == 'kucoin'
+        },
         {
             "type": "confirm",
             "name": "telegram",
diff --git a/freqtrade/templates/subtemplates/exchange_kucoin.j2 b/freqtrade/templates/subtemplates/exchange_kucoin.j2
new file mode 100644
index 000000000..f9dfff663
--- /dev/null
+++ b/freqtrade/templates/subtemplates/exchange_kucoin.j2
@@ -0,0 +1,18 @@
+"exchange": {
+    "name": "{{ exchange_name | lower }}",
+    "key": "{{ exchange_key }}",
+    "secret": "{{ exchange_secret }}",
+    "password": "{{ exchange_key_password }}",
+    "ccxt_config": {
+        "enableRateLimit": true
+        "rateLimit": 200
+    },
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 200
+    },
+    "pair_whitelist": [
+    ],
+    "pair_blacklist": [
+    ]
+}

From 68f13173bcaf4d88c2835abc66f9d0b92bf7ce7e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 08:59:08 +0200
Subject: [PATCH 516/834] Update new-config templates to use USDT by default

---
 freqtrade/commands/build_config_commands.py   |  4 ++--
 .../subtemplates/exchange_binance.j2          | 15 -------------
 .../subtemplates/exchange_bittrex.j2          | 10 ---------
 .../templates/subtemplates/exchange_kraken.j2 | 22 ++-----------------
 4 files changed, 4 insertions(+), 47 deletions(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index 780ad4161..faa8a98f4 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -61,13 +61,13 @@ def ask_user_config() -> Dict[str, Any]:
             "type": "text",
             "name": "stake_currency",
             "message": "Please insert your stake currency:",
-            "default": 'BTC',
+            "default": 'USDT',
         },
         {
             "type": "text",
             "name": "stake_amount",
             "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
-            "default": "0.01",
+            "default": "100",
             "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
             "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
             if val == UNLIMITED_STAKE_AMOUNT
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 38ba4fa5c..217002a7c 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -8,21 +8,6 @@
         "rateLimit": 200
     },
     "pair_whitelist": [
-        "ALGO/BTC",
-        "ATOM/BTC",
-        "BAT/BTC",
-        "BCH/BTC",
-        "BRD/BTC",
-        "EOS/BTC",
-        "ETH/BTC",
-        "IOTA/BTC",
-        "LINK/BTC",
-        "LTC/BTC",
-        "NEO/BTC",
-        "NXS/BTC",
-        "XMR/BTC",
-        "XRP/BTC",
-        "XTZ/BTC"
     ],
     "pair_blacklist": [
         "BNB/BTC",
diff --git a/freqtrade/templates/subtemplates/exchange_bittrex.j2 b/freqtrade/templates/subtemplates/exchange_bittrex.j2
index 7b27318ca..0394790ce 100644
--- a/freqtrade/templates/subtemplates/exchange_bittrex.j2
+++ b/freqtrade/templates/subtemplates/exchange_bittrex.j2
@@ -15,16 +15,6 @@
         "rateLimit": 500
     },
     "pair_whitelist": [
-        "ETH/BTC",
-        "LTC/BTC",
-        "ETC/BTC",
-        "DASH/BTC",
-        "ZEC/BTC",
-        "XLM/BTC",
-        "XRP/BTC",
-        "TRX/BTC",
-        "ADA/BTC",
-        "XMR/BTC"
     ],
     "pair_blacklist": [
     ]
diff --git a/freqtrade/templates/subtemplates/exchange_kraken.j2 b/freqtrade/templates/subtemplates/exchange_kraken.j2
index 7139a0830..4d0e4c1ff 100644
--- a/freqtrade/templates/subtemplates/exchange_kraken.j2
+++ b/freqtrade/templates/subtemplates/exchange_kraken.j2
@@ -7,28 +7,10 @@
     "ccxt_async_config": {
         "enableRateLimit": true,
         "rateLimit": 1000
+        // Enable the below for downoading data.
+        //"rateLimit": 3100
     },
     "pair_whitelist": [
-        "ADA/EUR",
-        "ATOM/EUR",
-        "BAT/EUR",
-        "BCH/EUR",
-        "BTC/EUR",
-        "DAI/EUR",
-        "DASH/EUR",
-        "EOS/EUR",
-        "ETC/EUR",
-        "ETH/EUR",
-        "LINK/EUR",
-        "LTC/EUR",
-        "QTUM/EUR",
-        "REP/EUR",
-        "WAVES/EUR",
-        "XLM/EUR",
-        "XMR/EUR",
-        "XRP/EUR",
-        "XTZ/EUR",
-        "ZEC/EUR"
     ],
     "pair_blacklist": [
 

From c489e6825c3cc0affeb46e2a2f1f78d119e933f5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 09:18:15 +0200
Subject: [PATCH 517/834] Simplify binance blacklist

---
 .../templates/subtemplates/exchange_binance.j2      | 13 +------------
 1 file changed, 1 insertion(+), 12 deletions(-)

diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 217002a7c..3022464c7 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -10,17 +10,6 @@
     "pair_whitelist": [
     ],
     "pair_blacklist": [
-        "BNB/BTC",
-        "BNB/BUSD",
-        "BNB/ETH",
-        "BNB/EUR",
-        "BNB/NGN",
-        "BNB/PAX",
-        "BNB/RUB",
-        "BNB/TRY",
-        "BNB/TUSD",
-        "BNB/USDC",
-        "BNB/USDS",
-        "BNB/USDT"
+        "BNB/.*",
     ]
 }

From b4130dfabbdd0a68119080f33c990b34d4116d77 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 09:23:26 +0200
Subject: [PATCH 518/834] Use volumePairlist instead of staticPairlist in
 generated config

---
 freqtrade/templates/base_config.json.j2              | 9 ++++++++-
 freqtrade/templates/subtemplates/exchange_binance.j2 | 2 +-
 2 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2
index a5782f7cd..68eebdbd4 100644
--- a/freqtrade/templates/base_config.json.j2
+++ b/freqtrade/templates/base_config.json.j2
@@ -1,3 +1,10 @@
+{%set volume_pairlist = '{
+            "method": "VolumePairList",
+            "number_assets": 20,
+            "sort_key": "quoteVolume",
+            "min_value": 0,
+            "refresh_period": 1800
+        }' %}
 {
     "max_open_trades": {{ max_open_trades }},
     "stake_currency": "{{ stake_currency }}",
@@ -29,7 +36,7 @@
     },
     {{ exchange | indent(4) }},
     "pairlists": [
-        {"method": "StaticPairList"}
+        {{ '{"method": "StaticPairList"}' if exchange_name == 'bittrex' else  volume_pairlist }}
     ],
     "edge": {
         "enabled": false,
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index 3022464c7..de58b6f72 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -10,6 +10,6 @@
     "pair_whitelist": [
     ],
     "pair_blacklist": [
-        "BNB/.*",
+        "BNB/.*"
     ]
 }

From 2f92838c39639e4770b95258ca0357d4e69c7d40 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 16:18:47 +0200
Subject: [PATCH 519/834] Properly close parenteses in exchange doc

---
 docs/exchanges.md | 5 ++++-
 mkdocs.yml        | 2 +-
 2 files changed, 5 insertions(+), 2 deletions(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 81ad670a3..42a850acd 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -6,7 +6,6 @@ This page combines common gotchas and informations which are exchange-specific a
 
 Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
 
-
 !!! Tip "Stoploss on Exchange"
     Binance supports `stoploss_on_exchange` and uses stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
 
@@ -116,6 +115,8 @@ Kucoin requires a passphrase for each api key, you will therefore need to add th
     "key": "your_exchange_key",
     "secret": "your_exchange_secret",
     "password": "your_exchange_api_key_password",
+    // ...
+}
 ```
 
 Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force).
@@ -163,6 +164,8 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
         "order_time_in_force": ["gtc", "fok"],
         "ohlcv_candle_limit": 200
         }
+    //...
+}
 ```
 
 !!! Warning
diff --git a/mkdocs.yml b/mkdocs.yml
index 854939ca0..05156168f 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -23,10 +23,10 @@ nav:
     - Hyperopt: hyperopt.md
     - Utility Sub-commands: utils.md
     - Plotting: plotting.md
+    - Exchange-specific Notes: exchanges.md
     - Data Analysis:
         - Jupyter Notebooks: data-analysis.md
         - Strategy analysis: strategy_analysis_example.md
-    - Exchange-specific Notes: exchanges.md
     - Advanced Topics:
         - Advanced Post-installation Tasks: advanced-setup.md
         - Edge Positioning: edge.md

From 103a8e827ea7e280b93d806d355ca1157ed55692 Mon Sep 17 00:00:00 2001
From: Rikj000 <rik_helsen@hotmail.com>
Date: Fri, 3 Sep 2021 16:37:36 +0200
Subject: [PATCH 520/834] =?UTF-8?q?=E2=9A=A1=20`setup.sh`=20-=20Use=20`bui?=
 =?UTF-8?q?ld=5Fhelpers/install=5Fta-lib.sh`=20for=20TA-Lib=20installation?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 build_helpers/install_ta-lib.sh |  2 +-
 setup.sh                        | 14 +-------------
 2 files changed, 2 insertions(+), 14 deletions(-)

diff --git a/build_helpers/install_ta-lib.sh b/build_helpers/install_ta-lib.sh
index dd87cf105..590b7d961 100755
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -13,7 +13,7 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   && ./configure --prefix=${INSTALL_LOC}/ \
   && make -j$(nproc) \
   && which sudo && sudo make install || make install \
-  && cd ..
+  && cd .. && rm -rf ./ta-lib/
 else
   echo "TA-lib already installed, skipping installation"
 fi
diff --git a/setup.sh b/setup.sh
index e5f81578d..217500569 100755
--- a/setup.sh
+++ b/setup.sh
@@ -95,19 +95,7 @@ function install_talib() {
         return
     fi
 
-    cd build_helpers
-    tar zxvf ta-lib-0.4.0-src.tar.gz
-    cd ta-lib
-    sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
-    ./configure --prefix=/usr/local
-    make
-    sudo make install
-    if [ -x "$(command -v apt-get)" ]; then
-        echo "Updating library path using ldconfig"
-        sudo ldconfig
-    fi
-    cd .. && rm -rf ./ta-lib/
-    cd ..
+    cd build_helpers && ./install_ta-lib.sh && cd ..
 }
 
 function install_mac_newer_python_dependencies() {    

From 493fb3507316296f90f6c6384a1e84d366b82efa Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 3 Sep 2021 22:05:40 +0200
Subject: [PATCH 521/834] Fix uvicorn not working properly on windows

---
 freqtrade/rpc/api_server/uvicorn_threaded.py | 16 +++++++++++++++-
 1 file changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/uvicorn_threaded.py b/freqtrade/rpc/api_server/uvicorn_threaded.py
index b63999f51..79af659c7 100644
--- a/freqtrade/rpc/api_server/uvicorn_threaded.py
+++ b/freqtrade/rpc/api_server/uvicorn_threaded.py
@@ -5,6 +5,20 @@ import time
 import uvicorn
 
 
+def asyncio_setup() -> None:  # pragma: no cover
+    # Set eventloop for win32 setups
+    # Reverts a change done in uvicorn 0.15.0 - which now sets the eventloop
+    # via policy.
+    import sys
+
+    if sys.version_info >= (3, 8) and sys.platform == "win32":
+        import asyncio
+        import selectors
+        selector = selectors.SelectSelector()
+        loop = asyncio.SelectorEventLoop(selector)
+        asyncio.set_event_loop(loop)
+
+
 class UvicornServer(uvicorn.Server):
     """
     Multithreaded server - as found in https://github.com/encode/uvicorn/issues/742
@@ -28,7 +42,7 @@ class UvicornServer(uvicorn.Server):
         try:
             import uvloop  # noqa
         except ImportError:  # pragma: no cover
-            from uvicorn.loops.asyncio import asyncio_setup
+
             asyncio_setup()
         else:
             asyncio.set_event_loop(uvloop.new_event_loop())

From eb0362c29ef7f125db4fda5590485c4c9f002f7b Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Fri, 3 Sep 2021 23:52:40 +0200
Subject: [PATCH 522/834] =?UTF-8?q?=E2=9A=A1=EF=B8=8F=20=EF=B8=8F`install?=
 =?UTF-8?q?=5Fta-lib.sh`=20-=20Run=20`ldconfig`=20after=20`make=20install`?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 build_helpers/install_ta-lib.sh | 9 ++++++---
 1 file changed, 6 insertions(+), 3 deletions(-)

diff --git a/build_helpers/install_ta-lib.sh b/build_helpers/install_ta-lib.sh
index 590b7d961..d12b16364 100755
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -12,9 +12,12 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
   && make -j$(nproc) \
-  && which sudo && sudo make install || make install \
-  && cd .. && rm -rf ./ta-lib/
+  && which sudo && sudo make install || make install
+  if [ -x "$(command -v apt-get)" ]; then
+    echo "Updating library path using ldconfig"
+    sudo ldconfig
+  fi
+  cd .. && rm -rf ./ta-lib/
 else
   echo "TA-lib already installed, skipping installation"
 fi
-#  && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \

From 4e049f65f227c7e2bf103db5cd9f97988c7a2250 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 5 Sep 2021 09:14:44 +0200
Subject: [PATCH 523/834] Exclude some parts from coverage that can't really be
 tested

---
 freqtrade/__init__.py | 2 +-
 freqtrade/loggers.py  | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/__init__.py b/freqtrade/__init__.py
index e96e7f530..2747efc96 100644
--- a/freqtrade/__init__.py
+++ b/freqtrade/__init__.py
@@ -22,7 +22,7 @@ if __version__ == 'develop':
         #  subprocess.check_output(
         #     ['git', 'log', '--format="%h"', '-n 1'],
         #     stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
-    except Exception:
+    except Exception:  # pragma: no cover
         # git not available, ignore
         try:
             # Try Fallback to freqtrade_commit file (created by CI while building docker image)
diff --git a/freqtrade/loggers.py b/freqtrade/loggers.py
index fbb05d879..5c5831695 100644
--- a/freqtrade/loggers.py
+++ b/freqtrade/loggers.py
@@ -87,7 +87,7 @@ def setup_logging(config: Dict[str, Any]) -> None:
             # syslog config. The messages should be equal for this.
             handler_sl.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
             logging.root.addHandler(handler_sl)
-        elif s[0] == 'journald':
+        elif s[0] == 'journald':  # pragma: no cover
             try:
                 from systemd.journal import JournaldLogHandler
             except ImportError:

From 2173ff0133db834cbda72a2d35fa6a07e5d574b9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 5 Sep 2021 09:16:19 +0200
Subject: [PATCH 524/834] Update PR template to not link to issues in changelog

---
 .github/PULL_REQUEST_TEMPLATE.md | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/.github/PULL_REQUEST_TEMPLATE.md b/.github/PULL_REQUEST_TEMPLATE.md
index 20ef27f0f..7c0655b20 100644
--- a/.github/PULL_REQUEST_TEMPLATE.md
+++ b/.github/PULL_REQUEST_TEMPLATE.md
@@ -2,14 +2,16 @@ Thank you for sending your pull request. But first, have you included
 unit tests, and is your code PEP8 conformant? [More details](https://github.com/freqtrade/freqtrade/blob/develop/CONTRIBUTING.md)
 
 ## Summary
+
 Explain in one sentence the goal of this PR
 
 Solve the issue: #___
 
 ## Quick changelog
 
-- <change log #1>
-- <change log #2>
+- <change log 1>
+- <change log 1>
 
 ## What's new?
+
 *Explain in details what this PR solve or improve. You can include visuals.* 

From a8f28ffb11a48ce1a8bbb26b209bfd9fa34705d0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 5 Sep 2021 15:34:57 +0200
Subject: [PATCH 525/834] Increase test coverage

---
 tests/strategy/test_interface.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 128599668..250dcf63d 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -735,11 +735,16 @@ def test_auto_hyperopt_interface(default_conf):
     PairLocks.timeframe = default_conf['timeframe']
     strategy = StrategyResolver.load_strategy(default_conf)
 
+    with pytest.raises(OperationalException):
+        next(strategy.enumerate_parameters('deadBeef'))
+
     assert strategy.buy_rsi.value == strategy.buy_params['buy_rsi']
     # PlusDI is NOT in the buy-params, so default should be used
     assert strategy.buy_plusdi.value == 0.5
     assert strategy.sell_rsi.value == strategy.sell_params['sell_rsi']
 
+    assert repr(strategy.sell_rsi) == 'IntParameter(74)'
+
     # Parameter is disabled - so value from sell_param dict will NOT be used.
     assert strategy.sell_minusdi.value == 0.5
     all_params = strategy.detect_all_parameters()

From c519ecf8df2fae0e8d789c5abacb6662620d73e7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 5 Sep 2021 15:40:21 +0200
Subject: [PATCH 526/834] Exclude more untestable sections from coverage

---
 freqtrade/main.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/main.py b/freqtrade/main.py
index 2fd3d32bb..6593fbcb6 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -9,7 +9,7 @@ from typing import Any, List
 
 
 # check min. python version
-if sys.version_info < (3, 7):
+if sys.version_info < (3, 7):  # pragma: no cover
     sys.exit("Freqtrade requires Python version >= 3.7")
 
 from freqtrade.commands import Arguments
@@ -46,7 +46,7 @@ def main(sysargv: List[str] = None) -> None:
                 "`freqtrade --help` or `freqtrade <command> --help`."
             )
 
-    except SystemExit as e:
+    except SystemExit as e:  # pragma: no cover
         return_code = e
     except KeyboardInterrupt:
         logger.info('SIGINT received, aborting ...')
@@ -60,5 +60,5 @@ def main(sysargv: List[str] = None) -> None:
         sys.exit(return_code)
 
 
-if __name__ == '__main__':
+if __name__ == '__main__':  # pragma: no cover
     main()

From 1d24d3d5ee68624f2706e2a45ea939c87fa0b3ab Mon Sep 17 00:00:00 2001
From: lenik terenin <lenik@lazydroid.com>
Date: Sun, 5 Sep 2021 22:41:58 +0900
Subject: [PATCH 527/834] case insensitive blacklist

Allow "btc/usdt" pairs in blacklist to match to "BTC/USDT" pairs that come from the exchange.
---
 freqtrade/plugins/pairlist/pairlist_helpers.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/pairlist_helpers.py b/freqtrade/plugins/pairlist/pairlist_helpers.py
index 924bfb293..1de27fcbd 100644
--- a/freqtrade/plugins/pairlist/pairlist_helpers.py
+++ b/freqtrade/plugins/pairlist/pairlist_helpers.py
@@ -17,7 +17,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
     if keep_invalid:
         for pair_wc in wildcardpl:
             try:
-                comp = re.compile(pair_wc)
+                comp = re.compile(pair_wc, re.IGNORECASE)
                 result_partial = [
                     pair for pair in available_pairs if re.fullmatch(comp, pair)
                 ]
@@ -33,7 +33,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
     else:
         for pair_wc in wildcardpl:
             try:
-                comp = re.compile(pair_wc)
+                comp = re.compile(pair_wc, re.IGNORECASE)
                 result += [
                     pair for pair in available_pairs if re.fullmatch(comp, pair)
                 ]

From 4daa4b9e63960da073e8e2d5f7e00906d4117cf5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 6 Sep 2021 03:01:10 +0000
Subject: [PATCH 528/834] Bump pytest from 6.2.4 to 6.2.5

Bumps [pytest](https://github.com/pytest-dev/pytest) from 6.2.4 to 6.2.5.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/6.2.4...6.2.5)

---
updated-dependencies:
- dependency-name: pytest
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 67ee0035b..34d5607f3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.4.1
 mypy==0.910
-pytest==6.2.4
+pytest==6.2.5
 pytest-asyncio==0.15.1
 pytest-cov==2.12.1
 pytest-mock==3.6.1

From 771193cbe47b0bd812e87662bdc141b911e316a7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 6 Sep 2021 03:01:19 +0000
Subject: [PATCH 529/834] Bump plotly from 5.3.0 to 5.3.1

Bumps [plotly](https://github.com/plotly/plotly.py) from 5.3.0 to 5.3.1.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.3.0...v5.3.1)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-plot.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-plot.txt b/requirements-plot.txt
index 62836a729..8e17232b0 100644
--- a/requirements-plot.txt
+++ b/requirements-plot.txt
@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.3.0
+plotly==5.3.1
 

From 44f8d7abf2ba21c3eb0e1c0f5804d8bafb9d2e31 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 6 Sep 2021 03:01:23 +0000
Subject: [PATCH 530/834] Bump ccxt from 1.55.56 to 1.55.83

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.55.56 to 1.55.83.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.55.56...1.55.83)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index f77edddfe..e2bed0f9e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.2
 
-ccxt==1.55.56
+ccxt==1.55.83
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From 765e72715bf739504e53140cd29eb24ef40dda44 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 6 Sep 2021 03:01:28 +0000
Subject: [PATCH 531/834] Bump mkdocs-material from 7.2.5 to 7.2.6

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.5 to 7.2.6.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.5...7.2.6)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index d820c9412..9927740c2 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.5
+mkdocs-material==7.2.6
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From a04875eb55beab2f9d86534434daf2465b9f0d78 Mon Sep 17 00:00:00 2001
From: EnzovdWetering <36194995+EnzovdWetering@users.noreply.github.com>
Date: Mon, 6 Sep 2021 17:53:44 +0200
Subject: [PATCH 532/834] Update edge.md

Typo fix
---
 docs/edge.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/edge.md b/docs/edge.md
index 237ff36f6..4402d767f 100644
--- a/docs/edge.md
+++ b/docs/edge.md
@@ -3,7 +3,7 @@
 The `Edge Positioning` module uses probability to calculate your win rate and risk reward ratio. It will use these statistics to control your strategy trade entry points, position size and, stoploss.
 
 !!! Warning
-    WHen using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
+    When using `Edge positioning` with a dynamic whitelist (VolumePairList), make sure to also use `AgeFilter` and set it to at least `calculate_since_number_of_days` to avoid problems with missing data.
 
 !!! Note
     `Edge Positioning` only considers *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.

From 6bd495a32a58b6da236f53da2d166f683a21cfff Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 6 Sep 2021 19:53:32 +0200
Subject: [PATCH 533/834] Fix 0Exception error

happens when wrong stake-currency is selected and /profit
is called
---
 freqtrade/rpc/rpc.py | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 95a37452b..ca2e84e48 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -403,8 +403,11 @@ class RPC:
         # Doing the sum is not right - overall profit needs to be based on initial capital
         profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
         starting_balance = self._freqtrade.wallets.get_starting_balance()
-        profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
-        profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
+        profit_closed_ratio_fromstart = 0
+        profit_all_ratio_fromstart = 0
+        if starting_balance:
+            profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
+            profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
 
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,

From 10d0987f49b8179f840895882bccebb732098192 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 6 Sep 2021 19:54:34 +0200
Subject: [PATCH 534/834] Fix docs for custom hyperopt space

---
 docs/advanced-hyperopt.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 8f233438b..4a2bafd2e 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -80,7 +80,7 @@ To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_sp
 class MyAwesomeStrategy(IStrategy):
     class HyperOpt:
         # Define a custom stoploss space.
-        def stoploss_space(self):
+        def stoploss_space():
             return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
 ```
 

From 880474594e5357eea9b47b8d1c8449a968bce4c3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Sep 2021 06:51:31 +0200
Subject: [PATCH 535/834] have ftuser use `/bin/bash` in dockerfile

---
 Dockerfile | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/Dockerfile b/Dockerfile
index 4c4722452..f7e26efe3 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -13,7 +13,7 @@ RUN mkdir /freqtrade \
   && apt-get update \
   && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
   && apt-get clean \
-  && useradd -u 1000 -G sudo -U -m ftuser \
+  && useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
   && chown ftuser:ftuser /freqtrade \
   # Allow sudoers
   && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers

From 71ff214adfe844a1ff57624094169f48dbd202e5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Sep 2021 07:14:40 +0200
Subject: [PATCH 536/834] Support "initial_call" for download-data of new pairs

---
 freqtrade/data/history/history_utils.py |  3 ++-
 freqtrade/exchange/binance.py           |  1 +
 freqtrade/exchange/exchange.py          | 17 ++++++++++++-----
 3 files changed, 15 insertions(+), 6 deletions(-)

diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 6f125aaa9..e6b8db322 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -197,7 +197,8 @@ def _download_pair_history(pair: str, *,
                                                timeframe=timeframe,
                                                since_ms=since_ms if since_ms else
                                                arrow.utcnow().shift(
-                                                   days=-new_pairs_days).int_timestamp * 1000
+                                                   days=-new_pairs_days).int_timestamp * 1000,
+                                               is_new_pair=data.empty
                                                )
         # TODO: Maybe move parsing to exchange class (?)
         new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 189f5f481..7a3111f85 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -20,6 +20,7 @@ class Binance(Exchange):
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
         "time_in_force_parameter": "timeInForce",
         "ohlcv_candle_limit": 1000,
+        "ohlcv_initial_call": True,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 80f20b17e..425b89f88 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1194,7 +1194,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int) -> List:
+                           since_ms: int, is_new_pair: bool = False) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1206,7 +1206,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms))
+                                           since_ms=since_ms, is_new_pair=is_new_pair))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1221,9 +1221,9 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str,
-                                        timeframe: str,
-                                        since_ms: int) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
         """
         Download historic ohlcv
         """
@@ -1234,6 +1234,13 @@ class Exchange:
             one_call,
             arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
         )
+        if self._ft_has.get('ohlcv_initial_call', False) and is_new_pair:
+            x = await self._async_get_candle_history(pair, timeframe, 0)
+            if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
+                # Set starting date to first available candle.
+                since_ms = x[2][0][0]
+                logger.info(f"Candle-data available starting with {since_ms}.")
+
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]

From 8c83c258a52c9ea4d91ed8f0d1a87e084109f828 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Sep 2021 19:29:10 +0200
Subject: [PATCH 537/834] Move "first-pair_getting" to binance subclass

---
 freqtrade/exchange/binance.py  | 21 +++++++++++++++++++--
 freqtrade/exchange/exchange.py |  8 +-------
 2 files changed, 20 insertions(+), 9 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 7a3111f85..284f9cdad 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -1,7 +1,8 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict
+from typing import Dict, List
 
+import arrow
 import ccxt
 
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
@@ -20,7 +21,6 @@ class Binance(Exchange):
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
         "time_in_force_parameter": "timeInForce",
         "ohlcv_candle_limit": 1000,
-        "ohlcv_initial_call": True,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
@@ -91,3 +91,20 @@ class Binance(Exchange):
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
+        """
+        Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
+        Does not work for other exchanges, which don't return the earliest data when called with "0"
+        """
+        if is_new_pair:
+            x = await self._async_get_candle_history(pair, timeframe, 0)
+            if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
+                # Set starting date to first available candle.
+                since_ms = x[2][0][0]
+                logger.info(f"Candle-data available starting with "
+                            f"{arrow.get(since_ms // 1000).isoformat()}.")
+        return await super()._async_get_historic_ohlcv(
+            pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 425b89f88..79fd33dfe 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1226,6 +1226,7 @@ class Exchange:
                                         ) -> List:
         """
         Download historic ohlcv
+        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1234,13 +1235,6 @@ class Exchange:
             one_call,
             arrow.utcnow().shift(seconds=one_call // 1000).humanize(only_distance=True)
         )
-        if self._ft_has.get('ohlcv_initial_call', False) and is_new_pair:
-            x = await self._async_get_candle_history(pair, timeframe, 0)
-            if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
-                # Set starting date to first available candle.
-                since_ms = x[2][0][0]
-                logger.info(f"Candle-data available starting with {since_ms}.")
-
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]

From 2d66987ac7ed38961c2110680b03893693f86231 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 7 Sep 2021 19:51:07 +0200
Subject: [PATCH 538/834] Add test for "pair-startdate" detection

---
 freqtrade/exchange/binance.py  |  2 +-
 tests/exchange/test_binance.py | 35 +++++++++++++++++++++++++++++++++-
 2 files changed, 35 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 284f9cdad..8dced3894 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -104,7 +104,7 @@ class Binance(Exchange):
             if x and x[2] and x[2][0] and x[2][0][0] > since_ms:
                 # Set starting date to first available candle.
                 since_ms = x[2][0][0]
-                logger.info(f"Candle-data available starting with "
+                logger.info(f"Candle-data for {pair} available starting with "
                             f"{arrow.get(since_ms // 1000).isoformat()}.")
         return await super()._async_get_historic_ohlcv(
             pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index f2b508761..dd85c3abe 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -1,3 +1,4 @@
+from datetime import datetime, timezone
 from random import randint
 from unittest.mock import MagicMock
 
@@ -5,7 +6,7 @@ import ccxt
 import pytest
 
 from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
-from tests.conftest import get_patched_exchange
+from tests.conftest import get_mock_coro, get_patched_exchange, log_has_re
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
@@ -105,3 +106,35 @@ def test_stoploss_adjust_binance(mocker, default_conf):
     # Test with invalid order case
     order['type'] = 'stop_loss'
     assert not exchange.stoploss_adjust(1501, order)
+
+
+@pytest.mark.asyncio
+async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog):
+    ohlcv = [
+        [
+            int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+
+    exchange = get_patched_exchange(mocker, default_conf, id='binance')
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+
+    pair = 'ETH/BTC'
+    res = await exchange._async_get_historic_ohlcv(pair, "5m",
+                                                   1500000000000, is_new_pair=False)
+    # Call with very old timestamp - causes tons of requests
+    assert exchange._api_async.fetch_ohlcv.call_count > 400
+    # assert res == ohlcv
+    exchange._api_async.fetch_ohlcv.reset_mock()
+    res = await exchange._async_get_historic_ohlcv(pair, "5m", 1500000000000, is_new_pair=True)
+
+    # Called twice - one "init" call - and one to get the actual data.
+    assert exchange._api_async.fetch_ohlcv.call_count == 2
+    assert res == ohlcv
+    assert log_has_re(r"Candle-data for ETH/BTC available starting with .*", caplog)

From 79ca6135a2cb599de9fa4fde397226d63dda2832 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Tue, 7 Sep 2021 21:53:38 -0600
Subject: [PATCH 539/834] added caplog clears to freqtradebot tests

---
 tests/test_freqtradebot.py | 53 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 53 insertions(+)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 75b67e59c..ddd031f77 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -107,6 +107,7 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
     freqtrade = FreqtradeBot(conf)
     assert not freqtrade.strategy.order_types['stoploss_on_exchange']
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
+    caplog.clear()
 
 
 def test_order_dict_live(default_conf, mocker, caplog) -> None:
@@ -140,6 +141,7 @@ def test_order_dict_live(default_conf, mocker, caplog) -> None:
     freqtrade = FreqtradeBot(conf)
     assert not freqtrade.strategy.order_types['stoploss_on_exchange']
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
+    caplog.clear()
 
 
 def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
@@ -415,6 +417,7 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
 
     assert freqtrade.create_trade('ETH/BTC')
     assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
+    caplog.clear()
 
 
 def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
@@ -478,6 +481,7 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
+    caplog.clear()
 
 
 def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
@@ -518,11 +522,13 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order,
     # 0 trades, but it's not because of pairlock.
     assert n == 0
     assert not log_has_re(message, caplog)
+    caplog.clear()
 
     PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=20).datetime, 'Just because')
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(message, caplog)
+    caplog.clear()
 
 
 def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
@@ -1086,6 +1092,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     assert log_has_re(r'STOP_LOSS_LIMIT is hit for Trade\(id=1, .*\)\.', caplog)
     assert trade.stoploss_order_id is None
     assert trade.is_open is False
+    caplog.clear()
 
     mocker.patch(
         'freqtrade.exchange.Binance.stoploss',
@@ -1115,6 +1122,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 0
+    caplog.clear()
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
@@ -1154,6 +1162,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog)
     assert trade.stoploss_order_id is None
     assert trade.is_open is True
+    caplog.clear()
 
 
 def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
@@ -1202,6 +1211,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert rpc_mock.call_count == 2
     assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
     assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
+    caplog.clear()
 
 
 def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
@@ -1428,6 +1438,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
+    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1662,6 +1673,7 @@ def test_enter_positions(mocker, default_conf, caplog) -> None:
     assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
     # create_trade should be called once for every pair in the whitelist.
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
+    caplog.clear()
 
 
 def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
@@ -1701,6 +1713,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     # test amount modified by fee-logic
     n = freqtrade.exit_positions(trades)
     assert n == 0
+    caplog.clear()
 
 
 def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1721,6 +1734,7 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     n = freqtrade.exit_positions(trades)
     assert n == 0
     assert log_has('Unable to sell trade ETH/BTC: ', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1743,10 +1757,12 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     )
     assert not freqtrade.update_trade_state(trade, None)
     assert log_has_re(r'Orderid for trade .* is empty.', caplog)
+    caplog.clear()
     # Add datetime explicitly since sqlalchemy defaults apply only once written to database
     freqtrade.update_trade_state(trade, '123')
     # Test amount not modified by fee-logic
     assert not log_has_re(r'Applying fee to .*', caplog)
+    caplog.clear()
     assert trade.open_order_id is None
     assert trade.amount == limit_buy_order['amount']
 
@@ -1764,6 +1780,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     freqtrade.update_trade_state(trade, '123')
 
     assert log_has_re('Found open order for.*', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
@@ -1814,6 +1831,7 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
     assert trade.amount != amount
     assert trade.amount == limit_buy_order['amount']
     assert log_has_re(r'Applying fee on amount for .*', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state_exception(mocker, default_conf,
@@ -1832,6 +1850,7 @@ def test_update_trade_state_exception(mocker, default_conf,
     )
     freqtrade.update_trade_state(trade, trade.open_order_id)
     assert log_has('Could not update trade amount: ', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
@@ -1848,6 +1867,7 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
     freqtrade.update_trade_state(trade, trade.open_order_id)
     assert grm_mock.call_count == 0
     assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
+    caplog.clear()
 
 
 def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open,
@@ -2016,6 +2036,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
+    caplog.clear()
 
 
 def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
@@ -2048,6 +2069,7 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
+    caplog.clear()
 
 
 def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order,
@@ -2088,6 +2110,7 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog):
     assert log_has_re(r'Strategy caused the following exception.*', caplog)
     assert ftbot.strategy.bot_loop_start.call_count == 1
     assert ftbot.strategy.analyze.call_count == 1
+    caplog.clear()
 
 
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2202,6 +2225,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     nb_trades = len(trades)
     assert nb_trades == 0
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
+    caplog.clear()
 
 
 def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2336,6 +2360,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     assert rpc_mock.call_count == 1
     assert open_trade.is_open is True
     assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
+    caplog.clear()
 
 
 def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
@@ -2404,6 +2429,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert trades[0].open_order_id is None
     assert trades[0].fee_updated('buy')
     assert pytest.approx(trades[0].fee_open) == 0.001
+    caplog.clear()
 
 
 def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
@@ -2444,6 +2470,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
                                 limit_buy_order_old_partial['remaining'])
     assert trades[0].open_order_id is None
     assert trades[0].fee_open == fee()
+    caplog.clear()
 
 
 def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
@@ -2472,6 +2499,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
                       f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
                       r"\) due to Traceback \(most recent call last\):\n*",
                       caplog)
+    caplog.clear()
 
 
 def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
@@ -2515,6 +2543,7 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
+    caplog.clear()
 
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
@@ -2536,6 +2565,7 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     assert cancel_order_mock.call_count == 0
     assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
     assert nofiy_mock.call_count == 1
+    caplog.clear()
 
 
 @pytest.mark.parametrize('cancelorder', [
@@ -2905,6 +2935,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
+    caplog.clear()
 
 
 def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
@@ -3300,6 +3331,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert freqtrade.handle_trade(trade) is True
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert trade.amount != amnt
+    caplog.clear()
 
 
 def test__safe_sell_amount(default_conf, fee, caplog, mocker):
@@ -3330,6 +3362,7 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet
     assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert wallet_update.call_count == 1
+    caplog.clear()
 
 
 def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
@@ -3386,6 +3419,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     freqtrade.enter_positions()
 
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
+    caplog.clear()
 
 
 def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3477,6 +3511,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
                    "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
+    caplog.clear()
 
 
 def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3524,6 +3559,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
     assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
     assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
+    caplog.clear()
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
@@ -3537,6 +3573,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
         f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+    caplog.clear()
 
 
 def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3584,6 +3621,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
     assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
     assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000138501
+    caplog.clear()
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
@@ -3598,6 +3636,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
+    caplog.clear()
 
 
 def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3648,6 +3687,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
 
     assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000098910
+    caplog.clear()
 
     # price rises above the offset (rises 12% when the offset is 5.5%)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3661,6 +3701,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
     assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000117705
+    caplog.clear()
 
 
 def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3722,6 +3763,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
                    caplog)
+    caplog.clear()
 
 
 def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
@@ -3747,6 +3789,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe
     assert walletmock.call_count == 1
     assert log_has_re(r'Fee amount for Trade.* was in base currency '
                       '- Eating Fee 0.008 into dust', caplog)
+    caplog.clear()
 
 
 def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
@@ -3769,6 +3812,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
                    caplog)
+    caplog.clear()
 
 
 def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
@@ -3862,6 +3906,7 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
+    caplog.clear()
 
 
 def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee,
@@ -3897,6 +3942,7 @@ def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee,
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
+    caplog.clear()
 
 
 def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
@@ -3925,6 +3971,7 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
                    caplog)
+    caplog.clear()
 
 
 def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
@@ -4168,6 +4215,7 @@ def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None
     with pytest.raises(PricingError):
         freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
     assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
+    caplog.clear()
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
@@ -4238,6 +4286,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
         freqtrade.handle_trade(trade)
     assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
                       caplog)
+    caplog.clear()
 
 
 def test_startup_state(default_conf, mocker):
@@ -4296,6 +4345,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)
+    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -4339,6 +4389,7 @@ def test_update_open_orders(mocker, default_conf, fee, caplog):
 
     freqtrade.update_open_orders()
     assert not log_has_re(r"Error updating Order .*", caplog)
+    caplog.clear()
 
     freqtrade.config['dry_run'] = False
     freqtrade.update_open_orders()
@@ -4454,6 +4505,7 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
     assert mock_uts.call_count == 0
     assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
+    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -4591,6 +4643,7 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
 
     freqtrade.refind_lost_order(trades[4])
     assert log_has(f"Error updating {order['id']}.", caplog)
+    caplog.clear()
 
 
 def test_get_valid_price(mocker, default_conf) -> None:

From aac05029e1d13936f89c10f0ed8ccdaec3561ed7 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 01:20:52 -0600
Subject: [PATCH 540/834] safe_sell_amount -> safe_exit_amount

---
 freqtrade/freqtradebot.py  |  4 ++--
 tests/test_freqtradebot.py | 10 +++++-----
 2 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 259270483..0fc40cf45 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1039,7 +1039,7 @@ class FreqtradeBot(LoggingMixin):
         )
         return reason
 
-    def _safe_sell_amount(self, pair: str, amount: float) -> float:
+    def _safe_exit_amount(self, pair: str, amount: float) -> float:
         """
         Get sellable amount.
         Should be trade.amount - but will fall back to the available amount if necessary.
@@ -1111,7 +1111,7 @@ class FreqtradeBot(LoggingMixin):
             # but we allow this value to be changed)
             order_type = self.strategy.order_types.get("forcesell", order_type)
 
-        amount = self._safe_sell_amount(trade.pair, trade.amount)
+        amount = self._safe_exit_amount(trade.pair, trade.amount)
         time_in_force = self.strategy.order_time_in_force['sell']
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 75b67e59c..109cb01c2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3302,7 +3302,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert trade.amount != amnt
 
 
-def test__safe_sell_amount(default_conf, fee, caplog, mocker):
+def test__safe_exit_amount(default_conf, fee, caplog, mocker):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
@@ -3322,17 +3322,17 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     patch_get_signal(freqtrade)
 
     wallet_update.reset_mock()
-    assert freqtrade._safe_sell_amount(trade.pair, trade.amount) == amount_wallet
+    assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert wallet_update.call_count == 1
     caplog.clear()
     wallet_update.reset_mock()
-    assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet
+    assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
     assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert wallet_update.call_count == 1
 
 
-def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
+def test__safe_exit_amount_error(default_conf, fee, caplog, mocker):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
@@ -3350,7 +3350,7 @@ def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
     with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
-        assert freqtrade._safe_sell_amount(trade.pair, trade.amount)
+        assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
 
 
 def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:

From be93c75e44fcaa1df2094b1d6200b0c884abf596 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 01:14:16 -0600
Subject: [PATCH 541/834] reupdate_buy_order_fees -> reupdate_enter_order_fees

---
 freqtrade/freqtradebot.py  | 4 ++--
 tests/test_freqtradebot.py | 8 ++++----
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0fc40cf45..0f16162cd 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -296,9 +296,9 @@ class FreqtradeBot(LoggingMixin):
         if sell_order:
             self.refind_lost_order(trade)
         else:
-            self.reupdate_buy_order_fees(trade)
+            self.reupdate_enter_order_fees(trade)
 
-    def reupdate_buy_order_fees(self, trade: Trade):
+    def reupdate_enter_order_fees(self, trade: Trade):
         """
         Get buy order from database, and try to reupdate.
         Handles trades where the initial fee-update did not work.
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 109cb01c2..88ed11558 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4420,14 +4420,14 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
+def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
 
     create_mock_trades(fee)
     trades = Trade.get_trades().all()
 
-    freqtrade.reupdate_buy_order_fees(trades[0])
+    freqtrade.reupdate_enter_order_fees(trades[0])
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
     assert mock_uts.call_count == 1
     assert mock_uts.call_args_list[0][0][0] == trades[0]
@@ -4450,7 +4450,7 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
     )
     Trade.query.session.add(trade)
 
-    freqtrade.reupdate_buy_order_fees(trade)
+    freqtrade.reupdate_enter_order_fees(trade)
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
     assert mock_uts.call_count == 0
     assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
@@ -4460,7 +4460,7 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
 def test_handle_insufficient_funds(mocker, default_conf, fee):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order')
-    mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_buy_order_fees')
+    mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees')
     create_mock_trades(fee)
     trades = Trade.get_trades().all()
 

From e0092a85e9769eeb7e73bbb6f6018dbd494ea1a0 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 00:53:09 -0600
Subject: [PATCH 542/834] handle_cancel_buy/sell -> handle_cancel_enter/exit

---
 freqtrade/freqtradebot.py  | 12 +++++------
 freqtrade/rpc/rpc.py       |  4 ++--
 tests/test_freqtradebot.py | 44 +++++++++++++++++++-------------------
 3 files changed, 30 insertions(+), 30 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0f16162cd..bf07ac0bc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -906,7 +906,7 @@ class FreqtradeBot(LoggingMixin):
                                              default_retval=False)(pair=trade.pair,
                                                                    trade=trade,
                                                                    order=order))):
-                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['TIMEOUT'])
+                self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
             elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
                   fully_cancelled
@@ -915,7 +915,7 @@ class FreqtradeBot(LoggingMixin):
                                            default_retval=False)(pair=trade.pair,
                                                                  trade=trade,
                                                                  order=order))):
-                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
+                self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
 
     def cancel_all_open_orders(self) -> None:
         """
@@ -931,13 +931,13 @@ class FreqtradeBot(LoggingMixin):
                 continue
 
             if order['side'] == 'buy':
-                self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+                self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
 
             elif order['side'] == 'sell':
-                self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+                self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
         Trade.commit()
 
-    def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool:
+    def handle_cancel_enter(self, trade: Trade, order: Dict, reason: str) -> bool:
         """
         Buy cancel - cancel order
         :return: True if order was fully cancelled
@@ -998,7 +998,7 @@ class FreqtradeBot(LoggingMixin):
                                 reason=reason)
         return was_trade_fully_canceled
 
-    def handle_cancel_sell(self, trade: Trade, order: Dict, reason: str) -> str:
+    def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str:
         """
         Sell cancel - cancel order and update trade
         :return: Reason for cancel
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index ca2e84e48..caf7345a2 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -548,12 +548,12 @@ class RPC:
                 order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair)
 
                 if order['side'] == 'buy':
-                    fully_canceled = self._freqtrade.handle_cancel_buy(
+                    fully_canceled = self._freqtrade.handle_cancel_enter(
                         trade, order, CANCEL_REASON['FORCE_SELL'])
 
                 if order['side'] == 'sell':
                     # Cancel order - so it is placed anew with a fresh price.
-                    self._freqtrade.handle_cancel_sell(trade, order, CANCEL_REASON['FORCE_SELL'])
+                    self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_SELL'])
 
             if not fully_canceled:
                 # Get current rate and execute sell
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 88ed11558..1b5381264 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2453,8 +2453,8 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
 
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
-        handle_cancel_buy=MagicMock(),
-        handle_cancel_sell=MagicMock(),
+        handle_cancel_enter=MagicMock(),
+        handle_cancel_exit=MagicMock(),
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -2474,7 +2474,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
                       caplog)
 
 
-def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
+def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_buy_order = deepcopy(limit_buy_order)
@@ -2493,34 +2493,34 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     limit_buy_order['filled'] = 0.0
     limit_buy_order['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
     cancel_order_mock.reset_mock()
     caplog.clear()
     limit_buy_order['filled'] = 0.01
-    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 0
     assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog)
 
     caplog.clear()
     cancel_order_mock.reset_mock()
     limit_buy_order['filled'] = 2
-    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
     # Order remained open for some reason (cancel failed)
     cancel_buy_order['status'] = 'open'
     cancel_order_mock = MagicMock(return_value=cancel_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
-    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
 
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
                          indirect=['limit_buy_order_canceled_empty'])
-def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
-                                     limit_buy_order_canceled_empty) -> None:
+def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
+                                       limit_buy_order_canceled_empty) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = mocker.patch(
@@ -2532,7 +2532,7 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     reason = CANCEL_REASON['TIMEOUT']
     trade = MagicMock()
     trade.pair = 'LTC/ETH'
-    assert freqtrade.handle_cancel_buy(trade, limit_buy_order_canceled_empty, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
     assert cancel_order_mock.call_count == 0
     assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
     assert nofiy_mock.call_count == 1
@@ -2544,8 +2544,8 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     'String Return value',
     123
 ])
-def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
-                                        cancelorder) -> None:
+def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
+                                          cancelorder) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock(return_value=cancelorder)
@@ -2563,16 +2563,16 @@ def test_handle_cancel_buy_corder_empty(mocker, default_conf, limit_buy_order,
     limit_buy_order['filled'] = 0.0
     limit_buy_order['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
     cancel_order_mock.reset_mock()
     limit_buy_order['filled'] = 1.0
-    assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
     assert cancel_order_mock.call_count == 1
 
 
-def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
+def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
     send_msg_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2598,26 +2598,26 @@ def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
              'amount': 1,
              'status': "open"}
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_sell(trade, order, reason)
+    assert freqtrade.handle_cancel_exit(trade, order, reason)
     assert cancel_order_mock.call_count == 1
     assert send_msg_mock.call_count == 1
 
     send_msg_mock.reset_mock()
 
     order['amount'] = 2
-    assert freqtrade.handle_cancel_sell(trade, order, reason
+    assert freqtrade.handle_cancel_exit(trade, order, reason
                                         ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
     # Assert cancel_order was not called (callcount remains unchanged)
     assert cancel_order_mock.call_count == 1
     assert send_msg_mock.call_count == 1
-    assert freqtrade.handle_cancel_sell(trade, order, reason
+    assert freqtrade.handle_cancel_exit(trade, order, reason
                                         ) == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
     # Message should not be iterated again
     assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
     assert send_msg_mock.call_count == 1
 
 
-def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
+def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch(
@@ -2630,7 +2630,7 @@ def test_handle_cancel_sell_cancel_exception(mocker, default_conf) -> None:
     order = {'remaining': 1,
              'amount': 1,
              'status': "open"}
-    assert freqtrade.handle_cancel_sell(trade, order, reason) == 'error cancelling order'
+    assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
 
 
 def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
@@ -4304,8 +4304,8 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limi
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[
                      ExchangeError(), limit_sell_order, limit_buy_order, limit_sell_order])
-    buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_buy')
-    sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_sell')
+    buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
+    sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
 
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     create_mock_trades(fee)

From e1f846f22f28a9f76df1e8c47a79225ca2bc6e89 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 00:49:04 -0600
Subject: [PATCH 543/834] sell_lock -> exit_lock

---
 freqtrade/freqtradebot.py | 6 +++---
 freqtrade/rpc/rpc.py      | 4 ++--
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index bf07ac0bc..0a0b20f0c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -99,7 +99,7 @@ class FreqtradeBot(LoggingMixin):
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED
 
         # Protect sell-logic from forcesell and vice versa
-        self._sell_lock = Lock()
+        self._exit_lock = Lock()
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
 
     def notify_status(self, msg: str) -> None:
@@ -166,14 +166,14 @@ class FreqtradeBot(LoggingMixin):
 
         self.strategy.analyze(self.active_pair_whitelist)
 
-        with self._sell_lock:
+        with self._exit_lock:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
 
         # Protect from collisions with forcesell.
         # Without this, freqtrade my try to recreate stoploss_on_exchange orders
         # while selling is in process, since telegram messages arrive in an different thread.
-        with self._sell_lock:
+        with self._exit_lock:
             trades = Trade.get_open_trades()
             # First process current opened trades (positions)
             self.exit_positions(trades)
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index caf7345a2..b7b1fe603 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -566,7 +566,7 @@ class RPC:
         if self._freqtrade.state != State.RUNNING:
             raise RPCException('trader is not running')
 
-        with self._freqtrade._sell_lock:
+        with self._freqtrade._exit_lock:
             if trade_id == 'all':
                 # Execute sell for all open orders
                 for trade in Trade.get_open_trades():
@@ -628,7 +628,7 @@ class RPC:
         Handler for delete <id>.
         Delete the given trade and close eventually existing open orders.
         """
-        with self._freqtrade._sell_lock:
+        with self._freqtrade._exit_lock:
             c_count = 0
             trade = Trade.get_trades(trade_filter=[Trade.id == trade_id]).first()
             if not trade:

From 362dc20406c0419246cbe459518636337567cf9b Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 00:45:55 -0600
Subject: [PATCH 544/834] notify_buy -> notify_enter, notify_sell ->
 notify_exit

---
 freqtrade/freqtradebot.py  | 26 +++++++++++++-------------
 tests/test_freqtradebot.py |  6 +++---
 tests/test_integration.py  |  4 ++--
 3 files changed, 18 insertions(+), 18 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 0a0b20f0c..b67ae9f00 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -590,11 +590,11 @@ class FreqtradeBot(LoggingMixin):
         # Updating wallets
         self.wallets.update()
 
-        self._notify_buy(trade, order_type)
+        self._notify_enter(trade, order_type)
 
         return True
 
-    def _notify_buy(self, trade: Trade, order_type: str) -> None:
+    def _notify_enter(self, trade: Trade, order_type: str) -> None:
         """
         Sends rpc notification when a buy occurred.
         """
@@ -617,7 +617,7 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_buy_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
+    def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
         """
         Sends rpc notification when a buy cancel occurred.
         """
@@ -643,7 +643,7 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_buy_fill(self, trade: Trade) -> None:
+    def _notify_enter_fill(self, trade: Trade) -> None:
         msg = {
             'trade_id': trade.id,
             'type': RPCMessageType.BUY_FILL,
@@ -782,7 +782,7 @@ class FreqtradeBot(LoggingMixin):
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                     reason='Auto lock')
-            self._notify_sell(trade, "stoploss")
+            self._notify_exit(trade, "stoploss")
             return True
 
         if trade.open_order_id or not trade.is_open:
@@ -994,8 +994,8 @@ class FreqtradeBot(LoggingMixin):
             reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
 
         self.wallets.update()
-        self._notify_buy_cancel(trade, order_type=self.strategy.order_types['buy'],
-                                reason=reason)
+        self._notify_enter_cancel(trade, order_type=self.strategy.order_types['buy'],
+                                  reason=reason)
         return was_trade_fully_canceled
 
     def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str:
@@ -1032,7 +1032,7 @@ class FreqtradeBot(LoggingMixin):
             reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
 
         self.wallets.update()
-        self._notify_sell_cancel(
+        self._notify_exit_cancel(
             trade,
             order_type=self.strategy.order_types['sell'],
             reason=reason
@@ -1150,11 +1150,11 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                 reason='Auto lock')
 
-        self._notify_sell(trade, order_type)
+        self._notify_exit(trade, order_type)
 
         return True
 
-    def _notify_sell(self, trade: Trade, order_type: str, fill: bool = False) -> None:
+    def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False) -> None:
         """
         Sends rpc notification when a sell occurred.
         """
@@ -1196,7 +1196,7 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def _notify_sell_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
+    def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
         """
         Sends rpc notification when a sell cancel occurred.
         """
@@ -1291,13 +1291,13 @@ class FreqtradeBot(LoggingMixin):
         # Updating wallets when order is closed
         if not trade.is_open:
             if not stoploss_order and not trade.open_order_id:
-                self._notify_sell(trade, '', True)
+                self._notify_exit(trade, '', True)
             self.protections.stop_per_pair(trade.pair)
             self.protections.global_stop()
             self.wallets.update()
         elif not trade.open_order_id:
             # Buy fill
-            self._notify_buy_fill(trade)
+            self._notify_enter_fill(trade)
 
         return False
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 1b5381264..26d06d53a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2485,7 +2485,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> N
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade._notify_buy_cancel = MagicMock()
+    freqtrade._notify_enter_cancel = MagicMock()
 
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
@@ -2526,7 +2526,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
     cancel_order_mock = mocker.patch(
         'freqtrade.exchange.Exchange.cancel_order_with_result',
         return_value=limit_buy_order_canceled_empty)
-    nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_buy_cancel')
+    nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel')
     freqtrade = FreqtradeBot(default_conf)
 
     reason = CANCEL_REASON['TIMEOUT']
@@ -2555,7 +2555,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
     )
 
     freqtrade = FreqtradeBot(default_conf)
-    freqtrade._notify_buy_cancel = MagicMock()
+    freqtrade._notify_enter_cancel = MagicMock()
 
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
diff --git a/tests/test_integration.py b/tests/test_integration.py
index 215927098..a3484d438 100644
--- a/tests/test_integration.py
+++ b/tests/test_integration.py
@@ -70,7 +70,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
         create_stoploss_order=MagicMock(return_value=True),
-        _notify_sell=MagicMock(),
+        _notify_exit=MagicMock(),
     )
     mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)
     wallets_mock = mocker.patch("freqtrade.wallets.Wallets.update", MagicMock())
@@ -154,7 +154,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
     mocker.patch.multiple(
         'freqtrade.freqtradebot.FreqtradeBot',
         create_stoploss_order=MagicMock(return_value=True),
-        _notify_sell=MagicMock(),
+        _notify_exit=MagicMock(),
     )
     should_sell_mock = MagicMock(side_effect=[
         SellCheckTuple(sell_type=SellType.NONE),

From a1c9a4d619f3dfe5f123e928487f5dcdf1d351fc Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 01:40:22 -0600
Subject: [PATCH 545/834] freqtradebot local name changes

---
 freqtrade/freqtradebot.py | 48 +++++++++++++++++++--------------------
 1 file changed, 24 insertions(+), 24 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b67ae9f00..5800befba 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -476,21 +476,21 @@ class FreqtradeBot(LoggingMixin):
         time_in_force = self.strategy.order_time_in_force['buy']
 
         if price:
-            buy_limit_requested = price
+            enter_limit_requested = price
         else:
             # Calculate price
-            proposed_buy_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
+            proposed_enter_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=proposed_buy_rate)(
+                                                       default_retval=proposed_enter_rate)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=proposed_buy_rate)
+                proposed_rate=proposed_enter_rate)
 
-            buy_limit_requested = self.get_valid_price(custom_entry_price, proposed_buy_rate)
+            enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
 
-        if not buy_limit_requested:
+        if not enter_limit_requested:
             raise PricingError('Could not determine buy price.')
 
-        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, buy_limit_requested,
+        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, enter_limit_requested,
                                                                    self.strategy.stoploss)
 
         if not self.edge:
@@ -498,7 +498,7 @@ class FreqtradeBot(LoggingMixin):
             stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
                                                  default_retval=stake_amount)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                current_rate=buy_limit_requested, proposed_stake=stake_amount,
+                current_rate=enter_limit_requested, proposed_stake=stake_amount,
                 min_stake=min_stake_amount, max_stake=max_stake_amount)
         stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
 
@@ -508,27 +508,27 @@ class FreqtradeBot(LoggingMixin):
         logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
                     f"{stake_amount} ...")
 
-        amount = stake_amount / buy_limit_requested
+        amount = stake_amount / enter_limit_requested
         order_type = self.strategy.order_types['buy']
         if forcebuy:
             # Forcebuy can define a different ordertype
             order_type = self.strategy.order_types.get('forcebuy', order_type)
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
-                pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
+                pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
                 time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
             logger.info(f"User requested abortion of buying {pair}")
             return False
         amount = self.exchange.amount_to_precision(pair, amount)
         order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy",
-                                           amount=amount, rate=buy_limit_requested,
+                                           amount=amount, rate=enter_limit_requested,
                                            time_in_force=time_in_force)
         order_obj = Order.parse_from_ccxt_object(order, pair, 'buy')
         order_id = order['id']
         order_status = order.get('status', None)
 
         # we assume the order is executed at the price requested
-        buy_limit_filled_price = buy_limit_requested
+        enter_limit_filled_price = enter_limit_requested
         amount_requested = amount
 
         if order_status == 'expired' or order_status == 'rejected':
@@ -551,13 +551,13 @@ class FreqtradeBot(LoggingMixin):
                                )
                 stake_amount = order['cost']
                 amount = safe_value_fallback(order, 'filled', 'amount')
-                buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
+                enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
 
         # in case of FOK the order may be filled immediately and fully
         elif order_status == 'closed':
             stake_amount = order['cost']
             amount = safe_value_fallback(order, 'filled', 'amount')
-            buy_limit_filled_price = safe_value_fallback(order, 'average', 'price')
+            enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
 
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
@@ -569,8 +569,8 @@ class FreqtradeBot(LoggingMixin):
             amount_requested=amount_requested,
             fee_open=fee,
             fee_close=fee,
-            open_rate=buy_limit_filled_price,
-            open_rate_requested=buy_limit_requested,
+            open_rate=enter_limit_filled_price,
+            open_rate_requested=enter_limit_requested,
             open_date=datetime.utcnow(),
             exchange=self.exchange.id,
             open_order_id=order_id,
@@ -713,8 +713,8 @@ class FreqtradeBot(LoggingMixin):
             )
 
         logger.debug('checking sell')
-        sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
-        if self._check_and_execute_sell(trade, sell_rate, buy, sell):
+        exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
+        if self._check_and_execute_exit(trade, exit_rate, buy, sell):
             return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -744,7 +744,7 @@ class FreqtradeBot(LoggingMixin):
         except InvalidOrderException as e:
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
-            logger.warning('Selling the trade forcefully')
+            logger.warning('Exiting the trade forcefully')
             self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
                 sell_type=SellType.EMERGENCY_SELL))
 
@@ -851,19 +851,19 @@ class FreqtradeBot(LoggingMixin):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
-    def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
-                                buy: bool, sell: bool) -> bool:
+    def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
+                                enter: bool, exit_: bool) -> bool:
         """
-        Check and execute sell
+        Check and execute exit
         """
         should_sell = self.strategy.should_sell(
-            trade, sell_rate, datetime.now(timezone.utc), buy, sell,
+            trade, exit_rate, datetime.now(timezone.utc), buy, sell,
             force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
         )
 
         if should_sell.sell_flag:
             logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_trade_exit(trade, sell_rate, should_sell)
+            self.execute_trade_exit(trade, exit_rate, should_sell)
             return True
         return False
 

From b2f289e4040ae676830987c3436ba85f8b29667d Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Wed, 8 Sep 2021 02:16:25 -0600
Subject: [PATCH 546/834] Fixed freqtradebot failing tests

---
 freqtrade/freqtradebot.py  | 2 +-
 tests/test_freqtradebot.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5800befba..7f668273c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -852,7 +852,7 @@ class FreqtradeBot(LoggingMixin):
                                    f"for pair {trade.pair}.")
 
     def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
-                                enter: bool, exit_: bool) -> bool:
+                                buy: bool, sell: bool) -> bool:
         """
         Check and execute exit
         """
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 26d06d53a..3c5a8cfae 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1190,7 +1190,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert trade.stoploss_order_id is None
     assert trade.sell_reason == SellType.EMERGENCY_SELL.value
     assert log_has("Unable to place a stoploss order on exchange. ", caplog)
-    assert log_has("Selling the trade forcefully", caplog)
+    assert log_has("Exiting the trade forcefully", caplog)
 
     # Should call a market sell
     assert create_order_mock.call_count == 2

From 366247dff3bdd360b5b5fdc43c36e1396c902d91 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 9 Sep 2021 02:16:24 -0600
Subject: [PATCH 547/834] removed caplog.clears at end of functions in
 test_freqtradebot

---
 tests/test_freqtradebot.py | 45 --------------------------------------
 1 file changed, 45 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index ddd031f77..a9760978e 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -107,7 +107,6 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
     freqtrade = FreqtradeBot(conf)
     assert not freqtrade.strategy.order_types['stoploss_on_exchange']
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-    caplog.clear()
 
 
 def test_order_dict_live(default_conf, mocker, caplog) -> None:
@@ -141,7 +140,6 @@ def test_order_dict_live(default_conf, mocker, caplog) -> None:
     freqtrade = FreqtradeBot(conf)
     assert not freqtrade.strategy.order_types['stoploss_on_exchange']
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-    caplog.clear()
 
 
 def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
@@ -417,7 +415,6 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
 
     assert freqtrade.create_trade('ETH/BTC')
     assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
-    caplog.clear()
 
 
 def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
@@ -481,7 +478,6 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
-    caplog.clear()
 
 
 def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
@@ -528,7 +524,6 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order,
     n = freqtrade.enter_positions()
     assert n == 0
     assert log_has_re(message, caplog)
-    caplog.clear()
 
 
 def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
@@ -1122,7 +1117,6 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 0
-    caplog.clear()
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
@@ -1162,7 +1156,6 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     assert log_has_re(r'Stoploss order was cancelled, but unable to recreate one.*', caplog)
     assert trade.stoploss_order_id is None
     assert trade.is_open is True
-    caplog.clear()
 
 
 def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
@@ -1211,7 +1204,6 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert rpc_mock.call_count == 2
     assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value
     assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
-    caplog.clear()
 
 
 def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
@@ -1438,7 +1430,6 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
-    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1673,7 +1664,6 @@ def test_enter_positions(mocker, default_conf, caplog) -> None:
     assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
     # create_trade should be called once for every pair in the whitelist.
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-    caplog.clear()
 
 
 def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
@@ -1713,7 +1703,6 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     # test amount modified by fee-logic
     n = freqtrade.exit_positions(trades)
     assert n == 0
-    caplog.clear()
 
 
 def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1734,7 +1723,6 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     n = freqtrade.exit_positions(trades)
     assert n == 0
     assert log_has('Unable to sell trade ETH/BTC: ', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1780,7 +1768,6 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     freqtrade.update_trade_state(trade, '123')
 
     assert log_has_re('Found open order for.*', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
@@ -1831,7 +1818,6 @@ def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_
     assert trade.amount != amount
     assert trade.amount == limit_buy_order['amount']
     assert log_has_re(r'Applying fee on amount for .*', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state_exception(mocker, default_conf,
@@ -1850,7 +1836,6 @@ def test_update_trade_state_exception(mocker, default_conf,
     )
     freqtrade.update_trade_state(trade, trade.open_order_id)
     assert log_has('Could not update trade amount: ', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
@@ -1867,7 +1852,6 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
     freqtrade.update_trade_state(trade, trade.open_order_id)
     assert grm_mock.call_count == 0
     assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
-    caplog.clear()
 
 
 def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open,
@@ -2036,7 +2020,6 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
                    caplog)
-    caplog.clear()
 
 
 def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
@@ -2069,7 +2052,6 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
     assert freqtrade.handle_trade(trade)
     assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
-    caplog.clear()
 
 
 def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order,
@@ -2110,7 +2092,6 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog):
     assert log_has_re(r'Strategy caused the following exception.*', caplog)
     assert ftbot.strategy.bot_loop_start.call_count == 1
     assert ftbot.strategy.analyze.call_count == 1
-    caplog.clear()
 
 
 def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2225,7 +2206,6 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     nb_trades = len(trades)
     assert nb_trades == 0
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
-    caplog.clear()
 
 
 def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
@@ -2360,7 +2340,6 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     assert rpc_mock.call_count == 1
     assert open_trade.is_open is True
     assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
-    caplog.clear()
 
 
 def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
@@ -2429,7 +2408,6 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert trades[0].open_order_id is None
     assert trades[0].fee_updated('buy')
     assert pytest.approx(trades[0].fee_open) == 0.001
-    caplog.clear()
 
 
 def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
@@ -2470,7 +2448,6 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
                                 limit_buy_order_old_partial['remaining'])
     assert trades[0].open_order_id is None
     assert trades[0].fee_open == fee()
-    caplog.clear()
 
 
 def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
@@ -2499,7 +2476,6 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
                       f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
                       r"\) due to Traceback \(most recent call last\):\n*",
                       caplog)
-    caplog.clear()
 
 
 def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> None:
@@ -2543,7 +2519,6 @@ def test_handle_cancel_buy(mocker, caplog, default_conf, limit_buy_order) -> Non
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
     assert not freqtrade.handle_cancel_buy(trade, limit_buy_order, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
-    caplog.clear()
 
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
@@ -2565,7 +2540,6 @@ def test_handle_cancel_buy_exchanges(mocker, caplog, default_conf,
     assert cancel_order_mock.call_count == 0
     assert log_has_re(r'Buy order fully cancelled. Removing .* from database\.', caplog)
     assert nofiy_mock.call_count == 1
-    caplog.clear()
 
 
 @pytest.mark.parametrize('cancelorder', [
@@ -2935,7 +2909,6 @@ def test_execute_trade_exit_sloe_cancel_exception(
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
     assert create_order_mock.call_count == 2
     assert log_has('Could not cancel stoploss order abcd', caplog)
-    caplog.clear()
 
 
 def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
@@ -3331,7 +3304,6 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert freqtrade.handle_trade(trade) is True
     assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert trade.amount != amnt
-    caplog.clear()
 
 
 def test__safe_sell_amount(default_conf, fee, caplog, mocker):
@@ -3362,7 +3334,6 @@ def test__safe_sell_amount(default_conf, fee, caplog, mocker):
     assert freqtrade._safe_sell_amount(trade.pair, amount_wallet) == amount_wallet
     assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
     assert wallet_update.call_count == 1
-    caplog.clear()
 
 
 def test__safe_sell_amount_error(default_conf, fee, caplog, mocker):
@@ -3419,7 +3390,6 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     freqtrade.enter_positions()
 
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
-    caplog.clear()
 
 
 def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3511,7 +3481,6 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
                    "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
-    caplog.clear()
 
 
 def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3573,7 +3542,6 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
         f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
-    caplog.clear()
 
 
 def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3636,7 +3604,6 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
-    caplog.clear()
 
 
 def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee,
@@ -3701,7 +3668,6 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
     assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
     assert trade.stop_loss == 0.0000117705
-    caplog.clear()
 
 
 def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3763,7 +3729,6 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
                    caplog)
-    caplog.clear()
 
 
 def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
@@ -3789,7 +3754,6 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe
     assert walletmock.call_count == 1
     assert log_has_re(r'Fee amount for Trade.* was in base currency '
                       '- Eating Fee 0.008 into dust', caplog)
-    caplog.clear()
 
 
 def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
@@ -3812,7 +3776,6 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) failed: myTrade-Dict empty found',
                    caplog)
-    caplog.clear()
 
 
 def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
@@ -3906,7 +3869,6 @@ def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, c
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
-    caplog.clear()
 
 
 def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee,
@@ -3942,7 +3904,6 @@ def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee,
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
-    caplog.clear()
 
 
 def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
@@ -3971,7 +3932,6 @@ def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee
     assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
                    'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
                    caplog)
-    caplog.clear()
 
 
 def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
@@ -4215,7 +4175,6 @@ def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None
     with pytest.raises(PricingError):
         freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
     assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
-    caplog.clear()
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
@@ -4286,7 +4245,6 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
         freqtrade.handle_trade(trade)
     assert log_has_re(r'Sell Price at location 1 from orderbook could not be determined\..*',
                       caplog)
-    caplog.clear()
 
 
 def test_startup_state(default_conf, mocker):
@@ -4345,7 +4303,6 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
     assert log_has_re(r"Unable to create trade for XRP/BTC: "
                       r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
                       caplog)
-    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -4505,7 +4462,6 @@ def test_reupdate_buy_order_fees(mocker, default_conf, fee, caplog):
     assert log_has_re(r"Trying to reupdate buy fees for .*", caplog)
     assert mock_uts.call_count == 0
     assert not log_has_re(r"Updating buy-fee on trade .* for order .*\.", caplog)
-    caplog.clear()
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -4643,7 +4599,6 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
 
     freqtrade.refind_lost_order(trades[4])
     assert log_has(f"Error updating {order['id']}.", caplog)
-    caplog.clear()
 
 
 def test_get_valid_price(mocker, default_conf) -> None:

From 982534ddc70b7db43c598d7a48a2ff63c81aaedf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 2 Sep 2021 20:56:46 +0200
Subject: [PATCH 548/834] Add gate.io to list of supported exchanges

---
 README.md                    | 1 +
 docs/index.md                | 1 +
 freqtrade/exchange/gateio.py | 2 ++
 3 files changed, 4 insertions(+)

diff --git a/README.md b/README.md
index 309fab94b..2c164135f 100644
--- a/README.md
+++ b/README.md
@@ -30,6 +30,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [Kraken](https://kraken.com/)
 - [X] [FTX](https://ftx.com)
+- [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested
diff --git a/docs/index.md b/docs/index.md
index fd3b8f224..7735117e2 100644
--- a/docs/index.md
+++ b/docs/index.md
@@ -40,6 +40,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 - [X] [Bittrex](https://bittrex.com/)
 - [X] [FTX](https://ftx.com)
 - [X] [Kraken](https://kraken.com/)
+- [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [ ] [potentially many others through <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
 ### Community tested
diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py
index 9c910a10d..e6ee01c8a 100644
--- a/freqtrade/exchange/gateio.py
+++ b/freqtrade/exchange/gateio.py
@@ -21,3 +21,5 @@ class Gateio(Exchange):
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
     }
+
+    _headers = {'X-Gate-Channel-Id': 'freqtrade'}

From a19c33ba54ff051dfa20aae864510ac2a8bb6626 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 10 Sep 2021 05:52:48 +0000
Subject: [PATCH 549/834] Don't blindly create coroutines, but fire them off in
 batches

---
 freqtrade/exchange/exchange.py | 25 +++++++++++++------------
 1 file changed, 13 insertions(+), 12 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 79fd33dfe..48c3caa50 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -28,7 +28,7 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
                                        EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
                                        retrier_async)
-from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
+from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -1238,19 +1238,20 @@ class Exchange:
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
-
-        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
-
         # Combine gathered results
+
         data: List = []
-        for res in results:
-            if isinstance(res, Exception):
-                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                continue
-            # Deconstruct tuple if it's not an exception
-            p, _, new_data = res
-            if p == pair:
-                data.extend(new_data)
+        for input_coro in chunks(input_coroutines, 100):
+
+            results = await asyncio.gather(*input_coro, return_exceptions=True)
+            for res in results:
+                if isinstance(res, Exception):
+                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                    continue
+                # Deconstruct tuple if it's not an exception
+                p, _, new_data = res
+                if p == pair:
+                    data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
         logger.info("Downloaded data for %s with length %s.", pair, len(data))

From 8c9159f5969f593aa36754af9f19e4667223ba0a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 10 Sep 2021 19:46:38 +0200
Subject: [PATCH 550/834] Improve comments

---
 freqtrade/exchange/exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 48c3caa50..e79d53e80 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1238,9 +1238,9 @@ class Exchange:
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
-        # Combine gathered results
 
         data: List = []
+        # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
         for input_coro in chunks(input_coroutines, 100):
 
             results = await asyncio.gather(*input_coro, return_exceptions=True)

From 4c4604f837d05d1d3c391031f24e8b63cef2da48 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 10 Sep 2021 19:47:56 +0200
Subject: [PATCH 551/834] Add explicit test for get_historic_ohlcv

---
 tests/exchange/test_exchange.py | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 144063c07..45c2e627c 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1551,6 +1551,32 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name):
     assert 'high' in ret.columns
 
 
+@pytest.mark.asyncio
+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
+    ohlcv = [
+        [
+            int((datetime.now(timezone.utc).timestamp() - 1000) * 1000),
+            1,  # open
+            2,  # high
+            3,  # low
+            4,  # close
+            5,  # volume (in quote currency)
+        ]
+    ]
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    # Monkey-patch async function
+    exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
+
+    pair = 'ETH/BTC'
+    res = await exchange._async_get_historic_ohlcv(pair, "5m",
+                                                   1500000000000, is_new_pair=False)
+    # Call with very old timestamp - causes tons of requests
+    assert exchange._api_async.fetch_ohlcv.call_count > 200
+    assert res[0] == ohlcv[0]
+    assert log_has_re(r'Downloaded data for .* with length .*\.', caplog)
+
+
 def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     ohlcv = [
         [

From a5f90a409cb5c78373bf2c477ac5dc62958cbf70 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 08:18:32 +0200
Subject: [PATCH 552/834] Small updates to async_history_fetch

---
 freqtrade/exchange/exchange.py  | 2 +-
 tests/exchange/test_exchange.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e79d53e80..11de5411f 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1254,7 +1254,7 @@ class Exchange:
                     data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info("Downloaded data for %s with length %s.", pair, len(data))
+        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 45c2e627c..90e19782e 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1568,7 +1568,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
     # Monkey-patch async function
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
-    pair = 'ETH/BTC'
+    pair = 'ETH/USDT'
     res = await exchange._async_get_historic_ohlcv(pair, "5m",
                                                    1500000000000, is_new_pair=False)
     # Call with very old timestamp - causes tons of requests

From 432c3df17e7672ab33554d161a4f7fb3e1f218ac Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Sep 2021 08:04:22 +0200
Subject: [PATCH 553/834] Add documentation for Bittex/Gemini with
 VolumePairlist

closes #5565
---
 docs/exchanges.md                            |  6 ++++++
 docs/includes/pairlists.md                   | 20 ++++++++++++++++++++
 freqtrade/plugins/pairlist/VolumePairList.py |  2 +-
 3 files changed, 27 insertions(+), 1 deletion(-)

diff --git a/docs/exchanges.md b/docs/exchanges.md
index 42a850acd..c0fbdc694 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -58,6 +58,12 @@ Bittrex does not support market orders. If you have a message at the bot startup
 Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
 Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
 
+### Volume pairlist
+
+Bittrex does not support the direct usage of VolumePairList. This can however be worked around by using the advanced mode with `lookback_days: 1` (or more), which will emulate 24h volume.
+
+Read more in the [pairlist documentation](plugins.md#volumepairlist-advanced-mode).
+
 ### Restricted markets
 
 Bittrex split its exchange into US and International versions.
diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 6e23c9003..69e12d5dc 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -82,6 +82,8 @@ Filtering instances (not the first position in the list) will not apply any cach
 
 You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange.
 
+### VolumePairList Advanced mode
+
 `VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
 
 For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
@@ -105,6 +107,24 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
 !!! Warning "Performance implications when using lookback range"
     If used in first position in combination with lookback, the computation of the range based volume can be time and resource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `VolumeFilter` to narrow the pairlist down for further range volume calculation.
 
+??? Tip "Unsupported exchanges (Bittrex, Gemini)"
+    On some exchanges (like Bittrex and Gemini), regular VolumePairList does not work as the api does not natively provide 24h volume. This can be worked around by using candle data to build the volume.
+    To roughly simulate 24h volume, you can use the following configuration.
+    Please note that These pairlists will only refresh once per day.
+
+    ```json
+    "pairlists": [
+        {
+            "method": "VolumePairList",
+            "number_assets": 20,
+            "sort_key": "quoteVolume",
+            "min_value": 0,
+            "refresh_period": 86400,
+            "lookback_days": 1
+        }
+    ],
+    ```
+
 More sophisticated approach can be used, by using `lookback_timeframe` for candle size and `lookback_period` which specifies the amount of candles. This example will build the volume pairs based on a rolling period of 3 days of 1h candles:
 
 ```json
diff --git a/freqtrade/plugins/pairlist/VolumePairList.py b/freqtrade/plugins/pairlist/VolumePairList.py
index c70e4a904..0ffc8a8c8 100644
--- a/freqtrade/plugins/pairlist/VolumePairList.py
+++ b/freqtrade/plugins/pairlist/VolumePairList.py
@@ -123,7 +123,7 @@ class VolumePairList(IPairList):
             filtered_tickers = [
                 v for k, v in tickers.items()
                 if (self._exchange.get_pair_quote_currency(k) == self._stake_currency
-                    and v[self._sort_key] is not None)]
+                    and (self._use_range or v[self._sort_key] is not None))]
             pairlist = [s['symbol'] for s in filtered_tickers]
 
             pairlist = self.filter_pairlist(pairlist, tickers)

From ebb0b8aa3fd03100d96e8feef4a4f9919fab60fe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 08:36:57 +0200
Subject: [PATCH 554/834] Remove new-hyperopt command

---
 docs/utils.md                                 |  35 -----
 freqtrade/commands/__init__.py                |   2 +-
 freqtrade/commands/arguments.py               |  17 +--
 freqtrade/commands/deploy_commands.py         |  52 +------
 freqtrade/templates/base_hyperopt.py.j2       | 137 ------------------
 .../subtemplates/hyperopt_buy_guards_full.j2  |   8 -
 .../hyperopt_buy_guards_minimal.j2            |   2 -
 .../subtemplates/hyperopt_buy_space_full.j2   |   9 --
 .../hyperopt_buy_space_minimal.j2             |   3 -
 .../subtemplates/hyperopt_sell_guards_full.j2 |   8 -
 .../hyperopt_sell_guards_minimal.j2           |   2 -
 .../subtemplates/hyperopt_sell_space_full.j2  |  11 --
 .../hyperopt_sell_space_minimal.j2            |   5 -
 tests/commands/test_commands.py               |  33 +----
 14 files changed, 7 insertions(+), 317 deletions(-)
 delete mode 100644 freqtrade/templates/base_hyperopt.py.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
 delete mode 100644 freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2

diff --git a/docs/utils.md b/docs/utils.md
index 6395fb6f9..a1e219d6a 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -111,41 +111,6 @@ Using the advanced template (populates all optional functions and methods)
 freqtrade new-strategy --strategy AwesomeStrategy --template advanced
 ```
 
-## Create new hyperopt
-
-Creates a new hyperopt from a template similar to SampleHyperopt.
-The file will be named inline with your class name, and will not overwrite existing files.
-
-Results will be located in `user_data/hyperopts/<classname>.py`.
-
-``` output
-usage: freqtrade new-hyperopt [-h] [--userdir PATH] [--hyperopt NAME]
-                              [--template {full,minimal,advanced}]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        bot.
-  --template {full,minimal,advanced}
-                        Use a template which is either `minimal`, `full`
-                        (containing multiple sample indicators) or `advanced`.
-                        Default: `full`.
-```
-
-### Sample usage of new-hyperopt
-
-```bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-With custom user directory
-
-```bash
-freqtrade new-hyperopt --userdir ~/.freqtrade/ --hyperopt AwesomeHyperopt
-```
-
 ## List Strategies and List Hyperopts
 
 Use the `list-strategies` subcommand to see all strategies in one particular directory and the `list-hyperopts` subcommand to list custom Hyperopts.
diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 04e46ee23..49b184a80 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -11,7 +11,7 @@ from freqtrade.commands.build_config_commands import start_new_config
 from freqtrade.commands.data_commands import (start_convert_data, start_download_data,
                                               start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
-                                                start_new_hyperopt, start_new_strategy)
+                                                start_new_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
 from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
                                               start_list_markets, start_list_strategies,
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 899998310..9c6ce543f 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -55,8 +55,6 @@ ARGS_BUILD_CONFIG = ["config"]
 
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
-ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
-
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
@@ -95,7 +93,7 @@ NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list
                     "list-hyperopts", "hyperopt-list", "hyperopt-show",
                     "plot-dataframe", "plot-profit", "show-trades"]
 
-NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
+NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
 
 class Arguments:
@@ -176,10 +174,9 @@ class Arguments:
                                         start_hyperopt_list, start_hyperopt_show, start_install_ui,
                                         start_list_data, start_list_exchanges, start_list_hyperopts,
                                         start_list_markets, start_list_strategies,
-                                        start_list_timeframes, start_new_config, start_new_hyperopt,
-                                        start_new_strategy, start_plot_dataframe, start_plot_profit,
-                                        start_show_trades, start_test_pairlist, start_trading,
-                                        start_webserver)
+                                        start_list_timeframes, start_new_config, start_new_strategy,
+                                        start_plot_dataframe, start_plot_profit, start_show_trades,
+                                        start_test_pairlist, start_trading, start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
@@ -206,12 +203,6 @@ class Arguments:
         build_config_cmd.set_defaults(func=start_new_config)
         self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
 
-        # add new-hyperopt subcommand
-        build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
-                                                   help="Create new hyperopt")
-        build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
-        self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
-
         # add new-strategy subcommand
         build_strategy_cmd = subparsers.add_parser('new-strategy',
                                                    help="Create new strategy")
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index c98335e0b..4f9e5bbad 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -7,7 +7,7 @@ import requests
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
-from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import render_template, render_template_with_fallback
@@ -87,56 +87,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         raise OperationalException("`new-strategy` requires --strategy to be set.")
 
 
-def deploy_new_hyperopt(hyperopt_name: str, hyperopt_path: Path, subtemplate: str) -> None:
-    """
-    Deploys a new hyperopt template to hyperopt_path
-    """
-    fallback = 'full'
-    buy_guards = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_buy_guards_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_buy_guards_{fallback}.j2",
-    )
-    sell_guards = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_sell_guards_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_sell_guards_{fallback}.j2",
-    )
-    buy_space = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_buy_space_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_buy_space_{fallback}.j2",
-    )
-    sell_space = render_template_with_fallback(
-        templatefile=f"subtemplates/hyperopt_sell_space_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/hyperopt_sell_space_{fallback}.j2",
-    )
-
-    strategy_text = render_template(templatefile='base_hyperopt.py.j2',
-                                    arguments={"hyperopt": hyperopt_name,
-                                               "buy_guards": buy_guards,
-                                               "sell_guards": sell_guards,
-                                               "buy_space": buy_space,
-                                               "sell_space": sell_space,
-                                               })
-
-    logger.info(f"Writing hyperopt to `{hyperopt_path}`.")
-    hyperopt_path.write_text(strategy_text)
-
-
-def start_new_hyperopt(args: Dict[str, Any]) -> None:
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    if 'hyperopt' in args and args['hyperopt']:
-
-        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
-
-        if new_path.exists():
-            raise OperationalException(f"`{new_path}` already exists. "
-                                       "Please choose another Hyperopt Name.")
-        deploy_new_hyperopt(args['hyperopt'], new_path, args['template'])
-    else:
-        raise OperationalException("`new-hyperopt` requires --hyperopt to be set.")
-
-
 def clean_ui_subdir(directory: Path):
     if directory.is_dir():
         logger.info("Removing UI directory content.")
diff --git a/freqtrade/templates/base_hyperopt.py.j2 b/freqtrade/templates/base_hyperopt.py.j2
deleted file mode 100644
index f6ca1477a..000000000
--- a/freqtrade/templates/base_hyperopt.py.j2
+++ /dev/null
@@ -1,137 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-
-# --- Do not remove these libs ---
-from functools import reduce
-from typing import Any, Callable, Dict, List
-
-import numpy as np  # noqa
-import pandas as pd  # noqa
-from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer, Real  # noqa
-
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-# --------------------------------
-# Add your lib to import here
-import talib.abstract as ta  # noqa
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-
-class {{ hyperopt }}(IHyperOpt):
-    """
-    This is a Hyperopt template to get you started.
-
-    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
-
-    You should:
-    - Add any lib you need to build your hyperopt.
-
-    You must keep:
-    - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
-
-    The methods roi_space, generate_roi_table and stoploss_space are not required
-    and are provided by default.
-    However, you may override them if you need 'roi' and 'stoploss' spaces that
-    differ from the defaults offered by Freqtrade.
-    Sample implementation of these methods will be copied to `user_data/hyperopts` when
-    creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
-    or is available online under the following URL:
-    https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
-    """
-
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching buy strategy parameters.
-        """
-        return [
-            {{ buy_space | indent(12) }}
-        ]
-
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Buy strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            {{ buy_guards | indent(12) }}
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-                if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
-                    ))
-
-            # Check that the candle had volume
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching sell strategy parameters.
-        """
-        return [
-            {{ sell_space | indent(12) }}
-        ]
-
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the sell strategy parameters to be used by Hyperopt.
-        """
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Sell strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            {{ sell_guards | indent(12) }}
-
-            # TRIGGERS
-            if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
-                if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
-                    ))
-                if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
-                    ))
-
-            # Check that the candle had volume
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'sell'] = 1
-
-            return dataframe
-
-        return populate_sell_trend
-
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
deleted file mode 100644
index 5b967f4ed..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_buy_guards_full.j2
+++ /dev/null
@@ -1,8 +0,0 @@
-if params.get('mfi-enabled'):
-    conditions.append(dataframe['mfi'] < params['mfi-value'])
-if params.get('fastd-enabled'):
-    conditions.append(dataframe['fastd'] < params['fastd-value'])
-if params.get('adx-enabled'):
-    conditions.append(dataframe['adx'] > params['adx-value'])
-if params.get('rsi-enabled'):
-    conditions.append(dataframe['rsi'] < params['rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
deleted file mode 100644
index 5e1022f59..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_buy_guards_minimal.j2
+++ /dev/null
@@ -1,2 +0,0 @@
-if params.get('rsi-enabled'):
-    conditions.append(dataframe['rsi'] < params['rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
deleted file mode 100644
index 29bafbd93..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_buy_space_full.j2
+++ /dev/null
@@ -1,9 +0,0 @@
-Integer(10, 25, name='mfi-value'),
-Integer(15, 45, name='fastd-value'),
-Integer(20, 50, name='adx-value'),
-Integer(20, 40, name='rsi-value'),
-Categorical([True, False], name='mfi-enabled'),
-Categorical([True, False], name='fastd-enabled'),
-Categorical([True, False], name='adx-enabled'),
-Categorical([True, False], name='rsi-enabled'),
-Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
deleted file mode 100644
index 5ddf537fb..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_buy_space_minimal.j2
+++ /dev/null
@@ -1,3 +0,0 @@
-Integer(20, 40, name='rsi-value'),
-Categorical([True, False], name='rsi-enabled'),
-Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
deleted file mode 100644
index bd7b499f4..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_sell_guards_full.j2
+++ /dev/null
@@ -1,8 +0,0 @@
-if params.get('sell-mfi-enabled'):
-    conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-if params.get('sell-fastd-enabled'):
-    conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-if params.get('sell-adx-enabled'):
-    conditions.append(dataframe['adx'] < params['sell-adx-value'])
-if params.get('sell-rsi-enabled'):
-    conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
deleted file mode 100644
index 8b4adebf6..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_sell_guards_minimal.j2
+++ /dev/null
@@ -1,2 +0,0 @@
-if params.get('sell-rsi-enabled'):
-    conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
deleted file mode 100644
index 46469d532..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_sell_space_full.j2
+++ /dev/null
@@ -1,11 +0,0 @@
-Integer(75, 100, name='sell-mfi-value'),
-Integer(50, 100, name='sell-fastd-value'),
-Integer(50, 100, name='sell-adx-value'),
-Integer(60, 100, name='sell-rsi-value'),
-Categorical([True, False], name='sell-mfi-enabled'),
-Categorical([True, False], name='sell-fastd-enabled'),
-Categorical([True, False], name='sell-adx-enabled'),
-Categorical([True, False], name='sell-rsi-enabled'),
-Categorical(['sell-bb_upper',
-             'sell-macd_cross_signal',
-             'sell-sar_reversal'], name='sell-trigger')
diff --git a/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2 b/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2
deleted file mode 100644
index dfb110543..000000000
--- a/freqtrade/templates/subtemplates/hyperopt_sell_space_minimal.j2
+++ /dev/null
@@ -1,5 +0,0 @@
-Integer(60, 100, name='sell-rsi-value'),
-Categorical([True, False], name='sell-rsi-enabled'),
-Categorical(['sell-bb_upper',
-             'sell-macd_cross_signal',
-             'sell-sar_reversal'], name='sell-trigger')
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 1da9e5100..8db2020b5 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -12,7 +12,7 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
                                 start_hyperopt_list, start_hyperopt_show, start_install_ui,
                                 start_list_data, start_list_exchanges, start_list_hyperopts,
                                 start_list_markets, start_list_strategies, start_list_timeframes,
-                                start_new_hyperopt, start_new_strategy, start_show_trades,
+                                start_new_strategy, start_show_trades,
                                 start_test_pairlist, start_trading, start_webserver)
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
@@ -519,37 +519,6 @@ def test_start_new_strategy_no_arg(mocker, caplog):
         start_new_strategy(get_args(args))
 
 
-def test_start_new_hyperopt(mocker, caplog):
-    wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
-    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
-
-    args = [
-        "new-hyperopt",
-        "--hyperopt",
-        "CoolNewhyperopt"
-    ]
-    start_new_hyperopt(get_args(args))
-
-    assert wt_mock.call_count == 1
-    assert "CoolNewhyperopt" in wt_mock.call_args_list[0][0][0]
-    assert log_has_re("Writing hyperopt to .*", caplog)
-
-    mocker.patch('freqtrade.commands.deploy_commands.setup_utils_configuration')
-    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
-    with pytest.raises(OperationalException,
-                       match=r".* already exists. Please choose another Hyperopt Name\."):
-        start_new_hyperopt(get_args(args))
-
-
-def test_start_new_hyperopt_no_arg(mocker):
-    args = [
-        "new-hyperopt",
-    ]
-    with pytest.raises(OperationalException,
-                       match="`new-hyperopt` requires --hyperopt to be set."):
-        start_new_hyperopt(get_args(args))
-
-
 def test_start_install_ui(mocker):
     clean_mock = mocker.patch('freqtrade.commands.deploy_commands.clean_ui_subdir')
     get_url_mock = mocker.patch('freqtrade.commands.deploy_commands.get_ui_download_url',

From dad4a49e81c3a01eb98166b6db20fb08bb1a3a9a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 09:06:57 +0200
Subject: [PATCH 555/834] Remove legacy hyperopt interface from hyperopt.py

---
 freqtrade/commands/cli_options.py             |   2 +-
 freqtrade/optimize/hyperopt.py                |  64 ++---
 freqtrade/optimize/hyperopt_auto.py           |  21 +-
 freqtrade/optimize/hyperopt_interface.py      |  14 +-
 freqtrade/resolvers/hyperopt_resolver.py      |  38 ---
 freqtrade/templates/sample_hyperopt.py        | 174 -----------
 .../templates/sample_hyperopt_advanced.py     | 269 ------------------
 7 files changed, 25 insertions(+), 557 deletions(-)
 delete mode 100644 freqtrade/templates/sample_hyperopt.py
 delete mode 100644 freqtrade/templates/sample_hyperopt_advanced.py

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index cf7cb804c..a1790cb9a 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -209,7 +209,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "hyperopt_path": Arg(
         '--hyperopt-path',
-        help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
+        help='Specify additional lookup path for Hyperopt Loss functions.',
         metavar='PATH',
     ),
     "epochs": Arg(
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index e0b35df32..d37c68769 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -22,6 +22,7 @@ from pandas import DataFrame
 from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.history import get_timerange
+from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
@@ -30,7 +31,7 @@ from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
-from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
+from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
 
 
 # Suppress scikit-learn FutureWarnings from skopt
@@ -80,8 +81,9 @@ class Hyperopt:
             self.custom_hyperopt = HyperOptAuto(self.config)
             self.auto_hyperopt = True
         else:
-            self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
-            self.auto_hyperopt = False
+            raise OperationalException(
+                "Using seperate Hyperopt files has been removed in 2021.9. Please convert "
+                "your existing Hyperopt file to the new Hyperoptable strategy interface")
 
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
@@ -103,31 +105,6 @@ class Hyperopt:
         self.num_epochs_saved = 0
         self.current_best_epoch: Optional[Dict[str, Any]] = None
 
-        if not self.auto_hyperopt:
-            # Populate "fallback" functions here
-            # (hasattr is slow so should not be run during "regular" operations)
-            if hasattr(self.custom_hyperopt, 'populate_indicators'):
-                logger.warning(
-                    "DEPRECATED: Using `populate_indicators()` in the hyperopt file is deprecated. "
-                    "Please move these methods to your strategy."
-                    )
-                self.backtesting.strategy.populate_indicators = (  # type: ignore
-                    self.custom_hyperopt.populate_indicators)  # type: ignore
-            if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-                logger.warning(
-                    "DEPRECATED: Using `populate_buy_trend()` in the hyperopt file is deprecated. "
-                    "Please move these methods to your strategy."
-                )
-                self.backtesting.strategy.populate_buy_trend = (  # type: ignore
-                    self.custom_hyperopt.populate_buy_trend)  # type: ignore
-            if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-                logger.warning(
-                    "DEPRECATED: Using `populate_sell_trend()` in the hyperopt file is deprecated. "
-                    "Please move these methods to your strategy."
-                )
-                self.backtesting.strategy.populate_sell_trend = (  # type: ignore
-                    self.custom_hyperopt.populate_sell_trend)  # type: ignore
-
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
             self.max_open_trades = self.config['max_open_trades']
@@ -256,7 +233,7 @@ class Hyperopt:
         """
         Assign the dimensions in the hyperoptimization space.
         """
-        if self.auto_hyperopt and HyperoptTools.has_space(self.config, 'protection'):
+        if HyperoptTools.has_space(self.config, 'protection'):
             # Protections can only be optimized when using the Parameter interface
             logger.debug("Hyperopt has 'protection' space")
             # Enable Protections if protection space is selected.
@@ -285,6 +262,15 @@ class Hyperopt:
         self.dimensions = (self.buy_space + self.sell_space + self.protection_space
                            + self.roi_space + self.stoploss_space + self.trailing_space)
 
+    def assign_params(self, params_dict: Dict, category: str) -> None:
+        """
+        Assign hyperoptable parameters
+        """
+        for attr_name, attr in self.backtesting.strategy.enumerate_parameters(category):
+            if attr.optimize:
+                # noinspection PyProtectedMember
+                attr.value = params_dict[attr_name]
+
     def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
         """
         Used Optimize function.
@@ -296,18 +282,13 @@ class Hyperopt:
 
         # Apply parameters
         if HyperoptTools.has_space(self.config, 'buy'):
-            self.backtesting.strategy.advise_buy = (  # type: ignore
-                self.custom_hyperopt.buy_strategy_generator(params_dict))
+            self.assign_params(params_dict, 'buy')
 
         if HyperoptTools.has_space(self.config, 'sell'):
-            self.backtesting.strategy.advise_sell = (  # type: ignore
-                self.custom_hyperopt.sell_strategy_generator(params_dict))
+            self.assign_params(params_dict, 'sell')
 
         if HyperoptTools.has_space(self.config, 'protection'):
-            for attr_name, attr in self.backtesting.strategy.enumerate_parameters('protection'):
-                if attr.optimize:
-                    # noinspection PyProtectedMember
-                    attr.value = params_dict[attr_name]
+            self.assign_params(params_dict, 'protection')
 
         if HyperoptTools.has_space(self.config, 'roi'):
             self.backtesting.strategy.minimal_roi = (  # type: ignore
@@ -517,11 +498,10 @@ class Hyperopt:
                     f"saved to '{self.results_file}'.")
 
         if self.current_best_epoch:
-            if self.auto_hyperopt:
-                HyperoptTools.try_export_params(
-                    self.config,
-                    self.backtesting.strategy.get_strategy_name(),
-                    self.current_best_epoch)
+            HyperoptTools.try_export_params(
+                self.config,
+                self.backtesting.strategy.get_strategy_name(),
+                self.current_best_epoch)
 
             HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
                                              self.print_json)
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 43e92d9c6..022f04a84 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -22,26 +22,6 @@ class HyperOptAuto(IHyperOpt):
      sell_indicator_space methods, but other hyperopt methods can be overridden as well.
     """
 
-    def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict):
-            for attr_name, attr in self.strategy.enumerate_parameters('buy'):
-                if attr.optimize:
-                    # noinspection PyProtectedMember
-                    attr.value = params[attr_name]
-            return self.strategy.populate_buy_trend(dataframe, metadata)
-
-        return populate_buy_trend
-
-    def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict):
-            for attr_name, attr in self.strategy.enumerate_parameters('sell'):
-                if attr.optimize:
-                    # noinspection PyProtectedMember
-                    attr.value = params[attr_name]
-            return self.strategy.populate_sell_trend(dataframe, metadata)
-
-        return populate_sell_trend
-
     def _get_func(self, name) -> Callable:
         """
         Return a function defined in Strategy.HyperOpt class, or one defined in super() class.
@@ -61,6 +41,7 @@ class HyperOptAuto(IHyperOpt):
                 yield attr.get_space(attr_name)
 
     def _get_indicator_space(self, category, fallback_method_name):
+        # TODO: is this necessary, or can we call "generate_space" directly?
         indicator_space = list(self._generate_indicator_space(category))
         if len(indicator_space) > 0:
             return indicator_space
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 500798627..814260f5e 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -5,7 +5,7 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Any, Callable, Dict, List
+from typing import Dict, List
 
 from skopt.space import Categorical, Dimension, Integer
 
@@ -45,18 +45,6 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
-    def buy_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        """
-        Create a buy strategy generator.
-        """
-        raise OperationalException(_format_exception_message('buy_strategy_generator', 'buy'))
-
-    def sell_strategy_generator(self, params: Dict[str, Any]) -> Callable:
-        """
-        Create a sell strategy generator.
-        """
-        raise OperationalException(_format_exception_message('sell_strategy_generator', 'sell'))
-
     def protection_space(self) -> List[Dimension]:
         """
         Create a protection space.
diff --git a/freqtrade/resolvers/hyperopt_resolver.py b/freqtrade/resolvers/hyperopt_resolver.py
index 8327a4d13..6f0263e93 100644
--- a/freqtrade/resolvers/hyperopt_resolver.py
+++ b/freqtrade/resolvers/hyperopt_resolver.py
@@ -9,7 +9,6 @@ from typing import Dict
 
 from freqtrade.constants import HYPEROPT_LOSS_BUILTIN, USERPATH_HYPEROPTS
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
 
@@ -17,43 +16,6 @@ from freqtrade.resolvers import IResolver
 logger = logging.getLogger(__name__)
 
 
-class HyperOptResolver(IResolver):
-    """
-    This class contains all the logic to load custom hyperopt class
-    """
-    object_type = IHyperOpt
-    object_type_str = "Hyperopt"
-    user_subdir = USERPATH_HYPEROPTS
-    initial_search_path = None
-
-    @staticmethod
-    def load_hyperopt(config: Dict) -> IHyperOpt:
-        """
-        Load the custom hyperopt class from config parameter
-        :param config: configuration dictionary
-        """
-        if not config.get('hyperopt'):
-            raise OperationalException("No Hyperopt set. Please use `--hyperopt` to specify "
-                                       "the Hyperopt class to use.")
-
-        hyperopt_name = config['hyperopt']
-
-        hyperopt = HyperOptResolver.load_object(hyperopt_name, config,
-                                                kwargs={'config': config},
-                                                extra_dir=config.get('hyperopt_path'))
-
-        if not hasattr(hyperopt, 'populate_indicators'):
-            logger.info("Hyperopt class does not provide populate_indicators() method. "
-                        "Using populate_indicators from the strategy.")
-        if not hasattr(hyperopt, 'populate_buy_trend'):
-            logger.info("Hyperopt class does not provide populate_buy_trend() method. "
-                        "Using populate_buy_trend from the strategy.")
-        if not hasattr(hyperopt, 'populate_sell_trend'):
-            logger.info("Hyperopt class does not provide populate_sell_trend() method. "
-                        "Using populate_sell_trend from the strategy.")
-        return hyperopt
-
-
 class HyperOptLossResolver(IResolver):
     """
     This class contains all the logic to load custom hyperopt loss class
diff --git a/freqtrade/templates/sample_hyperopt.py b/freqtrade/templates/sample_hyperopt.py
deleted file mode 100644
index ed1af7718..000000000
--- a/freqtrade/templates/sample_hyperopt.py
+++ /dev/null
@@ -1,174 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-# isort: skip_file
-
-# --- Do not remove these libs ---
-from functools import reduce
-from typing import Any, Callable, Dict, List
-
-import numpy as np  # noqa
-import pandas as pd  # noqa
-from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer, Real  # noqa
-
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-# --------------------------------
-# Add your lib to import here
-import talib.abstract as ta  # noqa
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-
-class SampleHyperOpt(IHyperOpt):
-    """
-    This is a sample Hyperopt to inspire you.
-
-    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
-
-    You should:
-    - Rename the class name to some unique name.
-    - Add any methods you want to build your hyperopt.
-    - Add any lib you need to build your hyperopt.
-
-    An easier way to get a new hyperopt file is by using
-    `freqtrade new-hyperopt --hyperopt MyCoolHyperopt`.
-
-    You must keep:
-    - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
-
-    The methods roi_space, generate_roi_table and stoploss_space are not required
-    and are provided by default.
-    However, you may override them if you need 'roi' and 'stoploss' spaces that
-    differ from the defaults offered by Freqtrade.
-    Sample implementation of these methods will be copied to `user_data/hyperopts` when
-    creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
-    or is available online under the following URL:
-    https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
-    """
-
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching buy strategy parameters.
-        """
-        return [
-            Integer(10, 25, name='mfi-value'),
-            Integer(15, 45, name='fastd-value'),
-            Integer(20, 50, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='mfi-enabled'),
-            Categorical([True, False], name='fastd-enabled'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
-        ]
-
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Buy strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
-            if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-                if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching sell strategy parameters.
-        """
-        return [
-            Integer(75, 100, name='sell-mfi-value'),
-            Integer(50, 100, name='sell-fastd-value'),
-            Integer(50, 100, name='sell-adx-value'),
-            Integer(60, 100, name='sell-rsi-value'),
-            Categorical([True, False], name='sell-mfi-enabled'),
-            Categorical([True, False], name='sell-fastd-enabled'),
-            Categorical([True, False], name='sell-adx-enabled'),
-            Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
-                         'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
-        ]
-
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the sell strategy parameters to be used by Hyperopt.
-        """
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Sell strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
-            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
-
-            # TRIGGERS
-            if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
-                if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
-                    ))
-                if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'sell'] = 1
-
-            return dataframe
-
-        return populate_sell_trend
diff --git a/freqtrade/templates/sample_hyperopt_advanced.py b/freqtrade/templates/sample_hyperopt_advanced.py
deleted file mode 100644
index cc13b6ba3..000000000
--- a/freqtrade/templates/sample_hyperopt_advanced.py
+++ /dev/null
@@ -1,269 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-# isort: skip_file
-# --- Do not remove these libs ---
-from functools import reduce
-from typing import Any, Callable, Dict, List
-
-import numpy as np  # noqa
-import pandas as pd  # noqa
-from pandas import DataFrame
-from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real  # noqa
-
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-# --------------------------------
-# Add your lib to import here
-import talib.abstract as ta  # noqa
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-
-class AdvancedSampleHyperOpt(IHyperOpt):
-    """
-    This is a sample hyperopt to inspire you.
-    Feel free to customize it.
-
-    More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
-
-    You should:
-    - Rename the class name to some unique name.
-    - Add any methods you want to build your hyperopt.
-    - Add any lib you need to build your hyperopt.
-
-    You must keep:
-    - The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
-
-    The methods roi_space, generate_roi_table and stoploss_space are not required
-    and are provided by default.
-    However, you may override them if you need the
-    'roi' and the 'stoploss' spaces that differ from the defaults offered by Freqtrade.
-
-    This sample illustrates how to override these methods.
-    """
-    @staticmethod
-    def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        This method can also be loaded from the strategy, if it doesn't exist in the hyperopt class.
-        """
-        dataframe['adx'] = ta.ADX(dataframe)
-        macd = ta.MACD(dataframe)
-        dataframe['macd'] = macd['macd']
-        dataframe['macdsignal'] = macd['macdsignal']
-        dataframe['mfi'] = ta.MFI(dataframe)
-        dataframe['rsi'] = ta.RSI(dataframe)
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-        # Bollinger bands
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-        dataframe['bb_upperband'] = bollinger['upper']
-        dataframe['sar'] = ta.SAR(dataframe)
-        return dataframe
-
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching buy strategy parameters.
-        """
-        return [
-            Integer(10, 25, name='mfi-value'),
-            Integer(15, 45, name='fastd-value'),
-            Integer(20, 50, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='mfi-enabled'),
-            Categorical([True, False], name='fastd-enabled'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
-        ]
-
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by hyperopt
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Buy strategy Hyperopt will build and use
-            """
-            conditions = []
-            # GUARDS AND TRENDS
-            if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
-            if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-                if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching sell strategy parameters.
-        """
-        return [
-            Integer(75, 100, name='sell-mfi-value'),
-            Integer(50, 100, name='sell-fastd-value'),
-            Integer(50, 100, name='sell-adx-value'),
-            Integer(60, 100, name='sell-rsi-value'),
-            Categorical([True, False], name='sell-mfi-enabled'),
-            Categorical([True, False], name='sell-fastd-enabled'),
-            Categorical([True, False], name='sell-adx-enabled'),
-            Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
-                         'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
-        ]
-
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the sell strategy parameters to be used by hyperopt
-        """
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Sell strategy Hyperopt will build and use
-            """
-            # print(params)
-            conditions = []
-            # GUARDS AND TRENDS
-            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
-            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
-
-            # TRIGGERS
-            if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
-                if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
-                    ))
-                if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'sell'] = 1
-
-            return dataframe
-
-        return populate_sell_trend
-
-    @staticmethod
-    def generate_roi_table(params: Dict) -> Dict[int, float]:
-        """
-        Generate the ROI table that will be used by Hyperopt
-
-        This implementation generates the default legacy Freqtrade ROI tables.
-
-        Change it if you need different number of steps in the generated
-        ROI tables or other structure of the ROI tables.
-
-        Please keep it aligned with parameters in the 'roi' optimization
-        hyperspace defined by the roi_space method.
-        """
-        roi_table = {}
-        roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
-        roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
-        roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
-        roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
-
-        return roi_table
-
-    @staticmethod
-    def roi_space() -> List[Dimension]:
-        """
-        Values to search for each ROI steps
-
-        Override it if you need some different ranges for the parameters in the
-        'roi' optimization hyperspace.
-
-        Please keep it aligned with the implementation of the
-        generate_roi_table method.
-        """
-        return [
-            Integer(10, 120, name='roi_t1'),
-            Integer(10, 60, name='roi_t2'),
-            Integer(10, 40, name='roi_t3'),
-            SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
-            SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
-            SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
-        ]
-
-    @staticmethod
-    def stoploss_space() -> List[Dimension]:
-        """
-        Stoploss Value to search
-
-        Override it if you need some different range for the parameter in the
-        'stoploss' optimization hyperspace.
-        """
-        return [
-            SKDecimal(-0.35, -0.02, decimals=3, name='stoploss'),
-        ]
-
-    @staticmethod
-    def trailing_space() -> List[Dimension]:
-        """
-        Create a trailing stoploss space.
-
-        You may override it in your custom Hyperopt class.
-        """
-        return [
-            # It was decided to always set trailing_stop is to True if the 'trailing' hyperspace
-            # is used. Otherwise hyperopt will vary other parameters that won't have effect if
-            # trailing_stop is set False.
-            # This parameter is included into the hyperspace dimensions rather than assigning
-            # it explicitly in the code in order to have it printed in the results along with
-            # other 'trailing' hyperspace parameters.
-            Categorical([True], name='trailing_stop'),
-
-            SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
-
-            # 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
-            # so this intermediate parameter is used as the value of the difference between
-            # them. The value of the 'trailing_stop_positive_offset' is constructed in the
-            # generate_trailing_params() method.
-            # This is similar to the hyperspace dimensions used for constructing the ROI tables.
-            SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
-
-            Categorical([True, False], name='trailing_only_offset_is_reached'),
-        ]

From fd6bf591f8abb888e3ad340bcc9c368096ae92c9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 17:11:02 +0200
Subject: [PATCH 556/834] Update some tests to remove explicit hyperopt
 interface

---
 freqtrade/optimize/hyperopt.py           |   3 +-
 freqtrade/optimize/hyperopt_auto.py      |  22 ++-
 freqtrade/optimize/hyperopt_interface.py |  27 ---
 tests/commands/test_commands.py          |  43 ++---
 tests/optimize/conftest.py               |   2 +-
 tests/optimize/test_hyperopt.py          | 203 ++++-------------------
 6 files changed, 63 insertions(+), 237 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d37c68769..14b155546 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -79,10 +79,9 @@ class Hyperopt:
 
         if not self.config.get('hyperopt'):
             self.custom_hyperopt = HyperOptAuto(self.config)
-            self.auto_hyperopt = True
         else:
             raise OperationalException(
-                "Using seperate Hyperopt files has been removed in 2021.9. Please convert "
+                "Using separate Hyperopt files has been removed in 2021.9. Please convert "
                 "your existing Hyperopt file to the new Hyperoptable strategy interface")
 
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 022f04a84..1f11cec80 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -4,9 +4,9 @@ This module implements a convenience auto-hyperopt class, which can be used toge
  that implement IHyperStrategy interface.
 """
 from contextlib import suppress
-from typing import Any, Callable, Dict, List
+from typing import Callable, Dict, List
 
-from pandas import DataFrame
+from freqtrade.exceptions import OperationalException
 
 
 with suppress(ImportError):
@@ -15,6 +15,14 @@ with suppress(ImportError):
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
 
+def _format_exception_message(space: str) -> str:
+    raise OperationalException(
+        f"The '{space}' space is included into the hyperoptimization "
+        f"but no parameter for this space was not found in your Strategy. "
+        f"Please make sure to have parameters for this space enabled for optimization "
+        f"or remove the '{space}' space from hyperoptimization.")
+
+
 class HyperOptAuto(IHyperOpt):
     """
     This class delegates functionality to Strategy(IHyperStrategy) and Strategy.HyperOpt classes.
@@ -40,22 +48,22 @@ class HyperOptAuto(IHyperOpt):
             if attr.optimize:
                 yield attr.get_space(attr_name)
 
-    def _get_indicator_space(self, category, fallback_method_name):
+    def _get_indicator_space(self, category):
         # TODO: is this necessary, or can we call "generate_space" directly?
         indicator_space = list(self._generate_indicator_space(category))
         if len(indicator_space) > 0:
             return indicator_space
         else:
-            return self._get_func(fallback_method_name)()
+            _format_exception_message(category)
 
     def indicator_space(self) -> List['Dimension']:
-        return self._get_indicator_space('buy', 'indicator_space')
+        return self._get_indicator_space('buy')
 
     def sell_indicator_space(self) -> List['Dimension']:
-        return self._get_indicator_space('sell', 'sell_indicator_space')
+        return self._get_indicator_space('sell')
 
     def protection_space(self) -> List['Dimension']:
-        return self._get_indicator_space('protection', 'protection_space')
+        return self._get_indicator_space('protection')
 
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         return self._get_func('generate_roi_table')(params)
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 814260f5e..8fb40f557 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -9,7 +9,6 @@ from typing import Dict, List
 
 from skopt.space import Categorical, Dimension, Integer
 
-from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
 from freqtrade.optimize.space import SKDecimal
@@ -19,13 +18,6 @@ from freqtrade.strategy import IStrategy
 logger = logging.getLogger(__name__)
 
 
-def _format_exception_message(method: str, space: str) -> str:
-    return (f"The '{space}' space is included into the hyperoptimization "
-            f"but {method}() method is not found in your "
-            f"custom Hyperopt class. You should either implement this "
-            f"method or remove the '{space}' space from hyperoptimization.")
-
-
 class IHyperOpt(ABC):
     """
     Interface for freqtrade hyperopt
@@ -45,25 +37,6 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
-    def protection_space(self) -> List[Dimension]:
-        """
-        Create a protection space.
-        Only supported by the Parameter interface.
-        """
-        raise OperationalException(_format_exception_message('indicator_space', 'protection'))
-
-    def indicator_space(self) -> List[Dimension]:
-        """
-        Create an indicator space.
-        """
-        raise OperationalException(_format_exception_message('indicator_space', 'buy'))
-
-    def sell_indicator_space(self) -> List[Dimension]:
-        """
-        Create a sell indicator space.
-        """
-        raise OperationalException(_format_exception_message('sell_indicator_space', 'sell'))
-
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         """
         Create a ROI table.
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 8db2020b5..a6a87d245 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -10,10 +10,10 @@ import pytest
 
 from freqtrade.commands import (start_convert_data, start_create_userdir, start_download_data,
                                 start_hyperopt_list, start_hyperopt_show, start_install_ui,
-                                start_list_data, start_list_exchanges, start_list_hyperopts,
-                                start_list_markets, start_list_strategies, start_list_timeframes,
-                                start_new_strategy, start_show_trades,
-                                start_test_pairlist, start_trading, start_webserver)
+                                start_list_data, start_list_exchanges, start_list_markets,
+                                start_list_strategies, start_list_timeframes, start_new_strategy,
+                                start_show_trades, start_test_pairlist, start_trading,
+                                start_webserver)
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
 from freqtrade.configuration import setup_utils_configuration
@@ -793,37 +793,20 @@ def test_start_list_strategies(mocker, caplog, capsys):
     assert "legacy_strategy_v1.py" in captured.out
     assert "StrategyTestV2" in captured.out
 
-
-def test_start_list_hyperopts(mocker, caplog, capsys):
-
+    # Test color output
     args = [
-        "list-hyperopts",
-        "--hyperopt-path",
-        str(Path(__file__).parent.parent / "optimize" / "hyperopts"),
-        "-1"
+        "list-strategies",
+        "--strategy-path",
+        str(Path(__file__).parent.parent / "strategy" / "strats"),
     ]
     pargs = get_args(args)
     # pargs['config'] = None
-    start_list_hyperopts(pargs)
+    start_list_strategies(pargs)
     captured = capsys.readouterr()
-    assert "TestHyperoptLegacy" not in captured.out
-    assert "legacy_hyperopt.py" not in captured.out
-    assert "HyperoptTestSepFile" in captured.out
-    assert "test_hyperopt.py" not in captured.out
-
-    # Test regular output
-    args = [
-        "list-hyperopts",
-        "--hyperopt-path",
-        str(Path(__file__).parent.parent / "optimize" / "hyperopts"),
-    ]
-    pargs = get_args(args)
-    # pargs['config'] = None
-    start_list_hyperopts(pargs)
-    captured = capsys.readouterr()
-    assert "TestHyperoptLegacy" not in captured.out
-    assert "legacy_hyperopt.py" not in captured.out
-    assert "HyperoptTestSepFile" in captured.out
+    assert "TestStrategyLegacyV1" in captured.out
+    assert "legacy_strategy_v1.py" in captured.out
+    assert "StrategyTestV2" in captured.out
+    assert "LOAD FAILED" in captured.out
 
 
 def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 95c9fef97..5c5171c3a 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -16,7 +16,7 @@ def hyperopt_conf(default_conf):
     hyperconf.update({
         'datadir': Path(default_conf['datadir']),
         'runmode': RunMode.HYPEROPT,
-        'hyperopt': 'HyperoptTestSepFile',
+        'strategy': 'HyperoptableStrategy',
         'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
                          'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
                          'epochs': 1,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 565d6077a..498b6e588 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -17,7 +17,6 @@ from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.optimize.space import SKDecimal
-from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
@@ -133,47 +132,6 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
         setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
 
 
-def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
-    patched_configuration_load_config_file(mocker, default_conf)
-
-    hyperopt = HyperoptTestSepFile
-    delattr(hyperopt, 'populate_indicators')
-    delattr(hyperopt, 'populate_buy_trend')
-    delattr(hyperopt, 'populate_sell_trend')
-    mocker.patch(
-        'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
-        MagicMock(return_value=hyperopt(default_conf))
-    )
-    default_conf.update({'hyperopt': 'HyperoptTestSepFile'})
-    x = HyperOptResolver.load_hyperopt(default_conf)
-    assert not hasattr(x, 'populate_indicators')
-    assert not hasattr(x, 'populate_buy_trend')
-    assert not hasattr(x, 'populate_sell_trend')
-    assert log_has("Hyperopt class does not provide populate_indicators() method. "
-                   "Using populate_indicators from the strategy.", caplog)
-    assert log_has("Hyperopt class does not provide populate_sell_trend() method. "
-                   "Using populate_sell_trend from the strategy.", caplog)
-    assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
-                   "Using populate_buy_trend from the strategy.", caplog)
-    assert hasattr(x, "ticker_interval")  # DEPRECATED
-    assert hasattr(x, "timeframe")
-
-
-def test_hyperoptresolver_wrongname(default_conf) -> None:
-    default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
-
-    with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
-        HyperOptResolver.load_hyperopt(default_conf)
-
-
-def test_hyperoptresolver_noname(default_conf):
-    default_conf['hyperopt'] = ''
-    with pytest.raises(OperationalException,
-                       match="No Hyperopt set. Please use `--hyperopt` to specify "
-                             "the Hyperopt class to use."):
-        HyperOptResolver.load_hyperopt(default_conf)
-
-
 def test_start_not_installed(mocker, default_conf, import_fails) -> None:
     start_mock = MagicMock()
     patched_configuration_load_config_file(mocker, default_conf)
@@ -196,7 +154,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
         start_hyperopt(pargs)
 
 
-def test_start(mocker, hyperopt_conf, caplog) -> None:
+def test_start_no_hyperopt_allowed(mocker, hyperopt_conf, caplog) -> None:
     start_mock = MagicMock()
     patched_configuration_load_config_file(mocker, hyperopt_conf)
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
@@ -210,10 +168,8 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
         '--epochs', '5'
     ]
     pargs = get_args(args)
-    start_hyperopt(pargs)
-
-    assert log_has('Starting freqtrade in Hyperopt mode', caplog)
-    assert start_mock.call_count == 1
+    with pytest.raises(OperationalException, match=r"Using separate Hyperopt files has been.*"):
+        start_hyperopt(pargs)
 
 
 def test_start_no_data(mocker, hyperopt_conf) -> None:
@@ -225,11 +181,11 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
     )
 
     patch_exchange(mocker)
-
+    # TODO: migrate to strategy-based hyperopt
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
@@ -427,66 +383,14 @@ def test_hyperopt_format_results(hyperopt):
 def test_populate_indicators(hyperopt, testdatadir) -> None:
     data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
     dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
-    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
-                                                             {'pair': 'UNITTEST/BTC'})
+    dataframe = dataframes['UNITTEST/BTC']
 
     # Check if some indicators are generated. We will not test all of them
     assert 'adx' in dataframe
-    assert 'mfi' in dataframe
+    assert 'macd' in dataframe
     assert 'rsi' in dataframe
 
 
-def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
-    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
-    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
-                                                             {'pair': 'UNITTEST/BTC'})
-
-    populate_buy_trend = hyperopt.custom_hyperopt.buy_strategy_generator(
-        {
-            'adx-value': 20,
-            'fastd-value': 20,
-            'mfi-value': 20,
-            'rsi-value': 20,
-            'adx-enabled': True,
-            'fastd-enabled': True,
-            'mfi-enabled': True,
-            'rsi-enabled': True,
-            'trigger': 'bb_lower'
-        }
-    )
-    result = populate_buy_trend(dataframe, {'pair': 'UNITTEST/BTC'})
-    # Check if some indicators are generated. We will not test all of them
-    assert 'buy' in result
-    assert 1 in result['buy']
-
-
-def test_sell_strategy_generator(hyperopt, testdatadir) -> None:
-    data = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
-    dataframes = hyperopt.backtesting.strategy.advise_all_indicators(data)
-    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
-                                                             {'pair': 'UNITTEST/BTC'})
-
-    populate_sell_trend = hyperopt.custom_hyperopt.sell_strategy_generator(
-        {
-            'sell-adx-value': 20,
-            'sell-fastd-value': 75,
-            'sell-mfi-value': 80,
-            'sell-rsi-value': 20,
-            'sell-adx-enabled': True,
-            'sell-fastd-enabled': True,
-            'sell-mfi-enabled': True,
-            'sell-rsi-enabled': True,
-            'sell-trigger': 'sell-bb_upper'
-        }
-    )
-    result = populate_sell_trend(dataframe, {'pair': 'UNITTEST/BTC'})
-    # Check if some indicators are generated. We will not test all of them
-    print(result)
-    assert 'sell' in result
-    assert 1 in result['sell']
-
-
 def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     hyperopt_conf.update({'spaces': 'all',
                           'hyperopt_min_trades': 1,
@@ -527,24 +431,12 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.load', return_value={'XRP/BTC': None})
 
     optimizer_param = {
-        'adx-value': 0,
-        'fastd-value': 35,
-        'mfi-value': 0,
-        'rsi-value': 0,
-        'adx-enabled': False,
-        'fastd-enabled': True,
-        'mfi-enabled': False,
-        'rsi-enabled': False,
-        'trigger': 'macd_cross_signal',
-        'sell-adx-value': 0,
-        'sell-fastd-value': 75,
-        'sell-mfi-value': 0,
-        'sell-rsi-value': 0,
-        'sell-adx-enabled': False,
-        'sell-fastd-enabled': True,
-        'sell-mfi-enabled': False,
-        'sell-rsi-enabled': False,
-        'sell-trigger': 'macd_cross_signal',
+        'buy_plusdi': 0.02,
+        'buy_rsi': 35,
+        'sell_minusdi': 0.02,
+        'sell_rsi': 75,
+        'protection_cooldown_lookback': 20,
+        'protection_enabled': True,
         'roi_t1': 60.0,
         'roi_t2': 30.0,
         'roi_t3': 20.0,
@@ -564,29 +456,19 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                                 '0.00003100 BTC (   0.00%). '
                                 'Avg duration 0:50:00 min.'
                                 ),
-        'params_details': {'buy': {'adx-enabled': False,
-                                   'adx-value': 0,
-                                   'fastd-enabled': True,
-                                   'fastd-value': 35,
-                                   'mfi-enabled': False,
-                                   'mfi-value': 0,
-                                   'rsi-enabled': False,
-                                   'rsi-value': 0,
-                                   'trigger': 'macd_cross_signal'},
+        'params_details': {'buy': {'buy_plusdi': 0.02,
+                                   'buy_rsi': 35,
+                                   },
                            'roi': {"0": 0.12000000000000001,
                                    "20.0": 0.02,
                                    "50.0": 0.01,
                                    "110.0": 0},
-                           'protection': {},
-                           'sell': {'sell-adx-enabled': False,
-                                    'sell-adx-value': 0,
-                                    'sell-fastd-enabled': True,
-                                    'sell-fastd-value': 75,
-                                    'sell-mfi-enabled': False,
-                                    'sell-mfi-value': 0,
-                                    'sell-rsi-enabled': False,
-                                    'sell-rsi-value': 0,
-                                    'sell-trigger': 'macd_cross_signal'},
+                           'protection': {'protection_cooldown_lookback': 20,
+                                          'protection_enabled': True,
+                                          },
+                           'sell': {'sell_minusdi': 0.02,
+                                    'sell_rsi': 75,
+                                    },
                            'stoploss': {'stoploss': -0.4},
                            'trailing': {'trailing_only_offset_is_reached': False,
                                         'trailing_stop': True,
@@ -808,11 +690,6 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.indicator_space
-    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
-
     hyperopt.start()
 
     parallel.assert_called_once()
@@ -843,16 +720,14 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
 
     hyperopt_conf.update({'spaces': 'all', })
 
+    mocker.patch('freqtrade.optimize.hyperopt_auto.HyperOptAuto._generate_indicator_space',
+                 return_value=[])
+
     hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.indicator_space
-    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
-
-    with pytest.raises(OperationalException, match=r"The 'buy' space is included into *"):
+    with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"):
         hyperopt.start()
 
 
@@ -889,11 +764,6 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    # TODO: sell_strategy_generator() is actually not called because
-    # run_optimizer_parallel() is mocked
-    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
-
     hyperopt.start()
 
     parallel.assert_called_once()
@@ -943,11 +813,6 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    # TODO: buy_strategy_generator() is actually not called because
-    # run_optimizer_parallel() is mocked
-    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
-    del hyperopt.custom_hyperopt.__class__.indicator_space
-
     hyperopt.start()
 
     parallel.assert_called_once()
@@ -964,13 +829,12 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     assert hasattr(hyperopt, "position_stacking")
 
 
-@pytest.mark.parametrize("method,space", [
-    ('buy_strategy_generator', 'buy'),
-    ('indicator_space', 'buy'),
-    ('sell_strategy_generator', 'sell'),
-    ('sell_indicator_space', 'sell'),
+@pytest.mark.parametrize("space", [
+    ('buy'),
+    ('sell'),
+    ('protection'),
 ])
-def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> None:
+def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
@@ -979,6 +843,8 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
         'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
+    mocker.patch('freqtrade.optimize.hyperopt_auto.HyperOptAuto._generate_indicator_space',
+                 return_value=[])
 
     patch_exchange(mocker)
 
@@ -988,8 +854,6 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, method, space) -> No
     hyperopt.backtesting.strategy.advise_all_indicators = MagicMock()
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
-    delattr(hyperopt.custom_hyperopt.__class__, method)
-
     with pytest.raises(OperationalException, match=f"The '{space}' space is included into *"):
         hyperopt.start()
 
@@ -999,7 +863,6 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
     # No hyperopt needed
-    del hyperopt_conf['hyperopt']
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),

From 3675df83448ceaaed1c92ec4c8b7d3273e1ef461 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 17:52:47 +0200
Subject: [PATCH 557/834] Update documentation regarding Legacy Hyperopt

---
 README.md                                     |   8 +-
 docs/advanced-hyperopt.md                     | 298 +-----------------
 docs/bot-usage.md                             |   8 +-
 docs/deprecated.md                            |   5 +
 docs/faq.md                                   |   2 +-
 docs/hyperopt.md                              |  21 +-
 docs/utils.md                                 |   2 -
 freqtrade/commands/arguments.py               |   2 +-
 freqtrade/commands/cli_options.py             |   4 +-
 freqtrade/constants.py                        |   2 -
 tests/exchange/test_exchange.py               |   4 +-
 .../hyperopts/hyperopt_test_sep_file.py       | 202 ------------
 tests/optimize/test_hyperopt.py               |  14 +-
 tests/plugins/test_pairlocks.py               |   2 +-
 tests/test_directory_operations.py            |   8 +-
 15 files changed, 55 insertions(+), 527 deletions(-)
 delete mode 100644 tests/optimize/hyperopts/hyperopt_test_sep_file.py

diff --git a/README.md b/README.md
index 2c164135f..01effd7bc 100644
--- a/README.md
+++ b/README.md
@@ -79,22 +79,22 @@ For any other type of installation please refer to [Installation doc](https://ww
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
-    new-hyperopt        Create new hyperopt
     new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to
                         another.
     convert-trade-data  Convert trade data from one format to another.
+    list-data           List downloaded data.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
@@ -108,8 +108,10 @@ positional arguments:
     list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
+    install-ui          Install FreqUI
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
+    webserver           Webserver module.
 
 optional arguments:
   -h, --help            show this help message and exit
diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index 4a2bafd2e..f2f52b7dd 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -67,10 +67,10 @@ Currently, the arguments are:
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
 
 !!! Note
-    This function is called once per iteration - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
+    This function is called once per epoch - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
 
-!!! Note
-    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
+!!! Note "`*args` and `**kwargs`"
+    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface in the future.
 
 ## Overriding pre-defined spaces
 
@@ -82,8 +82,22 @@ class MyAwesomeStrategy(IStrategy):
         # Define a custom stoploss space.
         def stoploss_space():
             return [SKDecimal(-0.05, -0.01, decimals=3, name='stoploss')]
+
+        # Define custom ROI space
+        def roi_space() -> List[Dimension]:
+            return [
+                Integer(10, 120, name='roi_t1'),
+                Integer(10, 60, name='roi_t2'),
+                Integer(10, 40, name='roi_t3'),
+                SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
+                SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
+                SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
+            ]
 ```
 
+!!! Note
+    All overrides are optional and can be mixed/matched as necessary.
+
 ## Space options
 
 For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
@@ -105,281 +119,3 @@ from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal,
     Assuming the definition of a rather small space (`SKDecimal(0.10, 0.15, decimals=2, name='xxx')`) - SKDecimal will have 5 possibilities (`[0.10, 0.11, 0.12, 0.13, 0.14, 0.15]`).
 
     A corresponding real space `Real(0.10, 0.15 name='xxx')`  on the other hand has an almost unlimited number of possibilities (`[0.10, 0.010000000001, 0.010000000002, ... 0.014999999999, 0.01500000000]`).
-
----
-
-## Legacy Hyperopt
-
-This Section explains the configuration of an explicit Hyperopt file (separate to the strategy).
-
-!!! Warning "Deprecated / legacy mode"
-    Since the 2021.4 release you no longer have to write a separate hyperopt class, but all strategies can be hyperopted.
-    Please read the [main hyperopt page](hyperopt.md) for more details.
-
-### Prepare hyperopt file
-
-Configuring an explicit hyperopt file is similar to writing your own strategy, and many tasks will be similar.
-
-!!! Tip "About this page"
-    For this page, we will be using a fictional strategy called `AwesomeStrategy` - which will be optimized using the `AwesomeHyperopt` class.
-
-#### Create a Custom Hyperopt File
-
-The simplest way to get started is to use the following command, which will create a new hyperopt file from a template, which will be located under `user_data/hyperopts/AwesomeHyperopt.py`.
-
-Let assume you want a hyperopt file `AwesomeHyperopt.py`:
-
-``` bash
-freqtrade new-hyperopt --hyperopt AwesomeHyperopt
-```
-
-#### Legacy Hyperopt checklist
-
-Checklist on all tasks / possibilities in hyperopt
-
-Depending on the space you want to optimize, only some of the below are required:
-
-* fill `buy_strategy_generator` - for buy signal optimization
-* fill `indicator_space` - for buy signal optimization
-* fill `sell_strategy_generator` - for sell signal optimization
-* fill `sell_indicator_space` - for sell signal optimization
-
-!!! Note
-    `populate_indicators` needs to create all indicators any of thee spaces may use, otherwise hyperopt will not work.
-
-Optional in hyperopt - can also be loaded from a strategy (recommended):
-
-* `populate_indicators` - fallback to create indicators
-* `populate_buy_trend` - fallback if not optimizing for buy space. should come from strategy
-* `populate_sell_trend` - fallback if not optimizing for sell space. should come from strategy
-
-!!! Note
-    You always have to provide a strategy to Hyperopt, even if your custom Hyperopt class contains all methods.
-    Assuming the optional methods are not in your hyperopt file, please use `--strategy AweSomeStrategy` which contains these methods so hyperopt can use these methods instead.
-
-Rarely you may also need to override:
-
-* `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
-* `generate_roi_table` - for custom ROI optimization (if you need the ranges for the values in the ROI table that differ from default or the number of entries (steps) in the ROI table which differs from the default 4 steps)
-* `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
-* `trailing_space` - for custom trailing stop optimization (if you need the ranges for the trailing stop parameters in the optimization hyperspace that differ from default)
-
-#### Defining a buy signal optimization
-
-Let's say you are curious: should you use MACD crossings or lower Bollinger
-Bands to trigger your buys. And you also wonder should you use RSI or ADX to
-help with those buy decisions. If you decide to use RSI or ADX, which values
-should I use for them? So let's use hyperparameter optimization to solve this
-mystery.
-
-We will start by defining a search space:
-
-```python
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching strategy parameters
-        """
-        return [
-            Integer(20, 40, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal'], name='trigger')
-        ]
-```
-
-Above definition says: I have five parameters I want you to randomly combine
-to find the best combination. Two of them are integer values (`adx-value` and `rsi-value`) and I want you test in the range of values 20 to 40.  
-Then we have three category variables. First two are either `True` or `False`.
-We use these to either enable or disable the ADX and RSI guards.
-The last one we call `trigger` and use it to decide which buy trigger we want to use.
-
-So let's write the buy strategy generator using these values:
-
-```python
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            conditions = []
-            # GUARDS AND TRENDS
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-
-            # Check that volume is not 0
-            conditions.append(dataframe['volume'] > 0)
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-```
-
-Hyperopt will now call `populate_buy_trend()` many times (`epochs`) with different value combinations.  
-It will use the given historical data and make buys based on the buy signals generated with the above function.  
-Based on the results, hyperopt will tell you which parameter combination produced the best results (based on the configured [loss function](#loss-functions)).
-
-!!! Note
-    The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
-    When you want to test an indicator that isn't used by the bot currently, remember to
-    add it to the `populate_indicators()` method in your strategy or hyperopt file.
-
-#### Sell optimization
-
-Similar to the buy-signal above, sell-signals can also be optimized.
-Place the corresponding settings into the following methods
-
-* Inside `sell_indicator_space()` - the parameters hyperopt shall be optimizing.
-* Within `sell_strategy_generator()` - populate the nested method `populate_sell_trend()` to apply the parameters.
-
-The configuration and rules are the same than for buy signals.
-To avoid naming collisions in the search-space, please prefix all sell-spaces with `sell-`.
-
-### Execute Hyperopt
-
-Once you have updated your hyperopt configuration you can run it.
-Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result. More time usually results in better results.
-
-We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
-
-```bash
-freqtrade hyperopt --config config.json --hyperopt <hyperoptname> --hyperopt-loss <hyperoptlossname> --strategy <strategyname> -e 500 --spaces all
-```
-
-Use `<hyperoptname>` as the name of the custom hyperopt used.
-
-The `-e` option will set how many evaluations hyperopt will do. Since hyperopt uses Bayesian search, running too many epochs at once may not produce greater results. Experience has shown that best results are usually not improving much after 500-1000 epochs.  
-Doing multiple runs (executions) with a few 1000 epochs and different random state will most likely produce different results.
-
-The `--spaces all` option determines that all possible parameters should be optimized. Possibilities are listed below.
-
-!!! Note
-    Hyperopt will store hyperopt results with the timestamp of the hyperopt start time.
-    Reading commands (`hyperopt-list`, `hyperopt-show`) can use `--hyperopt-filename <filename>` to read and display older hyperopt results.
-    You can find a list of filenames with `ls -l user_data/hyperopt_results/`.
-
-#### Running Hyperopt using methods from a strategy
-
-Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
-
-```bash
-freqtrade hyperopt --hyperopt AwesomeHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy AwesomeStrategy
-```
-
-### Understand the Hyperopt Result
-
-Once Hyperopt is completed you can use the result to create a new strategy.
-Given the following result from hyperopt:
-
-```
-Best result:
-
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
-
-Buy hyperspace params:
-{    'adx-value': 44,
-     'rsi-value': 29,
-     'adx-enabled': False,
-     'rsi-enabled': True,
-     'trigger': 'bb_lower'}
-```
-
-You should understand this result like:
-
-* The buy trigger that worked best was `bb_lower`.
-* You should not use ADX because `adx-enabled: False`)
-* You should **consider** using the RSI indicator (`rsi-enabled: True` and the best value is `29.0` (`rsi-value: 29.0`)
-
-You have to look inside your strategy file into `buy_strategy_generator()`
-method, what those values match to.
-
-So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
-
-```python
-(dataframe['rsi'] < 29.0)
-```
-
-Translating your whole hyperopt result as the new buy-signal would then look like:
-
-```python
-def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
-    dataframe.loc[
-        (
-            (dataframe['rsi'] < 29.0) &  # rsi-value
-            dataframe['close'] < dataframe['bb_lowerband']  # trigger
-        ),
-        'buy'] = 1
-    return dataframe
-```
-
-### Validate backtesting results
-
-Once the optimized parameters and conditions have been implemented into your strategy, you should backtest the strategy to make sure everything is working as expected.
-
-To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-
-Should results not match, please double-check to make sure you transferred all conditions correctly.
-Pay special care to the stoploss (and trailing stoploss) parameters, as these are often set in configuration files, which override changes to the strategy.
-You should also carefully review the log of your backtest to ensure that there were no parameters inadvertently set by the configuration (like `stoploss` or `trailing_stop`).
-
-### Sharing methods with your strategy
-
-Hyperopt classes provide access to the Strategy via the `strategy` class attribute.
-This can be a great way to reduce code duplication if used correctly, but will also complicate usage for inexperienced users.
-
-``` python
-from pandas import DataFrame
-from freqtrade.strategy.interface import IStrategy
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-class MyAwesomeStrategy(IStrategy):
-
-    buy_params = {
-        'rsi-value': 30,
-        'adx-value': 35,
-    }
-
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        return self.buy_strategy_generator(self.buy_params, dataframe, metadata)
-
-    @staticmethod
-    def buy_strategy_generator(params, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        dataframe.loc[
-            (
-                qtpylib.crossed_above(dataframe['rsi'], params['rsi-value']) &
-                dataframe['adx'] > params['adx-value']) &
-                dataframe['volume'] > 0
-            )
-            , 'buy'] = 1
-        return dataframe
-
-class MyAwesomeHyperOpt(IHyperOpt):
-    ...
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            # Call strategy's buy strategy generator
-            return self.StrategyClass.buy_strategy_generator(params, dataframe, metadata)
-
-        return populate_buy_trend
-```
diff --git a/docs/bot-usage.md b/docs/bot-usage.md
index b65220722..c6a7f6103 100644
--- a/docs/bot-usage.md
+++ b/docs/bot-usage.md
@@ -12,22 +12,22 @@ This page explains the different parameters of the bot and how to run it.
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
-    new-hyperopt        Create new hyperopt
     new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to
                         another.
     convert-trade-data  Convert trade data from one format to another.
+    list-data           List downloaded data.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
@@ -41,8 +41,10 @@ positional arguments:
     list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
+    install-ui          Install FreqUI
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
+    webserver           Webserver module.
 
 optional arguments:
   -h, --help            show this help message and exit
diff --git a/docs/deprecated.md b/docs/deprecated.md
index b7ad847e6..d86a7ac7a 100644
--- a/docs/deprecated.md
+++ b/docs/deprecated.md
@@ -38,3 +38,8 @@ Since only quoteVolume can be compared between assets, the other options (bidVol
 
 Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early.
 As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.7.
+
+### Legacy Hyperopt mode
+
+Using separate hyperopt files was deprecated in 2021.4 and was removed in 2021.9.
+Please switch to the new [Parametrized Strategies](hyperopt.md) to benefit from the new hyperopt interface.
diff --git a/docs/faq.md b/docs/faq.md
index b8a3a44d8..285625491 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -167,7 +167,7 @@ Since hyperopt uses Bayesian search, running for too many epochs may not produce
 It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epochs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
 
 ```bash
-freqtrade hyperopt --hyperopt SampleHyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy -e 1000
+freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --strategy SampleStrategy -e 1000
 ```
 
 ### Why does it take a long time to run hyperopt?
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 1eb90f1bc..e69b761c4 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -44,9 +44,8 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--data-format-ohlcv {json,jsongz,hdf5}]
                           [--max-open-trades INT]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                          [-p PAIRS [PAIRS ...]] [--hyperopt NAME]
-                          [--hyperopt-path PATH] [--eps] [--dmmp]
-                          [--enable-protections]
+                          [-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
+                          [--eps] [--dmmp] [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
                           [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
@@ -73,10 +72,8 @@ optional arguments:
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                         Limit command to these pairs. Pairs are space-
                         separated.
-  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        bot.
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt Loss
+                        functions.
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
@@ -558,7 +555,7 @@ For example, to use one month of data, pass `--timerange 20210101-20210201` (fro
 Full command:
 
 ```bash
-freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20210101-20210201
+freqtrade hyperopt --strategy <strategyname> --timerange 20210101-20210201
 ```
 
 ### Running Hyperopt with Smaller Search Space
@@ -684,7 +681,7 @@ If you have the `generate_roi_table()` and `roi_space()` methods in your custom
 
 Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
 
-A sample for these methods can be found in [sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+A sample for these methods can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
     To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
@@ -726,7 +723,7 @@ If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimiza
 
 If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
 
-Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
     To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
@@ -764,10 +761,10 @@ As stated in the comment, you can also use it as the values of the corresponding
 
 If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
 
-Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
-    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#overriding-pre-defined-spaces) to change this to your needs.
 
 ### Reproducible results
 
diff --git a/docs/utils.md b/docs/utils.md
index a1e219d6a..ade2f4047 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -26,9 +26,7 @@ optional arguments:
 ├── data
 ├── hyperopt_results
 ├── hyperopts
-│   ├── sample_hyperopt_advanced.py
 │   ├── sample_hyperopt_loss.py
-│   └── sample_hyperopt.py
 ├── notebooks
 │   └── strategy_analysis_example.ipynb
 ├── plot
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 9c6ce543f..3574dc485 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -90,7 +90,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
-                    "list-hyperopts", "hyperopt-list", "hyperopt-show",
+                    "hyperopt-list", "hyperopt-show",
                     "plot-dataframe", "plot-profit", "show-trades"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index a1790cb9a..e3c7fe464 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -1,7 +1,7 @@
 """
 Definition of cli arguments used in arguments.py
 """
-from argparse import ArgumentTypeError
+from argparse import SUPPRESS, ArgumentTypeError
 
 from freqtrade import __version__, constants
 from freqtrade.constants import HYPEROPT_LOSS_BUILTIN
@@ -203,7 +203,7 @@ AVAILABLE_CLI_OPTIONS = {
     # Hyperopt
     "hyperopt": Arg(
         '--hyperopt',
-        help='Specify hyperopt class name which will be used by the bot.',
+        help=SUPPRESS,
         metavar='NAME',
         required=False,
     ),
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index efcd1aaca..9ca43d459 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -69,9 +69,7 @@ DUST_PER_COIN = {
 # Source files with destination directories within user-directory
 USER_DATA_FILES = {
     'sample_strategy.py': USERPATH_STRATEGIES,
-    'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
     'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
-    'sample_hyperopt.py': USERPATH_HYPEROPTS,
     'strategy_analysis_example.ipynb': USERPATH_NOTEBOOKS,
 }
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 90e19782e..42a10e8d7 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -185,7 +185,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
 
 def test_validate_order_time_in_force(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
-    # explicitly test bittrex, exchanges implementing other policies need seperate tests
+    # explicitly test bittrex, exchanges implementing other policies need separate tests
     ex = get_patched_exchange(mocker, default_conf, id="bittrex")
     tif = {
         "buy": "gtc",
@@ -2464,7 +2464,7 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
-    # Don't test FTX here - that needs a seperate test
+    # Don't test FTX here - that needs a separate test
     if exchange_name == 'ftx':
         return
     default_conf['dry_run'] = True
diff --git a/tests/optimize/hyperopts/hyperopt_test_sep_file.py b/tests/optimize/hyperopts/hyperopt_test_sep_file.py
deleted file mode 100644
index 0fa1e1959..000000000
--- a/tests/optimize/hyperopts/hyperopt_test_sep_file.py
+++ /dev/null
@@ -1,202 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-
-from functools import reduce
-from typing import Any, Callable, Dict, List
-
-import talib.abstract as ta
-from pandas import DataFrame
-from skopt.space import Categorical, Dimension, Integer
-
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
-
-
-class HyperoptTestSepFile(IHyperOpt):
-    """
-    Default hyperopt provided by the Freqtrade bot.
-    You can override it with your own Hyperopt
-    """
-    @staticmethod
-    def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Add several indicators needed for buy and sell strategies defined below.
-        """
-        # ADX
-        dataframe['adx'] = ta.ADX(dataframe)
-        # MACD
-        macd = ta.MACD(dataframe)
-        dataframe['macd'] = macd['macd']
-        dataframe['macdsignal'] = macd['macdsignal']
-        # MFI
-        dataframe['mfi'] = ta.MFI(dataframe)
-        # RSI
-        dataframe['rsi'] = ta.RSI(dataframe)
-        # Stochastic Fast
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        # Minus-DI
-        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-        # Bollinger bands
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-        dataframe['bb_upperband'] = bollinger['upper']
-        # SAR
-        dataframe['sar'] = ta.SAR(dataframe)
-
-        return dataframe
-
-    @staticmethod
-    def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the buy strategy parameters to be used by Hyperopt.
-        """
-        def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Buy strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            if 'mfi-enabled' in params and params['mfi-enabled']:
-                conditions.append(dataframe['mfi'] < params['mfi-value'])
-            if 'fastd-enabled' in params and params['fastd-enabled']:
-                conditions.append(dataframe['fastd'] < params['fastd-value'])
-            if 'adx-enabled' in params and params['adx-enabled']:
-                conditions.append(dataframe['adx'] > params['adx-value'])
-            if 'rsi-enabled' in params and params['rsi-enabled']:
-                conditions.append(dataframe['rsi'] < params['rsi-value'])
-
-            # TRIGGERS
-            if 'trigger' in params:
-                if params['trigger'] == 'bb_lower':
-                    conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
-                if params['trigger'] == 'macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macd'], dataframe['macdsignal']
-                    ))
-                if params['trigger'] == 'sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['close'], dataframe['sar']
-                    ))
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'buy'] = 1
-
-            return dataframe
-
-        return populate_buy_trend
-
-    @staticmethod
-    def indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching buy strategy parameters.
-        """
-        return [
-            Integer(10, 25, name='mfi-value'),
-            Integer(15, 45, name='fastd-value'),
-            Integer(20, 50, name='adx-value'),
-            Integer(20, 40, name='rsi-value'),
-            Categorical([True, False], name='mfi-enabled'),
-            Categorical([True, False], name='fastd-enabled'),
-            Categorical([True, False], name='adx-enabled'),
-            Categorical([True, False], name='rsi-enabled'),
-            Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
-        ]
-
-    @staticmethod
-    def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
-        """
-        Define the sell strategy parameters to be used by Hyperopt.
-        """
-        def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
-            """
-            Sell strategy Hyperopt will build and use.
-            """
-            conditions = []
-
-            # GUARDS AND TRENDS
-            if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
-                conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
-            if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
-                conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
-            if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
-                conditions.append(dataframe['adx'] < params['sell-adx-value'])
-            if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
-                conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
-
-            # TRIGGERS
-            if 'sell-trigger' in params:
-                if params['sell-trigger'] == 'sell-bb_upper':
-                    conditions.append(dataframe['close'] > dataframe['bb_upperband'])
-                if params['sell-trigger'] == 'sell-macd_cross_signal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['macdsignal'], dataframe['macd']
-                    ))
-                if params['sell-trigger'] == 'sell-sar_reversal':
-                    conditions.append(qtpylib.crossed_above(
-                        dataframe['sar'], dataframe['close']
-                    ))
-
-            if conditions:
-                dataframe.loc[
-                    reduce(lambda x, y: x & y, conditions),
-                    'sell'] = 1
-
-            return dataframe
-
-        return populate_sell_trend
-
-    @staticmethod
-    def sell_indicator_space() -> List[Dimension]:
-        """
-        Define your Hyperopt space for searching sell strategy parameters.
-        """
-        return [
-            Integer(75, 100, name='sell-mfi-value'),
-            Integer(50, 100, name='sell-fastd-value'),
-            Integer(50, 100, name='sell-adx-value'),
-            Integer(60, 100, name='sell-rsi-value'),
-            Categorical([True, False], name='sell-mfi-enabled'),
-            Categorical([True, False], name='sell-fastd-enabled'),
-            Categorical([True, False], name='sell-adx-enabled'),
-            Categorical([True, False], name='sell-rsi-enabled'),
-            Categorical(['sell-bb_upper',
-                         'sell-macd_cross_signal',
-                         'sell-sar_reversal'], name='sell-trigger')
-        ]
-
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Based on TA indicators. Should be a copy of same method from strategy.
-        Must align to populate_indicators in this file.
-        Only used when --spaces does not include buy space.
-        """
-        dataframe.loc[
-            (
-                (dataframe['close'] < dataframe['bb_lowerband']) &
-                (dataframe['mfi'] < 16) &
-                (dataframe['adx'] > 25) &
-                (dataframe['rsi'] < 21)
-            ),
-            'buy'] = 1
-
-        return dataframe
-
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Based on TA indicators. Should be a copy of same method from strategy.
-        Must align to populate_indicators in this file.
-        Only used when --spaces does not include sell space.
-        """
-        dataframe.loc[
-            (
-                (qtpylib.crossed_above(
-                    dataframe['macdsignal'], dataframe['macd']
-                )) &
-                (dataframe['fastd'] > 54)
-            ),
-            'sell'] = 1
-
-        return dataframe
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 498b6e588..b34c3a916 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -21,8 +21,6 @@ from freqtrade.strategy.hyper import IntParameter
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
-from .hyperopts.hyperopt_test_sep_file import HyperoptTestSepFile
-
 
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
@@ -30,7 +28,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
@@ -62,7 +60,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
         '--datadir', '/foo/bar',
         '--timeframe', '1m',
         '--timerange', ':100',
@@ -114,7 +112,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
         '--stake-amount', '1',
         '--starting-balance', '2'
     ]
@@ -142,9 +140,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
-        '--hyperopt-path',
-        str(Path(__file__).parent / "hyperopts"),
+        '--strategy', 'HyperoptableStrategy',
         '--epochs', '5',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
     ]
@@ -203,7 +199,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
     args = [
         'hyperopt',
         '--config', 'config.json',
-        '--hyperopt', 'HyperoptTestSepFile',
+        '--strategy', 'HyperoptableStrategy',
         '--hyperopt-loss', 'SharpeHyperOptLossDaily',
         '--epochs', '5'
     ]
diff --git a/tests/plugins/test_pairlocks.py b/tests/plugins/test_pairlocks.py
index fce3a8cd1..c694fd7c1 100644
--- a/tests/plugins/test_pairlocks.py
+++ b/tests/plugins/test_pairlocks.py
@@ -68,7 +68,7 @@ def test_PairLocks(use_db):
     # Global lock
     PairLocks.lock_pair('*', lock_time)
     assert PairLocks.is_global_lock(lock_time + timedelta(minutes=-50))
-    # Global lock also locks every pair seperately
+    # Global lock also locks every pair separately
     assert PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=-50))
     assert PairLocks.is_pair_locked('XRP/USDT', lock_time + timedelta(minutes=-50))
 
diff --git a/tests/test_directory_operations.py b/tests/test_directory_operations.py
index a11200526..905b078f9 100644
--- a/tests/test_directory_operations.py
+++ b/tests/test_directory_operations.py
@@ -74,16 +74,12 @@ def test_copy_sample_files(mocker, default_conf, caplog) -> None:
     copymock = mocker.patch('shutil.copy', MagicMock())
 
     copy_sample_files(Path('/tmp/bar'))
-    assert copymock.call_count == 5
+    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[1][0][1] == str(
-        Path('/tmp/bar') / 'hyperopts/sample_hyperopt_advanced.py')
-    assert copymock.call_args_list[2][0][1] == str(
         Path('/tmp/bar') / 'hyperopts/sample_hyperopt_loss.py')
-    assert copymock.call_args_list[3][0][1] == str(
-        Path('/tmp/bar') / 'hyperopts/sample_hyperopt.py')
-    assert copymock.call_args_list[4][0][1] == str(
+    assert copymock.call_args_list[2][0][1] == str(
         Path('/tmp/bar') / 'notebooks/strategy_analysis_example.ipynb')
 
 

From 0017b3438efcf10fad1ac0224db6c7d4c6d25a0a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 11 Sep 2021 17:56:41 +0200
Subject: [PATCH 558/834] Remove list-hyperopts

---
 docs/utils.md                       | 46 ++++-------------------------
 freqtrade/commands/__init__.py      |  6 ++--
 freqtrade/commands/arguments.py     | 19 ++++--------
 freqtrade/commands/list_commands.py | 21 +------------
 4 files changed, 14 insertions(+), 78 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index ade2f4047..d8fbcacb7 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -109,11 +109,11 @@ Using the advanced template (populates all optional functions and methods)
 freqtrade new-strategy --strategy AwesomeStrategy --template advanced
 ```
 
-## List Strategies and List Hyperopts
+## List Strategies
 
-Use the `list-strategies` subcommand to see all strategies in one particular directory and the `list-hyperopts` subcommand to list custom Hyperopts.
+Use the `list-strategies` subcommand to see all strategies in one particular directory.
 
-These subcommands are useful for finding problems in your environment with loading strategies or hyperopt classes: modules with strategies or hyperopt classes that contain errors and failed to load are printed in red (LOAD FAILED), while strategies or hyperopt classes with duplicate names are printed in yellow (DUPLICATE NAME).
+This subcommand is useful for finding problems in your environment with loading strategies: modules with strategies that contain errors and failed to load are printed in red (LOAD FAILED), while strategies with duplicate names are printed in yellow (DUPLICATE NAME).
 
 ```
 usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH]
@@ -127,34 +127,6 @@ optional arguments:
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
 
-Common arguments:
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
-                        'syslog', 'journald'. See the documentation for more
-                        details.
-  -V, --version         show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
-  -d PATH, --datadir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-```
-```
-usage: freqtrade list-hyperopts [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                                [-d PATH] [--userdir PATH]
-                                [--hyperopt-path PATH] [-1] [--no-color]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
-  -1, --one-column      Print output in one column.
-  --no-color            Disable colorization of hyperopt results. May be
-                        useful if you are redirecting output to a file.
-
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   --logfile FILE        Log to the file specified. Special values are:
@@ -174,18 +146,16 @@ Common arguments:
 !!! Warning
     Using these commands will try to load all python files from a directory. This can be a security risk if untrusted files reside in this directory, since all module-level code is executed.
 
-Example: Search default strategies and hyperopts directories (within the default userdir).
+Example: Search default strategies directories (within the default userdir).
 
 ``` bash
 freqtrade list-strategies
-freqtrade list-hyperopts
 ```
 
-Example: Search strategies and hyperopts directory within the userdir.
+Example: Search strategies  directory within the userdir.
 
 ``` bash
 freqtrade list-strategies --userdir ~/.freqtrade/
-freqtrade list-hyperopts --userdir ~/.freqtrade/
 ```
 
 Example: Search dedicated strategy path.
@@ -194,12 +164,6 @@ Example: Search dedicated strategy path.
 freqtrade list-strategies --strategy-path ~/.freqtrade/strategies/
 ```
 
-Example: Search dedicated hyperopt path.
-
-``` bash
-freqtrade list-hyperopt --hyperopt-path ~/.freqtrade/hyperopts/
-```
-
 ## List Exchanges
 
 Use the `list-exchanges` subcommand to see the exchanges available for the bot.
diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index 49b184a80..a6f14cff7 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -13,9 +13,9 @@ from freqtrade.commands.data_commands import (start_convert_data, start_download
 from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
                                                 start_new_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
-from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
-                                              start_list_markets, start_list_strategies,
-                                              start_list_timeframes, start_show_trades)
+from freqtrade.commands.list_commands import (start_list_exchanges, start_list_markets,
+                                              start_list_strategies, start_list_timeframes,
+                                              start_show_trades)
 from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 3574dc485..d424f3ce7 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -172,11 +172,11 @@ class Arguments:
         from freqtrade.commands import (start_backtesting, start_convert_data, start_create_userdir,
                                         start_download_data, start_edge, start_hyperopt,
                                         start_hyperopt_list, start_hyperopt_show, start_install_ui,
-                                        start_list_data, start_list_exchanges, start_list_hyperopts,
-                                        start_list_markets, start_list_strategies,
-                                        start_list_timeframes, start_new_config, start_new_strategy,
-                                        start_plot_dataframe, start_plot_profit, start_show_trades,
-                                        start_test_pairlist, start_trading, start_webserver)
+                                        start_list_data, start_list_exchanges, start_list_markets,
+                                        start_list_strategies, start_list_timeframes,
+                                        start_new_config, start_new_strategy, start_plot_dataframe,
+                                        start_plot_profit, start_show_trades, start_test_pairlist,
+                                        start_trading, start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
@@ -291,15 +291,6 @@ class Arguments:
         list_exchanges_cmd.set_defaults(func=start_list_exchanges)
         self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
 
-        # Add list-hyperopts subcommand
-        list_hyperopts_cmd = subparsers.add_parser(
-            'list-hyperopts',
-            help='Print available hyperopt classes.',
-            parents=[_common_parser],
-        )
-        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
-        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
-
         # Add list-markets subcommand
         list_markets_cmd = subparsers.add_parser(
             'list-markets',
diff --git a/freqtrade/commands/list_commands.py b/freqtrade/commands/list_commands.py
index 410b9b72b..38fb098a0 100644
--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -10,7 +10,7 @@ from colorama import init as colorama_init
 from tabulate import tabulate
 
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import market_is_active, validate_exchanges
@@ -92,25 +92,6 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
         _print_objs_tabular(strategy_objs, config.get('print_colorized', False))
 
 
-def start_list_hyperopts(args: Dict[str, Any]) -> None:
-    """
-    Print files with HyperOpt custom classes available in the directory
-    """
-    from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
-
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-
-    directory = Path(config.get('hyperopt_path', config['user_data_dir'] / USERPATH_HYPEROPTS))
-    hyperopt_objs = HyperOptResolver.search_all_objects(directory, not args['print_one_column'])
-    # Sort alphabetically
-    hyperopt_objs = sorted(hyperopt_objs, key=lambda x: x['name'])
-
-    if args['print_one_column']:
-        print('\n'.join([s['name'] for s in hyperopt_objs]))
-    else:
-        _print_objs_tabular(hyperopt_objs, config.get('print_colorized', False))
-
-
 def start_list_timeframes(args: Dict[str, Any]) -> None:
     """
     Print timeframes available on Exchange

From 236dc4800075a30a4c7ed1e52ef45be0d785ef76 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Sep 2021 07:46:17 +0200
Subject: [PATCH 559/834] Update CI to use new hyperopt interface

---
 .github/workflows/ci.yml | 6 +++---
 .travis.yml              | 2 +-
 2 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index eb767efb1..228a60389 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -87,7 +87,7 @@ jobs:
       run: |
         cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
@@ -180,7 +180,7 @@ jobs:
       run: |
         cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
@@ -247,7 +247,7 @@ jobs:
       run: |
         cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
diff --git a/.travis.yml b/.travis.yml
index f2a6d508d..15c174bfe 100644
--- a/.travis.yml
+++ b/.travis.yml
@@ -33,7 +33,7 @@ jobs:
     - script:
       - cp config_examples/config_bittrex.example.json config.json
       - freqtrade create-userdir --userdir user_data
-      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily
+      - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily
       name: hyperopt
     - script: flake8
       name: flake8

From d8f48cf0e3b7376ec8047a0a22e525175cb5fc98 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 13 Sep 2021 03:01:14 +0000
Subject: [PATCH 560/834] Bump pandas from 1.3.2 to 1.3.3

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.2 to 1.3.3.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.3.2...v1.3.3)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index e2bed0f9e..9e4ec97d6 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.2
-pandas==1.3.2
+pandas==1.3.3
 
 ccxt==1.55.83
 # Pin cryptography for now due to rust build errors with piwheels

From 81039fce28dbae0fcea77a4ab952fb91a847d5aa Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 13 Sep 2021 03:01:24 +0000
Subject: [PATCH 561/834] Bump progressbar2 from 3.53.1 to 3.53.2

Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.53.1 to 3.53.2.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.53.1...v3.53.2)

---
updated-dependencies:
- dependency-name: progressbar2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index d7f22634b..7dc55a9fc 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -8,4 +8,4 @@ scikit-optimize==0.8.1
 filelock==3.0.12
 joblib==1.0.1
 psutil==5.8.0
-progressbar2==3.53.1
+progressbar2==3.53.2

From b13bd87625d122278644f8210d07b8cad13cd352 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 13 Sep 2021 04:31:52 +0000
Subject: [PATCH 562/834] Bump ccxt from 1.55.83 to 1.56.30

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.55.83 to 1.56.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.55.83...1.56.30)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 9e4ec97d6..aa729dd9f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,7 +1,7 @@
 numpy==1.21.2
 pandas==1.3.3
 
-ccxt==1.55.83
+ccxt==1.56.30
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From 3cdd06f5627b7baee7b5ec3ead09e036080e9b66 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 13 Sep 2021 19:32:51 +0200
Subject: [PATCH 563/834] Add PeriodicCache

---
 freqtrade/configuration/PeriodicCache.py | 19 +++++++++++++++
 freqtrade/configuration/__init__.py      |  1 +
 requirements-dev.txt                     |  2 ++
 tests/test_periodiccache.py              | 31 ++++++++++++++++++++++++
 4 files changed, 53 insertions(+)
 create mode 100644 freqtrade/configuration/PeriodicCache.py
 create mode 100644 tests/test_periodiccache.py

diff --git a/freqtrade/configuration/PeriodicCache.py b/freqtrade/configuration/PeriodicCache.py
new file mode 100644
index 000000000..25c0c47f3
--- /dev/null
+++ b/freqtrade/configuration/PeriodicCache.py
@@ -0,0 +1,19 @@
+from datetime import datetime, timezone
+
+from cachetools.ttl import TTLCache
+
+
+class PeriodicCache(TTLCache):
+    """
+    Special cache that expires at "straight" times
+    A timer with ttl of 3600 (1h) will expire at every full hour (:00).
+    """
+
+    def __init__(self, maxsize, ttl, getsizeof=None):
+        def local_timer():
+            ts = datetime.now(timezone.utc).timestamp()
+            offset = (ts % ttl)
+            return ts - offset
+
+        # Init with smlight offset
+        super().__init__(maxsize=maxsize, ttl=ttl-1e-5, timer=local_timer, getsizeof=getsizeof)
diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index 607f9cdef..b1b268092 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,5 +1,6 @@
 # flake8: noqa: F401
 
+from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
diff --git a/requirements-dev.txt b/requirements-dev.txt
index 34d5607f3..4859e1cc6 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -14,6 +14,8 @@ pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.9.3
+# For datetime mocking
+time-machine==2.4.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.1.0
diff --git a/tests/test_periodiccache.py b/tests/test_periodiccache.py
new file mode 100644
index 000000000..ff9b53684
--- /dev/null
+++ b/tests/test_periodiccache.py
@@ -0,0 +1,31 @@
+from freqtrade.configuration import PeriodicCache
+import time_machine
+
+
+def test_ttl_cache():
+
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
+
+        cache = PeriodicCache(5, ttl=60)
+        cache1h = PeriodicCache(5, ttl=3600)
+
+        assert cache.timer() == 1630472400.0
+        cache['a'] = 1235
+        cache1h['a'] = 555123
+        assert 'a' in cache
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 05:00:59 +00:00")
+        assert 'a' in cache
+        assert 'a' in cache1h
+
+        # Cache expired
+        t.move_to("2021-09-01 05:01:00 +00:00")
+        assert 'a' not in cache
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 05:59:59 +00:00")
+        assert 'a' in cache1h
+
+        t.move_to("2021-09-01 06:00:00 +00:00")
+        assert 'a' not in cache1h

From 8afb3c4b70c3458772953c8be23976bd90a264ba Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 13 Sep 2021 19:33:28 +0200
Subject: [PATCH 564/834] Move AgeFilter cache to instance level

---
 freqtrade/plugins/pairlist/AgeFilter.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index dc5cab31e..32fef5fb0 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -18,14 +18,14 @@ logger = logging.getLogger(__name__)
 
 class AgeFilter(IPairList):
 
-    # Checked symbols cache (dictionary of ticker symbol => timestamp)
-    _symbolsChecked: Dict[str, int] = {}
-
     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)
 
+        # Checked symbols cache (dictionary of ticker symbol => timestamp)
+        self._symbolsChecked: Dict[str, int] = {}
+
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
         self._max_days_listed = pairlistconfig.get('max_days_listed', None)
 

From a12c3ecc9b2c7fa005f4104f22cde5cba23829b6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 13 Sep 2021 20:00:22 +0200
Subject: [PATCH 565/834] Remove credentials whenever dry-run is set from
 within the exchange

---
 freqtrade/configuration/__init__.py       |  2 +-
 freqtrade/configuration/check_exchange.py | 13 -------------
 freqtrade/configuration/config_setup.py   |  5 ++---
 freqtrade/exchange/__init__.py            |  2 +-
 freqtrade/exchange/common.py              | 13 +++++++++++++
 freqtrade/exchange/exchange.py            |  5 +++--
 freqtrade/optimize/backtesting.py         |  5 ++---
 freqtrade/optimize/edge_cli.py            |  6 +++---
 tests/commands/test_commands.py           |  2 --
 tests/exchange/test_ccxt_compat.py        |  2 +-
 tests/exchange/test_exchange.py           | 19 ++++++++++++++++++-
 tests/test_configuration.py               | 15 +--------------
 12 files changed, 45 insertions(+), 44 deletions(-)

diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index 607f9cdef..730a4e47f 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,6 +1,6 @@
 # flake8: noqa: F401
 
-from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
+from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.configuration.configuration import Configuration
diff --git a/freqtrade/configuration/check_exchange.py b/freqtrade/configuration/check_exchange.py
index c4f038103..fa1f47f9b 100644
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -10,19 +10,6 @@ from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
 logger = logging.getLogger(__name__)
 
 
-def remove_credentials(config: Dict[str, Any]) -> None:
-    """
-    Removes exchange keys from the configuration and specifies dry-run
-    Used for backtesting / hyperopt / edge and utils.
-    Modifies the input dict!
-    """
-    config['exchange']['key'] = ''
-    config['exchange']['secret'] = ''
-    config['exchange']['password'] = ''
-    config['exchange']['uid'] = ''
-    config['dry_run'] = True
-
-
 def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
     """
     Check if the exchange name in the config file is supported by Freqtrade
diff --git a/freqtrade/configuration/config_setup.py b/freqtrade/configuration/config_setup.py
index 22836ab19..02f2d4089 100644
--- a/freqtrade/configuration/config_setup.py
+++ b/freqtrade/configuration/config_setup.py
@@ -3,7 +3,6 @@ from typing import Any, Dict
 
 from freqtrade.enums import RunMode
 
-from .check_exchange import remove_credentials
 from .config_validation import validate_config_consistency
 from .configuration import Configuration
 
@@ -21,8 +20,8 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
     configuration = Configuration(args, method)
     config = configuration.get_config()
 
-    # Ensure we do not use Exchange credentials
-    remove_credentials(config)
+    # Ensure these modes are using Dry-run
+    config['dry_run'] = True
     validate_config_consistency(config)
 
     return config
diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index b0c88a51a..b08213d28 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -1,6 +1,6 @@
 # flake8: noqa: F401
 # isort: off
-from freqtrade.exchange.common import MAP_EXCHANGE_CHILDCLASS
+from freqtrade.exchange.common import remove_credentials, MAP_EXCHANGE_CHILDCLASS
 from freqtrade.exchange.exchange import Exchange
 # isort: on
 from freqtrade.exchange.bibox import Bibox
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 694aa3aa2..7b89adf06 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -51,6 +51,19 @@ EXCHANGE_HAS_OPTIONAL = [
 ]
 
 
+def remove_credentials(config) -> None:
+    """
+    Removes exchange keys from the configuration and specifies dry-run
+    Used for backtesting / hyperopt / edge and utils.
+    Modifies the input dict!
+    """
+    if config.get('dry_run', False):
+        config['exchange']['key'] = ''
+        config['exchange']['secret'] = ''
+        config['exchange']['password'] = ''
+        config['exchange']['uid'] = ''
+
+
 def calculate_backoff(retrycount, max_retries):
     """
     Calculate backoff
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 11de5411f..2b9b08d70 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -26,8 +26,8 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
-                                       retrier_async)
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
+                                       remove_credentials, retrier, retrier_async)
 from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
@@ -104,6 +104,7 @@ class Exchange:
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
+        remove_credentials(config)
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 4b52e104b..3e06bfa1b 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -11,7 +11,7 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
 
-from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
+from freqtrade.configuration import TimeRange, validate_config_consistency
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data import history
 from freqtrade.data.btanalysis import trade_list_to_dataframe
@@ -61,8 +61,7 @@ class Backtesting:
         self.config = config
         self.results: Optional[Dict[str, Any]] = None
 
-        # Reset keys for backtesting
-        remove_credentials(self.config)
+        config['dry_run'] = True
         self.strategylist: List[IStrategy] = []
         self.all_results: Dict[str, Dict] = {}
 
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index aab7def05..417faa685 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -7,7 +7,7 @@ import logging
 from typing import Any, Dict
 
 from freqtrade import constants
-from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
+from freqtrade.configuration import TimeRange, validate_config_consistency
 from freqtrade.edge import Edge
 from freqtrade.optimize.optimize_reports import generate_edge_table
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -28,8 +28,8 @@ class EdgeCli:
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config
 
-        # Reset keys for edge
-        remove_credentials(self.config)
+        # Ensure using dry-run
+        self.config['dry_run'] = True
         self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
         self.strategy = StrategyResolver.load_strategy(self.config)
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 1da9e5100..87040bfd5 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -32,8 +32,6 @@ def test_setup_utils_configuration():
     config = setup_utils_configuration(get_args(args), RunMode.OTHER)
     assert "exchange" in config
     assert config['dry_run'] is True
-    assert config['exchange']['key'] == ''
-    assert config['exchange']['secret'] == ''
 
 
 def test_start_trading_fail(mocker, caplog):
diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 3a32d108b..0f7963e36 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -54,7 +54,7 @@ EXCHANGES = {
 def exchange_conf():
     config = get_default_conf((Path(__file__).parent / "testdata").resolve())
     config['exchange']['pair_whitelist'] = []
-    config['dry_run'] = False
+    # config['dry_run'] = False
     return config
 
 
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 90e19782e..baf1f081a 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1,5 +1,6 @@
 import copy
 import logging
+from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from math import isclose
 from random import randint
@@ -14,7 +15,7 @@ from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOr
                                   OperationalException, PricingError, TemporaryError)
 from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
-                                       calculate_backoff)
+                                       calculate_backoff, remove_credentials)
 from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes, timeframe_to_msecs,
                                          timeframe_to_next_date, timeframe_to_prev_date,
                                          timeframe_to_seconds)
@@ -78,6 +79,22 @@ def test_init(default_conf, mocker, caplog):
     assert log_has('Instance is running with dry_run enabled', caplog)
 
 
+def test_remove_credentials(default_conf, caplog) -> None:
+    conf = deepcopy(default_conf)
+    conf['dry_run'] = False
+    remove_credentials(conf)
+
+    assert conf['exchange']['key'] != ''
+    assert conf['exchange']['secret'] != ''
+
+    conf['dry_run'] = True
+    remove_credentials(conf)
+    assert conf['exchange']['key'] == ''
+    assert conf['exchange']['secret'] == ''
+    assert conf['exchange']['password'] == ''
+    assert conf['exchange']['uid'] == ''
+
+
 def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
diff --git a/tests/test_configuration.py b/tests/test_configuration.py
index 9aea4fa11..1ce45e4d5 100644
--- a/tests/test_configuration.py
+++ b/tests/test_configuration.py
@@ -11,8 +11,7 @@ import pytest
 from jsonschema import ValidationError
 
 from freqtrade.commands import Arguments
-from freqtrade.configuration import (Configuration, check_exchange, remove_credentials,
-                                     validate_config_consistency)
+from freqtrade.configuration import Configuration, check_exchange, validate_config_consistency
 from freqtrade.configuration.config_validation import validate_config_schema
 from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
                                                          process_deprecated_setting,
@@ -617,18 +616,6 @@ def test_check_exchange(default_conf, caplog) -> None:
         check_exchange(default_conf)
 
 
-def test_remove_credentials(default_conf, caplog) -> None:
-    conf = deepcopy(default_conf)
-    conf['dry_run'] = False
-    remove_credentials(conf)
-
-    assert conf['dry_run'] is True
-    assert conf['exchange']['key'] == ''
-    assert conf['exchange']['secret'] == ''
-    assert conf['exchange']['password'] == ''
-    assert conf['exchange']['uid'] == ''
-
-
 def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)
 

From c9ba52d7321b2cae17776c66723c837a75c3bfdf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Sep 2021 06:30:18 +0200
Subject: [PATCH 566/834] Expire cached pairs in age-filter once per day

---
 freqtrade/plugins/pairlist/AgeFilter.py | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 32fef5fb0..1fba00123 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -11,6 +11,7 @@ from pandas import DataFrame
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
+from freqtrade.configuration import PeriodicCache
 
 
 logger = logging.getLogger(__name__)
@@ -25,6 +26,7 @@ class AgeFilter(IPairList):
 
         # Checked symbols cache (dictionary of ticker symbol => timestamp)
         self._symbolsChecked: Dict[str, int] = {}
+        self._too_young_pairs = 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', None)
@@ -69,10 +71,12 @@ class AgeFilter(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new allowlist
         """
-        needed_pairs = [(p, '1d') for p in pairlist if p not in self._symbolsChecked]
+        needed_pairs = [
+            (p, '1d') for p in pairlist
+            if p not in self._symbolsChecked and p not in self._too_young_pairs]
         if not needed_pairs:
             return pairlist
-
+        logger.info(f"needed pairs {needed_pairs}")
         since_days = -(
             self._max_days_listed if self._max_days_listed else self._min_days_listed
         ) - 1
@@ -118,5 +122,6 @@ class AgeFilter(IPairList):
                     " or more than "
                     f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
                 ) if self._max_days_listed else ''), logger.info)
+                self._too_young_pairs[pair] = arrow.utcnow().int_timestamp * 1000
                 return False
         return False

From 3ce5197e8d07471e75be14df435c3d291b3b69c4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Sep 2021 06:45:26 +0200
Subject: [PATCH 567/834] Add Tests for AgeFilter caching

closes #5552
---
 freqtrade/configuration/__init__.py     |  2 +-
 freqtrade/plugins/pairlist/AgeFilter.py | 11 ++--
 tests/plugins/test_pairlist.py          | 69 ++++++++++++++++---------
 tests/test_periodiccache.py             |  3 +-
 4 files changed, 54 insertions(+), 31 deletions(-)

diff --git a/freqtrade/configuration/__init__.py b/freqtrade/configuration/__init__.py
index b1b268092..dccbb14b3 100644
--- a/freqtrade/configuration/__init__.py
+++ b/freqtrade/configuration/__init__.py
@@ -1,8 +1,8 @@
 # flake8: noqa: F401
 
-from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.check_exchange import check_exchange, remove_credentials
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.configuration.configuration import Configuration
+from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.timerange import TimeRange
diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index 1fba00123..c43bd0c4c 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -8,10 +8,10 @@ from typing import Any, Dict, List, Optional
 import arrow
 from pandas import DataFrame
 
+from freqtrade.configuration import PeriodicCache
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
-from freqtrade.configuration import PeriodicCache
 
 
 logger = logging.getLogger(__name__)
@@ -26,7 +26,7 @@ class AgeFilter(IPairList):
 
         # Checked symbols cache (dictionary of ticker symbol => timestamp)
         self._symbolsChecked: Dict[str, int] = {}
-        self._too_young_pairs = PeriodicCache(maxsize=1000, ttl=86_400)
+        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', None)
@@ -73,9 +73,10 @@ class AgeFilter(IPairList):
         """
         needed_pairs = [
             (p, '1d') for p in pairlist
-            if p not in self._symbolsChecked and p not in self._too_young_pairs]
+            if p not in self._symbolsChecked and p not in self._symbolsCheckFailed]
         if not needed_pairs:
-            return pairlist
+            # Remove pairs that have been removed before
+            return [p for p in pairlist if p not in self._symbolsCheckFailed]
         logger.info(f"needed pairs {needed_pairs}")
         since_days = -(
             self._max_days_listed if self._max_days_listed else self._min_days_listed
@@ -122,6 +123,6 @@ class AgeFilter(IPairList):
                     " or more than "
                     f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
                 ) if self._max_days_listed else ''), logger.info)
-                self._too_young_pairs[pair] = arrow.utcnow().int_timestamp * 1000
+                self._symbolsCheckFailed[pair] = arrow.utcnow().int_timestamp * 1000
                 return False
         return False
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 5f0701a22..3cdf6d341 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -4,6 +4,7 @@ import time
 from unittest.mock import MagicMock, PropertyMock
 
 import pytest
+import time_machine
 
 from freqtrade.constants import AVAILABLE_PAIRLISTS
 from freqtrade.exceptions import OperationalException
@@ -815,32 +816,52 @@ def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tick
 
 
 def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, ohlcv_history):
-    ohlcv_data = {
-        ('ETH/BTC', '1d'): ohlcv_history,
-        ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history,
-    }
-    mocker.patch.multiple('freqtrade.exchange.Exchange',
-                          markets=PropertyMock(return_value=markets),
-                          exchange_has=MagicMock(return_value=True),
-                          get_tickers=tickers
-                          )
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
-    )
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
+        ohlcv_data = {
+            ('ETH/BTC', '1d'): ohlcv_history,
+            ('TKN/BTC', '1d'): ohlcv_history,
+            ('LTC/BTC', '1d'): ohlcv_history,
+            ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
+        }
+        mocker.patch.multiple(
+            'freqtrade.exchange.Exchange',
+            markets=PropertyMock(return_value=markets),
+            exchange_has=MagicMock(return_value=True),
+            get_tickers=tickers,
+            refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
+        )
 
-    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_agefilter)
-    assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 0
-    freqtrade.pairlists.refresh_pairlist()
-    assert len(freqtrade.pairlists.whitelist) == 3
-    assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
+        freqtrade = get_patched_freqtradebot(mocker, whitelist_conf_agefilter)
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 0
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
 
-    previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
-    freqtrade.pairlists.refresh_pairlist()
-    assert len(freqtrade.pairlists.whitelist) == 3
-    # Called once for XRP/BTC
-    assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
+        previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        # Call to XRP/BTC cached
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count
+        # Move to next day
+        t.move_to("2021-09-02 01:00:00 +00:00")
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
+
+        # Move another day with fresh mocks (now the pair is old enough)
+        t.move_to("2021-09-03 01:00:00 +00:00")
+        # Called once for XRP/BTC
+        ohlcv_data = {
+            ('ETH/BTC', '1d'): ohlcv_history,
+            ('TKN/BTC', '1d'): ohlcv_history,
+            ('LTC/BTC', '1d'): ohlcv_history,
+            ('XRP/BTC', '1d'): ohlcv_history,
+        }
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 4
+        # Called once (only for XRP/BTC)
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
 
 
 def test_OffsetFilter_error(mocker, whitelist_conf) -> None:
diff --git a/tests/test_periodiccache.py b/tests/test_periodiccache.py
index ff9b53684..f874f9041 100644
--- a/tests/test_periodiccache.py
+++ b/tests/test_periodiccache.py
@@ -1,6 +1,7 @@
-from freqtrade.configuration import PeriodicCache
 import time_machine
 
+from freqtrade.configuration import PeriodicCache
+
 
 def test_ttl_cache():
 

From 35eda8c8c7c304051cae6b2a22453f56aa0ea4a3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Sep 2021 07:07:20 +0200
Subject: [PATCH 568/834] Improve agefilter test

---
 tests/plugins/test_pairlist.py | 23 +++++++++++++++++------
 1 file changed, 17 insertions(+), 6 deletions(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 3cdf6d341..34770c03d 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -821,7 +821,6 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
             ('ETH/BTC', '1d'): ohlcv_history,
             ('TKN/BTC', '1d'): ohlcv_history,
             ('LTC/BTC', '1d'): ohlcv_history,
-            ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
         }
         mocker.patch.multiple(
             'freqtrade.exchange.Exchange',
@@ -837,16 +836,28 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
         assert len(freqtrade.pairlists.whitelist) == 3
         assert freqtrade.exchange.refresh_latest_ohlcv.call_count > 0
 
-        previous_call_count = freqtrade.exchange.refresh_latest_ohlcv.call_count
         freqtrade.pairlists.refresh_pairlist()
         assert len(freqtrade.pairlists.whitelist) == 3
         # Call to XRP/BTC cached
-        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count
-        # Move to next day
-        t.move_to("2021-09-02 01:00:00 +00:00")
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 2
+
+        ohlcv_data = {
+            ('ETH/BTC', '1d'): ohlcv_history,
+            ('TKN/BTC', '1d'): ohlcv_history,
+            ('LTC/BTC', '1d'): ohlcv_history,
+            ('XRP/BTC', '1d'): ohlcv_history.iloc[[0]],
+        }
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
         freqtrade.pairlists.refresh_pairlist()
         assert len(freqtrade.pairlists.whitelist) == 3
-        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
+
+        # Move to next day
+        t.move_to("2021-09-02 01:00:00 +00:00")
+        mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', return_value=ohlcv_data)
+        freqtrade.pairlists.refresh_pairlist()
+        assert len(freqtrade.pairlists.whitelist) == 3
+        assert freqtrade.exchange.refresh_latest_ohlcv.call_count == 1
 
         # Move another day with fresh mocks (now the pair is old enough)
         t.move_to("2021-09-03 01:00:00 +00:00")

From 4e2b1764b8af34f67305f213ac29dcff3a59da37 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 14 Sep 2021 20:24:44 +0200
Subject: [PATCH 569/834] ccxt_compat_tests must run with dry-run=False

---
 tests/exchange/test_ccxt_compat.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_ccxt_compat.py b/tests/exchange/test_ccxt_compat.py
index 0f7963e36..d71dbe015 100644
--- a/tests/exchange/test_ccxt_compat.py
+++ b/tests/exchange/test_ccxt_compat.py
@@ -54,7 +54,9 @@ EXCHANGES = {
 def exchange_conf():
     config = get_default_conf((Path(__file__).parent / "testdata").resolve())
     config['exchange']['pair_whitelist'] = []
-    # config['dry_run'] = False
+    config['exchange']['key'] = ''
+    config['exchange']['secret'] = ''
+    config['dry_run'] = False
     return config
 
 

From f7bae81d968a20e815d97d1dc72f86f0573edad2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Sep 2021 19:56:12 +0200
Subject: [PATCH 570/834] Dataframe should be copied after populate_indicator

Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users

closes #5408
---
 freqtrade/strategy/interface.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 91963f223..00ad3faf0 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -777,10 +777,11 @@ class IStrategy(ABC, HyperStrategyMixin):
         Does not run advise_buy or advise_sell!
         Used by optimize operations only, not during dry / live runs.
         Using .copy() to get a fresh copy of the dataframe for every strategy run.
+        Also copy on output to avoid PerformanceWarnings pandas 1.3.0 started to show.
         Has positive effects on memory usage for whatever reason - also when
         using only one strategy.
         """
-        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair})
+        return {pair: self.advise_indicators(pair_data.copy(), {'pair': pair}).copy()
                 for pair, pair_data in data.items()}
 
     def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

From 57ea0c322f8018992cb6c4303a43af29da310227 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Sep 2021 20:20:31 +0200
Subject: [PATCH 571/834] Rename indicator_space to buy_indicator_space

---
 docs/hyperopt.md                    | 2 +-
 freqtrade/optimize/hyperopt.py      | 2 +-
 freqtrade/optimize/hyperopt_auto.py | 2 +-
 3 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index e69b761c4..09d43939a 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -677,7 +677,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
 
 These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
-If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
+If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
 Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 14b155546..d047b7311 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -241,7 +241,7 @@ class Hyperopt:
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
-            self.buy_space = self.custom_hyperopt.indicator_space()
+            self.buy_space = self.custom_hyperopt.buy_indicator_space()
 
         if HyperoptTools.has_space(self.config, 'sell'):
             logger.debug("Hyperopt has 'sell' space")
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 1f11cec80..80fe090c2 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -56,7 +56,7 @@ class HyperOptAuto(IHyperOpt):
         else:
             _format_exception_message(category)
 
-    def indicator_space(self) -> List['Dimension']:
+    def buy_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('buy')
 
     def sell_indicator_space(self) -> List['Dimension']:

From 90ad1789323e2c3061110f34bd5d3c54d60b65d7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Sep 2021 21:04:25 +0200
Subject: [PATCH 572/834] Remove verbosity of edge

---
 freqtrade/plugins/pairlist/AgeFilter.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/AgeFilter.py b/freqtrade/plugins/pairlist/AgeFilter.py
index c43bd0c4c..5627d82ce 100644
--- a/freqtrade/plugins/pairlist/AgeFilter.py
+++ b/freqtrade/plugins/pairlist/AgeFilter.py
@@ -77,7 +77,7 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             # Remove pairs that have been removed before
             return [p for p in pairlist if p not in self._symbolsCheckFailed]
-        logger.info(f"needed pairs {needed_pairs}")
+
         since_days = -(
             self._max_days_listed if self._max_days_listed else self._min_days_listed
         ) - 1

From c0811ae8969799857e987ed7e93d1c1e78dd3a2f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 15 Sep 2021 21:36:53 +0200
Subject: [PATCH 573/834] Add possibility to override estimator from within
 hyperopt

---
 docs/advanced-hyperopt.md                | 32 ++++++++++++++++++++++++
 freqtrade/optimize/hyperopt.py           |  8 ++++--
 freqtrade/optimize/hyperopt_auto.py      |  5 +++-
 freqtrade/optimize/hyperopt_interface.py | 13 +++++++++-
 4 files changed, 54 insertions(+), 4 deletions(-)

diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md
index f2f52b7dd..f5a52ff49 100644
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -98,6 +98,38 @@ class MyAwesomeStrategy(IStrategy):
 !!! Note
     All overrides are optional and can be mixed/matched as necessary.
 
+### Overriding Base estimator
+
+You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator():
+            return "RF"
+
+```
+
+Possible values are either one of "GP", "RF", "ET", "GBRT" (Details can be found in the [scikit-optimize documentation](https://scikit-optimize.github.io/)), or "an instance of a class that inherits from `RegressorMixin` (from sklearn) and where the `predict` method has an optional `return_std` argument, which returns `std(Y | x)` along with `E[Y | x]`".
+
+Some research will be necessary to find additional Regressors.
+
+Example for `ExtraTreesRegressor` ("ET") with additional parameters:
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator():
+            from skopt.learning import ExtraTreesRegressor
+            # Corresponds to "ET" - but allows additional parameters.
+            return ExtraTreesRegressor(n_estimators=100)
+
+```
+
+!!! Note
+    While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
+    If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters.
+
 ## Space options
 
 For the additional spaces, scikit-optimize (in combination with Freqtrade) provides the following space types:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index d047b7311..56d11934a 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -365,10 +365,14 @@ class Hyperopt:
         }
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
+        estimator = self.custom_hyperopt.generate_estimator()
+        logger.info(f"Using estimator {estimator}.")
+        # TODO: Impact of changing acq_optimizer to "sampling" is unclear
+        # (other than that it fails with other optimizers when using custom sklearn regressors)
         return Optimizer(
             dimensions,
-            base_estimator="ET",
-            acq_optimizer="auto",
+            base_estimator=estimator,
+            acq_optimizer="sampling",
             n_initial_points=INITIAL_POINTS,
             acq_optimizer_kwargs={'n_jobs': cpu_count},
             random_state=self.random_state,
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index 80fe090c2..c1c769c72 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -12,7 +12,7 @@ from freqtrade.exceptions import OperationalException
 with suppress(ImportError):
     from skopt.space import Dimension
 
-from freqtrade.optimize.hyperopt_interface import IHyperOpt
+from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
 
 
 def _format_exception_message(space: str) -> str:
@@ -79,3 +79,6 @@ class HyperOptAuto(IHyperOpt):
 
     def trailing_space(self) -> List['Dimension']:
         return self._get_func('trailing_space')()
+
+    def generate_estimator(self) -> EstimatorType:
+        return self._get_func('generate_estimator')()
diff --git a/freqtrade/optimize/hyperopt_interface.py b/freqtrade/optimize/hyperopt_interface.py
index 8fb40f557..53b4f087c 100644
--- a/freqtrade/optimize/hyperopt_interface.py
+++ b/freqtrade/optimize/hyperopt_interface.py
@@ -5,8 +5,9 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Dict, List
+from typing import Dict, List, Union
 
+from sklearn.base import RegressorMixin
 from skopt.space import Categorical, Dimension, Integer
 
 from freqtrade.exchange import timeframe_to_minutes
@@ -17,6 +18,8 @@ from freqtrade.strategy import IStrategy
 
 logger = logging.getLogger(__name__)
 
+EstimatorType = Union[RegressorMixin, str]
+
 
 class IHyperOpt(ABC):
     """
@@ -37,6 +40,14 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
+    def generate_estimator(self) -> EstimatorType:
+        """
+        Return base_estimator.
+        Can be any of "GP", "RF", "ET", "GBRT" or an instance of a class
+        inheriting from RegressorMixin (from sklearn).
+        """
+        return 'ET'
+
     def generate_roi_table(self, params: Dict) -> Dict[int, float]:
         """
         Create a ROI table.

From 994c3c3a4c5f36c02d249f4c13466b284c4991af Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 16 Sep 2021 07:13:25 +0200
Subject: [PATCH 574/834] Add some errorhandling for custom estimator

---
 freqtrade/optimize/hyperopt.py  | 14 ++++++++++----
 tests/optimize/test_hyperopt.py |  4 ++++
 2 files changed, 14 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 56d11934a..9549b4054 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -45,7 +45,7 @@ progressbar.streams.wrap_stdout()
 logger = logging.getLogger(__name__)
 
 
-INITIAL_POINTS = 30
+INITIAL_POINTS = 5
 
 # Keep no more than SKOPT_MODEL_QUEUE_SIZE models
 # in the skopt model queue, to optimize memory consumption
@@ -366,13 +366,19 @@ class Hyperopt:
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
         estimator = self.custom_hyperopt.generate_estimator()
+
+        acq_optimizer = "sampling"
+        if isinstance(estimator, str):
+            if estimator not in ("GP", "RF", "ET", "GBRT"):
+                raise OperationalException(f"Estimator {estimator} not supported.")
+            else:
+                acq_optimizer = "auto"
+
         logger.info(f"Using estimator {estimator}.")
-        # TODO: Impact of changing acq_optimizer to "sampling" is unclear
-        # (other than that it fails with other optimizers when using custom sklearn regressors)
         return Optimizer(
             dimensions,
             base_estimator=estimator,
-            acq_optimizer="sampling",
+            acq_optimizer=acq_optimizer,
             n_initial_points=INITIAL_POINTS,
             acq_optimizer_kwargs={'n_jobs': cpu_count},
             random_state=self.random_state,
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index b34c3a916..e4ce29d44 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -884,6 +884,10 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     assert hyperopt.backtesting.strategy.buy_rsi.value != 35
     assert hyperopt.backtesting.strategy.sell_rsi.value != 74
 
+    hyperopt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: 'ET1'
+    with pytest.raises(OperationalException, match="Estimator ET1 not supported."):
+        hyperopt.get_optimizer([], 2)
+
 
 def test_SKDecimal():
     space = SKDecimal(1, 2, decimals=2)

From 457e738b4a049cbc522987612dc2e4bd91b272e9 Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Thu, 16 Sep 2021 14:48:02 +0300
Subject: [PATCH 575/834] Added days parameter to PerformanceFilter

---
 freqtrade/persistence/models.py               | 28 ++++++++++++++++++-
 .../plugins/pairlist/PerformanceFilter.py     | 15 ++++++++--
 2 files changed, 40 insertions(+), 3 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 8c8c1e0a9..91a26eba7 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -2,7 +2,7 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
-from datetime import datetime, timezone
+from datetime import datetime, timezone, timedelta
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
@@ -856,6 +856,32 @@ class Trade(_DECL_BASE, LocalTrade):
             for pair, profit, profit_abs, count in pair_rates
         ]
 
+    @staticmethod
+    def get_performance(days: int) -> List[Dict[str, Any]]:
+        """
+        Returns List of dicts containing all Trades, including profit and trade count
+        NOTE: Not supported in Backtesting.
+        """
+        start_date = datetime.today() - timedelta(days)
+        pair_rates = Trade.query.with_entities(
+            Trade.pair,
+            func.sum(Trade.close_profit).label('profit_sum'),
+            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+            func.count(Trade.pair).label('count')
+        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))\
+            .group_by(Trade.pair) \
+            .order_by(desc('profit_sum_abs')) \
+            .all()
+        return [
+            {
+                'pair': pair,
+                'profit': profit,
+                'profit_abs': profit_abs,
+                'count': count
+            }
+            for pair, profit, profit_abs, count in pair_rates
+        ]
+
     @staticmethod
     def get_best_pair(start_date: datetime = datetime.fromtimestamp(0)):
         """
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 46a289ae6..4d530fe88 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -2,11 +2,12 @@
 Performance pair list filter
 """
 import logging
-from typing import Dict, List
+from typing import Dict, List, Any
 
 import pandas as pd
 
 from freqtrade.persistence import Trade
+from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -15,6 +16,13 @@ logger = logging.getLogger(__name__)
 
 class PerformanceFilter(IPairList):
 
+    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)
+
+        self._days = pairlistconfig.get('days', 0)
+
     @property
     def needstickers(self) -> bool:
         """
@@ -40,7 +48,10 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            performance = pd.DataFrame(Trade.get_overall_performance())
+            if self._days > 0:
+                performance = pd.DataFrame(Trade.get_performance(self._days))
+            else:
+                performance = pd.DataFrame(Trade.get_overall_performance())
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)

From 54ef36a4971d77467a10fa343857aec27a312e5a Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Fri, 17 Sep 2021 13:45:44 +0300
Subject: [PATCH 576/834] Updates after review to PerformanceFilter days param

---
 freqtrade/persistence/models.py               | 34 ++++---------------
 .../plugins/pairlist/PerformanceFilter.py     |  5 +--
 2 files changed, 7 insertions(+), 32 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 91a26eba7..222be7169 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -832,43 +832,21 @@ class Trade(_DECL_BASE, LocalTrade):
         return total_open_stake_amount or 0
 
     @staticmethod
-    def get_overall_performance() -> List[Dict[str, Any]]:
+    def get_overall_performance(days=None) -> List[Dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, including profit and trade count
         NOTE: Not supported in Backtesting.
         """
+        filters = [Trade.is_open.is_(False)]
+        if days:
+            start_date = datetime.today() - timedelta(days)
+            filters.append((Trade.close_date >= start_date))
         pair_rates = Trade.query.with_entities(
             Trade.pair,
             func.sum(Trade.close_profit).label('profit_sum'),
             func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
             func.count(Trade.pair).label('count')
-        ).filter(Trade.is_open.is_(False))\
-            .group_by(Trade.pair) \
-            .order_by(desc('profit_sum_abs')) \
-            .all()
-        return [
-            {
-                'pair': pair,
-                'profit': profit,
-                'profit_abs': profit_abs,
-                'count': count
-            }
-            for pair, profit, profit_abs, count in pair_rates
-        ]
-
-    @staticmethod
-    def get_performance(days: int) -> List[Dict[str, Any]]:
-        """
-        Returns List of dicts containing all Trades, including profit and trade count
-        NOTE: Not supported in Backtesting.
-        """
-        start_date = datetime.today() - timedelta(days)
-        pair_rates = Trade.query.with_entities(
-            Trade.pair,
-            func.sum(Trade.close_profit).label('profit_sum'),
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-            func.count(Trade.pair).label('count')
-        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))\
+        ).filter(filters)\
             .group_by(Trade.pair) \
             .order_by(desc('profit_sum_abs')) \
             .all()
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 4d530fe88..920b884a0 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -48,10 +48,7 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            if self._days > 0:
-                performance = pd.DataFrame(Trade.get_performance(self._days))
-            else:
-                performance = pd.DataFrame(Trade.get_overall_performance())
+            performance = pd.DataFrame(Trade.get_overall_performance(self._days))
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)

From 982deeedf04cb1be9c5ae7b1ec3598a9d09a4b9a Mon Sep 17 00:00:00 2001
From: sergeykhliustin <51409210+sergeykhliustin@users.noreply.github.com>
Date: Fri, 17 Sep 2021 18:23:13 +0300
Subject: [PATCH 577/834] Update freqtrade/persistence/models.py

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 freqtrade/persistence/models.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 222be7169..a2e30d58c 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -846,7 +846,7 @@ class Trade(_DECL_BASE, LocalTrade):
             func.sum(Trade.close_profit).label('profit_sum'),
             func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
             func.count(Trade.pair).label('count')
-        ).filter(filters)\
+        ).filter(*filters)\
             .group_by(Trade.pair) \
             .order_by(desc('profit_sum_abs')) \
             .all()

From 3a98fb72a491536cef7b601573c3ca45f64e8fc5 Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 11:42:33 -0400
Subject: [PATCH 578/834] Update prepare_trials_columns() return type

Was returning str, updated to pd.DataFrame
---
 freqtrade/optimize/hyperopt_tools.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index b2e024f65..2fcab0b0f 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -7,6 +7,7 @@ from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Tuple
 
 import numpy as np
+import pandas as pd
 import rapidjson
 import tabulate
 from colorama import Fore, Style
@@ -298,7 +299,7 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> str:
+    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> pd.DataFrame:
 
         trials['Best'] = ''
 

From 5fc993231a2d138e9ff994f1d4548888551dd73c Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 11:51:55 -0400
Subject: [PATCH 579/834] Update HyperoptTools.export_csv_file usage

---
 freqtrade/commands/hyperopt_commands.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 089529d15..614c4b3f5 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -53,7 +53,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     if epochs and export_csv:
         HyperoptTools.export_csv_file(
-            config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv
+            config, epochs, export_csv
         )
 
 

From 124e97f3b9a7006cfcf2337255f10c8bcc3e0038 Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 11:57:36 -0400
Subject: [PATCH 580/834] Remove ununsed variables from export_csv_file

---
 freqtrade/optimize/hyperopt_tools.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index b2e024f65..6a5c31d56 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -435,8 +435,7 @@ class HyperoptTools():
         return table
 
     @staticmethod
-    def export_csv_file(config: dict, results: list, total_epochs: int, highlight_best: bool,
-                        csv_file: str) -> None:
+    def export_csv_file(config: dict, results: list, csv_file: str) -> None:
         """
         Log result to csv-file
         """

From fb6beb90e87e75d2997651324daaf0c5954e661a Mon Sep 17 00:00:00 2001
From: Ottavio Miele <RacerOttavio97@gmail.com>
Date: Fri, 17 Sep 2021 18:03:54 +0200
Subject: [PATCH 581/834] Include Raspberry Pi armv6 (0, 0W,...)

---
 setup.sh | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/setup.sh b/setup.sh
index 217500569..aee7c80b5 100755
--- a/setup.sh
+++ b/setup.sh
@@ -62,7 +62,7 @@ function updateenv() {
     then
         REQUIREMENTS_PLOT="-r requirements-plot.txt"
     fi
-    if [ "${SYS_ARCH}" == "armv7l" ]; then
+    if [ "${SYS_ARCH}" == "armv7l" ] || [ "${SYS_ARCH}" == "armv6l" ]; then
         echo "Detected Raspberry, installing cython, skipping hyperopt installation."
         ${PYTHON} -m pip install --upgrade cython
     else

From 9525a5b96cf779dfa80abdae355e2d5c9382f505 Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 14:10:37 -0400
Subject: [PATCH 582/834] Add type to "trials" parameter

---
 freqtrade/optimize/hyperopt_tools.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 2fcab0b0f..1874b2949 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -299,7 +299,7 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> pd.DataFrame:
+    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, has_drawdown: bool) -> pd.DataFrame:
 
         trials['Best'] = ''
 

From e715f2a253afe2ef4332166c0357595976dd7dfc Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 14:23:26 -0400
Subject: [PATCH 583/834] Update formatting

Line 302 was too long
---
 freqtrade/optimize/hyperopt_tools.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index 1874b2949..ac92ad682 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -299,7 +299,8 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, has_drawdown: bool) -> pd.DataFrame:
+    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, 
+                               has_drawdown: bool) -> pd.DataFrame:
 
         trials['Best'] = ''
 

From 4b2c1a9b8e0e487a60454125e8916026b8443c5c Mon Sep 17 00:00:00 2001
From: raphael <rtnanje@gmail.com>
Date: Fri, 17 Sep 2021 14:39:15 -0400
Subject: [PATCH 584/834] Remove trailing whitespace

---
 freqtrade/optimize/hyperopt_tools.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index ac92ad682..7a4ce5f23 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -299,9 +299,8 @@ class HyperoptTools():
                 f"Objective: {results['loss']:.5f}")
 
     @staticmethod
-    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool, 
+    def prepare_trials_columns(trials: pd.DataFrame, legacy_mode: bool,
                                has_drawdown: bool) -> pd.DataFrame:
-
         trials['Best'] = ''
 
         if 'results_metrics.winsdrawslosses' not in trials.columns:

From d7395e873be5560932752e00200c70fc2cd169c3 Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Fri, 17 Sep 2021 22:05:57 +0300
Subject: [PATCH 585/834] Removed unused OperationalException

---
 freqtrade/plugins/pairlist/PerformanceFilter.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 920b884a0..5750b721c 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -7,7 +7,6 @@ from typing import Dict, List, Any
 import pandas as pd
 
 from freqtrade.persistence import Trade
-from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 

From 12c12d42df5e0f838aad1ef971ca8530345d2d00 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 18 Sep 2021 08:26:48 +0200
Subject: [PATCH 586/834] Add documentation for days parameter in
 PerformanceFilter

---
 docs/includes/pairlists.md                      | 14 ++++++++++++++
 freqtrade/persistence/models.py                 |  4 ++--
 freqtrade/plugins/pairlist/PerformanceFilter.py |  2 +-
 3 files changed, 17 insertions(+), 3 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 69e12d5dc..71165f93b 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -165,6 +165,7 @@ Example to remove the first 10 pairs from the pairlist:
 
 ```json
 "pairlists": [
+    // ...
     {
         "method": "OffsetFilter",
         "offset": 10
@@ -190,6 +191,19 @@ Sorts pairs by past trade performance, as follows:
 
 Trade count is used as a tie breaker.
 
+You can use the `days` parameter to only consider performance of the past X days.
+Not defining this parameter (or setting it to 0) will use all-time performance.
+
+```json
+"pairlists": [
+    // ...
+    {
+        "method": "PerformanceFilter",
+        "days": 10
+    }
+],
+```
+
 !!! Note
     `PerformanceFilter` does not support backtesting mode.
 
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index a2e30d58c..f5f4e3a26 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -2,7 +2,7 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
-from datetime import datetime, timezone, timedelta
+from datetime import datetime, timedelta, timezone
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
@@ -840,7 +840,7 @@ class Trade(_DECL_BASE, LocalTrade):
         filters = [Trade.is_open.is_(False)]
         if days:
             start_date = datetime.today() - timedelta(days)
-            filters.append((Trade.close_date >= start_date))
+            filters.append(Trade.close_date >= start_date)
         pair_rates = Trade.query.with_entities(
             Trade.pair,
             func.sum(Trade.close_profit).label('profit_sum'),
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 5750b721c..ee443b0fe 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -2,7 +2,7 @@
 Performance pair list filter
 """
 import logging
-from typing import Dict, List, Any
+from typing import Any, Dict, List
 
 import pandas as pd
 

From 564e0b9a1ac89c19f2a9c1e94c04cafd4fd96afe Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 18 Sep 2021 08:36:06 +0200
Subject: [PATCH 587/834] Switch performanceFilter to use Minutes lookback
 resolution

closes #5060
---
 docs/includes/pairlists.md                      | 4 ++--
 freqtrade/persistence/models.py                 | 6 +++---
 freqtrade/plugins/pairlist/PerformanceFilter.py | 4 ++--
 3 files changed, 7 insertions(+), 7 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 71165f93b..b612a4ddf 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -191,7 +191,7 @@ Sorts pairs by past trade performance, as follows:
 
 Trade count is used as a tie breaker.
 
-You can use the `days` parameter to only consider performance of the past X days.
+You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
 Not defining this parameter (or setting it to 0) will use all-time performance.
 
 ```json
@@ -199,7 +199,7 @@ Not defining this parameter (or setting it to 0) will use all-time performance.
     // ...
     {
         "method": "PerformanceFilter",
-        "days": 10
+        "minutes": 1440  // rolling 24h
     }
 ],
 ```
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index f5f4e3a26..bc5ef961a 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -832,14 +832,14 @@ class Trade(_DECL_BASE, LocalTrade):
         return total_open_stake_amount or 0
 
     @staticmethod
-    def get_overall_performance(days=None) -> List[Dict[str, Any]]:
+    def get_overall_performance(minutes=None) -> List[Dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, including profit and trade count
         NOTE: Not supported in Backtesting.
         """
         filters = [Trade.is_open.is_(False)]
-        if days:
-            start_date = datetime.today() - timedelta(days)
+        if minutes:
+            start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
             filters.append(Trade.close_date >= start_date)
         pair_rates = Trade.query.with_entities(
             Trade.pair,
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index ee443b0fe..301ee57ab 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -20,7 +20,7 @@ class PerformanceFilter(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        self._days = pairlistconfig.get('days', 0)
+        self._minutes = pairlistconfig.get('minutes', 0)
 
     @property
     def needstickers(self) -> bool:
@@ -47,7 +47,7 @@ class PerformanceFilter(IPairList):
         """
         # Get the trading performance for pairs from database
         try:
-            performance = pd.DataFrame(Trade.get_overall_performance(self._days))
+            performance = pd.DataFrame(Trade.get_overall_performance(self._minutes))
         except AttributeError:
             # Performancefilter does not work in backtesting.
             self.log_once("PerformanceFilter is not available in this mode.", logger.warning)

From 56fb25c5e521415c9880e47c4938bfe357550bec Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 18 Sep 2021 09:10:37 +0200
Subject: [PATCH 588/834] Add test for PerformanceFilter lookback

---
 tests/plugins/test_pairlist.py | 28 +++++++++++++++++++++++++++-
 1 file changed, 27 insertions(+), 1 deletion(-)

diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 34770c03d..1ce8d172c 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -12,7 +12,8 @@ from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.resolvers import PairListResolver
-from tests.conftest import get_patched_exchange, get_patched_freqtradebot, log_has, log_has_re
+from tests.conftest import (create_mock_trades, get_patched_exchange, get_patched_freqtradebot,
+                            log_has, log_has_re)
 
 
 @pytest.fixture(scope="function")
@@ -663,6 +664,31 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
     assert log_has("PerformanceFilter is not available in this mode.", caplog)
 
 
+@pytest.mark.usefixtures("init_persistence")
+def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
+    whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')
+    whitelist_conf['pairlists'] = [
+        {"method": "StaticPairList"},
+        {"method": "PerformanceFilter", "minutes": 60}
+    ]
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    exchange = get_patched_exchange(mocker, whitelist_conf)
+    pm = PairListManager(exchange, whitelist_conf)
+    pm.refresh_pairlist()
+
+    assert pm.whitelist == ['ETH/BTC', 'TKN/BTC', 'XRP/BTC']
+
+    with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
+        create_mock_trades(fee)
+        pm.refresh_pairlist()
+        assert pm.whitelist == ['XRP/BTC', 'ETH/BTC', 'TKN/BTC']
+
+        # Move to "outside" of lookback window, so original sorting is restored.
+        t.move_to("2021-09-01 07:00:00 +00:00")
+        pm.refresh_pairlist()
+        assert pm.whitelist == ['ETH/BTC', 'TKN/BTC', 'XRP/BTC']
+
+
 def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10}]
 

From d84ef34740a65df4922a13b8e8e523167637ae2e Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 17 Jul 2021 18:09:08 +0300
Subject: [PATCH 589/834] A helper to calculate stoploss value from absolute
 price.

---
 docs/strategy-advanced.md             |  6 ++++
 docs/strategy-customization.md        | 41 +++++++++++++++++++++++++++
 freqtrade/strategy/__init__.py        |  3 +-
 freqtrade/strategy/strategy_helper.py | 11 +++++++
 4 files changed, 60 insertions(+), 1 deletion(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 4409af6ea..2b9517f3b 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -288,6 +288,12 @@ Stoploss values returned from `custom_stoploss()` always specify a percentage re
 
 The helper function [`stoploss_from_open()`](strategy-customization.md#stoploss_from_open) can be used to convert from an open price relative stop, to a current price relative stop which can be returned from `custom_stoploss()`.
 
+### Calculating stoploss percentage from absolute price
+
+Stoploss values returned from `custom_stoploss()` always specify a percentage relative to `current_rate`. In order to set a stoploss at specified absolute price level, we need to use `stop_rate` to calculate what percentage relative to the `current_rate` will give you the same result as if the percentage was specified from the open price.
+
+The helper function [`stoploss_from_absolute()`](strategy-customization.md#stoploss_from_absolute) can be used to convert from an absolute price, to a current price relative stop which can be returned from `custom_stoploss()`.
+
 #### Stepped stoploss
 
 Instead of continuously trailing behind the current price, this example sets fixed stoploss price levels based on the current profit.
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index cfea60d22..1f8116deb 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -639,6 +639,47 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
     Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
 
+!!! Note
+    Providing invalid input to `stoploss_from_open()` may produce "CustomStoploss function did not return valid stoploss" warnings.
+    This may happen if `current_profit` parameter is below specified `open_relative_stop`. Such situations may arise when closing trade
+    is blocked by `confirm_trade_exit()` method. Warnings can be solved by never blocking stop loss sells by checking `sell_reason` in
+    `confirm_trade_exit()`, or by using `return stoploss_from_open(...) or 1` idiom, which will request to not change stop loss when
+    `current_profit < open_relative_stop`.
+
+### *stoploss_from_absolute()*
+
+In some situations it may be confusing to deal with stops relative to current rate. Instead, you may define a stoploss level using an absolute price.
+
+??? Example "Returning a stoploss using absolute price from the custom stoploss function"
+
+    Say the open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`).
+
+    If we want a stop price at $107 price we can call `stoploss_from_absolute(107, current_rate)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, stoploss_from_open
+
+    class AwesomeStrategy(IStrategy):
+
+        # ... populate_* methods
+
+        use_custom_stoploss = True
+
+        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+                            current_rate: float, current_profit: float, **kwargs) -> float:
+
+            # once the profit has risen above 10%, keep the stoploss at 7% above the open price
+            if current_profit > 0.10:
+                return stoploss_from_absolute(trade.open_rate * 1.07, current_rate)
+
+            return 1
+
+    ```
+
+    Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
 
 ## Additional data (Wallets)
 
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index be655fc33..703cdabc1 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -4,4 +4,5 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
 from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                       IntParameter, RealParameter)
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open
+from freqtrade.strategy.strategy_helper import (merge_informative_pair,
+                                                stoploss_from_absolute, stoploss_from_open)
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index e089ebf31..32f7a9886 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -83,3 +83,14 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
 
     # negative stoploss values indicate the requested stop price is higher than the current price
     return max(stoploss, 0.0)
+
+
+def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
+    """
+    Given current price and desired stop price, return a stop loss value that is relative to current
+    price.
+    :param stop_rate: Stop loss price.
+    :param current_rate: Current asset price.
+    :return: Positive stop loss value relative to current price
+    """
+    return 1 - (stop_rate / current_rate)

From 1fdb656334208f57916fe4539ab83e9363d7b984 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 17 Jul 2021 19:19:49 +0300
Subject: [PATCH 590/834] Add a decorator which can be used to declare
 populate_indicators() functions for informative pairs.

---
 docs/strategy-customization.md                |  84 +++++++++-
 freqtrade/edge/edge_positioning.py            |   2 +-
 freqtrade/freqtradebot.py                     |   2 +-
 freqtrade/strategy/__init__.py                |   2 +-
 freqtrade/strategy/interface.py               |  53 ++++++-
 freqtrade/strategy/strategy_helper.py         | 148 +++++++++++++++++-
 tests/rpc/test_rpc_apiserver.py               |   1 +
 .../strats/informative_decorator_strategy.py  |  75 +++++++++
 tests/strategy/test_interface.py              |   2 +-
 tests/strategy/test_strategy_helpers.py       |  55 +++++++
 tests/strategy/test_strategy_loading.py       |   6 +-
 11 files changed, 414 insertions(+), 16 deletions(-)
 create mode 100644 tests/strategy/strats/informative_decorator_strategy.py

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 1f8116deb..526c111c5 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -679,7 +679,89 @@ In some situations it may be confusing to deal with stops relative to current ra
 
     ```
 
-    Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
+### *@informative()*
+
+In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
+not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
+When hyperopting, please follow instructions of [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter).
+
+??? Example "Fast and easy way to define informative pairs"
+
+    Most of the time we do not need power and flexibility offered by `merge_informative_pair()`, therefore we can use a decorator to quickly define informative pairs.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, informative
+
+    class AwesomeStrategy(IStrategy):
+        
+        # This method is not required. 
+        # def informative_pairs(self): ...
+
+        # Define informative upper timeframe for each pair. Decorators can be stacked on same 
+        # method. Available in populate_indicators as 'rsi_30m' and 'rsi_1h'.
+        @informative('30m')
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
+        # 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable 
+        # instead of hardcoding actual stake currency. Available in populate_indicators and other 
+        # methods as 'btc_rsi_1h'.
+        @informative('1h', 'BTC/{stake}')
+        def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/ETH informative pair. You must specify quote currency if it is different from
+        # stake currency. Available in populate_indicators and other methods as 'eth_btc_rsi_1h'.
+        @informative('1h', 'ETH/BTC')
+        def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        # Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
+        # column names. Format string supports these format variables:
+        # * {asset} - full name of the asset, for example 'BTC/USDT'.
+        # * {base} - base currency in lower case, for example 'eth'.
+        # * {BASE} - same as {base}, except in upper case.
+        # * {quote} - quote currency in lower case, for example 'usdt'.
+        # * {QUOTE} - same as {quote}, except in upper case.
+        # * {column} - name of dataframe column.
+        # * {timeframe} - timeframe of informative dataframe.
+        # A callable `fmt(**kwargs) -> str` may be specified, to implement custom formatting.
+        # Available in populate_indicators and other methods as 'rsi_upper'.
+        @informative('1h', 'BTC/{stake}', '{name}')
+        def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            # Strategy timeframe indicators for current pair.
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            # Informative pairs are available in this method.
+            dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
+            return dataframe
+
+    ```
+
+    See docstring of `@informative()` decorator for more information.
+
+!!! Note
+    Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
+    manually as described [in the DataProvider section](#complete-data-provider-sample).
+
+!!! Warning
+    Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
+    will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
+    created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
+
+!!! Warning
+    When using a legacy hyperopt implementation informative pairs defined with a decorator will not be executed. Please update your strategy if necessary.
 
 ## Additional data (Wallets)
 
diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py
index f12b1b37d..1950f0d08 100644
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -119,7 +119,7 @@ class Edge:
             )
             # Download informative pairs too
             res = defaultdict(list)
-            for p, t in self.strategy.informative_pairs():
+            for p, t in self.strategy.gather_informative_pairs():
                 res[t].append(p)
             for timeframe, inf_pairs in res.items():
                 timerange_startup = deepcopy(self._timerange)
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 7f668273c..bdc438c9a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -160,7 +160,7 @@ class FreqtradeBot(LoggingMixin):
 
         # Refreshing candles
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
-                                  self.strategy.informative_pairs())
+                                  self.strategy.gather_informative_pairs())
 
         strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index 703cdabc1..a7de34916 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -4,5 +4,5 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
 from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                       IntParameter, RealParameter)
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import (merge_informative_pair,
+from freqtrade.strategy.strategy_helper import (informative, merge_informative_pair,
                                                 stoploss_from_absolute, stoploss_from_open)
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 00ad3faf0..8e8b8b404 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -6,7 +6,7 @@ import logging
 import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
-from typing import Dict, List, Optional, Tuple, Union
+from typing import Any, Callable, Dict, List, Optional, Tuple, Union
 
 import arrow
 from pandas import DataFrame
@@ -19,6 +19,8 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.hyper import HyperStrategyMixin
+from freqtrade.strategy.strategy_helper import (InformativeData, _create_and_merge_informative_pair,
+                                                _format_pair_name)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -134,6 +136,39 @@ class IStrategy(ABC, HyperStrategyMixin):
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
         super().__init__(config)
 
+        # Gather informative pairs from @informative-decorated methods.
+        self._ft_informative: Dict[
+            Tuple[str, str], Tuple[InformativeData,
+                                   Callable[[Any, DataFrame, dict], DataFrame]]] = {}
+        for attr_name in dir(self.__class__):
+            cls_method = getattr(self.__class__, attr_name)
+            if not callable(cls_method):
+                continue
+            ft_informative = getattr(cls_method, '_ft_informative', [])
+            if not isinstance(ft_informative, list):
+                # Type check is required because mocker would return a mock object that evaluates to
+                # True, confusing this code.
+                continue
+            for informative_data in ft_informative:
+                asset = informative_data.asset
+                timeframe = informative_data.timeframe
+                if asset:
+                    pair = _format_pair_name(self.config, asset)
+                    if (pair, timeframe) in self._ft_informative:
+                        raise OperationalException(f'Informative pair {pair} {timeframe} can not '
+                                                   f'be defined more than once!')
+                    self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
+                elif self.dp is not None:
+                    for pair in self.dp.current_whitelist():
+                        if (pair, timeframe) in self._ft_informative:
+                            raise OperationalException(f'Informative pair {pair} {timeframe} can '
+                                                       f'not be defined more than once!')
+                        self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
+
+    def _format_pair(self, pair: str) -> str:
+        return pair.format(stake_currency=self.config['stake_currency'],
+                           stake=self.config['stake_currency']).upper()
+
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
@@ -377,6 +412,14 @@ class IStrategy(ABC, HyperStrategyMixin):
 # END - Intended to be overridden by strategy
 ###
 
+    def gather_informative_pairs(self) -> ListPairsWithTimeframes:
+        """
+        Internal method which gathers all informative pairs (user or automatically defined).
+        """
+        informative_pairs = self.informative_pairs()
+        informative_pairs += list(self._ft_informative.keys())
+        return list(set(informative_pairs))
+
     def get_strategy_name(self) -> str:
         """
         Returns strategy class name
@@ -793,6 +836,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         :return: a Dataframe with all mandatory indicators for the strategies
         """
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
+
+        # call populate_indicators_Nm() which were tagged with @informative decorator.
+        for (pair, timeframe), (informative_data, populate_fn) in self._ft_informative.items():
+            if not informative_data.asset and pair != metadata['pair']:
+                continue
+            dataframe = _create_and_merge_informative_pair(
+                self, dataframe, metadata, informative_data, populate_fn)
+
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
                           "the current function headers!", DeprecationWarning)
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 32f7a9886..aa828d330 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -1,10 +1,24 @@
-import pandas as pd
+from typing import Any, Callable, NamedTuple, Optional, Union
 
+import pandas as pd
+from mypy_extensions import KwArg
+from pandas import DataFrame
+
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 
 
+class InformativeData(NamedTuple):
+    asset: Optional[str]
+    timeframe: str
+    fmt: Union[str, Callable[[KwArg(str)], str], None]
+    ffill: bool
+
+
 def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
-                           timeframe: str, timeframe_inf: str, ffill: bool = True) -> pd.DataFrame:
+                           timeframe: str, timeframe_inf: str, ffill: bool = True,
+                           append_timeframe: bool = True,
+                           date_column: str = 'date') -> pd.DataFrame:
     """
     Correctly merge informative samples to the original dataframe, avoiding lookahead bias.
 
@@ -24,6 +38,8 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     :param timeframe: Timeframe of the original pair sample.
     :param timeframe_inf: Timeframe of the informative pair sample.
     :param ffill: Forwardfill missing values - optional but usually required
+    :param append_timeframe: Rename columns by appending timeframe.
+    :param date_column: A custom date column name.
     :return: Merged dataframe
     :raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe
     """
@@ -32,25 +48,29 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
     minutes = timeframe_to_minutes(timeframe)
     if minutes == minutes_inf:
         # No need to forwardshift if the timeframes are identical
-        informative['date_merge'] = informative["date"]
+        informative['date_merge'] = informative[date_column]
     elif minutes < minutes_inf:
         # Subtract "small" timeframe so merging is not delayed by 1 small candle
         # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
         informative['date_merge'] = (
-            informative["date"] + pd.to_timedelta(minutes_inf, 'm') - pd.to_timedelta(minutes, 'm')
+            informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
+            pd.to_timedelta(minutes, 'm')
         )
     else:
         raise ValueError("Tried to merge a faster timeframe to a slower timeframe."
                          "This would create new rows, and can throw off your regular indicators.")
 
     # Rename columns to be unique
-    informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
+    date_merge = 'date_merge'
+    if append_timeframe:
+        date_merge = f'date_merge_{timeframe_inf}'
+        informative.columns = [f"{col}_{timeframe_inf}" for col in informative.columns]
 
     # Combine the 2 dataframes
     # all indicators on the informative sample MUST be calculated before this point
     dataframe = pd.merge(dataframe, informative, left_on='date',
-                         right_on=f'date_merge_{timeframe_inf}', how='left')
-    dataframe = dataframe.drop(f'date_merge_{timeframe_inf}', axis=1)
+                         right_on=date_merge, how='left')
+    dataframe = dataframe.drop(date_merge, axis=1)
 
     if ffill:
         dataframe = dataframe.ffill()
@@ -94,3 +114,117 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
     :return: Positive stop loss value relative to current price
     """
     return 1 - (stop_rate / current_rate)
+
+
+def informative(timeframe: str, asset: str = '',
+                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                ffill: bool = True) -> Callable[[Callable[[Any, DataFrame, dict], DataFrame]],
+                                                Callable[[Any, DataFrame, dict], DataFrame]]:
+    """
+    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+    define informative indicators.
+
+    Example usage:
+
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+    :param timeframe: Informative timeframe. Must always be higher than strategy timeframe.
+    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+    current pair.
+    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+    specified, defaults to {asset}_{name}_{timeframe} if asset is specified, or {name}_{timeframe}
+    otherwise.
+    * {asset}: name of informative asset, provided in lower-case, with / replaced with _. Stake
+    currency is not included in this string.
+    * {name}: user-specified dataframe column name.
+    * {timeframe}: informative timeframe.
+    :param ffill: ffill dataframe after mering informative pair.
+    """
+    _asset = asset
+    _timeframe = timeframe
+    _fmt = fmt
+    _ffill = ffill
+
+    def decorator(fn: Callable[[Any, DataFrame, dict], DataFrame]):
+        informative_pairs = getattr(fn, '_ft_informative', [])
+        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
+        setattr(fn, '_ft_informative', informative_pairs)
+        return fn
+    return decorator
+
+
+def _format_pair_name(config, pair: str) -> str:
+    return pair.format(stake_currency=config['stake_currency'],
+                       stake=config['stake_currency']).upper()
+
+
+def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
+                                       metadata: dict, informative_data: InformativeData,
+                                       populate_indicators: Callable[[Any, DataFrame, dict],
+                                                                     DataFrame]):
+    asset = informative_data.asset or ''
+    timeframe = informative_data.timeframe
+    fmt = informative_data.fmt
+    ffill = informative_data.ffill
+    config = strategy.config
+    dp = strategy.dp
+
+    if asset:
+        # Insert stake currency if needed.
+        asset = _format_pair_name(config, asset)
+    else:
+        # Not specifying an asset will define informative dataframe for current pair.
+        asset = metadata['pair']
+
+    if '/' in asset:
+        base, quote = asset.split('/')
+    else:
+        # When futures are supported this may need reevaluation.
+        # base, quote = asset, None
+        raise OperationalException('Not implemented.')
+
+    # Default format. This optimizes for the common case: informative pairs using same stake
+    # currency. When quote currency matches stake currency, column name will omit base currency.
+    # This allows easily reconfiguring strategy to use different base currency. In a rare case
+    # where it is desired to keep quote currency in column name at all times user should specify
+    # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
+    if not fmt:
+        fmt = '{column}_{timeframe}'                # Informatives of current pair
+        if asset != metadata['pair']:
+            if quote == config['stake_currency']:
+                fmt = '{base}_' + fmt               # Informatives of other pair
+            else:
+                fmt = '{base}_{quote}_' + fmt       # Informatives of different quote currency
+
+    inf_metadata = {'pair': asset, 'timeframe': timeframe}
+    inf_dataframe = dp.get_pair_dataframe(asset, timeframe)
+    inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
+
+    formatter: Any = None
+    if callable(fmt):
+        formatter = fmt             # A custom user-specified formatter function.
+    else:
+        formatter = fmt.format      # A default string formatter.
+
+    fmt_args = {
+        'BASE': base.upper(),
+        'QUOTE': quote.upper(),
+        'base': base.lower(),
+        'quote': quote.lower(),
+        'asset': asset,
+        'timeframe': timeframe,
+    }
+    inf_dataframe.rename(columns=lambda column: formatter(column=column, **fmt_args),
+                         inplace=True)
+
+    date_column = formatter(column='date', **fmt_args)
+    if date_column in dataframe.columns:
+        raise OperationalException(f'Duplicate column name {date_column} exists in '
+                                   f'dataframe! Ensure column names are unique!')
+    dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
+                                       ffill=ffill, append_timeframe=False,
+                                       date_column=date_column)
+    return dataframe
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 2852486ed..43eb70938 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1218,6 +1218,7 @@ def test_api_strategies(botclient):
     assert_response(rc)
     assert rc.json() == {'strategies': [
         'HyperoptableStrategy',
+        'InformativeDecoratorTest',
         'StrategyTestV2',
         'TestStrategyLegacyV1'
     ]}
diff --git a/tests/strategy/strats/informative_decorator_strategy.py b/tests/strategy/strats/informative_decorator_strategy.py
new file mode 100644
index 000000000..a32ad79e8
--- /dev/null
+++ b/tests/strategy/strats/informative_decorator_strategy.py
@@ -0,0 +1,75 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+from pandas import DataFrame
+
+from freqtrade.strategy import informative, merge_informative_pair
+from freqtrade.strategy.interface import IStrategy
+
+
+class InformativeDecoratorTest(IStrategy):
+    """
+    Strategy used by tests freqtrade bot.
+    Please do not modify this strategy, it's  intended for internal use only.
+    Please look at the SampleStrategy in the user_data/strategy directory
+    or strategy repository https://github.com/freqtrade/freqtrade-strategies
+    for samples and inspiration.
+    """
+    INTERFACE_VERSION = 2
+    stoploss = -0.10
+    timeframe = '5m'
+    startup_candle_count: int = 20
+
+    def informative_pairs(self):
+        return [('BTC/USDT', '5m')]
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['buy'] = 0
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['sell'] = 0
+        return dataframe
+
+    # Decorator stacking test.
+    @informative('30m')
+    @informative('1h')
+    def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Simple informative test.
+    @informative('1h', 'BTC/{stake}')
+    def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Quote currency different from stake currency test.
+    @informative('1h', 'ETH/BTC')
+    def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Formatting test.
+    @informative('30m', 'BTC/{stake}', '{column}_{BASE}_{QUOTE}_{base}_{quote}_{asset}_{timeframe}')
+    def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    # Custom formatter test
+    @informative('30m', 'ETH/{stake}', fmt=lambda column, **kwargs: column + '_from_callable')
+    def populate_indicators_eth_30m(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Strategy timeframe indicators for current pair.
+        dataframe['rsi'] = 14
+        # Informative pairs are available in this method.
+        dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
+
+        # Mixing manual informative pairs with decorators.
+        informative = self.dp.get_pair_dataframe('BTC/USDT', '5m')
+        informative['rsi'] = 14
+        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, '5m', ffill=True)
+
+        return dataframe
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 250dcf63d..dcb9e3e64 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -607,7 +607,7 @@ def test_is_informative_pairs_callback(default_conf):
     strategy = StrategyResolver.load_strategy(default_conf)
     # Should return empty
     # Uses fallback to base implementation
-    assert [] == strategy.informative_pairs()
+    assert [] == strategy.gather_informative_pairs()
 
 
 @pytest.mark.parametrize('error', [
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 3b84fc254..7784f3f77 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -4,6 +4,7 @@ import numpy as np
 import pandas as pd
 import pytest
 
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.strategy import merge_informative_pair, stoploss_from_open, timeframe_to_minutes
 
 
@@ -132,3 +133,57 @@ def test_stoploss_from_open():
                         assert stoploss == 0
                     else:
                         assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
+
+
+def test_informative_decorator(mocker, default_conf):
+    test_data_5m = generate_test_data('5m', 40)
+    test_data_30m = generate_test_data('30m', 40)
+    test_data_1h = generate_test_data('1h', 40)
+    data = {
+        ('XRP/USDT', '5m'): test_data_5m,
+        ('XRP/USDT', '30m'): test_data_30m,
+        ('XRP/USDT', '1h'): test_data_1h,
+        ('LTC/USDT', '5m'): test_data_5m,
+        ('LTC/USDT', '30m'): test_data_30m,
+        ('LTC/USDT', '1h'): test_data_1h,
+        ('BTC/USDT', '30m'): test_data_30m,
+        ('BTC/USDT', '5m'): test_data_5m,
+        ('BTC/USDT', '1h'): test_data_1h,
+        ('ETH/USDT', '1h'): test_data_1h,
+        ('ETH/USDT', '30m'): test_data_30m,
+        ('ETH/BTC', '1h'): test_data_1h,
+    }
+    from .strats.informative_decorator_strategy import InformativeDecoratorTest
+    default_conf['stake_currency'] = 'USDT'
+    InformativeDecoratorTest.dp = DataProvider({}, None, None)
+    mocker.patch.object(InformativeDecoratorTest.dp, 'current_whitelist', return_value=[
+        'XRP/USDT', 'LTC/USDT'
+    ])
+    strategy = InformativeDecoratorTest(config=default_conf)
+
+    assert len(strategy._ft_informative) == 8
+    informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
+                         ('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
+                         ('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]
+    for inf_pair in informative_pairs:
+        assert inf_pair in strategy.gather_informative_pairs()
+
+    def test_historic_ohlcv(pair, timeframe):
+        return data[(pair, timeframe or strategy.timeframe)].copy()
+    mocker.patch('freqtrade.data.dataprovider.DataProvider.historic_ohlcv',
+                 side_effect=test_historic_ohlcv)
+
+    analyzed = strategy.advise_all_indicators(
+        {p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
+    expected_columns = [
+        'rsi_1h', 'rsi_30m',                    # Stacked informative decorators
+        'btc_rsi_1h',                           # BTC 1h informative
+        'rsi_BTC_USDT_btc_usdt_BTC/USDT_30m',   # Column formatting
+        'rsi_from_callable',                    # Custom column formatter
+        'eth_btc_rsi_1h',                       # Quote currency not matching stake currency
+        'rsi', 'rsi_less',                      # Non-informative columns
+        'rsi_5m',                               # Manual informative dataframe
+    ]
+    for _, dataframe in analyzed.items():
+        for col in expected_columns:
+            assert col in dataframe.columns
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 2cbc9d0c6..3a30a824a 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -35,7 +35,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 3
+    assert len(strategies) == 4
     assert isinstance(strategies[0], dict)
 
 
@@ -43,10 +43,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 4
+    assert len(strategies) == 5
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 3
+    assert len([x for x in strategies if x['class'] is not None]) == 4
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 

From f2a1d9d2fc8efe238e47f5404dd6c924511e683b Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 5 Sep 2021 09:54:05 +0300
Subject: [PATCH 591/834] [SQUASH] Address PR comments.

---
 docs/strategy-customization.md        | 56 ++++++++++++++++++++-------
 freqtrade/strategy/interface.py       | 18 ++++-----
 freqtrade/strategy/strategy_helper.py | 32 +++++++++------
 3 files changed, 72 insertions(+), 34 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 526c111c5..f2bf6cf7c 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -681,9 +681,47 @@ In some situations it may be confusing to deal with stops relative to current ra
 
 ### *@informative()*
 
+``` python
+def informative(timeframe: str, asset: str = '',
+                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
+    """
+    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+    define informative indicators.
+
+    Example usage:
+
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
+    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+    current pair.
+    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+    specified, defaults to:
+    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
+    curerncy. 
+    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match 
+    stake curerncy. 
+    * {column}_{timeframe} if asset is not specified.
+    Format string supports these format variables:
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
+    * {base} - base currency in lower case, for example 'eth'.
+    * {BASE} - same as {base}, except in upper case.
+    * {quote} - quote currency in lower case, for example 'usdt'.
+    * {QUOTE} - same as {quote}, except in upper case.
+    * {column} - name of dataframe column.
+    * {timeframe} - timeframe of informative dataframe.
+    :param ffill: ffill dataframe after merging informative pair.
+    """
+```
+
 In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
 not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
-When hyperopting, please follow instructions of [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter).
+When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
+for more information.
 
 ??? Example "Fast and easy way to define informative pairs"
 
@@ -725,17 +763,9 @@ When hyperopting, please follow instructions of [optimizing an indicator paramet
             return dataframe
     
         # Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
-        # column names. Format string supports these format variables:
-        # * {asset} - full name of the asset, for example 'BTC/USDT'.
-        # * {base} - base currency in lower case, for example 'eth'.
-        # * {BASE} - same as {base}, except in upper case.
-        # * {quote} - quote currency in lower case, for example 'usdt'.
-        # * {QUOTE} - same as {quote}, except in upper case.
-        # * {column} - name of dataframe column.
-        # * {timeframe} - timeframe of informative dataframe.
-        # A callable `fmt(**kwargs) -> str` may be specified, to implement custom formatting.
-        # Available in populate_indicators and other methods as 'rsi_upper'.
-        @informative('1h', 'BTC/{stake}', '{name}')
+        # column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
+        # formatting. Available in populate_indicators and other methods as 'rsi_upper'.
+        @informative('1h', 'BTC/{stake}', '{column}')
         def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
             dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
             return dataframe
@@ -749,8 +779,6 @@ When hyperopting, please follow instructions of [optimizing an indicator paramet
 
     ```
 
-    See docstring of `@informative()` decorator for more information.
-
 !!! Note
     Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
     manually as described [in the DataProvider section](#complete-data-provider-sample).
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 8e8b8b404..0546deb01 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -6,7 +6,7 @@ import logging
 import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
-from typing import Any, Callable, Dict, List, Optional, Tuple, Union
+from typing import Dict, List, Optional, Tuple, Union
 
 import arrow
 from pandas import DataFrame
@@ -19,7 +19,8 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.hyper import HyperStrategyMixin
-from freqtrade.strategy.strategy_helper import (InformativeData, _create_and_merge_informative_pair,
+from freqtrade.strategy.strategy_helper import (InformativeData, PopulateIndicators,
+                                                _create_and_merge_informative_pair,
                                                 _format_pair_name)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
@@ -138,20 +139,23 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         # Gather informative pairs from @informative-decorated methods.
         self._ft_informative: Dict[
-            Tuple[str, str], Tuple[InformativeData,
-                                   Callable[[Any, DataFrame, dict], DataFrame]]] = {}
+            Tuple[str, str], Tuple[InformativeData, PopulateIndicators]] = {}
         for attr_name in dir(self.__class__):
             cls_method = getattr(self.__class__, attr_name)
             if not callable(cls_method):
                 continue
-            ft_informative = getattr(cls_method, '_ft_informative', [])
+            ft_informative = getattr(cls_method, '_ft_informative', None)
             if not isinstance(ft_informative, list):
                 # Type check is required because mocker would return a mock object that evaluates to
                 # True, confusing this code.
                 continue
+            strategy_timeframe_minutes = timeframe_to_minutes(self.timeframe)
             for informative_data in ft_informative:
                 asset = informative_data.asset
                 timeframe = informative_data.timeframe
+                if timeframe_to_minutes(timeframe) < strategy_timeframe_minutes:
+                    raise OperationalException('Informative timeframe must be equal or higher than '
+                                               'strategy timeframe!')
                 if asset:
                     pair = _format_pair_name(self.config, asset)
                     if (pair, timeframe) in self._ft_informative:
@@ -165,10 +169,6 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                        f'not be defined more than once!')
                         self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
 
-    def _format_pair(self, pair: str) -> str:
-        return pair.format(stake_currency=self.config['stake_currency'],
-                           stake=self.config['stake_currency']).upper()
-
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index aa828d330..64d9bdea8 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -8,6 +8,9 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 
 
+PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
+
+
 class InformativeData(NamedTuple):
     asset: Optional[str]
     timeframe: str
@@ -118,8 +121,7 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
 
 def informative(timeframe: str, asset: str = '',
                 fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
-                ffill: bool = True) -> Callable[[Callable[[Any, DataFrame, dict], DataFrame]],
-                                                Callable[[Any, DataFrame, dict], DataFrame]]:
+                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
     """
     A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
     define informative indicators.
@@ -131,24 +133,32 @@ def informative(timeframe: str, asset: str = '',
             dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
             return dataframe
 
-    :param timeframe: Informative timeframe. Must always be higher than strategy timeframe.
+    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
     :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
     current pair.
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
-    specified, defaults to {asset}_{name}_{timeframe} if asset is specified, or {name}_{timeframe}
-    otherwise.
-    * {asset}: name of informative asset, provided in lower-case, with / replaced with _. Stake
-    currency is not included in this string.
-    * {name}: user-specified dataframe column name.
-    * {timeframe}: informative timeframe.
-    :param ffill: ffill dataframe after mering informative pair.
+    specified, defaults to:
+    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
+    curerncy.
+    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
+    stake curerncy.
+    * {column}_{timeframe} if asset is not specified.
+    Format string supports these format variables:
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
+    * {base} - base currency in lower case, for example 'eth'.
+    * {BASE} - same as {base}, except in upper case.
+    * {quote} - quote currency in lower case, for example 'usdt'.
+    * {QUOTE} - same as {quote}, except in upper case.
+    * {column} - name of dataframe column.
+    * {timeframe} - timeframe of informative dataframe.
+    :param ffill: ffill dataframe after merging informative pair.
     """
     _asset = asset
     _timeframe = timeframe
     _fmt = fmt
     _ffill = ffill
 
-    def decorator(fn: Callable[[Any, DataFrame, dict], DataFrame]):
+    def decorator(fn: PopulateIndicators):
         informative_pairs = getattr(fn, '_ft_informative', [])
         informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
         setattr(fn, '_ft_informative', informative_pairs)

From dfa61b7ad2297a94b0b26309ca74c64a7c1d08a7 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 7 Sep 2021 15:40:53 +0300
Subject: [PATCH 592/834] [SQUASH] Fix informatives for each pair not being
 created because dataprovider was not available. Fix not being able to have
 informative dataframe of a pair in whitelist.

---
 docs/strategy-customization.md          |  4 +--
 freqtrade/freqtradebot.py               | 10 ++++---
 freqtrade/optimize/backtesting.py       |  3 +-
 freqtrade/optimize/edge_cli.py          |  3 ++
 freqtrade/strategy/interface.py         | 38 +++++++++++++++----------
 freqtrade/strategy/strategy_helper.py   | 13 ++++-----
 tests/strategy/test_strategy_helpers.py |  9 +++---
 7 files changed, 47 insertions(+), 33 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index f2bf6cf7c..a994d9acd 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -702,9 +702,9 @@ def informative(timeframe: str, asset: str = '',
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
     * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    curerncy. 
+    currency. 
     * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match 
-    stake curerncy. 
+    stake currency. 
     * {column}_{timeframe} if asset is not specified.
     Format string supports these format variables:
     * {asset} - full name of the asset, for example 'BTC/USDT'.
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index bdc438c9a..b79916639 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -83,10 +83,12 @@ class FreqtradeBot(LoggingMixin):
 
         self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
-        # Attach Dataprovider to Strategy baseclass
-        IStrategy.dp = self.dataprovider
-        # Attach Wallets to Strategy baseclass
-        IStrategy.wallets = self.wallets
+        # Attach Dataprovider to strategy instance
+        self.strategy.dp = self.dataprovider
+        # Attach Wallets to strategy instance
+        self.strategy.wallets = self.wallets
+        # Late initialization (may depend on dp/wallets)
+        self.strategy._initialize()
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 3e06bfa1b..ef491ae5e 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -154,11 +154,12 @@ class Backtesting:
         self.strategy: IStrategy = strategy
         strategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
-        IStrategy.wallets = self.wallets
+        strategy.wallets = self.wallets
         # Set stoploss_on_exchange to false for backtesting,
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
+        strategy._initialize()
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index 417faa685..abb5ca635 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -8,6 +8,7 @@ from typing import Any, Dict
 
 from freqtrade import constants
 from freqtrade.configuration import TimeRange, validate_config_consistency
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
 from freqtrade.optimize.optimize_reports import generate_edge_table
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -33,6 +34,8 @@ class EdgeCli:
         self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
         self.strategy = StrategyResolver.load_strategy(self.config)
+        self.strategy.dp = DataProvider(config, None)
+        self.strategy._initialize()
 
         validate_config_consistency(self.config)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 0546deb01..951979212 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -137,9 +137,13 @@ class IStrategy(ABC, HyperStrategyMixin):
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
         super().__init__(config)
 
+    def _initialize(self):
+        """
+        Late initialization tasks, which may depend on availability of dataprovider/wallets/etc.
+        """
         # Gather informative pairs from @informative-decorated methods.
         self._ft_informative: Dict[
-            Tuple[str, str], Tuple[InformativeData, PopulateIndicators]] = {}
+            Tuple[str, str], List[Tuple[InformativeData, PopulateIndicators]]] = {}
         for attr_name in dir(self.__class__):
             cls_method = getattr(self.__class__, attr_name)
             if not callable(cls_method):
@@ -158,16 +162,19 @@ class IStrategy(ABC, HyperStrategyMixin):
                                                'strategy timeframe!')
                 if asset:
                     pair = _format_pair_name(self.config, asset)
-                    if (pair, timeframe) in self._ft_informative:
-                        raise OperationalException(f'Informative pair {pair} {timeframe} can not '
-                                                   f'be defined more than once!')
-                    self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
-                elif self.dp is not None:
+                    try:
+                        self._ft_informative[(pair, timeframe)].append(
+                            (informative_data, cls_method))
+                    except KeyError:
+                        self._ft_informative[(pair, timeframe)] = [(informative_data, cls_method)]
+                else:
                     for pair in self.dp.current_whitelist():
-                        if (pair, timeframe) in self._ft_informative:
-                            raise OperationalException(f'Informative pair {pair} {timeframe} can '
-                                                       f'not be defined more than once!')
-                        self._ft_informative[(pair, timeframe)] = (informative_data, cls_method)
+                        try:
+                            self._ft_informative[(pair, timeframe)].append(
+                                (informative_data, cls_method))
+                        except KeyError:
+                            self._ft_informative[(pair, timeframe)] = \
+                                [(informative_data, cls_method)]
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -838,11 +845,12 @@ class IStrategy(ABC, HyperStrategyMixin):
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
 
         # call populate_indicators_Nm() which were tagged with @informative decorator.
-        for (pair, timeframe), (informative_data, populate_fn) in self._ft_informative.items():
-            if not informative_data.asset and pair != metadata['pair']:
-                continue
-            dataframe = _create_and_merge_informative_pair(
-                self, dataframe, metadata, informative_data, populate_fn)
+        for (pair, timeframe), informatives in self._ft_informative.items():
+            for (informative_data, populate_fn) in informatives:
+                if not informative_data.asset and pair != metadata['pair']:
+                    continue
+                dataframe = _create_and_merge_informative_pair(
+                    self, dataframe, metadata, informative_data, populate_fn)
 
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 64d9bdea8..a4023f953 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -139,9 +139,9 @@ def informative(timeframe: str, asset: str = '',
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
     * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    curerncy.
+    currency.
     * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
-    stake curerncy.
+    stake currency.
     * {column}_{timeframe} if asset is not specified.
     Format string supports these format variables:
     * {asset} - full name of the asset, for example 'BTC/USDT'.
@@ -203,11 +203,10 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
     # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
     if not fmt:
         fmt = '{column}_{timeframe}'                # Informatives of current pair
-        if asset != metadata['pair']:
-            if quote == config['stake_currency']:
-                fmt = '{base}_' + fmt               # Informatives of other pair
-            else:
-                fmt = '{base}_{quote}_' + fmt       # Informatives of different quote currency
+        if quote != config['stake_currency']:
+            fmt = '{quote}_' + fmt                  # Informatives of different quote currency
+        if informative_data.asset:
+            fmt = '{base}_' + fmt                   # Informatives of other pair
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
     inf_dataframe = dp.get_pair_dataframe(asset, timeframe)
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 7784f3f77..0ee554ede 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -155,11 +155,12 @@ def test_informative_decorator(mocker, default_conf):
     }
     from .strats.informative_decorator_strategy import InformativeDecoratorTest
     default_conf['stake_currency'] = 'USDT'
-    InformativeDecoratorTest.dp = DataProvider({}, None, None)
-    mocker.patch.object(InformativeDecoratorTest.dp, 'current_whitelist', return_value=[
-        'XRP/USDT', 'LTC/USDT'
-    ])
     strategy = InformativeDecoratorTest(config=default_conf)
+    strategy.dp = DataProvider({}, None, None)
+    mocker.patch.object(strategy.dp, 'current_whitelist', return_value=[
+        'XRP/USDT', 'LTC/USDT', 'BTC/USDT'
+    ])
+    strategy._initialize()
 
     assert len(strategy._ft_informative) == 8
     informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),

From f81df19b934b738bf148f51fdb5a9c7ab1dfb34f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Tue, 7 Sep 2021 15:53:12 +0300
Subject: [PATCH 593/834] [TMP] Make tests not fail for now.

---
 freqtrade/strategy/interface.py | 18 ++++++++++--------
 1 file changed, 10 insertions(+), 8 deletions(-)

diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 951979212..6e312e15d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -424,7 +424,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         Internal method which gathers all informative pairs (user or automatically defined).
         """
         informative_pairs = self.informative_pairs()
-        informative_pairs += list(self._ft_informative.keys())
+        if hasattr(self, '_ft_informative'):
+            informative_pairs += list(self._ft_informative.keys())
         return list(set(informative_pairs))
 
     def get_strategy_name(self) -> str:
@@ -844,13 +845,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
 
-        # call populate_indicators_Nm() which were tagged with @informative decorator.
-        for (pair, timeframe), informatives in self._ft_informative.items():
-            for (informative_data, populate_fn) in informatives:
-                if not informative_data.asset and pair != metadata['pair']:
-                    continue
-                dataframe = _create_and_merge_informative_pair(
-                    self, dataframe, metadata, informative_data, populate_fn)
+        if hasattr(self, '_ft_informative'):
+            # call populate_indicators_Nm() which were tagged with @informative decorator.
+            for (pair, timeframe), informatives in self._ft_informative.items():
+                for (informative_data, populate_fn) in informatives:
+                    if not informative_data.asset and pair != metadata['pair']:
+                        continue
+                    dataframe = _create_and_merge_informative_pair(
+                        self, dataframe, metadata, informative_data, populate_fn)
 
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "

From 5dc78a0c66f385edd14db16a806e1f75bd453e83 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Fri, 10 Sep 2021 09:36:52 +0300
Subject: [PATCH 594/834] [SQUASH] Get rid of _initialize() and fix
 informatives for dynamic pairlists.

---
 freqtrade/freqtradebot.py               |  2 -
 freqtrade/optimize/backtesting.py       |  1 -
 freqtrade/optimize/edge_cli.py          |  1 -
 freqtrade/strategy/interface.py         | 56 ++++++++-----------------
 freqtrade/strategy/strategy_helper.py   | 17 ++++----
 tests/strategy/test_strategy_helpers.py |  3 +-
 6 files changed, 27 insertions(+), 53 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index b79916639..1cb8988ff 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -87,8 +87,6 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.dp = self.dataprovider
         # Attach Wallets to strategy instance
         self.strategy.wallets = self.wallets
-        # Late initialization (may depend on dp/wallets)
-        self.strategy._initialize()
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index ef491ae5e..79c861ee8 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -159,7 +159,6 @@ class Backtesting:
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
-        strategy._initialize()
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
diff --git a/freqtrade/optimize/edge_cli.py b/freqtrade/optimize/edge_cli.py
index abb5ca635..f211da750 100644
--- a/freqtrade/optimize/edge_cli.py
+++ b/freqtrade/optimize/edge_cli.py
@@ -35,7 +35,6 @@ class EdgeCli:
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
         self.strategy = StrategyResolver.load_strategy(self.config)
         self.strategy.dp = DataProvider(config, None)
-        self.strategy._initialize()
 
         validate_config_consistency(self.config)
 
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 6e312e15d..00c56f5df 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -121,7 +121,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
     # and wallets - access to the current balance.
-    dp: Optional[DataProvider] = None
+    dp: DataProvider
     wallets: Optional[Wallets] = None
     # Filled from configuration
     stake_currency: str
@@ -137,44 +137,23 @@ class IStrategy(ABC, HyperStrategyMixin):
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
         super().__init__(config)
 
-    def _initialize(self):
-        """
-        Late initialization tasks, which may depend on availability of dataprovider/wallets/etc.
-        """
         # Gather informative pairs from @informative-decorated methods.
-        self._ft_informative: Dict[
-            Tuple[str, str], List[Tuple[InformativeData, PopulateIndicators]]] = {}
+        self._ft_informative: List[Tuple[InformativeData, PopulateIndicators]] = []
         for attr_name in dir(self.__class__):
             cls_method = getattr(self.__class__, attr_name)
             if not callable(cls_method):
                 continue
-            ft_informative = getattr(cls_method, '_ft_informative', None)
-            if not isinstance(ft_informative, list):
+            informative_data_list = getattr(cls_method, '_ft_informative', None)
+            if not isinstance(informative_data_list, list):
                 # Type check is required because mocker would return a mock object that evaluates to
                 # True, confusing this code.
                 continue
             strategy_timeframe_minutes = timeframe_to_minutes(self.timeframe)
-            for informative_data in ft_informative:
-                asset = informative_data.asset
-                timeframe = informative_data.timeframe
-                if timeframe_to_minutes(timeframe) < strategy_timeframe_minutes:
+            for informative_data in informative_data_list:
+                if timeframe_to_minutes(informative_data.timeframe) < strategy_timeframe_minutes:
                     raise OperationalException('Informative timeframe must be equal or higher than '
                                                'strategy timeframe!')
-                if asset:
-                    pair = _format_pair_name(self.config, asset)
-                    try:
-                        self._ft_informative[(pair, timeframe)].append(
-                            (informative_data, cls_method))
-                    except KeyError:
-                        self._ft_informative[(pair, timeframe)] = [(informative_data, cls_method)]
-                else:
-                    for pair in self.dp.current_whitelist():
-                        try:
-                            self._ft_informative[(pair, timeframe)].append(
-                                (informative_data, cls_method))
-                        except KeyError:
-                            self._ft_informative[(pair, timeframe)] = \
-                                [(informative_data, cls_method)]
+                self._ft_informative.append((informative_data, cls_method))
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -424,8 +403,13 @@ class IStrategy(ABC, HyperStrategyMixin):
         Internal method which gathers all informative pairs (user or automatically defined).
         """
         informative_pairs = self.informative_pairs()
-        if hasattr(self, '_ft_informative'):
-            informative_pairs += list(self._ft_informative.keys())
+        for inf_data, _ in self._ft_informative:
+            if inf_data.asset:
+                pair_tf = (_format_pair_name(self.config, inf_data.asset), inf_data.timeframe)
+                informative_pairs.append(pair_tf)
+            else:
+                for pair in self.dp.current_whitelist():
+                    informative_pairs.append((pair, inf_data.timeframe))
         return list(set(informative_pairs))
 
     def get_strategy_name(self) -> str:
@@ -845,14 +829,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
 
-        if hasattr(self, '_ft_informative'):
-            # call populate_indicators_Nm() which were tagged with @informative decorator.
-            for (pair, timeframe), informatives in self._ft_informative.items():
-                for (informative_data, populate_fn) in informatives:
-                    if not informative_data.asset and pair != metadata['pair']:
-                        continue
-                    dataframe = _create_and_merge_informative_pair(
-                        self, dataframe, metadata, informative_data, populate_fn)
+        # call populate_indicators_Nm() which were tagged with @informative decorator.
+        for inf_data, populate_fn in self._ft_informative:
+            dataframe = _create_and_merge_informative_pair(
+                self, dataframe, metadata, inf_data, populate_fn)
 
         if self._populate_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index a4023f953..15c6d8a69 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -171,14 +171,13 @@ def _format_pair_name(config, pair: str) -> str:
                        stake=config['stake_currency']).upper()
 
 
-def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
-                                       metadata: dict, informative_data: InformativeData,
-                                       populate_indicators: Callable[[Any, DataFrame, dict],
-                                                                     DataFrame]):
-    asset = informative_data.asset or ''
-    timeframe = informative_data.timeframe
-    fmt = informative_data.fmt
-    ffill = informative_data.ffill
+def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
+                                       inf_data: InformativeData,
+                                       populate_indicators: PopulateIndicators):
+    asset = inf_data.asset or ''
+    timeframe = inf_data.timeframe
+    fmt = inf_data.fmt
+    ffill = inf_data.ffill
     config = strategy.config
     dp = strategy.dp
 
@@ -205,7 +204,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
         fmt = '{column}_{timeframe}'                # Informatives of current pair
         if quote != config['stake_currency']:
             fmt = '{quote}_' + fmt                  # Informatives of different quote currency
-        if informative_data.asset:
+        if inf_data.asset:
             fmt = '{base}_' + fmt                   # Informatives of other pair
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 0ee554ede..95ca0416f 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -160,9 +160,8 @@ def test_informative_decorator(mocker, default_conf):
     mocker.patch.object(strategy.dp, 'current_whitelist', return_value=[
         'XRP/USDT', 'LTC/USDT', 'BTC/USDT'
     ])
-    strategy._initialize()
 
-    assert len(strategy._ft_informative) == 8
+    assert len(strategy._ft_informative) == 6   # Equal to number of decorators used
     informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
                          ('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
                          ('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]

From bb6ae682fc7d82175196741e31723c5f797ffd2f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 12 Sep 2021 09:59:10 +0200
Subject: [PATCH 595/834] Small simplifications

---
 docs/strategy-customization.md        | 2 +-
 freqtrade/strategy/strategy_helper.py | 6 ++----
 2 files changed, 3 insertions(+), 5 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index a994d9acd..800dd9326 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -783,7 +783,7 @@ for more information.
     Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
     manually as described [in the DataProvider section](#complete-data-provider-sample).
 
-!!! Warning
+!!! Warning "Duplicate method names"
     Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
     will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
     created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 15c6d8a69..746d656df 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -177,9 +177,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
     asset = inf_data.asset or ''
     timeframe = inf_data.timeframe
     fmt = inf_data.fmt
-    ffill = inf_data.ffill
     config = strategy.config
-    dp = strategy.dp
 
     if asset:
         # Insert stake currency if needed.
@@ -208,7 +206,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
             fmt = '{base}_' + fmt                   # Informatives of other pair
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
-    inf_dataframe = dp.get_pair_dataframe(asset, timeframe)
+    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
     inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
 
     formatter: Any = None
@@ -233,6 +231,6 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
         raise OperationalException(f'Duplicate column name {date_column} exists in '
                                    f'dataframe! Ensure column names are unique!')
     dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
-                                       ffill=ffill, append_timeframe=False,
+                                       ffill=inf_data.ffill, append_timeframe=False,
                                        date_column=date_column)
     return dataframe

From e88c4701bb2c321ed7cd5d6fed7fa6db6f4f41f6 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sun, 12 Sep 2021 18:26:41 +0300
Subject: [PATCH 596/834] [SQUASH] Address PR comments.

---
 docs/strategy-customization.md              |  19 ++-
 freqtrade/strategy/__init__.py              |   5 +-
 freqtrade/strategy/informative_decorator.py | 134 ++++++++++++++++++++
 freqtrade/strategy/interface.py             |  11 +-
 freqtrade/strategy/strategy_helper.py       | 132 -------------------
 5 files changed, 152 insertions(+), 149 deletions(-)
 create mode 100644 freqtrade/strategy/informative_decorator.py

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 800dd9326..671768bfa 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -652,9 +652,7 @@ In some situations it may be confusing to deal with stops relative to current ra
 
 ??? Example "Returning a stoploss using absolute price from the custom stoploss function"
 
-    Say the open price was $100, and `current_price` is $121 (`current_profit` will be `0.21`).
-
-    If we want a stop price at $107 price we can call `stoploss_from_absolute(107, current_rate)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
+    If we want to trail a stop price at 2xATR below current proce we can call `stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)`.
 
     ``` python
 
@@ -664,18 +662,17 @@ In some situations it may be confusing to deal with stops relative to current ra
 
     class AwesomeStrategy(IStrategy):
 
-        # ... populate_* methods
-
         use_custom_stoploss = True
 
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
+            return dataframe
+
         def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                             current_rate: float, current_profit: float, **kwargs) -> float:
-
-            # once the profit has risen above 10%, keep the stoploss at 7% above the open price
-            if current_profit > 0.10:
-                return stoploss_from_absolute(trade.open_rate * 1.07, current_rate)
-
-            return 1
+            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+            candle = dataframe.iloc[-1].squeeze()
+            return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)
 
     ```
 
diff --git a/freqtrade/strategy/__init__.py b/freqtrade/strategy/__init__.py
index a7de34916..2ea0ad2b4 100644
--- a/freqtrade/strategy/__init__.py
+++ b/freqtrade/strategy/__init__.py
@@ -3,6 +3,7 @@ from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timefr
                                 timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.strategy.hyper import (BooleanParameter, CategoricalParameter, DecimalParameter,
                                       IntParameter, RealParameter)
+from freqtrade.strategy.informative_decorator import informative
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.strategy.strategy_helper import (informative, merge_informative_pair,
-                                                stoploss_from_absolute, stoploss_from_open)
+from freqtrade.strategy.strategy_helper import (merge_informative_pair, stoploss_from_absolute,
+                                                stoploss_from_open)
diff --git a/freqtrade/strategy/informative_decorator.py b/freqtrade/strategy/informative_decorator.py
new file mode 100644
index 000000000..f09e634b0
--- /dev/null
+++ b/freqtrade/strategy/informative_decorator.py
@@ -0,0 +1,134 @@
+from typing import Any, Callable, NamedTuple, Optional, Union
+
+from mypy_extensions import KwArg
+from pandas import DataFrame
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.strategy.strategy_helper import merge_informative_pair
+
+
+PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
+
+
+class InformativeData(NamedTuple):
+    asset: Optional[str]
+    timeframe: str
+    fmt: Union[str, Callable[[KwArg(str)], str], None]
+    ffill: bool
+
+
+def informative(timeframe: str, asset: str = '',
+                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
+    """
+    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+    define informative indicators.
+
+    Example usage:
+
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
+    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+    current pair.
+    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+    specified, defaults to:
+    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
+    currency.
+    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
+    stake currency.
+    * {column}_{timeframe} if asset is not specified.
+    Format string supports these format variables:
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
+    * {base} - base currency in lower case, for example 'eth'.
+    * {BASE} - same as {base}, except in upper case.
+    * {quote} - quote currency in lower case, for example 'usdt'.
+    * {QUOTE} - same as {quote}, except in upper case.
+    * {column} - name of dataframe column.
+    * {timeframe} - timeframe of informative dataframe.
+    :param ffill: ffill dataframe after merging informative pair.
+    """
+    _asset = asset
+    _timeframe = timeframe
+    _fmt = fmt
+    _ffill = ffill
+
+    def decorator(fn: PopulateIndicators):
+        informative_pairs = getattr(fn, '_ft_informative', [])
+        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
+        setattr(fn, '_ft_informative', informative_pairs)
+        return fn
+    return decorator
+
+
+def _format_pair_name(config, pair: str) -> str:
+    return pair.format(stake_currency=config['stake_currency'],
+                       stake=config['stake_currency']).upper()
+
+
+def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
+                                       inf_data: InformativeData,
+                                       populate_indicators: PopulateIndicators):
+    asset = inf_data.asset or ''
+    timeframe = inf_data.timeframe
+    fmt = inf_data.fmt
+    config = strategy.config
+
+    if asset:
+        # Insert stake currency if needed.
+        asset = _format_pair_name(config, asset)
+    else:
+        # Not specifying an asset will define informative dataframe for current pair.
+        asset = metadata['pair']
+
+    if '/' in asset:
+        base, quote = asset.split('/')
+    else:
+        # When futures are supported this may need reevaluation.
+        # base, quote = asset, None
+        raise OperationalException('Not implemented.')
+
+    # Default format. This optimizes for the common case: informative pairs using same stake
+    # currency. When quote currency matches stake currency, column name will omit base currency.
+    # This allows easily reconfiguring strategy to use different base currency. In a rare case
+    # where it is desired to keep quote currency in column name at all times user should specify
+    # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
+    if not fmt:
+        fmt = '{column}_{timeframe}'                # Informatives of current pair
+        if quote != config['stake_currency']:
+            fmt = '{quote}_' + fmt                  # Informatives of different quote currency
+        if inf_data.asset:
+            fmt = '{base}_' + fmt                   # Informatives of other pair
+
+    inf_metadata = {'pair': asset, 'timeframe': timeframe}
+    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
+    inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
+
+    formatter: Any = None
+    if callable(fmt):
+        formatter = fmt             # A custom user-specified formatter function.
+    else:
+        formatter = fmt.format      # A default string formatter.
+
+    fmt_args = {
+        'BASE': base.upper(),
+        'QUOTE': quote.upper(),
+        'base': base.lower(),
+        'quote': quote.lower(),
+        'asset': asset,
+        'timeframe': timeframe,
+    }
+    inf_dataframe.rename(columns=lambda column: formatter(column=column, **fmt_args),
+                         inplace=True)
+
+    date_column = formatter(column='date', **fmt_args)
+    if date_column in dataframe.columns:
+        raise OperationalException(f'Duplicate column name {date_column} exists in '
+                                   f'dataframe! Ensure column names are unique!')
+    dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
+                                       ffill=inf_data.ffill, append_timeframe=False,
+                                       date_column=date_column)
+    return dataframe
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 00c56f5df..7420bd9fd 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -19,9 +19,9 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.hyper import HyperStrategyMixin
-from freqtrade.strategy.strategy_helper import (InformativeData, PopulateIndicators,
-                                                _create_and_merge_informative_pair,
-                                                _format_pair_name)
+from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
+                                                      _create_and_merge_informative_pair,
+                                                      _format_pair_name)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -121,7 +121,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Class level variables (intentional) containing
     # the dataprovider (dp) (access to other candles, historic data, ...)
     # and wallets - access to the current balance.
-    dp: DataProvider
+    dp: Optional[DataProvider]
     wallets: Optional[Wallets] = None
     # Filled from configuration
     stake_currency: str
@@ -408,6 +408,9 @@ class IStrategy(ABC, HyperStrategyMixin):
                 pair_tf = (_format_pair_name(self.config, inf_data.asset), inf_data.timeframe)
                 informative_pairs.append(pair_tf)
             else:
+                if not self.dp:
+                    raise OperationalException('@informative decorator with unspecified asset '
+                                               'requires DataProvider instance.')
                 for pair in self.dp.current_whitelist():
                     informative_pairs.append((pair, inf_data.timeframe))
         return list(set(informative_pairs))
diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index 746d656df..f813b39c5 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -1,23 +1,8 @@
-from typing import Any, Callable, NamedTuple, Optional, Union
-
 import pandas as pd
-from mypy_extensions import KwArg
-from pandas import DataFrame
 
-from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 
 
-PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
-
-
-class InformativeData(NamedTuple):
-    asset: Optional[str]
-    timeframe: str
-    fmt: Union[str, Callable[[KwArg(str)], str], None]
-    ffill: bool
-
-
 def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
                            timeframe: str, timeframe_inf: str, ffill: bool = True,
                            append_timeframe: bool = True,
@@ -117,120 +102,3 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
     :return: Positive stop loss value relative to current price
     """
     return 1 - (stop_rate / current_rate)
-
-
-def informative(timeframe: str, asset: str = '',
-                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
-                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
-    """
-    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
-    define informative indicators.
-
-    Example usage:
-
-        @informative('1h')
-        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
-            return dataframe
-
-    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
-    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
-    current pair.
-    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
-    specified, defaults to:
-    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    currency.
-    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
-    stake currency.
-    * {column}_{timeframe} if asset is not specified.
-    Format string supports these format variables:
-    * {asset} - full name of the asset, for example 'BTC/USDT'.
-    * {base} - base currency in lower case, for example 'eth'.
-    * {BASE} - same as {base}, except in upper case.
-    * {quote} - quote currency in lower case, for example 'usdt'.
-    * {QUOTE} - same as {quote}, except in upper case.
-    * {column} - name of dataframe column.
-    * {timeframe} - timeframe of informative dataframe.
-    :param ffill: ffill dataframe after merging informative pair.
-    """
-    _asset = asset
-    _timeframe = timeframe
-    _fmt = fmt
-    _ffill = ffill
-
-    def decorator(fn: PopulateIndicators):
-        informative_pairs = getattr(fn, '_ft_informative', [])
-        informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
-        setattr(fn, '_ft_informative', informative_pairs)
-        return fn
-    return decorator
-
-
-def _format_pair_name(config, pair: str) -> str:
-    return pair.format(stake_currency=config['stake_currency'],
-                       stake=config['stake_currency']).upper()
-
-
-def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
-                                       inf_data: InformativeData,
-                                       populate_indicators: PopulateIndicators):
-    asset = inf_data.asset or ''
-    timeframe = inf_data.timeframe
-    fmt = inf_data.fmt
-    config = strategy.config
-
-    if asset:
-        # Insert stake currency if needed.
-        asset = _format_pair_name(config, asset)
-    else:
-        # Not specifying an asset will define informative dataframe for current pair.
-        asset = metadata['pair']
-
-    if '/' in asset:
-        base, quote = asset.split('/')
-    else:
-        # When futures are supported this may need reevaluation.
-        # base, quote = asset, None
-        raise OperationalException('Not implemented.')
-
-    # Default format. This optimizes for the common case: informative pairs using same stake
-    # currency. When quote currency matches stake currency, column name will omit base currency.
-    # This allows easily reconfiguring strategy to use different base currency. In a rare case
-    # where it is desired to keep quote currency in column name at all times user should specify
-    # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
-    if not fmt:
-        fmt = '{column}_{timeframe}'                # Informatives of current pair
-        if quote != config['stake_currency']:
-            fmt = '{quote}_' + fmt                  # Informatives of different quote currency
-        if inf_data.asset:
-            fmt = '{base}_' + fmt                   # Informatives of other pair
-
-    inf_metadata = {'pair': asset, 'timeframe': timeframe}
-    inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
-    inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata)
-
-    formatter: Any = None
-    if callable(fmt):
-        formatter = fmt             # A custom user-specified formatter function.
-    else:
-        formatter = fmt.format      # A default string formatter.
-
-    fmt_args = {
-        'BASE': base.upper(),
-        'QUOTE': quote.upper(),
-        'base': base.lower(),
-        'quote': quote.lower(),
-        'asset': asset,
-        'timeframe': timeframe,
-    }
-    inf_dataframe.rename(columns=lambda column: formatter(column=column, **fmt_args),
-                         inplace=True)
-
-    date_column = formatter(column='date', **fmt_args)
-    if date_column in dataframe.columns:
-        raise OperationalException(f'Duplicate column name {date_column} exists in '
-                                   f'dataframe! Ensure column names are unique!')
-    dataframe = merge_informative_pair(dataframe, inf_dataframe, strategy.timeframe, timeframe,
-                                       ffill=inf_data.ffill, append_timeframe=False,
-                                       date_column=date_column)
-    return dataframe

From 7e6aa9390ae9c970f8b22afb591161492f833807 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 18 Sep 2021 10:17:50 +0300
Subject: [PATCH 597/834] [SQUASH] Unconditionally include quote currency when
 asset is explicitly specified. Added docs suggesting to use string formatting
 to make strategy independent of configured stake currency.

---
 docs/strategy-customization.md              | 26 +++++++++++++++++----
 freqtrade/strategy/informative_decorator.py | 11 +++------
 tests/strategy/test_strategy_helpers.py     |  2 +-
 3 files changed, 25 insertions(+), 14 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 671768bfa..2b22dd274 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -698,10 +698,7 @@ def informative(timeframe: str, asset: str = '',
     current pair.
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
-    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    currency. 
-    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match 
-    stake currency. 
+    * {base}_{quote}_{column}_{timeframe} if asset is specified. 
     * {column}_{timeframe} if asset is not specified.
     Format string supports these format variables:
     * {asset} - full name of the asset, for example 'BTC/USDT'.
@@ -746,7 +743,7 @@ for more information.
         # Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
         # 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable 
         # instead of hardcoding actual stake currency. Available in populate_indicators and other 
-        # methods as 'btc_rsi_1h'.
+        # methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
         @informative('1h', 'BTC/{stake}')
         def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
             dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
@@ -780,6 +777,25 @@ for more information.
     Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
     manually as described [in the DataProvider section](#complete-data-provider-sample).
 
+!!! Note
+    Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
+
+    ``` python
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        stake = self.config['stake_currency']
+        dataframe.loc[
+            (
+                (dataframe[f'btc_{stake}_rsi_1h'] < 35)
+                &
+                (dataframe['volume'] > 0)
+            ),
+            ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
+    
+        return dataframe
+    ```
+
+    Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
+
 !!! Warning "Duplicate method names"
     Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
     will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
diff --git a/freqtrade/strategy/informative_decorator.py b/freqtrade/strategy/informative_decorator.py
index f09e634b0..c8ebf5989 100644
--- a/freqtrade/strategy/informative_decorator.py
+++ b/freqtrade/strategy/informative_decorator.py
@@ -36,10 +36,7 @@ def informative(timeframe: str, asset: str = '',
     current pair.
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
-    * {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
-    currency.
-    * {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
-    stake currency.
+    * {base}_{quote}_{column}_{timeframe} if asset is specified.
     * {column}_{timeframe} if asset is not specified.
     Format string supports these format variables:
     * {asset} - full name of the asset, for example 'BTC/USDT'.
@@ -88,7 +85,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
         base, quote = asset.split('/')
     else:
         # When futures are supported this may need reevaluation.
-        # base, quote = asset, None
+        # base, quote = asset, ''
         raise OperationalException('Not implemented.')
 
     # Default format. This optimizes for the common case: informative pairs using same stake
@@ -98,10 +95,8 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
     # fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
     if not fmt:
         fmt = '{column}_{timeframe}'                # Informatives of current pair
-        if quote != config['stake_currency']:
-            fmt = '{quote}_' + fmt                  # Informatives of different quote currency
         if inf_data.asset:
-            fmt = '{base}_' + fmt                   # Informatives of other pair
+            fmt = '{base}_{quote}_' + fmt           # Informatives of other pairs
 
     inf_metadata = {'pair': asset, 'timeframe': timeframe}
     inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 95ca0416f..d4206ba8c 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -177,7 +177,7 @@ def test_informative_decorator(mocker, default_conf):
         {p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
     expected_columns = [
         'rsi_1h', 'rsi_30m',                    # Stacked informative decorators
-        'btc_rsi_1h',                           # BTC 1h informative
+        'btc_usdt_rsi_1h',                      # BTC 1h informative
         'rsi_BTC_USDT_btc_usdt_BTC/USDT_30m',   # Column formatting
         'rsi_from_callable',                    # Custom column formatter
         'eth_btc_rsi_1h',                       # Quote currency not matching stake currency

From e4ca42faec580a3c336298d42402fec0d8e56f93 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 18 Sep 2021 10:18:33 +0300
Subject: [PATCH 598/834] [SQUASH] Update stoploss_from_absolute to behave more
 like stoploss_from_open and add a test for it.

---
 freqtrade/strategy/strategy_helper.py   | 16 +++++++++++++++-
 tests/strategy/test_strategy_helpers.py | 11 ++++++++++-
 2 files changed, 25 insertions(+), 2 deletions(-)

diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py
index f813b39c5..175bcaccb 100644
--- a/freqtrade/strategy/strategy_helper.py
+++ b/freqtrade/strategy/strategy_helper.py
@@ -97,8 +97,22 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
     """
     Given current price and desired stop price, return a stop loss value that is relative to current
     price.
+
+    The requested stop can be positive for a stop above the open price, or negative for
+    a stop below the open price. The return value is always >= 0.
+
+    Returns 0 if the resulting stop price would be above the current price.
+
     :param stop_rate: Stop loss price.
     :param current_rate: Current asset price.
     :return: Positive stop loss value relative to current price
     """
-    return 1 - (stop_rate / current_rate)
+
+    # formula is undefined for current_rate 0, return maximum value
+    if current_rate == 0:
+        return 1
+
+    stoploss = 1 - (stop_rate / current_rate)
+
+    # negative stoploss values indicate the requested stop price is higher than the current price
+    return max(stoploss, 0.0)
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index d4206ba8c..9132382fa 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -5,7 +5,8 @@ import pandas as pd
 import pytest
 
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.strategy import merge_informative_pair, stoploss_from_open, timeframe_to_minutes
+from freqtrade.strategy import (merge_informative_pair, stoploss_from_open, timeframe_to_minutes,
+                                stoploss_from_absolute)
 
 
 def generate_test_data(timeframe: str, size: int):
@@ -135,6 +136,14 @@ def test_stoploss_from_open():
                         assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
 
 
+def test_stoploss_from_absolute():
+    assert stoploss_from_absolute(90, 100) == 1 - (90 / 100)
+    assert stoploss_from_absolute(100, 100) == 0
+    assert stoploss_from_absolute(110, 100) == 0
+    assert stoploss_from_absolute(100, 0) == 1
+    assert stoploss_from_absolute(0, 100) == 1
+
+
 def test_informative_decorator(mocker, default_conf):
     test_data_5m = generate_test_data('5m', 40)
     test_data_30m = generate_test_data('30m', 40)

From 216f75bbb91b8d72790f386dfc8b05340ade3c3d Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 02:53:34 -0600
Subject: [PATCH 599/834] parametrized test_sell_profit_only ,
 test__safe_exit_amount, test_order_book_bid_strategy1

---
 tests/test_freqtradebot.py | 244 ++++++++++---------------------------
 1 file changed, 65 insertions(+), 179 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index eb3c77cc7..5268d40ec 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3128,16 +3128,28 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     assert mock_insuf.call_count == 1
 
 
-def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy_order_open,
-                                        fee, mocker) -> None:
+@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [
+    # Enable profit
+    (True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value),
+    # Disable profit
+    (False, 0.00002172, 0.00002173, True,  False, SellType.SELL_SIGNAL.value),
+    # Enable loss
+    # * Shouldn't this be SellType.STOP_LOSS.value
+    (True, 0.00000172, 0.00000173, False, False, None),
+    # Disable loss
+    (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
+])
+def test_sell_profit_only_enable_profit(
+        default_conf, limit_buy_order, limit_buy_order_open,
+        fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': bid,
+            'ask': ask,
+            'last': bid
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_open,
@@ -3147,128 +3159,29 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
     )
     default_conf.update({
         'use_sell_signal': True,
-        'sell_profit_only': True,
+        'sell_profit_only': profit_only,
         'sell_profit_offset': 0.1,
     })
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-
+    if sell_type == SellType.SELL_SIGNAL.value:
+        freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
+    else:
+        freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
+            sell_type=SellType.NONE))
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
     freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(False, True, None))
-    assert freqtrade.handle_trade(trade) is False
+    assert freqtrade.handle_trade(trade) is handle_first
 
-    freqtrade.strategy.sell_profit_offset = 0.0
-    assert freqtrade.handle_trade(trade) is True
+    if handle_second:
+        freqtrade.strategy.sell_profit_offset = 0.0
+        assert freqtrade.handle_trade(trade) is True
 
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
-
-
-def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_buy_order_open,
-                                         fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.00002172,
-            'ask': 0.00002173,
-            'last': 0.00002172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': False,
-    })
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, None))
-    assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
-
-
-def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_order_open,
-                                      fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.00000172,
-            'ask': 0.00000173,
-            'last': 0.00000172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': True,
-    })
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
-        sell_type=SellType.NONE))
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    patch_get_signal(freqtrade, value=(False, True, None))
-    assert freqtrade.handle_trade(trade) is False
-
-
-def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_order_open,
-                                       fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': 0.0000172,
-            'ask': 0.0000173,
-            'last': 0.0000172
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
-    )
-    default_conf.update({
-        'use_sell_signal': True,
-        'sell_profit_only': False,
-    })
-
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    freqtrade.wallets.update()
-    patch_get_signal(freqtrade, value=(False, True, None))
-    assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
+    assert trade.sell_reason == sell_type
 
 
 def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open,
@@ -3306,11 +3219,15 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
     assert trade.amount != amnt
 
 
-def test__safe_exit_amount(default_conf, fee, caplog, mocker):
+@pytest.mark.parametrize('amount_wallet,has_err', [
+    (95.29, False),
+    (91.29, True)
+])
+def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
-    amount_wallet = 95.29
+    amount_wallet = amount_wallet
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
     wallet_update = mocker.patch('freqtrade.wallets.Wallets.update')
     trade = Trade(
@@ -3324,37 +3241,19 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker):
     )
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
-
-    wallet_update.reset_mock()
-    assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
-    assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
-    assert wallet_update.call_count == 1
-    caplog.clear()
-    wallet_update.reset_mock()
-    assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
-    assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
-    assert wallet_update.call_count == 1
-
-
-def test__safe_exit_amount_error(default_conf, fee, caplog, mocker):
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    amount = 95.33
-    amount_wallet = 91.29
-    mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=amount_wallet))
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        open_rate=0.245441,
-        open_order_id="123456",
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-    )
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
-        assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
+    if has_err:
+        with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
+            assert freqtrade._safe_exit_amount(trade.pair, trade.amount)
+    else:
+        wallet_update.reset_mock()
+        assert freqtrade._safe_exit_amount(trade.pair, trade.amount) == amount_wallet
+        assert log_has_re(r'.*Falling back to wallet-amount.', caplog)
+        assert wallet_update.call_count == 1
+        caplog.clear()
+        wallet_update.reset_mock()
+        assert freqtrade._safe_exit_amount(trade.pair, amount_wallet) == amount_wallet
+        assert not log_has_re(r'.*Falling back to wallet-amount.', caplog)
+        assert wallet_update.call_count == 1
 
 
 def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
@@ -4131,50 +4030,37 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
     assert trade is None
 
 
-def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
+@pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
+    (False, 0.045, 0.046, 2, None),
+    (True,  0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
+])
+def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown,
+                                  ask, last, order_book_top, order_book, caplog) -> None:
     """
-    test if function get_rate will return the order book price
-    instead of the ask rate
+    test if function get_rate will return the order book price instead of the ask rate
     """
     patch_exchange(mocker)
-    ticker_mock = MagicMock(return_value={'ask': 0.045, 'last': 0.046})
+    ticker_mock = MagicMock(return_value={'ask': ask, 'last': last})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_l2_order_book=order_book_l2,
+        fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
         fetch_ticker=ticker_mock,
-
     )
     default_conf['exchange']['name'] = 'binance'
     default_conf['bid_strategy']['use_order_book'] = True
-    default_conf['bid_strategy']['order_book_top'] = 2
+    default_conf['bid_strategy']['order_book_top'] = order_book_top
     default_conf['bid_strategy']['ask_last_balance'] = 0
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
-    assert ticker_mock.call_count == 0
-
-
-def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None:
-    patch_exchange(mocker)
-    ticker_mock = MagicMock(return_value={'ask': 0.042, 'last': 0.046})
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_l2_order_book=MagicMock(return_value={'bids': [[]], 'asks': [[]]}),
-        fetch_ticker=ticker_mock,
-
-    )
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['bid_strategy']['use_order_book'] = True
-    default_conf['bid_strategy']['order_book_top'] = 1
-    default_conf['bid_strategy']['ask_last_balance'] = 0
-    default_conf['telegram']['enabled'] = False
-
-    freqtrade = FreqtradeBot(default_conf)
-    # orderbook shall be used even if tickers would be lower.
-    with pytest.raises(PricingError):
-        freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
-    assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
+    if exception_thrown:
+        with pytest.raises(PricingError):
+            freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
+        assert log_has_re(
+            r'Buy Price at location 1 from orderbook could not be determined.', caplog)
+    else:
+        assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
+        assert ticker_mock.call_count == 0
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:

From 42a2fdc1c520c97b27cf937e25aa7bd85a581a21 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 03:01:08 -0600
Subject: [PATCH 600/834] parametrized test_order_dict

---
 tests/test_freqtradebot.py | 47 ++++++++------------------------------
 1 file changed, 10 insertions(+), 37 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 5268d40ec..8e8ae4da2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -78,11 +78,15 @@ def test_bot_cleanup(mocker, default_conf, caplog) -> None:
     assert coo_mock.call_count == 1
 
 
-def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
+@pytest.mark.parametrize('runmode', [
+    RunMode.DRY_RUN,
+    RunMode.LIVE
+])
+def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     conf = default_conf.copy()
-    conf['runmode'] = RunMode.DRY_RUN
+    conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
         'sell': 'limit',
@@ -92,45 +96,14 @@ def test_order_dict_dry_run(default_conf, mocker, caplog) -> None:
     conf['bid_strategy']['price_side'] = 'ask'
 
     freqtrade = FreqtradeBot(conf)
+    if runmode == RunMode.LIVE:
+        assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
     assert freqtrade.strategy.order_types['stoploss_on_exchange']
 
     caplog.clear()
     # is left untouched
     conf = default_conf.copy()
-    conf['runmode'] = RunMode.DRY_RUN
-    conf['order_types'] = {
-        'buy': 'market',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': False,
-    }
-    freqtrade = FreqtradeBot(conf)
-    assert not freqtrade.strategy.order_types['stoploss_on_exchange']
-    assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-
-
-def test_order_dict_live(default_conf, mocker, caplog) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-
-    conf = default_conf.copy()
-    conf['runmode'] = RunMode.LIVE
-    conf['order_types'] = {
-        'buy': 'market',
-        'sell': 'limit',
-        'stoploss': 'limit',
-        'stoploss_on_exchange': True,
-    }
-    conf['bid_strategy']['price_side'] = 'ask'
-
-    freqtrade = FreqtradeBot(conf)
-    assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
-    assert freqtrade.strategy.order_types['stoploss_on_exchange']
-
-    caplog.clear()
-    # is left untouched
-    conf = default_conf.copy()
-    conf['runmode'] = RunMode.LIVE
+    conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
         'sell': 'limit',
@@ -3139,7 +3112,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     # Disable loss
     (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
 ])
-def test_sell_profit_only_enable_profit(
+def test_sell_profit_only(
         default_conf, limit_buy_order, limit_buy_order_open,
         fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)

From 518a59ad41daa50c51deb8d7e70e75b3b9a8bad0 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 03:20:00 -0600
Subject: [PATCH 601/834] parametrized test_edge_overrides_stoploss

---
 tests/test_freqtradebot.py | 60 ++++++++++----------------------------
 1 file changed, 15 insertions(+), 45 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8e8ae4da2..debe2bee0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -192,8 +192,14 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
         'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
 
 
-def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf) -> None:
-
+@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
+    # Override stoploss
+    (0.79, False),
+    # Override strategy stoploss
+    (0.85, True)
+])
+def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
+                                 buy_price_mult, ignore_strat_sl, edge_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_edge(mocker)
@@ -207,9 +213,9 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': buy_price * 0.79,
-            'ask': buy_price * 0.79,
-            'last': buy_price * 0.79
+            'bid': buy_price * buy_price_mult,
+            'ask': buy_price * buy_price_mult,
+            'last': buy_price * buy_price_mult,
         }),
         get_fee=fee,
     )
@@ -226,46 +232,10 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker, edge_conf
     #############################################
 
     # stoploss shoud be hit
-    assert freqtrade.handle_trade(trade) is True
-    assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog)
-    assert trade.sell_reason == SellType.STOP_LOSS.value
-
-
-def test_edge_should_ignore_strategy_stoploss(limit_buy_order, fee,
-                                              mocker, edge_conf) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    patch_edge(mocker)
-    edge_conf['max_open_trades'] = float('inf')
-
-    # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
-    # Thus, if price falls 15%, stoploss should not be triggered
-    #
-    # mocking the ticker: price is falling ...
-    buy_price = limit_buy_order['price']
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': buy_price * 0.85,
-            'ask': buy_price * 0.85,
-            'last': buy_price * 0.85
-        }),
-        get_fee=fee,
-    )
-    #############################################
-
-    # Create a trade with "limit_buy_order" price
-    freqtrade = FreqtradeBot(edge_conf)
-    freqtrade.active_pair_whitelist = ['NEO/BTC']
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-    trade = Trade.query.first()
-    trade.update(limit_buy_order)
-    #############################################
-
-    # stoploss shoud not be hit
-    assert freqtrade.handle_trade(trade) is False
+    assert freqtrade.handle_trade(trade) is not ignore_strat_sl
+    if not ignore_strat_sl:
+        assert log_has('Executing Sell for NEO/BTC. Reason: stop_loss', caplog)
+        assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
 def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:

From 713e7819f7e534a36984f9f4c76a11bbfd948896 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 18 Sep 2021 15:27:58 +0300
Subject: [PATCH 602/834] [SQUASH] Remove mypy import.

---
 freqtrade/strategy/informative_decorator.py | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/freqtrade/strategy/informative_decorator.py b/freqtrade/strategy/informative_decorator.py
index c8ebf5989..4c5f21108 100644
--- a/freqtrade/strategy/informative_decorator.py
+++ b/freqtrade/strategy/informative_decorator.py
@@ -1,6 +1,5 @@
 from typing import Any, Callable, NamedTuple, Optional, Union
 
-from mypy_extensions import KwArg
 from pandas import DataFrame
 
 from freqtrade.exceptions import OperationalException
@@ -13,12 +12,12 @@ PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
 class InformativeData(NamedTuple):
     asset: Optional[str]
     timeframe: str
-    fmt: Union[str, Callable[[KwArg(str)], str], None]
+    fmt: Union[str, Callable[[Any], str], None]
     ffill: bool
 
 
 def informative(timeframe: str, asset: str = '',
-                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                fmt: Optional[Union[str, Callable[[Any], str]]] = None,
                 ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
     """
     A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to

From eab7f8f6944e77fa7ae69bf99fe885aa76aea5a5 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Sat, 18 Sep 2021 15:44:21 +0300
Subject: [PATCH 603/834] [SQUASH] Doh.

---
 tests/strategy/test_strategy_helpers.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index 9132382fa..a01b55050 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -5,8 +5,8 @@ import pandas as pd
 import pytest
 
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.strategy import (merge_informative_pair, stoploss_from_open, timeframe_to_minutes,
-                                stoploss_from_absolute)
+from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute, stoploss_from_open,
+                                timeframe_to_minutes)
 
 
 def generate_test_data(timeframe: str, size: int):

From c1895a0fc230f14e9de79a3042d77d3379a61c1f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 18 Sep 2021 15:30:33 +0200
Subject: [PATCH 604/834] Remove warning related to legacy hyperopt

---
 docs/strategy-customization.md | 3 ---
 1 file changed, 3 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 2b22dd274..725252b30 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -801,9 +801,6 @@ for more information.
     will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
     created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
 
-!!! Warning
-    When using a legacy hyperopt implementation informative pairs defined with a decorator will not be executed. Please update your strategy if necessary.
-
 ## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.

From ec9dbc550e66c2694bfe32a43c3442952d8b685c Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 19:19:53 -0600
Subject: [PATCH 605/834] parametrized test_create_trade_minimal_amount

---
 tests/test_freqtradebot.py | 93 +++++++++++---------------------------
 1 file changed, 26 insertions(+), 67 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index debe2bee0..209c8a2a2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -319,8 +319,16 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
         freqtrade.create_trade('ETH/BTC')
 
 
-def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
-                                     fee, mocker) -> None:
+@pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
+    (0.0005, True, True, 99),
+    (0.000000005, True, False, 99),
+    (0, False, True, 99),
+    (UNLIMITED_STAKE_AMOUNT, False, True, 0),
+])
+def test_create_trade_minimal_amount(
+    default_conf, ticker, limit_buy_order_open, fee, mocker,
+    stake_amount, create, amount_enough, max_open_trades, caplog
+) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     buy_mock = MagicMock(return_value=limit_buy_order_open)
@@ -330,74 +338,25 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
         create_order=buy_mock,
         get_fee=fee,
     )
-    default_conf['stake_amount'] = 0.0005
+    default_conf['max_open_trades'] = max_open_trades
     freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['stake_amount'] = stake_amount
     patch_get_signal(freqtrade)
 
-    freqtrade.create_trade('ETH/BTC')
-    rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
-    assert rate * amount <= default_conf['stake_amount']
-
-
-def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order_open,
-                                             fee, mocker, caplog) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    buy_mock = MagicMock(return_value=limit_buy_order_open)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=buy_mock,
-        get_fee=fee,
-    )
-
-    freqtrade = FreqtradeBot(default_conf)
-    freqtrade.config['stake_amount'] = 0.000000005
-
-    patch_get_signal(freqtrade)
-
-    assert freqtrade.create_trade('ETH/BTC')
-    assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
-
-
-def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
-                                        fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    buy_mock = MagicMock(return_value=limit_buy_order_open)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=buy_mock,
-        get_fee=fee,
-    )
-
-    freqtrade = FreqtradeBot(default_conf)
-    freqtrade.config['stake_amount'] = 0
-
-    patch_get_signal(freqtrade)
-
-    assert not freqtrade.create_trade('ETH/BTC')
-
-
-def test_create_trade_limit_reached(default_conf, ticker, limit_buy_order_open,
-                                    fee, mocker) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
-        get_fee=fee,
-    )
-    default_conf['max_open_trades'] = 0
-    default_conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
-
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-
-    assert not freqtrade.create_trade('ETH/BTC')
-    assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
+    if create:
+        assert freqtrade.create_trade('ETH/BTC')
+        if amount_enough:
+            rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
+            assert rate * amount <= default_conf['stake_amount']
+        else:
+            assert log_has_re(
+                r"Stake amount for pair .* is too small.*",
+                caplog
+            )
+    else:
+        assert not freqtrade.create_trade('ETH/BTC')
+        if not max_open_trades:
+            assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
 
 
 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,

From cee4ed541b8e4bec16ce8a23598531fb4d64ec57 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 18 Sep 2021 19:46:46 -0600
Subject: [PATCH 606/834] parametrized test_update_trade_state_withorderdict

---
 tests/test_freqtradebot.py | 104 +++++++++++++------------------------
 1 file changed, 35 insertions(+), 69 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 209c8a2a2..72d1f6150 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -359,8 +359,12 @@ def test_create_trade_minimal_amount(
             assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
 
 
+@pytest.mark.parametrize('whitelist,positions', [
+    (["ETH/BTC"], 1),  # No pairs left
+    ([], 0),  # No pairs in whitelist
+])
 def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,
-                                       mocker, caplog) -> None:
+                                       whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -369,36 +373,20 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
         create_order=MagicMock(return_value=limit_buy_order_open),
         get_fee=fee,
     )
-
-    default_conf['exchange']['pair_whitelist'] = ["ETH/BTC"]
+    default_conf['exchange']['pair_whitelist'] = whitelist
     freqtrade = FreqtradeBot(default_conf)
     patch_get_signal(freqtrade)
 
     n = freqtrade.enter_positions()
-    assert n == 1
-    assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
-    n = freqtrade.enter_positions()
-    assert n == 0
-    assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
-
-
-def test_enter_positions_no_pairs_in_whitelist(default_conf, ticker, limit_buy_order, fee,
-                                               mocker, caplog) -> None:
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_fee=fee,
-    )
-    default_conf['exchange']['pair_whitelist'] = []
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-
-    n = freqtrade.enter_positions()
-    assert n == 0
-    assert log_has("Active pair whitelist is empty.", caplog)
+    assert n == positions
+    if positions:
+        assert not log_has_re(r"No currency pair in active pair whitelist.*", caplog)
+        n = freqtrade.enter_positions()
+        assert n == 0
+        assert log_has_re(r"No currency pair in active pair whitelist.*", caplog)
+    else:
+        assert n == 0
+        assert log_has("Active pair whitelist is empty.", caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1555,30 +1543,27 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
                                                 stop_price=0.00002346 * 0.99)
 
 
-def test_enter_positions(mocker, default_conf, caplog) -> None:
+@pytest.mark.parametrize('return_value,side_effect,log_message', [
+    (False, None, 'Found no buy signals for whitelisted currencies. Trying again...'),
+    (None, DependencyException, 'Unable to create trade for ETH/BTC: ')
+])
+def test_enter_positions(mocker, default_conf, return_value, side_effect,
+                         log_message, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    mock_ct = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade',
-                           MagicMock(return_value=False))
-    n = freqtrade.enter_positions()
-    assert n == 0
-    assert log_has('Found no buy signals for whitelisted currencies. Trying again...', caplog)
-    # create_trade should be called once for every pair in the whitelist.
-    assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-
-
-def test_enter_positions_exception(mocker, default_conf, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-
     mock_ct = mocker.patch(
         'freqtrade.freqtradebot.FreqtradeBot.create_trade',
-        MagicMock(side_effect=DependencyException)
+        MagicMock(
+            return_value=return_value,
+            side_effect=side_effect
+        )
     )
     n = freqtrade.enter_positions()
     assert n == 0
+    assert log_has(log_message, caplog)
+    # create_trade should be called once for every pair in the whitelist.
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
-    assert log_has('Unable to create trade for ETH/BTC: ', caplog)
 
 
 def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
@@ -1672,8 +1657,13 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     assert log_has_re('Found open order for.*', caplog)
 
 
+@pytest.mark.parametrize('initial_amount,has_rounding_fee', [
+    (90.99181073 + 1e-14, True),
+    (8.0, False)
+])
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
-                                          mocker):
+                                          mocker, initial_amount, has_rounding_fee, caplog):
+    trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
@@ -1694,32 +1684,8 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     freqtrade.update_trade_state(trade, '123456', limit_buy_order)
     assert trade.amount != amount
     assert trade.amount == limit_buy_order['amount']
-
-
-def test_update_trade_state_withorderdict_rounding_fee(default_conf, trades_for_order, fee,
-                                                       limit_buy_order, mocker, caplog):
-    trades_for_order[0]['amount'] = limit_buy_order['amount'] + 1e-14
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    # fetch_order should not be called!!
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
-    patch_exchange(mocker)
-    amount = sum(x['amount'] for x in trades_for_order)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        open_rate=0.245441,
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_order_id='123456',
-        is_open=True,
-        open_date=arrow.utcnow().datetime,
-    )
-    freqtrade.update_trade_state(trade, '123456', limit_buy_order)
-    assert trade.amount != amount
-    assert trade.amount == limit_buy_order['amount']
-    assert log_has_re(r'Applying fee on amount for .*', caplog)
+    if has_rounding_fee:
+        assert log_has_re(r'Applying fee on amount for .*', caplog)
 
 
 def test_update_trade_state_exception(mocker, default_conf,

From ab88217186afa23718421ad67867a9d624024878 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Sep 2021 13:16:30 +0200
Subject: [PATCH 607/834] Improve /balance output to include starting balance
 and percentual change

closes #5503
---
 freqtrade/rpc/api_server/api_schemas.py |  7 +++++++
 freqtrade/rpc/rpc.py                    | 24 ++++++++++++++++++++----
 freqtrade/rpc/telegram.py               | 23 +++++++++++++++--------
 tests/rpc/test_rpc_apiserver.py         | 14 ++++++++++----
 tests/rpc/test_rpc_telegram.py          |  2 ++
 5 files changed, 54 insertions(+), 16 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 3adbebc16..eb6082087 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -46,6 +46,13 @@ class Balances(BaseModel):
     value: float
     stake: str
     note: str
+    starting_capital: float
+    starting_capital_ratio: float
+    starting_capital_pct: float
+    starting_capital_fiat: float
+    starting_capital_fiat_ratio: float
+    starting_capital_fiat_pct: float
+
 
 
 class Count(BaseModel):
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index b7b1fe603..12a444b80 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -458,6 +458,9 @@ class RPC:
             raise RPCException('Error getting current tickers.')
 
         self._freqtrade.wallets.update(require_update=False)
+        starting_capital = self._freqtrade.wallets.get_starting_balance()
+        starting_capital_fiat = self._fiat_converter.convert_amount(
+            starting_capital, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         for coin, balance in self._freqtrade.wallets.get_all_balances().items():
             if not balance.total:
@@ -493,15 +496,28 @@ class RPC:
             else:
                 raise RPCException('All balances are zero.')
 
-        symbol = fiat_display_currency
-        value = self._fiat_converter.convert_amount(total, stake_currency,
-                                                    symbol) if self._fiat_converter else 0
+        value = self._fiat_converter.convert_amount(
+            total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
+
+        starting_capital_ratio = 0.0
+        starting_capital_fiat_ratio = 0.0
+        if starting_capital:
+            starting_capital_ratio = (total / starting_capital) - 1
+        if starting_capital_fiat:
+            starting_capital_fiat_ratio = (value / starting_capital_fiat) - 1
+
         return {
             'currencies': output,
             'total': total,
-            'symbol': symbol,
+            'symbol': fiat_display_currency,
             'value': value,
             'stake': stake_currency,
+            'starting_capital': starting_capital,
+            'starting_capital_ratio': starting_capital_ratio,
+            'starting_capital_pct': round(starting_capital_ratio * 100, 2),
+            'starting_capital_fiat': starting_capital_fiat,
+            'starting_capital_fiat_ratio': starting_capital_fiat_ratio,
+            'starting_capital_fiat_pct': round(starting_capital_fiat_ratio * 100, 2),
             'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
         }
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index a988d2b60..ffb7385da 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -603,12 +603,15 @@ class Telegram(RPCHandler):
 
             output = ''
             if self._config['dry_run']:
-                output += (
-                    f"*Warning:* Simulated balances in Dry Mode.\n"
-                    "This mode is still experimental!\n"
-                    "Starting capital: "
-                    f"`{self._config['dry_run_wallet']}` {self._config['stake_currency']}.\n"
-                )
+                output += "*Warning:* Simulated balances in Dry Mode.\n"
+
+            output += ("Starting capital: "
+                       f"`{result['starting_capital']}` {self._config['stake_currency']}"
+                       )
+            output += (f" `{result['starting_capital_fiat']}` "
+                       f"{self._config['fiat_display_currency']}.\n"
+                       ) if result['starting_capital_fiat'] > 0 else '.\n'
+
             total_dust_balance = 0
             total_dust_currencies = 0
             for curr in result['currencies']:
@@ -641,9 +644,13 @@ class Telegram(RPCHandler):
                     f"{round_coin_value(total_dust_balance, result['stake'], False)}`\n")
 
             output += ("\n*Estimated Value*:\n"
-                       f"\t`{result['stake']}: {result['total']: .8f}`\n"
+                       f"\t`{result['stake']}: "
+                       f"{round_coin_value(result['total'], result['stake'], False)}`"
+                       f" `({result['starting_capital_pct']}%)`\n"
                        f"\t`{result['symbol']}: "
-                       f"{round_coin_value(result['value'], result['symbol'], False)}`\n")
+                       f"{round_coin_value(result['value'], result['symbol'], False)}`"
+                       f" `({result['starting_capital_fiat_pct']}%)`\n"
+            )
             self._send_msg(output, reload_able=True, callback_path="update_balance",
                            query=update.callback_query)
         except RPCException as e:
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 43eb70938..7c98b2df7 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -422,20 +422,22 @@ def test_api_stopbuy(botclient):
     assert ftbot.config['max_open_trades'] == 0
 
 
-def test_api_balance(botclient, mocker, rpc_balance):
+def test_api_balance(botclient, mocker, rpc_balance, tickers):
     ftbot, client = botclient
 
     ftbot.config['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
     mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
                  side_effect=lambda a, b: f"{a}/{b}")
     ftbot.wallets.update()
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)
-    assert "currencies" in rc.json()
-    assert len(rc.json()["currencies"]) == 5
-    assert rc.json()['currencies'][0] == {
+    response = rc.json()
+    assert "currencies" in response
+    assert len(response["currencies"]) == 5
+    assert response['currencies'][0] == {
         'currency': 'BTC',
         'free': 12.0,
         'balance': 12.0,
@@ -443,6 +445,10 @@ def test_api_balance(botclient, mocker, rpc_balance):
         'est_stake': 12.0,
         'stake': 'BTC',
     }
+    assert 'starting_capital' in response
+    assert 'starting_capital_fiat' in response
+    assert 'starting_capital_pct' in response
+    assert 'starting_capital_ratio' in response
 
 
 def test_api_count(botclient, mocker, ticker, fee, markets):
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 2013dad7d..21f1cd000 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -576,6 +576,8 @@ def test_balance_handle_too_large_response(default_conf, update, mocker) -> None
         'total': 100.0,
         'symbol': 100.0,
         'value': 1000.0,
+        'starting_capital': 1000,
+        'starting_capital_fiat': 1000,
     })
 
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)

From ec03531771904a3a20dc31e4c64d0f13156fdcce Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Sep 2021 13:29:09 +0200
Subject: [PATCH 608/834] Improve naming of variables

---
 freqtrade/rpc/api_server/api_schemas.py |  1 -
 freqtrade/rpc/rpc.py                    | 15 ++++++---------
 freqtrade/rpc/telegram.py               |  3 +--
 3 files changed, 7 insertions(+), 12 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index eb6082087..46187f571 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -54,7 +54,6 @@ class Balances(BaseModel):
     starting_capital_fiat_pct: float
 
 
-
 class Count(BaseModel):
     current: int
     max: int
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 12a444b80..f6599b429 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -459,7 +459,7 @@ class RPC:
 
         self._freqtrade.wallets.update(require_update=False)
         starting_capital = self._freqtrade.wallets.get_starting_balance()
-        starting_capital_fiat = self._fiat_converter.convert_amount(
+        starting_cap_fiat = self._fiat_converter.convert_amount(
             starting_capital, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         for coin, balance in self._freqtrade.wallets.get_all_balances().items():
@@ -500,11 +500,8 @@ class RPC:
             total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         starting_capital_ratio = 0.0
-        starting_capital_fiat_ratio = 0.0
-        if starting_capital:
-            starting_capital_ratio = (total / starting_capital) - 1
-        if starting_capital_fiat:
-            starting_capital_fiat_ratio = (value / starting_capital_fiat) - 1
+        starting_capital_ratio = (total / starting_capital) - 1 if starting_capital else 0.0
+        starting_cap_fiat_ratio = (value / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
 
         return {
             'currencies': output,
@@ -515,9 +512,9 @@ class RPC:
             'starting_capital': starting_capital,
             'starting_capital_ratio': starting_capital_ratio,
             'starting_capital_pct': round(starting_capital_ratio * 100, 2),
-            'starting_capital_fiat': starting_capital_fiat,
-            'starting_capital_fiat_ratio': starting_capital_fiat_ratio,
-            'starting_capital_fiat_pct': round(starting_capital_fiat_ratio * 100, 2),
+            'starting_capital_fiat': starting_cap_fiat,
+            'starting_capital_fiat_ratio': starting_cap_fiat_ratio,
+            'starting_capital_fiat_pct': round(starting_cap_fiat_ratio * 100, 2),
             'note': 'Simulated balances' if self._freqtrade.config['dry_run'] else ''
         }
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index ffb7385da..19c58b63d 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -649,8 +649,7 @@ class Telegram(RPCHandler):
                        f" `({result['starting_capital_pct']}%)`\n"
                        f"\t`{result['symbol']}: "
                        f"{round_coin_value(result['value'], result['symbol'], False)}`"
-                       f" `({result['starting_capital_fiat_pct']}%)`\n"
-            )
+                       f" `({result['starting_capital_fiat_pct']}%)`\n")
             self._send_msg(output, reload_able=True, callback_path="update_balance",
                            query=update.callback_query)
         except RPCException as e:

From 879bf47b32ff692e35f2509665b1ef9899eb3621 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Sep 2021 19:25:36 +0200
Subject: [PATCH 609/834] Refactor telegram.py to simplify send_msg

---
 freqtrade/rpc/telegram.py | 51 +++++++++++++++++++++------------------
 1 file changed, 28 insertions(+), 23 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 19c58b63d..898446ea0 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -260,29 +260,7 @@ class Telegram(RPCHandler):
 
         return message
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
-        """ Send a message to telegram channel """
-
-        default_noti = 'on'
-
-        msg_type = msg['type']
-        noti = ''
-        if msg_type == RPCMessageType.SELL:
-            sell_noti = self._config['telegram'] \
-                .get('notification_settings', {}).get(str(msg_type), {})
-            # For backward compatibility sell still can be string
-            if isinstance(sell_noti, str):
-                noti = sell_noti
-            else:
-                noti = sell_noti.get(str(msg['sell_reason']), default_noti)
-        else:
-            noti = self._config['telegram'] \
-                .get('notification_settings', {}).get(str(msg_type), default_noti)
-
-        if noti == 'off':
-            logger.info(f"Notification '{msg_type}' not sent.")
-            # Notification disabled
-            return
+    def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str:
 
         if msg_type == RPCMessageType.BUY:
             message = self._format_buy_msg(msg)
@@ -315,6 +293,33 @@ class Telegram(RPCHandler):
 
         else:
             raise NotImplementedError('Unknown message type: {}'.format(msg_type))
+        return message
+
+    def send_msg(self, msg: Dict[str, Any]) -> None:
+        """ Send a message to telegram channel """
+
+        default_noti = 'on'
+
+        msg_type = msg['type']
+        noti = ''
+        if msg_type == RPCMessageType.SELL:
+            sell_noti = self._config['telegram'] \
+                .get('notification_settings', {}).get(str(msg_type), {})
+            # For backward compatibility sell still can be string
+            if isinstance(sell_noti, str):
+                noti = sell_noti
+            else:
+                noti = sell_noti.get(str(msg['sell_reason']), default_noti)
+        else:
+            noti = self._config['telegram'] \
+                .get('notification_settings', {}).get(str(msg_type), default_noti)
+
+        if noti == 'off':
+            logger.info(f"Notification '{msg_type}' not sent.")
+            # Notification disabled
+            return
+
+        message = self.compose_message(msg, msg_type)
 
         self._send_msg(message, disable_notification=(noti == 'silent'))
 

From 1da091dea3006b67e2400cf1390981354626f4fb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 19 Sep 2021 19:41:19 +0200
Subject: [PATCH 610/834] ProtectionManager should return the lock just created

---
 freqtrade/persistence/pairlock_middleware.py |  4 +++-
 freqtrade/plugins/protectionmanager.py       | 23 ++++++++++----------
 tests/plugins/test_protections.py            |  4 ++--
 3 files changed, 16 insertions(+), 15 deletions(-)

diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index af904f693..8662fc36d 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -30,7 +30,8 @@ class PairLocks():
             PairLocks.locks = []
 
     @staticmethod
-    def lock_pair(pair: str, until: datetime, reason: str = None, *, now: datetime = None) -> None:
+    def lock_pair(pair: str, until: datetime, reason: str = None, *,
+                  now: datetime = None) -> PairLock:
         """
         Create PairLock from now to "until".
         Uses database by default, unless PairLocks.use_db is set to False,
@@ -52,6 +53,7 @@ class PairLocks():
             PairLock.query.session.commit()
         else:
             PairLocks.locks.append(lock)
+        return lock
 
     @staticmethod
     def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]:
diff --git a/freqtrade/plugins/protectionmanager.py b/freqtrade/plugins/protectionmanager.py
index f33e5b4bc..2510d6fee 100644
--- a/freqtrade/plugins/protectionmanager.py
+++ b/freqtrade/plugins/protectionmanager.py
@@ -6,6 +6,7 @@ from datetime import datetime, timezone
 from typing import Dict, List, Optional
 
 from freqtrade.persistence import PairLocks
+from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.protections import IProtection
 from freqtrade.resolvers import ProtectionResolver
 
@@ -43,30 +44,28 @@ class ProtectionManager():
         """
         return [{p.name: p.short_desc()} for p in self._protection_handlers]
 
-    def global_stop(self, now: Optional[datetime] = None) -> bool:
+    def global_stop(self, now: Optional[datetime] = None) -> Optional[PairLock]:
         if not now:
             now = datetime.now(timezone.utc)
-        result = False
+        result = None
         for protection_handler in self._protection_handlers:
             if protection_handler.has_global_stop:
-                result, until, reason = protection_handler.global_stop(now)
+                lock, until, reason = protection_handler.global_stop(now)
 
                 # Early stopping - first positive result blocks further trades
-                if result and until:
+                if lock and until:
                     if not PairLocks.is_global_lock(until):
-                        PairLocks.lock_pair('*', until, reason, now=now)
-                    result = True
+                        result = PairLocks.lock_pair('*', until, reason, now=now)
         return result
 
-    def stop_per_pair(self, pair, now: Optional[datetime] = None) -> bool:
+    def stop_per_pair(self, pair, now: Optional[datetime] = None) -> Optional[PairLock]:
         if not now:
             now = datetime.now(timezone.utc)
-        result = False
+        result = None
         for protection_handler in self._protection_handlers:
             if protection_handler.has_local_stop:
-                result, until, reason = protection_handler.stop_per_pair(pair, now)
-                if result and until:
+                lock, until, reason = protection_handler.stop_per_pair(pair, now)
+                if lock and until:
                     if not PairLocks.is_pair_locked(pair, until):
-                        PairLocks.lock_pair(pair, until, reason, now=now)
-                    result = True
+                        result = PairLocks.lock_pair(pair, until, reason, now=now)
         return result
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index c0a9ae72a..a3cb29c9d 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -125,7 +125,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     # Test 5m after lock-period - this should try and relock the pair, but end-time
     # should be the previous end-time
     end_time = PairLocks.get_pair_longest_lock('*').lock_end_time + timedelta(minutes=5)
-    assert freqtrade.protections.global_stop(end_time)
+    freqtrade.protections.global_stop(end_time)
     assert not PairLocks.is_global_lock(end_time)
 
 
@@ -182,7 +182,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
         min_ago_open=180, min_ago_close=30, profit_rate=0.9,
     ))
 
-    assert freqtrade.protections.stop_per_pair(pair)
+    freqtrade.protections.stop_per_pair(pair)
     assert freqtrade.protections.global_stop() != only_per_pair
     assert PairLocks.is_pair_locked(pair)
     assert PairLocks.is_global_lock() != only_per_pair

From c91a9a92f2ccecc5aac46f25a999c0b4a97b20a7 Mon Sep 17 00:00:00 2001
From: Bernhard Millauer <SeriousM@users.noreply.github.com>
Date: Mon, 20 Sep 2021 14:22:24 +0200
Subject: [PATCH 611/834] Add troubleshooting information

The time in wsl docker container shifts over time. Added information how to fix this issue.
---
 docs/docker_quickstart.md | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 1fa229225..f4f8c366d 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -149,6 +149,20 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
 
 You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
 
+### Troubleshooting
+
+### Docker on Windows
+
+* Error: `"Timestamp for this request is outside of the recvWindow."`
+  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
+    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
+    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
+    ```
+    taskkill /IM "Docker Desktop.exe" /F
+    wsl --shutdown
+    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
+    ```
+
 ## Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.

From a0fb43c6caca7d0b0f06cf9814d43f69341339b6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Sep 2021 19:12:59 +0200
Subject: [PATCH 612/834] Add pairlock-notification

---
 freqtrade/enums/rpcmessagetype.py |  1 +
 freqtrade/freqtradebot.py         | 16 ++++++++++++++--
 freqtrade/rpc/telegram.py         |  5 +++++
 tests/rpc/test_rpc_telegram.py    | 14 ++++++++++++++
 4 files changed, 34 insertions(+), 2 deletions(-)

diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py
index 9c59f6108..889d67cf4 100644
--- a/freqtrade/enums/rpcmessagetype.py
+++ b/freqtrade/enums/rpcmessagetype.py
@@ -11,6 +11,7 @@ class RPCMessageType(Enum):
     SELL = 'sell'
     SELL_FILL = 'sell_fill'
     SELL_CANCEL = 'sell_cancel'
+    PROTECTION_TRIGGER = 'protection_trigger'
 
     def __repr__(self):
         return self.value
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1cb8988ff..451b5764a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1292,8 +1292,7 @@ class FreqtradeBot(LoggingMixin):
         if not trade.is_open:
             if not stoploss_order and not trade.open_order_id:
                 self._notify_exit(trade, '', True)
-            self.protections.stop_per_pair(trade.pair)
-            self.protections.global_stop()
+            self.handle_protections(trade.pair)
             self.wallets.update()
         elif not trade.open_order_id:
             # Buy fill
@@ -1301,6 +1300,19 @@ class FreqtradeBot(LoggingMixin):
 
         return False
 
+    def handle_protections(self, pair: str) -> None:
+        prot_trig = self.protections.stop_per_pair(pair)
+        if prot_trig:
+            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg.update(prot_trig.to_json())
+            self.rpc.send_msg(msg)
+
+        prot_trig_glb = self.protections.global_stop()
+        if prot_trig_glb:
+            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg.update(prot_trig_glb.to_json())
+            self.rpc.send_msg(msg)
+
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
                               amount: float, fee_abs: float) -> float:
         """
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 898446ea0..934a5182a 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -281,6 +281,11 @@ class Telegram(RPCHandler):
                        "for {close_rate}.".format(**msg))
         elif msg_type == RPCMessageType.SELL:
             message = self._format_sell_msg(msg)
+        elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
+            message = (
+                "*Protection* triggered due to {reason}. "
+                "{pair} will be locked until {lock_end_time}."
+            ).format(**msg)
 
         elif msg_type == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 21f1cd000..0675e4d5f 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1313,6 +1313,20 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
             'Reason: cancelled due to timeout.')
 
 
+def test_send_msg_protection_notification(default_conf, mocker, time_machine) -> None:
+
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+    time_machine.move_to("2021-09-01 05:00:00 +00:00")
+    lock = PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=6).datetime, 'randreason')
+    msg = {
+        'type': RPCMessageType.PROTECTION_TRIGGER,
+    }
+    msg.update(lock.to_json())
+    telegram.send_msg(msg)
+    assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
+            "ETH/BTC will be locked until 2021-09-01 05:10:00.")
+
+
 def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
 
     default_conf['telegram']['notification_settings']['buy_fill'] = 'on'

From dd0db7ee5db04fb98b542e9541d46768b9bb2c05 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Sep 2021 19:23:40 +0200
Subject: [PATCH 613/834] Split protection-notification into global and
 per-pair

---
 config_examples/config_full.example.json |  4 +++-
 docs/telegram-usage.md                   |  4 +++-
 freqtrade/enums/rpcmessagetype.py        |  1 +
 freqtrade/freqtradebot.py                |  2 +-
 freqtrade/rpc/telegram.py                |  6 +++++-
 tests/rpc/test_rpc_telegram.py           | 13 +++++++++++++
 6 files changed, 26 insertions(+), 4 deletions(-)

diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index d0f3f0df6..c415d70b0 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -149,7 +149,9 @@
             },
             "sell_fill": "on",
             "buy_cancel": "on",
-            "sell_cancel": "on"
+            "sell_cancel": "on",
+            "protection_trigger": "off",
+            "protection_trigger_global": "on"
         },
         "reload": true,
         "balance_dust_level": 0.01
diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index b020b00db..1e6fa9dae 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -93,7 +93,9 @@ Example configuration showing the different settings:
         "buy_cancel": "silent",
         "sell_cancel": "on",
         "buy_fill": "off",
-        "sell_fill": "off"
+        "sell_fill": "off",
+        "protection_trigger": "off",
+        "protection_trigger_global": "on"
     },
     "reload": true,
     "balance_dust_level": 0.01
diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py
index 889d67cf4..4e3f693e5 100644
--- a/freqtrade/enums/rpcmessagetype.py
+++ b/freqtrade/enums/rpcmessagetype.py
@@ -12,6 +12,7 @@ class RPCMessageType(Enum):
     SELL_FILL = 'sell_fill'
     SELL_CANCEL = 'sell_cancel'
     PROTECTION_TRIGGER = 'protection_trigger'
+    PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global'
 
     def __repr__(self):
         return self.value
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 451b5764a..37be3173a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1309,7 +1309,7 @@ class FreqtradeBot(LoggingMixin):
 
         prot_trig_glb = self.protections.global_stop()
         if prot_trig_glb:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
             msg.update(prot_trig_glb.to_json())
             self.rpc.send_msg(msg)
 
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 934a5182a..0687f95a2 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -286,7 +286,11 @@ class Telegram(RPCHandler):
                 "*Protection* triggered due to {reason}. "
                 "{pair} will be locked until {lock_end_time}."
             ).format(**msg)
-
+        elif msg_type == RPCMessageType.PROTECTION_TRIGGER_GLOBAL:
+            message = (
+                "*Protection* triggered due to {reason}. "
+                "All pairs will be locked until {lock_end_time}."
+            ).format(**msg)
         elif msg_type == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
 
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 0675e4d5f..d37a74187 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1326,6 +1326,19 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) ->
     assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
             "ETH/BTC will be locked until 2021-09-01 05:10:00.")
 
+    msg_mock.reset_mock()
+    # Test global protection
+
+    msg = {
+        'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
+    }
+    lock = PairLocks.lock_pair('*', arrow.utcnow().shift(minutes=100).datetime, 'randreason')
+    msg.update(lock.to_json())
+    telegram.send_msg(msg)
+    assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
+            "All pairs will be locked until 2021-09-01 06:45:00.")
+
+
 
 def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
 

From fd23ab3d647db7444d12129755ddf001e014dbcd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Sep 2021 19:49:18 +0200
Subject: [PATCH 614/834] improve formatting, add tests

---
 freqtrade/rpc/telegram.py      |  4 ++--
 tests/rpc/test_rpc_telegram.py |  5 ++---
 tests/test_freqtradebot.py     | 23 +++++++++++++++++++++++
 3 files changed, 27 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 0687f95a2..059ba9c41 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -284,12 +284,12 @@ class Telegram(RPCHandler):
         elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
             message = (
                 "*Protection* triggered due to {reason}. "
-                "{pair} will be locked until {lock_end_time}."
+                "`{pair}` will be locked until `{lock_end_time}`."
             ).format(**msg)
         elif msg_type == RPCMessageType.PROTECTION_TRIGGER_GLOBAL:
             message = (
                 "*Protection* triggered due to {reason}. "
-                "All pairs will be locked until {lock_end_time}."
+                "*All pairs* will be locked until `{lock_end_time}`."
             ).format(**msg)
         elif msg_type == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index d37a74187..8c285a76e 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1324,7 +1324,7 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) ->
     msg.update(lock.to_json())
     telegram.send_msg(msg)
     assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
-            "ETH/BTC will be locked until 2021-09-01 05:10:00.")
+            "`ETH/BTC` will be locked until `2021-09-01 05:10:00`.")
 
     msg_mock.reset_mock()
     # Test global protection
@@ -1336,8 +1336,7 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) ->
     msg.update(lock.to_json())
     telegram.send_msg(msg)
     assert (msg_mock.call_args[0][0] == "*Protection* triggered due to randreason. "
-            "All pairs will be locked until 2021-09-01 06:45:00.")
-
+            "*All pairs* will be locked until `2021-09-01 06:45:00`.")
 
 
 def test_send_msg_buy_fill_notification(default_conf, mocker) -> None:
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index eb3c77cc7..e1df6dad9 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -526,6 +526,29 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order,
     assert log_has_re(message, caplog)
 
 
+def test_handle_protections(mocker, default_conf, fee):
+    default_conf['protections'] = [
+        {"method": "CooldownPeriod", "stop_duration": 60},
+        {
+            "method": "StoplossGuard",
+            "lookback_period_candles": 24,
+            "trade_limit": 4,
+            "stop_duration_candles": 4,
+            "only_per_pair": False
+        }
+    ]
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade.protections._protection_handlers[1].global_stop = MagicMock(
+        return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf"))
+    create_mock_trades(fee)
+    freqtrade.handle_protections('ETC/BTC')
+    send_msg_mock = freqtrade.rpc.send_msg
+    assert send_msg_mock.call_count == 2
+    assert send_msg_mock.call_args_list[0][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER
+    assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL
+
+
 def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
     default_conf['dry_run'] = True
 

From 3ce05c0d548119fd5618ba2700313a69ec10f3c5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 20 Sep 2021 20:08:48 +0200
Subject: [PATCH 615/834] Add "sane" defaults to protection triggers

---
 docs/telegram-usage.md         | 1 +
 freqtrade/constants.py         | 9 +++++++++
 tests/rpc/test_rpc_telegram.py | 2 ++
 3 files changed, 12 insertions(+)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index 1e6fa9dae..b9d01a236 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -105,6 +105,7 @@ Example configuration showing the different settings:
 `buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange.
 `sell` notifications are sent when the order is placed, while `sell_fill` notifications are sent when the order is filled on the exchange.
 `*_fill` notifications are off by default and must be explicitly enabled.
+`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
 
 
 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 9ca43d459..4997108bc 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -284,6 +284,15 @@ CONF_SCHEMA = {
                             'enum': TELEGRAM_SETTING_OPTIONS,
                             'default': 'off'
                         },
+                        'protection_trigger': {
+                            'type': 'string',
+                            'enum': TELEGRAM_SETTING_OPTIONS,
+                            'default': 'off'
+                        },
+                        'protection_trigger_global': {
+                            'type': 'string',
+                            'enum': TELEGRAM_SETTING_OPTIONS,
+                        },
                     }
                 },
                 'reload': {'type': 'boolean'},
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index 8c285a76e..7dde7b803 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -1315,6 +1315,8 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker) -> None:
 
 def test_send_msg_protection_notification(default_conf, mocker, time_machine) -> None:
 
+    default_conf['telegram']['notification_settings']['protection_trigger'] = 'on'
+
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
     time_machine.move_to("2021-09-01 05:00:00 +00:00")
     lock = PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=6).datetime, 'randreason')

From abddb0db66b431abf5902a8fa74dbf5f2cf16e56 Mon Sep 17 00:00:00 2001
From: Bernhard Millauer <SeriousM@users.noreply.github.com>
Date: Tue, 21 Sep 2021 10:13:19 +0200
Subject: [PATCH 616/834] Fix header indention

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/docker_quickstart.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index f4f8c366d..33b1c7ea1 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -151,7 +151,7 @@ You can then run `docker-compose build` to build the docker image, and run it us
 
 ### Troubleshooting
 
-### Docker on Windows
+#### Docker on Windows
 
 * Error: `"Timestamp for this request is outside of the recvWindow."`
   * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.

From 6fc770d97dd8d4380be3fb94e8f3dcedfa981cd7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 21 Sep 2021 15:12:35 +0200
Subject: [PATCH 617/834] Add warning about running with docker on windows

---
 docs/docker_quickstart.md | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 33b1c7ea1..2f350d207 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -163,6 +163,10 @@ You can then run `docker-compose build` to build the docker image, and run it us
     start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
     ```
 
+!!! Warning
+    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
+    Best use a linux-VPS for running freqtrade reliably.
+
 ## Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.

From 277828bf0ebac1c370b02b4dfb6ca15628d63b1e Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Tue, 21 Sep 2021 07:56:16 -0600
Subject: [PATCH 618/834] parameterize some tests

---
 tests/test_freqtradebot.py | 219 ++++++++++++++-----------------------
 1 file changed, 84 insertions(+), 135 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 72d1f6150..d96ef71d6 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3545,8 +3545,34 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
                    caplog)
 
 
-def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    trades_for_order[0]['fee']['currency'] = 'ETH'
+@pytest.mark.parametrize(
+    'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log',
+    [
+        (None, 'ETH', 0, True, None),
+        (0.004, None, 0, True, None),
+        (0.00094518, "BNB", 0, True, None),
+        (
+            0.004,
+            "LTC",
+            0.004,
+            False,
+            (
+                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
+            )
+        ),
+        (0.008, None, 0, True, None),
+    ]
+)
+def test_get_real_amount(
+    default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
+    fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log
+):
+
+    buy_order = deepcopy(buy_order_fee)
+    buy_order['fee'] = {'cost': fee_cost, 'currency': fee_currency}
+    trades_for_order[0]['fee']['cost'] = fee_cost
+    trades_for_order[0]['fee']['currency'] = fee_currency
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
@@ -3561,19 +3587,58 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, fe
     )
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
+    if not use_ticker_rate:
+        mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
+
     # Amount does not change
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
+    assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
+
+    if expected_log:
+        assert log_has(expected_log, caplog)
 
 
-def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee,
-                                            fee, mocker):
+@pytest.mark.parametrize(
+    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log',
+    [
+        (
+            "BTC",
+            None,
+            None,
+            0.001,
+            0.001,
+            (
+                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
+            )
+        ),
+        (
+            "ETH",
+            0.02,
+            'BNB',
+            0.0005,
+            0.001518575,
+            (
+                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
+            )
+        ),
+    ]
+)
+def test_get_real_amount_multi(
+    default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
+    stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log,
+):
 
-    limit_buy_order = deepcopy(buy_order_fee)
-    limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
-    trades_for_order[0]['fee']['currency'] = None
+    trades_for_order = deepcopy(trades_for_order2)
+    if fee_cost:
+        trades_for_order[0]['fee']['cost'] = fee_cost
+    if fee_currency:
+        trades_for_order[0]['fee']['currency'] = fee_currency
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    amount = sum(x['amount'] for x in trades_for_order)
+    amount = float(sum(x['amount'] for x in trades_for_order))
+    default_conf['stake_currency'] = stake_currency
+
     trade = Trade(
         pair='LTC/ETH',
         amount=amount,
@@ -3583,124 +3648,29 @@ def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    # Amount does not change
-    assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
-
-
-def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    trades_for_order[0]['fee']['currency'] = 'BNB'
-    trades_for_order[0]['fee']['cost'] = 0.00094518
-
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    amount = sum(x['amount'] for x in trades_for_order)
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.245441,
-        open_order_id="123456"
-    )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-
-    # Amount does not change
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
-
-
-def test_get_real_amount_multi(default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker):
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order2)
-    amount = float(sum(x['amount'] for x in trades_for_order2))
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.245441,
-        open_order_id="123456"
-    )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-
-    # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
-    assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                   'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).',
-                   caplog)
-
-    assert trade.fee_open == 0.001
-    assert trade.fee_close == 0.001
-    assert trade.fee_open_cost is not None
-    assert trade.fee_open_currency is not None
-    assert trade.fee_close_cost is None
-    assert trade.fee_close_currency is None
-
-
-def test_get_real_amount_multi2(default_conf, trades_for_order3, buy_order_fee, caplog, fee,
-                                mocker, markets):
-    # Different fee currency on both trades
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order3)
-    amount = float(sum(x['amount'] for x in trades_for_order3))
-    default_conf['stake_currency'] = 'ETH'
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.245441,
-        open_order_id="123456"
-    )
     # Fake markets entry to enable fee parsing
     markets['BNB/ETH'] = markets['ETH/BTC']
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 return_value={'ask': 0.19, 'last': 0.2})
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        return_value={'ask': 0.19, 'last': 0.2}
+    )
 
     # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.0005)
-    assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                   'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
-                   caplog)
-    # Overall fee is average of both trade's fee
-    assert trade.fee_open == 0.001518575
+    expected_amount = amount - (amount * fee_reduction_amount)
+    assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
+    assert log_has(expected_log, caplog)
+
+    assert trade.fee_open == expected_fee
+    assert trade.fee_close == expected_fee
     assert trade.fee_open_cost is not None
     assert trade.fee_open_currency is not None
     assert trade.fee_close_cost is None
     assert trade.fee_close_currency is None
 
 
-def test_get_real_amount_fromorder(default_conf, trades_for_order, buy_order_fee, fee,
-                                   caplog, mocker):
-    limit_buy_order = deepcopy(buy_order_fee)
-    limit_buy_order['fee'] = {'cost': 0.004, 'currency': 'LTC'}
-
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order',
-                 return_value=[trades_for_order])
-    amount = float(sum(x['amount'] for x in trades_for_order))
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.245441,
-        open_order_id="123456"
-    )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    # Ticker rate cannot be found for this to work.
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
-
-    # Amount is reduced by "fee"
-    assert freqtrade.get_real_amount(trade, limit_buy_order) == amount - 0.004
-    assert log_has('Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                   'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).',
-                   caplog)
-
-
 def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
     limit_buy_order = deepcopy(buy_order_fee)
     limit_buy_order['fee'] = {'cost': 0.004}
@@ -3768,27 +3738,6 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
                    abs_tol=MATH_CLOSE_PREC,)
 
 
-def test_get_real_amount_invalid(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    # Remove "Currency" from fee dict
-    trades_for_order[0]['fee'] = {'cost': 0.008}
-
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
-    amount = sum(x['amount'] for x in trades_for_order)
-    trade = Trade(
-        pair='LTC/ETH',
-        amount=amount,
-        exchange='binance',
-        open_rate=0.245441,
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-
-        open_order_id="123456"
-    )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    # Amount does not change
-    assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
-
-
 def test_get_real_amount_open_trade(default_conf, fee, mocker):
     amount = 12345
     trade = Trade(

From 707d0ef795868961fe652046f12a190047809de3 Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Tue, 21 Sep 2021 12:16:10 -0600
Subject: [PATCH 619/834] remove trades_for_order3

---
 tests/conftest.py | 8 --------
 1 file changed, 8 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 5e08e7097..7354c0b2c 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1685,14 +1685,6 @@ def trades_for_order2():
              'fee': {'cost': 0.004, 'currency': 'LTC'}}]
 
 
-@pytest.fixture(scope="function")
-def trades_for_order3(trades_for_order2):
-    # Different fee currencies for each trade
-    trades_for_order = deepcopy(trades_for_order2)
-    trades_for_order[0]['fee'] = {'cost': 0.02, 'currency': 'BNB'}
-    return trades_for_order
-
-
 @pytest.fixture
 def buy_order_fee():
     return {

From b0de4d333e86bfe23f065ab365e2ab18bb7ca41d Mon Sep 17 00:00:00 2001
From: Peter Willemsen <peter@codebuffet.co>
Date: Tue, 21 Sep 2021 23:20:40 +0200
Subject: [PATCH 620/834] fixed webhook error

---
 freqtrade/freqtradebot.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 1cb8988ff..95f2280ac 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1217,7 +1217,7 @@ class FreqtradeBot(LoggingMixin):
             'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'gain': gain,
-            'limit': profit_rate,
+            'limit': profit_rate or 0,
             'order_type': order_type,
             'amount': trade.amount,
             'open_rate': trade.open_rate,
@@ -1226,7 +1226,7 @@ class FreqtradeBot(LoggingMixin):
             'profit_ratio': profit_ratio,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
-            'close_date': trade.close_date,
+            'close_date': trade.close_date or datetime.utcnow(),
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'reason': reason,

From 553c868d7f2a8d4e7edafaccdf814cc7249e0ac9 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Tue, 21 Sep 2021 16:40:24 -0600
Subject: [PATCH 621/834] combined test_order_book_depth_of_market and
 test_order_book_depth_of_market_high_delta

---
 tests/test_freqtradebot.py | 122 +++++++++++++------------------------
 1 file changed, 42 insertions(+), 80 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d96ef71d6..0a2f73263 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3546,24 +3546,19 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 
 
 @pytest.mark.parametrize(
-    'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log',
-    [
+    'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', [
         (None, 'ETH', 0, True, None),
         (0.004, None, 0, True, None),
-        (0.00094518, "BNB", 0, True, None),
-        (
-            0.004,
-            "LTC",
-            0.004,
-            False,
-            (
-                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
-            )
-        ),
+        (0.00094518, "BNB", 0, True, (
+            'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
+            ' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
+        )),
+        (0.004, "LTC", 0.004, False, (
+            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
+        )),
         (0.008, None, 0, True, None),
-    ]
-)
+    ])
 def test_get_real_amount(
     default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
     fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log
@@ -3590,6 +3585,7 @@ def test_get_real_amount(
     if not use_ticker_rate:
         mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
 
+    caplog.clear()
     # Amount does not change
     assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
 
@@ -3598,32 +3594,16 @@ def test_get_real_amount(
 
 
 @pytest.mark.parametrize(
-    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log',
-    [
-        (
-            "BTC",
-            None,
-            None,
-            0.001,
-            0.001,
-            (
-                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
-            )
-        ),
-        (
-            "ETH",
-            0.02,
-            'BNB',
-            0.0005,
-            0.001518575,
-            (
-                'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-                'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
-            )
-        ),
-    ]
-)
+    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log', [
+        ("BTC", None, None, 0.001, 0.001, (
+            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
+        )),
+        ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, (
+            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
+        )),
+    ])
 def test_get_real_amount_multi(
     default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
     stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log,
@@ -3653,10 +3633,8 @@ def test_get_real_amount_multi(
     markets['BNB/ETH'] = markets['ETH/BTC']
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    mocker.patch(
-        'freqtrade.exchange.Exchange.fetch_ticker',
-        return_value={'ask': 0.19, 'last': 0.2}
-    )
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': 0.19, 'last': 0.2})
 
     # Amount is reduced by "fee"
     expected_amount = amount - (amount * fee_reduction_amount)
@@ -3788,10 +3766,14 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
     assert walletmock.call_count == 1
 
 
+@pytest.mark.parametrize("delta, is_high_delta", [
+    (0.1, False),
+    (100, True),
+])
 def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
-                                    fee, mocker, order_book_l2):
+                                    fee, mocker, order_book_l2, delta, is_high_delta):
     default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
-    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 0.1
+    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
@@ -3809,42 +3791,22 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    assert trade is not None
-    assert trade.stake_amount == 0.001
-    assert trade.is_open
-    assert trade.open_date is not None
-    assert trade.exchange == 'binance'
+    if is_high_delta:
+        assert trade is None
+    else:
+        assert trade is not None
+        assert trade.stake_amount == 0.001
+        assert trade.is_open
+        assert trade.open_date is not None
+        assert trade.exchange == 'binance'
 
-    assert len(Trade.query.all()) == 1
+        assert len(Trade.query.all()) == 1
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    trade.update(limit_buy_order)
+        # Simulate fulfilled LIMIT_BUY order for trade
+        trade.update(limit_buy_order)
 
-    assert trade.open_rate == 0.00001099
-    assert whitelist == default_conf['exchange']['pair_whitelist']
-
-
-def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_order,
-                                               fee, mocker, order_book_l2):
-    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
-    # delta is 100 which is impossible to reach. hence check_depth_of_market will return false
-    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
-        get_fee=fee,
-    )
-    # Save state of current whitelist
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    assert trade is None
+        assert trade.open_rate == 0.00001099
+        assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
 @pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [

From 3845d5518641263e8bb3a6864d8043d34f29c9b8 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Tue, 21 Sep 2021 20:04:23 -0500
Subject: [PATCH 622/834] a new hyperopt loss created that uses calmar ratio

This is a new hyperopt loss file that uses the Calmar Ratio.

Calmar Ratio = average annual rate of return / maximum drawdown
---
 freqtrade/optimize/hyperopt_loss_calmar.py | 52 ++++++++++++++++++++++
 1 file changed, 52 insertions(+)
 create mode 100644 freqtrade/optimize/hyperopt_loss_calmar.py

diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py
new file mode 100644
index 000000000..c6211cb2b
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -0,0 +1,52 @@
+"""
+CalmarHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from datetime import datetime
+
+import numpy as np
+from pandas import DataFrame
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+from freqtrade.data.btanalysis import calculate_max_drawdown
+
+
+class CalmarHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation uses the Calmar Ratio calculation.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for more optimal results.
+
+        Uses Calmar Ratio calculation.
+        """
+        total_profit = results["profit_ratio"]
+        days_period = (max_date - min_date).days
+
+        # adding slippage of 0.1% per trade
+        total_profit = total_profit - 0.0005
+        expected_returns_mean = total_profit.sum() / days_period
+
+        # calculate max drawdown
+        try:
+            _, _, _, high_val, low_val = calculate_max_drawdown(results)
+            max_drawdown = -(high_val - low_val) / high_val
+        except ValueError:
+            max_drawdown = 0
+
+        if max_drawdown > 0:
+            calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365)
+        else:
+            calmar_ratio = -20.
+
+        # print(calmar_ratio)
+        return -calmar_ratio

From 3834bb86ff73794086ed188d6910bf7527c04cbf Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Tue, 21 Sep 2021 20:25:17 -0500
Subject: [PATCH 623/834] updated line 42

I removed the minus sign on max drawdown.
---
 freqtrade/optimize/hyperopt_loss_calmar.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py
index c6211cb2b..8ee1a5c27 100644
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -39,7 +39,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
         # calculate max drawdown
         try:
             _, _, _, high_val, low_val = calculate_max_drawdown(results)
-            max_drawdown = -(high_val - low_val) / high_val
+            max_drawdown = (high_val - low_val) / high_val
         except ValueError:
             max_drawdown = 0
 

From b946f8e7f19fb5674b77385d44c6cf266e0e37e0 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Wed, 22 Sep 2021 09:18:17 -0500
Subject: [PATCH 624/834] I sorted imports with isort

---
 freqtrade/optimize/hyperopt_loss_calmar.py | 10 ++++------
 1 file changed, 4 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py
index 8ee1a5c27..866c0aa5f 100644
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -7,10 +7,9 @@ Hyperoptimization.
 from datetime import datetime
 
 import numpy as np
-from pandas import DataFrame
-
-from freqtrade.optimize.hyperopt import IHyperOptLoss
 from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+from pandas import DataFrame
 
 
 class CalmarHyperOptLoss(IHyperOptLoss):
@@ -38,15 +37,14 @@ class CalmarHyperOptLoss(IHyperOptLoss):
 
         # calculate max drawdown
         try:
-            _, _, _, high_val, low_val = calculate_max_drawdown(results)
+            _,_,_,high_val,low_val = calculate_max_drawdown(results)
             max_drawdown = (high_val - low_val) / high_val
         except ValueError:
             max_drawdown = 0
 
-        if max_drawdown > 0:
+        if max_drawdown != 0 and trade_count > 1000:
             calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365)
         else:
             calmar_ratio = -20.
 
-        # print(calmar_ratio)
         return -calmar_ratio

From c6b684603caffb106b9dc7f550d5caf5b980d638 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Wed, 22 Sep 2021 09:21:43 -0500
Subject: [PATCH 625/834] removed trade_count inside if statement

i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
---
 freqtrade/optimize/hyperopt_loss_calmar.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py
index 866c0aa5f..b2a819444 100644
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -42,7 +42,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
         except ValueError:
             max_drawdown = 0
 
-        if max_drawdown != 0 and trade_count > 1000:
+        if max_drawdown != 0:
             calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365)
         else:
             calmar_ratio = -20.

From f768bdea503780b6c220afe36691fbbd09752689 Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Wed, 22 Sep 2021 10:32:30 -0600
Subject: [PATCH 626/834] cleanup based on feedback

---
 tests/test_freqtradebot.py | 25 +++++++++++++------------
 1 file changed, 13 insertions(+), 12 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 0a2f73263..eaaadbcb1 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3594,19 +3594,13 @@ def test_get_real_amount(
 
 
 @pytest.mark.parametrize(
-    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log', [
-        ("BTC", None, None, 0.001, 0.001, (
-            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.992).'
-        )),
-        ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, (
-            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
-            'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
-        )),
+    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
+        (None, None, None, 0.001, 0.001, 7.992),
+        ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])
 def test_get_real_amount_multi(
     default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
-    stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log,
+    stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
 ):
 
     trades_for_order = deepcopy(trades_for_order2)
@@ -3617,7 +3611,8 @@ def test_get_real_amount_multi(
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
-    default_conf['stake_currency'] = stake_currency
+    if stake_currency:
+        default_conf['stake_currency'] = stake_currency
 
     trade = Trade(
         pair='LTC/ETH',
@@ -3639,7 +3634,13 @@ def test_get_real_amount_multi(
     # Amount is reduced by "fee"
     expected_amount = amount - (amount * fee_reduction_amount)
     assert freqtrade.get_real_amount(trade, buy_order_fee) == expected_amount
-    assert log_has(expected_log, caplog)
+    assert log_has(
+        (
+            'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
+            f'open_rate=0.24544100, open_since=closed) (from 8.0 to {expected_log_amount}).'
+        ),
+        caplog
+    )
 
     assert trade.fee_open == expected_fee
     assert trade.fee_close == expected_fee

From 8cfb6ddd518bc4edf910c9f07afdc1ee85d103aa Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Wed, 22 Sep 2021 10:48:13 -0600
Subject: [PATCH 627/834] fix long line

---
 tests/test_freqtradebot.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index eaaadbcb1..b987d54d8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3594,7 +3594,7 @@ def test_get_real_amount(
 
 
 @pytest.mark.parametrize(
-    'stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
+    'stake_currency,fee_cost,fee_currency,fee_reduction_amount,expected_fee,expected_log_amount', [
         (None, None, None, 0.001, 0.001, 7.992),
         ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])

From 30cc69c880cf736225f6246331527ab202398588 Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Wed, 22 Sep 2021 11:28:42 -0600
Subject: [PATCH 628/834] set all to eth for multi test

---
 tests/test_freqtradebot.py | 11 +++++------
 1 file changed, 5 insertions(+), 6 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b987d54d8..8e036e80a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3594,13 +3594,13 @@ def test_get_real_amount(
 
 
 @pytest.mark.parametrize(
-    'stake_currency,fee_cost,fee_currency,fee_reduction_amount,expected_fee,expected_log_amount', [
-        (None, None, None, 0.001, 0.001, 7.992),
-        ("ETH", 0.02, 'BNB', 0.0005, 0.001518575, 7.996),
+    'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
+        (None, None, 0.001, 0.001, 7.992),
+        (0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])
 def test_get_real_amount_multi(
     default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
-    stake_currency, fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
+    fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
 ):
 
     trades_for_order = deepcopy(trades_for_order2)
@@ -3611,8 +3611,7 @@ def test_get_real_amount_multi(
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
-    if stake_currency:
-        default_conf['stake_currency'] = stake_currency
+    default_conf['stake_currency'] = "ETH"
 
     trade = Trade(
         pair='LTC/ETH',

From 2bf49445b7db8a15681f8fb690d3db6162f0e8c1 Mon Sep 17 00:00:00 2001
From: matt ferrante <mferrante3@gmail.com>
Date: Wed, 22 Sep 2021 16:11:27 -0600
Subject: [PATCH 629/834] add parameterized names

---
 tests/test_freqtradebot.py | 8 +++++++-
 1 file changed, 7 insertions(+), 1 deletion(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 8e036e80a..9c9271810 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3547,16 +3547,21 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 
 @pytest.mark.parametrize(
     'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', [
+        # basic, amount does not change
         (None, 'ETH', 0, True, None),
+        # no currency in fee
         (0.004, None, 0, True, None),
+        # BNB no rate
         (0.00094518, "BNB", 0, True, (
             'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
             ' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
         )),
+        # from order
         (0.004, "LTC", 0.004, False, (
             'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
             'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
         )),
+        # invalid, no currency in from fee dict
         (0.008, None, 0, True, None),
     ])
 def test_get_real_amount(
@@ -3586,7 +3591,6 @@ def test_get_real_amount(
         mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
 
     caplog.clear()
-    # Amount does not change
     assert freqtrade.get_real_amount(trade, buy_order) == amount - fee_reduction_amount
 
     if expected_log:
@@ -3595,7 +3599,9 @@ def test_get_real_amount(
 
 @pytest.mark.parametrize(
     'fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount', [
+        # basic, amount is reduced by fee
         (None, None, 0.001, 0.001, 7.992),
+        # different fee currency on both trades, fee is average of both trade's fee
         (0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])
 def test_get_real_amount_multi(

From d7903f012f7af5f3c19df527780456bab0ca986f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 23 Sep 2021 07:25:11 +0200
Subject: [PATCH 630/834] Move PerformanceWarning to advanced section

rewrite to use strategy parameters instead of plain range
---
 docs/strategy-advanced.md      | 30 ++++++++++++++++++++++++++++++
 docs/strategy-customization.md | 27 ---------------------------
 2 files changed, 30 insertions(+), 27 deletions(-)

diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md
index 4409af6ea..d7d0dd04a 100644
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -695,3 +695,33 @@ The variable 'content', will contain the strategy file in a BASE64 encoded form.
 ```
 
 Please ensure that 'NameOfStrategy' is identical to the strategy name!
+
+## Performance warning
+
+When executing a strategy, one can sometimes be greeted by the following in the logs
+
+> PerformanceWarning: DataFrame is highly fragmented.
+
+This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say:
+use `pd.concat(axis=1)`.
+This can have slight performance implications, which are usually only visible during hyperopt (when optimizing an indicator).
+
+For example:
+
+```python
+for val in self.buy_ema_short.range:
+    dataframe[f'ema_short_{val}'] = ta.EMA(dataframe, timeperiod=val)
+```
+
+should be rewritten to
+
+```python
+frames = [dataframe]
+for val in self.buy_ema_short.range:
+    frames.append({
+        f'ema_short_{val}': ta.EMA(dataframe, timeperiod=val)
+    })
+
+# Append columns to existing dataframe
+merged_frame = pd.concat(frames, axis=1)
+```
diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 194517b2b..6d6eff2aa 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -793,33 +793,6 @@ The following lists some common patterns which should be avoided to prevent frus
 - don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling(<window>).mean()` instead
 - don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead.
 
-### Performance warning
-
-When executing a strategy, one can sometimes be greeted by the following in the logs
-
-> PerformanceWarning: DataFrame is highly fragmented.
-
-This is a warning from [`pandas`](https://github.com/pandas-dev/pandas) and as the warning continues to say:
- use `pd.concat(axis=1)`. For example
-
-```python
-for i in range(100):
-   dataframe[i] = ta.indicator(dataframe, param=i)
-```
-
-should be rewritten to
-
-```python
-frames = [dataframe]
-for i in range(100):
-    frames.append({
-        str(i): ta.indicator(dataframe, param=i)
-    })
-
-# Append columns to existing dataframe
-merged_frame = pd.concat(frames, axis=1)
-```
-
 ## Further strategy ideas
 
 To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.

From 692e91a26dfa2ec1c746923d481421cc87a15b8c Mon Sep 17 00:00:00 2001
From: Peter Willemsen <peter@codebuffet.co>
Date: Thu, 23 Sep 2021 10:28:15 +0200
Subject: [PATCH 631/834] changed close date from datetime.utcnow() to
 datetime.now(timezone.utc)

---
 freqtrade/freqtradebot.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 95f2280ac..9cfd219a8 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1226,7 +1226,7 @@ class FreqtradeBot(LoggingMixin):
             'profit_ratio': profit_ratio,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
-            'close_date': trade.close_date or datetime.utcnow(),
+            'close_date': trade.close_date or datetime.now(timezone.utc),
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'reason': reason,

From 3b99c84b0a879f9fbf5dae40a35a6a196c5b95d4 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Thu, 23 Sep 2021 21:31:33 -0500
Subject: [PATCH 632/834] resolved the total profit issue

I resolved the total profit issue and locally ran flak8 and isort
---
 freqtrade/optimize/hyperopt_loss_calmar.py | 32 +++++++++++++++-------
 1 file changed, 22 insertions(+), 10 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py
index b2a819444..45a7cd7db 100644
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -5,11 +5,13 @@ This module defines the alternative HyperOptLoss class which can be used for
 Hyperoptimization.
 """
 from datetime import datetime
+from math import sqrt as msqrt
+from typing import Any, Dict
+
+from pandas import DataFrame
 
-import numpy as np
 from freqtrade.data.btanalysis import calculate_max_drawdown
 from freqtrade.optimize.hyperopt import IHyperOptLoss
-from pandas import DataFrame
 
 
 class CalmarHyperOptLoss(IHyperOptLoss):
@@ -20,31 +22,41 @@ class CalmarHyperOptLoss(IHyperOptLoss):
     """
 
     @staticmethod
-    def hyperopt_loss_function(results: DataFrame, trade_count: int,
-                               min_date: datetime, max_date: datetime,
-                               *args, **kwargs) -> float:
+    def hyperopt_loss_function(
+        results: DataFrame,
+        trade_count: int,
+        min_date: datetime,
+        max_date: datetime,
+        backtest_stats: Dict[str, Any],
+        *args,
+        **kwargs
+    ) -> float:
         """
         Objective function, returns smaller number for more optimal results.
 
         Uses Calmar Ratio calculation.
         """
-        total_profit = results["profit_ratio"]
+        total_profit = backtest_stats["profit_total"]
         days_period = (max_date - min_date).days
 
         # adding slippage of 0.1% per trade
         total_profit = total_profit - 0.0005
-        expected_returns_mean = total_profit.sum() / days_period
+        expected_returns_mean = total_profit.sum() / days_period * 100
 
         # calculate max drawdown
         try:
-            _,_,_,high_val,low_val = calculate_max_drawdown(results)
+            _, _, _, high_val, low_val = calculate_max_drawdown(
+                results, value_col="profit_abs"
+            )
             max_drawdown = (high_val - low_val) / high_val
         except ValueError:
             max_drawdown = 0
 
         if max_drawdown != 0:
-            calmar_ratio = expected_returns_mean / max_drawdown * np.sqrt(365)
+            calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365)
         else:
-            calmar_ratio = -20.
+            # Define high (negative) calmar ratio to be clear that this is NOT optimal.
+            calmar_ratio = -20.0
 
+        # print(expected_returns_mean, max_drawdown, calmar_ratio)
         return -calmar_ratio

From 0f29cbc882806f04ba34956918cd238b73871ee1 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Thu, 23 Sep 2021 21:37:28 -0500
Subject: [PATCH 633/834] added CalmarHyperOptLoss

I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
---
 freqtrade/constants.py | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 9ca43d459..94ab5b6dd 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -24,7 +24,8 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
-                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
+                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
+                         'CalmarHyperOptLoss']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
@@ -69,7 +70,9 @@ DUST_PER_COIN = {
 # Source files with destination directories within user-directory
 USER_DATA_FILES = {
     'sample_strategy.py': USERPATH_STRATEGIES,
+    'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
     'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
+    'sample_hyperopt.py': USERPATH_HYPEROPTS,
     'strategy_analysis_example.ipynb': USERPATH_NOTEBOOKS,
 }
 

From b2ac039d5cbc9eec7ce15fc1b31f3a61bd968866 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Thu, 23 Sep 2021 21:46:07 -0500
Subject: [PATCH 634/834] added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN

I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file

From ca20e17d404c5aab902e765504aaa59aa42bc4a6 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Thu, 23 Sep 2021 21:48:08 -0500
Subject: [PATCH 635/834] added CalmarHyperOpt to hyperopt.md

i added CalmarHyperOpt to hyperopt.md and gave a brief description inside the docs
---
 docs/hyperopt.md | 27 ++++++++++++++++-----------
 1 file changed, 16 insertions(+), 11 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 09d43939a..aaad0634f 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -44,8 +44,9 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--data-format-ohlcv {json,jsongz,hdf5}]
                           [--max-open-trades INT]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                          [-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
-                          [--eps] [--dmmp] [--enable-protections]
+                          [-p PAIRS [PAIRS ...]] [--hyperopt NAME]
+                          [--hyperopt-path PATH] [--eps] [--dmmp]
+                          [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
                           [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
@@ -72,8 +73,10 @@ optional arguments:
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                         Limit command to these pairs. Pairs are space-
                         separated.
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt Loss
-                        functions.
+  --hyperopt NAME       Specify hyperopt class name which will be used by the
+                        bot.
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
+                        Hyperopt Loss functions.
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
@@ -114,7 +117,8 @@ optional arguments:
                         Hyperopt-loss-functions are:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
-                        SortinoHyperOptLoss, SortinoHyperOptLossDaily
+                        SortinoHyperOptLoss, SortinoHyperOptLossDaily,
+                        CalmarHyperOptLoss
   --disable-param-export
                         Disable automatic hyperopt parameter export.
 
@@ -518,6 +522,7 @@ Currently, the following loss functions are builtin:
 * `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation)
 * `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
 * `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
+* `CalmarHyperOptLoss` (optimizes Calmar Ratio calculated on trade returns relative to max drawdown)
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 
@@ -555,7 +560,7 @@ For example, to use one month of data, pass `--timerange 20210101-20210201` (fro
 Full command:
 
 ```bash
-freqtrade hyperopt --strategy <strategyname> --timerange 20210101-20210201
+freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20210101-20210201
 ```
 
 ### Running Hyperopt with Smaller Search Space
@@ -677,11 +682,11 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
 
 These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
-If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
+If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
 Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
 
-A sample for these methods can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
+A sample for these methods can be found in [sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 !!! Note "Reduced search space"
     To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
@@ -723,7 +728,7 @@ If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimiza
 
 If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
 
-Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
+Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 !!! Note "Reduced search space"
     To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
@@ -761,10 +766,10 @@ As stated in the comment, you can also use it as the values of the corresponding
 
 If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
 
-Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 !!! Note "Reduced search space"
-    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#overriding-pre-defined-spaces) to change this to your needs.
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
 
 ### Reproducible results
 

From 422d5601890f9749ab7f69a903d2de3f68ea9257 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:05:55 +0000
Subject: [PATCH 636/834] Bump types-requests from 2.25.6 to 2.25.8

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.6 to 2.25.8.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 4859e1cc6..d8d8ce916 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -23,5 +23,5 @@ nbconvert==6.1.0
 # mypy types
 types-cachetools==4.2.0
 types-filelock==0.1.5
-types-requests==2.25.6
+types-requests==2.25.8
 types-tabulate==0.8.2

From e85dc6326302e83da897b06941ca725f6d5f242c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:06:01 +0000
Subject: [PATCH 637/834] Bump mkdocs-material from 7.2.6 to 7.3.0

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.2.6 to 7.3.0.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.2.6...7.3.0)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 9927740c2..9b7c12a43 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.2.6
+mkdocs-material==7.3.0
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

From 766ef90b56cf190b8beeba1a249d9b53792fbba2 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:06:16 +0000
Subject: [PATCH 638/834] Bump sqlalchemy from 1.4.23 to 1.4.25

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.23 to 1.4.25.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index aa729dd9f..74ce391ed 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -5,7 +5,7 @@ ccxt==1.56.30
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.23
+SQLAlchemy==1.4.25
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2

From 90d5af9a35211a51756603cfb3ffcb3cf67edc17 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:06:20 +0000
Subject: [PATCH 639/834] Bump urllib3 from 1.26.6 to 1.26.7

Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.6 to 1.26.7.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/1.26.7/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.26.6...1.26.7)

---
updated-dependencies:
- dependency-name: urllib3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index aa729dd9f..2f6a4a104 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -10,7 +10,7 @@ python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2
 requests==2.26.0
-urllib3==1.26.6
+urllib3==1.26.7
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.21

From 0353f070f9714655e1ccb06448ffa03dbe3f5fb0 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 05:06:24 +0000
Subject: [PATCH 640/834] Bump progressbar2 from 3.53.2 to 3.53.3

Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.53.2 to 3.53.3.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.53.2...v3.53.3)

---
updated-dependencies:
- dependency-name: progressbar2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 7dc55a9fc..9feec80f1 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -8,4 +8,4 @@ scikit-optimize==0.8.1
 filelock==3.0.12
 joblib==1.0.1
 psutil==5.8.0
-progressbar2==3.53.2
+progressbar2==3.53.3

From 954c468191b3c130c62d7bedfde1ff138f427908 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 24 Sep 2021 07:12:38 +0200
Subject: [PATCH 641/834] Add pandas-ta to requirements

---
 requirements.txt | 1 +
 1 file changed, 1 insertion(+)

diff --git a/requirements.txt b/requirements.txt
index aa729dd9f..f0da0cdb9 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,6 @@
 numpy==1.21.2
 pandas==1.3.3
+pandas-ta==0.3.14b
 
 ccxt==1.56.30
 # Pin cryptography for now due to rust build errors with piwheels

From 72a1e27fc6cc0454dfb3035f4957820dd6c6423d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Fri, 24 Sep 2021 07:31:20 +0000
Subject: [PATCH 642/834] Bump ccxt from 1.56.30 to 1.56.86

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.56.30 to 1.56.86.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.56.30...1.56.86)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 3b004dfaa..ede0c74e3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.56.30
+ccxt==1.56.86
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From b59906b117f300aefd828fa02c8b5c5658388df1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 24 Sep 2021 19:24:33 +0200
Subject: [PATCH 643/834] Update minimum for tradable_balance_ratio to 0.0

---
 freqtrade/constants.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 4997108bc..fca319a0f 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -110,7 +110,7 @@ CONF_SCHEMA = {
         },
         'tradable_balance_ratio': {
             'type': 'number',
-            'minimum': 0.1,
+            'minimum': 0.0,
             'maximum': 1,
             'default': 0.99
         },

From 4c268847d42043d53fc59751ffd1717125d9e0bd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 24 Sep 2021 19:32:22 +0200
Subject: [PATCH 644/834] Add pandas-ta to setup.py

---
 setup.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/setup.py b/setup.py
index 727c40c7c..cf381bdd3 100644
--- a/setup.py
+++ b/setup.py
@@ -54,6 +54,7 @@ setup(
         'wrapt',
         'jsonschema',
         'TA-Lib',
+        'pandas-ta',
         'technical',
         'tabulate',
         'pycoingecko',

From f4f204d849eb65eed74a1ac09e1ad52e5a641ee9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 24 Sep 2021 20:09:24 +0200
Subject: [PATCH 645/834] Update test to use cost dict

---
 tests/test_freqtradebot.py | 19 +++++++++----------
 1 file changed, 9 insertions(+), 10 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 9c9271810..b233a6267 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3546,33 +3546,32 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 
 
 @pytest.mark.parametrize(
-    'fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log', [
+    'fee_par,fee_reduction_amount,use_ticker_rate,expected_log', [
         # basic, amount does not change
-        (None, 'ETH', 0, True, None),
+        ({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
         # no currency in fee
-        (0.004, None, 0, True, None),
+        ({'cost': 0.004, 'currency': None}, 0, True, None),
         # BNB no rate
-        (0.00094518, "BNB", 0, True, (
+        ({'cost': 0.00094518, 'currency': 'BNB'}, 0, True, (
             'Fee for Trade Trade(id=None, pair=LTC/ETH, amount=8.00000000, open_rate=0.24544100,'
             ' open_since=closed) [buy]: 0.00094518 BNB - rate: None'
         )),
         # from order
-        (0.004, "LTC", 0.004, False, (
+        ({'cost': 0.004, 'currency': 'LTC'}, 0.004, False, (
             'Applying fee on amount for Trade(id=None, pair=LTC/ETH, amount=8.00000000, '
             'open_rate=0.24544100, open_since=closed) (from 8.0 to 7.996).'
         )),
         # invalid, no currency in from fee dict
-        (0.008, None, 0, True, None),
+        ({'cost': 0.008, 'currency': None}, 0, True, None),
     ])
 def test_get_real_amount(
     default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
-    fee_cost, fee_currency, fee_reduction_amount, use_ticker_rate, expected_log
+    fee_par, fee_reduction_amount, use_ticker_rate, expected_log
 ):
 
     buy_order = deepcopy(buy_order_fee)
-    buy_order['fee'] = {'cost': fee_cost, 'currency': fee_currency}
-    trades_for_order[0]['fee']['cost'] = fee_cost
-    trades_for_order[0]['fee']['currency'] = fee_currency
+    buy_order['fee'] = fee_par
+    trades_for_order[0]['fee'] = fee_par
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)

From 097da448e2d297ace7f2158efb4fac6164168028 Mon Sep 17 00:00:00 2001
From: froggleston <docfrogs@gmail.com>
Date: Sat, 25 Sep 2021 15:48:42 +0100
Subject: [PATCH 646/834] Add CPU,RAM sysinfo support to the REST API to help
 with bot system monitoring

---
 freqtrade/rpc/api_server/api_v1.py | 4 ++++
 freqtrade/rpc/rpc.py               | 5 ++++-
 requirements.txt                   | 1 +
 scripts/rest_client.py             | 6 ++++++
 4 files changed, 15 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 7e613f184..733fa7383 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -259,3 +259,7 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
         'pair_interval': pair_interval,
     }
     return result
+
+@router.get('/sysinfo', tags=['info'])
+def sysinfo(rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index f6599b429..9b0d4b0f7 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -1,7 +1,7 @@
 """
 This module contains class to define a RPC communications
 """
-import logging
+import logging, psutil
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
@@ -870,3 +870,6 @@ class RPC:
                 'subplots' not in self._freqtrade.strategy.plot_config):
             self._freqtrade.strategy.plot_config['subplots'] = {}
         return self._freqtrade.strategy.plot_config
+
+    def _rpc_sysinfo(self) -> Dict[str, Any]:
+        return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}
diff --git a/requirements.txt b/requirements.txt
index d1d10dd1d..6a2cfec01 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -36,6 +36,7 @@ fastapi==0.68.1
 uvicorn==0.15.0
 pyjwt==2.1.0
 aiofiles==0.7.0
+psutil==5.8.0
 
 # Support for colorized terminal output
 colorama==0.4.4
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index ece0a253e..52de3c534 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -334,6 +334,12 @@ class FtRestClient():
             "timerange": timerange if timerange else '',
         })
 
+    def sysinfo(self):
+        """Provides system information (CPU, RAM usage)
+
+        :return: json object
+        """
+        return self._get("sysinfo")
 
 def add_arguments():
     parser = argparse.ArgumentParser()

From 24baad7884b2f076f5ec0b4b12f98e20beb7b0f5 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Sat, 25 Sep 2021 16:28:36 -0500
Subject: [PATCH 647/834] Add Calmar Ratio Daily

This hyper opt loss calculates the daily Calmar ratio.
---
 .../optimize/hyperopt_loss_calmar_daily.py    | 79 +++++++++++++++++++
 1 file changed, 79 insertions(+)
 create mode 100644 freqtrade/optimize/hyperopt_loss_calmar_daily.py

diff --git a/freqtrade/optimize/hyperopt_loss_calmar_daily.py b/freqtrade/optimize/hyperopt_loss_calmar_daily.py
new file mode 100644
index 000000000..c7651a72a
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_calmar_daily.py
@@ -0,0 +1,79 @@
+"""
+CalmarHyperOptLossDaily
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from datetime import datetime
+from math import sqrt as msqrt
+from typing import Any, Dict
+
+from pandas import DataFrame, date_range
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+class CalmarHyperOptLossDaily(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation uses the Calmar Ratio calculation.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(
+        results: DataFrame,
+        trade_count: int,
+        min_date: datetime,
+        max_date: datetime,
+        backtest_stats: Dict[str, Any],
+        *args,
+        **kwargs
+    ) -> float:
+        """
+        Objective function, returns smaller number for more optimal results.
+
+        Uses Calmar Ratio calculation.
+        """
+        resample_freq = "1D"
+        slippage_per_trade_ratio = 0.0005
+        days_in_year = 365
+
+        # create the index within the min_date and end max_date
+        t_index = date_range(
+            start=min_date, end=max_date, freq=resample_freq, normalize=True
+        )
+
+        # apply slippage per trade to profit_total
+        results.loc[:, "profit_ratio_after_slippage"] = (
+            results["profit_ratio"] - slippage_per_trade_ratio
+        )
+
+        sum_daily = (
+            results.resample(resample_freq, on="close_date")
+            .agg({"profit_ratio_after_slippage": sum})
+            .reindex(t_index)
+            .fillna(0)
+        )
+
+        total_profit = sum_daily["profit_ratio_after_slippage"]
+        expected_returns_mean = total_profit.mean() * 100
+
+        # calculate max drawdown
+        try:
+            high_val = total_profit.max()
+            low_val = total_profit.min()
+            max_drawdown = (high_val - low_val) / high_val
+
+        except (ValueError, ZeroDivisionError):
+            max_drawdown = 0
+
+        if max_drawdown != 0:
+            calmar_ratio = expected_returns_mean / max_drawdown * msqrt(days_in_year)
+        else:
+            # Define high (negative) calmar ratio to be clear that this is NOT optimal.
+            calmar_ratio = -20.0
+
+        # print(t_index, sum_daily, total_profit)
+        # print(expected_returns_mean, max_drawdown, calmar_ratio)
+        return -calmar_ratio

From 89b7dfda0e4a1a6d6192a3f72e01a7224b98737d Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Sat, 25 Sep 2021 16:34:41 -0500
Subject: [PATCH 648/834] Added Calmar Ratio Daily

---
 freqtrade/constants.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 94ab5b6dd..42b6fccc2 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -25,7 +25,7 @@ ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                          'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
-                         'CalmarHyperOptLoss']
+                         'CalmarHyperOptLoss', 'CalmarHyperOptLossDaily']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',

From e1036d6f58c37ec1c2d4f13626ea7b01987b97a8 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Sat, 25 Sep 2021 16:40:02 -0500
Subject: [PATCH 649/834] Added Calmar Ratio Daily to hyperopt.md file

---
 docs/hyperopt.md | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index aaad0634f..1077ff503 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -118,7 +118,7 @@ optional arguments:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily,
-                        CalmarHyperOptLoss
+                        CalmarHyperOptLoss, CalmarHyperOptLossDaily
   --disable-param-export
                         Disable automatic hyperopt parameter export.
 
@@ -523,6 +523,7 @@ Currently, the following loss functions are builtin:
 * `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
 * `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
 * `CalmarHyperOptLoss` (optimizes Calmar Ratio calculated on trade returns relative to max drawdown)
+* `CalmarHyperOptLossDaily` (optimizes Calmar Ratio calculated on **daily** trade returns relative to max drawdown)
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 

From 6319c104fe1c51e0343c08def9f4511cc537b377 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 26 Sep 2021 15:07:48 +0200
Subject: [PATCH 650/834] Fix unreliable backtest-result when using webserver
 mode

---
 freqtrade/data/dataprovider.py           |  2 +
 freqtrade/optimize/backtesting.py        | 50 ++++++++++++------------
 freqtrade/rpc/api_server/api_backtest.py | 21 +++++-----
 3 files changed, 39 insertions(+), 34 deletions(-)

diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index cdee0f078..b197c159f 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -149,6 +149,8 @@ class DataProvider:
         Clear pair dataframe cache.
         """
         self.__cached_pairs = {}
+        self.__cached_pairs_backtesting = {}
+        self.__slice_index = 0
 
     # Exchange functions
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 79c861ee8..f406f89d7 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -85,18 +85,7 @@ class Backtesting:
                                        "configuration or as cli argument `--timeframe 5m`")
         self.timeframe = str(self.config.get('timeframe'))
         self.timeframe_min = timeframe_to_minutes(self.timeframe)
-        # Load detail timeframe if specified
-        self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
-        if self.timeframe_detail:
-            self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
-            if self.timeframe_min <= self.timeframe_detail_min:
-                raise OperationalException(
-                    "Detail timeframe must be smaller than strategy timeframe.")
-
-        else:
-            self.timeframe_detail_min = 0
-        self.detail_data: Dict[str, DataFrame] = {}
-
+        self.init_backtest_detail()
         self.pairlists = PairListManager(self.exchange, self.config)
         if 'VolumePairList' in self.pairlists.name_list:
             raise OperationalException("VolumePairList not allowed for backtesting.")
@@ -119,14 +108,6 @@ class Backtesting:
         else:
             self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
 
-        Trade.use_db = False
-        Trade.reset_trades()
-        PairLocks.timeframe = self.config['timeframe']
-        PairLocks.use_db = False
-        PairLocks.reset_locks()
-
-        self.wallets = Wallets(self.config, self.exchange, log=False)
-
         self.timerange = TimeRange.parse_timerange(
             None if self.config.get('timerange') is None else str(self.config.get('timerange')))
 
@@ -135,9 +116,7 @@ class Backtesting:
         # Add maximum startup candle count to configuration for informative pairs support
         self.config['startup_candle_count'] = self.required_startup
         self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
-
-        self.progress = BTProgress()
-        self.abort = False
+        self.init_backtest()
 
     def __del__(self):
         self.cleanup()
@@ -147,6 +126,28 @@ class Backtesting:
         PairLocks.use_db = True
         Trade.use_db = True
 
+    def init_backtest_detail(self):
+        # Load detail timeframe if specified
+        self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
+        if self.timeframe_detail:
+            self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
+            if self.timeframe_min <= self.timeframe_detail_min:
+                raise OperationalException(
+                    "Detail timeframe must be smaller than strategy timeframe.")
+
+        else:
+            self.timeframe_detail_min = 0
+        self.detail_data: Dict[str, DataFrame] = {}
+
+    def init_backtest(self):
+
+        self.prepare_backtest(False)
+
+        self.wallets = Wallets(self.config, self.exchange, log=False)
+
+        self.progress = BTProgress()
+        self.abort = False
+
     def _set_strategy(self, strategy: IStrategy):
         """
         Load strategy into backtesting
@@ -226,7 +227,8 @@ class Backtesting:
         Trade.reset_trades()
         self.rejected_trades = 0
         self.dataprovider.clear_cache()
-        self._load_protections(self.strategy)
+        if enable_protections:
+            self._load_protections(self.strategy)
 
     def check_abort(self):
         """
diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 4623c187e..32278686c 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -47,33 +47,34 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 not ApiServer._bt
                 or lastconfig.get('timeframe') != strat.timeframe
                 or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
-                or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
                 or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 from freqtrade.optimize.backtesting import Backtesting
                 ApiServer._bt = Backtesting(btconfig)
                 if ApiServer._bt.timeframe_detail:
                     ApiServer._bt.load_bt_data_detail()
-
+            else:
+                ApiServer._bt.config = btconfig
+                ApiServer._bt.init_backtest()
             # Only reload data if timeframe changed.
             if (
                 not ApiServer._bt_data
                 or not ApiServer._bt_timerange
-                or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
-                or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
-                or lastconfig.get('protections') != btconfig.get('protections', [])
                 or lastconfig.get('timeframe') != strat.timeframe
             ):
-                lastconfig['timerange'] = btconfig['timerange']
-                lastconfig['protections'] = btconfig.get('protections', [])
-                lastconfig['enable_protections'] = btconfig.get('enable_protections')
-                lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
-                lastconfig['timeframe'] = strat.timeframe
                 ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
 
+                lastconfig['timerange'] = btconfig['timerange']
+                lastconfig['timeframe'] = strat.timeframe
+
+            lastconfig['protections'] = btconfig.get('protections', [])
+            lastconfig['enable_protections'] = btconfig.get('enable_protections')
+            lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
+
             ApiServer._bt.abort = False
             min_date, max_date = ApiServer._bt.backtest_one_strategy(
                 strat, ApiServer._bt_data, ApiServer._bt_timerange)
+
             ApiServer._bt.results = generate_backtest_stats(
                 ApiServer._bt_data, ApiServer._bt.all_results,
                 min_date=min_date, max_date=max_date)

From 08b1f04ed5f9b7ce69827fb44acfc4c154aecc2e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 27 Sep 2021 03:01:18 +0000
Subject: [PATCH 651/834] Bump types-requests from 2.25.8 to 2.25.9

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.8 to 2.25.9.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index d8d8ce916..1d61369eb 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -23,5 +23,5 @@ nbconvert==6.1.0
 # mypy types
 types-cachetools==4.2.0
 types-filelock==0.1.5
-types-requests==2.25.8
+types-requests==2.25.9
 types-tabulate==0.8.2

From 905950230329688b81606c9fb78c3e5a631d8cbd Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 27 Sep 2021 03:01:27 +0000
Subject: [PATCH 652/834] Bump ccxt from 1.56.86 to 1.57.3

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.56.86 to 1.57.3.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.56.86...1.57.3)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index d1d10dd1d..feeb4d942 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.56.86
+ccxt==1.57.3
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From 78096c9eff08cc2aea47d44e7ae20751c0b3420a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 27 Sep 2021 04:32:26 +0000
Subject: [PATCH 653/834] Bump nbconvert from 6.1.0 to 6.2.0

Bumps [nbconvert](https://github.com/jupyter/nbconvert) from 6.1.0 to 6.2.0.
- [Release notes](https://github.com/jupyter/nbconvert/releases)
- [Commits](https://github.com/jupyter/nbconvert/compare/6.1.0...6.2.0)

---
updated-dependencies:
- dependency-name: nbconvert
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 1d61369eb..2f03255a0 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -18,7 +18,7 @@ isort==5.9.3
 time-machine==2.4.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.1.0
+nbconvert==6.2.0
 
 # mypy types
 types-cachetools==4.2.0

From 5b7a1f864257c62924760be45f2dc9c651c665a0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 27 Sep 2021 07:12:40 +0200
Subject: [PATCH 654/834] Validate config also in webserver mode

---
 freqtrade/rpc/api_server/api_backtest.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 32278686c..7ce9f487f 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -4,6 +4,7 @@ from copy import deepcopy
 
 from fastapi import APIRouter, BackgroundTasks, Depends
 
+from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.enums import BacktestState
 from freqtrade.exceptions import DependencyException
 from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
@@ -42,6 +43,7 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
             # Reload strategy
             lastconfig = ApiServer._bt_last_config
             strat = StrategyResolver.load_strategy(btconfig)
+            validate_config_consistency(btconfig)
 
             if (
                 not ApiServer._bt

From 3fbf716f85b96a8d53f99523cd50ab703c034256 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 27 Sep 2021 17:51:01 +0200
Subject: [PATCH 655/834] Fix "sticking" timerange in webserver mode

---
 freqtrade/rpc/api_server/api_backtest.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py
index 7ce9f487f..edbc39772 100644
--- a/freqtrade/rpc/api_server/api_backtest.py
+++ b/freqtrade/rpc/api_server/api_backtest.py
@@ -63,12 +63,12 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                 not ApiServer._bt_data
                 or not ApiServer._bt_timerange
                 or lastconfig.get('timeframe') != strat.timeframe
+                or lastconfig.get('timerange') != btconfig['timerange']
             ):
                 ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
 
-                lastconfig['timerange'] = btconfig['timerange']
-                lastconfig['timeframe'] = strat.timeframe
-
+            lastconfig['timerange'] = btconfig['timerange']
+            lastconfig['timeframe'] = strat.timeframe
             lastconfig['protections'] = btconfig.get('protections', [])
             lastconfig['enable_protections'] = btconfig.get('enable_protections')
             lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')

From bc86cb3280df1b63648f72a8cbc361d136c339ab Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Mon, 27 Sep 2021 11:41:38 -0500
Subject: [PATCH 656/834] updated to correct hyperopt.md file

---
 docs/hyperopt.md | 23 ++++++++++-------------
 1 file changed, 10 insertions(+), 13 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 1077ff503..16d7ca742 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -44,9 +44,8 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--data-format-ohlcv {json,jsongz,hdf5}]
                           [--max-open-trades INT]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                          [-p PAIRS [PAIRS ...]] [--hyperopt NAME]
-                          [--hyperopt-path PATH] [--eps] [--dmmp]
-                          [--enable-protections]
+                          [-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
+                          [--eps] [--dmmp] [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
                           [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
@@ -73,10 +72,8 @@ optional arguments:
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                         Limit command to these pairs. Pairs are space-
                         separated.
-  --hyperopt NAME       Specify hyperopt class name which will be used by the
-                        bot.
-  --hyperopt-path PATH  Specify additional lookup path for Hyperopt and
-                        Hyperopt Loss functions.
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt Loss
+                        functions.
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
@@ -561,7 +558,7 @@ For example, to use one month of data, pass `--timerange 20210101-20210201` (fro
 Full command:
 
 ```bash
-freqtrade hyperopt --hyperopt <hyperoptname> --strategy <strategyname> --timerange 20210101-20210201
+freqtrade hyperopt --strategy <strategyname> --timerange 20210101-20210201
 ```
 
 ### Running Hyperopt with Smaller Search Space
@@ -683,11 +680,11 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
 
 These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
-If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
+If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
 Override the `roi_space()` method if you need components of the ROI tables to vary in other ranges. Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization if you need a different structure of the ROI tables or other amount of rows (steps).
 
-A sample for these methods can be found in [sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+A sample for these methods can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
     To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
@@ -729,7 +726,7 @@ If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimiza
 
 If you have the `stoploss_space()` method in your custom hyperopt file, remove it in order to utilize Stoploss hyperoptimization space generated by Freqtrade by default.
 
-Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
     To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
@@ -767,10 +764,10 @@ As stated in the comment, you can also use it as the values of the corresponding
 
 If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
 
-Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in the [overriding pre-defined spaces section](advanced-hyperopt.md#overriding-pre-defined-spaces).
 
 !!! Note "Reduced search space"
-    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#pverriding-pre-defined-spaces) to change this to your needs.
+    To limit the search space further, Decimals are limited to 3 decimal places (a precision of 0.001). This is usually sufficient, every value more precise than this will usually result in overfitted results. You can however [overriding pre-defined spaces](advanced-hyperopt.md#overriding-pre-defined-spaces) to change this to your needs.
 
 ### Reproducible results
 

From a1566fe5d70b1f526c493d007e1cbee137064685 Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Mon, 27 Sep 2021 11:47:03 -0500
Subject: [PATCH 657/834] updated to latest constant.py file

---
 freqtrade/constants.py | 15 +++++----------
 1 file changed, 5 insertions(+), 10 deletions(-)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index bb50d385b..996e39499 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -5,7 +5,6 @@ bot constants
 """
 from typing import List, Tuple
 
-
 DEFAULT_CONFIG = 'config.json'
 DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec
@@ -52,7 +51,6 @@ ENV_VAR_PREFIX = 'FREQTRADE__'
 
 NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
 
-
 # Define decimals per coin for outputs
 # Only used for outputs.
 DECIMAL_PER_COIN_FALLBACK = 3  # Should be low to avoid listing all possible FIAT's
@@ -66,13 +64,10 @@ DUST_PER_COIN = {
     'ETH': 0.01
 }
 
-
 # Source files with destination directories within user-directory
 USER_DATA_FILES = {
     'sample_strategy.py': USERPATH_STRATEGIES,
-    'sample_hyperopt_advanced.py': USERPATH_HYPEROPTS,
     'sample_hyperopt_loss.py': USERPATH_HYPEROPTS,
-    'sample_hyperopt.py': USERPATH_HYPEROPTS,
     'strategy_analysis_example.ipynb': USERPATH_NOTEBOOKS,
 }
 
@@ -195,7 +190,7 @@ CONF_SCHEMA = {
             'required': ['price_side']
         },
         'custom_price_max_distance_ratio': {
-           'type': 'number', 'minimum': 0.0
+            'type': 'number', 'minimum': 0.0
         },
         'order_types': {
             'type': 'object',
@@ -348,13 +343,13 @@ CONF_SCHEMA = {
         },
         'dataformat_ohlcv': {
             'type': 'string',
-                    'enum': AVAILABLE_DATAHANDLERS,
-                    'default': 'json'
+            'enum': AVAILABLE_DATAHANDLERS,
+            'default': 'json'
         },
         'dataformat_trades': {
             'type': 'string',
-                    'enum': AVAILABLE_DATAHANDLERS,
-                    'default': 'jsongz'
+            'enum': AVAILABLE_DATAHANDLERS,
+            'default': 'jsongz'
         }
     },
     'definitions': {

From 67e9626da1a814d665307d0100864f8460e5a98a Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Mon, 27 Sep 2021 12:16:57 -0500
Subject: [PATCH 658/834] fixed isort issue

---
 freqtrade/constants.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 996e39499..4a28fe90e 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -5,6 +5,7 @@ bot constants
 """
 from typing import List, Tuple
 
+
 DEFAULT_CONFIG = 'config.json'
 DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec

From 5726886b0620874be0d1c6c8f8b4737912e42786 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 27 Sep 2021 20:52:19 +0200
Subject: [PATCH 659/834] Reduce backtest-noise from "pandas slice" warning

---
 freqtrade/optimize/backtesting.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index f406f89d7..8328d61d3 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -385,12 +385,12 @@ class Backtesting:
             detail_data = detail_data.loc[
                 (detail_data['date'] >= sell_candle_time) &
                 (detail_data['date'] < sell_candle_end)
-             ]
+             ].copy()
             if len(detail_data) == 0:
                 # Fall back to "regular" data if no detail data was found for this candle
                 return self._get_sell_trade_entry_for_candle(trade, sell_row)
-            detail_data['buy'] = sell_row[BUY_IDX]
-            detail_data['sell'] = sell_row[SELL_IDX]
+            detail_data.loc[:, 'buy'] = sell_row[BUY_IDX]
+            detail_data.loc[:, 'sell'] = sell_row[SELL_IDX]
             headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
             for det_row in detail_data[headers].values.tolist():
                 res = self._get_sell_trade_entry_for_candle(trade, det_row)

From c3414c3b78eeddf2f1af4877a64c61643fa2a52e Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Mon, 27 Sep 2021 17:32:49 -0500
Subject: [PATCH 660/834] resolved mypy error

error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
---
 freqtrade/optimize/hyperopt_loss_calmar.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py
index 45a7cd7db..802aa949b 100644
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -27,6 +27,8 @@ class CalmarHyperOptLoss(IHyperOptLoss):
         trade_count: int,
         min_date: datetime,
         max_date: datetime,
+        config: Dict,
+        processed: Dict[str, DataFrame],
         backtest_stats: Dict[str, Any],
         *args,
         **kwargs
@@ -52,7 +54,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
         except ValueError:
             max_drawdown = 0
 
-        if max_drawdown != 0:
+        if max_drawdown != 0 and trade_count > 2000:
             calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365)
         else:
             # Define high (negative) calmar ratio to be clear that this is NOT optimal.

From 626a40252d445d7f2108175a931820e41db4f7bf Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Mon, 27 Sep 2021 17:33:29 -0500
Subject: [PATCH 661/834] resolved mypy error

error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
---
 freqtrade/optimize/hyperopt_loss_calmar_daily.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/freqtrade/optimize/hyperopt_loss_calmar_daily.py b/freqtrade/optimize/hyperopt_loss_calmar_daily.py
index c7651a72a..e99bc2c99 100644
--- a/freqtrade/optimize/hyperopt_loss_calmar_daily.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar_daily.py
@@ -26,6 +26,8 @@ class CalmarHyperOptLossDaily(IHyperOptLoss):
         trade_count: int,
         min_date: datetime,
         max_date: datetime,
+        config: Dict,
+        processed: Dict[str, DataFrame],
         backtest_stats: Dict[str, Any],
         *args,
         **kwargs

From e025576d8cac9cb0227734efc18d4c978d01cc6f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Wed, 29 Sep 2021 10:15:05 +0300
Subject: [PATCH 662/834] Introduce markets_static fixture serving an immutable
 list of markets. Adapt pairlist/markets tests to use this new fixture.

This allows freely modifying markets in get_markets() without a need of updating pairlist/markets tests.
---
 tests/commands/test_commands.py |  9 ++++-----
 tests/conftest.py               | 21 ++++++++++++++++++---
 tests/exchange/test_exchange.py |  4 ++--
 tests/plugins/test_pairlist.py  |  4 ++--
 4 files changed, 26 insertions(+), 12 deletions(-)

diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 135510b38..b236f6a10 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -208,11 +208,10 @@ def test_list_timeframes(mocker, capsys):
     assert re.search(r"^1d$", captured.out, re.MULTILINE)
 
 
-def test_list_markets(mocker, markets, capsys):
+def test_list_markets(mocker, markets_static, capsys):
 
     api_mock = MagicMock()
-    api_mock.markets = markets
-    patch_exchange(mocker, api_mock=api_mock, id='bittrex')
+    patch_exchange(mocker, api_mock=api_mock, id='bittrex', mock_markets=markets_static)
 
     # Test with no --config
     args = [
@@ -237,7 +236,7 @@ def test_list_markets(mocker, markets, capsys):
             "TKN/BTC, XLTCUSDT, XRP/BTC.\n"
             in captured.out)
 
-    patch_exchange(mocker, api_mock=api_mock, id="binance")
+    patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
     # Test with --exchange
     args = [
         "list-markets",
@@ -250,7 +249,7 @@ def test_list_markets(mocker, markets, capsys):
     assert re.match("\nExchange Binance has 10 active markets:\n",
                     captured.out)
 
-    patch_exchange(mocker, api_mock=api_mock, id="bittrex")
+    patch_exchange(mocker, api_mock=api_mock, id="bittrex", mock_markets=markets_static)
     # Test with --all: all markets
     args = [
         "list-markets", "--all",
diff --git a/tests/conftest.py b/tests/conftest.py
index 7354c0b2c..c908c0cb0 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -90,8 +90,10 @@ def patch_exchange(mocker, api_mock=None, id='binance', mock_markets=True) -> No
     mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
     mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
     if mock_markets:
+        if isinstance(mock_markets, bool):
+            mock_markets = get_markets()
         mocker.patch('freqtrade.exchange.Exchange.markets',
-                     PropertyMock(return_value=get_markets()))
+                     PropertyMock(return_value=mock_markets))
 
     if api_mock:
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
@@ -376,6 +378,8 @@ def markets():
 
 
 def get_markets():
+    # See get_markets_static() for immutable markets and do not modify them unless absolutely
+    # necessary!
     return {
         'ETH/BTC': {
             'id': 'ethbtc',
@@ -675,11 +679,22 @@ def get_markets():
 
 
 @pytest.fixture
-def shitcoinmarkets(markets):
+def markets_static():
+    # These markets are used in some tests that would need adaptation should anything change in
+    # market list. Do not modify this list without a good reason! Do not modify market parameters
+    # of listed pairs in get_markets() without a good reason either!
+    static_markets = ['BLK/BTC', 'BTT/BTC', 'ETH/BTC', 'ETH/USDT', 'LTC/BTC', 'LTC/ETH', 'LTC/USD',
+                      'LTC/USDT', 'NEO/BTC', 'TKN/BTC', 'XLTCUSDT', 'XRP/BTC']
+    all_markets = get_markets()
+    return {m: all_markets[m] for m in static_markets}
+
+
+@pytest.fixture
+def shitcoinmarkets(markets_static):
     """
     Fixture with shitcoin markets - used to test filters in pairlists
     """
-    shitmarkets = deepcopy(markets)
+    shitmarkets = deepcopy(markets_static)
     shitmarkets.update({
         'HOT/BTC': {
             'id': 'HOTBTC',
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 97bc33429..79b4a3ff5 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -2735,7 +2735,7 @@ def test_get_valid_pair_combination(default_conf, mocker, markets):
         (['LTC'], ['NONEXISTENT'], False, False,
          []),
     ])
-def test_get_markets(default_conf, mocker, markets,
+def test_get_markets(default_conf, mocker, markets_static,
                      base_currencies, quote_currencies, pairs_only, active_only,
                      expected_keys):
     mocker.patch.multiple('freqtrade.exchange.Exchange',
@@ -2743,7 +2743,7 @@ def test_get_markets(default_conf, mocker, markets,
                           _load_async_markets=MagicMock(),
                           validate_pairs=MagicMock(),
                           validate_timeframes=MagicMock(),
-                          markets=PropertyMock(return_value=markets))
+                          markets=PropertyMock(return_value=markets_static))
     ex = Exchange(default_conf)
     pairs = ex.get_markets(base_currencies, quote_currencies, pairs_only, active_only)
     assert sorted(pairs.keys()) == sorted(expected_keys)
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index 1ce8d172c..cf918e2a0 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -131,9 +131,9 @@ def test_load_pairlist_noexist(mocker, markets, default_conf):
                                        default_conf, {}, 1)
 
 
-def test_load_pairlist_verify_multi(mocker, markets, default_conf):
+def test_load_pairlist_verify_multi(mocker, markets_static, default_conf):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_static))
     plm = PairListManager(freqtrade.exchange, default_conf)
     # Call different versions one after the other, should always consider what was passed in
     # and have no side-effects (therefore the same check multiple times)

From 656526c007dfa8fd80036966d601e8b873d1ccd5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Sep 2021 16:50:05 +0200
Subject: [PATCH 663/834] Add trades-to-ohlcv command to simplify adding new
 timeframes

---
 freqtrade/commands/__init__.py      |  4 +--
 freqtrade/commands/arguments.py     | 14 +++++++++-
 freqtrade/commands/data_commands.py | 41 +++++++++++++++++++++++++++++
 3 files changed, 56 insertions(+), 3 deletions(-)

diff --git a/freqtrade/commands/__init__.py b/freqtrade/commands/__init__.py
index a6f14cff7..858c99acd 100644
--- a/freqtrade/commands/__init__.py
+++ b/freqtrade/commands/__init__.py
@@ -8,8 +8,8 @@ Note: Be careful with file-scoped imports in these subfiles.
 """
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.build_config_commands import start_new_config
-from freqtrade.commands.data_commands import (start_convert_data, start_download_data,
-                                              start_list_data)
+from freqtrade.commands.data_commands import (start_convert_data, start_convert_trades,
+                                              start_download_data, start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
                                                 start_new_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index d424f3ce7..48dc48cf1 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -58,6 +58,8 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
+ARGS_CONVERT_TRADES = ["pairs", "timeframes", "dataformat_ohlcv", "dataformat_trades"]
+
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "timerange",
@@ -169,7 +171,8 @@ class Arguments:
         self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
         self._build_args(optionlist=['version'], parser=self.parser)
 
-        from freqtrade.commands import (start_backtesting, start_convert_data, start_create_userdir,
+        from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
+                                        start_create_userdir,
                                         start_download_data, start_edge, start_hyperopt,
                                         start_hyperopt_list, start_hyperopt_show, start_install_ui,
                                         start_list_data, start_list_exchanges, start_list_markets,
@@ -236,6 +239,15 @@ class Arguments:
         convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
         self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
 
+        # Add trades-to-ohlcv subcommand
+        convert_trade_data_cmd = subparsers.add_parser(
+            'trades-to-ohlcv',
+            help='Convert trade data to OHLCV data.',
+            parents=[_common_parser],
+        )
+        convert_trade_data_cmd.set_defaults(func=start_convert_trades)
+        self._build_args(optionlist=ARGS_CONVERT_TRADES, parser=convert_trade_data_cmd)
+
         # Add list-data subcommand
         list_data_cmd = subparsers.add_parser(
             'list-data',
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 141e85f14..7ef1ae5c7 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -89,6 +89,47 @@ def start_download_data(args: Dict[str, Any]) -> None:
                         f"on exchange {exchange.name}.")
 
 
+def start_convert_trades(args: Dict[str, Any]) -> None:
+
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
+
+    timerange = TimeRange()
+    if 'days' in config:
+        time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
+        timerange = TimeRange.parse_timerange(f'{time_since}-')
+
+    if 'timerange' in config:
+        timerange = timerange.parse_timerange(config['timerange'])
+
+    # Remove stake-currency to skip checks which are not relevant for datadownload
+    config['stake_currency'] = ''
+
+    if 'pairs' not in config:
+        raise OperationalException(
+            "Downloading data requires a list of pairs. "
+            "Please check the documentation on how to configure this.")
+
+    # Init exchange
+    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+    # Manual validations of relevant settings
+    if not config['exchange'].get('skip_pair_validation', False):
+        exchange.validate_pairs(config['pairs'])
+    expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets))
+
+    logger.info(f"About to Convert pairs: {expanded_pairs}, "
+                f"intervals: {config['timeframes']} to {config['datadir']}")
+
+    for timeframe in config['timeframes']:
+        exchange.validate_timeframes(timeframe)
+    # Convert downloaded trade data to different timeframes
+    convert_trades_to_ohlcv(
+        pairs=expanded_pairs, timeframes=config['timeframes'],
+        datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
+        data_format_ohlcv=config['dataformat_ohlcv'],
+        data_format_trades=config['dataformat_trades'],
+    )
+
+
 def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
     """
     Convert data from one format to another

From fc511aac4486dc99568e88edd01635453d0c1a59 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Sep 2021 19:21:54 +0200
Subject: [PATCH 664/834] don't use %default when no default is defined

---
 freqtrade/commands/cli_options.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index e3c7fe464..d350a9426 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -381,12 +381,12 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "dataformat_ohlcv": Arg(
         '--data-format-ohlcv',
-        help='Storage format for downloaded candle (OHLCV) data. (default: `%(default)s`).',
+        help='Storage format for downloaded candle (OHLCV) data. (default: `json`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
     ),
     "dataformat_trades": Arg(
         '--data-format-trades',
-        help='Storage format for downloaded trades data. (default: `%(default)s`).',
+        help='Storage format for downloaded trades data. (default: `jsongz`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
     ),
     "exchange": Arg(

From 248c61bb26399d3049f7ac2f116d6cf0e49d8665 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Sep 2021 19:39:29 +0200
Subject: [PATCH 665/834] Add test for trades-to-ohlcv

---
 freqtrade/commands/arguments.py     |  4 ++--
 freqtrade/commands/data_commands.py |  6 ------
 tests/commands/test_commands.py     | 28 ++++++++++++++++++++++------
 3 files changed, 24 insertions(+), 14 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 48dc48cf1..2fadf047e 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -58,7 +58,7 @@ ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
-ARGS_CONVERT_TRADES = ["pairs", "timeframes", "dataformat_ohlcv", "dataformat_trades"]
+ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
 
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
@@ -93,7 +93,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
                     "hyperopt-list", "hyperopt-show",
-                    "plot-dataframe", "plot-profit", "show-trades"]
+                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 7ef1ae5c7..ee05e6c69 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -94,12 +94,6 @@ def start_convert_trades(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
     timerange = TimeRange()
-    if 'days' in config:
-        time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
-        timerange = TimeRange.parse_timerange(f'{time_since}-')
-
-    if 'timerange' in config:
-        timerange = timerange.parse_timerange(config['timerange'])
 
     # Remove stake-currency to skip checks which are not relevant for datadownload
     config['stake_currency'] = ''
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index b236f6a10..8889617ba 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -8,12 +8,12 @@ from zipfile import ZipFile
 import arrow
 import pytest
 
-from freqtrade.commands import (start_convert_data, start_create_userdir, start_download_data,
-                                start_hyperopt_list, start_hyperopt_show, start_install_ui,
-                                start_list_data, start_list_exchanges, start_list_markets,
-                                start_list_strategies, start_list_timeframes, start_new_strategy,
-                                start_show_trades, start_test_pairlist, start_trading,
-                                start_webserver)
+from freqtrade.commands import (start_convert_data, start_convert_trades, start_create_userdir,
+                                start_download_data, start_hyperopt_list, start_hyperopt_show,
+                                start_install_ui, start_list_data, start_list_exchanges,
+                                start_list_markets, start_list_strategies, start_list_timeframes,
+                                start_new_strategy, start_show_trades, start_test_pairlist,
+                                start_trading, start_webserver)
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
 from freqtrade.configuration import setup_utils_configuration
@@ -759,6 +759,22 @@ def test_download_data_trades(mocker, caplog):
     assert convert_mock.call_count == 1
 
 
+def test_start_convert_trades(mocker, caplog):
+    convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
+                                MagicMock(return_value=[]))
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
+    )
+    args = [
+        "trades-to-ohlcv",
+        "--exchange", "kraken",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+    ]
+    start_convert_trades(get_args(args))
+    assert convert_mock.call_count == 1
+
+
 def test_start_list_strategies(mocker, caplog, capsys):
 
     args = [

From 178db516bf79dbaa37ca2ef9b779d77ed8850f75 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 29 Sep 2021 19:48:56 +0200
Subject: [PATCH 666/834] Add documentation for trade-to-ohlcv

---
 docs/data-download.md           | 55 +++++++++++++++++++++++++++++++++
 freqtrade/commands/arguments.py | 15 +++++----
 2 files changed, 62 insertions(+), 8 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 0ca86b0d3..5f605c404 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -204,6 +204,61 @@ It'll also remove original jsongz data files (`--erase` parameter).
 freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
 ```
 
+### Sub-command trades to ohlcv
+
+When you need to use `--dl-trades` (kraken only) to download data, conversion of trades data to ohlcv data is the last step.
+This command will allow you to repeat this last step for additional timeframes without re-downloading the data.
+
+```
+usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                 [-d PATH] [--userdir PATH]
+                                 [-p PAIRS [PAIRS ...]]
+                                 [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
+                                 [--exchange EXCHANGE]
+                                 [--data-format-ohlcv {json,jsongz,hdf5}]
+                                 [--data-format-trades {json,jsongz,hdf5}]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Limit command to these pairs. Pairs are space-
+                        separated.
+  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
+                        Specify which tickers to download. Space-separated
+                        list. Default: `1m 5m`.
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `json`).
+  --data-format-trades {json,jsongz,hdf5}
+                        Storage format for downloaded trades data. (default:
+                        `jsongz`).
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```
+
+#### Example trade-to-ohlcv conversion
+
+``` bash
+freqtrade trades-to-ohlcv --exchange kraken -t 5m 1h 1d --pairs BTC/EUR ETH/EUR
+```
+
 ### Sub-command list-data
 
 You can get a list of downloaded data using the `list-data` sub-command.
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 2fadf047e..9643705a5 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -172,14 +172,13 @@ class Arguments:
         self._build_args(optionlist=['version'], parser=self.parser)
 
         from freqtrade.commands import (start_backtesting, start_convert_data, start_convert_trades,
-                                        start_create_userdir,
-                                        start_download_data, start_edge, start_hyperopt,
-                                        start_hyperopt_list, start_hyperopt_show, start_install_ui,
-                                        start_list_data, start_list_exchanges, start_list_markets,
-                                        start_list_strategies, start_list_timeframes,
-                                        start_new_config, start_new_strategy, start_plot_dataframe,
-                                        start_plot_profit, start_show_trades, start_test_pairlist,
-                                        start_trading, start_webserver)
+                                        start_create_userdir, start_download_data, start_edge,
+                                        start_hyperopt, start_hyperopt_list, start_hyperopt_show,
+                                        start_install_ui, start_list_data, start_list_exchanges,
+                                        start_list_markets, start_list_strategies,
+                                        start_list_timeframes, start_new_config, start_new_strategy,
+                                        start_plot_dataframe, start_plot_profit, start_show_trades,
+                                        start_test_pairlist, start_trading, start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added

From bd27993e797c8d83d54ac76b278a9779e9c4eee5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 30 Sep 2021 06:42:42 +0200
Subject: [PATCH 667/834] Add documentation segment about indicator libraries

---
 docs/strategy-customization.md | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 110365208..0bfc0a2f6 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -122,6 +122,16 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
     Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
     Then uncomment indicators you need.
 
+#### Indicator libraries
+
+Out of the box, freqtrade installs the following technical libraries:
+
+* [ta-lib](http://mrjbq7.github.io/ta-lib/)
+* [pandas-ta](https://twopirllc.github.io/pandas-ta/)
+* [technical](https://github.com/freqtrade/technical/)
+
+Additional technical libraries can be installed as necessary, or custom indicators may be written / invented by the strategy author.
+
 ### Strategy startup period
 
 Most indicators have an instable startup period, in which they are either not available, or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.

From 5f23af580248a86a56d60e050bd5d0a7f5424236 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 30 Sep 2021 07:24:16 +0200
Subject: [PATCH 668/834] Rename update_open_trades to clarify it's only called
 at startup

---
 freqtrade/freqtradebot.py  | 4 ++--
 tests/test_freqtradebot.py | 8 ++++----
 2 files changed, 6 insertions(+), 6 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 3a9b21b7c..bf4742fdc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -139,7 +139,7 @@ class FreqtradeBot(LoggingMixin):
 
         # Only update open orders on startup
         # This will update the database after the initial migration
-        self.update_open_orders()
+        self.startup_update_open_orders()
 
     def process(self) -> None:
         """
@@ -237,7 +237,7 @@ class FreqtradeBot(LoggingMixin):
         open_trades = len(Trade.get_open_trades())
         return max(0, self.config['max_open_trades'] - open_trades)
 
-    def update_open_orders(self):
+    def startup_update_open_orders(self):
         """
         Updates open orders based on order list kept in the database.
         Mainly updates the state of orders - but may also close trades
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 760a9dee7..d312bdb11 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4033,16 +4033,16 @@ def test_check_for_open_trades(mocker, default_conf, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_open_orders(mocker, default_conf, fee, caplog):
+def test_startup_update_open_orders(mocker, default_conf, fee, caplog):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     create_mock_trades(fee)
 
-    freqtrade.update_open_orders()
+    freqtrade.startup_update_open_orders()
     assert not log_has_re(r"Error updating Order .*", caplog)
     caplog.clear()
 
     freqtrade.config['dry_run'] = False
-    freqtrade.update_open_orders()
+    freqtrade.startup_update_open_orders()
 
     assert log_has_re(r"Error updating Order .*", caplog)
     caplog.clear()
@@ -4053,7 +4053,7 @@ def test_update_open_orders(mocker, default_conf, fee, caplog):
         'status': 'closed',
     })
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=matching_buy_order)
-    freqtrade.update_open_orders()
+    freqtrade.startup_update_open_orders()
     # Only stoploss and sell orders are kept open
     assert len(Order.get_open_orders()) == 2
 

From 5dd1088d8dae43847a09dc26fec010aa7c35ab8a Mon Sep 17 00:00:00 2001
From: Scott Lyons <scottalyons@gmail.com>
Date: Thu, 30 Sep 2021 00:44:26 -0700
Subject: [PATCH 669/834] Adding ignore unparameterized spaces flag

---
 freqtrade/commands/cli_options.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index e3c7fe464..ef1ec8515 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -552,4 +552,9 @@ AVAILABLE_CLI_OPTIONS = {
         help='Do not print epoch details header.',
         action='store_true',
     ),
+    "hyperopt_ignore_unparam_space": Arg(
+        "-u", "--ignore-unparameterized-spaces",
+        help="Suppress errors for any requested Hyperopt spaces that do not contain any parameters",
+        action="store_true",
+    ),
 }

From 08fcd1a0d4977716d466496171e4ae6a5c36b67f Mon Sep 17 00:00:00 2001
From: Scott Lyons <scottalyons@gmail.com>
Date: Thu, 30 Sep 2021 00:46:56 -0700
Subject: [PATCH 670/834] Adding ignore space errors to Hyperopt CLI

---
 freqtrade/commands/arguments.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index d424f3ce7..e58135895 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -31,7 +31,8 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "epochs", "spaces", "print_all",
                                         "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
-                                        "hyperopt_loss", "disableparamexport"]
+                                        "hyperopt_loss", "disableparamexport", 
+                                        "hyperopt_ignore_unparam_space"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 

From 95227376b609a98b1577633861f90e9c9bb594f0 Mon Sep 17 00:00:00 2001
From: Scott Lyons <scottalyons@gmail.com>
Date: Thu, 30 Sep 2021 00:53:46 -0700
Subject: [PATCH 671/834] Adding IUS to optimize args

---
 freqtrade/configuration/configuration.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 94b108f2b..723ad3795 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -368,6 +368,9 @@ class Configuration:
 
         self._args_to_config(config, argname='hyperopt_show_no_header',
                              logstring='Parameter --no-header detected: {}')
+        
+        self._args_to_config(config, argname="hyperopt_ignore_unparam_space",
+                             logstring="Paramter --ignore-unparameterized-spaces detected: {}")
 
     def _process_plot_options(self, config: Dict[str, Any]) -> None:
 

From df45f467c69e5b0dc64fe8cb5b5af716b42979d7 Mon Sep 17 00:00:00 2001
From: Scott Lyons <scottalyons@gmail.com>
Date: Thu, 30 Sep 2021 01:11:02 -0700
Subject: [PATCH 672/834] Adding ability to ignore unparameterized spaces

---
 freqtrade/optimize/hyperopt.py | 48 +++++++++++++++++++++++++++++-----
 1 file changed, 42 insertions(+), 6 deletions(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 9549b4054..f6c677a6e 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -237,27 +237,63 @@ class Hyperopt:
             logger.debug("Hyperopt has 'protection' space")
             # Enable Protections if protection space is selected.
             self.config['enable_protections'] = True
-            self.protection_space = self.custom_hyperopt.protection_space()
+            try:
+                self.protection_space = self.custom_hyperopt.protection_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
-            self.buy_space = self.custom_hyperopt.buy_indicator_space()
+            try:
+                self.buy_space = self.custom_hyperopt.buy_indicator_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'sell'):
             logger.debug("Hyperopt has 'sell' space")
-            self.sell_space = self.custom_hyperopt.sell_indicator_space()
+            try:
+                self.sell_space = self.custom_hyperopt.sell_indicator_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'roi'):
             logger.debug("Hyperopt has 'roi' space")
-            self.roi_space = self.custom_hyperopt.roi_space()
+            try:
+                self.roi_space = self.custom_hyperopt.roi_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'stoploss'):
             logger.debug("Hyperopt has 'stoploss' space")
-            self.stoploss_space = self.custom_hyperopt.stoploss_space()
+            try:
+                self.stoploss_space = self.custom_hyperopt.stoploss_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
 
         if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
-            self.trailing_space = self.custom_hyperopt.trailing_space()
+            try:
+                self.trailing_space = self.custom_hyperopt.trailing_space()
+            except OperationalException as e:
+                if self.config["hyperopt_ignore_unparam_space"]:
+                    logger.warning(e)
+                else:
+                    raise
         self.dimensions = (self.buy_space + self.sell_space + self.protection_space
                            + self.roi_space + self.stoploss_space + self.trailing_space)
 

From 15df5fd9c5c8533b14809147570e2a66d79241fe Mon Sep 17 00:00:00 2001
From: Robert Davey <robert.davey@earlham.ac.uk>
Date: Fri, 1 Oct 2021 13:49:16 +0100
Subject: [PATCH 673/834] Fix pair_candles to point to correct API call

pair_candles pointed to available_pairs RPC call instead of pair_candles
---
 scripts/rest_client.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index ece0a253e..713b398c3 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -312,7 +312,7 @@ class FtRestClient():
         :param limit: Limit result to the last n candles.
         :return: json object
         """
-        return self._get("available_pairs", params={
+        return self._get("pair_candles", params={
             "pair": pair,
             "timeframe": timeframe,
             "limit": limit,

From f69cb39a170a4a223de4f154c902c69903188a36 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 1 Oct 2021 19:26:51 +0200
Subject: [PATCH 674/834] Fix missing comma in kucoin template

closes #5646
---
 freqtrade/templates/subtemplates/exchange_kucoin.j2 | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/templates/subtemplates/exchange_kucoin.j2 b/freqtrade/templates/subtemplates/exchange_kucoin.j2
index f9dfff663..9882c51c7 100644
--- a/freqtrade/templates/subtemplates/exchange_kucoin.j2
+++ b/freqtrade/templates/subtemplates/exchange_kucoin.j2
@@ -4,7 +4,7 @@
     "secret": "{{ exchange_secret }}",
     "password": "{{ exchange_key_password }}",
     "ccxt_config": {
-        "enableRateLimit": true
+        "enableRateLimit": true,
         "rateLimit": 200
     },
     "ccxt_async_config": {

From dadd134200bdcca66456e0795d92c12841fb8e87 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 17 Sep 2021 02:25:58 -0600
Subject: [PATCH 675/834] changes some tests to use usdt values

---
 tests/conftest.py             | 106 ++++++-
 tests/conftest_trades_usdt.py | 305 ++++++++++++++++++
 tests/test_freqtradebot.py    | 575 +++++++++++++++++-----------------
 3 files changed, 699 insertions(+), 287 deletions(-)
 create mode 100644 tests/conftest_trades_usdt.py

diff --git a/tests/conftest.py b/tests/conftest.py
index c908c0cb0..c1032a215 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -25,6 +25,8 @@ from freqtrade.resolvers import ExchangeResolver
 from freqtrade.worker import Worker
 from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4,
                                    mock_trade_5, mock_trade_6)
+from tests.conftest_trades_usdt import (mock_trade_usdt_1, mock_trade_usdt_2, mock_trade_usdt_3,
+                                        mock_trade_usdt_4, mock_trade_usdt_5, mock_trade_usdt_6)
 
 
 logging.getLogger('').setLevel(logging.INFO)
@@ -227,6 +229,39 @@ def create_mock_trades(fee, use_db: bool = True):
         Trade.query.session.flush()
 
 
+def create_mock_trades_usdt(fee, use_db: bool = True):
+    """
+    Create some fake trades ...
+    """
+    def add_trade(trade):
+        if use_db:
+            Trade.query.session.add(trade)
+        else:
+            LocalTrade.add_bt_trade(trade)
+
+    # Simulate dry_run entries
+    trade = mock_trade_usdt_1(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_2(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_3(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_4(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_5(fee)
+    add_trade(trade)
+
+    trade = mock_trade_usdt_6(fee)
+    add_trade(trade)
+
+    if use_db:
+        Trade.query.session.flush()
+
+
 @pytest.fixture(autouse=True)
 def patch_coingekko(mocker) -> None:
     """
@@ -303,7 +338,8 @@ def get_default_conf(testdatadir):
                 "ETH/BTC",
                 "LTC/BTC",
                 "XRP/BTC",
-                "NEO/BTC"
+                "NEO/BTC",
+                "ADA/USDT"
             ],
             "pair_blacklist": [
                 "DOGE/BTC",
@@ -372,6 +408,33 @@ def ticker_sell_down():
     })
 
 
+@pytest.fixture
+def ticker_usdt():
+    return MagicMock(return_value={
+        'bid': 1.99,
+        'ask': 2.0,
+        'last': 1.99,
+    })
+
+
+@pytest.fixture
+def ticker_usdt_sell_up():
+    return MagicMock(return_value={
+        'bid': 2.19,
+        'ask': 2.2,
+        'last': 2.19,
+    })
+
+
+@pytest.fixture
+def ticker_usdt_sell_down():
+    return MagicMock(return_value={
+        'bid': 2.01,
+        'ask': 2.0,
+        'last': 2.01,
+    })
+
+
 @pytest.fixture
 def markets():
     return get_markets()
@@ -406,6 +469,31 @@ def get_markets():
             },
             'info': {},
         },
+        'ADA/USDT': {
+            'id': 'ethbtc',
+            'symbol': 'ADA/USDT',
+            'base': 'USDT',
+            'quote': 'ADA',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': {
+                    'min': 0.0001,
+                    'max': 500000,
+                },
+            },
+            'info': {},
+        },
         'TKN/BTC': {
             'id': 'tknbtc',
             'symbol': 'TKN/BTC',
@@ -1821,6 +1909,22 @@ def open_trade():
     )
 
 
+@pytest.fixture(scope="function")
+def open_trade_usdt():
+    return Trade(
+        pair='ADA/USDT',
+        open_rate=2.0,
+        exchange='binance',
+        open_order_id='123456789',
+        amount=30.0,
+        fee_open=0.0,
+        fee_close=0.0,
+        stake_amount=60.0,
+        open_date=arrow.utcnow().shift(minutes=-601).datetime,
+        is_open=True
+    )
+
+
 @pytest.fixture
 def saved_hyperopt_results():
     hyperopt_res = [
diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py
new file mode 100644
index 000000000..1a03f0381
--- /dev/null
+++ b/tests/conftest_trades_usdt.py
@@ -0,0 +1,305 @@
+from datetime import datetime, timedelta, timezone
+
+from freqtrade.persistence.models import Order, Trade
+
+
+MOCK_TRADE_COUNT = 6
+
+
+def mock_order_usdt_1():
+    return {
+        'id': '1234',
+        'symbol': 'ADA/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 10.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_trade_usdt_1(fee):
+    trade = Trade(
+        pair='ADA/USDT',
+        stake_amount=20.0,
+        amount=10.0,
+        amount_requested=10.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        is_open=True,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
+        open_rate=2.0,
+        exchange='binance',
+        open_order_id='dry_run_buy_12345',
+        strategy='StrategyTestV2',
+        timeframe=5,
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_1(), 'ADA/USDT', 'buy')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_2():
+    return {
+        'id': '1235',
+        'symbol': 'ETC/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 2.0,
+        'amount': 100.0,
+        'filled': 100.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_order_usdt_2_sell():
+    return {
+        'id': '12366',
+        'symbol': 'ETC/USDT',
+        'status': 'closed',
+        'side': 'sell',
+        'type': 'limit',
+        'price': 2.05,
+        'amount': 100.0,
+        'filled': 100.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_trade_usdt_2(fee):
+    """
+    Closed trade...
+    """
+    trade = Trade(
+        pair='ETC/USDT',
+        stake_amount=200.0,
+        amount=100.0,
+        amount_requested=100.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=2.0,
+        close_rate=2.05,
+        close_profit=5.0,
+        close_profit_abs=3.9875,
+        exchange='binance',
+        is_open=False,
+        open_order_id='dry_run_sell_12345',
+        strategy='StrategyTestV2',
+        timeframe=5,
+        sell_reason='sell_signal',
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_2(), 'ETC/USDT', 'buy')
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_2_sell(), 'ETC/USDT', 'sell')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_3():
+    return {
+        'id': '41231a12a',
+        'symbol': 'XRP/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 1.0,
+        'amount': 30.0,
+        'filled': 30.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_order_usdt_3_sell():
+    return {
+        'id': '41231a666a',
+        'symbol': 'XRP/USDT',
+        'status': 'closed',
+        'side': 'sell',
+        'type': 'stop_loss_limit',
+        'price': 1.1,
+        'average': 1.1,
+        'amount': 30.0,
+        'filled': 30.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_trade_usdt_3(fee):
+    """
+    Closed trade
+    """
+    trade = Trade(
+        pair='XRP/USDT',
+        stake_amount=30.0,
+        amount=30.0,
+        amount_requested=30.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=1.0,
+        close_rate=1.1,
+        close_profit=10.0,
+        close_profit_abs=9.8425,
+        exchange='binance',
+        is_open=False,
+        strategy='StrategyTestV2',
+        timeframe=5,
+        sell_reason='roi',
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
+        close_date=datetime.now(tz=timezone.utc),
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_3(), 'XRP/USDT', 'buy')
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_3_sell(), 'XRP/USDT', 'sell')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_4():
+    return {
+        'id': 'prod_buy_12345',
+        'symbol': 'ETC/USDT',
+        'status': 'open',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 0.0,
+        'remaining': 30.0,
+    }
+
+
+def mock_trade_usdt_4(fee):
+    """
+    Simulate prod entry
+    """
+    trade = Trade(
+        pair='ETC/USDT',
+        stake_amount=20.0,
+        amount=10.0,
+        amount_requested=10.01,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
+        is_open=True,
+        open_rate=2.0,
+        exchange='binance',
+        open_order_id='prod_buy_12345',
+        strategy='StrategyTestV2',
+        timeframe=5,
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_5():
+    return {
+        'id': 'prod_buy_3455',
+        'symbol': 'XRP/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 10.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_order_usdt_5_stoploss():
+    return {
+        'id': 'prod_stoploss_3455',
+        'symbol': 'XRP/USDT',
+        'status': 'open',
+        'side': 'sell',
+        'type': 'stop_loss_limit',
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 0.0,
+        'remaining': 30.0,
+    }
+
+
+def mock_trade_usdt_5(fee):
+    """
+    Simulate prod entry with stoploss
+    """
+    trade = Trade(
+        pair='XRP/USDT',
+        stake_amount=20.0,
+        amount=10.0,
+        amount_requested=10.01,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
+        is_open=True,
+        open_rate=2.0,
+        exchange='binance',
+        strategy='SampleStrategy',
+        stoploss_order_id='prod_stoploss_3455',
+        timeframe=5,
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_5(), 'XRP/USDT', 'buy')
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(), 'XRP/USDT', 'stoploss')
+    trade.orders.append(o)
+    return trade
+
+
+def mock_order_usdt_6():
+    return {
+        'id': 'prod_buy_6',
+        'symbol': 'LTC/USDT',
+        'status': 'closed',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 10.0,
+        'amount': 2.0,
+        'filled': 2.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_order_usdt_6_sell():
+    return {
+        'id': 'prod_sell_6',
+        'symbol': 'LTC/USDT',
+        'status': 'open',
+        'side': 'sell',
+        'type': 'limit',
+        'price': 12.0,
+        'amount': 2.0,
+        'filled': 0.0,
+        'remaining': 2.0,
+    }
+
+
+def mock_trade_usdt_6(fee):
+    """
+    Simulate prod entry with open sell order
+    """
+    trade = Trade(
+        pair='LTC/USDT',
+        stake_amount=20.0,
+        amount=2.0,
+        amount_requested=2.0,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        is_open=True,
+        open_rate=10.0,
+        exchange='binance',
+        strategy='SampleStrategy',
+        open_order_id="prod_sell_6",
+        timeframe=5,
+    )
+    o = Order.parse_from_ccxt_object(mock_order_usdt_6(), 'LTC/USDT', 'buy')
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell')
+    trade.orders.append(o)
+    return trade
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d312bdb11..7ddb90657 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -23,9 +23,9 @@ from freqtrade.worker import Worker
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
                             log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
                             patch_wallet, patch_whitelist)
-from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell,
-                                   mock_order_3, mock_order_3_sell, mock_order_4,
-                                   mock_order_5_stoploss, mock_order_6_sell)
+from tests.conftest_trades import (
+    MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3,
+    mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell)
 
 
 def patch_RPCManager(mocker) -> MagicMock:
@@ -135,14 +135,14 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
                         (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
                         (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
 ])
-def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open,
+def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_usdt_open,
                                       amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee
     )
     default_conf['dry_run_wallet'] = wallet
@@ -155,7 +155,7 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
     for i in range(0, max_open):
 
         if expected[i] is not None:
-            limit_buy_order_open['id'] = str(i)
+            limit_buy_order_usdt_open['id'] = str(i)
             result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
             assert pytest.approx(result) == expected[i]
             freqtrade.execute_entry('ETH/BTC', result)
@@ -198,7 +198,7 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
     # Override strategy stoploss
     (0.85, True)
 ])
-def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
+def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
                                  buy_price_mult, ignore_strat_sl, edge_conf) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -209,7 +209,7 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
     # Thus, if price falls 21%, stoploss should be triggered
     #
     # mocking the ticker: price is falling ...
-    buy_price = limit_buy_order['price']
+    buy_price = limit_buy_order_usdt['price']
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
@@ -221,14 +221,14 @@ def test_edge_overrides_stoploss(limit_buy_order, fee, caplog, mocker,
     )
     #############################################
 
-    # Create a trade with "limit_buy_order" price
+    # Create a trade with "limit_buy_order_usdt" price
     freqtrade = FreqtradeBot(edge_conf)
     freqtrade.active_pair_whitelist = ['NEO/BTC']
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.enter_positions()
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     #############################################
 
     # stoploss shoud be hit
@@ -270,7 +270,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
     assert Trade.total_open_trades_stakes() == 1.97502e-03
 
 
-def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> None:
+def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -294,15 +294,15 @@ def test_create_trade(default_conf, ticker, limit_buy_order, fee, mocker) -> Non
     assert trade.exchange == 'binance'
 
     # Simulate fulfilled LIMIT_BUY order for trade
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
 
-    assert trade.open_rate == 0.00001099
-    assert trade.amount == 90.99181073
+    assert trade.open_rate == 2.0
+    assert trade.amount == 30.0
 
     assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
-def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
+def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt,
                                       fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -326,12 +326,12 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order,
     (UNLIMITED_STAKE_AMOUNT, False, True, 0),
 ])
 def test_create_trade_minimal_amount(
-    default_conf, ticker, limit_buy_order_open, fee, mocker,
+    default_conf, ticker, limit_buy_order_usdt_open, fee, mocker,
     stake_amount, create, amount_enough, max_open_trades, caplog
 ) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    buy_mock = MagicMock(return_value=limit_buy_order_open)
+    buy_mock = MagicMock(return_value=limit_buy_order_usdt_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
@@ -363,14 +363,14 @@ def test_create_trade_minimal_amount(
     (["ETH/BTC"], 1),  # No pairs left
     ([], 0),  # No pairs in whitelist
 ])
-def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_open, fee,
+def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_usdt_open, fee,
                                        whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     default_conf['exchange']['pair_whitelist'] = whitelist
@@ -390,14 +390,14 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_ope
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order, fee,
+def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order_usdt, fee,
                                          mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
+        create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -459,7 +459,7 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
 
 @pytest.mark.parametrize("max_open", range(0, 5))
 @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
-def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_open,
+def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open,
                                        max_open, tradable_balance_ratio, modifier) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -470,7 +470,7 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -484,14 +484,14 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_
     assert len(trades) == max(int(max_open * modifier), 0)
 
 
-def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_open) -> None:
+def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf['max_open_trades'] = 4
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -503,7 +503,7 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
 
     assert len(Trade.get_open_trades()) == 2
     # Change order_id for new orders
-    limit_buy_order_open['id'] = '123444'
+    limit_buy_order_usdt_open['id'] = '123444'
 
     # Create 2 new trades using create_trades
     assert freqtrade.create_trade('ETH/BTC')
@@ -513,15 +513,15 @@ def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_orde
     assert len(trades) == 4
 
 
-def test_process_trade_creation(default_conf, ticker, limit_buy_order, limit_buy_order_open,
+def test_process_trade_creation(default_conf, ticker, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                 fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
-        fetch_order=MagicMock(return_value=limit_buy_order),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
+        fetch_order=MagicMock(return_value=limit_buy_order_usdt),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -584,14 +584,14 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
 
 
-def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee, mocker) -> None:
+def test_process_trade_handling(default_conf, ticker, limit_buy_order_usdt_open, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
-        fetch_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
+        fetch_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -609,7 +609,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_open, fee,
     assert len(trades) == 1
 
 
-def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
+def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_usdt,
                                          fee, mocker) -> None:
     """ Test process with trade not in pair list """
     patch_RPCManager(mocker)
@@ -617,8 +617,8 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value={'id': limit_buy_order['id']}),
-        fetch_order=MagicMock(return_value=limit_buy_order),
+        create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
+        fetch_order=MagicMock(return_value=limit_buy_order_usdt),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -690,7 +690,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_order_open) -> None:
+def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf)
@@ -698,14 +698,14 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     stake_amount = 2
     bid = 0.11
     buy_rate_mock = MagicMock(return_value=bid)
-    buy_mm = MagicMock(return_value=limit_buy_order_open)
+    buy_mm = MagicMock(return_value=limit_buy_order_usdt_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         get_rate=buy_rate_mock,
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=buy_mm,
         get_min_pair_stake_amount=MagicMock(return_value=1),
@@ -719,7 +719,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert freqtrade.strategy.confirm_trade_entry.call_count == 1
     buy_rate_mock.reset_mock()
 
-    limit_buy_order_open['id'] = '22'
+    limit_buy_order_usdt_open['id'] = '22'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
     assert freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
@@ -738,7 +738,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.open_order_id == '22'
 
     # Test calling with price
-    limit_buy_order_open['id'] = '33'
+    limit_buy_order_usdt_open['id'] = '33'
     fix_price = 0.06
     assert freqtrade.execute_entry(pair, stake_amount, fix_price)
     # Make sure get_rate wasn't called again
@@ -751,13 +751,13 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert call_args['amount'] == round(stake_amount / fix_price, 8)
 
     # In case of closed order
-    limit_buy_order['status'] = 'closed'
-    limit_buy_order['price'] = 10
-    limit_buy_order['cost'] = 100
-    limit_buy_order['id'] = '444'
+    limit_buy_order_usdt['status'] = 'closed'
+    limit_buy_order_usdt['price'] = 10
+    limit_buy_order_usdt['cost'] = 100
+    limit_buy_order_usdt['id'] = '444'
 
     mocker.patch('freqtrade.exchange.Exchange.create_order',
-                 MagicMock(return_value=limit_buy_order))
+                 MagicMock(return_value=limit_buy_order_usdt))
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[2]
     assert trade
@@ -766,15 +766,15 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.stake_amount == 100
 
     # In case of rejected or expired order and partially filled
-    limit_buy_order['status'] = 'expired'
-    limit_buy_order['amount'] = 90.99181073
-    limit_buy_order['filled'] = 80.99181073
-    limit_buy_order['remaining'] = 10.00
-    limit_buy_order['price'] = 0.5
-    limit_buy_order['cost'] = 40.495905365
-    limit_buy_order['id'] = '555'
+    limit_buy_order_usdt['status'] = 'expired'
+    limit_buy_order_usdt['amount'] = 30.0
+    limit_buy_order_usdt['filled'] = 80.99181073
+    limit_buy_order_usdt['remaining'] = 10.00
+    limit_buy_order_usdt['price'] = 0.5
+    limit_buy_order_usdt['cost'] = 40.495905365
+    limit_buy_order_usdt['id'] = '555'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
-                 MagicMock(return_value=limit_buy_order))
+                 MagicMock(return_value=limit_buy_order_usdt))
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[3]
     assert trade
@@ -783,8 +783,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.stake_amount == 40.495905365
 
     # Test with custom stake
-    limit_buy_order['status'] = 'open'
-    limit_buy_order['id'] = '556'
+    limit_buy_order_usdt['status'] = 'open'
+    limit_buy_order_usdt['id'] = '556'
 
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
     assert freqtrade.execute_entry(pair, stake_amount)
@@ -793,7 +793,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.stake_amount == 150
 
     # Exception case
-    limit_buy_order['id'] = '557'
+    limit_buy_order_usdt['id'] = '557'
     freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[5]
@@ -801,15 +801,15 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.stake_amount == 2.0
 
     # In case of the order is rejected and not filled at all
-    limit_buy_order['status'] = 'rejected'
-    limit_buy_order['amount'] = 90.99181073
-    limit_buy_order['filled'] = 0.0
-    limit_buy_order['remaining'] = 90.99181073
-    limit_buy_order['price'] = 0.5
-    limit_buy_order['cost'] = 0.0
-    limit_buy_order['id'] = '66'
+    limit_buy_order_usdt['status'] = 'rejected'
+    limit_buy_order_usdt['amount'] = 30.0
+    limit_buy_order_usdt['filled'] = 0.0
+    limit_buy_order_usdt['remaining'] = 30.0
+    limit_buy_order_usdt['price'] = 0.5
+    limit_buy_order_usdt['cost'] = 0.0
+    limit_buy_order_usdt['id'] = '66'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
-                 MagicMock(return_value=limit_buy_order))
+                 MagicMock(return_value=limit_buy_order_usdt))
     assert not freqtrade.execute_entry(pair, stake_amount)
 
     # Fail to get price...
@@ -820,8 +820,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
 
     # In case of custom entry price
     mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.50)
-    limit_buy_order['status'] = 'open'
-    limit_buy_order['id'] = '5566'
+    limit_buy_order_usdt['status'] = 'open'
+    limit_buy_order_usdt['id'] = '5566'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: 0.508
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[6]
@@ -829,8 +829,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.open_rate_requested == 0.508
 
     # In case of custom entry price set to None
-    limit_buy_order['status'] = 'open'
-    limit_buy_order['id'] = '5567'
+    limit_buy_order_usdt['status'] = 'open'
+    limit_buy_order_usdt['id'] = '5567'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: None
 
     mocker.patch.multiple(
@@ -844,8 +844,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.open_rate_requested == 10
 
     # In case of custom entry price not float type
-    limit_buy_order['status'] = 'open'
-    limit_buy_order['id'] = '5568'
+    limit_buy_order_usdt['status'] = 'open'
+    limit_buy_order_usdt['id'] = '5568'
     freqtrade.strategy.custom_entry_price = lambda **kwargs: "string price"
     assert freqtrade.execute_entry(pair, stake_amount)
     trade = Trade.query.all()[8]
@@ -853,16 +853,16 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order, limit_buy_ord
     assert trade.open_rate_requested == 10
 
 
-def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order) -> None:
+def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_usdt) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
-        create_order=MagicMock(return_value=limit_buy_order),
+        create_order=MagicMock(return_value=limit_buy_order_usdt),
         get_rate=MagicMock(return_value=0.11),
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
@@ -873,11 +873,11 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order)
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
     assert freqtrade.execute_entry(pair, stake_amount)
 
-    limit_buy_order['id'] = '222'
+    limit_buy_order_usdt['id'] = '222'
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception)
     assert freqtrade.execute_entry(pair, stake_amount)
 
-    limit_buy_order['id'] = '2223'
+    limit_buy_order_usdt['id'] = '2223'
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True)
     assert freqtrade.execute_entry(pair, stake_amount)
 
@@ -885,14 +885,14 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order)
     assert not freqtrade.execute_entry(pair, stake_amount)
 
 
-def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
+def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
-                 return_value=limit_buy_order['amount'])
+                 return_value=limit_buy_order_usdt['amount'])
 
     stoploss = MagicMock(return_value={'id': 13434334})
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -913,20 +913,20 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None
 
 
 def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
-                                     limit_buy_order, limit_sell_order) -> None:
+                                     limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -993,7 +993,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'type': 'stop_loss_limit',
         'price': 3,
         'average': 2,
-        'amount': limit_buy_order['amount'],
+        'amount': limit_buy_order_usdt['amount'],
     })
     mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order', stoploss_order_hit)
     assert freqtrade.handle_stoploss_on_exchange(trade) is True
@@ -1033,20 +1033,20 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
 
 
 def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
-                                         limit_buy_order, limit_sell_order) -> None:
+                                         limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # Sixth case: stoploss order was cancelled but couldn't create new one
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -1072,19 +1072,19 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
 
 
 def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
-                                             limit_buy_order_open, limit_sell_order):
+                                             limit_buy_order_usdt_open, limit_sell_order_usdt):
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     create_order_mock = MagicMock(side_effect=[
-        limit_buy_order_open,
-        {'id': limit_sell_order['id']}
+        limit_buy_order_usdt_open,
+        {'id': limit_sell_order_usdt['id']}
     ])
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=create_order_mock,
         get_fee=fee,
@@ -1120,20 +1120,20 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
 
 
 def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
-                                                  limit_buy_order_open, limit_sell_order):
-    sell_mock = MagicMock(return_value={'id': limit_sell_order['id']})
+                                                  limit_buy_order_usdt_open, limit_sell_order_usdt):
+    sell_mock = MagicMock(return_value={'id': limit_sell_order_usdt['id']})
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             sell_mock,
         ]),
         get_fee=fee,
@@ -1164,20 +1164,20 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
 
 @pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
-                                              limit_buy_order, limit_sell_order) -> None:
+                                              limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 2.19,
+            'ask': 2.2,
+            'last': 2.19
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -1219,7 +1219,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
         'price': 3,
         'average': 2,
         'info': {
-            'stopPrice': '0.000011134'
+            'stopPrice': '2.0805'
         }
     })
 
@@ -1230,11 +1230,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # price jumped 2x
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002344,
-        'ask': 0.00002346,
-        'last': 0.00002344
-    }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': 4.38,
+            'ask': 4.4,
+            'last': 4.38
+        })
+    )
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock(return_value={'id': 13434334})
@@ -1248,7 +1251,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     stoploss_order_mock.assert_not_called()
 
     assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 0.00002346 * 0.95
+    assert trade.stop_loss == 4.4 * 0.95
 
     # setting stoploss_on_exchange_interval to 0 seconds
     freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
@@ -1256,22 +1259,24 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=85.32423208,
-                                                pair='ETH/BTC',
-                                                order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.95)
+    stoploss_order_mock.assert_called_once_with(
+        amount=30.0,
+        pair='ETH/BTC',
+        order_types=freqtrade.strategy.order_types,
+        stop_price=4.4 * 0.95
+    )
 
     # price fell below stoploss, so dry-run sells trade.
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002144,
-        'ask': 0.00002146,
-        'last': 0.00002144
+        'bid': 4.1712,
+        'ask': 4.1921,
+        'last': 4.1712
     }))
     assert freqtrade.handle_trade(trade) is True
 
 
 def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
-                                                    limit_buy_order, limit_sell_order) -> None:
+                                                    limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_exchange(mocker)
@@ -1279,13 +1284,13 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -1347,20 +1352,20 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
 
 @pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
-                                                 limit_buy_order, limit_sell_order) -> None:
+                                                 limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
     )
@@ -1413,9 +1418,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
 
     # price jumped 2x
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002344,
-        'ask': 0.00002346,
-        'last': 0.00002344
+        'bid': 4.38,
+        'ask': 4.4,
+        'last': 4.38
     }))
 
     cancel_order_mock = MagicMock()
@@ -1454,7 +1459,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
 
 
 def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
-                                              limit_buy_order, limit_sell_order) -> None:
+                                              limit_buy_order_usdt, limit_sell_order_usdt) -> None:
 
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
@@ -1467,13 +1472,13 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            {'id': limit_buy_order['id']},
-            {'id': limit_sell_order['id']},
+            {'id': limit_buy_order_usdt['id']},
+            {'id': limit_sell_order_usdt['id']},
         ]),
         get_fee=fee,
         stoploss=stoploss,
@@ -1515,7 +1520,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         'price': 3,
         'average': 2,
         'info': {
-            'stopPrice': '0.000009384'
+            'stopPrice': '2.178'
         }
     })
 
@@ -1524,7 +1529,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     # stoploss initially at 20% as edge dictated it.
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert trade.stop_loss == 0.000009384
+    assert trade.stop_loss == 2.178
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock()
@@ -1533,16 +1538,16 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
     # price goes down 5%
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00001172 * 0.95,
-        'ask': 0.00001173 * 0.95,
-        'last': 0.00001172 * 0.95
+        'bid': 1.9 * 0.95,
+        'ask': 2.2 * 0.95,
+        'last': 1.9 * 0.95
     }))
 
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # stoploss should remain the same
-    assert trade.stop_loss == 0.000009384
+    assert trade.stop_loss == 2.178
 
     # stoploss on exchange should not be canceled
     cancel_order_mock.assert_not_called()
@@ -1589,14 +1594,14 @@ def test_enter_positions(mocker, default_conf, return_value, side_effect,
     assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
 
 
-def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
+def test_exit_positions(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
-                 return_value=limit_buy_order['amount'])
+                 return_value=limit_buy_order_usdt['amount'])
 
     trade = MagicMock()
     trade.open_order_id = '123'
@@ -1606,7 +1611,7 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     assert n == 0
     # Test amount not modified by fee-logic
     assert not log_has(
-        'Applying fee to amount for Trade {} from 90.99181073 to 90.81'.format(trade), caplog
+        'Applying fee to amount for Trade {} from 30.0 to 90.81'.format(trade), caplog
     )
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
@@ -1615,9 +1620,9 @@ def test_exit_positions(mocker, default_conf, limit_buy_order, caplog) -> None:
     assert n == 0
 
 
-def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog) -> None:
+def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
 
     trade = MagicMock()
     trade.open_order_id = None
@@ -1635,14 +1640,14 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order, caplog)
     assert log_has('Unable to sell trade ETH/BTC: ', caplog)
 
 
-def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> None:
+def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
-                 return_value=limit_buy_order['amount'])
+                 return_value=limit_buy_order_usdt['amount'])
 
     trade = Trade(
         open_order_id=123,
@@ -1662,7 +1667,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     assert not log_has_re(r'Applying fee to .*', caplog)
     caplog.clear()
     assert trade.open_order_id is None
-    assert trade.amount == limit_buy_order['amount']
+    assert trade.amount == limit_buy_order_usdt['amount']
 
     trade.open_order_id = '123'
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
@@ -1681,10 +1686,10 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
 
 
 @pytest.mark.parametrize('initial_amount,has_rounding_fee', [
-    (90.99181073 + 1e-14, True),
+    (30.0 + 1e-14, True),
     (8.0, False)
 ])
-def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, fee,
+def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order_usdt, fee,
                                           mocker, initial_amount, has_rounding_fee, caplog):
     trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -1704,17 +1709,17 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
         open_order_id="123456",
         is_open=True,
     )
-    freqtrade.update_trade_state(trade, '123456', limit_buy_order)
+    freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
     assert trade.amount != amount
-    assert trade.amount == limit_buy_order['amount']
+    assert trade.amount == limit_buy_order_usdt['amount']
     if has_rounding_fee:
         assert log_has_re(r'Applying fee on amount for .*', caplog)
 
 
 def test_update_trade_state_exception(mocker, default_conf,
-                                      limit_buy_order, caplog) -> None:
+                                      limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
 
     trade = MagicMock()
     trade.open_order_id = '123'
@@ -1745,8 +1750,8 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
     assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
 
 
-def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_open,
-                                 limit_sell_order, mocker):
+def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_usdt_open,
+                                 limit_sell_order_usdt, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
@@ -1754,7 +1759,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
     mocker.patch('freqtrade.wallets.Wallets.update', wallet_mock)
 
     patch_exchange(mocker)
-    amount = limit_sell_order["amount"]
+    amount = limit_sell_order_usdt["amount"]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     wallet_mock.reset_mock()
     trade = Trade(
@@ -1768,11 +1773,11 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
         open_order_id="123456",
         is_open=True,
     )
-    order = Order.parse_from_ccxt_object(limit_sell_order_open, 'LTC/ETH', 'sell')
+    order = Order.parse_from_ccxt_object(limit_sell_order_usdt_open, 'LTC/ETH', 'sell')
     trade.orders.append(order)
     assert order.status == 'open'
-    freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order)
-    assert trade.amount == limit_sell_order['amount']
+    freqtrade.update_trade_state(trade, trade.open_order_id, limit_sell_order_usdt)
+    assert trade.amount == limit_sell_order_usdt['amount']
     # Wallet needs to be updated after closing a limit-sell order to reenable buying
     assert wallet_mock.call_count == 1
     assert not trade.is_open
@@ -1780,20 +1785,20 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
     assert order.status == 'closed'
 
 
-def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limit_sell_order,
+def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt,
                       fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order,
-            limit_sell_order_open,
+            limit_buy_order_usdt,
+            limit_sell_order_usdt_open,
         ]),
         get_fee=fee,
     )
@@ -1806,24 +1811,24 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order_open, limi
     assert trade
 
     time.sleep(0.01)  # Race condition fix
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     assert trade.is_open is True
     freqtrade.wallets.update()
 
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
-    assert trade.open_order_id == limit_sell_order['id']
+    assert trade.open_order_id == limit_sell_order_usdt['id']
 
     # Simulate fulfilled LIMIT_SELL order for trade
-    trade.update(limit_sell_order)
+    trade.update(limit_sell_order_usdt)
 
-    assert trade.close_rate == 0.00001173
-    assert trade.close_profit == 0.06201058
-    assert trade.calc_profit() == 0.00006217
+    assert trade.close_rate == 2.2
+    assert trade.close_profit == 0.09451372
+    assert trade.calc_profit() == 5.685
     assert trade.close_date is not None
 
 
-def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
+def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_open,
                                     fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -1831,7 +1836,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -1878,7 +1883,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_open,
     assert freqtrade.handle_trade(trades[0]) is True
 
 
-def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
+def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open,
                           fee, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
 
@@ -1887,7 +1892,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -1913,8 +1918,8 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
                    caplog)
 
 
-def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open,
-                                      limit_sell_order_open, fee, mocker, caplog) -> None:
+def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt_open,
+                                      limit_sell_order_usdt_open, fee, mocker, caplog) -> None:
     # use_sell_signal is True buy default
     caplog.set_level(logging.DEBUG)
     patch_RPCManager(mocker)
@@ -1922,8 +1927,8 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            limit_sell_order_open,
+            limit_buy_order_usdt_open,
+            limit_sell_order_usdt_open,
         ]),
         get_fee=fee,
     )
@@ -1945,14 +1950,14 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_open
                    caplog)
 
 
-def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open, limit_sell_order,
+def test_close_trade(default_conf, ticker, limit_buy_order_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt,
                      fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     freqtrade = FreqtradeBot(default_conf)
@@ -1964,8 +1969,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order, limit_buy_order_open
     trade = Trade.query.first()
     assert trade
 
-    trade.update(limit_buy_order)
-    trade.update(limit_sell_order)
+    trade.update(limit_buy_order_usdt)
+    trade.update(limit_sell_order_usdt)
     assert trade.is_open is False
 
     with pytest.raises(DependencyException, match=r'.*closed trade.*'):
@@ -2341,7 +2346,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     assert trades[0].fee_open == fee()
 
 
-def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocker, caplog) -> None:
+def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2359,20 +2364,20 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade, mocke
     )
     freqtrade = FreqtradeBot(default_conf)
 
-    Trade.query.session.add(open_trade)
+    Trade.query.session.add(open_trade_usdt)
 
     freqtrade.check_handle_timedout()
-    assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, "
-                      r"open_rate=0.00001099, open_since="
-                      f"{open_trade.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
+    assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, "
+                      r"open_rate=2.00000000, open_since="
+                      f"{open_trade_usdt.open_date.strftime('%Y-%m-%d %H:%M:%S')}"
                       r"\) due to Traceback \(most recent call last\):\n*",
                       caplog)
 
 
-def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> None:
+def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    cancel_buy_order = deepcopy(limit_buy_order)
+    cancel_buy_order = deepcopy(limit_buy_order_usdt)
     cancel_buy_order['status'] = 'canceled'
     del cancel_buy_order['filled']
 
@@ -2385,30 +2390,30 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order) -> N
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
     trade.open_rate = 200
-    limit_buy_order['filled'] = 0.0
-    limit_buy_order['status'] = 'open'
+    limit_buy_order_usdt['filled'] = 0.0
+    limit_buy_order_usdt['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 1
 
     cancel_order_mock.reset_mock()
     caplog.clear()
-    limit_buy_order['filled'] = 0.01
-    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    limit_buy_order_usdt['filled'] = 0.01
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 0
     assert log_has_re("Order .* for .* not cancelled, as the filled amount.* unsellable.*", caplog)
 
     caplog.clear()
     cancel_order_mock.reset_mock()
-    limit_buy_order['filled'] = 2
-    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    limit_buy_order_usdt['filled'] = 2
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 1
 
     # Order remained open for some reason (cancel failed)
     cancel_buy_order['status'] = 'open'
     cancel_order_mock = MagicMock(return_value=cancel_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
-    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert log_has_re(r"Order .* for .* not cancelled.", caplog)
 
 
@@ -2439,7 +2444,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
     'String Return value',
     123
 ])
-def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
+def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_usdt,
                                           cancelorder) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2455,15 +2460,15 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order,
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
     trade.open_rate = 200
-    limit_buy_order['filled'] = 0.0
-    limit_buy_order['status'] = 'open'
+    limit_buy_order_usdt['filled'] = 0.0
+    limit_buy_order_usdt['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
-    assert freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    assert freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 1
 
     cancel_order_mock.reset_mock()
-    limit_buy_order['filled'] = 1.0
-    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order, reason)
+    limit_buy_order_usdt['filled'] = 1.0
+    assert not freqtrade.handle_cancel_enter(trade, limit_buy_order_usdt, reason)
     assert cancel_order_mock.call_count == 1
 
 
@@ -3021,7 +3026,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
 
 @pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type', [
     # Enable profit
-    (True, 0.00001172, 0.00001173, False, True, SellType.SELL_SIGNAL.value),
+    (True, 1.9, 2.2, False, True, SellType.SELL_SIGNAL.value),
     # Disable profit
     (False, 0.00002172, 0.00002173, True,  False, SellType.SELL_SIGNAL.value),
     # Enable loss
@@ -3031,7 +3036,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
 ])
 def test_sell_profit_only(
-        default_conf, limit_buy_order, limit_buy_order_open,
+        default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
         fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3043,7 +3048,7 @@ def test_sell_profit_only(
             'last': bid
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3063,7 +3068,7 @@ def test_sell_profit_only(
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is handle_first
@@ -3072,10 +3077,8 @@ def test_sell_profit_only(
         freqtrade.strategy.sell_profit_offset = 0.0
         assert freqtrade.handle_trade(trade) is True
 
-    assert trade.sell_reason == sell_type
 
-
-def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_open,
+def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                  fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3087,7 +3090,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
             'last': 0.00002172
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3101,7 +3104,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order, limit_buy_order_
 
     trade = Trade.query.first()
     amnt = trade.amount
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     patch_get_signal(freqtrade, value=(False, True, None))
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=trade.amount * 0.985))
 
@@ -3182,7 +3185,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
 
 
-def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
+def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                   fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3194,7 +3197,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
             'last': 0.0000172
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3208,7 +3211,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     freqtrade.wallets.update()
     patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trade) is False
@@ -3219,19 +3222,19 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
     assert trade.sell_reason == SellType.ROI.value
 
 
-def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
+def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt,
                             fee, caplog, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001099,
-            'ask': 0.00001099,
-            'last': 0.00001099
+            'bid': 2.0,
+            'ask': 2.0,
+            'last': 2.0
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3249,9 +3252,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     # Raise ticker above buy price
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
-                     'bid': 0.00001099 * 1.5,
-                     'ask': 0.00001099 * 1.5,
-                     'last': 0.00001099 * 1.5
+                     'bid': 2.0 * 1.5,
+                     'ask': 2.0 * 1.5,
+                     'last': 2.0 * 1.5
                  }))
 
     # Stoploss should be adjusted
@@ -3260,9 +3263,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     # Price fell
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
-                     'bid': 0.00001099 * 1.1,
-                     'ask': 0.00001099 * 1.1,
-                     'last': 0.00001099 * 1.1
+                     'bid': 2.0 * 1.1,
+                     'ask': 2.0 * 1.1,
+                     'last': 2.0 * 1.1
                  }))
 
     caplog.set_level(logging.DEBUG)
@@ -3273,9 +3276,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_open, limit_buy_order,
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_order_open, fee,
+def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
                                      caplog, mocker) -> None:
-    buy_price = limit_buy_order['price']
+    buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3286,7 +3289,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
             'last': buy_price - 0.000001
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3301,7 +3304,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     caplog.set_level(logging.DEBUG)
     # stop-loss not reached
     assert freqtrade.handle_trade(trade) is False
@@ -3334,9 +3337,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, limit_buy_or
         f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
 
 
-def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_order_open, fee,
+def test_trailing_stop_loss_offset(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
                                    caplog, mocker) -> None:
-    buy_price = limit_buy_order['price']
+    buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3347,7 +3350,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
             'last': buy_price - 0.000001
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
         ]),
         get_fee=fee,
@@ -3362,7 +3365,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     caplog.set_level(logging.DEBUG)
     # stop-loss not reached
     assert freqtrade.handle_trade(trade) is False
@@ -3396,10 +3399,10 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, limit_buy_orde
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_open, fee,
+def test_tsl_only_offset_reached(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
                                  caplog, mocker) -> None:
-    buy_price = limit_buy_order['price']
-    # buy_price: 0.00001099
+    buy_price = limit_buy_order_usdt['price']
+    # buy_price: 2.0
 
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3410,7 +3413,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
             'ask': buy_price,
             'last': buy_price
         }),
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
     patch_whitelist(mocker, default_conf)
@@ -3425,11 +3428,11 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     caplog.set_level(logging.DEBUG)
     # stop-loss not reached
     assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 0.0000098910
+    assert trade.stop_loss == 1.8
 
     # Raise ticker above buy price
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -3443,7 +3446,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     assert freqtrade.handle_trade(trade) is False
 
     assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 0.0000098910
+    assert trade.stop_loss == 1.8
     caplog.clear()
 
     # price rises above the offset (rises 12% when the offset is 5.5%)
@@ -3460,7 +3463,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, limit_buy_order_
     assert trade.stop_loss == 0.0000117705
 
 
-def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order_open,
+def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                           fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3472,7 +3475,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
             'last': 0.00000172
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
+            limit_buy_order_usdt_open,
             {'id': 1234553382},
             {'id': 1234553383}
         ]),
@@ -3489,7 +3492,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
     freqtrade.enter_positions()
 
     trade = Trade.query.first()
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     # Sell due to min_roi_reached
     patch_get_signal(freqtrade, value=(True, True, None))
     assert freqtrade.handle_trade(trade) is True
@@ -3678,8 +3681,8 @@ def test_get_real_amount_multi(
 
 
 def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    limit_buy_order = deepcopy(buy_order_fee)
-    limit_buy_order['fee'] = {'cost': 0.004}
+    limit_buy_order_usdt = deepcopy(buy_order_fee)
+    limit_buy_order_usdt['fee'] = {'cost': 0.004}
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
     amount = float(sum(x['amount'] for x in trades_for_order))
@@ -3695,12 +3698,12 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     # Amount does not change
-    assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
+    assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
 
 
 def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
-    limit_buy_order = deepcopy(buy_order_fee)
-    limit_buy_order['amount'] = limit_buy_order['amount'] - 0.001
+    limit_buy_order_usdt = deepcopy(buy_order_fee)
+    limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
@@ -3717,13 +3720,13 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
 
     # Amount does not change
     with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
-        freqtrade.get_real_amount(trade, limit_buy_order)
+        freqtrade.get_real_amount(trade, limit_buy_order_usdt)
 
 
 def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee,
                                                mocker):
     # Floats should not be compared directly.
-    limit_buy_order = deepcopy(buy_order_fee)
+    limit_buy_order_usdt = deepcopy(buy_order_fee)
     trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -3740,7 +3743,7 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     # Amount changes by fee amount.
-    assert isclose(freqtrade.get_real_amount(trade, limit_buy_order), amount - (amount * 0.001),
+    assert isclose(freqtrade.get_real_amount(trade, limit_buy_order_usdt), amount - (amount * 0.001),
                    abs_tol=MATH_CLOSE_PREC,)
 
 
@@ -3798,7 +3801,7 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
     (0.1, False),
     (100, True),
 ])
-def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open, limit_buy_order,
+def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_open, limit_buy_order_usdt,
                                     fee, mocker, order_book_l2, delta, is_high_delta):
     default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
     default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
@@ -3808,7 +3811,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
 
@@ -3831,9 +3834,9 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_open,
         assert len(Trade.query.all()) == 1
 
         # Simulate fulfilled LIMIT_BUY order for trade
-        trade.update(limit_buy_order)
+        trade.update(limit_buy_order_usdt)
 
-        assert trade.open_rate == 0.00001099
+        assert trade.open_rate == 2.0
         assert whitelist == default_conf['exchange']['pair_whitelist']
 
 
@@ -3890,8 +3893,8 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
     assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
 
 
-def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_order, fee,
-                                 limit_sell_order_open, mocker, order_book_l2, caplog) -> None:
+def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
+                                 limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
     """
     test order book ask strategy
     """
@@ -3905,13 +3908,13 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00001172,
-            'ask': 0.00001173,
-            'last': 0.00001172
+            'bid': 1.9,
+            'ask': 2.2,
+            'last': 1.9
         }),
         create_order=MagicMock(side_effect=[
-            limit_buy_order_open,
-            limit_sell_order_open,
+            limit_buy_order_usdt_open,
+            limit_sell_order_usdt_open,
         ]),
         get_fee=fee,
     )
@@ -3924,7 +3927,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_open, limit_buy_o
     assert trade
 
     time.sleep(0.01)  # Race condition fix
-    trade.update(limit_buy_order)
+    trade.update(limit_buy_order_usdt)
     freqtrade.wallets.update()
     assert trade.is_open is True
 
@@ -3967,7 +3970,7 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_open, caplog):
+def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_usdt_open, caplog):
     default_conf['dry_run'] = True
     # Initialize to 2 times stake amount
     default_conf['dry_run_wallet'] = 0.002
@@ -3977,7 +3980,7 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
-        create_order=MagicMock(return_value=limit_buy_order_open),
+        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
 
@@ -3999,11 +4002,11 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order, limit_sell_order):
+def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt):
     default_conf['cancel_open_orders_on_exit'] = True
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[
-                     ExchangeError(), limit_sell_order, limit_buy_order, limit_sell_order])
+                     ExchangeError(), limit_sell_order_usdt, limit_buy_order_usdt, limit_sell_order_usdt])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
 

From 8d7f75c4de748f9d0784dc20b276b97d19e4a979 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 17 Sep 2021 22:18:14 -0600
Subject: [PATCH 676/834] Fixed a bunch of freqtradebot tests

---
 tests/conftest.py          |  28 +---
 tests/test_freqtradebot.py | 266 +++++++++++++------------------------
 2 files changed, 94 insertions(+), 200 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index c1032a215..adb344ffc 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -338,8 +338,7 @@ def get_default_conf(testdatadir):
                 "ETH/BTC",
                 "LTC/BTC",
                 "XRP/BTC",
-                "NEO/BTC",
-                "ADA/USDT"
+                "NEO/BTC"
             ],
             "pair_blacklist": [
                 "DOGE/BTC",
@@ -469,31 +468,6 @@ def get_markets():
             },
             'info': {},
         },
-        'ADA/USDT': {
-            'id': 'ethbtc',
-            'symbol': 'ADA/USDT',
-            'base': 'USDT',
-            'quote': 'ADA',
-            'active': True,
-            'precision': {
-                'price': 8,
-                'amount': 8,
-                'cost': 8,
-            },
-            'lot': 0.00000001,
-            'limits': {
-                'amount': {
-                    'min': 0.01,
-                    'max': 1000,
-                },
-                'price': 500000,
-                'cost': {
-                    'min': 0.0001,
-                    'max': 500000,
-                },
-            },
-            'info': {},
-        },
         'TKN/BTC': {
             'id': 'tknbtc',
             'symbol': 'TKN/BTC',
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 7ddb90657..c030aca0f 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1267,11 +1267,14 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     )
 
     # price fell below stoploss, so dry-run sells trade.
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 4.1712,
-        'ask': 4.1921,
-        'last': 4.1712
-    }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': 4.1712,
+            'ask': 4.1921,
+            'last': 4.1712
+        })
+    )
     assert freqtrade.handle_trade(trade) is True
 
 
@@ -1407,7 +1410,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
         'price': 3,
         'average': 2,
         'info': {
-            'stopPrice': '0.000011134'
+            'stopPrice': '2.0805'
         }
     })
 
@@ -1417,11 +1420,14 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # price jumped 2x
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 4.38,
-        'ask': 4.4,
-        'last': 4.38
-    }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': 4.38,
+            'ask': 4.4,
+            'last': 4.38
+        })
+    )
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock(return_value={'id': 13434334})
@@ -1435,7 +1441,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     stoploss_order_mock.assert_not_called()
 
     assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 0.00002346 * 0.96
+    assert trade.stop_loss == 4.4 * 0.96
     assert trade.stop_loss_pct == -0.04
 
     # setting stoploss_on_exchange_interval to 0 seconds
@@ -1444,17 +1450,22 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=85.32423208,
-                                                pair='ETH/BTC',
-                                                order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.96)
+    stoploss_order_mock.assert_called_once_with(
+        amount=100.0,
+        pair='ETH/BTC',
+        order_types=freqtrade.strategy.order_types,
+        stop_price=4.4 * 0.96
+    )
 
     # price fell below stoploss, so dry-run sells trade.
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002144,
-        'ask': 0.00002146,
-        'last': 0.00002144
-    }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': 4.1712,
+            'ask': 4.1921,
+            'last': 4.1712
+        })
+    )
     assert freqtrade.handle_trade(trade) is True
 
 
@@ -3192,9 +3203,9 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.0000172,
-            'ask': 0.0000173,
-            'last': 0.0000172
+            'bid': 2.19,
+            'ask': 2.2,
+            'last': 2.19
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
@@ -3259,7 +3270,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
 
     # Stoploss should be adjusted
     assert freqtrade.handle_trade(trade) is False
-
+    caplog.clear()
     # Price fell
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
@@ -3271,22 +3282,28 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
     caplog.set_level(logging.DEBUG)
     # Sell as trailing-stop is reached
     assert freqtrade.handle_trade(trade) is True
-    assert log_has("ETH/BTC - HIT STOP: current price at 0.000012, stoploss is 0.000015, "
-                   "initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+    # TODO: Does this make sense? How is stoploss 2.7?
+    assert log_has("ETH/BTC - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
+                   "initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
-                                     caplog, mocker) -> None:
+@pytest.mark.parametrize('offset,trail_if_reached,second_sl', [
+    (0, False, 2.0394),
+    (0.011, False, 2.0394),
+    (0.055, True, 1.8),
+])
+def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+                                     offset, fee, caplog, mocker, trail_if_reached, second_sl) -> None:
     buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': buy_price - 0.000001,
-            'ask': buy_price - 0.000001,
-            'last': buy_price - 0.000001
+            'bid': buy_price - 0.01,
+            'ask': buy_price - 0.01,
+            'last': buy_price - 0.01
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
@@ -3296,6 +3313,9 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     )
     default_conf['trailing_stop'] = True
     default_conf['trailing_stop_positive'] = 0.01
+    if offset:
+        default_conf['trailing_stop_positive_offset'] = offset
+        default_conf['trailing_only_offset_is_reached'] = trail_if_reached
     patch_whitelist(mocker, default_conf)
 
     freqtrade = FreqtradeBot(default_conf)
@@ -3310,159 +3330,59 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     assert freqtrade.handle_trade(trade) is False
 
     # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.000003,
-                     'ask': buy_price + 0.000003,
-                     'last': buy_price + 0.000003
-                 }))
-    # stop-loss not reached, adjusted stoploss
-    assert freqtrade.handle_trade(trade) is False
-    assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0 profit: 0.2666%", caplog)
-    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 0.0000138501
-    caplog.clear()
-
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.000002,
-                     'ask': buy_price + 0.000002,
-                     'last': buy_price + 0.000002
-                 }))
-    # Lower price again (but still positive)
-    assert freqtrade.handle_trade(trade) is True
-    assert log_has(
-        f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
-        f"stoploss is {trade.stop_loss:.6f}, "
-        f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
-
-
-def test_trailing_stop_loss_offset(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
-                                   caplog, mocker) -> None:
-    buy_price = limit_buy_order_usdt['price']
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': buy_price - 0.000001,
-            'ask': buy_price - 0.000001,
-            'last': buy_price - 0.000001
-        }),
-        create_order=MagicMock(side_effect=[
-            limit_buy_order_usdt_open,
-            {'id': 1234553382},
-        ]),
-        get_fee=fee,
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': buy_price + 0.06,
+            'ask': buy_price + 0.06,
+            'last': buy_price + 0.06
+        })
     )
-    patch_whitelist(mocker, default_conf)
-    default_conf['trailing_stop'] = True
-    default_conf['trailing_stop_positive'] = 0.01
-    default_conf['trailing_stop_positive_offset'] = 0.011
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order_usdt)
-    caplog.set_level(logging.DEBUG)
-    # stop-loss not reached
-    assert freqtrade.handle_trade(trade) is False
-
-    # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.000003,
-                     'ask': buy_price + 0.000003,
-                     'last': buy_price + 0.000003
-                 }))
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
-    assert log_has("ETH/BTC - Using positive stoploss: 0.01 offset: 0.011 profit: 0.2666%", caplog)
-    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 0.0000138501
+    # TODO: is 0.0249% correct? Shouldn't it be higher?
+    caplog_text = f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
+    if trail_if_reached:
+        assert not log_has(caplog_text, caplog)
+        assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
+    else:
+        assert log_has(caplog_text, caplog)
+        assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
+    assert trade.stop_loss == second_sl
     caplog.clear()
 
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.000002,
-                     'ask': buy_price + 0.000002,
-                     'last': buy_price + 0.000002
-                 }))
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': buy_price + 0.125,
+            'ask': buy_price + 0.125,
+            'last': buy_price + 0.125,
+        })
+    )
+    assert freqtrade.handle_trade(trade) is False
+    assert log_has(
+        f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%",
+        caplog
+    )
+    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
+
+    mocker.patch(
+        'freqtrade.exchange.Exchange.fetch_ticker',
+        MagicMock(return_value={
+            'bid': buy_price + 0.02,
+            'ask': buy_price + 0.02,
+            'last': buy_price + 0.02
+        })
+    )
     # Lower price again (but still positive)
     assert freqtrade.handle_trade(trade) is True
     assert log_has(
-        f"ETH/BTC - HIT STOP: current price at {buy_price + 0.000002:.6f}, "
+        f"ETH/BTC - HIT STOP: current price at {buy_price + 0.02:.6f}, "
         f"stoploss is {trade.stop_loss:.6f}, "
-        f"initial stoploss was at 0.000010, trade opened at 0.000011", caplog)
+        f"initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_tsl_only_offset_reached(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open, fee,
-                                 caplog, mocker) -> None:
-    buy_price = limit_buy_order_usdt['price']
-    # buy_price: 2.0
-
-    patch_RPCManager(mocker)
-    patch_exchange(mocker)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': buy_price,
-            'ask': buy_price,
-            'last': buy_price
-        }),
-        create_order=MagicMock(return_value=limit_buy_order_usdt_open),
-        get_fee=fee,
-    )
-    patch_whitelist(mocker, default_conf)
-    default_conf['trailing_stop'] = True
-    default_conf['trailing_stop_positive'] = 0.05
-    default_conf['trailing_stop_positive_offset'] = 0.055
-    default_conf['trailing_only_offset_is_reached'] = True
-
-    freqtrade = FreqtradeBot(default_conf)
-    patch_get_signal(freqtrade)
-    freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
-    freqtrade.enter_positions()
-
-    trade = Trade.query.first()
-    trade.update(limit_buy_order_usdt)
-    caplog.set_level(logging.DEBUG)
-    # stop-loss not reached
-    assert freqtrade.handle_trade(trade) is False
-    assert trade.stop_loss == 1.8
-
-    # Raise ticker above buy price
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.0000004,
-                     'ask': buy_price + 0.0000004,
-                     'last': buy_price + 0.0000004
-                 }))
-
-    # stop-loss should not be adjusted as offset is not reached yet
-    assert freqtrade.handle_trade(trade) is False
-
-    assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 1.8
-    caplog.clear()
-
-    # price rises above the offset (rises 12% when the offset is 5.5%)
-    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
-                 MagicMock(return_value={
-                     'bid': buy_price + 0.0000014,
-                     'ask': buy_price + 0.0000014,
-                     'last': buy_price + 0.0000014
-                 }))
-
-    assert freqtrade.handle_trade(trade) is False
-    assert log_has("ETH/BTC - Using positive stoploss: 0.05 offset: 0.055 profit: 0.1218%", caplog)
-    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
-    assert trade.stop_loss == 0.0000117705
-
-
 def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                           fee, mocker) -> None:
     patch_RPCManager(mocker)

From d1e3d480751e53a240a3c137770fd18f60a67607 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 02:43:47 -0600
Subject: [PATCH 677/834] changed test_update_trade_state_withorderdict to usdt

---
 tests/conftest.py          | 49 ++++++++++++++++++++++----------------
 tests/test_freqtradebot.py |  8 +++++--
 2 files changed, 34 insertions(+), 23 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index adb344ffc..09725213f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1598,27 +1598,34 @@ def result(testdatadir):
 
 @pytest.fixture(scope="function")
 def trades_for_order():
-    return [{'info': {'id': 34567,
-                      'orderId': 123456,
-                      'price': '0.24544100',
-                      'qty': '8.00000000',
-                      'commission': '0.00800000',
-                      'commissionAsset': 'LTC',
-                      'time': 1521663363189,
-                      'isBuyer': True,
-                      'isMaker': False,
-                      'isBestMatch': True},
-             'timestamp': 1521663363189,
-             'datetime': '2018-03-21T20:16:03.189Z',
-             'symbol': 'LTC/ETH',
-             'id': '34567',
-             'order': '123456',
-             'type': None,
-             'side': 'buy',
-             'price': 0.245441,
-             'cost': 1.963528,
-             'amount': 8.0,
-             'fee': {'cost': 0.008, 'currency': 'LTC'}}]
+    return [{
+        'info': {
+            'id': 34567,
+            'orderId': 123456,
+            'price': '0.24544100',
+            'qty': '8.00000000',
+            'commission': '0.00800000',
+            'commissionAsset': 'LTC',
+            'time': 1521663363189,
+            'isBuyer': True,
+            'isMaker': False,
+            'isBestMatch': True
+        },
+        'timestamp': 1521663363189,
+        'datetime': '2018-03-21T20:16:03.189Z',
+        'symbol': 'LTC/USDT',
+        'id': '34567',
+        'order': '123456',
+        'type': None,
+        'side': 'buy',
+        'price': 2.0,
+        'cost': 16.0,
+        'amount': 8.0,
+        'fee': {
+            'cost': 0.008,
+            'currency': 'LTC'
+        }
+    }]
 
 
 @pytest.fixture(scope="function")
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c030aca0f..dc5688122 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1207,6 +1207,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
+    # TODO-lev: Get this trade switched to the usdt trades
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1709,17 +1710,20 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     patch_exchange(mocker)
     amount = sum(x['amount'] for x in trades_for_order)
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    caplog.clear()
     trade = Trade(
-        pair='LTC/ETH',
+        pair='LTC/USDT',
         amount=amount,
         exchange='binance',
-        open_rate=0.245441,
+        open_rate=2.0,
         open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_order_id="123456",
         is_open=True,
     )
+    # TODO-lev: caplog.text has Amount 60.00000000000001 does not match amount 60.00000000000001
+    # TODO-lev: but they are the exact same
     freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
     assert trade.amount != amount
     assert trade.amount == limit_buy_order_usdt['amount']

From 6fdcf8cd73151291910f3ac87af80c4d743fa0cd Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 10:09:10 -0600
Subject: [PATCH 678/834] created default_conf_usdt and init_persistence_usdt
 so that these tests pass: test_handle_stoploss_on_exchange_trailing,
 test_handle_stoploss_on_exchange_custom_stop,
 test_update_trade_state_withorderdict

---
 tests/conftest.py          | 33 ++++++++++++++++++++--
 tests/test_freqtradebot.py | 56 ++++++++++++++++++--------------------
 2 files changed, 56 insertions(+), 33 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 09725213f..c4ed05254 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -289,11 +289,21 @@ def init_persistence(default_conf):
     init_db(default_conf['db_url'], default_conf['dry_run'])
 
 
+@pytest.fixture(scope='function')
+def init_persistence_usdt(default_conf_usdt):
+    init_db(default_conf_usdt['db_url'], default_conf_usdt['dry_run'])
+
+
 @pytest.fixture(scope="function")
 def default_conf(testdatadir):
     return get_default_conf(testdatadir)
 
 
+@pytest.fixture(scope="function")
+def default_conf_usdt(testdatadir):
+    return get_default_conf_usdt(testdatadir)
+
+
 def get_default_conf(testdatadir):
     """ Returns validated configuration suitable for most tests """
     configuration = {
@@ -368,6 +378,15 @@ def get_default_conf(testdatadir):
     return configuration
 
 
+def get_default_conf_usdt(testdatadir):
+    configuration = get_default_conf(testdatadir)
+    configuration.update({
+        "stake_amount": 60.0,
+        "stake_currency": "USDT",
+    })
+    return configuration
+
+
 @pytest.fixture
 def update():
     _update = Update(0)
@@ -1602,7 +1621,7 @@ def trades_for_order():
         'info': {
             'id': 34567,
             'orderId': 123456,
-            'price': '0.24544100',
+            'price': '2.0',
             'qty': '8.00000000',
             'commission': '0.00800000',
             'commissionAsset': 'LTC',
@@ -1811,6 +1830,14 @@ def edge_conf(default_conf):
     return conf
 
 
+@pytest.fixture(scope="function")
+def edge_conf_usdt(edge_conf):
+    edge_conf.update({
+        "stake_currency": "USDT",
+    })
+    return edge_conf
+
+
 @pytest.fixture
 def rpc_balance():
     return {
@@ -2049,7 +2076,7 @@ def saved_hyperopt_results():
 @pytest.fixture(scope='function')
 def limit_buy_order_usdt_open():
     return {
-        'id': 'mocked_limit_buy',
+        'id': 'mocked_limit_buy_usdt',
         'type': 'limit',
         'side': 'buy',
         'symbol': 'mocked',
@@ -2076,7 +2103,7 @@ def limit_buy_order_usdt(limit_buy_order_usdt_open):
 @pytest.fixture
 def limit_sell_order_usdt_open():
     return {
-        'id': 'mocked_limit_sell',
+        'id': 'mocked_limit_sell_usdt',
         'type': 'limit',
         'side': 'sell',
         'pair': 'mocked',
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index dc5688122..24ed3d509 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1162,8 +1162,8 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
     assert mock_insuf.call_count == 1
 
 
-@pytest.mark.usefixtures("init_persistence")
-def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
+@pytest.mark.usefixtures("init_persistence_usdt")
+def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
                                               limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
@@ -1188,12 +1188,12 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     )
 
     # enabling TSL
-    default_conf['trailing_stop'] = True
+    default_conf_usdt['trailing_stop'] = True
 
     # disabling ROI
-    default_conf['minimal_roi']['0'] = 999999999
+    default_conf_usdt['minimal_roi']['0'] = 999999999
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # enabling stoploss on exchange
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1207,7 +1207,6 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
-    # TODO-lev: Get this trade switched to the usdt trades
     trade = Trade.query.first()
     trade.is_open = True
     trade.open_order_id = None
@@ -1261,7 +1260,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(
-        amount=30.0,
+        amount=27.39726027,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.95
@@ -1271,9 +1270,9 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf, fee,
     mocker.patch(
         'freqtrade.exchange.Exchange.fetch_ticker',
         MagicMock(return_value={
-            'bid': 4.1712,
-            'ask': 4.1921,
-            'last': 4.1712
+            'bid': 4.16,
+            'ask': 4.17,
+            'last': 4.16
         })
     )
     assert freqtrade.handle_trade(trade) is True
@@ -1354,9 +1353,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
 
 
-@pytest.mark.usefixtures("init_persistence")
-def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
-                                                 limit_buy_order_usdt, limit_sell_order_usdt) -> None:
+@pytest.mark.usefixtures("init_persistence_usdt")
+def test_handle_stoploss_on_exchange_custom_stop(
+        mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
@@ -1380,12 +1379,12 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     )
 
     # enabling TSL
-    default_conf['use_custom_stoploss'] = True
+    default_conf_usdt['use_custom_stoploss'] = True
 
     # disabling ROI
-    default_conf['minimal_roi']['0'] = 999999999
+    default_conf_usdt['minimal_roi']['0'] = 999999999
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # enabling stoploss on exchange
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1452,7 +1451,7 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(
-        amount=100.0,
+        amount=31.57894736,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.96
@@ -1462,9 +1461,9 @@ def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
     mocker.patch(
         'freqtrade.exchange.Exchange.fetch_ticker',
         MagicMock(return_value={
-            'bid': 4.1712,
-            'ask': 4.1921,
-            'last': 4.1712
+            'bid': 4.17,
+            'ask': 4.19,
+            'last': 4.17
         })
     )
     assert freqtrade.handle_trade(trade) is True
@@ -1554,7 +1553,6 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         'ask': 2.2 * 0.95,
         'last': 1.9 * 0.95
     }))
-
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
@@ -1566,21 +1564,21 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
     # price jumped 2x
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 0.00002344,
-        'ask': 0.00002346,
-        'last': 0.00002344
+        'bid': 4.38,
+        'ask': 4.4,
+        'last': 4.38
     }))
 
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # stoploss should be set to 1% as trailing is on
-    assert trade.stop_loss == 0.00002346 * 0.99
+    assert trade.stop_loss == 4.4 * 0.99
     cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
     stoploss_order_mock.assert_called_once_with(amount=2132892.49146757,
                                                 pair='NEO/BTC',
                                                 order_types=freqtrade.strategy.order_types,
-                                                stop_price=0.00002346 * 0.99)
+                                                stop_price=4.4 * 0.99)
 
 
 @pytest.mark.parametrize('return_value,side_effect,log_message', [
@@ -1701,7 +1699,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, caplog)
     (30.0 + 1e-14, True),
     (8.0, False)
 ])
-def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order_usdt, fee,
+def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt, fee,
                                           mocker, initial_amount, has_rounding_fee, caplog):
     trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
@@ -1709,7 +1707,7 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', MagicMock(side_effect=ValueError))
     patch_exchange(mocker)
     amount = sum(x['amount'] for x in trades_for_order)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     caplog.clear()
     trade = Trade(
         pair='LTC/USDT',
@@ -1722,8 +1720,6 @@ def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_
         open_order_id="123456",
         is_open=True,
     )
-    # TODO-lev: caplog.text has Amount 60.00000000000001 does not match amount 60.00000000000001
-    # TODO-lev: but they are the exact same
     freqtrade.update_trade_state(trade, '123456', limit_buy_order_usdt)
     assert trade.amount != amount
     assert trade.amount == limit_buy_order_usdt['amount']

From ffa9a3ac7d057a56c1b47ec0380bfd5a230011ec Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 10:18:22 -0600
Subject: [PATCH 679/834] changed default_conf_usdt stake_amount to 10

---
 tests/conftest.py          | 2 +-
 tests/test_freqtradebot.py | 4 ++--
 2 files changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index c4ed05254..13628a66d 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -381,7 +381,7 @@ def get_default_conf(testdatadir):
 def get_default_conf_usdt(testdatadir):
     configuration = get_default_conf(testdatadir)
     configuration.update({
-        "stake_amount": 60.0,
+        "stake_amount": 10.0,
         "stake_currency": "USDT",
     })
     return configuration
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 24ed3d509..282fd68ea 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1260,7 +1260,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(
-        amount=27.39726027,
+        amount=4.56621004,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.95
@@ -1451,7 +1451,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
     stoploss_order_mock.assert_called_once_with(
-        amount=31.57894736,
+        amount=5.26315789,
         pair='ETH/BTC',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.96

From 5ce09c751935f5436732c8e05dd209a42bd95976 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 10:25:26 -0600
Subject: [PATCH 680/834] updated test_reupdate_enter_order_fees to usdt

---
 tests/test_freqtradebot.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 282fd68ea..2d0e0a776 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -4043,9 +4043,9 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
             assert trade.fee_close_currency is not None
 
 
-@pytest.mark.usefixtures("init_persistence")
-def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+@pytest.mark.usefixtures("init_persistence_usdt")
+def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
 
     create_mock_trades(fee)
@@ -4063,13 +4063,13 @@ def test_reupdate_enter_order_fees(mocker, default_conf, fee, caplog):
     # Test with trade without orders
     trade = Trade(
         pair='XRP/ETH',
-        stake_amount=0.001,
+        stake_amount=60.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         open_date=arrow.utcnow().datetime,
         is_open=True,
-        amount=20,
-        open_rate=0.01,
+        amount=30,
+        open_rate=2.0,
         exchange='binance',
     )
     Trade.query.session.add(trade)

From d0e0d0ee01cc0d4f008f598c2bdd477a15b40d9d Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 11:56:44 -0600
Subject: [PATCH 681/834] Removed init_persistence_usdt

---
 tests/conftest.py          | 5 -----
 tests/test_freqtradebot.py | 6 +++---
 2 files changed, 3 insertions(+), 8 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 13628a66d..3e88c88aa 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -289,11 +289,6 @@ def init_persistence(default_conf):
     init_db(default_conf['db_url'], default_conf['dry_run'])
 
 
-@pytest.fixture(scope='function')
-def init_persistence_usdt(default_conf_usdt):
-    init_db(default_conf_usdt['db_url'], default_conf_usdt['dry_run'])
-
-
 @pytest.fixture(scope="function")
 def default_conf(testdatadir):
     return get_default_conf(testdatadir)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2d0e0a776..a000829dd 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1162,7 +1162,7 @@ def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog,
     assert mock_insuf.call_count == 1
 
 
-@pytest.mark.usefixtures("init_persistence_usdt")
+@pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
                                               limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
@@ -1353,7 +1353,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
 
 
-@pytest.mark.usefixtures("init_persistence_usdt")
+@pytest.mark.usefixtures("init_persistence")
 def test_handle_stoploss_on_exchange_custom_stop(
         mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
@@ -4043,7 +4043,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
             assert trade.fee_close_currency is not None
 
 
-@pytest.mark.usefixtures("init_persistence_usdt")
+@pytest.mark.usefixtures("init_persistence")
 def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')

From 26fdad84685de96cb7f3eb9b7986317f3b8b990a Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 11:58:55 -0600
Subject: [PATCH 682/834] Removed edge_conf_usdt

---
 tests/conftest.py | 8 --------
 1 file changed, 8 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 3e88c88aa..898dcfbfd 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1825,14 +1825,6 @@ def edge_conf(default_conf):
     return conf
 
 
-@pytest.fixture(scope="function")
-def edge_conf_usdt(edge_conf):
-    edge_conf.update({
-        "stake_currency": "USDT",
-    })
-    return edge_conf
-
-
 @pytest.fixture
 def rpc_balance():
     return {

From 755cc9cda1d5d75a6487b19a0daf289c2a0902b7 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 12:39:30 -0600
Subject: [PATCH 683/834] Updated test_check_available_stake_amount to use
 default_conf_usdt

---
 tests/test_freqtradebot.py | 26 +++++++++++++-------------
 1 file changed, 13 insertions(+), 13 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index a000829dd..d8cc2214a 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -126,16 +126,16 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
 
 
 @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
-                        (False, 0.002, 2, 0.5, [0.001, None]),
-                        (True, 0.002, 2, 0.5, [0.001, 0.00098]),
-                        (False, 0.003, 3, 0.5, [0.001, 0.001, None]),
-                        (True, 0.003, 3, 0.5, [0.001, 0.001, 0.00097]),
-                        (False, 0.0022, 3, 0.5, [0.001, 0.001, None]),
-                        (True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]),
-                        (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
-                        (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
+                        (False, 20, 2, 0.5, [10, None]),
+                        (True, 20, 2, 0.5, [10, 9.8]),
+                        (False, 30, 3, 0.5, [10, 10, None]),
+                        (True, 30, 3, 0.5, [10, 10, 9.7]),
+                        (False, 22, 3, 0.5, [10, 10, None]),
+                        (True, 22, 3, 0.5, [10, 10, 0.0]),
+                        (True, 27, 3, 0.5, [10, 10, 6.73]),
+                        (True, 22, 3, 1, [10, 10, 0.0]),
 ])
-def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_usdt_open,
+def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, limit_buy_order_usdt_open,
                                       amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -145,12 +145,12 @@ def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_b
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee
     )
-    default_conf['dry_run_wallet'] = wallet
+    default_conf_usdt['dry_run_wallet'] = wallet
 
-    default_conf['amend_last_stake_amount'] = amend_last
-    default_conf['last_stake_amount_min_ratio'] = lsamr
+    default_conf_usdt['amend_last_stake_amount'] = amend_last
+    default_conf_usdt['last_stake_amount_min_ratio'] = lsamr
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     for i in range(0, max_open):
 

From 7eebb6bb2d305ab24f08d1e640efcc88913152c0 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 12:41:09 -0600
Subject: [PATCH 684/834] updated test_create_trade to use default_conf_usdt

---
 tests/test_freqtradebot.py | 10 +++++-----
 1 file changed, 5 insertions(+), 5 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d8cc2214a..280d2ce97 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -270,7 +270,7 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
     assert Trade.total_open_trades_stakes() == 1.97502e-03
 
 
-def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -> None:
+def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -281,14 +281,14 @@ def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -
     )
 
     # Save state of current whitelist
-    whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
-    freqtrade = FreqtradeBot(default_conf)
+    whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.create_trade('ETH/BTC')
 
     trade = Trade.query.first()
     assert trade is not None
-    assert trade.stake_amount == 0.001
+    assert trade.stake_amount == 10.0
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
@@ -299,7 +299,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order_usdt, fee, mocker) -
     assert trade.open_rate == 2.0
     assert trade.amount == 30.0
 
-    assert whitelist == default_conf['exchange']['pair_whitelist']
+    assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
 def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt,

From ba5d78f005210d51416387e65fa30c7a38623395 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 13:04:58 -0600
Subject: [PATCH 685/834] swapped default_conf for default_conf_usdt and ticker
 for ticker_usdt

---
 tests/conftest.py          |  22 +-
 tests/test_freqtradebot.py | 788 ++++++++++++++++++-------------------
 2 files changed, 413 insertions(+), 397 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 898dcfbfd..f2da68dd2 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -378,6 +378,22 @@ def get_default_conf_usdt(testdatadir):
     configuration.update({
         "stake_amount": 10.0,
         "stake_currency": "USDT",
+        "exchange": {
+            "name": "binance",
+            "enabled": True,
+            "key": "key",
+            "secret": "secret",
+            "pair_whitelist": [
+                "ETH/USDT",
+                "LTC/USDT",
+                "XRP/USDT",
+                "NEO/USDT"
+            ],
+            "pair_blacklist": [
+                "DOGE/USDT",
+                "HOT/USDT",
+            ]
+        },
     })
     return configuration
 
@@ -424,9 +440,9 @@ def ticker_sell_down():
 @pytest.fixture
 def ticker_usdt():
     return MagicMock(return_value={
-        'bid': 1.99,
-        'ask': 2.0,
-        'last': 1.99,
+        'bid': 2.0,
+        'ask': 2.01,
+        'last': 2.0,
     })
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 280d2ce97..2a96783bc 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -41,33 +41,33 @@ def patch_RPCManager(mocker) -> MagicMock:
 
 # Unit tests
 
-def test_freqtradebot_state(mocker, default_conf, markets) -> None:
+def test_freqtradebot_state(mocker, default_conf_usdt, markets) -> None:
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     assert freqtrade.state is State.RUNNING
 
-    default_conf.pop('initial_state')
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt.pop('initial_state')
+    freqtrade = FreqtradeBot(default_conf_usdt)
     assert freqtrade.state is State.STOPPED
 
 
-def test_process_stopped(mocker, default_conf) -> None:
+def test_process_stopped(mocker, default_conf_usdt) -> None:
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
     freqtrade.process_stopped()
     assert coo_mock.call_count == 0
 
-    default_conf['cancel_open_orders_on_exit'] = True
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    default_conf_usdt['cancel_open_orders_on_exit'] = True
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     freqtrade.process_stopped()
     assert coo_mock.call_count == 1
 
 
-def test_bot_cleanup(mocker, default_conf, caplog) -> None:
+def test_bot_cleanup(mocker, default_conf_usdt, caplog) -> None:
     mock_cleanup = mocker.patch('freqtrade.freqtradebot.cleanup_db')
     coo_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cancel_all_open_orders')
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     freqtrade.cleanup()
     assert log_has('Cleaning up modules ...', caplog)
     assert mock_cleanup.call_count == 1
@@ -82,10 +82,10 @@ def test_bot_cleanup(mocker, default_conf, caplog) -> None:
     RunMode.DRY_RUN,
     RunMode.LIVE
 ])
-def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
+def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    conf = default_conf.copy()
+    conf = default_conf_usdt.copy()
     conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
@@ -102,7 +102,7 @@ def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
 
     caplog.clear()
     # is left untouched
-    conf = default_conf.copy()
+    conf = default_conf_usdt.copy()
     conf['runmode'] = runmode
     conf['order_types'] = {
         'buy': 'market',
@@ -115,14 +115,14 @@ def test_order_dict(default_conf, mocker, runmode, caplog) -> None:
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
 
 
-def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
+def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
-    result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
-    assert result == default_conf['stake_amount']
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
+    assert result == default_conf_usdt['stake_amount']
 
 
 @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
@@ -135,13 +135,13 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
                         (True, 27, 3, 0.5, [10, 10, 6.73]),
                         (True, 22, 3, 1, [10, 10, 0.0]),
 ])
-def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, limit_buy_order_usdt_open,
+def test_check_available_stake_amount(default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
                                       amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee
     )
@@ -156,12 +156,12 @@ def test_check_available_stake_amount(default_conf_usdt, ticker, mocker, fee, li
 
         if expected[i] is not None:
             limit_buy_order_usdt_open['id'] = str(i)
-            result = freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
+            result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
             assert pytest.approx(result) == expected[i]
-            freqtrade.execute_entry('ETH/BTC', result)
+            freqtrade.execute_entry('ETH/USDT', result)
         else:
             with pytest.raises(DependencyException):
-                freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
+                freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
 
 
 def test_edge_called_in_process(mocker, edge_conf) -> None:
@@ -169,7 +169,7 @@ def test_edge_called_in_process(mocker, edge_conf) -> None:
     patch_edge(mocker)
 
     def _refresh_whitelist(list):
-        return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
+        return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
 
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(edge_conf)
@@ -208,7 +208,7 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
     # Strategy stoploss is -0.1 but Edge imposes a stoploss at -0.2
     # Thus, if price falls 21%, stoploss should be triggered
     #
-    # mocking the ticker: price is falling ...
+    # mocking the ticker_usdt: price is falling ...
     buy_price = limit_buy_order_usdt['price']
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -238,24 +238,24 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
         assert trade.sell_reason == SellType.STOP_LOSS.value
 
 
-def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
+def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf['stake_amount'] = 0.00098751
-    default_conf['max_open_trades'] = 2
+    default_conf_usdt['stake_amount'] = 10.0
+    default_conf_usdt['max_open_trades'] = 2
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.enter_positions()
     trade = Trade.query.first()
 
     assert trade is not None
-    assert trade.stake_amount == 0.00098751
+    assert trade.stake_amount == 10.0
     assert trade.is_open
     assert trade.open_date is not None
 
@@ -263,19 +263,19 @@ def test_total_open_trades_stakes(mocker, default_conf, ticker, fee) -> None:
     trade = Trade.query.order_by(Trade.id.desc()).first()
 
     assert trade is not None
-    assert trade.stake_amount == 0.00098751
+    assert trade.stake_amount == 10.0
     assert trade.is_open
     assert trade.open_date is not None
 
-    assert Trade.total_open_trades_stakes() == 1.97502e-03
+    assert Trade.total_open_trades_stakes() == 20.0
 
 
-def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mocker) -> None:
+def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
@@ -284,7 +284,7 @@ def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mock
     whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
     freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
-    freqtrade.create_trade('ETH/BTC')
+    freqtrade.create_trade('ETH/USDT')
 
     trade = Trade.query.first()
     assert trade is not None
@@ -302,21 +302,21 @@ def test_create_trade(default_conf_usdt, ticker, limit_buy_order_usdt, fee, mock
     assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
-def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt,
+def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
                                       fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    patch_wallet(mocker, free=default_conf['stake_amount'] * 0.5)
+    patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        freqtrade.create_trade('ETH/BTC')
+        freqtrade.create_trade('ETH/USDT')
 
 
 @pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
@@ -326,7 +326,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, limit_buy_order_usdt
     (UNLIMITED_STAKE_AMOUNT, False, True, 0),
 ])
 def test_create_trade_minimal_amount(
-    default_conf, ticker, limit_buy_order_usdt_open, fee, mocker,
+    default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker,
     stake_amount, create, amount_enough, max_open_trades, caplog
 ) -> None:
     patch_RPCManager(mocker)
@@ -334,47 +334,47 @@ def test_create_trade_minimal_amount(
     buy_mock = MagicMock(return_value=limit_buy_order_usdt_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=buy_mock,
         get_fee=fee,
     )
-    default_conf['max_open_trades'] = max_open_trades
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['max_open_trades'] = max_open_trades
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.config['stake_amount'] = stake_amount
     patch_get_signal(freqtrade)
 
     if create:
-        assert freqtrade.create_trade('ETH/BTC')
+        assert freqtrade.create_trade('ETH/USDT')
         if amount_enough:
             rate, amount = buy_mock.call_args[1]['rate'], buy_mock.call_args[1]['amount']
-            assert rate * amount <= default_conf['stake_amount']
+            assert rate * amount <= default_conf_usdt['stake_amount']
         else:
             assert log_has_re(
                 r"Stake amount for pair .* is too small.*",
                 caplog
             )
     else:
-        assert not freqtrade.create_trade('ETH/BTC')
+        assert not freqtrade.create_trade('ETH/USDT')
         if not max_open_trades:
-            assert freqtrade.wallets.get_trade_stake_amount('ETH/BTC', freqtrade.edge) == 0
+            assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0
 
 
 @pytest.mark.parametrize('whitelist,positions', [
-    (["ETH/BTC"], 1),  # No pairs left
+    (["ETH/USDT"], 1),  # No pairs left
     ([], 0),  # No pairs in whitelist
 ])
-def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_usdt_open, fee,
+def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee,
                                        whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    default_conf['exchange']['pair_whitelist'] = whitelist
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['exchange']['pair_whitelist'] = whitelist
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     n = freqtrade.enter_positions()
@@ -390,17 +390,17 @@ def test_enter_positions_no_pairs_left(default_conf, ticker, limit_buy_order_usd
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order_usdt, fee,
+def test_enter_positions_global_pairlock(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
                                          mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     n = freqtrade.enter_positions()
     message = r"Global pairlock active until.* Not creating new trades."
@@ -416,8 +416,8 @@ def test_enter_positions_global_pairlock(default_conf, ticker, limit_buy_order_u
     assert log_has_re(message, caplog)
 
 
-def test_handle_protections(mocker, default_conf, fee):
-    default_conf['protections'] = [
+def test_handle_protections(mocker, default_conf_usdt, fee):
+    default_conf_usdt['protections'] = [
         {"method": "CooldownPeriod", "stop_duration": 60},
         {
             "method": "StoplossGuard",
@@ -428,7 +428,7 @@ def test_handle_protections(mocker, default_conf, fee):
         }
     ]
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     freqtrade.protections._protection_handlers[1].global_stop = MagicMock(
         return_value=(True, arrow.utcnow().shift(hours=1).datetime, "asdf"))
     create_mock_trades(fee)
@@ -439,8 +439,8 @@ def test_handle_protections(mocker, default_conf, fee):
     assert send_msg_mock.call_args_list[1][0][0]['type'] == RPCMessageType.PROTECTION_TRIGGER_GLOBAL
 
 
-def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
-    default_conf['dry_run'] = True
+def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
+    default_conf_usdt['dry_run'] = True
 
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -448,32 +448,32 @@ def test_create_trade_no_signal(default_conf, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         get_fee=fee,
     )
-    default_conf['stake_amount'] = 10
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['stake_amount'] = 10
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade, value=(False, False, None))
 
     Trade.query = MagicMock()
     Trade.query.filter = MagicMock()
-    assert not freqtrade.create_trade('ETH/BTC')
+    assert not freqtrade.create_trade('ETH/USDT')
 
 
 @pytest.mark.parametrize("max_open", range(0, 5))
 @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
-def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open,
+def test_create_trades_multiple_trades(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open,
                                        max_open, tradable_balance_ratio, modifier) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf['max_open_trades'] = max_open
-    default_conf['tradable_balance_ratio'] = tradable_balance_ratio
-    default_conf['dry_run_wallet'] = 0.001 * max_open
+    default_conf_usdt['max_open_trades'] = max_open
+    default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio
+    default_conf_usdt['dry_run_wallet'] = 10.0 * max_open
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     n = freqtrade.enter_positions()
@@ -484,47 +484,47 @@ def test_create_trades_multiple_trades(default_conf, ticker, fee, mocker, limit_
     assert len(trades) == max(int(max_open * modifier), 0)
 
 
-def test_create_trades_preopen(default_conf, ticker, fee, mocker, limit_buy_order_usdt_open) -> None:
+def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf['max_open_trades'] = 4
+    default_conf_usdt['max_open_trades'] = 4
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create 2 existing trades
-    freqtrade.execute_entry('ETH/BTC', default_conf['stake_amount'])
-    freqtrade.execute_entry('NEO/BTC', default_conf['stake_amount'])
+    freqtrade.execute_entry('ETH/USDT', default_conf_usdt['stake_amount'])
+    freqtrade.execute_entry('NEO/BTC', default_conf_usdt['stake_amount'])
 
     assert len(Trade.get_open_trades()) == 2
     # Change order_id for new orders
     limit_buy_order_usdt_open['id'] = '123444'
 
     # Create 2 new trades using create_trades
-    assert freqtrade.create_trade('ETH/BTC')
+    assert freqtrade.create_trade('ETH/USDT')
     assert freqtrade.create_trade('NEO/BTC')
 
     trades = Trade.get_open_trades()
     assert len(trades) == 4
 
 
-def test_process_trade_creation(default_conf, ticker, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                 fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         fetch_order=MagicMock(return_value=limit_buy_order_usdt),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -536,45 +536,45 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order_usdt, limi
     assert len(trades) == 1
     trade = trades[0]
     assert trade is not None
-    assert trade.stake_amount == default_conf['stake_amount']
+    assert trade.stake_amount == default_conf_usdt['stake_amount']
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
-    assert trade.open_rate == 0.00001098
-    assert trade.amount == 91.07468123
+    assert trade.open_rate == 2.0
+    assert trade.amount == 5.0
 
     assert log_has(
-        'Buy signal found: about create a new trade for ETH/BTC with stake_amount: 0.001 ...',
+        'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 10.0 ...',
         caplog
     )
 
 
-def test_process_exchange_failures(default_conf, ticker, mocker) -> None:
+def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=TemporaryError)
     )
     sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
 
-    worker = Worker(args=None, config=default_conf)
+    worker = Worker(args=None, config=default_conf_usdt)
     patch_get_signal(worker.freqtrade)
 
     worker._process_running()
     assert sleep_mock.has_calls()
 
 
-def test_process_operational_exception(default_conf, ticker, mocker) -> None:
+def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -> None:
     msg_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=OperationalException)
     )
-    worker = Worker(args=None, config=default_conf)
+    worker = Worker(args=None, config=default_conf_usdt)
     patch_get_signal(worker.freqtrade)
 
     assert worker.freqtrade.state == State.RUNNING
@@ -584,17 +584,17 @@ def test_process_operational_exception(default_conf, ticker, mocker) -> None:
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
 
 
-def test_process_trade_handling(default_conf, ticker, limit_buy_order_usdt_open, fee, mocker) -> None:
+def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         fetch_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     trades = Trade.query.filter(Trade.is_open.is_(True)).all()
@@ -609,23 +609,23 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order_usdt_open,
     assert len(trades) == 1
 
 
-def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_usdt,
+def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
                                          fee, mocker) -> None:
     """ Test process with trade not in pair list """
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value={'id': limit_buy_order_usdt['id']}),
         fetch_order=MagicMock(return_value=limit_buy_order_usdt),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     pair = 'BLK/BTC'
     # Ensure the pair is not in the whitelist!
-    assert pair not in default_conf['exchange']['pair_whitelist']
+    assert pair not in default_conf_usdt['exchange']['pair_whitelist']
 
     # create open trade not in whitelist
     Trade.query.session.add(Trade(
@@ -639,7 +639,7 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_u
         exchange='binance',
     ))
     Trade.query.session.add(Trade(
-        pair='ETH/BTC',
+        pair='ETH/USDT',
         stake_amount=0.001,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
@@ -656,17 +656,17 @@ def test_process_trade_no_whitelist_pair(default_conf, ticker, limit_buy_order_u
     assert len(freqtrade.active_pair_whitelist) == len(set(freqtrade.active_pair_whitelist))
 
 
-def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
+def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
 
     def _refresh_whitelist(list):
-        return ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
+        return ['ETH/USDT', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC']
 
     refresh_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=TemporaryError),
         refresh_latest_ohlcv=refresh_mock,
     )
@@ -677,7 +677,7 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     )
     mocker.patch('time.sleep', return_value=None)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.pairlists._validate_whitelist = _refresh_whitelist
     freqtrade.strategy.informative_pairs = inf_pairs
     # patch_get_signal(freqtrade)
@@ -687,13 +687,13 @@ def test_process_informative_pairs_added(default_conf, ticker, mocker) -> None:
     assert refresh_mock.call_count == 1
     assert ("BTC/ETH", "1m") in refresh_mock.call_args[0][0]
     assert ("ETH/USDT", "1h") in refresh_mock.call_args[0][0]
-    assert ("ETH/BTC", default_conf["timeframe"]) in refresh_mock.call_args[0][0]
+    assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None:
+def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
     stake_amount = 2
     bid = 0.11
@@ -711,7 +711,7 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_bu
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
     )
-    pair = 'ETH/BTC'
+    pair = 'ETH/USDT'
 
     assert not freqtrade.execute_entry(pair, stake_amount)
     assert buy_rate_mock.call_count == 1
@@ -853,8 +853,8 @@ def test_execute_entry(mocker, default_conf, fee, limit_buy_order_usdt, limit_bu
     assert trade.open_rate_requested == 10
 
 
-def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_usdt) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_buy_order_usdt) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
@@ -868,7 +868,7 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_
         get_fee=fee,
     )
     stake_amount = 2
-    pair = 'ETH/BTC'
+    pair = 'ETH/USDT'
 
     freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError)
     assert freqtrade.execute_entry(pair, stake_amount)
@@ -885,7 +885,7 @@ def test_execute_entry_confirm_error(mocker, default_conf, fee, limit_buy_order_
     assert not freqtrade.execute_entry(pair, stake_amount)
 
 
-def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) -> None:
+def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_buy_order_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
@@ -897,7 +897,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) ->
     stoploss = MagicMock(return_value={'id': 13434334})
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
     trade = MagicMock()
@@ -912,7 +912,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order_usdt) ->
     assert trade.is_open is True
 
 
-def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
+def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog,
                                      limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_RPCManager(mocker)
@@ -934,7 +934,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
         'freqtrade.exchange.Binance',
         stoploss=stoploss
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # First case: when stoploss is not yet set but the order is open
@@ -1032,7 +1032,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
     assert stoploss.call_count == 0
 
 
-def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
+def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog,
                                          limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # Sixth case: stoploss order was cancelled but couldn't create new one
     patch_RPCManager(mocker)
@@ -1055,7 +1055,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
         fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}),
         stoploss=MagicMock(side_effect=ExchangeError()),
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
@@ -1071,7 +1071,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf, fee, caplog,
     assert trade.is_open is True
 
 
-def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
+def test_create_stoploss_order_invalid_order(mocker, default_conf_usdt, caplog, fee,
                                              limit_buy_order_usdt_open, limit_sell_order_usdt):
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -1094,7 +1094,7 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
         fetch_order=MagicMock(return_value={'status': 'canceled'}),
         stoploss=MagicMock(side_effect=InvalidOrderException()),
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
@@ -1119,10 +1119,10 @@ def test_create_stoploss_order_invalid_order(mocker, default_conf, caplog, fee,
     assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
 
 
-def test_create_stoploss_order_insufficient_funds(mocker, default_conf, caplog, fee,
+def test_create_stoploss_order_insufficient_funds(mocker, default_conf_usdt, caplog, fee,
                                                   limit_buy_order_usdt_open, limit_sell_order_usdt):
     sell_mock = MagicMock(return_value={'id': limit_sell_order_usdt['id']})
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
@@ -1258,10 +1258,10 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
-    cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
+    cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
         amount=4.56621004,
-        pair='ETH/BTC',
+        pair='ETH/USDT',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.95
     )
@@ -1278,7 +1278,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, caplog,
+def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf_usdt, fee, caplog,
                                                     limit_buy_order_usdt, limit_sell_order_usdt) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
@@ -1304,9 +1304,9 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     )
 
     # enabling TSL
-    default_conf['trailing_stop'] = True
+    default_conf_usdt['trailing_stop'] = True
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     # enabling stoploss on exchange
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
 
@@ -1339,7 +1339,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     mocker.patch('freqtrade.exchange.Binance.fetch_stoploss_order',
                  return_value=stoploss_order_hanging)
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
-    assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/BTC.*", caplog)
+    assert log_has_re(r"Could not cancel stoploss order abcd for pair ETH/USDT.*", caplog)
 
     # Still try to create order
     assert stoploss.call_count == 1
@@ -1350,7 +1350,7 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
     mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
-    assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
+    assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -1449,10 +1449,10 @@ def test_handle_stoploss_on_exchange_custom_stop(
 
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
-    cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
+    cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
         amount=5.26315789,
-        pair='ETH/BTC',
+        pair='ETH/USDT',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.96
     )
@@ -1583,12 +1583,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
 @pytest.mark.parametrize('return_value,side_effect,log_message', [
     (False, None, 'Found no buy signals for whitelisted currencies. Trying again...'),
-    (None, DependencyException, 'Unable to create trade for ETH/BTC: ')
+    (None, DependencyException, 'Unable to create trade for ETH/USDT: ')
 ])
-def test_enter_positions(mocker, default_conf, return_value, side_effect,
+def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect,
                          log_message, caplog) -> None:
     caplog.set_level(logging.DEBUG)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     mock_ct = mocker.patch(
         'freqtrade.freqtradebot.FreqtradeBot.create_trade',
@@ -1601,11 +1601,11 @@ def test_enter_positions(mocker, default_conf, return_value, side_effect,
     assert n == 0
     assert log_has(log_message, caplog)
     # create_trade should be called once for every pair in the whitelist.
-    assert mock_ct.call_count == len(default_conf['exchange']['pair_whitelist'])
+    assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist'])
 
 
-def test_exit_positions(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_exit_positions(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
@@ -1630,14 +1630,14 @@ def test_exit_positions(mocker, default_conf, limit_buy_order_usdt, caplog) -> N
     assert n == 0
 
 
-def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_exit_positions_exception(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
 
     trade = MagicMock()
     trade.open_order_id = None
     trade.open_fee = 0.001
-    trade.pair = 'ETH/BTC'
+    trade.pair = 'ETH/USDT'
     trades = [trade]
 
     # Test raise of DependencyException exception
@@ -1647,11 +1647,11 @@ def test_exit_positions_exception(mocker, default_conf, limit_buy_order_usdt, ca
     )
     n = freqtrade.exit_positions(trades)
     assert n == 0
-    assert log_has('Unable to sell trade ETH/BTC: ', caplog)
+    assert log_has('Unable to sell trade ETH/USDT: ', caplog)
 
 
-def test_update_trade_state(mocker, default_conf, limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
@@ -1727,9 +1727,9 @@ def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, l
         assert log_has_re(r'Applying fee on amount for .*', caplog)
 
 
-def test_update_trade_state_exception(mocker, default_conf,
+def test_update_trade_state_exception(mocker, default_conf_usdt,
                                       limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
 
     trade = MagicMock()
@@ -1745,8 +1745,8 @@ def test_update_trade_state_exception(mocker, default_conf,
     assert log_has('Could not update trade amount: ', caplog)
 
 
-def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_update_trade_state_orderexception(mocker, default_conf_usdt, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  MagicMock(side_effect=InvalidOrderException))
 
@@ -1761,7 +1761,7 @@ def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None
     assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog)
 
 
-def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order_usdt_open,
+def test_update_trade_state_sell(default_conf_usdt, trades_for_order, limit_sell_order_usdt_open,
                                  limit_sell_order_usdt, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
@@ -1771,7 +1771,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
 
     patch_exchange(mocker)
     amount = limit_sell_order_usdt["amount"]
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     wallet_mock.reset_mock()
     trade = Trade(
         pair='LTC/ETH',
@@ -1796,7 +1796,7 @@ def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_orde
     assert order.status == 'closed'
 
 
-def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt,
+def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt,
                       fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -1813,7 +1813,7 @@ def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_
         ]),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
@@ -1839,13 +1839,13 @@ def test_handle_trade(default_conf, limit_buy_order_usdt, limit_sell_order_usdt_
     assert trade.close_date is not None
 
 
-def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_open,
+def test_handle_overlapping_signals(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
                                     fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
             {'id': 1234553382},
@@ -1853,7 +1853,7 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_o
         get_fee=fee,
     )
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade, value=(True, True, None))
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
@@ -1894,14 +1894,14 @@ def test_handle_overlapping_signals(default_conf, ticker, limit_buy_order_usdt_o
     assert freqtrade.handle_trade(trades[0]) is True
 
 
-def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open,
+def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
                           fee, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
 
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
             {'id': 1234553382},
@@ -1909,7 +1909,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open,
         get_fee=fee,
     )
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
@@ -1925,18 +1925,18 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_usdt_open,
     # if ROI is reached we must sell
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade)
-    assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
+    assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI",
                    caplog)
 
 
-def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt_open,
+def test_handle_trade_use_sell_signal(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
                                       limit_sell_order_usdt_open, fee, mocker, caplog) -> None:
     # use_sell_signal is True buy default
     caplog.set_level(logging.DEBUG)
     patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
             limit_sell_order_usdt_open,
@@ -1944,7 +1944,7 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt
         get_fee=fee,
     )
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.enter_positions()
@@ -1957,21 +1957,21 @@ def test_handle_trade_use_sell_signal(default_conf, ticker, limit_buy_order_usdt
 
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade)
-    assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
+    assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL",
                    caplog)
 
 
-def test_close_trade(default_conf, ticker, limit_buy_order_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt,
+def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt,
                      fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create trade and sell it
@@ -1988,8 +1988,8 @@ def test_close_trade(default_conf, ticker, limit_buy_order_usdt, limit_buy_order
         freqtrade.handle_trade(trade)
 
 
-def test_bot_loop_start_called_once(mocker, default_conf, caplog):
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
+def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
+    ftbot = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.create_trade')
     patch_get_signal(ftbot)
     ftbot.strategy.bot_loop_start = MagicMock(side_effect=ValueError)
@@ -2001,9 +2001,9 @@ def test_bot_loop_start_called_once(mocker, default_conf, caplog):
     assert ftbot.strategy.analyze.call_count == 1
 
 
-def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_order_old, open_trade,
+def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                               fee, mocker) -> None:
-    default_conf["unfilledtimeout"] = {"buy": 1400, "sell": 30}
+    default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30}
 
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock(return_value=limit_buy_order_old)
@@ -2014,13 +2014,13 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order_with_result=cancel_order_wr_mock,
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2057,7 +2057,7 @@ def test_check_handle_timedout_buy_usercustom(default_conf, ticker, limit_buy_or
     assert freqtrade.strategy.check_buy_timeout.call_count == 1
 
 
-def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, open_trade,
+def test_check_handle_timedout_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                    fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     limit_buy_cancel = deepcopy(limit_buy_order_old)
@@ -2066,12 +2066,12 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order_with_result=cancel_order_mock,
         get_fee=fee
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2087,7 +2087,7 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, op
     assert freqtrade.strategy.check_buy_timeout.call_count == 0
 
 
-def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, open_trade,
+def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                     fee, mocker, caplog) -> None:
     """ Handle Buy order cancelled on exchange"""
     rpc_mock = patch_RPCManager(mocker)
@@ -2096,12 +2096,12 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     limit_buy_order_old.update({"status": "canceled", 'filled': 0.0})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2115,7 +2115,7 @@ def test_check_handle_cancelled_buy(default_conf, ticker, limit_buy_order_old, o
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_order_old, open_trade,
+def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
                                              fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -2123,12 +2123,12 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         validate_pairs=MagicMock(),
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(side_effect=ExchangeError),
         cancel_order=cancel_order_mock,
         get_fee=fee
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2141,19 +2141,19 @@ def test_check_handle_timedout_buy_exception(default_conf, ticker, limit_buy_ord
     assert nb_trades == 1
 
 
-def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_order_old, mocker,
+def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
                                                open_trade) -> None:
-    default_conf["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
+    default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
     open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
@@ -2190,18 +2190,18 @@ def test_check_handle_timedout_sell_usercustom(default_conf, ticker, limit_sell_
     assert freqtrade.strategy.check_sell_timeout.call_count == 1
 
 
-def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old, mocker,
+def test_check_handle_timedout_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
                                     open_trade) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
     open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
@@ -2220,7 +2220,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     assert freqtrade.strategy.check_sell_timeout.call_count == 0
 
 
-def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old, open_trade,
+def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, open_trade,
                                      mocker, caplog) -> None:
     """ Handle sell order cancelled on exchange"""
     rpc_mock = patch_RPCManager(mocker)
@@ -2229,11 +2229,11 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_sell_order_old),
         cancel_order_with_result=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     open_trade.open_date = arrow.utcnow().shift(hours=-5).datetime
     open_trade.close_date = arrow.utcnow().shift(minutes=-601).datetime
@@ -2249,7 +2249,7 @@ def test_check_handle_cancelled_sell(default_conf, ticker, limit_sell_order_old,
     assert log_has_re("Sell order cancelled on exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old_partial,
+def test_check_handle_timedout_partial(default_conf_usdt, ticker_usdt, limit_buy_order_old_partial,
                                        open_trade, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     limit_buy_canceled = deepcopy(limit_buy_order_old_partial)
@@ -2259,11 +2259,11 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade)
 
@@ -2278,7 +2278,7 @@ def test_check_handle_timedout_partial(default_conf, ticker, limit_buy_order_old
     assert trades[0].stake_amount == open_trade.open_rate * trades[0].amount
 
 
-def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, caplog, fee,
+def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_trade, caplog, fee,
                                            limit_buy_order_old_partial, trades_for_order,
                                            limit_buy_order_old_partial_canceled, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
@@ -2287,12 +2287,12 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     assert open_trade.amount == limit_buy_order_old_partial['amount']
 
@@ -2317,7 +2317,7 @@ def test_check_handle_timedout_partial_fee(default_conf, ticker, open_trade, cap
     assert pytest.approx(trades[0].fee_open) == 0.001
 
 
-def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade, caplog, fee,
+def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, open_trade, caplog, fee,
                                               limit_buy_order_old_partial, trades_for_order,
                                               limit_buy_order_old_partial_canceled, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
@@ -2325,14 +2325,14 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(return_value=limit_buy_order_old_partial),
         cancel_order_with_result=cancel_order_mock,
         get_trades_for_order=MagicMock(return_value=trades_for_order),
     )
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
                  MagicMock(side_effect=DependencyException))
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     assert open_trade.amount == limit_buy_order_old_partial['amount']
 
@@ -2357,7 +2357,7 @@ def test_check_handle_timedout_partial_except(default_conf, ticker, open_trade,
     assert trades[0].fee_open == fee()
 
 
-def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt, mocker, caplog) -> None:
+def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2369,11 +2369,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt,
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         fetch_order=MagicMock(side_effect=ExchangeError('Oh snap')),
         cancel_order=cancel_order_mock
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade_usdt)
 
@@ -2385,7 +2385,7 @@ def test_check_handle_timedout_exception(default_conf, ticker, open_trade_usdt,
                       caplog)
 
 
-def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt) -> None:
+def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_buy_order_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_buy_order = deepcopy(limit_buy_order_usdt)
@@ -2395,7 +2395,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt)
     cancel_order_mock = MagicMock(return_value=cancel_buy_order)
     mocker.patch('freqtrade.exchange.Exchange.cancel_order_with_result', cancel_order_mock)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade._notify_enter_cancel = MagicMock()
 
     trade = MagicMock()
@@ -2430,7 +2430,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf, limit_buy_order_usdt)
 
 @pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'ftx', 'kraken', 'bittrex'],
                          indirect=['limit_buy_order_canceled_empty'])
-def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
+def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt,
                                        limit_buy_order_canceled_empty) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2438,7 +2438,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
         'freqtrade.exchange.Exchange.cancel_order_with_result',
         return_value=limit_buy_order_canceled_empty)
     nofiy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot._notify_enter_cancel')
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     reason = CANCEL_REASON['TIMEOUT']
     trade = MagicMock()
@@ -2455,7 +2455,7 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf,
     'String Return value',
     123
 ])
-def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_usdt,
+def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_buy_order_usdt,
                                           cancelorder) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -2465,7 +2465,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_
         cancel_order=cancel_order_mock
     )
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade._notify_enter_cancel = MagicMock()
 
     trade = MagicMock()
@@ -2483,7 +2483,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf, limit_buy_order_
     assert cancel_order_mock.call_count == 1
 
 
-def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
+def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
     send_msg_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2493,7 +2493,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
     )
     mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     trade = Trade(
         pair='LTC/ETH',
@@ -2528,13 +2528,13 @@ def test_handle_cancel_exit_limit(mocker, default_conf, fee) -> None:
     assert send_msg_mock.call_count == 1
 
 
-def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
+def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch(
         'freqtrade.exchange.Exchange.cancel_order_with_result', side_effect=InvalidOrderException())
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
     trade = MagicMock()
     reason = CANCEL_REASON['TIMEOUT']
@@ -2544,17 +2544,17 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf) -> None:
     assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
 
 
-def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
 
@@ -2569,10 +2569,10 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
     # Prevented sell ...
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert rpc_mock.call_count == 0
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
@@ -2580,7 +2580,7 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
     # Repatch with true
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
     assert freqtrade.strategy.confirm_trade_exit.call_count == 1
 
@@ -2590,7 +2590,7 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
         'trade_id': 1,
         'type': RPCMessageType.SELL,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 1.172e-05,
         'amount': 91.07468123,
@@ -2608,17 +2608,17 @@ def test_execute_trade_exit_up(default_conf, ticker, fee, ticker_sell_up, mocker
     } == last_msg
 
 
-def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -2630,10 +2630,10 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_down
+        fetch_ticker=ticker_usdt_sell_down
     )
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
@@ -2642,7 +2642,7 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'loss',
         'limit': 1.044e-05,
         'amount': 91.07468123,
@@ -2660,18 +2660,18 @@ def test_execute_trade_exit_down(default_conf, ticker, fee, ticker_sell_down, mo
     } == last_msg
 
 
-def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_sell_up,
+def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up,
                                               mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
 
@@ -2686,7 +2686,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
 
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
@@ -2694,7 +2694,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
     # Set a custom exit price
     freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
 
     # Sell price must be different to default bid price
@@ -2707,7 +2707,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
         'trade_id': 1,
         'type': RPCMessageType.SELL,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 1.170e-05,
         'amount': 91.07468123,
@@ -2725,18 +2725,18 @@ def test_execute_trade_exit_custom_exit_price(default_conf, ticker, fee, ticker_
     } == last_msg
 
 
-def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
-                                                              ticker_sell_down, mocker) -> None:
+def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf_usdt, ticker_usdt, fee,
+                                                              ticker_usdt_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -2748,15 +2748,15 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_down
+        fetch_ticker=ticker_usdt_sell_down
     )
 
-    default_conf['dry_run'] = True
+    default_conf_usdt['dry_run'] = True
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     # Setting trade stoploss to 0.01
 
     trade.stop_loss = 0.00001099 * 0.99
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
@@ -2766,7 +2766,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'loss',
         'limit': 1.08801e-05,
         'amount': 91.07468123,
@@ -2785,8 +2785,8 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf, tick
 
 
 def test_execute_trade_exit_sloe_cancel_exception(
-        mocker, default_conf, ticker, fee, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+        mocker, default_conf_usdt, ticker_usdt, fee, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.wallets.Wallets.get_free', MagicMock(return_value=300))
@@ -2797,7 +2797,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         create_order=create_order_mock,
     )
@@ -2818,10 +2818,10 @@ def test_execute_trade_exit_sloe_cancel_exception(
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
-def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee, ticker_sell_up,
+def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up,
                                                       mocker) -> None:
 
-    default_conf['exchange']['name'] = 'binance'
+    default_conf_usdt['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     stoploss = MagicMock(return_value={
@@ -2834,7 +2834,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
     cancel_order = MagicMock(return_value=True)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
@@ -2843,7 +2843,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
         _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
     )
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     patch_get_signal(freqtrade)
 
@@ -2860,10 +2860,10 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     trade = Trade.query.first()
@@ -2872,14 +2872,14 @@ def test_execute_trade_exit_with_stoploss_on_exchange(default_conf, ticker, fee,
     assert rpc_mock.call_count == 3
 
 
-def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, ticker, fee,
+def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt, ticker_usdt, fee,
                                                                mocker) -> None:
-    default_conf['exchange']['name'] = 'binance'
+    default_conf_usdt['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
@@ -2895,7 +2895,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, tic
 
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     patch_get_signal(freqtrade)
 
@@ -2944,18 +2944,18 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf, tic
     assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL
 
 
-def test_execute_trade_exit_market_order(default_conf, ticker, fee,
-                                         ticker_sell_up, mocker) -> None:
+def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
+                                         ticker_usdt_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -2967,11 +2967,11 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee,
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
     freqtrade.config['order_types']['sell'] = 'market'
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
@@ -2983,7 +2983,7 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee,
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
-        'pair': 'ETH/BTC',
+        'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 1.172e-05,
         'amount': 91.07468123,
@@ -3002,13 +3002,13 @@ def test_execute_trade_exit_market_order(default_conf, ticker, fee,
     } == last_msg
 
 
-def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
-                                                     ticker_sell_up, mocker) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_usdt, fee,
+                                                     ticker_usdt_sell_up, mocker) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_insuf = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_insufficient_funds')
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
         create_order=MagicMock(side_effect=[
             {'id': 1234553382},
@@ -3026,11 +3026,11 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     # Increase the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
+        fetch_ticker=ticker_usdt_sell_up
     )
 
     sell_reason = SellCheckTuple(sell_type=SellType.ROI)
-    assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_up()['bid'],
+    assert not freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                             sell_reason=sell_reason)
     assert mock_insuf.call_count == 1
 
@@ -3047,7 +3047,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf, ticker, fee,
     (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
 ])
 def test_sell_profit_only(
-        default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+        default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
         fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3064,12 +3064,12 @@ def test_sell_profit_only(
         ]),
         get_fee=fee,
     )
-    default_conf.update({
+    default_conf_usdt.update({
         'use_sell_signal': True,
         'sell_profit_only': profit_only,
         'sell_profit_offset': 0.1,
     })
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     if sell_type == SellType.SELL_SIGNAL.value:
         freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
@@ -3089,7 +3089,7 @@ def test_sell_profit_only(
         assert freqtrade.handle_trade(trade) is True
 
 
-def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_sell_not_enough_balance(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                  fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3107,7 +3107,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_o
         get_fee=fee,
     )
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
@@ -3128,7 +3128,7 @@ def test_sell_not_enough_balance(default_conf, limit_buy_order_usdt, limit_buy_o
     (95.29, False),
     (91.29, True)
 ])
-def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has_err):
+def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet, has_err):
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     amount = 95.33
@@ -3144,7 +3144,7 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has
         fee_open=fee.return_value,
         fee_close=fee.return_value,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     if has_err:
         with pytest.raises(DependencyException, match=r"Not enough amount to sell."):
@@ -3161,15 +3161,15 @@ def test__safe_exit_amount(default_conf, fee, caplog, mocker, amount_wallet, has
         assert wallet_update.call_count == 1
 
 
-def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplog) -> None:
+def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     # Create some test data
@@ -3181,12 +3181,12 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     # Decrease the price and sell it
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_down
+        fetch_ticker=ticker_usdt_sell_down
     )
 
-    freqtrade.execute_trade_exit(trade=trade, limit=ticker_sell_down()['bid'],
+    freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
-    trade.close(ticker_sell_down()['bid'])
+    trade.close(ticker_usdt_sell_down()['bid'])
     assert freqtrade.strategy.is_pair_locked(trade.pair)
 
     # reinit - should buy other pair.
@@ -3196,7 +3196,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
 
 
-def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                   fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3213,9 +3213,9 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_
         ]),
         get_fee=fee,
     )
-    default_conf['ignore_roi_if_buy_signal'] = True
+    default_conf_usdt['ignore_roi_if_buy_signal'] = True
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
@@ -3233,7 +3233,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_
     assert trade.sell_reason == SellType.ROI.value
 
 
-def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt,
+def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
                             fee, caplog, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3250,9 +3250,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
         ]),
         get_fee=fee,
     )
-    default_conf['trailing_stop'] = True
-    patch_whitelist(mocker, default_conf)
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['trailing_stop'] = True
+    patch_whitelist(mocker, default_conf_usdt)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
 
@@ -3260,7 +3260,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
     trade = Trade.query.first()
     assert freqtrade.handle_trade(trade) is False
 
-    # Raise ticker above buy price
+    # Raise ticker_usdt above buy price
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  MagicMock(return_value={
                      'bid': 2.0 * 1.5,
@@ -3283,7 +3283,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
     # Sell as trailing-stop is reached
     assert freqtrade.handle_trade(trade) is True
     # TODO: Does this make sense? How is stoploss 2.7?
-    assert log_has("ETH/BTC - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
+    assert log_has("ETH/USDT - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
                    "initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
@@ -3293,7 +3293,7 @@ def test_trailing_stop_loss(default_conf, limit_buy_order_usdt_open, limit_buy_o
     (0.011, False, 2.0394),
     (0.055, True, 1.8),
 ])
-def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_trailing_stop_loss_positive(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                      offset, fee, caplog, mocker, trail_if_reached, second_sl) -> None:
     buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
@@ -3311,14 +3311,14 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
         ]),
         get_fee=fee,
     )
-    default_conf['trailing_stop'] = True
-    default_conf['trailing_stop_positive'] = 0.01
+    default_conf_usdt['trailing_stop'] = True
+    default_conf_usdt['trailing_stop_positive'] = 0.01
     if offset:
-        default_conf['trailing_stop_positive_offset'] = offset
-        default_conf['trailing_only_offset_is_reached'] = trail_if_reached
-    patch_whitelist(mocker, default_conf)
+        default_conf_usdt['trailing_stop_positive_offset'] = offset
+        default_conf_usdt['trailing_only_offset_is_reached'] = trail_if_reached
+    patch_whitelist(mocker, default_conf_usdt)
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     freqtrade.enter_positions()
@@ -3329,7 +3329,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     # stop-loss not reached
     assert freqtrade.handle_trade(trade) is False
 
-    # Raise ticker above buy price
+    # Raise ticker_usdt above buy price
     mocker.patch(
         'freqtrade.exchange.Exchange.fetch_ticker',
         MagicMock(return_value={
@@ -3341,13 +3341,13 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
     # TODO: is 0.0249% correct? Shouldn't it be higher?
-    caplog_text = f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
+    caplog_text = f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
     if trail_if_reached:
         assert not log_has(caplog_text, caplog)
-        assert not log_has("ETH/BTC - Adjusting stoploss...", caplog)
+        assert not log_has("ETH/USDT - Adjusting stoploss...", caplog)
     else:
         assert log_has(caplog_text, caplog)
-        assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
+        assert log_has("ETH/USDT - Adjusting stoploss...", caplog)
     assert trade.stop_loss == second_sl
     caplog.clear()
 
@@ -3361,10 +3361,10 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     )
     assert freqtrade.handle_trade(trade) is False
     assert log_has(
-        f"ETH/BTC - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%",
+        f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0572%",
         caplog
     )
-    assert log_has("ETH/BTC - Adjusting stoploss...", caplog)
+    assert log_has("ETH/USDT - Adjusting stoploss...", caplog)
 
     mocker.patch(
         'freqtrade.exchange.Exchange.fetch_ticker',
@@ -3377,13 +3377,13 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order_usdt, limit_b
     # Lower price again (but still positive)
     assert freqtrade.handle_trade(trade) is True
     assert log_has(
-        f"ETH/BTC - HIT STOP: current price at {buy_price + 0.02:.6f}, "
+        f"ETH/USDT - HIT STOP: current price at {buy_price + 0.02:.6f}, "
         f"stoploss is {trade.stop_loss:.6f}, "
         f"initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, limit_buy_order_usdt_open,
+def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
                                           fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3402,10 +3402,10 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, li
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    default_conf['ask_strategy'] = {
+    default_conf_usdt['ask_strategy'] = {
         'ignore_roi_if_buy_signal': False
     }
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
 
@@ -3423,7 +3423,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order_usdt, li
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
 
-def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):
+def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -3435,7 +3435,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount - (amount * 0.001)
@@ -3444,7 +3444,7 @@ def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fe
                    caplog)
 
 
-def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fee, fee,
+def test_get_real_amount_quote_dust(default_conf_usdt, trades_for_order, buy_order_fee, fee,
                                     caplog, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
@@ -3459,7 +3459,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     walletmock.reset_mock()
     # Amount is kept as is
@@ -3469,7 +3469,7 @@ def test_get_real_amount_quote_dust(default_conf, trades_for_order, buy_order_fe
                       '- Eating Fee 0.008 into dust', caplog)
 
 
-def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, fee):
+def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
 
     amount = buy_order_fee['amount']
@@ -3482,7 +3482,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount is reduced by "fee"
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
@@ -3492,7 +3492,7 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
 
 
 @pytest.mark.parametrize(
-    'fee_par,fee_reduction_amount,use_ticker_rate,expected_log', [
+    'fee_par,fee_reduction_amount,use_ticker_usdt_rate,expected_log', [
         # basic, amount does not change
         ({'cost': 0.008, 'currency': 'ETH'}, 0, False, None),
         # no currency in fee
@@ -3511,8 +3511,8 @@ def test_get_real_amount_no_trade(default_conf, buy_order_fee, caplog, mocker, f
         ({'cost': 0.008, 'currency': None}, 0, True, None),
     ])
 def test_get_real_amount(
-    default_conf, trades_for_order, buy_order_fee, fee, mocker, caplog,
-    fee_par, fee_reduction_amount, use_ticker_rate, expected_log
+    default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker, caplog,
+    fee_par, fee_reduction_amount, use_ticker_usdt_rate, expected_log
 ):
 
     buy_order = deepcopy(buy_order_fee)
@@ -3530,9 +3530,9 @@ def test_get_real_amount(
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
-    if not use_ticker_rate:
+    if not use_ticker_usdt_rate:
         mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', side_effect=ExchangeError)
 
     caplog.clear()
@@ -3550,7 +3550,7 @@ def test_get_real_amount(
         (0.02, 'BNB', 0.0005, 0.001518575, 7.996),
     ])
 def test_get_real_amount_multi(
-    default_conf, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
+    default_conf_usdt, trades_for_order2, buy_order_fee, caplog, fee, mocker, markets,
     fee_cost, fee_currency, fee_reduction_amount, expected_fee, expected_log_amount,
 ):
 
@@ -3562,7 +3562,7 @@ def test_get_real_amount_multi(
 
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = float(sum(x['amount'] for x in trades_for_order))
-    default_conf['stake_currency'] = "ETH"
+    default_conf_usdt['stake_currency'] = "ETH"
 
     trade = Trade(
         pair='LTC/ETH',
@@ -3575,8 +3575,8 @@ def test_get_real_amount_multi(
     )
 
     # Fake markets entry to enable fee parsing
-    markets['BNB/ETH'] = markets['ETH/BTC']
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    markets['BNB/ETH'] = markets['ETH/USDT']
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': 0.19, 'last': 0.2})
@@ -3600,7 +3600,7 @@ def test_get_real_amount_multi(
     assert trade.fee_close_currency is None
 
 
-def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order_fee, fee, mocker):
+def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     limit_buy_order_usdt['fee'] = {'cost': 0.004}
 
@@ -3615,13 +3615,13 @@ def test_get_real_amount_invalid_order(default_conf, trades_for_order, buy_order
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount does not change
     assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
 
 
-def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_fee, fee, mocker):
+def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001
 
@@ -3636,14 +3636,14 @@ def test_get_real_amount_wrong_amount(default_conf, trades_for_order, buy_order_
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount does not change
     with pytest.raises(DependencyException, match=r"Half bought\? Amounts don't match"):
         freqtrade.get_real_amount(trade, limit_buy_order_usdt)
 
 
-def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, buy_order_fee, fee,
+def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee, fee,
                                                mocker):
     # Floats should not be compared directly.
     limit_buy_order_usdt = deepcopy(buy_order_fee)
@@ -3660,14 +3660,14 @@ def test_get_real_amount_wrong_amount_rounding(default_conf, trades_for_order, b
         open_rate=0.245441,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount changes by fee amount.
     assert isclose(freqtrade.get_real_amount(trade, limit_buy_order_usdt), amount - (amount * 0.001),
                    abs_tol=MATH_CLOSE_PREC,)
 
 
-def test_get_real_amount_open_trade(default_conf, fee, mocker):
+def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
     amount = 12345
     trade = Trade(
         pair='LTC/ETH',
@@ -3684,7 +3684,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker):
         'status': 'open',
         'side': 'buy',
     }
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     assert freqtrade.get_real_amount(trade, order) == amount
 
 
@@ -3696,7 +3696,7 @@ def test_get_real_amount_open_trade(default_conf, fee, mocker):
     (8.0, 0.1, 8.0, 8.0),
     (8.0, 0.1, 7.9, 7.9),
 ])
-def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
+def test_apply_fee_conditional(default_conf_usdt, fee, caplog, mocker,
                                amount, fee_abs, wallet, amount_exp):
     walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)
@@ -3709,7 +3709,7 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
         fee_close=fee.return_value,
         open_order_id="123456"
     )
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     walletmock.reset_mock()
     # Amount is kept as is
@@ -3721,23 +3721,23 @@ def test_apply_fee_conditional(default_conf, fee, caplog, mocker,
     (0.1, False),
     (100, True),
 ])
-def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_open, limit_buy_order_usdt,
+def test_order_book_depth_of_market(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
                                     fee, mocker, order_book_l2, delta, is_high_delta):
-    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
-    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
+    default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
+    default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
 
     # Save state of current whitelist
-    whitelist = deepcopy(default_conf['exchange']['pair_whitelist'])
-    freqtrade = FreqtradeBot(default_conf)
+    whitelist = deepcopy(default_conf_usdt['exchange']['pair_whitelist'])
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
     freqtrade.enter_positions()
 
@@ -3746,7 +3746,7 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_o
         assert trade is None
     else:
         assert trade is not None
-        assert trade.stake_amount == 0.001
+        assert trade.stake_amount == 10.0
         assert trade.is_open
         assert trade.open_date is not None
         assert trade.exchange == 'binance'
@@ -3757,43 +3757,43 @@ def test_order_book_depth_of_market(default_conf, ticker, limit_buy_order_usdt_o
         trade.update(limit_buy_order_usdt)
 
         assert trade.open_rate == 2.0
-        assert whitelist == default_conf['exchange']['pair_whitelist']
+        assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
 @pytest.mark.parametrize('exception_thrown,ask,last,order_book_top,order_book', [
     (False, 0.045, 0.046, 2, None),
     (True,  0.042, 0.046, 1, {'bids': [[]], 'asks': [[]]})
 ])
-def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2, exception_thrown,
+def test_order_book_bid_strategy1(mocker, default_conf_usdt, order_book_l2, exception_thrown,
                                   ask, last, order_book_top, order_book, caplog) -> None:
     """
     test if function get_rate will return the order book price instead of the ask rate
     """
     patch_exchange(mocker)
-    ticker_mock = MagicMock(return_value={'ask': ask, 'last': last})
+    ticker_usdt_mock = MagicMock(return_value={'ask': ask, 'last': last})
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_l2_order_book=MagicMock(return_value=order_book) if order_book else order_book_l2,
-        fetch_ticker=ticker_mock,
+        fetch_ticker=ticker_usdt_mock,
     )
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['bid_strategy']['use_order_book'] = True
-    default_conf['bid_strategy']['order_book_top'] = order_book_top
-    default_conf['bid_strategy']['ask_last_balance'] = 0
-    default_conf['telegram']['enabled'] = False
+    default_conf_usdt['exchange']['name'] = 'binance'
+    default_conf_usdt['bid_strategy']['use_order_book'] = True
+    default_conf_usdt['bid_strategy']['order_book_top'] = order_book_top
+    default_conf_usdt['bid_strategy']['ask_last_balance'] = 0
+    default_conf_usdt['telegram']['enabled'] = False
 
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     if exception_thrown:
         with pytest.raises(PricingError):
-            freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
+            freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy")
         assert log_has_re(
             r'Buy Price at location 1 from orderbook could not be determined.', caplog)
     else:
-        assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
-        assert ticker_mock.call_count == 0
+        assert freqtrade.exchange.get_rate('ETH/USDT', refresh=True, side="buy") == 0.043935
+        assert ticker_usdt_mock.call_count == 0
 
 
-def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
+def test_check_depth_of_market_buy(default_conf_usdt, mocker, order_book_l2) -> None:
     """
     test check depth of market
     """
@@ -3802,27 +3802,27 @@ def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:
         'freqtrade.exchange.Exchange',
         fetch_l2_order_book=order_book_l2
     )
-    default_conf['telegram']['enabled'] = False
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['bid_strategy']['check_depth_of_market']['enabled'] = True
+    default_conf_usdt['telegram']['enabled'] = False
+    default_conf_usdt['exchange']['name'] = 'binance'
+    default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
     # delta is 100 which is impossible to reach. hence function will return false
-    default_conf['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
-    freqtrade = FreqtradeBot(default_conf)
+    default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = 100
+    freqtrade = FreqtradeBot(default_conf_usdt)
 
-    conf = default_conf['bid_strategy']['check_depth_of_market']
-    assert freqtrade._check_depth_of_market_buy('ETH/BTC', conf) is False
+    conf = default_conf_usdt['bid_strategy']['check_depth_of_market']
+    assert freqtrade._check_depth_of_market_buy('ETH/USDT', conf) is False
 
 
-def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
+def test_order_book_ask_strategy(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
                                  limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
     """
     test order book ask strategy
     """
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
-    default_conf['exchange']['name'] = 'binance'
-    default_conf['ask_strategy']['use_order_book'] = True
-    default_conf['ask_strategy']['order_book_top'] = 1
-    default_conf['telegram']['enabled'] = False
+    default_conf_usdt['exchange']['name'] = 'binance'
+    default_conf_usdt['ask_strategy']['use_order_book'] = True
+    default_conf_usdt['ask_strategy']['order_book_top'] = 1
+    default_conf_usdt['telegram']['enabled'] = False
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3838,7 +3838,7 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_
         ]),
         get_fee=fee,
     )
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade)
 
     freqtrade.enter_positions()
@@ -3863,22 +3863,22 @@ def test_order_book_ask_strategy(default_conf, limit_buy_order_usdt_open, limit_
                       caplog)
 
 
-def test_startup_state(default_conf, mocker):
-    default_conf['pairlist'] = {'method': 'VolumePairList',
-                                'config': {'number_assets': 20}
-                                }
+def test_startup_state(default_conf_usdt, mocker):
+    default_conf_usdt['pairlist'] = {'method': 'VolumePairList',
+                                     'config': {'number_assets': 20}
+                                     }
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
-    worker = get_patched_worker(mocker, default_conf)
+    worker = get_patched_worker(mocker, default_conf_usdt)
     assert worker.freqtrade.state is State.RUNNING
 
 
-def test_startup_trade_reinit(default_conf, edge_conf, mocker):
+def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     reinit_mock = MagicMock()
     mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
 
-    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    ftbot = get_patched_freqtradebot(mocker, default_conf_usdt)
     ftbot.startup()
     assert reinit_mock.call_count == 1
 
@@ -3890,21 +3890,21 @@ def test_startup_trade_reinit(default_conf, edge_conf, mocker):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_usdt_open, caplog):
-    default_conf['dry_run'] = True
+def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, caplog):
+    default_conf_usdt['dry_run'] = True
     # Initialize to 2 times stake amount
-    default_conf['dry_run_wallet'] = 0.002
-    default_conf['max_open_trades'] = 2
-    default_conf['tradable_balance_ratio'] = 1.0
+    default_conf_usdt['dry_run_wallet'] = 0.002
+    default_conf_usdt['max_open_trades'] = 2
+    default_conf_usdt['tradable_balance_ratio'] = 1.0
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         create_order=MagicMock(return_value=limit_buy_order_usdt_open),
         get_fee=fee,
     )
 
-    bot = get_patched_freqtradebot(mocker, default_conf)
+    bot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(bot)
     assert bot.wallets.get_free('BTC') == 0.002
 
@@ -3922,15 +3922,15 @@ def test_sync_wallet_dry_run(mocker, default_conf, ticker, fee, limit_buy_order_
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt, limit_sell_order_usdt):
-    default_conf['cancel_open_orders_on_exit'] = True
+def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt):
+    default_conf_usdt['cancel_open_orders_on_exit'] = True
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[
                      ExchangeError(), limit_sell_order_usdt, limit_buy_order_usdt, limit_sell_order_usdt])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
 
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     create_mock_trades(fee)
     trades = Trade.query.all()
     assert len(trades) == MOCK_TRADE_COUNT
@@ -3940,8 +3940,8 @@ def test_cancel_all_open_orders(mocker, default_conf, fee, limit_buy_order_usdt,
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_check_for_open_trades(mocker, default_conf, fee):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_check_for_open_trades(mocker, default_conf_usdt, fee):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     freqtrade.check_for_open_trades()
     assert freqtrade.rpc.send_msg.call_count == 0
@@ -3956,8 +3956,8 @@ def test_check_for_open_trades(mocker, default_conf, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_startup_update_open_orders(mocker, default_conf, fee, caplog):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     create_mock_trades(fee)
 
     freqtrade.startup_update_open_orders()
@@ -3982,8 +3982,8 @@ def test_startup_update_open_orders(mocker, default_conf, fee, caplog):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_update_closed_trades_without_assigned_fees(mocker, default_conf, fee):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     def patch_with_fee(order):
         order.update({'fee': {'cost': 0.1, 'rate': 0.01,
@@ -4081,8 +4081,8 @@ def test_reupdate_enter_order_fees(mocker, default_conf_usdt, fee, caplog):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_handle_insufficient_funds(mocker, default_conf, fee):
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+def test_handle_insufficient_funds(mocker, default_conf_usdt, fee):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_rlo = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.refind_lost_order')
     mock_bof = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.reupdate_enter_order_fees')
     create_mock_trades(fee)
@@ -4119,9 +4119,9 @@ def test_handle_insufficient_funds(mocker, default_conf, fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_refind_lost_order(mocker, default_conf, fee, caplog):
+def test_refind_lost_order(mocker, default_conf_usdt, fee, caplog):
     caplog.set_level(logging.DEBUG)
-    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mock_uts = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_trade_state')
 
     mock_fo = mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
@@ -4217,10 +4217,10 @@ def test_refind_lost_order(mocker, default_conf, fee, caplog):
     assert log_has(f"Error updating {order['id']}.", caplog)
 
 
-def test_get_valid_price(mocker, default_conf) -> None:
+def test_get_valid_price(mocker, default_conf_usdt) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    freqtrade = FreqtradeBot(default_conf)
+    freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.config['custom_price_max_distance_ratio'] = 0.02
 
     custom_price_string = "10"

From 43339f1660557f6538f05addb464a502ac074b5f Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sun, 26 Sep 2021 13:43:01 -0600
Subject: [PATCH 686/834] A lot of the usdt freqtradebot tests pass now

---
 tests/conftest.py          |  8 ++--
 tests/test_freqtradebot.py | 90 ++++++++++++++++++++------------------
 2 files changed, 51 insertions(+), 47 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index f2da68dd2..4ef0dfcb4 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -441,7 +441,7 @@ def ticker_sell_down():
 def ticker_usdt():
     return MagicMock(return_value={
         'bid': 2.0,
-        'ask': 2.01,
+        'ask': 2.1,
         'last': 2.0,
     })
 
@@ -449,9 +449,9 @@ def ticker_usdt():
 @pytest.fixture
 def ticker_usdt_sell_up():
     return MagicMock(return_value={
-        'bid': 2.19,
-        'ask': 2.2,
-        'last': 2.19,
+        'bid': 2.2,
+        'ask': 2.3,
+        'last': 2.2,
     })
 
 
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2a96783bc..07f1288ed 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -320,8 +320,8 @@ def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_
 
 
 @pytest.mark.parametrize('stake_amount,create,amount_enough,max_open_trades', [
-    (0.0005, True, True, 99),
-    (0.000000005, True, False, 99),
+    (5.0, True, True, 99),
+    (0.00005, True, False, 99),
     (0, False, True, 99),
     (UNLIMITED_STAKE_AMOUNT, False, True, 0),
 ])
@@ -2592,14 +2592,15 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'profit',
-        'limit': 1.172e-05,
-        'amount': 91.07468123,
+        'limit': 2.2,
+        'amount': 5.0,
         'order_type': 'limit',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.173e-05,
-        'profit_amount': 6.223e-05,
-        'profit_ratio': 0.0620716,
-        'stake_currency': 'BTC',
+        'open_rate': 2.0,
+        'current_rate': 2.3,
+        # TODO: Double check that profit_amount and profit_ratio are correct
+        'profit_amount': 0.9475,
+        'profit_ratio': 0.09451372,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,
         'open_date': ANY,
@@ -2638,20 +2639,21 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
+    # TODO: Should be a loss, but comes out as a gain
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'loss',
-        'limit': 1.044e-05,
-        'amount': 91.07468123,
+        'limit': 2.01,
+        'amount': 5.0,
         'order_type': 'limit',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.043e-05,
-        'profit_amount': -5.406e-05,
-        'profit_ratio': -0.05392257,
-        'stake_currency': 'BTC',
+        'open_rate': 2.0,
+        'current_rate': 2.0,
+        'profit_amount': -0.000125,
+        'profit_ratio': -1.247e-05,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': ANY,
@@ -2692,7 +2694,7 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
 
     # Set a custom exit price
-    freqtrade.strategy.custom_exit_price = lambda **kwargs: 1.170e-05
+    freqtrade.strategy.custom_exit_price = lambda **kwargs: 2.25
 
     freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL))
@@ -2709,14 +2711,14 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'profit',
-        'limit': 1.170e-05,
-        'amount': 91.07468123,
+        'limit': 2.25,
+        'amount': 5.0,
         'order_type': 'limit',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.173e-05,
+        'open_rate': 2.0,
+        'current_rate': 2.3,
         'profit_amount': 6.041e-05,
-        'profit_ratio': 0.06025919,
-        'stake_currency': 'BTC',
+        'profit_ratio': 0.07262344,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.SELL_SIGNAL.value,
         'open_date': ANY,
@@ -2755,27 +2757,28 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf_usdt,
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     # Setting trade stoploss to 0.01
 
-    trade.stop_loss = 0.00001099 * 0.99
+    trade.stop_loss = 2.0 * 0.99
     freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_down()['bid'],
                                  sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
 
+    # TODO: Are these values correct?
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'loss',
-        'limit': 1.08801e-05,
-        'amount': 91.07468123,
+        'limit': 1.98,
+        'amount': 5.0,
         'order_type': 'limit',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.043e-05,
-        'profit_amount': -1.408e-05,
-        'profit_ratio': -0.01404051,
-        'stake_currency': 'BTC',
+        'open_rate': 2.0,
+        'current_rate': 2.0,
+        'profit_amount': -0.14975,
+        'profit_ratio': -0.01493766,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': ANY,
@@ -2975,24 +2978,25 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
-    assert trade.close_profit == 0.0620716
+    assert trade.close_profit == 0.09451372  # TODO: Check this is correct
 
     assert rpc_mock.call_count == 3
     last_msg = rpc_mock.call_args_list[-1][0][0]
+    # TODO: Is this correct?
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
         'exchange': 'Binance',
         'pair': 'ETH/USDT',
         'gain': 'profit',
-        'limit': 1.172e-05,
-        'amount': 91.07468123,
+        'limit': 2.2,
+        'amount': 5.0,
         'order_type': 'market',
-        'open_rate': 1.098e-05,
-        'current_rate': 1.173e-05,
-        'profit_amount': 6.223e-05,
-        'profit_ratio': 0.0620716,
-        'stake_currency': 'BTC',
+        'open_rate': 2.0,
+        'current_rate': 2.3,
+        'profit_amount': 0.9475,
+        'profit_ratio': 0.09451372,
+        'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,
         'open_date': ANY,
@@ -3893,7 +3897,7 @@ def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
 def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, caplog):
     default_conf_usdt['dry_run'] = True
     # Initialize to 2 times stake amount
-    default_conf_usdt['dry_run_wallet'] = 0.002
+    default_conf_usdt['dry_run_wallet'] = 20.0
     default_conf_usdt['max_open_trades'] = 2
     default_conf_usdt['tradable_balance_ratio'] = 1.0
     patch_exchange(mocker)
@@ -3906,7 +3910,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
 
     bot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(bot)
-    assert bot.wallets.get_free('BTC') == 0.002
+    assert bot.wallets.get_free('USDT') == 20.0
 
     n = bot.enter_positions()
     assert n == 2
@@ -3916,8 +3920,8 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
     bot.config['max_open_trades'] = 3
     n = bot.enter_positions()
     assert n == 0
-    assert log_has_re(r"Unable to create trade for XRP/BTC: "
-                      r"Available balance \(0.0 BTC\) is lower than stake amount \(0.001 BTC\)",
+    assert log_has_re(r"Unable to create trade for XRP/USDT: "
+                      r"Available balance \(0.0 USDT\) is lower than stake amount \(10.0 USDT\)",
                       caplog)
 
 

From 2ee87f8c66cb4b998ba986acd2dfc8729ece5e8f Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 30 Sep 2021 10:00:56 +0300
Subject: [PATCH 687/834] Fix failing USDT tests due to not enough open
 markets.

---
 tests/conftest.py | 78 ++++++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 77 insertions(+), 1 deletion(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 4ef0dfcb4..9c500e05c 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -387,7 +387,8 @@ def get_default_conf_usdt(testdatadir):
                 "ETH/USDT",
                 "LTC/USDT",
                 "XRP/USDT",
-                "NEO/USDT"
+                "NEO/USDT",
+                "TKN/USDT",
             ],
             "pair_blacklist": [
                 "DOGE/USDT",
@@ -696,6 +697,81 @@ def get_markets():
             },
             'info': {},
         },
+        'XRP/USDT': {
+            'id': 'xrpusdt',
+            'symbol': 'XRP/USDT',
+            'base': 'XRP',
+            'quote': 'USDT',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': {
+                    'min': 0.0001,
+                    'max': 500000,
+                },
+            },
+            'info': {},
+        },
+        'NEO/USDT': {
+            'id': 'neousdt',
+            'symbol': 'NEO/USDT',
+            'base': 'NEO',
+            'quote': 'USDT',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': {
+                    'min': 0.0001,
+                    'max': 500000,
+                },
+            },
+            'info': {},
+        },
+        'TKN/USDT': {
+            'id': 'tknusdt',
+            'symbol': 'TKN/USDT',
+            'base': 'TKN',
+            'quote': 'USDT',
+            'active': True,
+            'precision': {
+                'price': 8,
+                'amount': 8,
+                'cost': 8,
+            },
+            'lot': 0.00000001,
+            'limits': {
+                'amount': {
+                    'min': 0.01,
+                    'max': 1000,
+                },
+                'price': 500000,
+                'cost': {
+                    'min': 0.0001,
+                    'max': 500000,
+                },
+            },
+            'info': {},
+        },
         'LTC/USD': {
             'id': 'USD-LTC',
             'symbol': 'LTC/USD',

From 89613702697de80c1ecbd3f7cd75271b4116dea8 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 30 Sep 2021 10:01:25 +0300
Subject: [PATCH 688/834] Fix failing test due to not updated expected values.

---
 tests/test_freqtradebot.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 07f1288ed..579dc1b43 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2672,8 +2672,10 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         get_fee=fee,
         _is_dry_limit_order_filled=MagicMock(return_value=False),
     )
-    patch_whitelist(mocker, default_conf_usdt)
-    freqtrade = FreqtradeBot(default_conf_usdt)
+    config = deepcopy(default_conf_usdt)
+    config['custom_price_max_distance_ratio'] = 0.1
+    patch_whitelist(mocker, config)
+    freqtrade = FreqtradeBot(config)
     patch_get_signal(freqtrade)
     freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=False)
 
@@ -2716,8 +2718,8 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        'profit_amount': 6.041e-05,
-        'profit_ratio': 0.07262344,
+        'profit_amount': 1.196875,
+        'profit_ratio': 0.11938903,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
         'sell_reason': SellType.SELL_SIGNAL.value,

From c820db4c60f6973554e232b52c06ed6e726dd8d0 Mon Sep 17 00:00:00 2001
From: Rokas Kupstys <rokups@zoho.com>
Date: Thu, 30 Sep 2021 11:12:15 +0300
Subject: [PATCH 689/834] Fix couple more usdt tests which failed due to ticker
 prices causing roi being hit, but tests did not expect that to happen.

---
 tests/conftest.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 9c500e05c..0e5e7c933 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -442,7 +442,7 @@ def ticker_sell_down():
 def ticker_usdt():
     return MagicMock(return_value={
         'bid': 2.0,
-        'ask': 2.1,
+        'ask': 2.02,
         'last': 2.0,
     })
 

From 107fa911a5ef371e675a5d679ab511f1a93579b5 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 30 Sep 2021 02:34:00 -0600
Subject: [PATCH 690/834] Fixed test_tsl_on_exchange_compatible_with_edge

---
 tests/test_freqtradebot.py | 22 ++++++++++++----------
 1 file changed, 12 insertions(+), 10 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 579dc1b43..bfa3ac353 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1483,9 +1483,9 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 1.9,
+            'bid': 2.19,
             'ask': 2.2,
-            'last': 1.9
+            'last': 2.19
         }),
         create_order=MagicMock(side_effect=[
             {'id': limit_buy_order_usdt['id']},
@@ -1540,7 +1540,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     # stoploss initially at 20% as edge dictated it.
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
-    assert trade.stop_loss == 2.178
+    assert isclose(trade.stop_loss, 1.76)
 
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock()
@@ -1549,15 +1549,15 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
 
     # price goes down 5%
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
-        'bid': 1.9 * 0.95,
+        'bid': 2.19 * 0.95,
         'ask': 2.2 * 0.95,
-        'last': 1.9 * 0.95
+        'last': 2.19 * 0.95
     }))
     assert freqtrade.handle_trade(trade) is False
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
 
     # stoploss should remain the same
-    assert trade.stop_loss == 2.178
+    assert isclose(trade.stop_loss, 1.76)
 
     # stoploss on exchange should not be canceled
     cancel_order_mock.assert_not_called()
@@ -1575,10 +1575,12 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
     # stoploss should be set to 1% as trailing is on
     assert trade.stop_loss == 4.4 * 0.99
     cancel_order_mock.assert_called_once_with(100, 'NEO/BTC')
-    stoploss_order_mock.assert_called_once_with(amount=2132892.49146757,
-                                                pair='NEO/BTC',
-                                                order_types=freqtrade.strategy.order_types,
-                                                stop_price=4.4 * 0.99)
+    stoploss_order_mock.assert_called_once_with(
+        amount=11.41438356,
+        pair='NEO/BTC',
+        order_types=freqtrade.strategy.order_types,
+        stop_price=4.4 * 0.99
+    )
 
 
 @pytest.mark.parametrize('return_value,side_effect,log_message', [

From 6f8e66117bcc0babd0aeef9c03a15b9ee6fc2e11 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 30 Sep 2021 03:19:28 -0600
Subject: [PATCH 691/834] flake8 isort

---
 tests/test_freqtradebot.py | 153 ++++++++++++++++++++++---------------
 1 file changed, 91 insertions(+), 62 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index bfa3ac353..6f0fe5e90 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -23,9 +23,9 @@ from freqtrade.worker import Worker
 from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker,
                             log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal,
                             patch_wallet, patch_whitelist)
-from tests.conftest_trades import (
-    MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3,
-    mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell)
+from tests.conftest_trades import (MOCK_TRADE_COUNT, mock_order_1, mock_order_2, mock_order_2_sell,
+                                   mock_order_3, mock_order_3_sell, mock_order_4,
+                                   mock_order_5_stoploss, mock_order_6_sell)
 
 
 def patch_RPCManager(mocker) -> MagicMock:
@@ -135,8 +135,10 @@ def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None:
                         (True, 27, 3, 0.5, [10, 10, 6.73]),
                         (True, 22, 3, 1, [10, 10, 0.0]),
 ])
-def test_check_available_stake_amount(default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
-                                      amend_last, wallet, max_open, lsamr, expected) -> None:
+def test_check_available_stake_amount(
+    default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
+    amend_last, wallet, max_open, lsamr, expected
+) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -363,8 +365,8 @@ def test_create_trade_minimal_amount(
     (["ETH/USDT"], 1),  # No pairs left
     ([], 0),  # No pairs in whitelist
 ])
-def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee,
-                                       whitelist, positions, mocker, caplog) -> None:
+def test_enter_positions_no_pairs_left(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open,
+                                       fee, whitelist, positions, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -459,8 +461,10 @@ def test_create_trade_no_signal(default_conf_usdt, fee, mocker) -> None:
 
 @pytest.mark.parametrize("max_open", range(0, 5))
 @pytest.mark.parametrize("tradable_balance_ratio,modifier", [(1.0, 1), (0.99, 0.8), (0.5, 0.5)])
-def test_create_trades_multiple_trades(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open,
-                                       max_open, tradable_balance_ratio, modifier) -> None:
+def test_create_trades_multiple_trades(
+    default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open,
+    max_open, tradable_balance_ratio, modifier
+) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf_usdt['max_open_trades'] = max_open
@@ -484,7 +488,8 @@ def test_create_trades_multiple_trades(default_conf_usdt, ticker_usdt, fee, mock
     assert len(trades) == max(int(max_open * modifier), 0)
 
 
-def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limit_buy_order_usdt_open) -> None:
+def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker,
+                               limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     default_conf_usdt['max_open_trades'] = 4
@@ -513,8 +518,8 @@ def test_create_trades_preopen(default_conf_usdt, ticker_usdt, fee, mocker, limi
     assert len(trades) == 4
 
 
-def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
-                                fee, mocker, caplog) -> None:
+def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
+                                limit_buy_order_usdt_open, fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -584,7 +589,8 @@ def test_process_operational_exception(default_conf_usdt, ticker_usdt, mocker) -
     assert 'OperationalException' in msg_mock.call_args_list[-1][0][0]['status']
 
 
-def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee, mocker) -> None:
+def test_process_trade_handling(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, fee,
+                                mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -690,7 +696,8 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
     assert ("ETH/USDT", default_conf_usdt["timeframe"]) in refresh_mock.call_args[0][0]
 
 
-def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_buy_order_usdt_open) -> None:
+def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
+                       limit_buy_order_usdt_open) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     freqtrade = FreqtradeBot(default_conf_usdt)
@@ -1278,8 +1285,9 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf_usdt, fee, caplog,
-                                                    limit_buy_order_usdt, limit_sell_order_usdt) -> None:
+def test_handle_stoploss_on_exchange_trailing_error(
+        mocker, default_conf_usdt, fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt
+) -> None:
     # When trailing stoploss is set
     stoploss = MagicMock(return_value={'id': 13434334})
     patch_exchange(mocker)
@@ -1701,8 +1709,8 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_buy_order_usdt, cap
     (30.0 + 1e-14, True),
     (8.0, False)
 ])
-def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt, fee,
-                                          mocker, initial_amount, has_rounding_fee, caplog):
+def test_update_trade_state_withorderdict(default_conf_usdt, trades_for_order, limit_buy_order_usdt,
+                                          fee, mocker, initial_amount, has_rounding_fee, caplog):
     trades_for_order[0]['amount'] = initial_amount
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # fetch_order should not be called!!
@@ -1798,8 +1806,8 @@ def test_update_trade_state_sell(default_conf_usdt, trades_for_order, limit_sell
     assert order.status == 'closed'
 
 
-def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open, limit_sell_order_usdt,
-                      fee, mocker) -> None:
+def test_handle_trade(default_conf_usdt, limit_buy_order_usdt, limit_sell_order_usdt_open,
+                      limit_sell_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -1963,8 +1971,8 @@ def test_handle_trade_use_sell_signal(default_conf_usdt, ticker_usdt, limit_buy_
                    caplog)
 
 
-def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open, limit_sell_order_usdt,
-                     fee, mocker) -> None:
+def test_close_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
+                     limit_buy_order_usdt_open, limit_sell_order_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2003,8 +2011,8 @@ def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
     assert ftbot.strategy.analyze.call_count == 1
 
 
-def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
-                                              fee, mocker) -> None:
+def test_check_handle_timedout_buy_usercustom(default_conf_usdt, ticker_usdt, limit_buy_order_old,
+                                              open_trade, fee, mocker) -> None:
     default_conf_usdt["unfilledtimeout"] = {"buy": 1400, "sell": 30}
 
     rpc_mock = patch_RPCManager(mocker)
@@ -2117,8 +2125,8 @@ def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_or
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
-                                             fee, mocker) -> None:
+def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old,
+                                             open_trade, fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
     patch_exchange(mocker)
@@ -2143,8 +2151,8 @@ def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, lim
     assert nb_trades == 1
 
 
-def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
-                                               open_trade) -> None:
+def test_check_handle_timedout_sell_usercustom(default_conf_usdt, ticker_usdt, limit_sell_order_old,
+                                               mocker, open_trade) -> None:
     default_conf_usdt["unfilledtimeout"] = {"buy": 1440, "sell": 1440}
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -2222,8 +2230,8 @@ def test_check_handle_timedout_sell(default_conf_usdt, ticker_usdt, limit_sell_o
     assert freqtrade.strategy.check_sell_timeout.call_count == 0
 
 
-def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old, open_trade,
-                                     mocker, caplog) -> None:
+def test_check_handle_cancelled_sell(default_conf_usdt, ticker_usdt, limit_sell_order_old,
+                                     open_trade, mocker, caplog) -> None:
     """ Handle sell order cancelled on exchange"""
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -2319,8 +2327,8 @@ def test_check_handle_timedout_partial_fee(default_conf_usdt, ticker_usdt, open_
     assert pytest.approx(trades[0].fee_open) == 0.001
 
 
-def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, open_trade, caplog, fee,
-                                              limit_buy_order_old_partial, trades_for_order,
+def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, open_trade, caplog,
+                                              fee, limit_buy_order_old_partial, trades_for_order,
                                               limit_buy_order_old_partial_canceled, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock(return_value=limit_buy_order_old_partial_canceled)
@@ -2359,7 +2367,8 @@ def test_check_handle_timedout_partial_except(default_conf_usdt, ticker_usdt, op
     assert trades[0].fee_open == fee()
 
 
-def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker, caplog) -> None:
+def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker,
+                                         caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2546,7 +2555,8 @@ def test_handle_cancel_exit_cancel_exception(mocker, default_conf_usdt) -> None:
     assert freqtrade.handle_cancel_exit(trade, order, reason) == 'error cancelling order'
 
 
-def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker) -> None:
+def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up, mocker
+                               ) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2611,7 +2621,8 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
     } == last_msg
 
 
-def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker) -> None:
+def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down,
+                                 mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2664,8 +2675,8 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
     } == last_msg
 
 
-def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up,
-                                              mocker) -> None:
+def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fee,
+                                              ticker_usdt_sell_up, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2731,8 +2742,8 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
     } == last_msg
 
 
-def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(default_conf_usdt, ticker_usdt, fee,
-                                                              ticker_usdt_sell_down, mocker) -> None:
+def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
+        default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -2825,8 +2836,8 @@ def test_execute_trade_exit_sloe_cancel_exception(
     assert log_has('Could not cancel stoploss order abcd', caplog)
 
 
-def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_up,
-                                                      mocker) -> None:
+def test_execute_trade_exit_with_stoploss_on_exchange(default_conf_usdt, ticker_usdt, fee,
+                                                      ticker_usdt_sell_up, mocker) -> None:
 
     default_conf_usdt['exchange']['name'] = 'binance'
     rpc_mock = patch_RPCManager(mocker)
@@ -3169,7 +3180,8 @@ def test__safe_exit_amount(default_conf_usdt, fee, caplog, mocker, amount_wallet
         assert wallet_update.call_count == 1
 
 
-def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker, caplog) -> None:
+def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down, mocker,
+                      caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3204,8 +3216,8 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, ticker_usdt_sell_down
     assert log_has_re(f"Pair {trade.pair} is still locked.*", caplog)
 
 
-def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
-                                  fee, mocker) -> None:
+def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
+                                  limit_buy_order_usdt_open, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3301,8 +3313,10 @@ def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_
     (0.011, False, 2.0394),
     (0.055, True, 1.8),
 ])
-def test_trailing_stop_loss_positive(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
-                                     offset, fee, caplog, mocker, trail_if_reached, second_sl) -> None:
+def test_trailing_stop_loss_positive(
+    default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
+    offset, fee, caplog, mocker, trail_if_reached, second_sl
+) -> None:
     buy_price = limit_buy_order_usdt['price']
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3391,8 +3405,8 @@ def test_trailing_stop_loss_positive(default_conf_usdt, limit_buy_order_usdt, li
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value
 
 
-def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,
-                                          fee, mocker) -> None:
+def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
+                                          limit_buy_order_usdt_open, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -3431,7 +3445,8 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
     assert trade.sell_reason == SellType.SELL_SIGNAL.value
 
 
-def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, mocker):
+def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,
+                               mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     amount = sum(x['amount'] for x in trades_for_order)
     trade = Trade(
@@ -3608,7 +3623,8 @@ def test_get_real_amount_multi(
     assert trade.fee_close_currency is None
 
 
-def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker):
+def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_order_fee, fee,
+                                       mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     limit_buy_order_usdt['fee'] = {'cost': 0.004}
 
@@ -3629,7 +3645,8 @@ def test_get_real_amount_invalid_order(default_conf_usdt, trades_for_order, buy_
     assert freqtrade.get_real_amount(trade, limit_buy_order_usdt) == amount
 
 
-def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee, mocker):
+def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_order_fee, fee,
+                                      mocker):
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     limit_buy_order_usdt['amount'] = limit_buy_order_usdt['amount'] - 0.001
 
@@ -3651,8 +3668,8 @@ def test_get_real_amount_wrong_amount(default_conf_usdt, trades_for_order, buy_o
         freqtrade.get_real_amount(trade, limit_buy_order_usdt)
 
 
-def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee, fee,
-                                               mocker):
+def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_order, buy_order_fee,
+                                               fee, mocker):
     # Floats should not be compared directly.
     limit_buy_order_usdt = deepcopy(buy_order_fee)
     trades_for_order[0]['amount'] = trades_for_order[0]['amount'] + 1e-15
@@ -3671,8 +3688,11 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     # Amount changes by fee amount.
-    assert isclose(freqtrade.get_real_amount(trade, limit_buy_order_usdt), amount - (amount * 0.001),
-                   abs_tol=MATH_CLOSE_PREC,)
+    assert isclose(
+        freqtrade.get_real_amount(trade, limit_buy_order_usdt),
+        amount - (amount * 0.001),
+        abs_tol=MATH_CLOSE_PREC,
+    )
 
 
 def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
@@ -3729,8 +3749,10 @@ def test_apply_fee_conditional(default_conf_usdt, fee, caplog, mocker,
     (0.1, False),
     (100, True),
 ])
-def test_order_book_depth_of_market(default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
-                                    fee, mocker, order_book_l2, delta, is_high_delta):
+def test_order_book_depth_of_market(
+    default_conf_usdt, ticker_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
+    fee, mocker, order_book_l2, delta, is_high_delta
+):
     default_conf_usdt['bid_strategy']['check_depth_of_market']['enabled'] = True
     default_conf_usdt['bid_strategy']['check_depth_of_market']['bids_to_ask_delta'] = delta
     patch_RPCManager(mocker)
@@ -3821,8 +3843,9 @@ def test_check_depth_of_market_buy(default_conf_usdt, mocker, order_book_l2) ->
     assert freqtrade._check_depth_of_market_buy('ETH/USDT', conf) is False
 
 
-def test_order_book_ask_strategy(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
-                                 limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
+def test_order_book_ask_strategy(
+        default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt, fee,
+        limit_sell_order_usdt_open, mocker, order_book_l2, caplog) -> None:
     """
     test order book ask strategy
     """
@@ -3898,7 +3921,8 @@ def test_startup_trade_reinit(default_conf_usdt, edge_conf, mocker):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open, caplog):
+def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_buy_order_usdt_open,
+                             caplog):
     default_conf_usdt['dry_run'] = True
     # Initialize to 2 times stake amount
     default_conf_usdt['dry_run_wallet'] = 20.0
@@ -3930,11 +3954,16 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt, limit_sell_order_usdt):
+def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
+                                limit_sell_order_usdt):
     default_conf_usdt['cancel_open_orders_on_exit'] = True
     mocker.patch('freqtrade.exchange.Exchange.fetch_order',
                  side_effect=[
-                     ExchangeError(), limit_sell_order_usdt, limit_buy_order_usdt, limit_sell_order_usdt])
+                     ExchangeError(),
+                     limit_sell_order_usdt,
+                     limit_buy_order_usdt,
+                     limit_sell_order_usdt
+                 ])
     buy_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_enter')
     sell_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit')
 

From 96d09b5615c14fd442394060d844be2c898056a6 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Fri, 1 Oct 2021 03:10:43 -0600
Subject: [PATCH 692/834] Fixed breaking rpc tests

---
 tests/rpc/test_rpc.py           | 2 +-
 tests/rpc/test_rpc_apiserver.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py
index 0ba42c4ce..f8c923958 100644
--- a/tests/rpc/test_rpc.py
+++ b/tests/rpc/test_rpc.py
@@ -1003,7 +1003,7 @@ def test_rpc_blacklist(mocker, default_conf) -> None:
     assert len(ret['blacklist']) == 4
     assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
     assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC', 'XRP/.*']
-    assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC']
+    assert ret['blacklist_expanded'] == ['ETH/BTC', 'XRP/BTC', 'XRP/USDT']
     assert 'errors' in ret
     assert isinstance(ret['errors'], dict)
 
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 7c98b2df7..045f91bb8 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -937,7 +937,7 @@ def test_api_blacklist(botclient, mocker):
                      data='{"blacklist": ["XRP/.*"]}')
     assert_response(rc)
     assert rc.json() == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC", "XRP/.*"],
-                         "blacklist_expanded": ["ETH/BTC", "XRP/BTC"],
+                         "blacklist_expanded": ["ETH/BTC", "XRP/BTC", "XRP/USDT"],
                          "length": 4,
                          "method": ["StaticPairList"],
                          "errors": {},

From e5e1e49f5327753ed9e7525c5cdca838e2c3ab66 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 08:58:33 +0200
Subject: [PATCH 693/834] Remove some unused test parameters

---
 tests/test_freqtradebot.py | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 6f0fe5e90..02c913bc3 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -115,7 +115,7 @@ def test_order_dict(default_conf_usdt, mocker, runmode, caplog) -> None:
     assert not log_has_re(".*stoploss_on_exchange .* dry-run", caplog)
 
 
-def test_get_trade_stake_amount(default_conf_usdt, ticker_usdt, mocker) -> None:
+def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
 
@@ -243,7 +243,6 @@ def test_edge_overrides_stoploss(limit_buy_order_usdt, fee, caplog, mocker,
 def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
-    default_conf_usdt['stake_amount'] = 10.0
     default_conf_usdt['max_open_trades'] = 2
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -304,8 +303,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
     assert whitelist == default_conf_usdt['exchange']['pair_whitelist']
 
 
-def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, limit_buy_order_usdt,
-                                      fee, mocker) -> None:
+def test_create_trade_no_stake_amount(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     patch_wallet(mocker, free=default_conf_usdt['stake_amount'] * 0.5)
@@ -1477,7 +1475,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     assert freqtrade.handle_trade(trade) is True
 
 
-def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
+def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee,
                                               limit_buy_order_usdt, limit_sell_order_usdt) -> None:
 
     # When trailing stoploss is set
@@ -2125,7 +2123,7 @@ def test_check_handle_cancelled_buy(default_conf_usdt, ticker_usdt, limit_buy_or
     assert log_has_re("Buy order cancelled on exchange for Trade.*", caplog)
 
 
-def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt, limit_buy_order_old,
+def test_check_handle_timedout_buy_exception(default_conf_usdt, ticker_usdt,
                                              open_trade, fee, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     cancel_order_mock = MagicMock()
@@ -3253,7 +3251,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usdt,
     assert trade.sell_reason == SellType.ROI.value
 
 
-def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open, limit_buy_order_usdt,
+def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open,
                             fee, caplog, mocker) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
@@ -3724,7 +3722,7 @@ def test_get_real_amount_open_trade(default_conf_usdt, fee, mocker):
     (8.0, 0.1, 8.0, 8.0),
     (8.0, 0.1, 7.9, 7.9),
 ])
-def test_apply_fee_conditional(default_conf_usdt, fee, caplog, mocker,
+def test_apply_fee_conditional(default_conf_usdt, fee, mocker,
                                amount, fee_abs, wallet, amount_exp):
     walletmock = mocker.patch('freqtrade.wallets.Wallets.update')
     mocker.patch('freqtrade.wallets.Wallets.get_free', return_value=wallet)

From 022839b728fafdf2f1a83d514fb0c9acd027db54 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 13:17:10 +0200
Subject: [PATCH 694/834] remove unnecessary test

---
 tests/test_freqtradebot.py | 26 --------------------------
 1 file changed, 26 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 02c913bc3..c169d8597 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -1612,32 +1612,6 @@ def test_enter_positions(mocker, default_conf_usdt, return_value, side_effect,
     assert mock_ct.call_count == len(default_conf_usdt['exchange']['pair_whitelist'])
 
 
-def test_exit_positions(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
-    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
-
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
-    mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)
-    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
-                 return_value=limit_buy_order_usdt['amount'])
-
-    trade = MagicMock()
-    trade.open_order_id = '123'
-    trade.open_fee = 0.001
-    trades = [trade]
-    n = freqtrade.exit_positions(trades)
-    assert n == 0
-    # Test amount not modified by fee-logic
-    assert not log_has(
-        'Applying fee to amount for Trade {} from 30.0 to 90.81'.format(trade), caplog
-    )
-
-    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', return_value=90.81)
-    # test amount modified by fee-logic
-    n = freqtrade.exit_positions(trades)
-    assert n == 0
-
-
 def test_exit_positions_exception(mocker, default_conf_usdt, limit_buy_order_usdt, caplog) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=limit_buy_order_usdt)

From 5fdeca812d28891a915507362ffcc9f36ccb4cb0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 14:30:24 +0200
Subject: [PATCH 695/834] Combine most hyperopt-loss tests to one

---
 tests/optimize/conftest.py          | 13 ++--
 tests/optimize/test_hyperoptloss.py | 92 +++++------------------------
 2 files changed, 23 insertions(+), 82 deletions(-)

diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 5c5171c3a..690934b07 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -39,16 +39,17 @@ def hyperopt(hyperopt_conf, mocker):
 def hyperopt_results():
     return pd.DataFrame(
         {
-            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_ratio': [-0.1, 0.2, 0.3],
-            'profit_abs': [-0.2, 0.4, 0.6],
-            'trade_duration': [10, 30, 10],
-            'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI],
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_ratio': [-0.1, 0.2, -0.1, 0.3],
+            'profit_abs': [-0.2, 0.4, -0.2, 0.6],
+            'trade_duration': [10, 30, 10, 10],
+            'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI],
             'close_date':
             [
                 datetime(2019, 1, 1, 9, 26, 3, 478039),
                 datetime(2019, 2, 1, 9, 26, 3, 478039),
-                datetime(2019, 3, 1, 9, 26, 3, 478039)
+                datetime(2019, 3, 1, 9, 26, 3, 478039),
+                datetime(2019, 4, 1, 9, 26, 3, 478039),
             ]
         }
     )
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index 0082bcc34..923e3fc32 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -35,6 +35,7 @@ def test_hyperoptlossresolver_wrongname(default_conf) -> None:
 
 
 def test_loss_calculation_prefer_correct_trade_count(hyperopt_conf, hyperopt_results) -> None:
+    hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, 600,
                                         datetime(2019, 1, 1), datetime(2019, 5, 1))
@@ -50,6 +51,7 @@ def test_loss_calculation_prefer_shorter_trades(hyperopt_conf, hyperopt_results)
     resultsb = hyperopt_results.copy()
     resultsb.loc[1, 'trade_duration'] = 20
 
+    hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     longer = hl.hyperopt_loss_function(hyperopt_results, 100,
                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
@@ -64,6 +66,7 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     results_under = hyperopt_results.copy()
     results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
+    hyperopt_conf.update({'hyperopt_loss': "ShortTradeDurHyperOptLoss"})
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, 600,
                                         datetime(2019, 1, 1), datetime(2019, 5, 1))
@@ -75,91 +78,28 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     assert under > correct
 
 
-def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
-    results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
-    results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
-
-    default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
-    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    assert over < correct
-    assert under > correct
-
-
-def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
-    results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
-    results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
-
-    default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'})
-    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    assert over < correct
-    assert under > correct
-
-
-def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
-    results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
-    results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
-
-    default_conf.update({'hyperopt_loss': 'SortinoHyperOptLoss'})
-    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    assert over < correct
-    assert under > correct
-
-
-def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
-    results_over = hyperopt_results.copy()
-    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
-    results_under = hyperopt_results.copy()
-    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
-
-    default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
-    hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    assert over < correct
-    assert under > correct
-
-
-def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+@pytest.mark.parametrize('lossfunction', [
+    "OnlyProfitHyperOptLoss",
+    "SortinoHyperOptLoss",
+    "SortinoHyperOptLossDaily",
+    "SharpeHyperOptLoss",
+    "SharpeHyperOptLossDaily",
+])
+def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
     results_over = hyperopt_results.copy()
     results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2
+    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
     results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2
+    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
-    default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
+    default_conf.update({'hyperopt_loss': lossfunction})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
                                         datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+    over = hl.hyperopt_loss_function(results_over, len(results_over),
                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+    under = hl.hyperopt_loss_function(results_under, len(results_under),
                                       datetime(2019, 1, 1), datetime(2019, 5, 1))
     assert over < correct
     assert under > correct

From 77388eb423f8867aa63860ace494dd85505dd416 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 15:23:48 +0200
Subject: [PATCH 696/834] Improve generate_test_data to make it easier to use

---
 tests/optimize/conftest.py              | 20 ++++++++++++++------
 tests/strategy/test_strategy_helpers.py |  4 ++--
 2 files changed, 16 insertions(+), 8 deletions(-)

diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 690934b07..13d90b36f 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -39,17 +39,25 @@ def hyperopt(hyperopt_conf, mocker):
 def hyperopt_results():
     return pd.DataFrame(
         {
-            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'pair': ['ETH/USDT', 'ETH/USDT', 'ETH/USDT', 'ETH/USDT'],
             'profit_ratio': [-0.1, 0.2, -0.1, 0.3],
             'profit_abs': [-0.2, 0.4, -0.2, 0.6],
             'trade_duration': [10, 30, 10, 10],
+            'amount': [0.1, 0.1, 0.1, 0.1],
             'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI],
+            'open_date':
+            [
+                datetime(2019, 1, 1, 9, 15, 0),
+                datetime(2019, 2, 1, 8, 55, 0),
+                datetime(2019, 3, 1, 9, 15, 0),
+                datetime(2019, 4, 1, 9, 15, 0),
+            ],
             'close_date':
             [
-                datetime(2019, 1, 1, 9, 26, 3, 478039),
-                datetime(2019, 2, 1, 9, 26, 3, 478039),
-                datetime(2019, 3, 1, 9, 26, 3, 478039),
-                datetime(2019, 4, 1, 9, 26, 3, 478039),
-            ]
+                datetime(2019, 1, 1, 9, 25, 0),
+                datetime(2019, 2, 1, 9, 25, 0),
+                datetime(2019, 3, 1, 9, 25, 0),
+                datetime(2019, 4, 1, 9, 25, 0),
+            ],
         }
     )
diff --git a/tests/strategy/test_strategy_helpers.py b/tests/strategy/test_strategy_helpers.py
index a01b55050..cb7cf97a1 100644
--- a/tests/strategy/test_strategy_helpers.py
+++ b/tests/strategy/test_strategy_helpers.py
@@ -9,13 +9,13 @@ from freqtrade.strategy import (merge_informative_pair, stoploss_from_absolute,
                                 timeframe_to_minutes)
 
 
-def generate_test_data(timeframe: str, size: int):
+def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
     np.random.seed(42)
     tf_mins = timeframe_to_minutes(timeframe)
 
     base = np.random.normal(20, 2, size=size)
 
-    date = pd.period_range('2020-07-05', periods=size, freq=f'{tf_mins}min').to_timestamp()
+    date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')
     df = pd.DataFrame({
         'date': date,
         'open': base,

From 3b5cc5f01584329b3d9b0bd47cc71dbf97e8e3d1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 2 Oct 2021 15:36:51 +0200
Subject: [PATCH 697/834] Improve dates used for hyperopt tests

---
 tests/optimize/conftest.py | 12 ++++++------
 1 file changed, 6 insertions(+), 6 deletions(-)

diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py
index 13d90b36f..8c7fa3ac9 100644
--- a/tests/optimize/conftest.py
+++ b/tests/optimize/conftest.py
@@ -48,16 +48,16 @@ def hyperopt_results():
             'open_date':
             [
                 datetime(2019, 1, 1, 9, 15, 0),
-                datetime(2019, 2, 1, 8, 55, 0),
-                datetime(2019, 3, 1, 9, 15, 0),
-                datetime(2019, 4, 1, 9, 15, 0),
+                datetime(2019, 1, 2, 8, 55, 0),
+                datetime(2019, 1, 3, 9, 15, 0),
+                datetime(2019, 1, 4, 9, 15, 0),
             ],
             'close_date':
             [
                 datetime(2019, 1, 1, 9, 25, 0),
-                datetime(2019, 2, 1, 9, 25, 0),
-                datetime(2019, 3, 1, 9, 25, 0),
-                datetime(2019, 4, 1, 9, 25, 0),
+                datetime(2019, 1, 2, 9, 25, 0),
+                datetime(2019, 1, 3, 9, 25, 0),
+                datetime(2019, 1, 4, 9, 25, 0),
             ],
         }
     )

From 057a187231bf5d90d0d2494d66934593d01133e8 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 2 Oct 2021 20:32:51 -0600
Subject: [PATCH 698/834] Removed uneccessary TODOs

---
 tests/test_freqtradebot.py | 4 ----
 1 file changed, 4 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index c169d8597..f80ffeba2 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2581,7 +2581,6 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        # TODO: Double check that profit_amount and profit_ratio are correct
         'profit_amount': 0.9475,
         'profit_ratio': 0.09451372,
         'stake_currency': 'USDT',
@@ -2624,7 +2623,6 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
-    # TODO: Should be a loss, but comes out as a gain
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
@@ -2751,7 +2749,6 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
 
-    # TODO: Are these values correct?
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
@@ -3274,7 +3271,6 @@ def test_trailing_stop_loss(default_conf_usdt, limit_buy_order_usdt_open,
     caplog.set_level(logging.DEBUG)
     # Sell as trailing-stop is reached
     assert freqtrade.handle_trade(trade) is True
-    # TODO: Does this make sense? How is stoploss 2.7?
     assert log_has("ETH/USDT - HIT STOP: current price at 2.200000, stoploss is 2.700000, "
                    "initial stoploss was at 1.800000, trade opened at 2.000000", caplog)
     assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value

From 93679db7c4bc63d9c6541d90e36dd361e6b26568 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 2 Oct 2021 20:33:46 -0600
Subject: [PATCH 699/834] Removed ... TODOs

---
 tests/test_freqtradebot.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f80ffeba2..97f8e92c8 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -2962,11 +2962,10 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
                                  sell_reason=SellCheckTuple(sell_type=SellType.ROI))
 
     assert not trade.is_open
-    assert trade.close_profit == 0.09451372  # TODO: Check this is correct
+    assert trade.close_profit == 0.09451372
 
     assert rpc_mock.call_count == 3
     last_msg = rpc_mock.call_args_list[-1][0][0]
-    # TODO: Is this correct?
     assert {
         'type': RPCMessageType.SELL,
         'trade_id': 1,
@@ -3330,7 +3329,6 @@ def test_trailing_stop_loss_positive(
     )
     # stop-loss not reached, adjusted stoploss
     assert freqtrade.handle_trade(trade) is False
-    # TODO: is 0.0249% correct? Shouldn't it be higher?
     caplog_text = f"ETH/USDT - Using positive stoploss: 0.01 offset: {offset} profit: 0.0249%"
     if trail_if_reached:
         assert not log_has(caplog_text, caplog)

From 908dee961d091b4ec9bb299d658011a557540c69 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 2 Oct 2021 20:37:05 -0600
Subject: [PATCH 700/834] Changed test values in test_sell_profit_only to usdt
 like values

---
 tests/test_freqtradebot.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 97f8e92c8..3f14c75c4 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3026,12 +3026,12 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
     # Enable profit
     (True, 1.9, 2.2, False, True, SellType.SELL_SIGNAL.value),
     # Disable profit
-    (False, 0.00002172, 0.00002173, True,  False, SellType.SELL_SIGNAL.value),
+    (False, 2.9, 3.2, True,  False, SellType.SELL_SIGNAL.value),
     # Enable loss
     # * Shouldn't this be SellType.STOP_LOSS.value
-    (True, 0.00000172, 0.00000173, False, False, None),
+    (True, 0.19, 0.22, False, False, None),
     # Disable loss
-    (False, 0.00000172, 0.00000173, True, False, SellType.SELL_SIGNAL.value),
+    (False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value),
 ])
 def test_sell_profit_only(
         default_conf_usdt, limit_buy_order_usdt, limit_buy_order_usdt_open,

From 058c7b3e992971bf53f752309ff0dcc91cefe542 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Sat, 2 Oct 2021 20:43:32 -0600
Subject: [PATCH 701/834] Fixed odd test_execute_entry where the filled coins
 were higher than the amount

---
 tests/test_freqtradebot.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 3f14c75c4..b518c02ad 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -773,10 +773,10 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
     # In case of rejected or expired order and partially filled
     limit_buy_order_usdt['status'] = 'expired'
     limit_buy_order_usdt['amount'] = 30.0
-    limit_buy_order_usdt['filled'] = 80.99181073
+    limit_buy_order_usdt['filled'] = 20.0
     limit_buy_order_usdt['remaining'] = 10.00
     limit_buy_order_usdt['price'] = 0.5
-    limit_buy_order_usdt['cost'] = 40.495905365
+    limit_buy_order_usdt['cost'] = 15.0
     limit_buy_order_usdt['id'] = '555'
     mocker.patch('freqtrade.exchange.Exchange.create_order',
                  MagicMock(return_value=limit_buy_order_usdt))
@@ -785,7 +785,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_buy_order_usdt,
     assert trade
     assert trade.open_order_id == '555'
     assert trade.open_rate == 0.5
-    assert trade.stake_amount == 40.495905365
+    assert trade.stake_amount == 15.0
 
     # Test with custom stake
     limit_buy_order_usdt['status'] = 'open'

From 9e77a739fa18218de4d5efc89bd910a5ac7cdc02 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 09:22:50 +0200
Subject: [PATCH 702/834] Change usdt stake_amount to 60$

---
 tests/conftest.py          |  2 +-
 tests/test_freqtradebot.py | 62 +++++++++++++++++++-------------------
 2 files changed, 32 insertions(+), 32 deletions(-)

diff --git a/tests/conftest.py b/tests/conftest.py
index 0e5e7c933..49534c88d 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -376,7 +376,7 @@ def get_default_conf(testdatadir):
 def get_default_conf_usdt(testdatadir):
     configuration = get_default_conf(testdatadir)
     configuration.update({
-        "stake_amount": 10.0,
+        "stake_amount": 60.0,
         "stake_currency": "USDT",
         "exchange": {
             "name": "binance",
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index b518c02ad..f57e35ca1 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -126,14 +126,14 @@ def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:
 
 
 @pytest.mark.parametrize("amend_last,wallet,max_open,lsamr,expected", [
-                        (False, 20, 2, 0.5, [10, None]),
-                        (True, 20, 2, 0.5, [10, 9.8]),
-                        (False, 30, 3, 0.5, [10, 10, None]),
-                        (True, 30, 3, 0.5, [10, 10, 9.7]),
-                        (False, 22, 3, 0.5, [10, 10, None]),
-                        (True, 22, 3, 0.5, [10, 10, 0.0]),
-                        (True, 27, 3, 0.5, [10, 10, 6.73]),
-                        (True, 22, 3, 1, [10, 10, 0.0]),
+                        (False, 120, 2, 0.5, [60, None]),
+                        (True, 120, 2, 0.5, [60, 58.8]),
+                        (False, 180, 3, 0.5, [60, 60, None]),
+                        (True, 180, 3, 0.5, [60, 60, 58.2]),
+                        (False, 122, 3, 0.5, [60, 60, None]),
+                        (True, 122, 3, 0.5, [60, 60, 0.0]),
+                        (True, 167, 3, 0.5, [60, 60, 45.33]),
+                        (True, 122, 3, 1, [60, 60, 0.0]),
 ])
 def test_check_available_stake_amount(
     default_conf_usdt, ticker_usdt, mocker, fee, limit_buy_order_usdt_open,
@@ -256,7 +256,7 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
     trade = Trade.query.first()
 
     assert trade is not None
-    assert trade.stake_amount == 10.0
+    assert trade.stake_amount == 60.0
     assert trade.is_open
     assert trade.open_date is not None
 
@@ -264,11 +264,11 @@ def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -
     trade = Trade.query.order_by(Trade.id.desc()).first()
 
     assert trade is not None
-    assert trade.stake_amount == 10.0
+    assert trade.stake_amount == 60.0
     assert trade.is_open
     assert trade.open_date is not None
 
-    assert Trade.total_open_trades_stakes() == 20.0
+    assert Trade.total_open_trades_stakes() == 120.0
 
 
 def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee, mocker) -> None:
@@ -289,7 +289,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_buy_order_usdt, fee,
 
     trade = Trade.query.first()
     assert trade is not None
-    assert trade.stake_amount == 10.0
+    assert trade.stake_amount == 60.0
     assert trade.is_open
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
@@ -467,7 +467,7 @@ def test_create_trades_multiple_trades(
     patch_exchange(mocker)
     default_conf_usdt['max_open_trades'] = max_open
     default_conf_usdt['tradable_balance_ratio'] = tradable_balance_ratio
-    default_conf_usdt['dry_run_wallet'] = 10.0 * max_open
+    default_conf_usdt['dry_run_wallet'] = 60.0 * max_open
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -544,10 +544,10 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_buy_order_
     assert trade.open_date is not None
     assert trade.exchange == 'binance'
     assert trade.open_rate == 2.0
-    assert trade.amount == 5.0
+    assert trade.amount == 30.0
 
     assert log_has(
-        'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 10.0 ...',
+        'Buy signal found: about create a new trade for ETH/USDT with stake_amount: 60.0 ...',
         caplog
     )
 
@@ -1265,7 +1265,7 @@ def test_handle_stoploss_on_exchange_trailing(mocker, default_conf_usdt, fee,
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
-        amount=4.56621004,
+        amount=27.39726027,
         pair='ETH/USDT',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.95
@@ -1457,7 +1457,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
 
     cancel_order_mock.assert_called_once_with(100, 'ETH/USDT')
     stoploss_order_mock.assert_called_once_with(
-        amount=5.26315789,
+        amount=31.57894736,
         pair='ETH/USDT',
         order_types=freqtrade.strategy.order_types,
         stop_price=4.4 * 0.96
@@ -2577,11 +2577,11 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
         'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 2.2,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        'profit_amount': 0.9475,
+        'profit_amount': 5.685,
         'profit_ratio': 0.09451372,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -2630,11 +2630,11 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
         'pair': 'ETH/USDT',
         'gain': 'loss',
         'limit': 2.01,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.0,
-        'profit_amount': -0.000125,
+        'profit_amount': -0.00075,
         'profit_ratio': -1.247e-05,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -2697,11 +2697,11 @@ def test_execute_trade_exit_custom_exit_price(default_conf_usdt, ticker_usdt, fe
         'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 2.25,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        'profit_amount': 1.196875,
+        'profit_amount': 7.18125,
         'profit_ratio': 0.11938903,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -2756,11 +2756,11 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
         'pair': 'ETH/USDT',
         'gain': 'loss',
         'limit': 1.98,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'limit',
         'open_rate': 2.0,
         'current_rate': 2.0,
-        'profit_amount': -0.14975,
+        'profit_amount': -0.8985,
         'profit_ratio': -0.01493766,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -2973,11 +2973,11 @@ def test_execute_trade_exit_market_order(default_conf_usdt, ticker_usdt, fee,
         'pair': 'ETH/USDT',
         'gain': 'profit',
         'limit': 2.2,
-        'amount': 5.0,
+        'amount': 30.0,
         'order_type': 'market',
         'open_rate': 2.0,
         'current_rate': 2.3,
-        'profit_amount': 0.9475,
+        'profit_amount': 5.685,
         'profit_ratio': 0.09451372,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
@@ -3742,7 +3742,7 @@ def test_order_book_depth_of_market(
         assert trade is None
     else:
         assert trade is not None
-        assert trade.stake_amount == 10.0
+        assert trade.stake_amount == 60.0
         assert trade.is_open
         assert trade.open_date is not None
         assert trade.exchange == 'binance'
@@ -3891,7 +3891,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
                              caplog):
     default_conf_usdt['dry_run'] = True
     # Initialize to 2 times stake amount
-    default_conf_usdt['dry_run_wallet'] = 20.0
+    default_conf_usdt['dry_run_wallet'] = 120.0
     default_conf_usdt['max_open_trades'] = 2
     default_conf_usdt['tradable_balance_ratio'] = 1.0
     patch_exchange(mocker)
@@ -3904,7 +3904,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
 
     bot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(bot)
-    assert bot.wallets.get_free('USDT') == 20.0
+    assert bot.wallets.get_free('USDT') == 120.0
 
     n = bot.enter_positions()
     assert n == 2
@@ -3915,7 +3915,7 @@ def test_sync_wallet_dry_run(mocker, default_conf_usdt, ticker_usdt, fee, limit_
     n = bot.enter_positions()
     assert n == 0
     assert log_has_re(r"Unable to create trade for XRP/USDT: "
-                      r"Available balance \(0.0 USDT\) is lower than stake amount \(10.0 USDT\)",
+                      r"Available balance \(0.0 USDT\) is lower than stake amount \(60.0 USDT\)",
                       caplog)
 
 

From 126c29198888508c563536a8d5e6221d2bcb36e9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 09:32:53 +0200
Subject: [PATCH 703/834] Improve docs

closes #5654
---
 docs/docker_quickstart.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 2f350d207..27a9091b1 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -109,6 +109,7 @@ All freqtrade arguments will be available by running `docker-compose run --rm fr
 !!! Warning "`docker-compose` for trade commands"
     Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead.
     This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot.
+    If you intend to use freqUI, please also ensure to adjust the [configuration accordingly](rest-api.md#configuration-with-docker), otherwise the UI will not be available.
 
 !!! Note "`docker-compose run --rm`"
     Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).

From e73f5ab4802823b6cfa2dba745d6218be0a7f97b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 09:48:19 +0200
Subject: [PATCH 704/834] Add test confirming #5652

---
 tests/exchange/test_exchange.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 79b4a3ff5..691cf3c03 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -275,6 +275,7 @@ def test_amount_to_precision(default_conf, mocker, amount, precision_mode, preci
     (234.43, 4, 0.5, 234.5),
     (234.53, 4, 0.5, 235.0),
     (0.891534, 4, 0.0001, 0.8916),
+    (64968.89, 4, 0.01, 64968.89),
 
 ])
 def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
@@ -293,7 +294,7 @@ def test_price_to_precision(default_conf, mocker, price, precision_mode, precisi
                  PropertyMock(return_value=precision_mode))
 
     pair = 'ETH/BTC'
-    assert pytest.approx(exchange.price_to_precision(pair, price)) == expected
+    assert exchange.price_to_precision(pair, price) == expected
 
 
 @pytest.mark.parametrize("price,precision_mode,precision,expected", [

From f5e5203388b6666664c5b9edd09683956d196478 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 09:48:50 +0200
Subject: [PATCH 705/834] Use "round" to 12 digits for TickSize mode

Avoids float rounding problems, fix #5652
---
 freqtrade/exchange/exchange.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 2b9b08d70..e9d0316d2 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -523,7 +523,7 @@ class Exchange:
                 precision = self.markets[pair]['precision']['price']
                 missing = price % precision
                 if missing != 0:
-                    price = price - missing + precision
+                    price = round(price - missing + precision, 10)
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)

From 1c63d01cec878e363075e2f43d79296be2ab3d60 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Oct 2021 14:14:16 +0200
Subject: [PATCH 706/834] Prevent using market-orders on gateio

GateIo does not support market orders on spot markets
---
 freqtrade/exchange/gateio.py  |  8 ++++++++
 tests/exchange/test_gateio.py | 28 ++++++++++++++++++++++++++++
 2 files changed, 36 insertions(+)
 create mode 100644 tests/exchange/test_gateio.py

diff --git a/freqtrade/exchange/gateio.py b/freqtrade/exchange/gateio.py
index e6ee01c8a..018248a99 100644
--- a/freqtrade/exchange/gateio.py
+++ b/freqtrade/exchange/gateio.py
@@ -2,6 +2,7 @@
 import logging
 from typing import Dict
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 
 
@@ -23,3 +24,10 @@ class Gateio(Exchange):
     }
 
     _headers = {'X-Gate-Channel-Id': 'freqtrade'}
+
+    def validate_ordertypes(self, order_types: Dict) -> None:
+        super().validate_ordertypes(order_types)
+
+        if any(v == 'market' for k, v in order_types.items()):
+            raise OperationalException(
+                    f'Exchange {self.name} does not support market orders.')
diff --git a/tests/exchange/test_gateio.py b/tests/exchange/test_gateio.py
new file mode 100644
index 000000000..6f7862909
--- /dev/null
+++ b/tests/exchange/test_gateio.py
@@ -0,0 +1,28 @@
+import pytest
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import Gateio
+from freqtrade.resolvers.exchange_resolver import ExchangeResolver
+
+
+def test_validate_order_types_gateio(default_conf, mocker):
+    default_conf['exchange']['name'] = 'gateio'
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt')
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', return_value={})
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
+    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+    mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
+    exch = ExchangeResolver.load_exchange('gateio', default_conf, True)
+    assert isinstance(exch, Gateio)
+
+    default_conf['order_types'] = {
+        'buy': 'market',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
+    with pytest.raises(OperationalException,
+                       match=r'Exchange .* does not support market orders.'):
+        ExchangeResolver.load_exchange('gateio', default_conf, True)

From 0d9beaa3f36a23641d17ee3a7dd2e77933b39846 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:04 +0000
Subject: [PATCH 707/834] Bump filelock from 3.0.12 to 3.3.0

Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.0.12 to 3.3.0.
- [Release notes](https://github.com/tox-dev/py-filelock/releases)
- [Commits](https://github.com/tox-dev/py-filelock/compare/v3.0.12...3.3.0)

---
updated-dependencies:
- dependency-name: filelock
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 9feec80f1..b4067d1db 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -5,7 +5,7 @@
 scipy==1.7.1
 scikit-learn==0.24.2
 scikit-optimize==0.8.1
-filelock==3.0.12
+filelock==3.3.0
 joblib==1.0.1
 psutil==5.8.0
 progressbar2==3.53.3

From d220c55d405460de1eed9f5ae9e0dc214e6d8996 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:11 +0000
Subject: [PATCH 708/834] Bump pymdown-extensions from 8.2 to 9.0

Bumps [pymdown-extensions](https://github.com/facelessuser/pymdown-extensions) from 8.2 to 9.0.
- [Release notes](https://github.com/facelessuser/pymdown-extensions/releases)
- [Commits](https://github.com/facelessuser/pymdown-extensions/compare/8.2...9.0)

---
updated-dependencies:
- dependency-name: pymdown-extensions
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 9b7c12a43..67d2c9da8 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
 mkdocs-material==7.3.0
 mdx_truly_sane_lists==1.2
-pymdown-extensions==8.2
+pymdown-extensions==9.0

From ff45d52d497629340d9424728da87060fc369c64 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:14 +0000
Subject: [PATCH 709/834] Bump types-filelock from 0.1.5 to 3.2.0

Bumps [types-filelock](https://github.com/python/typeshed) from 0.1.5 to 3.2.0.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-filelock
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 2f03255a0..3d45247c1 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -22,6 +22,6 @@ nbconvert==6.2.0
 
 # mypy types
 types-cachetools==4.2.0
-types-filelock==0.1.5
+types-filelock==3.2.0
 types-requests==2.25.9
 types-tabulate==0.8.2

From 35c4a0a188c0a928600be63a177739d4fb1e42cb Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:17 +0000
Subject: [PATCH 710/834] Bump jsonschema from 3.2.0 to 4.0.1

Bumps [jsonschema](https://github.com/Julian/jsonschema) from 3.2.0 to 4.0.1.
- [Release notes](https://github.com/Julian/jsonschema/releases)
- [Changelog](https://github.com/Julian/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/Julian/jsonschema/compare/v3.2.0...v4.0.1)

---
updated-dependencies:
- dependency-name: jsonschema
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index feeb4d942..370766f8d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -13,7 +13,7 @@ cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
 wrapt==1.12.1
-jsonschema==3.2.0
+jsonschema==4.0.1
 TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9

From 0071d002b68c244716ba3010deb110bfbeaad2a4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:22 +0000
Subject: [PATCH 711/834] Bump ccxt from 1.57.3 to 1.57.38

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.57.3 to 1.57.38.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.57.3...1.57.38)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index feeb4d942..5006d356f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.57.3
+ccxt==1.57.38
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.8
 aiohttp==3.7.4.post0

From 2b41066ab7ccbe032586f231449f82704d37301f Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 03:01:29 +0000
Subject: [PATCH 712/834] Bump pytest-cov from 2.12.1 to 3.0.0

Bumps [pytest-cov](https://github.com/pytest-dev/pytest-cov) from 2.12.1 to 3.0.0.
- [Release notes](https://github.com/pytest-dev/pytest-cov/releases)
- [Changelog](https://github.com/pytest-dev/pytest-cov/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest-cov/compare/v2.12.1...v3.0.0)

---
updated-dependencies:
- dependency-name: pytest-cov
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 2f03255a0..109413e6e 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -10,7 +10,7 @@ flake8-tidy-imports==4.4.1
 mypy==0.910
 pytest==6.2.5
 pytest-asyncio==0.15.1
-pytest-cov==2.12.1
+pytest-cov==3.0.0
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.9.3

From 949f4fbbbfdbae9987d212edae7b9a6a3c1db00c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 04:36:11 +0000
Subject: [PATCH 713/834] Bump types-cachetools from 4.2.0 to 4.2.2

Bumps [types-cachetools](https://github.com/python/typeshed) from 4.2.0 to 4.2.2.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 3d45247c1..858a46389 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,7 +21,7 @@ time-machine==2.4.0
 nbconvert==6.2.0
 
 # mypy types
-types-cachetools==4.2.0
+types-cachetools==4.2.2
 types-filelock==3.2.0
 types-requests==2.25.9
 types-tabulate==0.8.2

From f41fd4e88d7ca79294c40942a5fd181f574469d9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 4 Oct 2021 04:40:24 +0000
Subject: [PATCH 714/834] Bump mkdocs-material from 7.3.0 to 7.3.1

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.3.0 to 7.3.1.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.3.0...7.3.1)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 67d2c9da8..bbbb240ba 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.3.0
+mkdocs-material==7.3.1
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.0

From 07750518c3e50711a0b8965f2535537b07402ba5 Mon Sep 17 00:00:00 2001
From: Sergey Khliustin <sergey.khliustin@gmail.com>
Date: Mon, 4 Oct 2021 18:49:57 +0300
Subject: [PATCH 715/834] Added min_profit param to PerformanceFilter

---
 freqtrade/plugins/pairlist/PerformanceFilter.py | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index 301ee57ab..f235816b8 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -21,6 +21,7 @@ class PerformanceFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._minutes = pairlistconfig.get('minutes', 0)
+        self._min_profit = pairlistconfig.get('min_profit', None)
 
     @property
     def needstickers(self) -> bool:
@@ -68,6 +69,8 @@ class PerformanceFilter(IPairList):
         sorted_df = list_df.merge(performance, on='pair', how='left')\
             .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
             .sort_values(by=['profit'], ascending=False)
+        if self._min_profit is not None:
+            sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit]
         pairlist = sorted_df['pair'].tolist()
 
         return pairlist

From f15922a16858247c6225d24dd69ae89ceb3e6034 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 4 Oct 2021 19:11:35 +0200
Subject: [PATCH 716/834] Fix custom_stoploss in strategy template

closes #5658
---
 .../templates/subtemplates/strategy_methods_advanced.j2   | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
index 2df23f365..fb467ecaa 100644
--- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
+++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2
@@ -32,8 +32,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
 use_custom_stoploss = True
 
 def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
-                    current_rate: float, current_profit: float, dataframe: DataFrame,
-                    **kwargs) -> float:
+                    current_rate: float, current_profit: float, **kwargs) -> float:
     """
     Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
     e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -44,14 +43,13 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
     When not implemented by a strategy, returns the initial stoploss value
     Only called when use_custom_stoploss is set to True.
 
-    :param pair: Pair that's about to be sold.
+    :param pair: Pair that's currently analyzed
     :param trade: trade object.
     :param current_time: datetime object, containing the current datetime
     :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
     :param current_profit: Current profit (as ratio), calculated based on current_rate.
-    :param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-    :return float: New stoploss value, relative to the currentrate
+    :return float: New stoploss value, relative to the current_rate
     """
     return self.stoploss
 

From 7f4baab420ce98c97deeedb69170c3129828c9b2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 4 Oct 2021 20:14:14 +0200
Subject: [PATCH 717/834] Remove explicit rateLimits, improve docs

---
 config_examples/config_binance.example.json   |  4 +-
 config_examples/config_ftx.example.json       |  7 +--
 config_examples/config_full.example.json      |  8 +--
 config_examples/config_kraken.example.json    |  4 +-
 docs/configuration.md                         | 39 ---------------
 docs/exchanges.md                             | 50 +++++++++++++++++++
 docs/faq.md                                   | 10 ++--
 .../subtemplates/exchange_binance.j2          |  7 +--
 .../subtemplates/exchange_generic.j2          |  6 +--
 9 files changed, 65 insertions(+), 70 deletions(-)

diff --git a/config_examples/config_binance.example.json b/config_examples/config_binance.example.json
index 938bc9342..d59ff96cb 100644
--- a/config_examples/config_binance.example.json
+++ b/config_examples/config_binance.example.json
@@ -28,10 +28,8 @@
         "name": "binance",
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
-        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_config": {},
         "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 200
         },
         "pair_whitelist": [
             "ALGO/BTC",
diff --git a/config_examples/config_ftx.example.json b/config_examples/config_ftx.example.json
index 48651f04c..4d9633cc0 100644
--- a/config_examples/config_ftx.example.json
+++ b/config_examples/config_ftx.example.json
@@ -28,11 +28,8 @@
         "name": "ftx",
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
-        "ccxt_config": {"enableRateLimit": true},
-        "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 50
-        },
+        "ccxt_config": {},
+        "ccxt_async_config": {},
         "pair_whitelist": [
             "BTC/USD",
             "ETH/USD",
diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json
index c415d70b0..83b8a27d0 100644
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -84,12 +84,8 @@
         "key": "your_exchange_key",
         "secret": "your_exchange_secret",
         "password": "",
-        "ccxt_config": {"enableRateLimit": true},
-        "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 500,
-            "aiohttp_trust_env": false
-        },
+        "ccxt_config": {},
+        "ccxt_async_config": {},
         "pair_whitelist": [
             "ALGO/BTC",
             "ATOM/BTC",
diff --git a/config_examples/config_kraken.example.json b/config_examples/config_kraken.example.json
index bf3548568..32def895c 100644
--- a/config_examples/config_kraken.example.json
+++ b/config_examples/config_kraken.example.json
@@ -28,10 +28,8 @@
         "name": "kraken",
         "key": "your_exchange_key",
         "secret": "your_exchange_key",
-        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_config": {},
         "ccxt_async_config": {
-            "enableRateLimit": true,
-            "rateLimit": 1000
         },
         "pair_whitelist": [
             "ADA/EUR",
diff --git a/docs/configuration.md b/docs/configuration.md
index 6ccea4c73..bc8a40dcb 100644
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -447,45 +447,6 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
     This is ongoing work. For now, it is supported only for binance and kucoin.
     Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.
 
-### Exchange configuration
-
-Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
-exchange markets and trading APIs. The complete up-to-date list can be found in the
-[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
- However, the bot was tested by the development team with only Bittrex, Binance and Kraken,
- so these are the only officially supported exchanges:
-
-- [Bittrex](https://bittrex.com/): "bittrex"
-- [Binance](https://www.binance.com/): "binance"
-- [Kraken](https://kraken.com/): "kraken"
-
-Feel free to test other exchanges and submit your PR to improve the bot.
-
-Some exchanges require special configuration, which can be found on the [Exchange-specific Notes](exchanges.md) documentation page.
-
-#### Sample exchange configuration
-
-A exchange configuration for "binance" would look as follows:
-
-```json
-"exchange": {
-    "name": "binance",
-    "key": "your_exchange_key",
-    "secret": "your_exchange_secret",
-    "ccxt_config": {"enableRateLimit": true},
-    "ccxt_async_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
-```
-
-This configuration enables binance, as well as rate-limiting to avoid bans from the exchange.
-`"rateLimit": 200` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
-
-!!! Note
-    Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
-    We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
-
 ### What values can be used for fiat_display_currency?
 
 The `fiat_display_currency` configuration parameter sets the base currency to use for the
diff --git a/docs/exchanges.md b/docs/exchanges.md
index c0fbdc694..badaa484a 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -2,6 +2,56 @@
 
 This page combines common gotchas and informations which are exchange-specific and most likely don't apply to other exchanges.
 
+## Exchange configuration
+
+Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports over 100 cryptocurrency
+exchange markets and trading APIs. The complete up-to-date list can be found in the
+[CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
+However, the bot was tested by the development team with only a few exchanges.
+A current list of these can be found in the "Home" section of this documentation.
+
+Feel free to test other exchanges and submit your feedback or PR to improve the bot or confirm exchanges that work flawlessly..
+
+Some exchanges require special configuration, which can be found below.
+
+### Sample exchange configuration
+
+A exchange configuration for "binance" would look as follows:
+
+```json
+"exchange": {
+    "name": "binance",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "ccxt_config": {},
+    "ccxt_async_config": {},
+    // ... 
+```
+
+### Setting rate limits
+
+Usually, rate limits set by CCXT are reliable and work well.
+In case of problems related to rate-limits (usually DDOS Exceptions in your logs), it's easy to change rateLimit settings to other values.
+
+```json
+"exchange": {
+    "name": "kraken",
+    "key": "your_exchange_key",
+    "secret": "your_exchange_secret",
+    "ccxt_config": {"enableRateLimit": true},
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 3100
+    },
+```
+
+This configuration enables kraken, as well as rate-limiting to avoid bans from the exchange.
+`"rateLimit": 3100` defines a wait-event of 0.2s between each call. This can also be completely disabled by setting `"enableRateLimit"` to false.
+
+!!! Note
+    Optimal settings for rate-limiting depend on the exchange and the size of the whitelist, so an ideal parameter will vary on many other settings.
+    We try to provide sensible defaults per exchange where possible, if you encounter bans please make sure that `"enableRateLimit"` is enabled and increase the `"rateLimit"` parameter step by step.
+
 ## Binance
 
 Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
diff --git a/docs/faq.md b/docs/faq.md
index 285625491..75c40a681 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -82,11 +82,11 @@ Currently known to happen for US Bittrex users.
 
 Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
 
-### I'm getting the "Exchange Bittrex does not support market orders." message and cannot run my strategy
+### I'm getting the "Exchange XXX does not support market orders." message and cannot run my strategy
 
-As the message says, Bittrex does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex).
+As the message says, your exchange does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex and Gate.io).
 
-To fix it for Bittrex, redefine order types in the strategy to use "limit" instead of "market":
+To fix this, redefine order types in the strategy to use "limit" instead of "market":
 
 ```
     order_types = {
@@ -136,6 +136,8 @@ On Windows, the `--logfile` option is also supported by Freqtrade and you can us
 > type \path\to\mylogfile.log | findstr "something"
 ```
 
+## Hyperopt module
+
 ### Why does freqtrade not have GPU support?
 
 First of all, most indicator libraries don't have GPU support - as such, there would be little benefit for indicator calculations.
@@ -152,8 +154,6 @@ The benefit of using GPU would therefore be pretty slim - and will not justify t
 
 There is however nothing preventing you from using GPU-enabled indicators within your strategy if you think you must have this - you will however probably be disappointed by the slim gain that will give you (compared to the complexity).
 
-## Hyperopt module
-
 ### How many epochs do I need to get a good Hyperopt result?
 
 Per default Hyperopt called without the `-e`/`--epochs` command line option will only
diff --git a/freqtrade/templates/subtemplates/exchange_binance.j2 b/freqtrade/templates/subtemplates/exchange_binance.j2
index de58b6f72..dc2272119 100644
--- a/freqtrade/templates/subtemplates/exchange_binance.j2
+++ b/freqtrade/templates/subtemplates/exchange_binance.j2
@@ -2,11 +2,8 @@
     "name": "{{ exchange_name | lower }}",
     "key": "{{ exchange_key }}",
     "secret": "{{ exchange_secret }}",
-    "ccxt_config": {"enableRateLimit": true},
-    "ccxt_async_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
+    "ccxt_config": {},
+    "ccxt_async_config": {},
     "pair_whitelist": [
     ],
     "pair_blacklist": [
diff --git a/freqtrade/templates/subtemplates/exchange_generic.j2 b/freqtrade/templates/subtemplates/exchange_generic.j2
index ade9c2f28..08b11f365 100644
--- a/freqtrade/templates/subtemplates/exchange_generic.j2
+++ b/freqtrade/templates/subtemplates/exchange_generic.j2
@@ -2,10 +2,8 @@
     "name": "{{ exchange_name | lower }}",
     "key": "{{ exchange_key }}",
     "secret": "{{ exchange_secret }}",
-    "ccxt_config": {"enableRateLimit": true},
-    "ccxt_async_config": {
-        "enableRateLimit": true
-    },
+    "ccxt_config": {},
+    "ccxt_async_config": {},
     "pair_whitelist": [
 
     ],

From 92f8f231afe79eafa5079d494b56db71e7f30baf Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 4 Oct 2021 20:22:41 +0200
Subject: [PATCH 718/834] Remove ratelimit from kucoin template

---
 freqtrade/templates/subtemplates/exchange_kucoin.j2 | 10 ++--------
 1 file changed, 2 insertions(+), 8 deletions(-)

diff --git a/freqtrade/templates/subtemplates/exchange_kucoin.j2 b/freqtrade/templates/subtemplates/exchange_kucoin.j2
index 9882c51c7..b797dda41 100644
--- a/freqtrade/templates/subtemplates/exchange_kucoin.j2
+++ b/freqtrade/templates/subtemplates/exchange_kucoin.j2
@@ -3,14 +3,8 @@
     "key": "{{ exchange_key }}",
     "secret": "{{ exchange_secret }}",
     "password": "{{ exchange_key_password }}",
-    "ccxt_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
-    "ccxt_async_config": {
-        "enableRateLimit": true,
-        "rateLimit": 200
-    },
+    "ccxt_config": {},
+    "ccxt_async_config": {},
     "pair_whitelist": [
     ],
     "pair_blacklist": [

From 0db5c07314a02beb7dde0baf76a06fff458fd5c6 Mon Sep 17 00:00:00 2001
From: froggleston <docfrogs@gmail.com>
Date: Tue, 5 Oct 2021 00:10:39 +0100
Subject: [PATCH 719/834] Fix issues with sysinfo rpc/API code, add SysInfo
 api_schema

---
 freqtrade/rpc/api_server/api_schemas.py | 4 ++++
 freqtrade/rpc/api_server/api_v1.py      | 8 ++++----
 freqtrade/rpc/rpc.py                    | 3 ++-
 3 files changed, 10 insertions(+), 5 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index 46187f571..b03400900 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -347,3 +347,7 @@ class BacktestResponse(BaseModel):
     trade_count: Optional[float]
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
+
+class SysInfo(BaseModel):
+    cpu_pct: float
+    ram_pct: float
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index 733fa7383..d52e8c10d 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -18,7 +18,7 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   OpenTradeSchema, PairHistory, PerformanceEntry,
                                                   Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
                                                   Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, Version, WhitelistResponse)
+                                                  StrategyResponse, SysInfo, Version, WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -260,6 +260,6 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
-@router.get('/sysinfo', tags=['info'])
-def sysinfo(rpc: RPC = Depends(get_rpc)):
-    return rpc._rpc_sysinfo()
+@router.get('/sysinfo', response_model=SysInfo, tags=['info'])
+def sysinfo():
+    return RPC._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 9b0d4b0f7..699e3b384 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -871,5 +871,6 @@ class RPC:
             self._freqtrade.strategy.plot_config['subplots'] = {}
         return self._freqtrade.strategy.plot_config
 
-    def _rpc_sysinfo(self) -> Dict[str, Any]:
+    @staticmethod
+    def _rpc_sysinfo() -> Dict[str, Any]:
         return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}

From 949d616082c49be11211a396de676077ad741c8d Mon Sep 17 00:00:00 2001
From: jonny07 <jjaegers@gmx.de>
Date: Tue, 5 Oct 2021 21:33:15 +0200
Subject: [PATCH 720/834] Update docker_quickstart.md

Got help in the discord chat to get the UI running, I think most people will need this...
---
 docs/docker_quickstart.md | 34 ++++++++++++++++++++++++++++++++++
 1 file changed, 34 insertions(+)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 27a9091b1..0fe69933a 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -70,6 +70,40 @@ docker-compose up -d
 !!! Warning "Default configuration"
     While the configuration generated will be mostly functional, you will still need to verify that all options correspond to what you want (like Pricing, pairlist, ...) before starting the bot.
 
+#### Acessing the UI
+
+Uncommend the 2 lines below and add your IP adress in the following format (like 192.168.2.67:8080:8080) to the ft_userdata/docker-compose.yml:
+'''bash
+    ports:
+      - "yourIPadress:8080:8080"
+'''
+Your ft_userdata/user_data/config.json should look like:
+'''bash
+api_server": {
+        "enabled": true,
+        "listen_ip_address": "0.0.0.0",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "enable_openapi": false,
+        "jwt_secret_key": "****",
+        "CORS_origins": [],
+        "username": "****",
+        "password": "****"
+    },
+'''
+instead of "****" you will have your data in.
+Then rebuild your docker file:
+Linux:
+'''bash
+sudo docker-compose down && sudo docker-compose pull && sudo docker-compose build && sudo docker-compose up -d 
+'''
+Windows:
+'''bash
+docker-compose down && docker-compose pull && docker-compose build && docker-compose up -d 
+'''
+
+You can now access the UI by typing yourIPadress:8080 in your browser.
+
 #### Monitoring the bot
 
 You can check for running instances with `docker-compose ps`.

From c0d01dbc26a1552562ca339a92111f6193e7a02c Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Wed, 6 Oct 2021 13:24:27 +0530
Subject: [PATCH 721/834] add max_drawdown loss

---
 .../optimize/hyperopt_loss_max_drawdown.py    | 42 +++++++++++++++++++
 1 file changed, 42 insertions(+)
 create mode 100644 freqtrade/optimize/hyperopt_loss_max_drawdown.py

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
new file mode 100644
index 000000000..e6f73e04a
--- /dev/null
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -0,0 +1,42 @@
+"""
+MaxDrawDownHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from datetime import datetime
+from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+from pandas import DataFrame
+
+
+class MaxDrawDownHyperOptLoss(IHyperOptLoss):
+
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation optimizes for max draw down and profit
+    Less max drawdown more profit -> Lower return value
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+
+        """
+        Objective function.
+
+        Uses profit ratio weighted max_drawdown when drawdown is available.
+        Otherwise directly optimizes profit ratio.
+        """
+        total_profit = results['profit_ratio'].sum()        
+        try:
+            max_drawdown = calculate_max_drawdown(results)
+        except ValueError:
+            # No losing trade, therefore no drawdown.
+            return -total_profit
+        max_drawdown_rev = 1 / max_drawdown[0]
+        ret = max_drawdown_rev * total_profit
+        return -ret
\ No newline at end of file

From 6ba46b38bdd434ddd65b065c6393beb0b29aa492 Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Wed, 6 Oct 2021 13:46:05 +0530
Subject: [PATCH 722/834] fix formatting

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index e6f73e04a..4fa32c00e 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -5,11 +5,12 @@ This module defines the alternative HyperOptLoss class which can be used for
 Hyperoptimization.
 """
 from datetime import datetime
-from freqtrade.data.btanalysis import calculate_max_drawdown
-from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 from pandas import DataFrame
 
+from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
 
 class MaxDrawDownHyperOptLoss(IHyperOptLoss):
 
@@ -31,7 +32,7 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         Uses profit ratio weighted max_drawdown when drawdown is available.
         Otherwise directly optimizes profit ratio.
         """
-        total_profit = results['profit_ratio'].sum()        
+        total_profit = results['profit_ratio'].sum()
         try:
             max_drawdown = calculate_max_drawdown(results)
         except ValueError:
@@ -39,4 +40,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
             return -total_profit
         max_drawdown_rev = 1 / max_drawdown[0]
         ret = max_drawdown_rev * total_profit
-        return -ret
\ No newline at end of file
+        return -ret

From 57ef25789e3db1dd59de1e76096bf730fefdf0d7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 19:36:28 +0200
Subject: [PATCH 723/834] Fix style errors

---
 freqtrade/rpc/api_server/api_schemas.py | 1 +
 freqtrade/rpc/api_server/api_v1.py      | 4 +++-
 freqtrade/rpc/rpc.py                    | 8 ++++++--
 scripts/rest_client.py                  | 1 +
 4 files changed, 11 insertions(+), 3 deletions(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index b03400900..bde6af35b 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -348,6 +348,7 @@ class BacktestResponse(BaseModel):
     # TODO: Properly type backtestresult...
     backtest_result: Optional[Dict[str, Any]]
 
+
 class SysInfo(BaseModel):
     cpu_pct: float
     ram_pct: float
diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py
index d52e8c10d..06230a7db 100644
--- a/freqtrade/rpc/api_server/api_v1.py
+++ b/freqtrade/rpc/api_server/api_v1.py
@@ -18,7 +18,8 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, Blac
                                                   OpenTradeSchema, PairHistory, PerformanceEntry,
                                                   Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
                                                   Stats, StatusMsg, StrategyListResponse,
-                                                  StrategyResponse, SysInfo, Version, WhitelistResponse)
+                                                  StrategyResponse, SysInfo, Version,
+                                                  WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -260,6 +261,7 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     }
     return result
 
+
 @router.get('/sysinfo', response_model=SysInfo, tags=['info'])
 def sysinfo():
     return RPC._rpc_sysinfo()
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index 699e3b384..d0858350c 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -1,13 +1,14 @@
 """
 This module contains class to define a RPC communications
 """
-import logging, psutil
+import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
 from typing import Any, Dict, List, Optional, Tuple, Union
 
 import arrow
+import psutil
 from numpy import NAN, inf, int64, mean
 from pandas import DataFrame
 
@@ -873,4 +874,7 @@ class RPC:
 
     @staticmethod
     def _rpc_sysinfo() -> Dict[str, Any]:
-        return {"cpu_pct": psutil.cpu_percent(interval=1, percpu=True), "ram_pct": psutil.virtual_memory().percent}
+        return {
+            "cpu_pct": psutil.cpu_percent(interval=1, percpu=True),
+            "ram_pct": psutil.virtual_memory().percent
+        }
diff --git a/scripts/rest_client.py b/scripts/rest_client.py
index 52de3c534..ac3b6defe 100755
--- a/scripts/rest_client.py
+++ b/scripts/rest_client.py
@@ -341,6 +341,7 @@ class FtRestClient():
         """
         return self._get("sysinfo")
 
+
 def add_arguments():
     parser = argparse.ArgumentParser()
     parser.add_argument("command",

From 992cef56e653844c4b8613c683db81057959f569 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 19:36:51 +0200
Subject: [PATCH 724/834] Add test for sysinfo endpoint

---
 tests/rpc/test_rpc_apiserver.py | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 7c98b2df7..117b1fa49 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -1271,6 +1271,16 @@ def test_list_available_pairs(botclient):
     assert len(rc.json()['pair_interval']) == 1
 
 
+def test_sysinfo(botclient):
+    ftbot, client = botclient
+
+    rc = client_get(client, f"{BASE_URI}/sysinfo")
+    assert_response(rc)
+    result = rc.json()
+    assert 'cpu_pct' in result
+    assert 'ram_pct' in result
+
+
 def test_api_backtesting(botclient, mocker, fee, caplog):
     ftbot, client = botclient
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)

From 65d4df938df14881729a63bf2c58ace1aca57d22 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 20:09:08 +0200
Subject: [PATCH 725/834] Improve docker port api

---
 docker-compose.yml        |  6 +++---
 docs/docker_quickstart.md | 43 ++++++++++++++++++++-------------------
 docs/rest-api.md          |  2 +-
 3 files changed, 26 insertions(+), 25 deletions(-)

diff --git a/docker-compose.yml b/docker-compose.yml
index 80e194ab2..445fbaea0 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -15,10 +15,10 @@ services:
     volumes:
       - "./user_data:/freqtrade/user_data"
     # Expose api on port 8080 (localhost only)
-    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
     # before enabling this.
-    # ports:
-    #   - "127.0.0.1:8080:8080"
+    ports:
+      - "127.0.0.1:8080:8080"
     # Default command used when running `docker compose up`
     command: >
       trade
diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index 27a9091b1..d5bec54c9 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -148,27 +148,9 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
       dockerfile: "./Dockerfile.<yourextension>"
 ```
 
-You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
+You can then run `docker-compose build --pull` to build the docker image, and run it using the commands described above.
 
-### Troubleshooting
-
-#### Docker on Windows
-
-* Error: `"Timestamp for this request is outside of the recvWindow."`
-  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
-    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
-    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
-    ```
-    taskkill /IM "Docker Desktop.exe" /F
-    wsl --shutdown
-    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
-    ```
-
-!!! Warning
-    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
-    Best use a linux-VPS for running freqtrade reliably.
-
-## Plotting with docker-compose
+### Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.
 You can then use these commands as follows:
@@ -179,7 +161,7 @@ docker-compose run --rm freqtrade plot-dataframe --strategy AwesomeStrategy -p B
 
 The output will be stored in the `user_data/plot` directory, and can be opened with any modern browser.
 
-## Data analysis using docker compose
+### Data analysis using docker compose
 
 Freqtrade provides a docker-compose file which starts up a jupyter lab server.
 You can run this server using the following command:
@@ -196,3 +178,22 @@ Since part of this image is built on your machine, it is recommended to rebuild
 ``` bash
 docker-compose -f docker/docker-compose-jupyter.yml build --no-cache
 ```
+
+## Troubleshooting
+
+### Docker on Windows
+
+* Error: `"Timestamp for this request is outside of the recvWindow."`
+  * The market api requests require a synchronized clock but the time in the docker container shifts a bit over time into the past.
+    To fix this issue temporarily you need to run `wsl --shutdown` and restart docker again (a popup on windows 10 will ask you to do so).
+    A permanent solution is either to host the docker container on a linux host or restart the wsl from time to time with the scheduler.
+
+    ``` bash
+    taskkill /IM "Docker Desktop.exe" /F
+    wsl --shutdown
+    start "" "C:\Program Files\Docker\Docker\Docker Desktop.exe"
+    ```
+
+!!! Warning
+    Due to the above, we do not recommend the usage of docker on windows for production setups, but only for experimentation, datadownload and backtesting.
+    Best use a linux-VPS for running freqtrade reliably.
diff --git a/docs/rest-api.md b/docs/rest-api.md
index b9b2b29be..b4992e047 100644
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -78,7 +78,7 @@ If you run your bot using docker, you'll need to have the bot listen to incoming
     },
 ```
 
-Uncomment the following from your docker-compose file:
+Make sure that the following 2 lines are available in your docker-compose file:
 
 ```yml
     ports:

From 526bdaa2dc04cd84dbea35c72482697cc865080e Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 6 Oct 2021 20:14:59 +0200
Subject: [PATCH 726/834] Recommend using 0.0.0.0 as listen address for docker

---
 freqtrade/commands/build_config_commands.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py
index faa8a98f4..34ae35aff 100644
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -163,7 +163,8 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "api_server_listen_addr",
-            "message": "Insert Api server Listen Address (best left untouched default!)",
+            "message": ("Insert Api server Listen Address (0.0.0.0 for docker, "
+                        "otherwise best left untouched)"),
             "default": "127.0.0.1",
             "when": lambda x: x['api_server']
         },

From 46c320513aa0b825b370034feba9d6e9f29af312 Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Thu, 7 Oct 2021 08:07:07 +0530
Subject: [PATCH 727/834] use profit_abs

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index 4fa32c00e..6777fb2e8 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -32,9 +32,9 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         Uses profit ratio weighted max_drawdown when drawdown is available.
         Otherwise directly optimizes profit ratio.
         """
-        total_profit = results['profit_ratio'].sum()
+        total_profit = results['profit_abs'].sum()
         try:
-            max_drawdown = calculate_max_drawdown(results)
+            max_drawdown = calculate_max_drawdown(results, value_col='profit_abs')
         except ValueError:
             # No losing trade, therefore no drawdown.
             return -total_profit

From 29863ad2bf7d364e0bc17dc5c3506e24f20b31b4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 06:51:29 +0200
Subject: [PATCH 728/834] Fix error when ask_last_balance is not set

closes #5181
---
 freqtrade/exchange/exchange.py  | 2 +-
 tests/exchange/test_exchange.py | 9 ++++++++-
 2 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index e9d0316d2..7cc436430 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1058,7 +1058,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy['ask_last_balance']
+                    balance = conf_strategy.get('ask_last_balance', 0.0)
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'sell' and ticker_rate < ticker['last']:
                     balance = conf_strategy.get('bid_last_balance', 0.0)
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 691cf3c03..8cb494edb 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1832,6 +1832,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
     ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
     ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
+    ('ask', 20, 19, 10, None, 20),  # ask_last_balance missing
     ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
     ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
     ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
@@ -1842,6 +1843,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
     ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
     ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
+    ('bid', 21, 20, 10, None, 20),  # ask_last_balance missing
     ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
     ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
     ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
@@ -1851,7 +1853,10 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
 def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
                       last, last_ab, expected) -> None:
     caplog.set_level(logging.DEBUG)
-    default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    if last_ab is None:
+        del default_conf['bid_strategy']['ask_last_balance']
+    else:
+        default_conf['bid_strategy']['ask_last_balance'] = last_ab
     default_conf['bid_strategy']['price_side'] = side
     exchange = get_patched_exchange(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -1876,6 +1881,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
     ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
     ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
+    ('bid', 0.003, 0.002, 0.005, None, 0.002),
     ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
     ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
     ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
@@ -1886,6 +1892,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
     ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
     ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
+    ('ask', 0.006, 1.0, 11.0, None, 0.006),
 ])
 def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
                        last, last_ab, expected) -> None:

From 45b7a0c8377a5493496abafa70e48b0872d0b4b5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 07:12:45 +0200
Subject: [PATCH 729/834] Add Test and docs for MaxDrawDownHyperOptLoss

---
 docs/hyperopt.md                    | 18 ++++++++++--------
 freqtrade/constants.py              |  3 ++-
 tests/optimize/test_hyperoptloss.py |  5 +++--
 3 files changed, 15 insertions(+), 11 deletions(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 09d43939a..45e0d444d 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -60,7 +60,7 @@ optional arguments:
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
+                        (default: `json`).
   --max-open-trades INT
                         Override the value of the `max_open_trades`
                         configuration setting.
@@ -114,7 +114,8 @@ optional arguments:
                         Hyperopt-loss-functions are:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
-                        SortinoHyperOptLoss, SortinoHyperOptLossDaily
+                        SortinoHyperOptLoss, SortinoHyperOptLossDaily,
+                        MaxDrawDownHyperOptLoss
   --disable-param-export
                         Disable automatic hyperopt parameter export.
 
@@ -512,12 +513,13 @@ This class should be in its own file within the `user_data/hyperopts/` directory
 
 Currently, the following loss functions are builtin:
 
-* `ShortTradeDurHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
-* `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
-* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on trade returns relative to standard deviation)
-* `SharpeHyperOptLossDaily` (optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation)
-* `SortinoHyperOptLoss` (optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation)
-* `SortinoHyperOptLossDaily` (optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation)
+* `ShortTradeDurHyperOptLoss` - (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
+* `OnlyProfitHyperOptLoss` - takes only amount of profit into consideration.
+* `SharpeHyperOptLoss` - optimizes Sharpe Ratio calculated on trade returns relative to standard deviation.
+* `SharpeHyperOptLossDaily` - optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation.
+* `SortinoHyperOptLoss` - optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
+* `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
+* `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index fca319a0f..c6b8f0e62 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -24,7 +24,8 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
-                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
+                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
+                         'MaxDrawDownHyperOptLoss']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index 923e3fc32..a39190934 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -84,13 +84,14 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     "SortinoHyperOptLossDaily",
     "SharpeHyperOptLoss",
     "SharpeHyperOptLossDaily",
+    "MaxDrawDownHyperOptLoss",
 ])
 def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2
+    results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2 + 0.2
     results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2
+    results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2 - 0.2
     results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     default_conf.update({'hyperopt_loss': lossfunction})

From a1be6124f221d6e3bd294c376a76848ff3e6d197 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Oct 2021 07:15:09 +0200
Subject: [PATCH 730/834] Don't set bid_last_balance if None in tests

part of #5681
---
 tests/exchange/test_exchange.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8cb494edb..e3369182d 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1899,7 +1899,8 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
     caplog.set_level(logging.DEBUG)
 
     default_conf['ask_strategy']['price_side'] = side
-    default_conf['ask_strategy']['bid_last_balance'] = last_ab
+    if last_ab is not None:
+        default_conf['ask_strategy']['bid_last_balance'] = last_ab
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': ask, 'bid': bid, 'last': last})
     pair = "ETH/BTC"

From f07eeddda0e912e44467bff42b6c08f125902ae1 Mon Sep 17 00:00:00 2001
From: Robert Davey <robert.davey@earlham.ac.uk>
Date: Thu, 7 Oct 2021 12:04:42 +0100
Subject: [PATCH 731/834] Update api_schemas.py

Fix api schema for cpu_pct float List.
---
 freqtrade/rpc/api_server/api_schemas.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py
index bde6af35b..e9985c3c6 100644
--- a/freqtrade/rpc/api_server/api_schemas.py
+++ b/freqtrade/rpc/api_server/api_schemas.py
@@ -350,5 +350,5 @@ class BacktestResponse(BaseModel):
 
 
 class SysInfo(BaseModel):
-    cpu_pct: float
+    cpu_pct: List[float]
     ram_pct: float

From 1327c21d0103eee5e040e03e598662c993bcfac8 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E0=AE=AE=E0=AE=A9=E0=AF=8B=E0=AE=9C=E0=AF=8D=E0=AE=95?=
 =?UTF-8?q?=E0=AF=81=E0=AE=AE=E0=AE=BE=E0=AE=B0=E0=AF=8D=20=E0=AE=AA?=
 =?UTF-8?q?=E0=AE=B4=E0=AE=A9=E0=AE=BF=E0=AE=9A=E0=AF=8D=E0=AE=9A=E0=AE=BE?=
 =?UTF-8?q?=E0=AE=AE=E0=AE=BF?= <smartmanoj42857@gmail.com>
Date: Thu, 7 Oct 2021 19:12:09 +0530
Subject: [PATCH 732/834] Update README.md

---
 README.md | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 01effd7bc..79763983d 100644
--- a/README.md
+++ b/README.md
@@ -66,9 +66,7 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
 
 ```bash
-git clone -b develop https://github.com/freqtrade/freqtrade.git 
-cd freqtrade
-./setup.sh --install
+pip install freqtrade
 ```
 
 For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).

From 482f4418c68c2b99635a7af3cc65a14c1022e031 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 8 Oct 2021 14:36:52 +0200
Subject: [PATCH 733/834] Clarify "required candle" message

---
 freqtrade/exchange/exchange.py | 62 ++++++++++++++--------------------
 1 file changed, 25 insertions(+), 37 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 7cc436430..b6cfb8d8b 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -26,9 +26,9 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
-                                       remove_credentials, retrier, retrier_async)
-from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
+                                       retrier_async)
+from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -54,16 +54,12 @@ class Exchange:
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
-    # Additional headers - added to the ccxt object
-    _headers: Dict = {}
-
     # Dict to specify which options each exchange implements
     # This defines defaults, which can be selectively overridden by subclasses using _ft_has
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
-        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
@@ -104,7 +100,6 @@ class Exchange:
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
-        remove_credentials(config)
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
@@ -174,7 +169,7 @@ class Exchange:
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
-                   ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
+                   ccxt_kwargs: dict = None) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -193,10 +188,6 @@ class Exchange:
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
-        if self._headers:
-            # Inject static headers after the above output to not confuse users.
-            ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
-        if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
 
@@ -480,7 +471,7 @@ class Exchange:
         if startup_candles + 5 > candle_limit:
             raise OperationalException(
                 f"This strategy requires {startup_candles} candles to start. "
-                f"{self.name} only provides {candle_limit} for {timeframe}.")
+                f"{self.name} only provides {candle_limit - 5} for {timeframe}.")
 
     def exchange_has(self, endpoint: str) -> bool:
         """
@@ -523,7 +514,7 @@ class Exchange:
                 precision = self.markets[pair]['precision']['price']
                 missing = price % precision
                 if missing != 0:
-                    price = round(price - missing + precision, 10)
+                    price = price - missing + precision
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)
@@ -725,8 +716,7 @@ class Exchange:
 
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
-            param = self._ft_has.get('time_in_force_parameter', '')
-            params.update({param: time_in_force})
+            params.update({'timeInForce': time_in_force})
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -1058,7 +1048,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy.get('ask_last_balance', 0.0)
+                    balance = conf_strategy['ask_last_balance']
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'sell' and ticker_rate < ticker['last']:
                     balance = conf_strategy.get('bid_last_balance', 0.0)
@@ -1195,7 +1185,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int, is_new_pair: bool = False) -> List:
+                           since_ms: int) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1207,7 +1197,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms, is_new_pair=is_new_pair))
+                                           since_ms=since_ms))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1222,12 +1212,11 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
-                                        since_ms: int, is_new_pair: bool
-                                        ) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str,
+                                        timeframe: str,
+                                        since_ms: int) -> List:
         """
         Download historic ohlcv
-        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1240,22 +1229,21 @@ class Exchange:
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
 
-        data: List = []
-        # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
-        for input_coro in chunks(input_coroutines, 100):
+        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
 
-            results = await asyncio.gather(*input_coro, return_exceptions=True)
-            for res in results:
-                if isinstance(res, Exception):
-                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                    continue
-                # Deconstruct tuple if it's not an exception
-                p, _, new_data = res
-                if p == pair:
-                    data.extend(new_data)
+        # Combine gathered results
+        data: List = []
+        for res in results:
+            if isinstance(res, Exception):
+                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                continue
+            # Deconstruct tuple if it's not an exception
+            p, _, new_data = res
+            if p == pair:
+                data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
+        logger.info("Downloaded data for %s with length %s.", pair, len(data))
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,

From 11ec1d9b062ae7a063d8b6549cdfd5e468047d63 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 8 Oct 2021 20:22:07 +0200
Subject: [PATCH 734/834] Revert previous commit

---
 freqtrade/exchange/exchange.py | 60 ++++++++++++++++++++--------------
 1 file changed, 36 insertions(+), 24 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index b6cfb8d8b..4143b79a5 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -26,9 +26,9 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
-                                       retrier_async)
-from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
+                                       remove_credentials, retrier, retrier_async)
+from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 
 
@@ -54,12 +54,16 @@ class Exchange:
     # Parameters to add directly to buy/sell calls (like agreeing to trading agreement)
     _params: Dict = {}
 
+    # Additional headers - added to the ccxt object
+    _headers: Dict = {}
+
     # Dict to specify which options each exchange implements
     # This defines defaults, which can be selectively overridden by subclasses using _ft_has
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["gtc"],
+        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_partial_candle": True,
@@ -100,6 +104,7 @@ class Exchange:
 
         # Holds all open sell orders for dry_run
         self._dry_run_open_orders: Dict[str, Any] = {}
+        remove_credentials(config)
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
@@ -169,7 +174,7 @@ class Exchange:
             asyncio.get_event_loop().run_until_complete(self._api_async.close())
 
     def _init_ccxt(self, exchange_config: Dict[str, Any], ccxt_module: CcxtModuleType = ccxt,
-                   ccxt_kwargs: dict = None) -> ccxt.Exchange:
+                   ccxt_kwargs: Dict = {}) -> ccxt.Exchange:
         """
         Initialize ccxt with given config and return valid
         ccxt instance.
@@ -188,6 +193,10 @@ class Exchange:
         }
         if ccxt_kwargs:
             logger.info('Applying additional ccxt config: %s', ccxt_kwargs)
+        if self._headers:
+            # Inject static headers after the above output to not confuse users.
+            ccxt_kwargs = deep_merge_dicts({'headers': self._headers}, ccxt_kwargs)
+        if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
 
@@ -514,7 +523,7 @@ class Exchange:
                 precision = self.markets[pair]['precision']['price']
                 missing = price % precision
                 if missing != 0:
-                    price = price - missing + precision
+                    price = round(price - missing + precision, 10)
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)
@@ -716,7 +725,8 @@ class Exchange:
 
         params = self._params.copy()
         if time_in_force != 'gtc' and ordertype != 'market':
-            params.update({'timeInForce': time_in_force})
+            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({param: time_in_force})
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -1048,7 +1058,7 @@ class Exchange:
             ticker_rate = ticker[conf_strategy['price_side']]
             if ticker['last'] and ticker_rate:
                 if side == 'buy' and ticker_rate > ticker['last']:
-                    balance = conf_strategy['ask_last_balance']
+                    balance = conf_strategy.get('ask_last_balance', 0.0)
                     ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
                 elif side == 'sell' and ticker_rate < ticker['last']:
                     balance = conf_strategy.get('bid_last_balance', 0.0)
@@ -1185,7 +1195,7 @@ class Exchange:
     # Historic data
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
-                           since_ms: int) -> List:
+                           since_ms: int, is_new_pair: bool = False) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1197,7 +1207,7 @@ class Exchange:
         """
         return asyncio.get_event_loop().run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms))
+                                           since_ms=since_ms, is_new_pair=is_new_pair))
 
     def get_historic_ohlcv_as_df(self, pair: str, timeframe: str,
                                  since_ms: int) -> DataFrame:
@@ -1212,11 +1222,12 @@ class Exchange:
         return ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                   drop_incomplete=self._ohlcv_partial_candle)
 
-    async def _async_get_historic_ohlcv(self, pair: str,
-                                        timeframe: str,
-                                        since_ms: int) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
+                                        since_ms: int, is_new_pair: bool
+                                        ) -> List:
         """
         Download historic ohlcv
+        :param is_new_pair: used by binance subclass to allow "fast" new pair downloading
         """
 
         one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
@@ -1229,21 +1240,22 @@ class Exchange:
             pair, timeframe, since) for since in
             range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
 
-        results = await asyncio.gather(*input_coroutines, return_exceptions=True)
-
-        # Combine gathered results
         data: List = []
-        for res in results:
-            if isinstance(res, Exception):
-                logger.warning("Async code raised an exception: %s", res.__class__.__name__)
-                continue
-            # Deconstruct tuple if it's not an exception
-            p, _, new_data = res
-            if p == pair:
-                data.extend(new_data)
+        # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
+        for input_coro in chunks(input_coroutines, 100):
+
+            results = await asyncio.gather(*input_coro, return_exceptions=True)
+            for res in results:
+                if isinstance(res, Exception):
+                    logger.warning("Async code raised an exception: %s", res.__class__.__name__)
+                    continue
+                # Deconstruct tuple if it's not an exception
+                p, _, new_data = res
+                if p == pair:
+                    data.extend(new_data)
         # Sort data again after extending the result - above calls return in "async order"
         data = sorted(data, key=lambda x: x[0])
-        logger.info("Downloaded data for %s with length %s.", pair, len(data))
+        logger.info(f"Downloaded data for {pair} with length {len(data)}.")
         return data
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,

From 30bc96cf3f802a882e4e5e35e0c0df8db876acfc Mon Sep 17 00:00:00 2001
From: sid <siddharthaiist@gmail.com>
Date: Sat, 9 Oct 2021 06:36:23 +0530
Subject: [PATCH 735/834] simplify expression

---
 freqtrade/optimize/hyperopt_loss_max_drawdown.py | 4 +---
 1 file changed, 1 insertion(+), 3 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_loss_max_drawdown.py b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
index 6777fb2e8..ce955d928 100644
--- a/freqtrade/optimize/hyperopt_loss_max_drawdown.py
+++ b/freqtrade/optimize/hyperopt_loss_max_drawdown.py
@@ -38,6 +38,4 @@ class MaxDrawDownHyperOptLoss(IHyperOptLoss):
         except ValueError:
             # No losing trade, therefore no drawdown.
             return -total_profit
-        max_drawdown_rev = 1 / max_drawdown[0]
-        ret = max_drawdown_rev * total_profit
-        return -ret
+        return -total_profit / max_drawdown[0]

From 7b1c888665b214aee599958bf0a5b9656d13531b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 9 Oct 2021 08:39:32 +0200
Subject: [PATCH 736/834] Add FAQ entry for incomplete candles

closes #5687
---
 docs/faq.md | 6 ++++--
 1 file changed, 4 insertions(+), 2 deletions(-)

diff --git a/docs/faq.md b/docs/faq.md
index 75c40a681..d9777ddf1 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -54,9 +54,11 @@ you can't say much from few trades.
 
 Yes. You can edit your config and use the `/reload_config` command to reload the configuration. The bot will stop, reload the configuration and strategy and will restart with the new configuration and strategy.
 
-### I want to improve the bot with a new strategy
+### I want to use incomplete candles
 
-That's great. We have a nice backtesting and hyperoptimization setup. See the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-commands).
+Freqtrade will not provide incomplete candles to strategies. Using incomplete candles will lead to repainting and consequently to strategies with "ghost" buys, which are impossible to both backtest, and verify after they happened.
+
+You can use "current" market data by using the [dataprovider](strategy-customization.md#orderbookpair-maximum)'s orderbook or ticker methods - which however cannot be used during backtesting.
 
 ### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
 

From 2c68342140979f7ade3e271d6841b9be81590b51 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 9 Oct 2021 10:37:33 +0200
Subject: [PATCH 737/834] Move pypi installation to documentation

---
 README.md            | 8 +++++---
 docs/installation.md | 7 +++++++
 2 files changed, 12 insertions(+), 3 deletions(-)

diff --git a/README.md b/README.md
index 79763983d..0a4d6424e 100644
--- a/README.md
+++ b/README.md
@@ -53,7 +53,7 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 - [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
 - [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
-- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/latest/edge/).
+- [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/).
 - [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists.
 - [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.
 - [x] **Manageable via Telegram**: Manage the bot with Telegram.
@@ -66,10 +66,12 @@ Please find the complete documentation on our [website](https://www.freqtrade.io
 Freqtrade provides a Linux/macOS script to install all dependencies and help you to configure the bot.
 
 ```bash
-pip install freqtrade
+git clone -b develop https://github.com/freqtrade/freqtrade.git
+cd freqtrade
+./setup.sh --install
 ```
 
-For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/latest/installation/).
+For any other type of installation please refer to [Installation doc](https://www.freqtrade.io/en/stable/installation/).
 
 ## Basic Usage
 
diff --git a/docs/installation.md b/docs/installation.md
index 5e4a19d88..d468786d3 100644
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -113,6 +113,13 @@ git checkout develop
 
 You may later switch between branches at any time with the `git checkout stable`/`git checkout develop` commands.
 
+??? Note "Install from pypi"
+    An alternative way to install Freqtrade is from [pypi](https://pypi.org/project/freqtrade/). The downside is that this method requires ta-lib to be correctly installed beforehand, and is therefore currently not the recommended way to install Freqtrade.
+
+    ``` bash
+    pip install freqtrade
+    ```
+
 ------
 
 ## Script Installation

From 1a3b41ed9718338c6458de3f87527591337a03cb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 9 Oct 2021 15:35:39 +0200
Subject: [PATCH 738/834] Rephrase and simplify UI access section in docker
 quickstart

---
 docs/docker_quickstart.md | 40 +++++++++------------------------------
 1 file changed, 9 insertions(+), 31 deletions(-)

diff --git a/docs/docker_quickstart.md b/docs/docker_quickstart.md
index cf525b926..95df37811 100644
--- a/docs/docker_quickstart.md
+++ b/docs/docker_quickstart.md
@@ -70,39 +70,17 @@ docker-compose up -d
 !!! Warning "Default configuration"
     While the configuration generated will be mostly functional, you will still need to verify that all options correspond to what you want (like Pricing, pairlist, ...) before starting the bot.
 
-#### Acessing the UI
+#### Accessing the UI
 
-Uncommend the 2 lines below and add your IP adress in the following format (like 192.168.2.67:8080:8080) to the ft_userdata/docker-compose.yml:
-'''bash
-    ports:
-      - "yourIPadress:8080:8080"
-'''
-Your ft_userdata/user_data/config.json should look like:
-'''bash
-api_server": {
-        "enabled": true,
-        "listen_ip_address": "0.0.0.0",
-        "listen_port": 8080,
-        "verbosity": "error",
-        "enable_openapi": false,
-        "jwt_secret_key": "****",
-        "CORS_origins": [],
-        "username": "****",
-        "password": "****"
-    },
-'''
-instead of "****" you will have your data in.
-Then rebuild your docker file:
-Linux:
-'''bash
-sudo docker-compose down && sudo docker-compose pull && sudo docker-compose build && sudo docker-compose up -d 
-'''
-Windows:
-'''bash
-docker-compose down && docker-compose pull && docker-compose build && docker-compose up -d 
-'''
+If you've selected to enable FreqUI in the `new-config` step, you will have freqUI available at port `localhost:8080`.
 
-You can now access the UI by typing yourIPadress:8080 in your browser.
+You can now access the UI by typing localhost:8080 in your browser.
+
+??? Note "UI Access on a remote servers"
+    If you're running on a VPS, you should consider using either a ssh tunnel, or setup a VPN (openVPN, wireguard) to connect to your bot.
+    This will ensure that freqUI is not directly exposed to the internet, which is not recommended for security reasons (freqUI does not support https out of the box).
+    Setup of these tools is not part of this tutorial, however many good tutorials can be found on the internet.
+    Please also read the [API configuration with docker](rest-api.md#configuration-with-docker) section to learn more about this configuration.
 
 #### Monitoring the bot
 

From 57095d7167aa481bf184f19f39acfeded8149a7e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 03:01:22 +0000
Subject: [PATCH 739/834] Bump wrapt from 1.12.1 to 1.13.1

Bumps [wrapt](https://github.com/GrahamDumpleton/wrapt) from 1.12.1 to 1.13.1.
- [Release notes](https://github.com/GrahamDumpleton/wrapt/releases)
- [Changelog](https://github.com/GrahamDumpleton/wrapt/blob/develop/docs/changes.rst)
- [Commits](https://github.com/GrahamDumpleton/wrapt/compare/1.12.1...1.13.1)

---
updated-dependencies:
- dependency-name: wrapt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7fe06b9d2..4eb2bf66b 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,7 @@ arrow==1.1.1
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
-wrapt==1.12.1
+wrapt==1.13.1
 jsonschema==4.0.1
 TA-Lib==0.4.21
 technical==1.3.0

From 7323ffa25a408a64a94ce577caeece6530bdfa1b Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 03:01:31 +0000
Subject: [PATCH 740/834] Bump blosc from 1.10.4 to 1.10.6

Bumps [blosc](https://github.com/blosc/python-blosc) from 1.10.4 to 1.10.6.
- [Release notes](https://github.com/blosc/python-blosc/releases)
- [Changelog](https://github.com/Blosc/python-blosc/blob/master/RELEASE_NOTES.rst)
- [Commits](https://github.com/blosc/python-blosc/compare/v1.10.4...v1.10.6)

---
updated-dependencies:
- dependency-name: blosc
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7fe06b9d2..3a49977c0 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -20,7 +20,7 @@ tabulate==0.8.9
 pycoingecko==2.2.0
 jinja2==3.0.1
 tables==3.6.1
-blosc==1.10.4
+blosc==1.10.6
 
 # find first, C search in arrays
 py_find_1st==1.1.5

From 5fb0401dca6b9ae19c678b0a7577129969901ff9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 03:01:39 +0000
Subject: [PATCH 741/834] Bump cryptography from 3.4.8 to 35.0.0

Bumps [cryptography](https://github.com/pyca/cryptography) from 3.4.8 to 35.0.0.
- [Release notes](https://github.com/pyca/cryptography/releases)
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/3.4.8...35.0.0)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 7fe06b9d2..89728f782 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -4,7 +4,7 @@ pandas-ta==0.3.14b
 
 ccxt==1.57.38
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==3.4.8
+cryptography==35.0.0
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.25
 python-telegram-bot==13.7

From 3fdc62d29c3f81f4ebdd826e0cd5ad21cde6d1a4 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:05:14 +0000
Subject: [PATCH 742/834] Bump flake8 from 3.9.2 to 4.0.0

Bumps [flake8](https://github.com/pycqa/flake8) from 3.9.2 to 4.0.0.
- [Release notes](https://github.com/pycqa/flake8/releases)
- [Commits](https://github.com/pycqa/flake8/compare/3.9.2...4.0.0)

---
updated-dependencies:
- dependency-name: flake8
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index a3ed37bea..3f2d6035d 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==3.2.0
-flake8==3.9.2
+flake8==4.0.0
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.4.1
 mypy==0.910

From e467491dbecc7f49444c60471485daacf546dfa7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:05:23 +0000
Subject: [PATCH 743/834] Bump jsonschema from 4.0.1 to 4.1.0

Bumps [jsonschema](https://github.com/Julian/jsonschema) from 4.0.1 to 4.1.0.
- [Release notes](https://github.com/Julian/jsonschema/releases)
- [Changelog](https://github.com/Julian/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/Julian/jsonschema/compare/v4.0.1...v4.1.0)

---
updated-dependencies:
- dependency-name: jsonschema
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4eb2bf66b..641264d53 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -13,7 +13,7 @@ cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
 wrapt==1.13.1
-jsonschema==4.0.1
+jsonschema==4.1.0
 TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9

From afc086f33c85162107a27dda013544d37ced3a51 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:05:30 +0000
Subject: [PATCH 744/834] Bump arrow from 1.1.1 to 1.2.0

Bumps [arrow](https://github.com/arrow-py/arrow) from 1.1.1 to 1.2.0.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/commits)

---
updated-dependencies:
- dependency-name: arrow
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 4eb2bf66b..90ef02ae5 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -8,7 +8,7 @@ cryptography==3.4.8
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.25
 python-telegram-bot==13.7
-arrow==1.1.1
+arrow==1.2.0
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7

From 32174f8f906304f61e7f21afa3669eab4458dc5d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:14:08 +0000
Subject: [PATCH 745/834] Bump pyjwt from 2.1.0 to 2.2.0

Bumps [pyjwt](https://github.com/jpadilla/pyjwt) from 2.1.0 to 2.2.0.
- [Release notes](https://github.com/jpadilla/pyjwt/releases)
- [Changelog](https://github.com/jpadilla/pyjwt/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/jpadilla/pyjwt/compare/2.1.0...2.2.0)

---
updated-dependencies:
- dependency-name: pyjwt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/requirements.txt b/requirements.txt
index 4eb2bf66b..133aee144 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -20,7 +20,7 @@ tabulate==0.8.9
 pycoingecko==2.2.0
 jinja2==3.0.1
 tables==3.6.1
-blosc==1.10.4
+blosc==1.10.6
 
 # find first, C search in arrays
 py_find_1st==1.1.5
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.68.1
 uvicorn==0.15.0
-pyjwt==2.1.0
+pyjwt==2.2.0
 aiofiles==0.7.0
 psutil==5.8.0
 

From 4921a4caecd0cfbffa7df3894f4649876d4dd28a Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:14:19 +0000
Subject: [PATCH 746/834] Bump jinja2 from 3.0.1 to 3.0.2

Bumps [jinja2](https://github.com/pallets/jinja) from 3.0.1 to 3.0.2.
- [Release notes](https://github.com/pallets/jinja/releases)
- [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst)
- [Commits](https://github.com/pallets/jinja/compare/3.0.1...3.0.2)

---
updated-dependencies:
- dependency-name: jinja2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 1d9aaf4b5..e2de4f629 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -18,7 +18,7 @@ TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9
 pycoingecko==2.2.0
-jinja2==3.0.1
+jinja2==3.0.2
 tables==3.6.1
 blosc==1.10.6
 

From 90ea3d444060359320ec534044785699617e0cb7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 05:18:24 +0000
Subject: [PATCH 747/834] Bump mkdocs-material from 7.3.1 to 7.3.2

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.3.1 to 7.3.2.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.3.1...7.3.2)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index bbbb240ba..9a733d8f7 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.2
-mkdocs-material==7.3.1
+mkdocs-material==7.3.2
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.0

From 29371b2f28591a611e039bad4da718ae726dfb23 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 06:15:03 +0000
Subject: [PATCH 748/834] Bump joblib from 1.0.1 to 1.1.0

Bumps [joblib](https://github.com/joblib/joblib) from 1.0.1 to 1.1.0.
- [Release notes](https://github.com/joblib/joblib/releases)
- [Changelog](https://github.com/joblib/joblib/blob/master/CHANGES.rst)
- [Commits](https://github.com/joblib/joblib/compare/1.0.1...1.1.0)

---
updated-dependencies:
- dependency-name: joblib
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index b4067d1db..96690bcbb 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -6,6 +6,6 @@ scipy==1.7.1
 scikit-learn==0.24.2
 scikit-optimize==0.8.1
 filelock==3.3.0
-joblib==1.0.1
+joblib==1.1.0
 psutil==5.8.0
 progressbar2==3.53.3

From 802599bdc99cdd82e390d51cdb000c87d03e96a5 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 06:15:32 +0000
Subject: [PATCH 749/834] Bump ccxt from 1.57.38 to 1.57.94

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.57.38 to 1.57.94.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.57.38...1.57.94)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/requirements.txt b/requirements.txt
index 788801987..ff9ea9423 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.57.38
+ccxt==1.57.94
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==35.0.0
 aiohttp==3.7.4.post0
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.68.1
 uvicorn==0.15.0
-pyjwt==2.1.0
+pyjwt==2.2.0
 aiofiles==0.7.0
 psutil==5.8.0
 

From fa00b52c4742cbe7b2ec4c583ee5a5828ca00ff7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 07:41:16 +0000
Subject: [PATCH 750/834] Bump scikit-learn from 0.24.2 to 1.0

Bumps [scikit-learn](https://github.com/scikit-learn/scikit-learn) from 0.24.2 to 1.0.
- [Release notes](https://github.com/scikit-learn/scikit-learn/releases)
- [Commits](https://github.com/scikit-learn/scikit-learn/compare/0.24.2...1.0)

---
updated-dependencies:
- dependency-name: scikit-learn
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index 96690bcbb..edd078e9e 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.7.1
-scikit-learn==0.24.2
+scikit-learn==1.0
 scikit-optimize==0.8.1
 filelock==3.3.0
 joblib==1.1.0

From 396bc9b2e3d33993052a3b2038cad9ee19d3736d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 11 Oct 2021 20:00:53 +0200
Subject: [PATCH 751/834] Version bump flake8-tidy-imports to 4.5.0

---
 requirements-dev.txt | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 3f2d6035d..74ebee479 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -5,8 +5,7 @@
 
 coveralls==3.2.0
 flake8==4.0.0
-flake8-type-annotations==0.1.0
-flake8-tidy-imports==4.4.1
+flake8-tidy-imports==4.5.0
 mypy==0.910
 pytest==6.2.5
 pytest-asyncio==0.15.1

From ce9debe9fd89bab9171f35d3632f88f27c0d080a Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 06:44:07 +0200
Subject: [PATCH 752/834] Add version argument to freqUI installer

---
 freqtrade/commands/arguments.py       |  2 +-
 freqtrade/commands/cli_options.py     |  6 ++++++
 freqtrade/commands/deploy_commands.py | 16 ++++++++++++----
 tests/commands/test_commands.py       | 27 ++++++++++++++++++++++-----
 4 files changed, 41 insertions(+), 10 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 9643705a5..a02faa736 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -73,7 +73,7 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "timeframe", "plot_auto_open"]
 
-ARGS_INSTALL_UI = ["erase_ui_only"]
+ARGS_INSTALL_UI = ["erase_ui_only", 'ui_version']
 
 ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index d350a9426..30a9b0137 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -414,6 +414,12 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
         default=False,
     ),
+    "ui_version": Arg(
+        '--ui-version',
+        help=('Specify a specific version of FreqUI to install. '
+              'Not specifying this installs the latest version.'),
+        type=str,
+    ),
     # Templating options
     "template": Arg(
         '--template',
diff --git a/freqtrade/commands/deploy_commands.py b/freqtrade/commands/deploy_commands.py
index 4f9e5bbad..92c9adf66 100644
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -128,7 +128,7 @@ def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
         f.write(version)
 
 
-def get_ui_download_url() -> Tuple[str, str]:
+def get_ui_download_url(version: Optional[str] = None) -> Tuple[str, str]:
     base_url = 'https://api.github.com/repos/freqtrade/frequi/'
     # Get base UI Repo path
 
@@ -136,8 +136,16 @@ def get_ui_download_url() -> Tuple[str, str]:
     resp.raise_for_status()
     r = resp.json()
 
-    latest_version = r[0]['name']
-    assets = r[0].get('assets', [])
+    if version:
+        tmp = [x for x in r if x['name'] == version]
+        if tmp:
+            latest_version = tmp[0]['name']
+            assets = tmp[0].get('assets', [])
+        else:
+            raise ValueError("UI-Version not found.")
+    else:
+        latest_version = r[0]['name']
+        assets = r[0].get('assets', [])
     dl_url = ''
     if assets and len(assets) > 0:
         dl_url = assets[0]['browser_download_url']
@@ -156,7 +164,7 @@ def start_install_ui(args: Dict[str, Any]) -> None:
 
     dest_folder = Path(__file__).parents[1] / 'rpc/api_server/ui/installed/'
     # First make sure the assets are removed.
-    dl_url, latest_version = get_ui_download_url()
+    dl_url, latest_version = get_ui_download_url(args.get('ui_version'))
 
     curr_version = read_ui_version(dest_folder)
     if curr_version == latest_version and not args.get('erase_ui_only'):
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 8889617ba..6a0e741d9 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -605,16 +605,33 @@ def test_get_ui_download_url(mocker):
 def test_get_ui_download_url_direct(mocker):
     response = MagicMock()
     response.json = MagicMock(
-        side_effect=[[{
-            'assets_url': 'http://whatever.json',
-            'name': '0.0.1',
-            'assets': [{'browser_download_url': 'http://download11.zip'}]}]])
+        return_value=[
+            {
+                'assets_url': 'http://whatever.json',
+                'name': '0.0.2',
+                'assets': [{'browser_download_url': 'http://download22.zip'}]
+            },
+            {
+                'assets_url': 'http://whatever.json',
+                'name': '0.0.1',
+                'assets': [{'browser_download_url': 'http://download1.zip'}]
+            },
+        ])
     get_mock = mocker.patch("freqtrade.commands.deploy_commands.requests.get",
                             return_value=response)
     x, last_version = get_ui_download_url()
     assert get_mock.call_count == 1
+    assert last_version == '0.0.2'
+    assert x == 'http://download22.zip'
+    get_mock.reset_mock()
+    response.json.reset_mock()
+
+    x, last_version = get_ui_download_url('0.0.1')
     assert last_version == '0.0.1'
-    assert x == 'http://download11.zip'
+    assert x == 'http://download1.zip'
+
+    with pytest.raises(ValueError, match="UI-Version not found."):
+        x, last_version = get_ui_download_url('0.0.3')
 
 
 def test_download_data_keyboardInterrupt(mocker, caplog, markets):

From 8798ae567744ceefed92577acbd66fb974df6b15 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 19:06:23 +0200
Subject: [PATCH 753/834] Version bump also scikit-optimize

---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index edd078e9e..e97e78638 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -4,7 +4,7 @@
 # Required for hyperopt
 scipy==1.7.1
 scikit-learn==1.0
-scikit-optimize==0.8.1
+scikit-optimize==0.9.0
 filelock==3.3.0
 joblib==1.1.0
 psutil==5.8.0

From aed919a05f352de482caddc1dc199d0ba2bd8e85 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 13 Oct 2021 19:54:35 +0200
Subject: [PATCH 754/834] Simplify "no-space-configured" error handling by
 moving it to hyperopt_auto

---
 freqtrade/commands/arguments.py          |  4 +-
 freqtrade/commands/cli_options.py        |  4 +-
 freqtrade/configuration/configuration.py |  6 +--
 freqtrade/optimize/hyperopt.py           | 49 ++++--------------------
 freqtrade/optimize/hyperopt_auto.py      | 27 +++++++++----
 5 files changed, 33 insertions(+), 57 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index e58135895..167b79afb 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -31,8 +31,8 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "epochs", "spaces", "print_all",
                                         "print_colorized", "print_json", "hyperopt_jobs",
                                         "hyperopt_random_state", "hyperopt_min_trades",
-                                        "hyperopt_loss", "disableparamexport", 
-                                        "hyperopt_ignore_unparam_space"]
+                                        "hyperopt_loss", "disableparamexport",
+                                        "hyperopt_ignore_missing_space"]
 
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
 
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index ef1ec8515..1f49b779b 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -552,8 +552,8 @@ AVAILABLE_CLI_OPTIONS = {
         help='Do not print epoch details header.',
         action='store_true',
     ),
-    "hyperopt_ignore_unparam_space": Arg(
-        "-u", "--ignore-unparameterized-spaces",
+    "hyperopt_ignore_missing_space": Arg(
+        "--ignore-missing-spaces", "--ignore-unparameterized-spaces",
         help="Suppress errors for any requested Hyperopt spaces that do not contain any parameters",
         action="store_true",
     ),
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 723ad3795..12dcff46a 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -368,9 +368,9 @@ class Configuration:
 
         self._args_to_config(config, argname='hyperopt_show_no_header',
                              logstring='Parameter --no-header detected: {}')
-        
-        self._args_to_config(config, argname="hyperopt_ignore_unparam_space",
-                             logstring="Paramter --ignore-unparameterized-spaces detected: {}")
+
+        self._args_to_config(config, argname="hyperopt_ignore_missing_space",
+                             logstring="Paramter --ignore-missing-space detected: {}")
 
     def _process_plot_options(self, config: Dict[str, Any]) -> None:
 
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index f6c677a6e..6397bbacb 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -237,63 +237,28 @@ class Hyperopt:
             logger.debug("Hyperopt has 'protection' space")
             # Enable Protections if protection space is selected.
             self.config['enable_protections'] = True
-            try:
-                self.protection_space = self.custom_hyperopt.protection_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.protection_space = self.custom_hyperopt.protection_space()
 
         if HyperoptTools.has_space(self.config, 'buy'):
             logger.debug("Hyperopt has 'buy' space")
-            try:
-                self.buy_space = self.custom_hyperopt.buy_indicator_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.buy_space = self.custom_hyperopt.buy_indicator_space()
 
         if HyperoptTools.has_space(self.config, 'sell'):
             logger.debug("Hyperopt has 'sell' space")
-            try:
-                self.sell_space = self.custom_hyperopt.sell_indicator_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.sell_space = self.custom_hyperopt.sell_indicator_space()
 
         if HyperoptTools.has_space(self.config, 'roi'):
             logger.debug("Hyperopt has 'roi' space")
-            try:
-                self.roi_space = self.custom_hyperopt.roi_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.roi_space = self.custom_hyperopt.roi_space()
 
         if HyperoptTools.has_space(self.config, 'stoploss'):
             logger.debug("Hyperopt has 'stoploss' space")
-            try:
-                self.stoploss_space = self.custom_hyperopt.stoploss_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.stoploss_space = self.custom_hyperopt.stoploss_space()
 
         if HyperoptTools.has_space(self.config, 'trailing'):
             logger.debug("Hyperopt has 'trailing' space")
-            try:
-                self.trailing_space = self.custom_hyperopt.trailing_space()
-            except OperationalException as e:
-                if self.config["hyperopt_ignore_unparam_space"]:
-                    logger.warning(e)
-                else:
-                    raise
+            self.trailing_space = self.custom_hyperopt.trailing_space()
+
         self.dimensions = (self.buy_space + self.sell_space + self.protection_space
                            + self.roi_space + self.stoploss_space + self.trailing_space)
 
diff --git a/freqtrade/optimize/hyperopt_auto.py b/freqtrade/optimize/hyperopt_auto.py
index c1c769c72..63b4b14e1 100644
--- a/freqtrade/optimize/hyperopt_auto.py
+++ b/freqtrade/optimize/hyperopt_auto.py
@@ -3,6 +3,7 @@ HyperOptAuto class.
 This module implements a convenience auto-hyperopt class, which can be used together with strategies
  that implement IHyperStrategy interface.
 """
+import logging
 from contextlib import suppress
 from typing import Callable, Dict, List
 
@@ -15,12 +16,19 @@ with suppress(ImportError):
 from freqtrade.optimize.hyperopt_interface import EstimatorType, IHyperOpt
 
 
-def _format_exception_message(space: str) -> str:
-    raise OperationalException(
-        f"The '{space}' space is included into the hyperoptimization "
-        f"but no parameter for this space was not found in your Strategy. "
-        f"Please make sure to have parameters for this space enabled for optimization "
-        f"or remove the '{space}' space from hyperoptimization.")
+logger = logging.getLogger(__name__)
+
+
+def _format_exception_message(space: str, ignore_missing_space: bool) -> None:
+    msg = (f"The '{space}' space is included into the hyperoptimization "
+           f"but no parameter for this space was not found in your Strategy. "
+           )
+    if ignore_missing_space:
+        logger.warning(msg + "This space will be ignored.")
+    else:
+        raise OperationalException(
+            msg + f"Please make sure to have parameters for this space enabled for optimization "
+            f"or remove the '{space}' space from hyperoptimization.")
 
 
 class HyperOptAuto(IHyperOpt):
@@ -48,13 +56,16 @@ class HyperOptAuto(IHyperOpt):
             if attr.optimize:
                 yield attr.get_space(attr_name)
 
-    def _get_indicator_space(self, category):
+    def _get_indicator_space(self, category) -> List:
         # TODO: is this necessary, or can we call "generate_space" directly?
         indicator_space = list(self._generate_indicator_space(category))
         if len(indicator_space) > 0:
             return indicator_space
         else:
-            _format_exception_message(category)
+            _format_exception_message(
+                category,
+                self.config.get("hyperopt_ignore_missing_space", False))
+            return []
 
     def buy_indicator_space(self) -> List['Dimension']:
         return self._get_indicator_space('buy')

From 3279ea568c0b2da3d5a05a7aa3e011964838d849 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 13 Oct 2021 19:56:34 +0200
Subject: [PATCH 755/834] Add new parameter to hyperopt docs

---
 docs/hyperopt.md                  | 4 ++++
 freqtrade/commands/cli_options.py | 3 ++-
 2 files changed, 6 insertions(+), 1 deletion(-)

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 09d43939a..a693513d0 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -51,6 +51,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--print-all] [--no-color] [--print-json] [-j JOBS]
                           [--random-state INT] [--min-trades INT]
                           [--hyperopt-loss NAME] [--disable-param-export]
+                          [--ignore-missing-spaces]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -117,6 +118,9 @@ optional arguments:
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily
   --disable-param-export
                         Disable automatic hyperopt parameter export.
+  --ignore-missing-spaces, --ignore-unparameterized-spaces
+                        Suppress errors for any requested Hyperopt spaces that
+                        do not contain any parameters.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 1f49b779b..f8338bf6a 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -554,7 +554,8 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "hyperopt_ignore_missing_space": Arg(
         "--ignore-missing-spaces", "--ignore-unparameterized-spaces",
-        help="Suppress errors for any requested Hyperopt spaces that do not contain any parameters",
+        help=("Suppress errors for any requested Hyperopt spaces "
+              "that do not contain any parameters."),
         action="store_true",
     ),
 }

From fe8374f2a489418a8628ebeb1387df617d89b211 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 14 Oct 2021 07:06:51 +0200
Subject: [PATCH 756/834] Test for non-failing missing hyperopt space

---
 tests/optimize/test_hyperopt.py | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index e4ce29d44..b123fec21 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -702,7 +702,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     assert hasattr(hyperopt, "position_stacking")
 
 
-def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
+def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.hyperopt.file_dump_json')
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
@@ -724,7 +724,13 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf) -> None:
     hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     with pytest.raises(OperationalException, match=r"The 'protection' space is included into *"):
-        hyperopt.start()
+        hyperopt.init_spaces()
+
+    hyperopt.config['hyperopt_ignore_missing_space'] = True
+    caplog.clear()
+    hyperopt.init_spaces()
+    assert log_has_re(r"The 'protection' space is included into *", caplog)
+    assert hyperopt.protection_space == []
 
 
 def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:

From c02a538187340fffe3515396e052c18d4116e467 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 14 Oct 2021 19:33:32 +0200
Subject: [PATCH 757/834] Add documentation and log to PerformanceFilter

---
 docs/includes/pairlists.md                      | 9 +++++++--
 freqtrade/plugins/pairlist/PerformanceFilter.py | 6 ++++++
 tests/plugins/test_pairlist.py                  | 7 ++++---
 3 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index b612a4ddf..3d10747d3 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -194,17 +194,22 @@ Trade count is used as a tie breaker.
 You can use the `minutes` parameter to only consider performance of the past X minutes (rolling window).
 Not defining this parameter (or setting it to 0) will use all-time performance.
 
+The optional `min_profit` parameter defines the minimum profit a pair must have to be considered.
+Pairs below this level will be filtered out.
+Using this parameter without `minutes` is highly discouraged, as it can lead to an empty pairlist without without a way to recover.
+
 ```json
 "pairlists": [
     // ...
     {
         "method": "PerformanceFilter",
-        "minutes": 1440  // rolling 24h
+        "minutes": 1440,  // rolling 24h
+        "min_profit": 0.01
     }
 ],
 ```
 
-!!! Note
+!!! Warning "Backtesting"
     `PerformanceFilter` does not support backtesting mode.
 
 #### PrecisionFilter
diff --git a/freqtrade/plugins/pairlist/PerformanceFilter.py b/freqtrade/plugins/pairlist/PerformanceFilter.py
index f235816b8..671b6362b 100644
--- a/freqtrade/plugins/pairlist/PerformanceFilter.py
+++ b/freqtrade/plugins/pairlist/PerformanceFilter.py
@@ -70,7 +70,13 @@ class PerformanceFilter(IPairList):
             .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
             .sort_values(by=['profit'], ascending=False)
         if self._min_profit is not None:
+            removed = sorted_df[sorted_df['profit'] < self._min_profit]
+            for _, row in removed.iterrows():
+                self.log_once(
+                    f"Removing pair {row['pair']} since {row['profit']} is "
+                    f"below {self._min_profit}", logger.info)
             sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit]
+
         pairlist = sorted_df['pair'].tolist()
 
         return pairlist
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index cf918e2a0..c6246dccb 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -665,11 +665,11 @@ def test_PerformanceFilter_error(mocker, whitelist_conf, caplog) -> None:
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
+def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee, caplog) -> None:
     whitelist_conf['exchange']['pair_whitelist'].append('XRP/BTC')
     whitelist_conf['pairlists'] = [
         {"method": "StaticPairList"},
-        {"method": "PerformanceFilter", "minutes": 60}
+        {"method": "PerformanceFilter", "minutes": 60, "min_profit": 0.01}
     ]
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     exchange = get_patched_exchange(mocker, whitelist_conf)
@@ -681,7 +681,8 @@ def test_PerformanceFilter_lookback(mocker, whitelist_conf, fee) -> None:
     with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
         create_mock_trades(fee)
         pm.refresh_pairlist()
-        assert pm.whitelist == ['XRP/BTC', 'ETH/BTC', 'TKN/BTC']
+        assert pm.whitelist == ['XRP/BTC']
+        assert log_has_re(r'Removing pair .* since .* is below .*', caplog)
 
         # Move to "outside" of lookback window, so original sorting is restored.
         t.move_to("2021-09-01 07:00:00 +00:00")

From fe9f597eab044f06ae1f68036eded72046db7d4f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 15 Oct 2021 10:11:25 +0200
Subject: [PATCH 758/834] Don't build ta-lib in parallel, this causes failures

---
 build_helpers/install_ta-lib.sh | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

diff --git a/build_helpers/install_ta-lib.sh b/build_helpers/install_ta-lib.sh
index d12b16364..00c4417ae 100755
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -11,8 +11,13 @@ if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
   && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
-  && make -j$(nproc) \
-  && which sudo && sudo make install || make install
+  && make
+  if [ $? -ne 0 ]; then
+    echo "Failed building ta-lib."
+    cd .. && rm -rf ./ta-lib/
+    exit 1
+  fi
+  which sudo && sudo make install || make install
   if [ -x "$(command -v apt-get)" ]; then
     echo "Updating library path using ldconfig"
     sudo ldconfig

From de5657a91b88eff9e65ff6e24a432d792c539002 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 07:00:07 +0200
Subject: [PATCH 759/834] Fix test failing when UI is installed

---
 tests/rpc/test_rpc_apiserver.py | 11 +++++++++--
 1 file changed, 9 insertions(+), 2 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index ac76bbd11..7aa057d09 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -95,7 +95,7 @@ def test_api_not_found(botclient):
     assert rc.json() == {"detail": "Not Found"}
 
 
-def test_api_ui_fallback(botclient):
+def test_api_ui_fallback(botclient, mocker):
     ftbot, client = botclient
 
     rc = client_get(client, "/favicon.ico")
@@ -109,9 +109,16 @@ def test_api_ui_fallback(botclient):
     rc = client_get(client, "/something")
     assert rc.status_code == 200
 
-    # Test directory traversal
+    # Test directory traversal without mock
     rc = client_get(client, '%2F%2F%2Fetc/passwd')
     assert rc.status_code == 200
+    # Allow both fallback or real UI
+    assert '`freqtrade install-ui`' in rc.text or '<!DOCTYPE html>' in rc.text
+
+    mocker.patch.object(Path, 'is_file', MagicMock(side_effect=[True, False]))
+    rc = client_get(client, '%2F%2F%2Fetc/passwd')
+    assert rc.status_code == 200
+
     assert '`freqtrade install-ui`' in rc.text
 
 

From 7f1080368b224d9ec7b8485cdf21a6b055494318 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 06:53:15 +0200
Subject: [PATCH 760/834] Commit mock-trades to avoid errors in tests

---
 tests/conftest.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/tests/conftest.py b/tests/conftest.py
index 49534c88d..470eaa6d8 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -226,6 +226,7 @@ def create_mock_trades(fee, use_db: bool = True):
     add_trade(trade)
 
     if use_db:
+        Trade.commit()
         Trade.query.session.flush()
 
 
@@ -259,6 +260,7 @@ def create_mock_trades_usdt(fee, use_db: bool = True):
     add_trade(trade)
 
     if use_db:
+        Trade.commit()
         Trade.query.session.flush()
 
 

From dcefb3eb9c91479ea17f343c339ffc3554c3166d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 12 Oct 2021 07:11:34 +0200
Subject: [PATCH 761/834] Fix delete_Trade api test

---
 tests/rpc/test_rpc_apiserver.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 7aa057d09..9a03158ae 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -620,10 +620,11 @@ def test_api_delete_trade(botclient, mocker, fee, markets):
     assert_response(rc, 502)
 
     create_mock_trades(fee)
-    Trade.query.session.flush()
+
     ftbot.strategy.order_types['stoploss_on_exchange'] = True
     trades = Trade.query.all()
     trades[1].stoploss_order_id = '1234'
+    Trade.commit()
     assert len(trades) > 2
 
     rc = client_delete(client, f"{BASE_URI}/trades/1")

From 5ba1d66be7f86ad9bf467e3238fd45b9e709b2e0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 16 Oct 2021 17:57:51 +0200
Subject: [PATCH 762/834] Make sure transactions are reset

closes #5719
---
 freqtrade/rpc/api_server/deps.py | 2 ++
 freqtrade/rpc/telegram.py        | 4 +++-
 2 files changed, 5 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py
index d2459010f..77870722d 100644
--- a/freqtrade/rpc/api_server/deps.py
+++ b/freqtrade/rpc/api_server/deps.py
@@ -1,5 +1,6 @@
 from typing import Any, Dict, Optional
 
+from freqtrade.persistence import Trade
 from freqtrade.rpc.rpc import RPC, RPCException
 
 from .webserver import ApiServer
@@ -14,6 +15,7 @@ def get_rpc_optional() -> Optional[RPC]:
 def get_rpc() -> Optional[RPC]:
     _rpc = get_rpc_optional()
     if _rpc:
+        Trade.query.session.rollback()
         return _rpc
     else:
         raise RPCException('Bot is not in the correct state')
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 059ba9c41..846747f40 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -25,6 +25,7 @@ from freqtrade.constants import DUST_PER_COIN
 from freqtrade.enums import RPCMessageType
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, plural, round_coin_value
+from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException, RPCHandler
 
 
@@ -59,7 +60,8 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
                 update.message.chat_id
             )
             return wrapper
-
+        # Rollback session to avoid getting data stored in a transaction.
+        Trade.query.session.rollback()
         logger.debug(
             'Executing handler: %s for chat_id: %s',
             command_handler.__name__,

From 89ca8abea9cab3efee896e6afd5e9e2c38a67f40 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 11 Oct 2021 06:16:06 +0000
Subject: [PATCH 763/834] Bump fastapi from 0.68.1 to 0.70.0

Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.68.1 to 0.70.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.68.1...0.70.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index af6ef974e..f3eb65c59 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -32,7 +32,7 @@ python-rapidjson==1.4
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.68.1
+fastapi==0.70.0
 uvicorn==0.15.0
 pyjwt==2.2.0
 aiofiles==0.7.0

From 5a9983086a75275f2fbeb7f0569e7a3a09277b71 Mon Sep 17 00:00:00 2001
From: daniila <tanelkollamaa@gmail.com>
Date: Sun, 17 Oct 2021 00:24:00 +0300
Subject: [PATCH 764/834] How to run multiple instances with docker

Basic guide on how to run multiple instances using docker.
---
 docs/advanced-setup.md | 65 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 65 insertions(+)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index f03bc10c0..e7e5b6cec 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -52,6 +52,71 @@ freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user
 
 For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md).
 
+### Multiple instances using docker
+
+To run multiple instances of freqtrade using docker you will need to edit the docker-compose.yml file and add all the instances you want as separate services. Remember, you can separate your configuration into multiple files, so it's a good idea to think about making them modular, then if you need to edit something common to all bots, you can do that in a single config file. 
+```
+---
+version: '3'
+services:
+  freqtrade1:
+    image: freqtradeorg/freqtrade:stable
+    # image: freqtradeorg/freqtrade:develop
+    # Use plotting image
+    # image: freqtradeorg/freqtrade:develop_plot
+    # Build step - only needed when additional dependencies are needed
+    # build:
+    #   context: .
+    #   dockerfile: "./docker/Dockerfile.custom"
+    restart: always
+    container_name: freqtrade1
+    volumes:
+      - "./user_data:/freqtrade/user_data"
+    # Expose api on port 8080 (localhost only)
+    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # before enabling this.
+     ports:
+     - "127.0.0.1:8080:8080"
+    # Default command used when running `docker compose up`
+    command: >
+      trade
+      --logfile /freqtrade/user_data/logs/freqtrade1.log
+      --db-url sqlite:////freqtrade/user_data/tradesv3_freqtrade1.sqlite
+      --config /freqtrade/user_data/config.json
+      --config /freqtrade/user_data/config.freqtrade1.json
+      --strategy SampleStrategy
+  
+  freqtrade2:
+    image: freqtradeorg/freqtrade:stable
+    # image: freqtradeorg/freqtrade:develop
+    # Use plotting image
+    # image: freqtradeorg/freqtrade:develop_plot
+    # Build step - only needed when additional dependencies are needed
+    # build:
+    #   context: .
+    #   dockerfile: "./docker/Dockerfile.custom"
+    restart: always
+    container_name: freqtrade2
+    volumes:
+      - "./user_data:/freqtrade/user_data"
+    # Expose api on port 8080 (localhost only)
+    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # before enabling this.
+    ports:
+      - "127.0.0.1:8081:8081"
+    # Default command used when running `docker compose up`
+    command: >
+      trade
+      --logfile /freqtrade/user_data/logs/freqtrade2.log
+      --db-url sqlite:////freqtrade/user_data/tradesv3_freqtrade2.sqlite
+      --config /freqtrade/user_data/config.json
+      --config /freqtrade/user_data/config.freqtrade2.json
+      --strategy SampleStrategy
+
+```
+You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary.
+
+
 ## Configure the bot running as a systemd service
 
 Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.

From f61dc6d95ada089055e0e12c7927c58350b409ef Mon Sep 17 00:00:00 2001
From: Rik Helsen <rik_helsen@hotmail.com>
Date: Sun, 17 Oct 2021 00:14:09 +0200
Subject: [PATCH 765/834] =?UTF-8?q?=F0=9F=93=9D=20`mkdocs.yml`=20-=20Fixed?=
 =?UTF-8?q?=20darktheme=20toggle?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 mkdocs.yml | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/mkdocs.yml b/mkdocs.yml
index 05156168f..0daf462c2 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -54,8 +54,8 @@ theme:
       primary: 'blue grey'
       accent: 'tear'
       toggle:
-        icon: material/toggle-switch-off-outline
-        name: Switch to dark mode
+        icon: material/toggle-switch
+        name: Switch to light mode
 extra_css:
   - 'stylesheets/ft.extra.css'
 extra_javascript:

From fb2c8f7621b4d3a9d9644e9f499e21442cd1c258 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 08:36:11 +0200
Subject: [PATCH 766/834] Rollback after each request

This closes the transaction and avoids "sticking" transactions.
---
 freqtrade/rpc/api_server/deps.py | 7 ++++---
 tests/conftest.py                | 2 --
 tests/rpc/test_rpc_apiserver.py  | 6 +-----
 3 files changed, 5 insertions(+), 10 deletions(-)

diff --git a/freqtrade/rpc/api_server/deps.py b/freqtrade/rpc/api_server/deps.py
index 77870722d..16f9a78c0 100644
--- a/freqtrade/rpc/api_server/deps.py
+++ b/freqtrade/rpc/api_server/deps.py
@@ -1,4 +1,4 @@
-from typing import Any, Dict, Optional
+from typing import Any, Dict, Iterator, Optional
 
 from freqtrade.persistence import Trade
 from freqtrade.rpc.rpc import RPC, RPCException
@@ -12,11 +12,12 @@ def get_rpc_optional() -> Optional[RPC]:
     return None
 
 
-def get_rpc() -> Optional[RPC]:
+def get_rpc() -> Optional[Iterator[RPC]]:
     _rpc = get_rpc_optional()
     if _rpc:
         Trade.query.session.rollback()
-        return _rpc
+        yield _rpc
+        Trade.query.session.rollback()
     else:
         raise RPCException('Bot is not in the correct state')
 
diff --git a/tests/conftest.py b/tests/conftest.py
index 470eaa6d8..b35a220df 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -227,7 +227,6 @@ def create_mock_trades(fee, use_db: bool = True):
 
     if use_db:
         Trade.commit()
-        Trade.query.session.flush()
 
 
 def create_mock_trades_usdt(fee, use_db: bool = True):
@@ -261,7 +260,6 @@ def create_mock_trades_usdt(fee, use_db: bool = True):
 
     if use_db:
         Trade.commit()
-        Trade.query.session.flush()
 
 
 @pytest.fixture(autouse=True)
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 9a03158ae..02ed26459 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -570,7 +570,6 @@ def test_api_trades(botclient, mocker, fee, markets):
     assert rc.json()['total_trades'] == 0
 
     create_mock_trades(fee)
-    Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/trades")
     assert_response(rc)
@@ -597,7 +596,6 @@ def test_api_trade_single(botclient, mocker, fee, ticker, markets):
     assert rc.json()['detail'] == 'Trade not found.'
 
     create_mock_trades(fee)
-    Trade.query.session.flush()
 
     rc = client_get(client, f"{BASE_URI}/trade/3")
     assert_response(rc)
@@ -694,7 +692,6 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
     assert rc.json() == {"error": "Error querying /api/v1/edge: Edge is not enabled."}
 
 
-@pytest.mark.usefixtures("init_persistence")
 def test_api_profit(botclient, mocker, ticker, fee, markets):
     ftbot, client = botclient
     patch_get_signal(ftbot)
@@ -745,7 +742,6 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
                          }
 
 
-@pytest.mark.usefixtures("init_persistence")
 def test_api_stats(botclient, mocker, ticker, fee, markets,):
     ftbot, client = botclient
     patch_get_signal(ftbot)
@@ -811,7 +807,7 @@ def test_api_performance(botclient, fee):
     trade.close_profit_abs = trade.calc_profit()
 
     Trade.query.session.add(trade)
-    Trade.query.session.flush()
+    Trade.commit()
 
     rc = client_get(client, f"{BASE_URI}/performance")
     assert_response(rc)

From abd5c4f27855c3486badc00b5efb9330e3aeb52b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 10:39:53 +0200
Subject: [PATCH 767/834] Convert additional test to USDT

---
 tests/test_freqtradebot.py | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index f57e35ca1..838a158e0 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -3378,9 +3378,9 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=MagicMock(return_value={
-            'bid': 0.00000172,
-            'ask': 0.00000173,
-            'last': 0.00000172
+            'bid': 2.0,
+            'ask': 2.0,
+            'last': 2.0
         }),
         create_order=MagicMock(side_effect=[
             limit_buy_order_usdt_open,
@@ -3408,7 +3408,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_buy_order_usd
     # Test if buy-signal is absent
     patch_get_signal(freqtrade, value=(False, True, None))
     assert freqtrade.handle_trade(trade) is True
-    assert trade.sell_reason == SellType.SELL_SIGNAL.value
+    assert trade.sell_reason == SellType.ROI.value
 
 
 def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,

From e23eb99abf4bd19465f89192329100b4b7e2381d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 11:23:58 +0200
Subject: [PATCH 768/834] Disable ability to use lookahead-biased vwap

closes #5782
---
 freqtrade/vendor/qtpylib/indicators.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/freqtrade/vendor/qtpylib/indicators.py b/freqtrade/vendor/qtpylib/indicators.py
index 4c0fb5b5c..4f14ae13c 100644
--- a/freqtrade/vendor/qtpylib/indicators.py
+++ b/freqtrade/vendor/qtpylib/indicators.py
@@ -339,11 +339,13 @@ def vwap(bars):
     (input can be pandas series or numpy array)
     bars are usually mid [ (h+l)/2 ] or typical [ (h+l+c)/3 ]
     """
-    typical = ((bars['high'] + bars['low'] + bars['close']) / 3).values
-    volume = bars['volume'].values
+    raise ValueError("using `qtpylib.vwap` facilitates lookahead bias. Please use "
+                     "`qtpylib.rolling_vwap` instead, which calculates vwap in a rolling manner.")
+    # typical = ((bars['high'] + bars['low'] + bars['close']) / 3).values
+    # volume = bars['volume'].values
 
-    return pd.Series(index=bars.index,
-                     data=np.cumsum(volume * typical) / np.cumsum(volume))
+    # return pd.Series(index=bars.index,
+    #                  data=np.cumsum(volume * typical) / np.cumsum(volume))
 
 
 # ---------------------------------------------

From d4d57f00027d056ab94ce1eb7c3410f0370d8dcd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 16:09:56 +0200
Subject: [PATCH 769/834] Document expansion of `--pairs`, add
 download-inactive

---
 docs/data-download.md                    | 141 +++++++++++++----------
 freqtrade/commands/arguments.py          |   6 +-
 freqtrade/commands/cli_options.py        |   5 +
 freqtrade/commands/data_commands.py      |   9 +-
 freqtrade/configuration/configuration.py |   3 +
 tests/commands/test_commands.py          |  40 +++++++
 6 files changed, 138 insertions(+), 66 deletions(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 5f605c404..6c7d5312d 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -22,6 +22,7 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [-d PATH] [--userdir PATH]
                                [-p PAIRS [PAIRS ...]] [--pairs-file FILE]
                                [--days INT] [--new-pairs-days INT]
+                               [--include-inactive-pairs]
                                [--timerange TIMERANGE] [--dl-trades]
                                [--exchange EXCHANGE]
                                [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
@@ -38,6 +39,8 @@ optional arguments:
   --days INT            Download data for given number of days.
   --new-pairs-days INT  Download data of new pairs for given number of days.
                         Default: `None`.
+  --include-inactive-pairs
+                        Also download data from inactive pairs.
   --timerange TIMERANGE
                         Specify what timerange of data to use.
   --dl-trades           Download trades instead of OHLCV data. The bot will
@@ -52,10 +55,10 @@ optional arguments:
                         exchange/pairs/timeframes.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
+                        (default: `json`).
   --data-format-trades {json,jsongz,hdf5}
                         Storage format for downloaded trades data. (default:
-                        `None`).
+                        `jsongz`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -80,6 +83,82 @@ Common arguments:
 
     For that reason, `download-data` does not care about the "startup-period" defined in a strategy. It's up to the user to download additional days if the backtest should start at a specific point in time (while respecting startup period).
 
+### Pairs file
+
+In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.
+If you are using Binance for example:
+
+- create a directory `user_data/data/binance` and copy or create the `pairs.json` file in that directory.
+- update the `pairs.json` file to contain the currency pairs you are interested in.
+
+```bash
+mkdir -p user_data/data/binance
+touch user_data/data/binance/pairs.json
+```
+
+The format of the `pairs.json` file is a simple json list.
+Mixing different stake-currencies is allowed for this file, since it's only used for downloading.
+
+``` json
+[
+    "ETH/BTC",
+    "ETH/USDT",
+    "BTC/USDT",
+    "XRP/ETH"
+]
+```
+
+!!! Tip "Downloading all data for one quote currency"
+    Often, you'll want to download data for all pairs of a specific quote-currency. In such cases, you can use the following shorthand:
+    `freqtrade download-data --exchange binance --pairs .*/USDT <...>`. The provided "pairs" string will be expanded to contain all active pairs on the exchange.
+    To also download data for inactive (delisted) pairs, add `--include-inactive-pairs` to the command.
+
+??? Note "Permission denied errors"
+    If your configuration directory `user_data` was made by docker, you may get the following error:
+
+    ```
+    cp: cannot create regular file 'user_data/data/binance/pairs.json': Permission denied
+    ```
+
+    You can fix the permissions of your user-data directory as follows:
+
+    ```
+    sudo chown -R $UID:$GID user_data
+    ```
+
+### Start download
+
+Then run:
+
+```bash
+freqtrade download-data --exchange binance
+```
+
+This will download historical candle (OHLCV) data for all the currency pairs you defined in `pairs.json`.
+
+Alternatively, specify the pairs directly
+
+```bash
+freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDT
+```
+
+or as regex (to download all active USDT pairs)
+
+```bash
+freqtrade download-data --exchange binance --pairs .*/USDT
+```
+
+### Other Notes
+
+- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
+- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust rate limits etc.)
+- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
+- To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
+- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020. Eventually set end dates are ignored.
+- Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
+- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
+
+
 ### Data format
 
 Freqtrade currently supports 3 data-formats for both OHLCV and trades data:
@@ -312,64 +391,6 @@ ETH/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
 ETH/USDT    5m, 15m, 30m, 1h, 2h, 4h
 ```
 
-### Pairs file
-
-In alternative to the whitelist from `config.json`, a `pairs.json` file can be used.
-
-If you are using Binance for example:
-
-- create a directory `user_data/data/binance` and copy or create the `pairs.json` file in that directory.
-- update the `pairs.json` file to contain the currency pairs you are interested in.
-
-```bash
-mkdir -p user_data/data/binance
-cp tests/testdata/pairs.json user_data/data/binance
-```
-
-If your configuration directory `user_data` was made by docker, you may get the following error:
-
-```
-cp: cannot create regular file 'user_data/data/binance/pairs.json': Permission denied
-```
-
-You can fix the permissions of your user-data directory as follows:
-
-```
-sudo chown -R $UID:$GID user_data
-```
-
-The format of the `pairs.json` file is a simple json list.
-Mixing different stake-currencies is allowed for this file, since it's only used for downloading.
-
-``` json
-[
-    "ETH/BTC",
-    "ETH/USDT",
-    "BTC/USDT",
-    "XRP/ETH"
-]
-```
-
-### Start download
-
-Then run:
-
-```bash
-freqtrade download-data --exchange binance
-```
-
-This will download historical candle (OHLCV) data for all the currency pairs you defined in `pairs.json`.
-
-### Other Notes
-
-- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
-- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust rate limits etc.)
-- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
-- To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
-- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020. Eventually set end dates are ignored.
-- Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
-- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
-
 ### Trades (tick) data
 
 By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 5675eb096..86d7a1923 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -63,9 +63,9 @@ ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "d
 
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
 
-ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "timerange",
-                      "download_trades", "exchange", "timeframes", "erase", "dataformat_ohlcv",
-                      "dataformat_trades"]
+ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
+                      "timerange", "download_trades", "exchange", "timeframes",
+                      "erase", "dataformat_ohlcv", "dataformat_trades"]
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 0e08adb47..b60692c67 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -355,6 +355,11 @@ AVAILABLE_CLI_OPTIONS = {
         type=check_int_positive,
         metavar='INT',
     ),
+    "include_inactive": Arg(
+        '--include-inactive-pairs',
+        help='Also download data from inactive pairs.',
+        action='store_true',
+    ),
     "new_pairs_days": Arg(
         '--new-pairs-days',
         help='Download data of new pairs for given number of days. Default: `%(default)s`.',
diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index ee05e6c69..5dc5fe7ea 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -11,6 +11,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_oh
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.exchange.exchange import market_is_active
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
 
@@ -47,11 +48,13 @@ def start_download_data(args: Dict[str, Any]) -> None:
 
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+    markets = [p for p, m in exchange.markets.items() if market_is_active(m)
+               or config.get('include_inactive')]
+    expanded_pairs = expand_pairlist(config['pairs'], markets)
+
     # Manual validations of relevant settings
     if not config['exchange'].get('skip_pair_validation', False):
-        exchange.validate_pairs(config['pairs'])
-    expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets))
-
+        exchange.validate_pairs(expanded_pairs)
     logger.info(f"About to download pairs: {expanded_pairs}, "
                 f"intervals: {config['timeframes']} to {config['datadir']}")
 
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 12dcff46a..5db3379d2 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -407,6 +407,9 @@ class Configuration:
         self._args_to_config(config, argname='days',
                              logstring='Detected --days: {}')
 
+        self._args_to_config(config, argname='include_inactive',
+                             logstring='Detected --include-inactive-pairs: {}')
+
         self._args_to_config(config, argname='download_trades',
                              logstring='Detected --dl-trades: {}')
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 6a0e741d9..6e717afdf 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -754,6 +754,46 @@ def test_download_data_no_pairs(mocker, caplog):
         start_download_data(pargs)
 
 
+def test_download_data_all_pairs(mocker, markets):
+
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+
+    dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_ohlcv_data',
+                           MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
+    )
+    args = [
+        "download-data",
+        "--exchange",
+        "binance",
+        "--pairs",
+        ".*/USDT"
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_download_data(pargs)
+    expected = set(['ETH/USDT', 'XRP/USDT', 'NEO/USDT', 'TKN/USDT'])
+    assert set(dl_mock.call_args_list[0][1]['pairs']) == expected
+    assert dl_mock.call_count == 1
+
+    dl_mock.reset_mock()
+    args = [
+        "download-data",
+        "--exchange",
+        "binance",
+        "--pairs",
+        ".*/USDT",
+        "--include-inactive-pairs",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_download_data(pargs)
+    expected = set(['ETH/USDT', 'LTC/USDT', 'XRP/USDT', 'NEO/USDT', 'TKN/USDT'])
+    assert set(dl_mock.call_args_list[0][1]['pairs']) == expected
+
+
 def test_download_data_trades(mocker, caplog):
     dl_mock = mocker.patch('freqtrade.commands.data_commands.refresh_backtest_trades_data',
                            MagicMock(return_value=[]))

From 28483a795224ff6ac27383768136101fdc795ffb Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 16:10:15 +0200
Subject: [PATCH 770/834] Fix doc-link in developer docs

---
 docs/developer.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/developer.md b/docs/developer.md
index bd138212b..a6c9ec322 100644
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -8,7 +8,7 @@ All contributions, bug reports, bug fixes, documentation improvements, enhanceme
 
 Documentation is available at [https://freqtrade.io](https://www.freqtrade.io/) and needs to be provided with every new feature PR.
 
-Special fields for the documentation (like Note boxes, ...) can be found [here](https://squidfunk.github.io/mkdocs-material/extensions/admonition/).
+Special fields for the documentation (like Note boxes, ...) can be found [here](https://squidfunk.github.io/mkdocs-material/reference/admonitions/).
 
 To test the documentation locally use the following commands.
 

From 7d8cd736b8113904c427ccba13b2a5113e959be3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 16:48:31 +0200
Subject: [PATCH 771/834] Support days-breakdown also for hyperopt results

---
 freqtrade/commands/arguments.py         |  2 +-
 freqtrade/commands/hyperopt_commands.py |  2 +-
 freqtrade/optimize/optimize_reports.py  | 14 ++++++++------
 3 files changed, 10 insertions(+), 8 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 00aa0ded0..11c1e9191 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -89,7 +89,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
-                      "disableparamexport"]
+                      "disableparamexport", "show_days"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 614c4b3f5..d2f8c188c 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -96,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         if 'strategy_name' in metrics:
             strategy_name = metrics['strategy_name']
             show_backtest_result(strategy_name, metrics,
-                                 metrics['stake_currency'])
+                                 metrics['stake_currency'], config.get('show_days', False))
 
             HyperoptTools.try_export_params(config, strategy_name, val)
 
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 384ca006b..a6eedc6c7 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -4,7 +4,7 @@ from pathlib import Path
 from typing import Any, Dict, List, Union
 
 from numpy import int64
-from pandas import DataFrame
+from pandas import DataFrame, to_datetime
 from tabulate import tabulate
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
@@ -213,7 +213,9 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def generate_days_breakdown_stats(results: DataFrame, starting_balance: int) -> Dict[str, Any]:
+def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> List[Dict[str, Any]]:
+    results = DataFrame.from_records(trade_list)
+    results['close_date'] = to_datetime(results['close_date'], utc=True)
     days = results.resample('1d', on='close_date')
     days_stats = []
     for name, day in days:
@@ -341,8 +343,6 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
                                               starting_balance=starting_balance,
                                               results=results.loc[results['is_open']],
                                               skip_nan=True)
-    days_breakdown_stats = generate_days_breakdown_stats(
-        results=results, starting_balance=starting_balance)
     daily_stats = generate_daily_stats(results)
     trade_stats = generate_trading_stats(results)
     best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
@@ -362,7 +362,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'results_per_pair': pair_results,
         'sell_reason_summary': sell_reason_stats,
         'left_open_trades': left_open_results,
-        'days_breakdown_stats': days_breakdown_stats,
+        # 'days_breakdown_stats': days_breakdown_stats,
 
         'total_trades': len(results),
         'total_volume': float(results['stake_amount'].sum()),
@@ -690,7 +690,9 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
     print(table)
 
     if show_days:
-        table = text_table_days_breakdown(days_breakdown_stats=results['days_breakdown_stats'],
+        days_breakdown_stats = generate_days_breakdown_stats(
+            trade_list=results['trades'], starting_balance=results['starting_balance'])
+        table = text_table_days_breakdown(days_breakdown_stats=days_breakdown_stats,
                                           stake_currency=stake_currency)
         if isinstance(table, str) and len(table) > 0:
             print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '='))

From 00fc38a5dccf2efb999e92cd8e50ba0a13ea1d51 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 19:23:51 +0200
Subject: [PATCH 772/834] Update setup.sh to correctly exit if ta-lib fails

part of #5734
---
 setup.sh | 20 ++++++++++++++------
 1 file changed, 14 insertions(+), 6 deletions(-)

diff --git a/setup.sh b/setup.sh
index aee7c80b5..1173b59b9 100755
--- a/setup.sh
+++ b/setup.sh
@@ -30,7 +30,7 @@ function check_installed_python() {
             check_installed_pip
             return
         fi
-    done 
+    done
 
     echo "No usable python found. Please make sure to have python3.7 or newer installed"
     exit 1
@@ -95,11 +95,19 @@ function install_talib() {
         return
     fi
 
-    cd build_helpers && ./install_ta-lib.sh && cd ..
+    cd build_helpers && ./install_ta-lib.sh
+
+    if [ $? -ne 0 ]; then
+        echo "Quitting. Please fix the above error before continuing."
+        cd ..
+        exit 1
+    fi;
+
+    cd ..
 }
 
-function install_mac_newer_python_dependencies() {    
-    
+function install_mac_newer_python_dependencies() {
+
     if [ ! $(brew --prefix --installed hdf5 2>/dev/null) ]
     then
         echo "-------------------------"
@@ -115,7 +123,7 @@ function install_mac_newer_python_dependencies() {
         echo "Installing c-blosc"
         echo "-------------------------"
         brew install c-blosc
-    fi    
+    fi
     export CBLOSC_DIR=$(brew --prefix)
 }
 
@@ -130,7 +138,7 @@ function install_macos() {
     fi
     #Gets number after decimal in python version
     version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g')
-    
+
     if [[ $version -ge 9 ]]; then               #Checks if python version >= 3.9
         install_mac_newer_python_dependencies
     fi

From 6be40cb7c3d680303591de81bb895ed8cc3f4d52 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:07 +0000
Subject: [PATCH 773/834] Bump types-requests from 2.25.9 to 2.25.11

Bumps [types-requests](https://github.com/python/typeshed) from 2.25.9 to 2.25.11.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-requests
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 74ebee479..7627e1022 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -22,5 +22,5 @@ nbconvert==6.2.0
 # mypy types
 types-cachetools==4.2.2
 types-filelock==3.2.0
-types-requests==2.25.9
+types-requests==2.25.11
 types-tabulate==0.8.2

From 12a041b46665caad023f7bbef1849b148cc7ef8e Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:10 +0000
Subject: [PATCH 774/834] Bump pytest-asyncio from 0.15.1 to 0.16.0

Bumps [pytest-asyncio](https://github.com/pytest-dev/pytest-asyncio) from 0.15.1 to 0.16.0.
- [Release notes](https://github.com/pytest-dev/pytest-asyncio/releases)
- [Commits](https://github.com/pytest-dev/pytest-asyncio/compare/v0.15.1...v0.16.0)

---
updated-dependencies:
- dependency-name: pytest-asyncio
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 74ebee479..8daaa0524 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -8,7 +8,7 @@ flake8==4.0.0
 flake8-tidy-imports==4.5.0
 mypy==0.910
 pytest==6.2.5
-pytest-asyncio==0.15.1
+pytest-asyncio==0.16.0
 pytest-cov==3.0.0
 pytest-mock==3.6.1
 pytest-random-order==1.0.4

From 9b0171ef3748b310b681fcd1262d16f21b6d2dc7 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:14 +0000
Subject: [PATCH 775/834] Bump flake8 from 4.0.0 to 4.0.1

Bumps [flake8](https://github.com/pycqa/flake8) from 4.0.0 to 4.0.1.
- [Release notes](https://github.com/pycqa/flake8/releases)
- [Commits](https://github.com/pycqa/flake8/compare/4.0.0...4.0.1)

---
updated-dependencies:
- dependency-name: flake8
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 74ebee479..83bd12843 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==3.2.0
-flake8==4.0.0
+flake8==4.0.1
 flake8-tidy-imports==4.5.0
 mypy==0.910
 pytest==6.2.5

From e7a2672f07ca15aa1a42b834f92f91e6ec8812ff Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:17 +0000
Subject: [PATCH 776/834] Bump filelock from 3.3.0 to 3.3.1

Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.3.0 to 3.3.1.
- [Release notes](https://github.com/tox-dev/py-filelock/releases)
- [Changelog](https://github.com/tox-dev/py-filelock/blob/main/docs/changelog.rst)
- [Commits](https://github.com/tox-dev/py-filelock/compare/3.3.0...3.3.1)

---
updated-dependencies:
- dependency-name: filelock
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index e97e78638..b0f4343ae 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -5,7 +5,7 @@
 scipy==1.7.1
 scikit-learn==1.0
 scikit-optimize==0.9.0
-filelock==3.3.0
+filelock==3.3.1
 joblib==1.1.0
 psutil==5.8.0
 progressbar2==3.53.3

From b60371822f9b14bff45e16b9de7f8e8fe338afd3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:19 +0000
Subject: [PATCH 777/834] Bump pyjwt from 2.2.0 to 2.3.0

Bumps [pyjwt](https://github.com/jpadilla/pyjwt) from 2.2.0 to 2.3.0.
- [Release notes](https://github.com/jpadilla/pyjwt/releases)
- [Changelog](https://github.com/jpadilla/pyjwt/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/jpadilla/pyjwt/commits)

---
updated-dependencies:
- dependency-name: pyjwt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index f3eb65c59..f85b9bb8e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.70.0
 uvicorn==0.15.0
-pyjwt==2.2.0
+pyjwt==2.3.0
 aiofiles==0.7.0
 psutil==5.8.0
 

From d7756efe8b4e9b5aebb5534597b396bee5f94b5d Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 03:01:28 +0000
Subject: [PATCH 778/834] Bump wrapt from 1.13.1 to 1.13.2

Bumps [wrapt](https://github.com/GrahamDumpleton/wrapt) from 1.13.1 to 1.13.2.
- [Release notes](https://github.com/GrahamDumpleton/wrapt/releases)
- [Changelog](https://github.com/GrahamDumpleton/wrapt/blob/develop/docs/changes.rst)
- [Commits](https://github.com/GrahamDumpleton/wrapt/compare/1.13.1...1.13.2)

---
updated-dependencies:
- dependency-name: wrapt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index f3eb65c59..858452e82 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,7 @@ arrow==1.2.0
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
-wrapt==1.13.1
+wrapt==1.13.2
 jsonschema==4.1.0
 TA-Lib==0.4.21
 technical==1.3.0

From 035380d8a4b7f2826e2d33d9f36078a44c973231 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 05:18:42 +0000
Subject: [PATCH 779/834] Bump types-cachetools from 4.2.2 to 4.2.4

Bumps [types-cachetools](https://github.com/python/typeshed) from 4.2.2 to 4.2.4.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-cachetools
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 74ebee479..93df93695 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -4,7 +4,7 @@
 -r requirements-hyperopt.txt
 
 coveralls==3.2.0
-flake8==4.0.0
+flake8==4.0.1
 flake8-tidy-imports==4.5.0
 mypy==0.910
 pytest==6.2.5
@@ -20,7 +20,7 @@ time-machine==2.4.0
 nbconvert==6.2.0
 
 # mypy types
-types-cachetools==4.2.2
+types-cachetools==4.2.4
 types-filelock==3.2.0
 types-requests==2.25.9
 types-tabulate==0.8.2

From 69c98c4141b1e9d1e74dfd55162fded3120625bf Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 05:18:47 +0000
Subject: [PATCH 780/834] Bump python-rapidjson from 1.4 to 1.5

Bumps [python-rapidjson](https://github.com/python-rapidjson/python-rapidjson) from 1.4 to 1.5.
- [Release notes](https://github.com/python-rapidjson/python-rapidjson/releases)
- [Changelog](https://github.com/python-rapidjson/python-rapidjson/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-rapidjson/python-rapidjson/compare/v1.4...v1.5)

---
updated-dependencies:
- dependency-name: python-rapidjson
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index f3eb65c59..a78e8c7a3 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -26,7 +26,7 @@ blosc==1.10.6
 py_find_1st==1.1.5
 
 # Load ticker files 30% faster
-python-rapidjson==1.4
+python-rapidjson==1.5
 
 # Notify systemd
 sdnotify==0.3.2

From 82684f5de90eb5c1bfd8cd5c6ef8af631905b1c9 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 05:19:03 +0000
Subject: [PATCH 781/834] Bump progressbar2 from 3.53.3 to 3.55.0

Bumps [progressbar2](https://github.com/WoLpH/python-progressbar) from 3.53.3 to 3.55.0.
- [Release notes](https://github.com/WoLpH/python-progressbar/releases)
- [Changelog](https://github.com/WoLpH/python-progressbar/blob/develop/CHANGES.rst)
- [Commits](https://github.com/WoLpH/python-progressbar/compare/v3.53.3...v3.55.0)

---
updated-dependencies:
- dependency-name: progressbar2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-hyperopt.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-hyperopt.txt b/requirements-hyperopt.txt
index e97e78638..8e6ca9769 100644
--- a/requirements-hyperopt.txt
+++ b/requirements-hyperopt.txt
@@ -8,4 +8,4 @@ scikit-optimize==0.9.0
 filelock==3.3.0
 joblib==1.1.0
 psutil==5.8.0
-progressbar2==3.53.3
+progressbar2==3.55.0

From 4b02749019394ffef0046e53e0187f37cd06aa90 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:15:52 +0000
Subject: [PATCH 782/834] Bump mkdocs from 1.2.2 to 1.2.3

Bumps [mkdocs](https://github.com/mkdocs/mkdocs) from 1.2.2 to 1.2.3.
- [Release notes](https://github.com/mkdocs/mkdocs/releases)
- [Commits](https://github.com/mkdocs/mkdocs/compare/1.2.2...1.2.3)

---
updated-dependencies:
- dependency-name: mkdocs
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index 9a733d8f7..e4bcf3c79 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
-mkdocs==1.2.2
+mkdocs==1.2.3
 mkdocs-material==7.3.2
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.0

From 44e6e134297301f97901a18e08f2bf4f22e4bf27 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:16:09 +0000
Subject: [PATCH 783/834] Bump ccxt from 1.57.94 to 1.58.47

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.57.94 to 1.58.47.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.57.94...1.58.47)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/requirements.txt b/requirements.txt
index 858452e82..d38a0afce 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.3
 pandas-ta==0.3.14b
 
-ccxt==1.57.94
+ccxt==1.58.47
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==35.0.0
 aiohttp==3.7.4.post0
@@ -26,7 +26,7 @@ blosc==1.10.6
 py_find_1st==1.1.5
 
 # Load ticker files 30% faster
-python-rapidjson==1.4
+python-rapidjson==1.5
 
 # Notify systemd
 sdnotify==0.3.2
@@ -34,7 +34,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.70.0
 uvicorn==0.15.0
-pyjwt==2.2.0
+pyjwt==2.3.0
 aiofiles==0.7.0
 psutil==5.8.0
 

From 618f0ffe68882a80677e36d41ab72bbf77dba8f0 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:38:42 +0000
Subject: [PATCH 784/834] Bump types-tabulate from 0.8.2 to 0.8.3

Bumps [types-tabulate](https://github.com/python/typeshed) from 0.8.2 to 0.8.3.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-tabulate
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index da12e5fcc..3a6913f53 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -23,4 +23,4 @@ nbconvert==6.2.0
 types-cachetools==4.2.4
 types-filelock==3.2.0
 types-requests==2.25.11
-types-tabulate==0.8.2
+types-tabulate==0.8.3

From 75e6a2d276912ab0b50630a6854276266e20da2c Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:47:32 +0000
Subject: [PATCH 785/834] Bump mkdocs-material from 7.3.2 to 7.3.4

Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.3.2 to 7.3.4.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.3.2...7.3.4)

---
updated-dependencies:
- dependency-name: mkdocs-material
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 docs/requirements-docs.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/requirements-docs.txt b/docs/requirements-docs.txt
index e4bcf3c79..72d1d0494 100644
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,4 +1,4 @@
 mkdocs==1.2.3
-mkdocs-material==7.3.2
+mkdocs-material==7.3.4
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.0

From 3af55cc8c775ea3d28fcc0207097e97f49d6b5e3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 06:58:47 +0000
Subject: [PATCH 786/834] Bump pandas from 1.3.3 to 1.3.4

Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.3.3 to 1.3.4.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.3.3...v1.3.4)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index d38a0afce..9f7a055e8 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,5 +1,5 @@
 numpy==1.21.2
-pandas==1.3.3
+pandas==1.3.4
 pandas-ta==0.3.14b
 
 ccxt==1.58.47

From 8a7ea655313b64b6dc5f0009b728c9436c2ffcc8 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 18 Oct 2021 07:06:05 +0000
Subject: [PATCH 787/834] Bump types-filelock from 3.2.0 to 3.2.1

Bumps [types-filelock](https://github.com/python/typeshed) from 3.2.0 to 3.2.1.
- [Release notes](https://github.com/python/typeshed/releases)
- [Commits](https://github.com/python/typeshed/commits)

---
updated-dependencies:
- dependency-name: types-filelock
  dependency-type: direct:development
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements-dev.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements-dev.txt b/requirements-dev.txt
index 3a6913f53..0e68e18a3 100644
--- a/requirements-dev.txt
+++ b/requirements-dev.txt
@@ -21,6 +21,6 @@ nbconvert==6.2.0
 
 # mypy types
 types-cachetools==4.2.4
-types-filelock==3.2.0
+types-filelock==3.2.1
 types-requests==2.25.11
 types-tabulate==0.8.3

From ddba4e32d7b904d6a54b273fd3ddee67b3a260f5 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 18 Oct 2021 16:04:24 +0200
Subject: [PATCH 788/834] Fully remove flake8-type-annotations

---
 environment.yml | 1 -
 setup.py        | 1 -
 2 files changed, 2 deletions(-)

diff --git a/environment.yml b/environment.yml
index f58434c15..f62ac8105 100644
--- a/environment.yml
+++ b/environment.yml
@@ -64,7 +64,6 @@ dependencies:
         - py_find_1st
         - tables
         - pytest-random-order
-        - flake8-type-annotations
         - ccxt
         - flake8-tidy-imports
         - -e .
diff --git a/setup.py b/setup.py
index cf381bdd3..445155687 100644
--- a/setup.py
+++ b/setup.py
@@ -16,7 +16,6 @@ hyperopt = [
 develop = [
     'coveralls',
     'flake8',
-    'flake8-type-annotations',
     'flake8-tidy-imports',
     'mypy',
     'pytest',

From 0da5ef16e6170efad32d8b82533f620f129b04f7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 18 Oct 2021 19:16:56 +0200
Subject: [PATCH 789/834] Remove unnecessary dependency

---
 environment.yml  | 1 -
 requirements.txt | 1 -
 setup.py         | 1 -
 3 files changed, 3 deletions(-)

diff --git a/environment.yml b/environment.yml
index f62ac8105..84ab5ff6f 100644
--- a/environment.yml
+++ b/environment.yml
@@ -16,7 +16,6 @@ dependencies:
     - cachetools
     - requests
     - urllib3
-    - wrapt
     - jsonschema
     - TA-Lib
     - tabulate
diff --git a/requirements.txt b/requirements.txt
index 9f7a055e8..b10bbabf6 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,6 @@ arrow==1.2.0
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
-wrapt==1.13.2
 jsonschema==4.1.0
 TA-Lib==0.4.21
 technical==1.3.0
diff --git a/setup.py b/setup.py
index 445155687..b23fa814d 100644
--- a/setup.py
+++ b/setup.py
@@ -50,7 +50,6 @@ setup(
         'cachetools',
         'requests',
         'urllib3',
-        'wrapt',
         'jsonschema',
         'TA-Lib',
         'pandas-ta',

From f9b166747847c529c16900904a80e07284f46108 Mon Sep 17 00:00:00 2001
From: daniila <tanelkollamaa@gmail.com>
Date: Mon, 18 Oct 2021 23:36:47 +0300
Subject: [PATCH 790/834] Update docs/advanced-setup.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/advanced-setup.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index e7e5b6cec..79e17fb4e 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -103,7 +103,7 @@ services:
     # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
     # before enabling this.
     ports:
-      - "127.0.0.1:8081:8081"
+      - "127.0.0.1:8081:8080"
     # Default command used when running `docker compose up`
     command: >
       trade

From 5d2e37409962970a45cbffd255ea9080c595fc52 Mon Sep 17 00:00:00 2001
From: daniila <tanelkollamaa@gmail.com>
Date: Mon, 18 Oct 2021 23:38:45 +0300
Subject: [PATCH 791/834] Update docs/advanced-setup.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/advanced-setup.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index 79e17fb4e..6eda8489b 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -55,7 +55,7 @@ For more information regarding usage of the sqlite databases, for example to man
 ### Multiple instances using docker
 
 To run multiple instances of freqtrade using docker you will need to edit the docker-compose.yml file and add all the instances you want as separate services. Remember, you can separate your configuration into multiple files, so it's a good idea to think about making them modular, then if you need to edit something common to all bots, you can do that in a single config file. 
-```
+``` yml
 ---
 version: '3'
 services:

From f863f4fdfca815bd5c8a20f3915b948b90f7d753 Mon Sep 17 00:00:00 2001
From: daniila <tanelkollamaa@gmail.com>
Date: Mon, 18 Oct 2021 23:49:59 +0300
Subject: [PATCH 792/834] Update advanced-setup.md

A note on having to use different database files, ports and telegram configs for each bot.
---
 docs/advanced-setup.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index 6eda8489b..02b0307e5 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -114,7 +114,7 @@ services:
       --strategy SampleStrategy
 
 ```
-You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary.
+You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary. Note, that you will need to use different database files, port mappings and telegram configurations for each instance, as mentioned above. 
 
 
 ## Configure the bot running as a systemd service

From 42a4dfed28be1425016836ae5c09b4e2a883662d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 19 Oct 2021 19:11:17 +0200
Subject: [PATCH 793/834] Reallow bitstamp

revert #1984, related to #1983
---
 docs/utils.md                | 2 +-
 freqtrade/exchange/common.py | 2 --
 2 files changed, 1 insertion(+), 3 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index d8fbcacb7..e915528ec 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -281,7 +281,7 @@ bitmax              True     missing opt: fetchMyTrades
 bitmex              False    Various reasons.
 bitpanda            True
 bitso               False    missing: fetchOHLCV
-bitstamp            False    Does not provide history. Details in https://github.com/freqtrade/freqtrade/issues/1983
+bitstamp            True     missing opt: fetchTickers
 bitstamp1           False    missing: fetchOrder, fetchOHLCV
 bittrex             True
 bitvavo             True
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 7b89adf06..644a13e93 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -16,8 +16,6 @@ API_FETCH_ORDER_RETRY_COUNT = 5
 
 BAD_EXCHANGES = {
     "bitmex": "Various reasons.",
-    "bitstamp": "Does not provide history. "
-                "Details in https://github.com/freqtrade/freqtrade/issues/1983",
     "phemex": "Does not provide history. ",
     "poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
 }

From 55b021618067d1c3183611027f4963e48394b6ed Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 19 Oct 2021 19:48:56 +0200
Subject: [PATCH 794/834] Allow StaticPairlist in non-first position

closes #5754
---
 docs/includes/pairlists.md                   |  2 ++
 freqtrade/plugins/pairlist/StaticPairList.py | 12 ++++++------
 tests/plugins/test_pairlist.py               | 13 +++----------
 3 files changed, 11 insertions(+), 16 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 3d10747d3..589bc23b2 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -52,6 +52,8 @@ To skip pair validation against active markets, set `"allow_inactive": true` wit
 This can be useful for backtesting expired pairs (like quarterly spot-markets).
 This option must be configured along with `exchange.skip_pair_validation` in the exchange configuration.
 
+When used in a "follow-up" position (e.g. after VolumePairlist), all pairs in `'pair_whitelist'` will be added to the end of the pairlist.
+
 #### Volume Pair List
 
 `VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
diff --git a/freqtrade/plugins/pairlist/StaticPairList.py b/freqtrade/plugins/pairlist/StaticPairList.py
index d8623e13d..30fa474e4 100644
--- a/freqtrade/plugins/pairlist/StaticPairList.py
+++ b/freqtrade/plugins/pairlist/StaticPairList.py
@@ -4,9 +4,9 @@ Static Pair List provider
 Provides pair white list as it configured in config
 """
 import logging
+from copy import deepcopy
 from typing import Any, Dict, List
 
-from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -20,10 +20,6 @@ class StaticPairList(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        if self._pairlist_pos != 0:
-            raise OperationalException(f"{self.name} can only be used in the first position "
-                                       "in the list of Pairlist Handlers.")
-
         self._allow_inactive = self._pairlistconfig.get('allow_inactive', False)
 
     @property
@@ -64,4 +60,8 @@ class StaticPairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        return pairlist
+        pairlist_ = deepcopy(pairlist)
+        for pair in self._config['exchange']['pair_whitelist']:
+            if pair not in pairlist_:
+                pairlist_.append(pair)
+        return pairlist_
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index c6246dccb..6333266aa 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -415,10 +415,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # SpreadFilter only
     ([{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
      "BTC", 'filter_at_the_beginning'),  # OperationalException expected
-    # Static Pairlist after VolumePairList, on a non-first position
-    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+    # Static Pairlist after VolumePairList, on a non-first position (appends pairs)
+    ([{"method": "VolumePairList", "number_assets": 2, "sort_key": "quoteVolume"},
       {"method": "StaticPairList"}],
-        "BTC", 'static_in_the_middle'),
+        "BTC", ['ETH/BTC', 'TKN/BTC', 'TRST/BTC', 'SWT/BTC', 'BCC/BTC', 'HOT/BTC']),
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}],
         "USDT", ['ETH/USDT', 'NANO/USDT']),
@@ -469,13 +469,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
 
-    if whitelist_result == 'static_in_the_middle':
-        with pytest.raises(OperationalException,
-                           match=r"StaticPairList can only be used in the first position "
-                                 r"in the list of Pairlist Handlers."):
-            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
-        return
-
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           get_tickers=tickers,

From 5454460227dcf63b578096c3862dd2269673ec85 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 20 Oct 2021 07:46:15 +0200
Subject: [PATCH 795/834] Revert initial_points to 30

closes #5760
---
 freqtrade/optimize/hyperopt.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 6397bbacb..2c7cc0ea7 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -45,7 +45,7 @@ progressbar.streams.wrap_stdout()
 logger = logging.getLogger(__name__)
 
 
-INITIAL_POINTS = 5
+INITIAL_POINTS = 30
 
 # Keep no more than SKOPT_MODEL_QUEUE_SIZE models
 # in the skopt model queue, to optimize memory consumption

From de5497c76660242d41839df07c22b18ed48ba7b1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 20 Oct 2021 19:39:37 +0200
Subject: [PATCH 796/834] backtest_days cannot be below 1

---
 freqtrade/optimize/optimize_reports.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index a6eedc6c7..abfccaa86 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -353,7 +353,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         results['open_timestamp'] = results['open_date'].view(int64) // 1e6
         results['close_timestamp'] = results['close_date'].view(int64) // 1e6
 
-    backtest_days = (max_date - min_date).days
+    backtest_days = (max_date - min_date).days or 1
     strat_stats = {
         'trades': results.to_dict(orient='records'),
         'locks': [lock.to_json() for lock in content['locks']],
@@ -380,7 +380,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'backtest_run_start_ts': content['backtest_start_time'],
         'backtest_run_end_ts': content['backtest_end_time'],
 
-        'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
+        'trades_per_day': round(len(results) / backtest_days, 2),
         'market_change': market_change,
         'pairlist': list(btdata.keys()),
         'stake_amount': config['stake_amount'],

From 7197f4ce77d0fe331fbfcdb7edd64b2de16f6c60 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 20 Oct 2021 20:01:31 +0200
Subject: [PATCH 797/834] Don't show daily % profit (it's wrong)

---
 freqtrade/optimize/optimize_reports.py | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index abfccaa86..9a4591e67 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -220,15 +220,12 @@ def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> Li
     days_stats = []
     for name, day in days:
         profit_abs = day['profit_abs'].sum().round(10)
-        profit_total = day['profit_abs'].sum() / starting_balance
         wins = sum(day['profit_abs'] > 0)
         draws = sum(day['profit_abs'] == 0)
         loses = sum(day['profit_abs'] < 0)
-        profit_percentage = round(profit_total * 100.0, 2)
         days_stats.append(
             {
                 'date': name.strftime('%d/%m/%Y'),
-                'profit_percentage': profit_percentage,
                 'profit_abs': profit_abs,
                 'wins': wins,
                 'draws': draws,
@@ -542,14 +539,13 @@ def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]],
     """
     headers = [
         'Day',
-        'Profit %',
         f'Tot Profit {stake_currency}',
         'Wins',
         'Draws',
         'Losses',
     ]
     output = [[
-        d['date'], d['profit_percentage'], round_coin_value(d['profit_abs'], stake_currency, False),
+        d['date'], round_coin_value(d['profit_abs'], stake_currency, False),
         d['wins'], d['draws'], d['loses'],
     ] for d in days_breakdown_stats]
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")

From fa028c2134440bbf794920d52e7822a128cdccf7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 21 Oct 2021 06:58:40 +0200
Subject: [PATCH 798/834] Support day/week/month breakdowns

---
 freqtrade/commands/arguments.py          |  4 +-
 freqtrade/commands/cli_options.py        | 10 ++---
 freqtrade/commands/hyperopt_commands.py  |  2 +-
 freqtrade/configuration/configuration.py |  4 +-
 freqtrade/constants.py                   |  5 +++
 freqtrade/optimize/optimize_reports.py   | 47 +++++++++++++++---------
 6 files changed, 45 insertions(+), 27 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 11c1e9191..53cdda95d 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -23,7 +23,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet", "timeframe_detail",
-                                        "strategy_list", "export", "exportfilename", "show_days"]
+                                        "strategy_list", "export", "exportfilename", "backtest_breakdown"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
@@ -89,7 +89,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
-                      "disableparamexport", "show_days"]
+                      "disableparamexport", "backtest_breakdown"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 758e1d9ec..2c2c957df 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -193,11 +193,11 @@ AVAILABLE_CLI_OPTIONS = {
         type=float,
         metavar='FLOAT',
     ),
-    "show_days": Arg(
-        '--show-days',
-        help='Print days breakdown for backtest results',
-        action='store_true',
-        default=False,
+    "backtest_breakdown": Arg(
+        '--breakdown',
+        help='Show backtesting breakdown per [day, week, month].',
+        nargs='+',
+        choices=constants.BACKTEST_BREAKDOWNS
     ),
     # Edge
     "stoploss_range": Arg(
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index d2f8c188c..344828282 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -96,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         if 'strategy_name' in metrics:
             strategy_name = metrics['strategy_name']
             show_backtest_result(strategy_name, metrics,
-                                 metrics['stake_currency'], config.get('show_days', False))
+                                 metrics['stake_currency'], config.get('backtest_breakdown', []))
 
             HyperoptTools.try_export_params(config, strategy_name, val)
 
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 845e87b83..c6bad9305 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -269,8 +269,8 @@ class Configuration:
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
 
-        self._args_to_config(config, argname='show_days',
-                             logstring='Parameter --show-days detected ...')
+        self._args_to_config(config, argname='backtest_breakdown',
+                             logstring='Parameter --breakdown detected ...')
 
         self._args_to_config(config, argname='disableparamexport',
                              logstring='Parameter --disableparamexport detected: {} ...')
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index c6b8f0e62..8bef6610c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -32,6 +32,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
+BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 DRY_RUN_WALLET = 1000
 DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
@@ -146,6 +147,10 @@ CONF_SCHEMA = {
         'sell_profit_offset': {'type': 'number'},
         'ignore_roi_if_buy_signal': {'type': 'boolean'},
         'ignore_buying_expired_candle_after': {'type': 'number'},
+        'backtest_breakdown': {
+            'type': 'array',
+            'items': {'type': 'string', 'enum': BACKTEST_BREAKDOWNS}
+        },
         'bot_name': {'type': 'string'},
         'unfilledtimeout': {
             'type': 'object',
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 9a4591e67..a97f85637 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -213,17 +213,28 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> List[Dict[str, Any]]:
+def _get_resample_from_period(period: str) -> str:
+    if period == 'day':
+        return '1d'
+    if period == 'week':
+        return '1w'
+    if period == 'month':
+        return '1m'
+    raise ValueError(f"Period {period} is not supported.")
+
+
+def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dict[str, Any]]:
     results = DataFrame.from_records(trade_list)
     results['close_date'] = to_datetime(results['close_date'], utc=True)
-    days = results.resample('1d', on='close_date')
-    days_stats = []
-    for name, day in days:
+    resample = _get_resample_from_period(period)
+    period = results.resample(resample, on='close_date')
+    stats = []
+    for name, day in period:
         profit_abs = day['profit_abs'].sum().round(10)
         wins = sum(day['profit_abs'] > 0)
         draws = sum(day['profit_abs'] == 0)
         loses = sum(day['profit_abs'] < 0)
-        days_stats.append(
+        stats.append(
             {
                 'date': name.strftime('%d/%m/%Y'),
                 'profit_abs': profit_abs,
@@ -232,7 +243,7 @@ def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> Li
                 'loses': loses
             }
         )
-    return days_stats
+    return stats
 
 
 def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
@@ -529,8 +540,8 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
-def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]],
-                              stake_currency: str) -> str:
+def text_table_periodic_breakdown(days_breakdown_stats: List[Dict[str, Any]],
+                                  stake_currency: str, period: str) -> str:
     """
     Generate small table with Backtest results by days
     :param days_breakdown_stats: Days breakdown metrics
@@ -538,7 +549,7 @@ def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]],
     :return: pretty printed table with tabulate as string
     """
     headers = [
-        'Day',
+        period.capitalize(),
         f'Tot Profit {stake_currency}',
         'Wins',
         'Draws',
@@ -663,7 +674,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
 
 
 def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: str,
-                         show_days=False):
+                         backtest_breakdown=[]):
     """
     Print results for one strategy
     """
@@ -685,13 +696,13 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
     print(table)
 
-    if show_days:
-        days_breakdown_stats = generate_days_breakdown_stats(
-            trade_list=results['trades'], starting_balance=results['starting_balance'])
-        table = text_table_days_breakdown(days_breakdown_stats=days_breakdown_stats,
-                                          stake_currency=stake_currency)
+    for period in backtest_breakdown:
+        days_breakdown_stats = generate_periodic_breakdown_stats(
+            trade_list=results['trades'], period=period)
+        table = text_table_periodic_breakdown(days_breakdown_stats=days_breakdown_stats,
+                                              stake_currency=stake_currency, period=period)
         if isinstance(table, str) and len(table) > 0:
-            print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '='))
+            print(f' {period.upper()} BREAKDOWN '.center(len(table.splitlines()[0]), '='))
         print(table)
 
     table = text_table_add_metrics(results)
@@ -708,7 +719,9 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
     stake_currency = config['stake_currency']
 
     for strategy, results in backtest_stats['strategy'].items():
-        show_backtest_result(strategy, results, stake_currency, config.get('show_days', False))
+        show_backtest_result(
+            strategy, results, stake_currency,
+            config.get('backtest_breakdown', []))
 
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table

From 7b5346b984508fb48f646a3f36e8aea566d51f0c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 21 Oct 2021 07:09:17 +0200
Subject: [PATCH 799/834] Add test for breakdown-stats

---
 freqtrade/optimize/optimize_reports.py  |  4 ++-
 tests/optimize/test_backtesting.py      |  2 ++
 tests/optimize/test_optimize_reports.py | 34 ++++++++++++++++++++++---
 3 files changed, 36 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index a97f85637..a2590c10b 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -219,12 +219,14 @@ def _get_resample_from_period(period: str) -> str:
     if period == 'week':
         return '1w'
     if period == 'month':
-        return '1m'
+        return '1M'
     raise ValueError(f"Period {period} is not supported.")
 
 
 def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dict[str, Any]]:
     results = DataFrame.from_records(trade_list)
+    if len(results) == 0:
+        return []
     results['close_date'] = to_datetime(results['close_date'], utc=True)
     resample = _get_resample_from_period(period)
     period = results.resample(resample, on='close_date')
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 2248cd4c1..b5fa44d01 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1102,6 +1102,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
         '--disable-max-market-positions',
+        '--breakdown', 'day',
         '--strategy-list',
         'StrategyTestV2',
         'TestStrategyLegacyV1',
@@ -1130,6 +1131,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     captured = capsys.readouterr()
     assert 'BACKTESTING REPORT' in captured.out
     assert 'SELL REASON STATS' in captured.out
+    assert 'DAY BREAKDOWN' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
     assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 83caefd2d..4bf20e547 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -13,9 +13,9 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
 from freqtrade.edge import PairInfo
 from freqtrade.enums import SellType
-from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
-                                                 generate_edge_table, generate_pair_metrics,
-                                                 generate_sell_reason_stats,
+from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
+                                                 generate_daily_stats, generate_edge_table,
+                                                 generate_pair_metrics, generate_periodic_breakdown_stats, generate_sell_reason_stats,
                                                  generate_strategy_comparison,
                                                  generate_trading_stats, store_backtest_stats,
                                                  text_table_bt_results, text_table_sell_reason,
@@ -377,3 +377,31 @@ def test_generate_edge_table():
     assert generate_edge_table(results).count('| ETH/BTC |') == 1
     assert generate_edge_table(results).count(
         '|   Risk Reward Ratio |   Required Risk Reward |   Expectancy |') == 1
+
+
+def test_generate_periodic_breakdown_stats(testdatadir):
+    filename = testdatadir / "backtest-result_new.json"
+    bt_data = load_backtest_data(filename).to_dict(orient='records')
+
+    res = generate_periodic_breakdown_stats(bt_data, 'day')
+    assert isinstance(res, list)
+    assert len(res) == 21
+    day = res[0]
+    assert 'date' in day
+    assert 'draws' in day
+    assert 'loses' in day
+    assert 'wins' in day
+    assert 'profit_abs' in day
+
+    # Select empty dataframe!
+    res = generate_periodic_breakdown_stats([], 'day')
+    assert res == []
+
+
+def test__get_resample_from_period():
+
+    assert _get_resample_from_period('day') == '1d'
+    assert _get_resample_from_period('week') == '1w'
+    assert _get_resample_from_period('month') == '1M'
+    with pytest.raises(ValueError, match=r"Period noooo is not supported."):
+        _get_resample_from_period('noooo')

From e458c9867a54991ac5067f517fe2d088187e7674 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 21 Oct 2021 07:42:19 +0200
Subject: [PATCH 800/834] Styling fixes

---
 freqtrade/commands/arguments.py         | 3 ++-
 freqtrade/optimize/optimize_reports.py  | 6 +++---
 tests/optimize/test_optimize_reports.py | 4 +++-
 3 files changed, 8 insertions(+), 5 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 53cdda95d..87ef49a9b 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -23,7 +23,8 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet", "timeframe_detail",
-                                        "strategy_list", "export", "exportfilename", "backtest_breakdown"]
+                                        "strategy_list", "export", "exportfilename",
+                                        "backtest_breakdown"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index a2590c10b..96549316d 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -228,10 +228,10 @@ def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dic
     if len(results) == 0:
         return []
     results['close_date'] = to_datetime(results['close_date'], utc=True)
-    resample = _get_resample_from_period(period)
-    period = results.resample(resample, on='close_date')
+    resample_period = _get_resample_from_period(period)
+    resampled = results.resample(resample_period, on='close_date')
     stats = []
-    for name, day in period:
+    for name, day in resampled:
         profit_abs = day['profit_abs'].sum().round(10)
         wins = sum(day['profit_abs'] > 0)
         draws = sum(day['profit_abs'] == 0)
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 4bf20e547..b5eb09923 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -15,7 +15,9 @@ from freqtrade.edge import PairInfo
 from freqtrade.enums import SellType
 from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
                                                  generate_daily_stats, generate_edge_table,
-                                                 generate_pair_metrics, generate_periodic_breakdown_stats, generate_sell_reason_stats,
+                                                 generate_pair_metrics,
+                                                 generate_periodic_breakdown_stats,
+                                                 generate_sell_reason_stats,
                                                  generate_strategy_comparison,
                                                  generate_trading_stats, store_backtest_stats,
                                                  text_table_bt_results, text_table_sell_reason,

From 053fb076e42124285ee9cedf5848a0da2f1b5f75 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 21 Oct 2021 10:56:18 +0200
Subject: [PATCH 801/834] Add documentation for breakdown command

---
 docs/backtesting.md | 34 ++++++++++++++++++++++++++++++----
 docs/utils.md       |  3 +++
 2 files changed, 33 insertions(+), 4 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 4a9532894..37724b02a 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -21,6 +21,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--timeframe-detail TIMEFRAME_DETAIL]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export {none,trades}] [--export-filename PATH]
+                             [--breakdown {day,week,month} [{day,week,month} ...]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -30,7 +31,7 @@ optional arguments:
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
+                        (default: `json`).
   --max-open-trades INT
                         Override the value of the `max_open_trades`
                         configuration setting.
@@ -65,8 +66,7 @@ optional arguments:
                         set either in config or via command line. When using
                         this together with `--export trades`, the strategy-
                         name is injected into the filename (so `backtest-
-                        data.json` becomes `backtest-data-
-                        SampleStrategy.json`
+                        data.json` becomes `backtest-data-SampleStrategy.json`
   --export {none,trades}
                         Export backtest results (default: trades).
   --export-filename PATH
@@ -74,7 +74,8 @@ optional arguments:
                         Requires `--export` to be set as well. Example:
                         `--export-filename=user_data/backtest_results/backtest
                         _today.json`
-  --show-days           Print a days breakdown table of the backtest results
+  --breakdown {day,week,month} [{day,week,month} ...]
+                        Show backtesting breakdown per [day, week, month].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -430,6 +431,31 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
+### Daily / Weekly / Monthly breakdown
+
+You can get an overview over daily / weekly or monthly results by using the `--breakdown <>` switch.
+
+To visualize daily and weekly breakdowns, you can use the following:
+
+``` bash
+freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day month
+```
+
+``` output
+======================== DAY BREAKDOWN =========================
+|        Day |   Tot Profit USDT |   Wins |   Draws |   Losses |
+|------------+-------------------+--------+---------+----------|
+| 03/07/2021 |           200.0   |      2 |       0 |        0 |
+| 04/07/2021 |           -50.31  |      0 |       0 |        2 |
+| 05/07/2021 |           220.611 |      3 |       2 |        0 |
+| 06/07/2021 |           150.974 |      3 |       0 |        2 |
+| 07/07/2021 |           -70.193 |      1 |       0 |        2 |
+| 08/07/2021 |           212.413 |      2 |       0 |        3 |
+
+```
+
+The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day.
+
 ### Further backtest-result analysis
 
 To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
diff --git a/docs/utils.md b/docs/utils.md
index d8fbcacb7..4845828ab 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -667,6 +667,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--profitable] [-n INT] [--print-json]
                                [--hyperopt-filename FILENAME] [--no-header]
                                [--disable-param-export]
+                               [--breakdown {day,week,month} [{day,week,month} ...]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -680,6 +681,8 @@ optional arguments:
   --no-header           Do not print epoch details header.
   --disable-param-export
                         Disable automatic hyperopt parameter export.
+  --breakdown {day,week,month} [{day,week,month} ...]
+                        Show backtesting breakdown per [day, week, month].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

From fde10f5395993179be0833ff6c26ac4af74eae98 Mon Sep 17 00:00:00 2001
From: Simon Ebner <Simon.Ebner@gmail.com>
Date: Sat, 23 Oct 2021 12:25:09 +0200
Subject: [PATCH 802/834] Use pathlib.stem instead of str(x).ends_with

---
 freqtrade/resolvers/iresolver.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/resolvers/iresolver.py b/freqtrade/resolvers/iresolver.py
index 2cccec70a..c6f97c976 100644
--- a/freqtrade/resolvers/iresolver.py
+++ b/freqtrade/resolvers/iresolver.py
@@ -91,7 +91,7 @@ class IResolver:
         logger.debug(f"Searching for {cls.object_type.__name__} {object_name} in '{directory}'")
         for entry in directory.iterdir():
             # Only consider python files
-            if not str(entry).endswith('.py'):
+            if entry.suffix != '.py':
                 logger.debug('Ignoring %s', entry)
                 continue
             if entry.is_symlink() and not entry.is_file():
@@ -169,7 +169,7 @@ class IResolver:
         objects = []
         for entry in directory.iterdir():
             # Only consider python files
-            if not str(entry).endswith('.py'):
+            if entry.suffix != '.py':
                 logger.debug('Ignoring %s', entry)
                 continue
             module_path = entry.resolve()

From 5f309627eac656b65bfee9ce5761a138c3f809cd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 24 Oct 2021 09:01:13 +0200
Subject: [PATCH 803/834] Update tests for Calmar ratio

---
 tests/optimize/test_hyperoptloss.py | 37 ++++++++++++++++++++++++-----
 1 file changed, 31 insertions(+), 6 deletions(-)

diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index a39190934..fd835c678 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -5,6 +5,7 @@ import pytest
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_loss_short_trade_dur import ShortTradeDurHyperOptLoss
+from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
 
 
@@ -85,6 +86,9 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     "SharpeHyperOptLoss",
     "SharpeHyperOptLossDaily",
     "MaxDrawDownHyperOptLoss",
+    "CalmarHyperOptLossDaily",
+    "CalmarHyperOptLoss",
+
 ])
 def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
     results_over = hyperopt_results.copy()
@@ -96,11 +100,32 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
 
     default_conf.update({'hyperopt_loss': lossfunction})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(results_over),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(results_under),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    correct = hl.hyperopt_loss_function(
+        hyperopt_results,
+        trade_count=len(hyperopt_results),
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=default_conf,
+        processed=None,
+        backtest_stats={'profit_total': hyperopt_results['profit_abs'].sum()}
+        )
+    over = hl.hyperopt_loss_function(
+        results_over,
+        trade_count=len(results_over),
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=default_conf,
+        processed=None,
+        backtest_stats={'profit_total': results_over['profit_abs'].sum()}
+    )
+    under = hl.hyperopt_loss_function(
+        results_under,
+        trade_count=len(results_under),
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=default_conf,
+        processed=None,
+        backtest_stats={'profit_total': results_under['profit_abs'].sum()}
+    )
     assert over < correct
     assert under > correct

From df033d92ef4743093fec3b85f5d4b8f9e09d7606 Mon Sep 17 00:00:00 2001
From: Simon Ebner <Simon.Ebner@gmail.com>
Date: Sat, 23 Oct 2021 09:20:00 +0200
Subject: [PATCH 804/834] Improve performance of decimalspace.py

decimalspace.py is heavily used in the hyperoptimization. The following
benchmark code runs an optimization which is taken from optimizing a
real strategy (wtc).
The optimized version takes on my machine approx. 11/12s compared to the
original 32s. Results are equivalent in both cases.

```
import freqtrade.optimize.space
import numpy as np
import skopt
import timeit

def init():
    Decimal = freqtrade.optimize.space.decimalspace.SKDecimal
    Integer = skopt.space.space.Integer
    dimensions = [Decimal(low=-1.0,
        high=1.0,
        decimals=4,
        prior='uniform',
        transform='identity')] * 20

    return skopt.Optimizer(
        dimensions,
        base_estimator="ET",
        acq_optimizer="auto",
        n_initial_points=5,
        acq_optimizer_kwargs={'n_jobs': 96},
        random_state=0,
        model_queue_size=10,
    )

def test():
    opt = init()
    actual = opt.ask(n_points=2)
    expected = [[
        0.7515, -0.4723, -0.6941, -0.7988, 0.0448, 0.8605, -0.108, 0.5399,
        0.763, -0.2948, 0.8345, -0.7683, 0.7077, -0.2478, -0.333, 0.8575,
        0.6108, 0.4514, 0.5982, 0.3506
    ], [
        0.5563, 0.7386, -0.6407, 0.9073, -0.5211, -0.8167, -0.3771,
        -0.0318, 0.2861, 0.1176, 0.0943, -0.6077, -0.9317, -0.5372,
        -0.4934, -0.3637, -0.8035, -0.8627, -0.5399, 0.6036
    ]]

    absdiff = np.max(np.abs(np.asarray(expected) - np.asarray(actual)))
    assert absdiff < 1e-5

def time():
    opt = init()
    print('dt', timeit.timeit("opt.ask(n_points=20)", globals=locals()))

if __name__ == "__main__":
    test()
    time()
```
---
 freqtrade/optimize/space/decimalspace.py | 18 +++++++++++-------
 1 file changed, 11 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/space/decimalspace.py b/freqtrade/optimize/space/decimalspace.py
index 643999cc1..220502e69 100644
--- a/freqtrade/optimize/space/decimalspace.py
+++ b/freqtrade/optimize/space/decimalspace.py
@@ -7,11 +7,15 @@ class SKDecimal(Integer):
     def __init__(self, low, high, decimals=3, prior="uniform", base=10, transform=None,
                  name=None, dtype=np.int64):
         self.decimals = decimals
-        _low = int(low * pow(10, self.decimals))
-        _high = int(high * pow(10, self.decimals))
+
+        self.pow_dot_one = pow(0.1, self.decimals)
+        self.pow_ten = pow(10, self.decimals)
+
+        _low = int(low * self.pow_ten)
+        _high = int(high * self.pow_ten)
         # trunc to precision to avoid points out of space
-        self.low_orig = round(_low * pow(0.1, self.decimals), self.decimals)
-        self.high_orig = round(_high * pow(0.1, self.decimals), self.decimals)
+        self.low_orig = round(_low * self.pow_dot_one, self.decimals)
+        self.high_orig = round(_high * self.pow_dot_one, self.decimals)
 
         super().__init__(_low, _high, prior, base, transform, name, dtype)
 
@@ -25,9 +29,9 @@ class SKDecimal(Integer):
         return self.low_orig <= point <= self.high_orig
 
     def transform(self, Xt):
-        aa = [int(x * pow(10, self.decimals)) for x in Xt]
-        return super().transform(aa)
+        return super().transform([int(v * self.pow_ten) for v in Xt])
 
     def inverse_transform(self, Xt):
         res = super().inverse_transform(Xt)
-        return [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
+        # equivalent to [round(x * pow(0.1, self.decimals), self.decimals) for x in res]
+        return [int(v) / self.pow_ten for v in res]

From f7926083ca9a1eaa16c401bd18bfce4a209a2d74 Mon Sep 17 00:00:00 2001
From: Simon Ebner <Simon.Ebner@advertima.com>
Date: Sun, 24 Oct 2021 22:59:28 +0200
Subject: [PATCH 805/834] Clean up unclosed file handles

Close all file handles that are left dangling to avoid warnings such as

```
ResourceWarning: unclosed file <_io.TextIOWrapper
name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r'))
```
---
 freqtrade/optimize/hyperopt_tools.py    | 10 +++++-----
 freqtrade/strategy/hyper.py             |  3 ++-
 tests/optimize/test_hyperopt_tools.py   |  3 ++-
 tests/strategy/test_strategy_loading.py |  4 ++--
 4 files changed, 11 insertions(+), 9 deletions(-)

diff --git a/freqtrade/optimize/hyperopt_tools.py b/freqtrade/optimize/hyperopt_tools.py
index cfbc2757e..0b2efa5c2 100755
--- a/freqtrade/optimize/hyperopt_tools.py
+++ b/freqtrade/optimize/hyperopt_tools.py
@@ -1,4 +1,3 @@
-
 import io
 import logging
 from copy import deepcopy
@@ -64,10 +63,11 @@ class HyperoptTools():
             'export_time': datetime.now(timezone.utc),
         }
         logger.info(f"Dumping parameters to {filename}")
-        rapidjson.dump(final_params, filename.open('w'), indent=2,
-                       default=hyperopt_serializer,
-                       number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
-                       )
+        with filename.open('w') as f:
+            rapidjson.dump(final_params, f, indent=2,
+                           default=hyperopt_serializer,
+                           number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
+                           )
 
     @staticmethod
     def try_export_params(config: Dict[str, Any], strategy_name: str, params: Dict):
diff --git a/freqtrade/strategy/hyper.py b/freqtrade/strategy/hyper.py
index dad282d7e..eaf41263a 100644
--- a/freqtrade/strategy/hyper.py
+++ b/freqtrade/strategy/hyper.py
@@ -381,7 +381,8 @@ class HyperStrategyMixin(object):
         if filename.is_file():
             logger.info(f"Loading parameters from file {filename}")
             try:
-                params = json_load(filename.open('r'))
+                with filename.open('r') as f:
+                    params = json_load(f)
                 if params.get('strategy_name') != self.__class__.__name__:
                     raise OperationalException('Invalid parameter file provided.')
                 return params
diff --git a/tests/optimize/test_hyperopt_tools.py b/tests/optimize/test_hyperopt_tools.py
index 9c2b2e8fc..d9a52db39 100644
--- a/tests/optimize/test_hyperopt_tools.py
+++ b/tests/optimize/test_hyperopt_tools.py
@@ -209,7 +209,8 @@ def test_export_params(tmpdir):
 
     assert filename.is_file()
 
-    content = rapidjson.load(filename.open('r'))
+    with filename.open('r') as f:
+        content = rapidjson.load(f)
     assert content['strategy_name'] == 'StrategyTestV2'
     assert 'params' in content
     assert "buy" in content["params"]
diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py
index 3a30a824a..3590c3e01 100644
--- a/tests/strategy/test_strategy_loading.py
+++ b/tests/strategy/test_strategy_loading.py
@@ -62,8 +62,8 @@ def test_load_strategy(default_conf, result):
 
 
 def test_load_strategy_base64(result, caplog, default_conf):
-    with (Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py').open("rb") as file:
-        encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
+    filepath = Path(__file__).parents[2] / 'freqtrade/templates/sample_strategy.py'
+    encoded_string = urlsafe_b64encode(filepath.read_bytes()).decode("utf-8")
     default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
 
     strategy = StrategyResolver.load_strategy(default_conf)

From 520c5687aa56ea60d0d021d2d944e98913913669 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 25 Oct 2021 03:01:05 +0000
Subject: [PATCH 806/834] Bump prompt-toolkit from 3.0.20 to 3.0.21

Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.20 to 3.0.21.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/commits)

---
updated-dependencies:
- dependency-name: prompt-toolkit
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index b10bbabf6..b12697040 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -41,4 +41,4 @@ psutil==5.8.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.10.0
-prompt-toolkit==3.0.20
+prompt-toolkit==3.0.21

From b50b38f049374634903c2911636dd0150dd34aa3 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 25 Oct 2021 03:01:10 +0000
Subject: [PATCH 807/834] Bump sqlalchemy from 1.4.25 to 1.4.26

Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.25 to 1.4.26.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index b10bbabf6..27649eb7a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -6,7 +6,7 @@ ccxt==1.58.47
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==35.0.0
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.25
+SQLAlchemy==1.4.26
 python-telegram-bot==13.7
 arrow==1.2.0
 cachetools==4.2.2

From 3d90305f8e4a130dfda821c7008ab9fdd69d8511 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 25 Oct 2021 03:01:29 +0000
Subject: [PATCH 808/834] Bump ccxt from 1.58.47 to 1.59.2

Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.58.47 to 1.59.2.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.58.47...1.59.2)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index b10bbabf6..b3e5b1cc7 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,7 +2,7 @@ numpy==1.21.2
 pandas==1.3.4
 pandas-ta==0.3.14b
 
-ccxt==1.58.47
+ccxt==1.59.2
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==35.0.0
 aiohttp==3.7.4.post0

From 826d4eb2f42bea1656c6a3bf8f8e5519fbfc5479 Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 25 Oct 2021 03:01:33 +0000
Subject: [PATCH 809/834] Bump jsonschema from 4.1.0 to 4.1.2

Bumps [jsonschema](https://github.com/Julian/jsonschema) from 4.1.0 to 4.1.2.
- [Release notes](https://github.com/Julian/jsonschema/releases)
- [Changelog](https://github.com/Julian/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/Julian/jsonschema/compare/v4.1.0...v4.1.2)

---
updated-dependencies:
- dependency-name: jsonschema
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index b10bbabf6..504123583 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -12,7 +12,7 @@ arrow==1.2.0
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7
-jsonschema==4.1.0
+jsonschema==4.1.2
 TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9

From 538d9e8b375d863105855901d4cccde8d98770bf Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 25 Oct 2021 04:40:24 +0000
Subject: [PATCH 810/834] Bump arrow from 1.2.0 to 1.2.1

Bumps [arrow](https://github.com/arrow-py/arrow) from 1.2.0 to 1.2.1.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/1.2.0...1.2.1)

---
updated-dependencies:
- dependency-name: arrow
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 84fd2b771..10abecd0d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -8,7 +8,7 @@ cryptography==35.0.0
 aiohttp==3.7.4.post0
 SQLAlchemy==1.4.26
 python-telegram-bot==13.7
-arrow==1.2.0
+arrow==1.2.1
 cachetools==4.2.2
 requests==2.26.0
 urllib3==1.26.7

From 4e88bd07fa0073584f1bead80a2ded02f14606ff Mon Sep 17 00:00:00 2001
From: "dependabot[bot]" <49699333+dependabot[bot]@users.noreply.github.com>
Date: Mon, 25 Oct 2021 04:40:30 +0000
Subject: [PATCH 811/834] Bump numpy from 1.21.2 to 1.21.3

Bumps [numpy](https://github.com/numpy/numpy) from 1.21.2 to 1.21.3.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.21.2...v1.21.3)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
---
 requirements.txt | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/requirements.txt b/requirements.txt
index 84fd2b771..04683b97a 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-numpy==1.21.2
+numpy==1.21.3
 pandas==1.3.4
 pandas-ta==0.3.14b
 

From cea251c83c771ae2d3a220d4103569bb46cd6040 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 25 Oct 2021 06:46:02 +0200
Subject: [PATCH 812/834] Clarify documentation for /forcebuy

closes #5783
---
 docs/telegram-usage.md    | 2 +-
 freqtrade/rpc/telegram.py | 2 +-
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md
index b9d01a236..0c45fbbf1 100644
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -171,7 +171,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
 | `/forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
 | `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
-| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
+| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`forcebuy_enable` must be set to True)
 | `/performance` | Show performance of each finished trade grouped by pair
 | `/balance` | Show account balance per currency
 | `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 846747f40..771d8bfa4 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -1033,7 +1033,7 @@ class Telegram(RPCHandler):
         :return: None
         """
         forcebuy_text = ("*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. "
-                         "Optionally takes a rate at which to buy.` \n")
+                         "Optionally takes a rate at which to buy (only applies to limit orders).` \n")
         message = ("*/start:* `Starts the trader`\n"
                    "*/stop:* `Stops the trader`\n"
                    "*/status <trade_id>|[table]:* `Lists all open trades`\n"

From 262f186a37cf58ec5720f872fe94ad25c3992052 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 25 Oct 2021 07:19:47 +0200
Subject: [PATCH 813/834] .

---
 freqtrade/rpc/telegram.py | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py
index 771d8bfa4..073583940 100644
--- a/freqtrade/rpc/telegram.py
+++ b/freqtrade/rpc/telegram.py
@@ -1033,7 +1033,8 @@ class Telegram(RPCHandler):
         :return: None
         """
         forcebuy_text = ("*/forcebuy <pair> [<rate>]:* `Instantly buys the given pair. "
-                         "Optionally takes a rate at which to buy (only applies to limit orders).` \n")
+                         "Optionally takes a rate at which to buy "
+                         "(only applies to limit orders).` \n")
         message = ("*/start:* `Starts the trader`\n"
                    "*/stop:* `Stops the trader`\n"
                    "*/status <trade_id>|[table]:* `Lists all open trades`\n"

From 88b96d5d1b1aea451331bd92a664e7a92b00dfed Mon Sep 17 00:00:00 2001
From: Robert Roman <robertroman7@gmail.com>
Date: Mon, 25 Oct 2021 00:45:10 -0500
Subject: [PATCH 814/834] Update hyperopt_loss_calmar.py

---
 freqtrade/optimize/hyperopt_loss_calmar.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt_loss_calmar.py b/freqtrade/optimize/hyperopt_loss_calmar.py
index 802aa949b..ace08794a 100644
--- a/freqtrade/optimize/hyperopt_loss_calmar.py
+++ b/freqtrade/optimize/hyperopt_loss_calmar.py
@@ -54,7 +54,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
         except ValueError:
             max_drawdown = 0
 
-        if max_drawdown != 0 and trade_count > 2000:
+        if max_drawdown != 0:
             calmar_ratio = expected_returns_mean / max_drawdown * msqrt(365)
         else:
             # Define high (negative) calmar ratio to be clear that this is NOT optimal.

From c3f3bdaa2ae03ebffba27ba71cf1b7276fa77e76 Mon Sep 17 00:00:00 2001
From: incrementby1 <ph329709@gmail.com>
Date: Tue, 26 Oct 2021 00:04:40 +0200
Subject: [PATCH 815/834] Add "allow_position_stacking" value to config, which
 allows rebuys of a pair Add function unlock_reason(str: pair) which removes
 all PairLocks with reason Provide demo strategy that allows buying the same
 pair multiple times

---
 StackingConfig.json                          |  89 +++
 StackingDemo.py                              | 593 +++++++++++++++++++
 freqtrade/configuration/configuration.py     |   6 +
 freqtrade/freqtradebot.py                    |  17 +-
 freqtrade/persistence/pairlock_middleware.py |  18 +
 freqtrade/strategy/interface.py              |   9 +
 6 files changed, 727 insertions(+), 5 deletions(-)
 create mode 100644 StackingConfig.json
 create mode 100644 StackingDemo.py

diff --git a/StackingConfig.json b/StackingConfig.json
new file mode 100644
index 000000000..750ef92c6
--- /dev/null
+++ b/StackingConfig.json
@@ -0,0 +1,89 @@
+
+{
+    "max_open_trades": 12,
+    "stake_currency": "USDT",
+    "stake_amount": 100,
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "timeframe": "5m",
+    "dry_run": true,
+    "cancel_open_orders_on_exit": false,
+    "allow_position_stacking": true,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30,
+        "unit": "minutes"
+    },
+    "bid_strategy": {
+        "price_side": "ask",
+        "ask_last_balance": 0.0,
+        "use_order_book": true,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy": {
+        "price_side": "bid",
+        "use_order_book": true,
+        "order_book_top": 1
+    },
+    "exchange": {
+        "name": "binance",
+        "key": "",
+        "secret": "",
+        "ccxt_config": {},
+        "ccxt_async_config": {},
+        "pair_whitelist": [
+        ],
+        "pair_blacklist": [
+            "BNB/.*"
+        ]
+    },
+    "pairlists": [
+        {
+            "method": "VolumePairList",
+            "number_assets": 80,
+            "sort_key": "quoteVolume",
+            "min_value": 0,
+            "refresh_period": 1800
+        }
+    ],
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "",
+        "chat_id": ""
+    },
+    "api_server": {
+        "enabled": true,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "enable_openapi": false,
+        "jwt_secret_key": "908cd4469c824f3838bfe56e4120d3a3dbda5294ef583ffc62c82f54d2c1bf58",
+        "CORS_origins": [],
+        "username": "user",
+        "password": "pass"
+    },
+    "bot_name": "freqtrade",
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}
diff --git a/StackingDemo.py b/StackingDemo.py
new file mode 100644
index 000000000..739e847b7
--- /dev/null
+++ b/StackingDemo.py
@@ -0,0 +1,593 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+# flake8: noqa: F401
+
+# --- Do not remove these libs ---
+import numpy as np  # noqa
+import pandas as pd  # noqa
+from pandas import DataFrame
+
+from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
+                                IStrategy, IntParameter)
+
+# --------------------------------
+# Add your lib to import here
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+from freqtrade.persistence import Trade
+from datetime import datetime,timezone,timedelta
+
+"""
+ Warning:
+This is still work in progress, so there is no warranty that everything works as intended, 
+it is possible that this strategy results in huge losses or doesn't even work at all.
+Make sure to only run this in dry_mode so you don't lose any money.
+
+"""
+
+class StackingDemo(IStrategy):
+    """
+    This is the default strategy template with added functions for trade stacking / buying the same positions multiple times.
+    It should function like this:
+        Find good buys using indicators. 
+        When a new buy occurs the strategy will enable rebuys of the pair like this:
+            self.custom_info[metadata["pair"]]["rebuy"] = 1
+        Then, if the price should drop after the last buy within the timerange of rebuy_time_limit_hours,
+        the same pair will be purchased again. This is intended to help with reducing possible losses.
+        If the price only goes up after the first buy, the strategy won't buy this pair again, and after the time limit is over,
+        look for other pairs to buy.
+        For selling there is this flag:
+            self.custom_info[metadata["pair"]]["resell"] = 1
+        which should simply sell all trades of this pair until none are left.
+
+    You can set how many pairs you want to trade and how many trades you want to allow for a pair, 
+    but you must make sure to set max_open_trades to the produce of max_open_pairs and max_open_trades in your configuration file.
+    Also allow_position_stacking has to be set to true in the configuration file.
+
+    For backtesting make sure to provide --enable-position-stacking as an argument in the command line.
+    Backtesting will be slow.
+    Hyperopt was not tested.
+    
+    # run the bot:
+    freqtrade trade -c StackingConfig.json -s StackingDemo --db-url sqlite:///tradesv3_StackingDemo_dry-run.sqlite --dry-run
+    """
+    # Strategy interface version - allow new iterations of the strategy interface.
+    # Check the documentation or the Sample strategy to get the latest version.
+    INTERFACE_VERSION = 2
+
+    # how many pairs to trade / trades per pair if allow_position_stacking is enabled
+    max_open_pairs, max_trades_per_pair = 4, 3
+    # make sure to have this value in your config file
+    max_open_trades = max_open_pairs * max_trades_per_pair
+
+    # debugging
+    print_trades = True
+
+    # specify for how long to want to allow rebuys of this pair
+    rebuy_time_limit_hours = 2
+
+    # store additional information needed for this strategy:
+    custom_info = {}
+    custom_num_open_pairs = {}
+
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi".
+    minimal_roi = {
+#        "60": 0.01,
+#        "30": 0.02,
+        "0": 0.001
+    }
+
+    # Optimal stoploss designed for the strategy.
+    # This attribute will be overridden if the config file contains "stoploss".
+    stoploss = -0.10
+
+    # Trailing stoploss
+    trailing_stop = False
+    # trailing_only_offset_is_reached = False
+    # trailing_stop_positive = 0.01
+    # trailing_stop_positive_offset = 0.0  # Disabled / not configured
+
+    # Optimal timeframe for the strategy.
+    timeframe = '5m'
+
+    # Run "populate_indicators()" only for new candle.
+    process_only_new_candles = False
+
+    # These values can be overridden in the "ask_strategy" section in the config.
+    use_sell_signal = True
+    sell_profit_only = False
+    ignore_roi_if_buy_signal = False
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 30
+
+    # Optional order type mapping.
+    order_types = {
+        'buy': 'market',
+        'sell': 'market',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
+    # Optional order time in force.
+    order_time_in_force = {
+        'buy': 'gtc',
+        'sell': 'gtc'
+    }
+    
+    plot_config = {
+        # Main plot indicators (Moving averages, ...)
+        'main_plot': {
+            'tema': {},
+            'sar': {'color': 'white'},
+        },
+        'subplots': {
+            # Subplots - each dict defines one additional plot
+            "MACD": {
+                'macd': {'color': 'blue'},
+                'macdsignal': {'color': 'orange'},
+            },
+            "RSI": {
+                'rsi': {'color': 'red'},
+            }
+        }
+    }
+    def informative_pairs(self):
+        """
+        Define additional, informative pair/interval combinations to be cached from the exchange.
+        These pair/interval combinations are non-tradeable, unless they are part
+        of the whitelist as well.
+        For more information, please consult the documentation
+        :return: List of tuples in the format (pair, interval)
+            Sample: return [("ETH/USDT", "5m"),
+                            ("BTC/USDT", "15m"),
+                            ]
+        """
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Adds several different TA indicators to the given DataFrame
+
+        Performance Note: For the best performance be frugal on the number of indicators
+        you are using. Let uncomment only the indicator you are using in your strategies
+        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
+        :param dataframe: Dataframe with data from the exchange
+        :param metadata: Additional information, like the currently traded pair
+        :return: a Dataframe with all mandatory indicators for the strategies
+        """
+
+        # STACKING STUFF
+
+        # confirm config
+        self.max_trades_per_pair = self.config['max_open_trades'] / self.max_open_pairs
+        if not self.config["allow_position_stacking"]:
+            self.max_trades_per_pair = 1
+
+        # store number of open pairs
+        self.custom_num_open_pairs = {"num_open_pairs": 0}
+
+        # Store custom information for this pair:
+        if not metadata["pair"] in self.custom_info:
+            self.custom_info[metadata["pair"]] = {}
+
+        if not "rebuy" in self.custom_info[metadata["pair"]]:
+            # number of trades for this pair
+            self.custom_info[metadata["pair"]]["num_trades"] = 0
+            # use rebuy/resell as buy-/sell- indicators
+            self.custom_info[metadata["pair"]]["rebuy"] = 0
+            self.custom_info[metadata["pair"]]["resell"] = 0
+            # store latest open_date for this pair
+            self.custom_info[metadata["pair"]]["last_open_date"] = datetime.now(timezone.utc) - timedelta(days=100)
+            # stare the value of the latest open price for this pair
+            self.custom_info[metadata["pair"]]["latest_open_rate"] = 0
+
+        # INDICATORS
+
+        # Momentum Indicators
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # # Plus Directional Indicator / Movement
+        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+        # # Minus Directional Indicator / Movement
+        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # # Aroon, Aroon Oscillator
+        # aroon = ta.AROON(dataframe)
+        # dataframe['aroonup'] = aroon['aroonup']
+        # dataframe['aroondown'] = aroon['aroondown']
+        # dataframe['aroonosc'] = ta.AROONOSC(dataframe)
+
+        # # Awesome Oscillator
+        # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+
+        # # Keltner Channel
+        # keltner = qtpylib.keltner_channel(dataframe)
+        # dataframe["kc_upperband"] = keltner["upper"]
+        # dataframe["kc_lowerband"] = keltner["lower"]
+        # dataframe["kc_middleband"] = keltner["mid"]
+        # dataframe["kc_percent"] = (
+        #     (dataframe["close"] - dataframe["kc_lowerband"]) /
+        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"])
+        # )
+        # dataframe["kc_width"] = (
+        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]
+        # )
+
+        # # Ultimate Oscillator
+        # dataframe['uo'] = ta.ULTOSC(dataframe)
+
+        # # Commodity Channel Index: values [Oversold:-100, Overbought:100]
+        # dataframe['cci'] = ta.CCI(dataframe)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+        # rsi = 0.1 * (dataframe['rsi'] - 50)
+        # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
+
+        # # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
+        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+        # # Stochastic Slow
+        # stoch = ta.STOCH(dataframe)
+        # dataframe['slowd'] = stoch['slowd']
+        # dataframe['slowk'] = stoch['slowk']
+
+        # Stochastic Fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # # Stochastic RSI
+        # Please read https://github.com/freqtrade/freqtrade/issues/2961 before using this.
+        # STOCHRSI is NOT aligned with tradingview, which may result in non-expected results.
+        # stoch_rsi = ta.STOCHRSI(dataframe)
+        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
+        # dataframe['fastk_rsi'] = stoch_rsi['fastk']
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # MFI
+        dataframe['mfi'] = ta.MFI(dataframe)
+
+        # # ROC
+        # dataframe['roc'] = ta.ROC(dataframe)
+
+        # Overlap Studies
+        # ------------------------------------
+
+        # Bollinger Bands
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe['bb_lowerband'] = bollinger['lower']
+        dataframe['bb_middleband'] = bollinger['mid']
+        dataframe['bb_upperband'] = bollinger['upper']
+        dataframe["bb_percent"] = (
+            (dataframe["close"] - dataframe["bb_lowerband"]) /
+            (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
+        )
+        dataframe["bb_width"] = (
+            (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
+        )
+
+        # Bollinger Bands - Weighted (EMA based instead of SMA)
+        # weighted_bollinger = qtpylib.weighted_bollinger_bands(
+        #     qtpylib.typical_price(dataframe), window=20, stds=2
+        # )
+        # dataframe["wbb_upperband"] = weighted_bollinger["upper"]
+        # dataframe["wbb_lowerband"] = weighted_bollinger["lower"]
+        # dataframe["wbb_middleband"] = weighted_bollinger["mid"]
+        # dataframe["wbb_percent"] = (
+        #     (dataframe["close"] - dataframe["wbb_lowerband"]) /
+        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"])
+        # )
+        # dataframe["wbb_width"] = (
+        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) / dataframe["wbb_middleband"]
+        # )
+
+        # # EMA - Exponential Moving Average
+        # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
+        # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+        # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+        # dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21)
+        # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+        # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+
+        # # SMA - Simple Moving Average
+        # dataframe['sma3'] = ta.SMA(dataframe, timeperiod=3)
+        # dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5)
+        # dataframe['sma10'] = ta.SMA(dataframe, timeperiod=10)
+        # dataframe['sma21'] = ta.SMA(dataframe, timeperiod=21)
+        # dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50)
+        # dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100)
+
+        # Parabolic SAR
+        dataframe['sar'] = ta.SAR(dataframe)
+
+        # TEMA - Triple Exponential Moving Average
+        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+
+        # Cycle Indicator
+        # ------------------------------------
+        # Hilbert Transform Indicator - SineWave
+        hilbert = ta.HT_SINE(dataframe)
+        dataframe['htsine'] = hilbert['sine']
+        dataframe['htleadsine'] = hilbert['leadsine']
+
+        # Pattern Recognition - Bullish candlestick patterns
+        # ------------------------------------
+        # # Hammer: values [0, 100]
+        # dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
+        # # Inverted Hammer: values [0, 100]
+        # dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
+        # # Dragonfly Doji: values [0, 100]
+        # dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
+        # # Piercing Line: values [0, 100]
+        # dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
+        # # Morningstar: values [0, 100]
+        # dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
+        # # Three White Soldiers: values [0, 100]
+        # dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
+
+        # Pattern Recognition - Bearish candlestick patterns
+        # ------------------------------------
+        # # Hanging Man: values [0, 100]
+        # dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
+        # # Shooting Star: values [0, 100]
+        # dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
+        # # Gravestone Doji: values [0, 100]
+        # dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
+        # # Dark Cloud Cover: values [0, 100]
+        # dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
+        # # Evening Doji Star: values [0, 100]
+        # dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
+        # # Evening Star: values [0, 100]
+        # dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
+
+        # Pattern Recognition - Bullish/Bearish candlestick patterns
+        # ------------------------------------
+        # # Three Line Strike: values [0, -100, 100]
+        # dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
+        # # Spinning Top: values [0, -100, 100]
+        # dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
+        # # Engulfing: values [0, -100, 100]
+        # dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
+        # # Harami: values [0, -100, 100]
+        # dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
+        # # Three Outside Up/Down: values [0, -100, 100]
+        # dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
+        # # Three Inside Up/Down: values [0, -100, 100]
+        # dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
+
+        # # Chart type
+        # # ------------------------------------
+        # # Heikin Ashi Strategy
+        # heikinashi = qtpylib.heikinashi(dataframe)
+        # dataframe['ha_open'] = heikinashi['open']
+        # dataframe['ha_close'] = heikinashi['close']
+        # dataframe['ha_high'] = heikinashi['high']
+        # dataframe['ha_low'] = heikinashi['low']
+
+        # Retrieve best bid and best ask from the orderbook
+        # ------------------------------------
+        """
+        # first check if dataprovider is available
+        if self.dp:
+            if self.dp.runmode.value in ('live', 'dry_run'):
+                ob = self.dp.orderbook(metadata['pair'], 1)
+                dataframe['best_bid'] = ob['bids'][0][0]
+                dataframe['best_ask'] = ob['asks'][0][0]
+        """
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame populated with indicators
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (
+#                    (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+#                    (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
+#                    (dataframe['tema'] > dataframe['tema'].shift(1)) |  # Guard: tema is raising
+                    (dataframe['close'] < dataframe['close'].shift(1)) |
+                    # use either buy signal or rebuy flag to trigger a buy
+                    (self.custom_info[metadata["pair"]]["rebuy"] == 1)
+                ) &
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame populated with indicators
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (
+#                    (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
+#                    (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
+#                    (dataframe['tema'] < dataframe['tema'].shift(1)) |  # Guard: tema is falling
+                    # use either sell signal or resell flag to trigger a sell
+                    (dataframe['close'] > dataframe['close'].shift(1)) |
+                    (self.custom_info[metadata["pair"]]["resell"] == 1)
+                ) &
+                (dataframe['volume'] > 0)  # Make sure Volume is not 0
+            ),
+            'sell'] = 1
+        return dataframe
+
+    # use_custom_sell = True
+
+    def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
+                    current_profit: float, **kwargs) -> 'Optional[Union[str, bool]]':
+        """
+        Custom sell signal logic indicating that specified position should be sold. Returning a
+        string or True from this method is equal to setting sell signal on a candle at specified
+        time. This method is not called when sell signal is set.
+
+        This method should be overridden to create sell signals that depend on trade parameters. For
+        example you could implement a sell relative to the candle when the trade was opened,
+        or a custom 1:2 risk-reward ROI.
+
+        Custom sell reason max length is 64. Exceeding characters will be removed.
+
+        :param pair: Pair that's currently analyzed
+        :param trade: trade object.
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return: To execute sell, return a string with custom sell reason or True. Otherwise return
+        None or False.
+        """
+        # if self.custom_info[pair]["resell"] == 1:
+        #    return 'resell'
+        return None
+
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
+        return_statement = True
+
+        if self.config['allow_position_stacking']:
+            return_statement = self.check_open_trades(pair, rate, current_time)
+
+        # debugging
+        if return_statement and self.print_trades:
+            # use str.join() for speed
+            out = (current_time.strftime("%c"), " Bought: ", pair, ", rate: ", str(rate), ", rebuy: ", str(self.custom_info[pair]["rebuy"]), ", trades: ", str(self.custom_info[pair]["num_trades"]))
+            print("".join(out))
+
+        return return_statement
+
+    def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str,
+                           current_time: 'datetime', **kwargs) -> bool:
+
+        if self.config["allow_position_stacking"]:
+
+            # unlock open pairs limit after every sell
+            self.unlock_reason('Open pairs limit')
+
+            # unlock open pairs limit after last item is sold
+            if self.custom_info[pair]["num_trades"] == 1:
+                # decrement open_pairs_count by 1 if last item is sold
+                self.custom_num_open_pairs["num_open_pairs"]-=1
+                self.custom_info[pair]["resell"] = 0
+                # reset rate
+                self.custom_info[pair]["latest_open_rate"] = 0.0
+                self.unlock_reason('Trades per pair limit')
+
+            # change dataframe to produce sell signal after a sell
+            if self.custom_info[pair]["num_trades"] >= self.max_trades_per_pair:
+                self.custom_info[pair]["resell"] = 1
+
+            # decrement number of trades by 1:
+            self.custom_info[pair]["num_trades"]-=1
+
+        # debugging stuff
+        if self.print_trades:
+            # use str.join() for speed
+            out = (current_time.strftime("%c"), " Sold: ", pair, ", rate: ", str(rate),", profit: ", str(trade.calc_profit_ratio(rate)), ", resell: ", str(self.custom_info[pair]["resell"]), ", trades: ", str(self.custom_info[pair]["num_trades"]))
+            print("".join(out))
+
+        return True
+
+    def check_open_trades(self, pair: str, rate: float, current_time: datetime):
+
+        # retrieve information about current open pairs
+        tr_info = self.get_trade_information(pair)
+
+        # update number of open trades for the pair
+        self.custom_info[pair]["num_trades"] = tr_info[1]
+        self.custom_num_open_pairs["num_open_pairs"] = len(tr_info[0])
+        # update value of the last open price
+        self.custom_info[pair]["latest_open_rate"] = tr_info[2]
+
+        # don't buy if we have enough trades for this pair
+        if self.custom_info[pair]["num_trades"] >= self.max_trades_per_pair:
+            # lock if we already have enough pairs open, will be unlocked after last item of a pair is sold
+            self.lock_pair(pair, until=datetime.now(timezone.utc) + timedelta(days=100), reason='Trades per pair limit')
+            self.custom_info[pair]["rebuy"] = 0
+            return False
+
+        # don't buy if we have enough pairs
+        if self.custom_num_open_pairs["num_open_pairs"] >= self.max_open_pairs:
+            if not pair in tr_info[0]:
+                # lock if this pair is not in our list, will be unlocked after the next sell
+                self.lock_pair(pair, until=datetime.now(timezone.utc) + timedelta(days=100), reason='Open pairs limit')
+                self.custom_info[pair]["rebuy"] = 0
+                return False
+
+        # don't buy at a higher price, try until time limit is exceeded; skips if it's the first trade'
+        if rate > self.custom_info[pair]["latest_open_rate"] and self.custom_info[pair]["latest_open_rate"] != 0.0:
+            # how long do we want to try buying cheaper before we look for other pairs?
+            if (current_time - self.custom_info[pair]['last_open_date']).seconds/3600 > self.rebuy_time_limit_hours:
+                self.custom_info[pair]["rebuy"] = 0
+                self.unlock_reason('Open pairs limit')
+            return False
+
+        # set rebuy flag if num_trades < limit-1
+        if self.custom_info[pair]["num_trades"] < self.max_trades_per_pair-1:
+            self.custom_info[pair]["rebuy"] = 1
+        else:
+            self.custom_info[pair]["rebuy"] = 0
+
+        # update rate
+        self.custom_info[pair]["latest_open_rate"] = rate
+
+        #update date open
+        self.custom_info[pair]["last_open_date"] = current_time
+
+        # increment trade count by 1
+        self.custom_info[pair]["num_trades"]+=1
+
+        return True
+
+    # custom function to help with the strategy
+    def get_trade_information(self, pair:str):
+
+        latest_open_rate, trade_count = 0, 0.0
+        # store all open pairs
+        open_pairs = []
+
+        ### start nested function
+        def compare_trade(trade: Trade):
+            nonlocal trade_count, latest_open_rate, pair
+            if trade.pair == pair:
+                # update latest_rate
+                latest_open_rate = trade.open_rate
+                trade_count+=1
+            return trade.pair
+        ### end nested function
+
+        # replaced for loop with map for speed
+        open_pairs = map(compare_trade, Trade.get_open_trades())
+        # remove duplicates
+        open_pairs = (list(dict.fromkeys(open_pairs)))
+
+        #print(*open_pairs, sep="\n")
+
+        # put this all together to reduce the amount of loops
+        return open_pairs, trade_count, latest_open_rate
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 822577916..d4cf09821 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -137,6 +137,12 @@ class Configuration:
         setup_logging(config)
 
     def _process_trading_options(self, config: Dict[str, Any]) -> None:
+
+        # Allow_position_stacking defaults to False
+        if not config.get('allow_position_stacking'):
+            config['allow_position_stacking'] = False
+        logger.info('Allow_position_stacking is set to ' + str(config['allow_position_stacking']))
+
         if config['runmode'] not in TRADING_MODES:
             return
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index bf4742fdc..850cd1700 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
 import copy
 import logging
 import traceback
-from datetime import datetime, timezone
+from datetime import datetime, timedelta, timezone
 from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional
@@ -359,10 +359,12 @@ class FreqtradeBot(LoggingMixin):
             logger.info("Active pair whitelist is empty.")
             return trades_created
         # Remove pairs for currently opened trades from the whitelist
-        for trade in Trade.get_open_trades():
-            if trade.pair in whitelist:
-                whitelist.remove(trade.pair)
-                logger.debug('Ignoring %s in pair whitelist', trade.pair)
+        # Allow rebuying of the same pair if allow_position_stacking is set to True
+        if not self.config['allow_position_stacking']:
+            for trade in Trade.get_open_trades():
+                if trade.pair in whitelist:
+                    whitelist.remove(trade.pair)
+                    logger.debug('Ignoring %s in pair whitelist', trade.pair)
 
         if not whitelist:
             logger.info("No currency pair in active pair whitelist, "
@@ -592,6 +594,11 @@ class FreqtradeBot(LoggingMixin):
 
         self._notify_enter(trade, order_type)
 
+        # Lock pair for 1 timeframe duration to prevent immediate rebuys
+        if self.config['allow_position_stacking']:
+            self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc) + timedelta(minutes=timeframe_to_minutes(self.config['timeframe'])),
+                                        reason='Prevent immediate rebuys')
+
         return True
 
     def _notify_enter(self, trade: Trade, order_type: str) -> None:
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index 8662fc36d..6e0164182 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -103,6 +103,24 @@ class PairLocks():
         if PairLocks.use_db:
             PairLock.query.session.commit()
 
+    @staticmethod
+    def unlock_reason(reason: str, now: Optional[datetime] = None) -> None:
+        """
+        Release all locks for this reason.
+        :param reason: Which reason to unlock
+        :param now: Datetime object (generated via datetime.now(timezone.utc)).
+            defaults to datetime.now(timezone.utc)
+        """
+        if not now:
+            now = datetime.now(timezone.utc)
+        logger.info(f"Releasing all locks with reason \'{reason}\'.")
+        locks = PairLocks.get_all_locks()
+        for lock in locks:
+            if lock.reason == reason:
+                lock.active = False
+        if PairLocks.use_db:
+            PairLock.query.session.commit()
+
     @staticmethod
     def is_global_lock(now: Optional[datetime] = None) -> bool:
         """
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7420bd9fd..547d9313f 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -443,6 +443,15 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         PairLocks.unlock_pair(pair, datetime.now(timezone.utc))
 
+    def unlock_reason(self, reason: str) -> None:
+        """
+        Unlocks all pairs previously locked using lock_pair with specified reason.
+        Not used by freqtrade itself, but intended to be used if users lock pairs
+        manually from within the strategy, to allow an easy way to unlock pairs.
+        :param reason: Unlock pairs to allow trading again
+        """
+        PairLocks.unlock_reason(reason, datetime.now(timezone.utc))
+
     def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
         """
         Checks if a pair is currently locked

From ae068996941bf10f95786da39942402f77944116 Mon Sep 17 00:00:00 2001
From: incrementby1 <ph329709@gmail.com>
Date: Tue, 26 Oct 2021 00:29:11 +0200
Subject: [PATCH 816/834] removed commenting

---
 StackingDemo.py | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

diff --git a/StackingDemo.py b/StackingDemo.py
index 739e847b7..2500f86f0 100644
--- a/StackingDemo.py
+++ b/StackingDemo.py
@@ -403,10 +403,9 @@ class StackingDemo(IStrategy):
         dataframe.loc[
             (
                 (
-#                    (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
-#                    (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
-#                    (dataframe['tema'] > dataframe['tema'].shift(1)) |  # Guard: tema is raising
-                    (dataframe['close'] < dataframe['close'].shift(1)) |
+                    (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+                    (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
+                    (dataframe['tema'] > dataframe['tema'].shift(1)) |  # Guard: tema is raising
                     # use either buy signal or rebuy flag to trigger a buy
                     (self.custom_info[metadata["pair"]]["rebuy"] == 1)
                 ) &
@@ -426,11 +425,10 @@ class StackingDemo(IStrategy):
         dataframe.loc[
             (
                 (
-#                    (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
-#                    (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
-#                    (dataframe['tema'] < dataframe['tema'].shift(1)) |  # Guard: tema is falling
+                    (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
+                    (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
+                    (dataframe['tema'] < dataframe['tema'].shift(1)) |  # Guard: tema is falling
                     # use either sell signal or resell flag to trigger a sell
-                    (dataframe['close'] > dataframe['close'].shift(1)) |
                     (self.custom_info[metadata["pair"]]["resell"] == 1)
                 ) &
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0

From 9f6e4c6c0e3c6e3fc4d2ad80cc4bfb3385b13152 Mon Sep 17 00:00:00 2001
From: incrementby1 <ph329709@gmail.com>
Date: Tue, 26 Oct 2021 00:31:17 +0200
Subject: [PATCH 817/834] uncomment

---
 StackingDemo.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/StackingDemo.py b/StackingDemo.py
index 2500f86f0..b88248fac 100644
--- a/StackingDemo.py
+++ b/StackingDemo.py
@@ -73,8 +73,8 @@ class StackingDemo(IStrategy):
     # Minimal ROI designed for the strategy.
     # This attribute will be overridden if the config file contains "minimal_roi".
     minimal_roi = {
-#        "60": 0.01,
-#        "30": 0.02,
+        "60": 0.01,
+        "30": 0.02,
         "0": 0.001
     }
 

From 9c6cbc025aa6886bf551080869d1368e7d480591 Mon Sep 17 00:00:00 2001
From: incrementby1 <91958753+incrementby1@users.noreply.github.com>
Date: Tue, 26 Oct 2021 00:34:01 +0200
Subject: [PATCH 818/834] Update StackingDemo.py

---
 StackingDemo.py | 18 ++++++++----------
 1 file changed, 8 insertions(+), 10 deletions(-)

diff --git a/StackingDemo.py b/StackingDemo.py
index 739e847b7..b88248fac 100644
--- a/StackingDemo.py
+++ b/StackingDemo.py
@@ -73,8 +73,8 @@ class StackingDemo(IStrategy):
     # Minimal ROI designed for the strategy.
     # This attribute will be overridden if the config file contains "minimal_roi".
     minimal_roi = {
-#        "60": 0.01,
-#        "30": 0.02,
+        "60": 0.01,
+        "30": 0.02,
         "0": 0.001
     }
 
@@ -403,10 +403,9 @@ class StackingDemo(IStrategy):
         dataframe.loc[
             (
                 (
-#                    (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
-#                    (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
-#                    (dataframe['tema'] > dataframe['tema'].shift(1)) |  # Guard: tema is raising
-                    (dataframe['close'] < dataframe['close'].shift(1)) |
+                    (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+                    (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
+                    (dataframe['tema'] > dataframe['tema'].shift(1)) |  # Guard: tema is raising
                     # use either buy signal or rebuy flag to trigger a buy
                     (self.custom_info[metadata["pair"]]["rebuy"] == 1)
                 ) &
@@ -426,11 +425,10 @@ class StackingDemo(IStrategy):
         dataframe.loc[
             (
                 (
-#                    (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
-#                    (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
-#                    (dataframe['tema'] < dataframe['tema'].shift(1)) |  # Guard: tema is falling
+                    (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
+                    (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
+                    (dataframe['tema'] < dataframe['tema'].shift(1)) |  # Guard: tema is falling
                     # use either sell signal or resell flag to trigger a sell
-                    (dataframe['close'] > dataframe['close'].shift(1)) |
                     (self.custom_info[metadata["pair"]]["resell"] == 1)
                 ) &
                 (dataframe['volume'] > 0)  # Make sure Volume is not 0

From f80d3d48e46fee629b3e748c9363e5a89a488393 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Oct 2021 06:29:35 +0200
Subject: [PATCH 819/834] Add default to minimal_roi to avoid failures

closes #5796
---
 freqtrade/resolvers/strategy_resolver.py | 18 +++++++++++-------
 freqtrade/strategy/interface.py          |  4 ++--
 2 files changed, 13 insertions(+), 9 deletions(-)

diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py
index e7c077e84..a7b95a3c5 100644
--- a/freqtrade/resolvers/strategy_resolver.py
+++ b/freqtrade/resolvers/strategy_resolver.py
@@ -56,17 +56,21 @@ class StrategyResolver(IResolver):
         if strategy._ft_params_from_file:
             # Set parameters from Hyperopt results file
             params = strategy._ft_params_from_file
-            strategy.minimal_roi = params.get('roi', strategy.minimal_roi)
+            strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {}))
 
-            strategy.stoploss = params.get('stoploss', {}).get('stoploss', strategy.stoploss)
+            strategy.stoploss = params.get('stoploss', {}).get(
+                'stoploss', getattr(strategy, 'stoploss', -0.1))
             trailing = params.get('trailing', {})
-            strategy.trailing_stop = trailing.get('trailing_stop', strategy.trailing_stop)
-            strategy.trailing_stop_positive = trailing.get('trailing_stop_positive',
-                                                           strategy.trailing_stop_positive)
+            strategy.trailing_stop = trailing.get(
+                'trailing_stop', getattr(strategy, 'trailing_stop', False))
+            strategy.trailing_stop_positive = trailing.get(
+                'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None))
             strategy.trailing_stop_positive_offset = trailing.get(
-                'trailing_stop_positive_offset', strategy.trailing_stop_positive_offset)
+                'trailing_stop_positive_offset',
+                getattr(strategy, 'trailing_stop_positive_offset', 0))
             strategy.trailing_only_offset_is_reached = trailing.get(
-                'trailing_only_offset_is_reached', strategy.trailing_only_offset_is_reached)
+                'trailing_only_offset_is_reached',
+                getattr(strategy, 'trailing_only_offset_is_reached', 0.0))
 
         # Set attributes
         # Check if we need to override configuration
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index 7420bd9fd..834ba5975 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -65,9 +65,9 @@ class IStrategy(ABC, HyperStrategyMixin):
     _populate_fun_len: int = 0
     _buy_fun_len: int = 0
     _sell_fun_len: int = 0
-    _ft_params_from_file: Dict = {}
+    _ft_params_from_file: Dict
     # associated minimal roi
-    minimal_roi: Dict
+    minimal_roi: Dict = {}
 
     # associated stoploss
     stoploss: float

From 51c925f9f3737e59bcd61b7ee698afce9491784e Mon Sep 17 00:00:00 2001
From: incrementby1 <91958753+incrementby1@users.noreply.github.com>
Date: Wed, 27 Oct 2021 12:40:26 +0200
Subject: [PATCH 820/834] Delete StackingConfig.json

---
 StackingConfig.json | 89 ---------------------------------------------
 1 file changed, 89 deletions(-)
 delete mode 100644 StackingConfig.json

diff --git a/StackingConfig.json b/StackingConfig.json
deleted file mode 100644
index 750ef92c6..000000000
--- a/StackingConfig.json
+++ /dev/null
@@ -1,89 +0,0 @@
-
-{
-    "max_open_trades": 12,
-    "stake_currency": "USDT",
-    "stake_amount": 100,
-    "tradable_balance_ratio": 0.99,
-    "fiat_display_currency": "USD",
-    "timeframe": "5m",
-    "dry_run": true,
-    "cancel_open_orders_on_exit": false,
-    "allow_position_stacking": true,
-    "unfilledtimeout": {
-        "buy": 10,
-        "sell": 30,
-        "unit": "minutes"
-    },
-    "bid_strategy": {
-        "price_side": "ask",
-        "ask_last_balance": 0.0,
-        "use_order_book": true,
-        "order_book_top": 1,
-        "check_depth_of_market": {
-            "enabled": false,
-            "bids_to_ask_delta": 1
-        }
-    },
-    "ask_strategy": {
-        "price_side": "bid",
-        "use_order_book": true,
-        "order_book_top": 1
-    },
-    "exchange": {
-        "name": "binance",
-        "key": "",
-        "secret": "",
-        "ccxt_config": {},
-        "ccxt_async_config": {},
-        "pair_whitelist": [
-        ],
-        "pair_blacklist": [
-            "BNB/.*"
-        ]
-    },
-    "pairlists": [
-        {
-            "method": "VolumePairList",
-            "number_assets": 80,
-            "sort_key": "quoteVolume",
-            "min_value": 0,
-            "refresh_period": 1800
-        }
-    ],
-    "edge": {
-        "enabled": false,
-        "process_throttle_secs": 3600,
-        "calculate_since_number_of_days": 7,
-        "allowed_risk": 0.01,
-        "stoploss_range_min": -0.01,
-        "stoploss_range_max": -0.1,
-        "stoploss_range_step": -0.01,
-        "minimum_winrate": 0.60,
-        "minimum_expectancy": 0.20,
-        "min_trade_number": 10,
-        "max_trade_duration_minute": 1440,
-        "remove_pumps": false
-    },
-    "telegram": {
-        "enabled": false,
-        "token": "",
-        "chat_id": ""
-    },
-    "api_server": {
-        "enabled": true,
-        "listen_ip_address": "127.0.0.1",
-        "listen_port": 8080,
-        "verbosity": "error",
-        "enable_openapi": false,
-        "jwt_secret_key": "908cd4469c824f3838bfe56e4120d3a3dbda5294ef583ffc62c82f54d2c1bf58",
-        "CORS_origins": [],
-        "username": "user",
-        "password": "pass"
-    },
-    "bot_name": "freqtrade",
-    "initial_state": "running",
-    "forcebuy_enable": false,
-    "internals": {
-        "process_throttle_secs": 5
-    }
-}

From 6b17094c6ffee7ee81cc975a72859ffad7460163 Mon Sep 17 00:00:00 2001
From: incrementby1 <91958753+incrementby1@users.noreply.github.com>
Date: Wed, 27 Oct 2021 12:41:49 +0200
Subject: [PATCH 821/834] Delete configuration.py

---
 freqtrade/configuration/configuration.py | 506 -----------------------
 1 file changed, 506 deletions(-)
 delete mode 100644 freqtrade/configuration/configuration.py

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
deleted file mode 100644
index d4cf09821..000000000
--- a/freqtrade/configuration/configuration.py
+++ /dev/null
@@ -1,506 +0,0 @@
-"""
-This module contains the configuration class
-"""
-import logging
-import warnings
-from copy import deepcopy
-from pathlib import Path
-from typing import Any, Callable, Dict, List, Optional
-
-from freqtrade import constants
-from freqtrade.configuration.check_exchange import check_exchange
-from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
-from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
-from freqtrade.configuration.environment_vars import enironment_vars_to_dict
-from freqtrade.configuration.load_config import load_config_file, load_file
-from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, RunMode
-from freqtrade.exceptions import OperationalException
-from freqtrade.loggers import setup_logging
-from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
-
-
-logger = logging.getLogger(__name__)
-
-
-class Configuration:
-    """
-    Class to read and init the bot configuration
-    Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
-    """
-
-    def __init__(self, args: Dict[str, Any], runmode: RunMode = None) -> None:
-        self.args = args
-        self.config: Optional[Dict[str, Any]] = None
-        self.runmode = runmode
-
-    def get_config(self) -> Dict[str, Any]:
-        """
-        Return the config. Use this method to get the bot config
-        :return: Dict: Bot config
-        """
-        if self.config is None:
-            self.config = self.load_config()
-
-        return self.config
-
-    @staticmethod
-    def from_files(files: List[str]) -> Dict[str, Any]:
-        """
-        Iterate through the config files passed in, loading all of them
-        and merging their contents.
-        Files are loaded in sequence, parameters in later configuration files
-        override the same parameter from an earlier file (last definition wins).
-        Runs through the whole Configuration initialization, so all expected config entries
-        are available to interactive environments.
-        :param files: List of file paths
-        :return: configuration dictionary
-        """
-        c = Configuration({'config': files}, RunMode.OTHER)
-        return c.get_config()
-
-    def load_from_files(self, files: List[str]) -> Dict[str, Any]:
-
-        # Keep this method as staticmethod, so it can be used from interactive environments
-        config: Dict[str, Any] = {}
-
-        if not files:
-            return deepcopy(constants.MINIMAL_CONFIG)
-
-        # We expect here a list of config filenames
-        for path in files:
-            logger.info(f'Using config: {path} ...')
-
-            # Merge config options, overwriting old values
-            config = deep_merge_dicts(load_config_file(path), config)
-
-        # Load environment variables
-        env_data = enironment_vars_to_dict()
-        config = deep_merge_dicts(env_data, config)
-
-        config['config_files'] = files
-        # Normalize config
-        if 'internals' not in config:
-            config['internals'] = {}
-        if 'ask_strategy' not in config:
-            config['ask_strategy'] = {}
-
-        if 'pairlists' not in config:
-            config['pairlists'] = []
-
-        return config
-
-    def load_config(self) -> Dict[str, Any]:
-        """
-        Extract information for sys.argv and load the bot configuration
-        :return: Configuration dictionary
-        """
-        # Load all configs
-        config: Dict[str, Any] = self.load_from_files(self.args.get("config", []))
-
-        # Keep a copy of the original configuration file
-        config['original_config'] = deepcopy(config)
-
-        self._process_logging_options(config)
-
-        self._process_runmode(config)
-
-        self._process_common_options(config)
-
-        self._process_trading_options(config)
-
-        self._process_optimize_options(config)
-
-        self._process_plot_options(config)
-
-        self._process_data_options(config)
-
-        # Check if the exchange set by the user is supported
-        check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))
-
-        self._resolve_pairs_list(config)
-
-        process_temporary_deprecated_settings(config)
-
-        return config
-
-    def _process_logging_options(self, config: Dict[str, Any]) -> None:
-        """
-        Extract information for sys.argv and load logging configuration:
-        the -v/--verbose, --logfile options
-        """
-        # Log level
-        config.update({'verbosity': self.args.get('verbosity', 0)})
-
-        if 'logfile' in self.args and self.args['logfile']:
-            config.update({'logfile': self.args['logfile']})
-
-        setup_logging(config)
-
-    def _process_trading_options(self, config: Dict[str, Any]) -> None:
-
-        # Allow_position_stacking defaults to False
-        if not config.get('allow_position_stacking'):
-            config['allow_position_stacking'] = False
-        logger.info('Allow_position_stacking is set to ' + str(config['allow_position_stacking']))
-
-        if config['runmode'] not in TRADING_MODES:
-            return
-
-        if config.get('dry_run', False):
-            logger.info('Dry run is enabled')
-            if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
-                # Default to in-memory db for dry_run if not specified
-                config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
-        else:
-            if not config.get('db_url', None):
-                config['db_url'] = constants.DEFAULT_DB_PROD_URL
-            logger.info('Dry run is disabled')
-
-        logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
-
-    def _process_common_options(self, config: Dict[str, Any]) -> None:
-
-        # Set strategy if not specified in config and or if it's non default
-        if self.args.get('strategy') or not config.get('strategy'):
-            config.update({'strategy': self.args.get('strategy')})
-
-        self._args_to_config(config, argname='strategy_path',
-                             logstring='Using additional Strategy lookup path: {}')
-
-        if ('db_url' in self.args and self.args['db_url'] and
-                self.args['db_url'] != constants.DEFAULT_DB_PROD_URL):
-            config.update({'db_url': self.args['db_url']})
-            logger.info('Parameter --db-url detected ...')
-
-        if config.get('forcebuy_enable', False):
-            logger.warning('`forcebuy` RPC message enabled.')
-
-        # Support for sd_notify
-        if 'sd_notify' in self.args and self.args['sd_notify']:
-            config['internals'].update({'sd_notify': True})
-
-    def _process_datadir_options(self, config: Dict[str, Any]) -> None:
-        """
-        Extract information for sys.argv and load directory configurations
-        --user-data, --datadir
-        """
-        # Check exchange parameter here - otherwise `datadir` might be wrong.
-        if 'exchange' in self.args and self.args['exchange']:
-            config['exchange']['name'] = self.args['exchange']
-            logger.info(f"Using exchange {config['exchange']['name']}")
-
-        if 'pair_whitelist' not in config['exchange']:
-            config['exchange']['pair_whitelist'] = []
-
-        if 'user_data_dir' in self.args and self.args['user_data_dir']:
-            config.update({'user_data_dir': self.args['user_data_dir']})
-        elif 'user_data_dir' not in config:
-            # Default to cwd/user_data (legacy option ...)
-            config.update({'user_data_dir': str(Path.cwd() / 'user_data')})
-
-        # reset to user_data_dir so this contains the absolute path.
-        config['user_data_dir'] = create_userdata_dir(config['user_data_dir'], create_dir=False)
-        logger.info('Using user-data directory: %s ...', config['user_data_dir'])
-
-        config.update({'datadir': create_datadir(config, self.args.get('datadir', None))})
-        logger.info('Using data directory: %s ...', config.get('datadir'))
-
-        if self.args.get('exportfilename'):
-            self._args_to_config(config, argname='exportfilename',
-                                 logstring='Storing backtest results to {} ...')
-            config['exportfilename'] = Path(config['exportfilename'])
-        else:
-            config['exportfilename'] = (config['user_data_dir']
-                                        / 'backtest_results')
-
-    def _process_optimize_options(self, config: Dict[str, Any]) -> None:
-
-        # This will override the strategy configuration
-        self._args_to_config(config, argname='timeframe',
-                             logstring='Parameter -i/--timeframe detected ... '
-                             'Using timeframe: {} ...')
-
-        self._args_to_config(config, argname='position_stacking',
-                             logstring='Parameter --enable-position-stacking detected ...')
-
-        self._args_to_config(
-            config, argname='enable_protections',
-            logstring='Parameter --enable-protections detected, enabling Protections. ...')
-
-        if 'use_max_market_positions' in self.args and not self.args["use_max_market_positions"]:
-            config.update({'use_max_market_positions': False})
-            logger.info('Parameter --disable-max-market-positions detected ...')
-            logger.info('max_open_trades set to unlimited ...')
-        elif 'max_open_trades' in self.args and self.args['max_open_trades']:
-            config.update({'max_open_trades': self.args['max_open_trades']})
-            logger.info('Parameter --max-open-trades detected, '
-                        'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
-        elif config['runmode'] in NON_UTIL_MODES:
-            logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
-        # Setting max_open_trades to infinite if -1
-        if config.get('max_open_trades') == -1:
-            config['max_open_trades'] = float('inf')
-
-        if self.args.get('stake_amount', None):
-            # Convert explicitly to float to support CLI argument for both unlimited and value
-            try:
-                self.args['stake_amount'] = float(self.args['stake_amount'])
-            except ValueError:
-                pass
-
-        self._args_to_config(config, argname='timeframe_detail',
-                             logstring='Parameter --timeframe-detail detected, '
-                             'using {} for intra-candle backtesting ...')
-        self._args_to_config(config, argname='stake_amount',
-                             logstring='Parameter --stake-amount detected, '
-                             'overriding stake_amount to: {} ...')
-        self._args_to_config(config, argname='dry_run_wallet',
-                             logstring='Parameter --dry-run-wallet detected, '
-                             'overriding dry_run_wallet to: {} ...')
-        self._args_to_config(config, argname='fee',
-                             logstring='Parameter --fee detected, '
-                             'setting fee to: {} ...')
-
-        self._args_to_config(config, argname='timerange',
-                             logstring='Parameter --timerange detected: {} ...')
-
-        self._process_datadir_options(config)
-
-        self._args_to_config(config, argname='strategy_list',
-                             logstring='Using strategy list of {} strategies', logfun=len)
-
-        self._args_to_config(config, argname='timeframe',
-                             logstring='Overriding timeframe with Command line argument')
-
-        self._args_to_config(config, argname='export',
-                             logstring='Parameter --export detected: {} ...')
-
-        self._args_to_config(config, argname='backtest_breakdown',
-                             logstring='Parameter --breakdown detected ...')
-
-        self._args_to_config(config, argname='disableparamexport',
-                             logstring='Parameter --disableparamexport detected: {} ...')
-
-        # Edge section:
-        if 'stoploss_range' in self.args and self.args["stoploss_range"]:
-            txt_range = 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]})
-            logger.info('Parameter --stoplosses detected: %s ...', self.args["stoploss_range"])
-
-        # Hyperopt section
-        self._args_to_config(config, argname='hyperopt',
-                             logstring='Using Hyperopt class name: {}')
-
-        self._args_to_config(config, argname='hyperopt_path',
-                             logstring='Using additional Hyperopt lookup path: {}')
-
-        self._args_to_config(config, argname='hyperoptexportfilename',
-                             logstring='Using hyperopt file: {}')
-
-        self._args_to_config(config, argname='epochs',
-                             logstring='Parameter --epochs detected ... '
-                             'Will run Hyperopt with for {} epochs ...'
-                             )
-
-        self._args_to_config(config, argname='spaces',
-                             logstring='Parameter -s/--spaces detected: {}')
-
-        self._args_to_config(config, argname='print_all',
-                             logstring='Parameter --print-all detected ...')
-
-        if 'print_colorized' in self.args and not self.args["print_colorized"]:
-            logger.info('Parameter --no-color detected ...')
-            config.update({'print_colorized': False})
-        else:
-            config.update({'print_colorized': True})
-
-        self._args_to_config(config, argname='print_json',
-                             logstring='Parameter --print-json detected ...')
-
-        self._args_to_config(config, argname='export_csv',
-                             logstring='Parameter --export-csv detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_jobs',
-                             logstring='Parameter -j/--job-workers detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_random_state',
-                             logstring='Parameter --random-state detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_min_trades',
-                             logstring='Parameter --min-trades detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_loss',
-                             logstring='Using Hyperopt loss class name: {}')
-
-        self._args_to_config(config, argname='hyperopt_show_index',
-                             logstring='Parameter -n/--index detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_best',
-                             logstring='Parameter --best detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_profitable',
-                             logstring='Parameter --profitable detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_min_trades',
-                             logstring='Parameter --min-trades detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_max_trades',
-                             logstring='Parameter --max-trades detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_min_avg_time',
-                             logstring='Parameter --min-avg-time detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_max_avg_time',
-                             logstring='Parameter --max-avg-time detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_min_avg_profit',
-                             logstring='Parameter --min-avg-profit detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_max_avg_profit',
-                             logstring='Parameter --max-avg-profit detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_min_total_profit',
-                             logstring='Parameter --min-total-profit detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_max_total_profit',
-                             logstring='Parameter --max-total-profit detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_min_objective',
-                             logstring='Parameter --min-objective detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_max_objective',
-                             logstring='Parameter --max-objective detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_list_no_details',
-                             logstring='Parameter --no-details detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_show_no_header',
-                             logstring='Parameter --no-header detected: {}')
-
-        self._args_to_config(config, argname="hyperopt_ignore_missing_space",
-                             logstring="Paramter --ignore-missing-space detected: {}")
-
-    def _process_plot_options(self, config: Dict[str, Any]) -> None:
-
-        self._args_to_config(config, argname='pairs',
-                             logstring='Using pairs {}')
-
-        self._args_to_config(config, argname='indicators1',
-                             logstring='Using indicators1: {}')
-
-        self._args_to_config(config, argname='indicators2',
-                             logstring='Using indicators2: {}')
-
-        self._args_to_config(config, argname='trade_ids',
-                             logstring='Filtering on trade_ids: {}')
-
-        self._args_to_config(config, argname='plot_limit',
-                             logstring='Limiting plot to: {}')
-
-        self._args_to_config(config, argname='plot_auto_open',
-                             logstring='Parameter --auto-open detected.')
-
-        self._args_to_config(config, argname='trade_source',
-                             logstring='Using trades from: {}')
-
-        self._args_to_config(config, argname='erase',
-                             logstring='Erase detected. Deleting existing data.')
-
-        self._args_to_config(config, argname='no_trades',
-                             logstring='Parameter --no-trades detected.')
-
-        self._args_to_config(config, argname='timeframes',
-                             logstring='timeframes --timeframes: {}')
-
-        self._args_to_config(config, argname='days',
-                             logstring='Detected --days: {}')
-
-        self._args_to_config(config, argname='include_inactive',
-                             logstring='Detected --include-inactive-pairs: {}')
-
-        self._args_to_config(config, argname='download_trades',
-                             logstring='Detected --dl-trades: {}')
-
-        self._args_to_config(config, argname='dataformat_ohlcv',
-                             logstring='Using "{}" to store OHLCV data.')
-
-        self._args_to_config(config, argname='dataformat_trades',
-                             logstring='Using "{}" to store trades data.')
-
-    def _process_data_options(self, config: Dict[str, Any]) -> None:
-
-        self._args_to_config(config, argname='new_pairs_days',
-                             logstring='Detected --new-pairs-days: {}')
-
-    def _process_runmode(self, config: Dict[str, Any]) -> None:
-
-        self._args_to_config(config, argname='dry_run',
-                             logstring='Parameter --dry-run detected, '
-                             'overriding dry_run to: {} ...')
-
-        if not self.runmode:
-            # Handle real mode, infer dry/live from config
-            self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
-            logger.info(f"Runmode set to {self.runmode.value}.")
-
-        config.update({'runmode': self.runmode})
-
-    def _args_to_config(self, config: Dict[str, Any], argname: str,
-                        logstring: str, logfun: Optional[Callable] = None,
-                        deprecated_msg: Optional[str] = None) -> None:
-        """
-        :param config: Configuration dictionary
-        :param argname: Argumentname in self.args - will be copied to config dict.
-        :param logstring: Logging String
-        :param logfun: logfun is applied to the configuration entry before passing
-                        that entry to the log string using .format().
-                        sample: logfun=len (prints the length of the found
-                        configuration instead of the content)
-        """
-        if (argname in self.args and self.args[argname] is not None
-           and self.args[argname] is not False):
-
-            config.update({argname: self.args[argname]})
-            if logfun:
-                logger.info(logstring.format(logfun(config[argname])))
-            else:
-                logger.info(logstring.format(config[argname]))
-            if deprecated_msg:
-                warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
-
-    def _resolve_pairs_list(self, config: Dict[str, Any]) -> None:
-        """
-        Helper for download script.
-        Takes first found:
-        * -p (pairs argument)
-        * --pairs-file
-        * whitelist from config
-        """
-
-        if "pairs" in config:
-            config['exchange']['pair_whitelist'] = config['pairs']
-            return
-
-        if "pairs_file" in self.args and self.args["pairs_file"]:
-            pairs_file = Path(self.args["pairs_file"])
-            logger.info(f'Reading pairs file "{pairs_file}".')
-            # Download pairs from the pairs file if no config is specified
-            # or if pairs file is specified explicitly
-            if not pairs_file.exists():
-                raise OperationalException(f'No pairs file found with path "{pairs_file}".')
-            config['pairs'] = load_file(pairs_file)
-            config['pairs'].sort()
-            return
-
-        if 'config' in self.args and self.args['config']:
-            logger.info("Using pairlist from configuration.")
-            config['pairs'] = config.get('exchange', {}).get('pair_whitelist')
-        else:
-            # Fall back to /dl_path/pairs.json
-            pairs_file = config['datadir'] / 'pairs.json'
-            if pairs_file.exists():
-                config['pairs'] = load_file(pairs_file)
-                if 'pairs' in config:
-                    config['pairs'].sort()

From c1b5dcd756eaace8c274dfdcbca701bb7197d6bd Mon Sep 17 00:00:00 2001
From: incrementby1 <91958753+incrementby1@users.noreply.github.com>
Date: Wed, 27 Oct 2021 12:42:18 +0200
Subject: [PATCH 822/834] Delete freqtradebot.py

---
 freqtrade/freqtradebot.py | 1438 -------------------------------------
 1 file changed, 1438 deletions(-)
 delete mode 100644 freqtrade/freqtradebot.py

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
deleted file mode 100644
index 850cd1700..000000000
--- a/freqtrade/freqtradebot.py
+++ /dev/null
@@ -1,1438 +0,0 @@
-"""
-Freqtrade is the main module of this bot. It contains the class Freqtrade()
-"""
-import copy
-import logging
-import traceback
-from datetime import datetime, timedelta, timezone
-from math import isclose
-from threading import Lock
-from typing import Any, Dict, List, Optional
-
-import arrow
-
-from freqtrade import __version__, constants
-from freqtrade.configuration import validate_config_consistency
-from freqtrade.data.converter import order_book_to_dataframe
-from freqtrade.data.dataprovider import DataProvider
-from freqtrade.edge import Edge
-from freqtrade.enums import RPCMessageType, SellType, State
-from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
-                                  InvalidOrderException, PricingError)
-from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
-from freqtrade.misc import safe_value_fallback, safe_value_fallback2
-from freqtrade.mixins import LoggingMixin
-from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
-from freqtrade.plugins.pairlistmanager import PairListManager
-from freqtrade.plugins.protectionmanager import ProtectionManager
-from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.rpc import RPCManager
-from freqtrade.strategy.interface import IStrategy, SellCheckTuple
-from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from freqtrade.wallets import Wallets
-
-
-logger = logging.getLogger(__name__)
-
-
-class FreqtradeBot(LoggingMixin):
-    """
-    Freqtrade is the main class of the bot.
-    This is from here the bot start its logic.
-    """
-
-    def __init__(self, config: Dict[str, Any]) -> None:
-        """
-        Init all variables and objects the bot needs to work
-        :param config: configuration dict, you can use Configuration.get_config()
-        to get the config dict.
-        """
-        self.active_pair_whitelist: List[str] = []
-
-        logger.info('Starting freqtrade %s', __version__)
-
-        # Init bot state
-        self.state = State.STOPPED
-
-        # Init objects
-        self.config = config
-
-        self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
-
-        # Check config consistency here since strategies can set certain options
-        validate_config_consistency(config)
-
-        self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
-
-        init_db(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
-
-        self.wallets = Wallets(self.config, self.exchange)
-
-        PairLocks.timeframe = self.config['timeframe']
-
-        self.protections = ProtectionManager(self.config, self.strategy.protections)
-
-        # RPC runs in separate threads, can start handling external commands just after
-        # initialization, even before Freqtradebot has a chance to start its throttling,
-        # so anything in the Freqtradebot instance should be ready (initialized), including
-        # the initial state of the bot.
-        # Keep this at the end of this initialization method.
-        self.rpc: RPCManager = RPCManager(self)
-
-        self.pairlists = PairListManager(self.exchange, self.config)
-
-        self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
-
-        # Attach Dataprovider to strategy instance
-        self.strategy.dp = self.dataprovider
-        # Attach Wallets to strategy instance
-        self.strategy.wallets = self.wallets
-
-        # Initializing Edge only if enabled
-        self.edge = Edge(self.config, self.exchange, self.strategy) if \
-            self.config.get('edge', {}).get('enabled', False) else None
-
-        self.active_pair_whitelist = self._refresh_active_whitelist()
-
-        # Set initial bot state from config
-        initial_state = self.config.get('initial_state')
-        self.state = State[initial_state.upper()] if initial_state else State.STOPPED
-
-        # Protect sell-logic from forcesell and vice versa
-        self._exit_lock = Lock()
-        LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
-
-    def notify_status(self, msg: str) -> None:
-        """
-        Public method for users of this class (worker, etc.) to send notifications
-        via RPC about changes in the bot status.
-        """
-        self.rpc.send_msg({
-            'type': RPCMessageType.STATUS,
-            'status': msg
-        })
-
-    def cleanup(self) -> None:
-        """
-        Cleanup pending resources on an already stopped bot
-        :return: None
-        """
-        logger.info('Cleaning up modules ...')
-
-        if self.config['cancel_open_orders_on_exit']:
-            self.cancel_all_open_orders()
-
-        self.check_for_open_trades()
-
-        self.rpc.cleanup()
-        cleanup_db()
-
-    def startup(self) -> None:
-        """
-        Called on startup and after reloading the bot - triggers notifications and
-        performs startup tasks
-        """
-        self.rpc.startup_messages(self.config, self.pairlists, self.protections)
-        if not self.edge:
-            # Adjust stoploss if it was changed
-            Trade.stoploss_reinitialization(self.strategy.stoploss)
-
-        # Only update open orders on startup
-        # This will update the database after the initial migration
-        self.startup_update_open_orders()
-
-    def process(self) -> None:
-        """
-        Queries the persistence layer for open trades and handles them,
-        otherwise a new trade is created.
-        :return: True if one or more trades has been created or closed, False otherwise
-        """
-
-        # Check whether markets have to be reloaded and reload them when it's needed
-        self.exchange.reload_markets()
-
-        self.update_closed_trades_without_assigned_fees()
-
-        # Query trades from persistence layer
-        trades = Trade.get_open_trades()
-
-        self.active_pair_whitelist = self._refresh_active_whitelist(trades)
-
-        # Refreshing candles
-        self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
-                                  self.strategy.gather_informative_pairs())
-
-        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
-
-        self.strategy.analyze(self.active_pair_whitelist)
-
-        with self._exit_lock:
-            # Check and handle any timed out open orders
-            self.check_handle_timedout()
-
-        # Protect from collisions with forcesell.
-        # Without this, freqtrade my try to recreate stoploss_on_exchange orders
-        # while selling is in process, since telegram messages arrive in an different thread.
-        with self._exit_lock:
-            trades = Trade.get_open_trades()
-            # First process current opened trades (positions)
-            self.exit_positions(trades)
-
-        # Then looking for buy opportunities
-        if self.get_free_open_trades():
-            self.enter_positions()
-
-        Trade.commit()
-
-    def process_stopped(self) -> None:
-        """
-        Close all orders that were left open
-        """
-        if self.config['cancel_open_orders_on_exit']:
-            self.cancel_all_open_orders()
-
-    def check_for_open_trades(self):
-        """
-        Notify the user when the bot is stopped
-        and there are still open trades active.
-        """
-        open_trades = Trade.get_trades([Trade.is_open.is_(True)]).all()
-
-        if len(open_trades) != 0:
-            msg = {
-                'type': RPCMessageType.WARNING,
-                'status':  f"{len(open_trades)} open trades active.\n\n"
-                           f"Handle these trades manually on {self.exchange.name}, "
-                           f"or '/start' the bot again and use '/stopbuy' "
-                           f"to handle open trades gracefully. \n"
-                           f"{'Trades are simulated.' if self.config['dry_run'] else ''}",
-            }
-            self.rpc.send_msg(msg)
-
-    def _refresh_active_whitelist(self, trades: List[Trade] = []) -> List[str]:
-        """
-        Refresh active whitelist from pairlist or edge and extend it with
-        pairs that have open trades.
-        """
-        # Refresh whitelist
-        self.pairlists.refresh_pairlist()
-        _whitelist = self.pairlists.whitelist
-
-        # Calculating Edge positioning
-        if self.edge:
-            self.edge.calculate(_whitelist)
-            _whitelist = self.edge.adjust(_whitelist)
-
-        if trades:
-            # Extend active-pair whitelist with pairs of open trades
-            # It ensures that candle (OHLCV) data are downloaded for open trades as well
-            _whitelist.extend([trade.pair for trade in trades if trade.pair not in _whitelist])
-        return _whitelist
-
-    def get_free_open_trades(self) -> int:
-        """
-        Return the number of free open trades slots or 0 if
-        max number of open trades reached
-        """
-        open_trades = len(Trade.get_open_trades())
-        return max(0, self.config['max_open_trades'] - open_trades)
-
-    def startup_update_open_orders(self):
-        """
-        Updates open orders based on order list kept in the database.
-        Mainly updates the state of orders - but may also close trades
-        """
-        if self.config['dry_run'] or self.config['exchange'].get('skip_open_order_update', False):
-            # Updating open orders in dry-run does not make sense and will fail.
-            return
-
-        orders = Order.get_open_orders()
-        logger.info(f"Updating {len(orders)} open orders.")
-        for order in orders:
-            try:
-                fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
-                                                                 order.ft_order_side == 'stoploss')
-
-                self.update_trade_state(order.trade, order.order_id, fo)
-
-            except ExchangeError as e:
-
-                logger.warning(f"Error updating Order {order.order_id} due to {e}")
-
-    def update_closed_trades_without_assigned_fees(self):
-        """
-        Update closed trades without close fees assigned.
-        Only acts when Orders are in the database, otherwise the last order-id is unknown.
-        """
-        if self.config['dry_run']:
-            # Updating open orders in dry-run does not make sense and will fail.
-            return
-
-        trades: List[Trade] = Trade.get_sold_trades_without_assigned_fees()
-        for trade in trades:
-
-            if not trade.is_open and not trade.fee_updated('sell'):
-                # Get sell fee
-                order = trade.select_order('sell', False)
-                if order:
-                    logger.info(f"Updating sell-fee on trade {trade} for order {order.order_id}.")
-                    self.update_trade_state(trade, order.order_id,
-                                            stoploss_order=order.ft_order_side == 'stoploss')
-
-        trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
-        for trade in trades:
-            if trade.is_open and not trade.fee_updated('buy'):
-                order = trade.select_order('buy', False)
-                if order:
-                    logger.info(f"Updating buy-fee on trade {trade} for order {order.order_id}.")
-                    self.update_trade_state(trade, order.order_id)
-
-    def handle_insufficient_funds(self, trade: Trade):
-        """
-        Determine if we ever opened a sell order for this trade.
-        If not, try update buy fees - otherwise "refind" the open order we obviously lost.
-        """
-        sell_order = trade.select_order('sell', None)
-        if sell_order:
-            self.refind_lost_order(trade)
-        else:
-            self.reupdate_enter_order_fees(trade)
-
-    def reupdate_enter_order_fees(self, trade: Trade):
-        """
-        Get buy order from database, and try to reupdate.
-        Handles trades where the initial fee-update did not work.
-        """
-        logger.info(f"Trying to reupdate buy fees for {trade}")
-        order = trade.select_order('buy', False)
-        if order:
-            logger.info(f"Updating buy-fee on trade {trade} for order {order.order_id}.")
-            self.update_trade_state(trade, order.order_id)
-
-    def refind_lost_order(self, trade):
-        """
-        Try refinding a lost trade.
-        Only used when InsufficientFunds appears on sell orders (stoploss or sell).
-        Tries to walk the stored orders and sell them off eventually.
-        """
-        logger.info(f"Trying to refind lost order for {trade}")
-        for order in trade.orders:
-            logger.info(f"Trying to refind {order}")
-            fo = None
-            if not order.ft_is_open:
-                logger.debug(f"Order {order} is no longer open.")
-                continue
-            if order.ft_order_side == 'buy':
-                # Skip buy side - this is handled by reupdate_buy_order_fees
-                continue
-            try:
-                fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
-                                                                 order.ft_order_side == 'stoploss')
-                if order.ft_order_side == 'stoploss':
-                    if fo and fo['status'] == 'open':
-                        # Assume this as the open stoploss order
-                        trade.stoploss_order_id = order.order_id
-                elif order.ft_order_side == 'sell':
-                    if fo and fo['status'] == 'open':
-                        # Assume this as the open order
-                        trade.open_order_id = order.order_id
-                if fo:
-                    logger.info(f"Found {order} for trade {trade}.")
-                    self.update_trade_state(trade, order.order_id, fo,
-                                            stoploss_order=order.ft_order_side == 'stoploss')
-
-            except ExchangeError:
-                logger.warning(f"Error updating {order.order_id}.")
-
-#
-# BUY / enter positions / open trades logic and methods
-#
-
-    def enter_positions(self) -> int:
-        """
-        Tries to execute buy orders for new trades (positions)
-        """
-        trades_created = 0
-
-        whitelist = copy.deepcopy(self.active_pair_whitelist)
-        if not whitelist:
-            logger.info("Active pair whitelist is empty.")
-            return trades_created
-        # Remove pairs for currently opened trades from the whitelist
-        # Allow rebuying of the same pair if allow_position_stacking is set to True
-        if not self.config['allow_position_stacking']:
-            for trade in Trade.get_open_trades():
-                if trade.pair in whitelist:
-                    whitelist.remove(trade.pair)
-                    logger.debug('Ignoring %s in pair whitelist', trade.pair)
-
-        if not whitelist:
-            logger.info("No currency pair in active pair whitelist, "
-                        "but checking to sell open trades.")
-            return trades_created
-        if PairLocks.is_global_lock():
-            lock = PairLocks.get_pair_longest_lock('*')
-            if lock:
-                self.log_once(f"Global pairlock active until "
-                              f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)}. "
-                              f"Not creating new trades, reason: {lock.reason}.", logger.info)
-            else:
-                self.log_once("Global pairlock active. Not creating new trades.", logger.info)
-            return trades_created
-        # Create entity and execute trade for each pair from whitelist
-        for pair in whitelist:
-            try:
-                trades_created += self.create_trade(pair)
-            except DependencyException as exception:
-                logger.warning('Unable to create trade for %s: %s', pair, exception)
-
-        if not trades_created:
-            logger.debug("Found no buy signals for whitelisted currencies. Trying again...")
-
-        return trades_created
-
-    def create_trade(self, pair: str) -> bool:
-        """
-        Check the implemented trading strategy for buy signals.
-
-        If the pair triggers the buy signal a new trade record gets created
-        and the buy-order opening the trade gets issued towards the exchange.
-
-        :return: True if a trade has been created.
-        """
-        logger.debug(f"create_trade for pair {pair}")
-
-        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
-        nowtime = analyzed_df.iloc[-1]['date'] if len(analyzed_df) > 0 else None
-        if self.strategy.is_pair_locked(pair, nowtime):
-            lock = PairLocks.get_pair_longest_lock(pair, nowtime)
-            if lock:
-                self.log_once(f"Pair {pair} is still locked until "
-                              f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)} "
-                              f"due to {lock.reason}.",
-                              logger.info)
-            else:
-                self.log_once(f"Pair {pair} is still locked.", logger.info)
-            return False
-
-        # get_free_open_trades is checked before create_trade is called
-        # but it is still used here to prevent opening too many trades within one iteration
-        if not self.get_free_open_trades():
-            logger.debug(f"Can't open a new trade for {pair}: max number of trades is reached.")
-            return False
-
-        # running get_signal on historical data fetched
-        (buy, sell, buy_tag) = self.strategy.get_signal(
-            pair,
-            self.strategy.timeframe,
-            analyzed_df
-        )
-
-        if buy and not sell:
-            stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
-
-            bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
-            if ((bid_check_dom.get('enabled', False)) and
-                    (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
-                if self._check_depth_of_market_buy(pair, bid_check_dom):
-                    return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
-                else:
-                    return False
-
-            return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
-        else:
-            return False
-
-    def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
-        """
-        Checks depth of market before executing a buy
-        """
-        conf_bids_to_ask_delta = conf.get('bids_to_ask_delta', 0)
-        logger.info(f"Checking depth of market for {pair} ...")
-        order_book = self.exchange.fetch_l2_order_book(pair, 1000)
-        order_book_data_frame = order_book_to_dataframe(order_book['bids'], order_book['asks'])
-        order_book_bids = order_book_data_frame['b_size'].sum()
-        order_book_asks = order_book_data_frame['a_size'].sum()
-        bids_ask_delta = order_book_bids / order_book_asks
-        logger.info(
-            f"Bids: {order_book_bids}, Asks: {order_book_asks}, Delta: {bids_ask_delta}, "
-            f"Bid Price: {order_book['bids'][0][0]}, Ask Price: {order_book['asks'][0][0]}, "
-            f"Immediate Bid Quantity: {order_book['bids'][0][1]}, "
-            f"Immediate Ask Quantity: {order_book['asks'][0][1]}."
-        )
-        if bids_ask_delta >= conf_bids_to_ask_delta:
-            logger.info(f"Bids to asks delta for {pair} DOES satisfy condition.")
-            return True
-        else:
-            logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
-            return False
-
-    def execute_entry(self, pair: str, stake_amount: float, price: Optional[float] = None,
-                      forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
-        """
-        Executes a limit buy for the given pair
-        :param pair: pair for which we want to create a LIMIT_BUY
-        :param stake_amount: amount of stake-currency for the pair
-        :return: True if a buy order is created, false if it fails.
-        """
-        time_in_force = self.strategy.order_time_in_force['buy']
-
-        if price:
-            enter_limit_requested = price
-        else:
-            # Calculate price
-            proposed_enter_rate = self.exchange.get_rate(pair, refresh=True, side="buy")
-            custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=proposed_enter_rate)(
-                pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=proposed_enter_rate)
-
-            enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
-
-        if not enter_limit_requested:
-            raise PricingError('Could not determine buy price.')
-
-        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, enter_limit_requested,
-                                                                   self.strategy.stoploss)
-
-        if not self.edge:
-            max_stake_amount = self.wallets.get_available_stake_amount()
-            stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
-                                                 default_retval=stake_amount)(
-                pair=pair, current_time=datetime.now(timezone.utc),
-                current_rate=enter_limit_requested, proposed_stake=stake_amount,
-                min_stake=min_stake_amount, max_stake=max_stake_amount)
-        stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
-
-        if not stake_amount:
-            return False
-
-        logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
-                    f"{stake_amount} ...")
-
-        amount = stake_amount / enter_limit_requested
-        order_type = self.strategy.order_types['buy']
-        if forcebuy:
-            # Forcebuy can define a different ordertype
-            order_type = self.strategy.order_types.get('forcebuy', order_type)
-
-        if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
-                pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
-                time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
-            logger.info(f"User requested abortion of buying {pair}")
-            return False
-        amount = self.exchange.amount_to_precision(pair, amount)
-        order = self.exchange.create_order(pair=pair, ordertype=order_type, side="buy",
-                                           amount=amount, rate=enter_limit_requested,
-                                           time_in_force=time_in_force)
-        order_obj = Order.parse_from_ccxt_object(order, pair, 'buy')
-        order_id = order['id']
-        order_status = order.get('status', None)
-
-        # we assume the order is executed at the price requested
-        enter_limit_filled_price = enter_limit_requested
-        amount_requested = amount
-
-        if order_status == 'expired' or order_status == 'rejected':
-            order_tif = self.strategy.order_time_in_force['buy']
-
-            # return false if the order is not filled
-            if float(order['filled']) == 0:
-                logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
-                               ' zero amount is fulfilled.',
-                               order_tif, order_type, pair, order_status, self.exchange.name)
-                return False
-            else:
-                # the order is partially fulfilled
-                # in case of IOC orders we can check immediately
-                # if the order is fulfilled fully or partially
-                logger.warning('Buy %s order with time in force %s for %s is %s by %s.'
-                               ' %s amount fulfilled out of %s (%s remaining which is canceled).',
-                               order_tif, order_type, pair, order_status, self.exchange.name,
-                               order['filled'], order['amount'], order['remaining']
-                               )
-                stake_amount = order['cost']
-                amount = safe_value_fallback(order, 'filled', 'amount')
-                enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
-
-        # in case of FOK the order may be filled immediately and fully
-        elif order_status == 'closed':
-            stake_amount = order['cost']
-            amount = safe_value_fallback(order, 'filled', 'amount')
-            enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
-
-        # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
-        fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
-        trade = Trade(
-            pair=pair,
-            stake_amount=stake_amount,
-            amount=amount,
-            is_open=True,
-            amount_requested=amount_requested,
-            fee_open=fee,
-            fee_close=fee,
-            open_rate=enter_limit_filled_price,
-            open_rate_requested=enter_limit_requested,
-            open_date=datetime.utcnow(),
-            exchange=self.exchange.id,
-            open_order_id=order_id,
-            strategy=self.strategy.get_strategy_name(),
-            buy_tag=buy_tag,
-            timeframe=timeframe_to_minutes(self.config['timeframe'])
-        )
-        trade.orders.append(order_obj)
-
-        # Update fees if order is closed
-        if order_status == 'closed':
-            self.update_trade_state(trade, order_id, order)
-
-        Trade.query.session.add(trade)
-        Trade.commit()
-
-        # Updating wallets
-        self.wallets.update()
-
-        self._notify_enter(trade, order_type)
-
-        # Lock pair for 1 timeframe duration to prevent immediate rebuys
-        if self.config['allow_position_stacking']:
-            self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc) + timedelta(minutes=timeframe_to_minutes(self.config['timeframe'])),
-                                        reason='Prevent immediate rebuys')
-
-        return True
-
-    def _notify_enter(self, trade: Trade, order_type: str) -> None:
-        """
-        Sends rpc notification when a buy occurred.
-        """
-        msg = {
-            'trade_id': trade.id,
-            'type': RPCMessageType.BUY,
-            'buy_tag': trade.buy_tag,
-            'exchange': self.exchange.name.capitalize(),
-            'pair': trade.pair,
-            'limit': trade.open_rate,
-            'order_type': order_type,
-            'stake_amount': trade.stake_amount,
-            'stake_currency': self.config['stake_currency'],
-            'fiat_currency': self.config.get('fiat_display_currency', None),
-            'amount': trade.amount,
-            'open_date': trade.open_date or datetime.utcnow(),
-            'current_rate': trade.open_rate_requested,
-        }
-
-        # Send the message
-        self.rpc.send_msg(msg)
-
-    def _notify_enter_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
-        """
-        Sends rpc notification when a buy cancel occurred.
-        """
-        current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="buy")
-
-        msg = {
-            'trade_id': trade.id,
-            'type': RPCMessageType.BUY_CANCEL,
-            'buy_tag': trade.buy_tag,
-            'exchange': self.exchange.name.capitalize(),
-            'pair': trade.pair,
-            'limit': trade.open_rate,
-            'order_type': order_type,
-            'stake_amount': trade.stake_amount,
-            'stake_currency': self.config['stake_currency'],
-            'fiat_currency': self.config.get('fiat_display_currency', None),
-            'amount': trade.amount,
-            'open_date': trade.open_date,
-            'current_rate': current_rate,
-            'reason': reason,
-        }
-
-        # Send the message
-        self.rpc.send_msg(msg)
-
-    def _notify_enter_fill(self, trade: Trade) -> None:
-        msg = {
-            'trade_id': trade.id,
-            'type': RPCMessageType.BUY_FILL,
-            'buy_tag': trade.buy_tag,
-            'exchange': self.exchange.name.capitalize(),
-            'pair': trade.pair,
-            'open_rate': trade.open_rate,
-            'stake_amount': trade.stake_amount,
-            'stake_currency': self.config['stake_currency'],
-            'fiat_currency': self.config.get('fiat_display_currency', None),
-            'amount': trade.amount,
-            'open_date': trade.open_date,
-        }
-        self.rpc.send_msg(msg)
-
-#
-# SELL / exit positions / close trades logic and methods
-#
-
-    def exit_positions(self, trades: List[Any]) -> int:
-        """
-        Tries to execute sell orders for open trades (positions)
-        """
-        trades_closed = 0
-        for trade in trades:
-            try:
-
-                if (self.strategy.order_types.get('stoploss_on_exchange') and
-                        self.handle_stoploss_on_exchange(trade)):
-                    trades_closed += 1
-                    Trade.commit()
-                    continue
-                # Check if we can sell our current pair
-                if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
-                    trades_closed += 1
-
-            except DependencyException as exception:
-                logger.warning('Unable to sell trade %s: %s', trade.pair, exception)
-
-        # Updating wallets if any trade occurred
-        if trades_closed:
-            self.wallets.update()
-
-        return trades_closed
-
-    def handle_trade(self, trade: Trade) -> bool:
-        """
-        Sells the current pair if the threshold is reached and updates the trade record.
-        :return: True if trade has been sold, False otherwise
-        """
-        if not trade.is_open:
-            raise DependencyException(f'Attempt to handle closed trade: {trade}')
-
-        logger.debug('Handling %s ...', trade)
-
-        (buy, sell) = (False, False)
-
-        if (self.config.get('use_sell_signal', True) or
-                self.config.get('ignore_roi_if_buy_signal', False)):
-            analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
-                                                                      self.strategy.timeframe)
-
-            (buy, sell, _) = self.strategy.get_signal(
-                trade.pair,
-                self.strategy.timeframe,
-                analyzed_df
-            )
-
-        logger.debug('checking sell')
-        exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
-        if self._check_and_execute_exit(trade, exit_rate, buy, sell):
-            return True
-
-        logger.debug('Found no sell signal for %s.', trade)
-        return False
-
-    def create_stoploss_order(self, trade: Trade, stop_price: float) -> bool:
-        """
-        Abstracts creating stoploss orders from the logic.
-        Handles errors and updates the trade database object.
-        Force-sells the pair (using EmergencySell reason) in case of Problems creating the order.
-        :return: True if the order succeeded, and False in case of problems.
-        """
-        try:
-            stoploss_order = self.exchange.stoploss(pair=trade.pair, amount=trade.amount,
-                                                    stop_price=stop_price,
-                                                    order_types=self.strategy.order_types)
-
-            order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss')
-            trade.orders.append(order_obj)
-            trade.stoploss_order_id = str(stoploss_order['id'])
-            return True
-        except InsufficientFundsError as e:
-            logger.warning(f"Unable to place stoploss order {e}.")
-            # Try to figure out what went wrong
-            self.handle_insufficient_funds(trade)
-
-        except InvalidOrderException as e:
-            trade.stoploss_order_id = None
-            logger.error(f'Unable to place a stoploss order on exchange. {e}')
-            logger.warning('Exiting the trade forcefully')
-            self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple(
-                sell_type=SellType.EMERGENCY_SELL))
-
-        except ExchangeError:
-            trade.stoploss_order_id = None
-            logger.exception('Unable to place a stoploss order on exchange.')
-        return False
-
-    def handle_stoploss_on_exchange(self, trade: Trade) -> bool:
-        """
-        Check if trade is fulfilled in which case the stoploss
-        on exchange should be added immediately if stoploss on exchange
-        is enabled.
-        """
-
-        logger.debug('Handling stoploss on exchange %s ...', trade)
-
-        stoploss_order = None
-
-        try:
-            # First we check if there is already a stoploss on exchange
-            stoploss_order = self.exchange.fetch_stoploss_order(
-                trade.stoploss_order_id, trade.pair) if trade.stoploss_order_id else None
-        except InvalidOrderException as exception:
-            logger.warning('Unable to fetch stoploss order: %s', exception)
-
-        if stoploss_order:
-            trade.update_order(stoploss_order)
-
-        # We check if stoploss order is fulfilled
-        if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
-            trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
-            self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
-                                    stoploss_order=True)
-            # Lock pair for one candle to prevent immediate rebuys
-            self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
-                                    reason='Auto lock')
-            self._notify_exit(trade, "stoploss")
-            return True
-
-        if trade.open_order_id or not trade.is_open:
-            # Trade has an open Buy or Sell order, Stoploss-handling can't happen in this case
-            # as the Amount on the exchange is tied up in another trade.
-            # The trade can be closed already (sell-order fill confirmation came in this iteration)
-            return False
-
-        # If buy order is fulfilled but there is no stoploss, we add a stoploss on exchange
-        if not stoploss_order:
-            stoploss = self.edge.stoploss(pair=trade.pair) if self.edge else self.strategy.stoploss
-            stop_price = trade.open_rate * (1 + stoploss)
-
-            if self.create_stoploss_order(trade=trade, stop_price=stop_price):
-                trade.stoploss_last_update = datetime.utcnow()
-                return False
-
-        # If stoploss order is canceled for some reason we add it
-        if stoploss_order and stoploss_order['status'] in ('canceled', 'cancelled'):
-            if self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
-                return False
-            else:
-                trade.stoploss_order_id = None
-                logger.warning('Stoploss order was cancelled, but unable to recreate one.')
-
-        # Finally we check if stoploss on exchange should be moved up because of trailing.
-        # Triggered Orders are now real orders - so don't replace stoploss anymore
-        if (
-            stoploss_order
-            and stoploss_order.get('status_stop') != 'triggered'
-            and (self.config.get('trailing_stop', False)
-                 or self.config.get('use_custom_stoploss', False))
-        ):
-            # if trailing stoploss is enabled we check if stoploss value has changed
-            # in which case we cancel stoploss order and put another one with new
-            # value immediately
-            self.handle_trailing_stoploss_on_exchange(trade, stoploss_order)
-
-        return False
-
-    def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict) -> None:
-        """
-        Check to see if stoploss on exchange should be updated
-        in case of trailing stoploss on exchange
-        :param trade: Corresponding Trade
-        :param order: Current on exchange stoploss order
-        :return: None
-        """
-        if self.exchange.stoploss_adjust(trade.stop_loss, order):
-            # we check if the update is necessary
-            update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
-            if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
-                # cancelling the current stoploss on exchange first
-                logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} "
-                            f"(orderid:{order['id']}) in order to add another one ...")
-                try:
-                    co = self.exchange.cancel_stoploss_order_with_result(order['id'], trade.pair,
-                                                                         trade.amount)
-                    trade.update_order(co)
-                except InvalidOrderException:
-                    logger.exception(f"Could not cancel stoploss order {order['id']} "
-                                     f"for pair {trade.pair}")
-
-                # Create new stoploss order
-                if not self.create_stoploss_order(trade=trade, stop_price=trade.stop_loss):
-                    logger.warning(f"Could not create trailing stoploss order "
-                                   f"for pair {trade.pair}.")
-
-    def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
-                                buy: bool, sell: bool) -> bool:
-        """
-        Check and execute exit
-        """
-        should_sell = self.strategy.should_sell(
-            trade, exit_rate, datetime.now(timezone.utc), buy, sell,
-            force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
-        )
-
-        if should_sell.sell_flag:
-            logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_trade_exit(trade, exit_rate, should_sell)
-            return True
-        return False
-
-    def _check_timed_out(self, side: str, order: dict) -> bool:
-        """
-        Check if timeout is active, and if the order is still open and timed out
-        """
-        timeout = self.config.get('unfilledtimeout', {}).get(side)
-        ordertime = arrow.get(order['datetime']).datetime
-        if timeout is not None:
-            timeout_unit = self.config.get('unfilledtimeout', {}).get('unit', 'minutes')
-            timeout_kwargs = {timeout_unit: -timeout}
-            timeout_threshold = arrow.utcnow().shift(**timeout_kwargs).datetime
-            return (order['status'] == 'open' and order['side'] == side
-                    and ordertime < timeout_threshold)
-        return False
-
-    def check_handle_timedout(self) -> None:
-        """
-        Check if any orders are timed out and cancel if necessary
-        :param timeoutvalue: Number of minutes until order is considered timed out
-        :return: None
-        """
-
-        for trade in Trade.get_open_order_trades():
-            try:
-                if not trade.open_order_id:
-                    continue
-                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (ExchangeError):
-                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
-                continue
-
-            fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
-
-            if (order['side'] == 'buy' and (order['status'] == 'open' or fully_cancelled) and (
-                    fully_cancelled
-                    or self._check_timed_out('buy', order)
-                    or strategy_safe_wrapper(self.strategy.check_buy_timeout,
-                                             default_retval=False)(pair=trade.pair,
-                                                                   trade=trade,
-                                                                   order=order))):
-                self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
-
-            elif (order['side'] == 'sell' and (order['status'] == 'open' or fully_cancelled) and (
-                  fully_cancelled
-                  or self._check_timed_out('sell', order)
-                  or strategy_safe_wrapper(self.strategy.check_sell_timeout,
-                                           default_retval=False)(pair=trade.pair,
-                                                                 trade=trade,
-                                                                 order=order))):
-                self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['TIMEOUT'])
-
-    def cancel_all_open_orders(self) -> None:
-        """
-        Cancel all orders that are currently open
-        :return: None
-        """
-
-        for trade in Trade.get_open_order_trades():
-            try:
-                order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
-            except (ExchangeError):
-                logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
-                continue
-
-            if order['side'] == 'buy':
-                self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
-
-            elif order['side'] == 'sell':
-                self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
-        Trade.commit()
-
-    def handle_cancel_enter(self, trade: Trade, order: Dict, reason: str) -> bool:
-        """
-        Buy cancel - cancel order
-        :return: True if order was fully cancelled
-        """
-        was_trade_fully_canceled = False
-
-        # Cancelled orders may have the status of 'canceled' or 'closed'
-        if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
-            filled_val = order.get('filled', 0.0) or 0.0
-            filled_stake = filled_val * trade.open_rate
-            minstake = self.exchange.get_min_pair_stake_amount(
-                trade.pair, trade.open_rate, self.strategy.stoploss)
-
-            if filled_val > 0 and filled_stake < minstake:
-                logger.warning(
-                    f"Order {trade.open_order_id} for {trade.pair} not cancelled, "
-                    f"as the filled amount of {filled_val} would result in an unsellable trade.")
-                return False
-            corder = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
-                                                            trade.amount)
-            # Avoid race condition where the order could not be cancelled coz its already filled.
-            # Simply bailing here is the only safe way - as this order will then be
-            # handled in the next iteration.
-            if corder.get('status') not in constants.NON_OPEN_EXCHANGE_STATES:
-                logger.warning(f"Order {trade.open_order_id} for {trade.pair} not cancelled.")
-                return False
-        else:
-            # Order was cancelled already, so we can reuse the existing dict
-            corder = order
-            reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
-
-        logger.info('Buy order %s for %s.', reason, trade)
-
-        # Using filled to determine the filled amount
-        filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled')
-        if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
-            logger.info('Buy order fully cancelled. Removing %s from database.', trade)
-            # if trade is not partially completed, just delete the trade
-            trade.delete()
-            was_trade_fully_canceled = True
-            reason += f", {constants.CANCEL_REASON['FULLY_CANCELLED']}"
-        else:
-            # if trade is partially complete, edit the stake details for the trade
-            # and close the order
-            # cancel_order may not contain the full order dict, so we need to fallback
-            # to the order dict acquired before cancelling.
-            # we need to fall back to the values from order if corder does not contain these keys.
-            trade.amount = filled_amount
-            trade.stake_amount = trade.amount * trade.open_rate
-            self.update_trade_state(trade, trade.open_order_id, corder)
-
-            trade.open_order_id = None
-            logger.info('Partial buy order timeout for %s.', trade)
-            reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
-
-        self.wallets.update()
-        self._notify_enter_cancel(trade, order_type=self.strategy.order_types['buy'],
-                                  reason=reason)
-        return was_trade_fully_canceled
-
-    def handle_cancel_exit(self, trade: Trade, order: Dict, reason: str) -> str:
-        """
-        Sell cancel - cancel order and update trade
-        :return: Reason for cancel
-        """
-        # if trade is not partially completed, just cancel the order
-        if order['remaining'] == order['amount'] or order.get('filled') == 0.0:
-            if not self.exchange.check_order_canceled_empty(order):
-                try:
-                    # if trade is not partially completed, just delete the order
-                    co = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
-                                                                trade.amount)
-                    trade.update_order(co)
-                except InvalidOrderException:
-                    logger.exception(f"Could not cancel sell order {trade.open_order_id}")
-                    return 'error cancelling order'
-                logger.info('Sell order %s for %s.', reason, trade)
-            else:
-                reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
-                logger.info('Sell order %s for %s.', reason, trade)
-                trade.update_order(order)
-
-            trade.close_rate = None
-            trade.close_rate_requested = None
-            trade.close_profit = None
-            trade.close_profit_abs = None
-            trade.close_date = None
-            trade.is_open = True
-            trade.open_order_id = None
-        else:
-            # TODO: figure out how to handle partially complete sell orders
-            reason = constants.CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN']
-
-        self.wallets.update()
-        self._notify_exit_cancel(
-            trade,
-            order_type=self.strategy.order_types['sell'],
-            reason=reason
-        )
-        return reason
-
-    def _safe_exit_amount(self, pair: str, amount: float) -> float:
-        """
-        Get sellable amount.
-        Should be trade.amount - but will fall back to the available amount if necessary.
-        This should cover cases where get_real_amount() was not able to update the amount
-        for whatever reason.
-        :param pair: Pair we're trying to sell
-        :param amount: amount we expect to be available
-        :return: amount to sell
-        :raise: DependencyException: if available balance is not within 2% of the available amount.
-        """
-        # Update wallets to ensure amounts tied up in a stoploss is now free!
-        self.wallets.update()
-        trade_base_currency = self.exchange.get_pair_base_currency(pair)
-        wallet_amount = self.wallets.get_free(trade_base_currency)
-        logger.debug(f"{pair} - Wallet: {wallet_amount} - Trade-amount: {amount}")
-        if wallet_amount >= amount:
-            return amount
-        elif wallet_amount > amount * 0.98:
-            logger.info(f"{pair} - Falling back to wallet-amount {wallet_amount} -> {amount}.")
-            return wallet_amount
-        else:
-            raise DependencyException(
-                f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
-
-    def execute_trade_exit(self, trade: Trade, limit: float, sell_reason: SellCheckTuple) -> bool:
-        """
-        Executes a trade exit for the given trade and limit
-        :param trade: Trade instance
-        :param limit: limit rate for the sell order
-        :param sell_reason: Reason the sell was triggered
-        :return: True if it succeeds (supported) False (not supported)
-        """
-        sell_type = 'sell'
-        if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
-            sell_type = 'stoploss'
-
-        # if stoploss is on exchange and we are on dry_run mode,
-        # we consider the sell price stop price
-        if self.config['dry_run'] and sell_type == 'stoploss' \
-           and self.strategy.order_types['stoploss_on_exchange']:
-            limit = trade.stop_loss
-
-        # set custom_exit_price if available
-        proposed_limit_rate = limit
-        current_profit = trade.calc_profit_ratio(limit)
-        custom_exit_price = strategy_safe_wrapper(self.strategy.custom_exit_price,
-                                                  default_retval=proposed_limit_rate)(
-            pair=trade.pair, trade=trade,
-            current_time=datetime.now(timezone.utc),
-            proposed_rate=proposed_limit_rate, current_profit=current_profit)
-
-        limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
-
-        # First cancelling stoploss on exchange ...
-        if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
-            try:
-                co = self.exchange.cancel_stoploss_order_with_result(trade.stoploss_order_id,
-                                                                     trade.pair, trade.amount)
-                trade.update_order(co)
-            except InvalidOrderException:
-                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
-
-        order_type = self.strategy.order_types[sell_type]
-        if sell_reason.sell_type == SellType.EMERGENCY_SELL:
-            # Emergency sells (default to market!)
-            order_type = self.strategy.order_types.get("emergencysell", "market")
-        if sell_reason.sell_type == SellType.FORCE_SELL:
-            # Force sells (default to the sell_type defined in the strategy,
-            # but we allow this value to be changed)
-            order_type = self.strategy.order_types.get("forcesell", order_type)
-
-        amount = self._safe_exit_amount(trade.pair, trade.amount)
-        time_in_force = self.strategy.order_time_in_force['sell']
-
-        if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
-                pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
-                time_in_force=time_in_force, sell_reason=sell_reason.sell_reason,
-                current_time=datetime.now(timezone.utc)):
-            logger.info(f"User requested abortion of selling {trade.pair}")
-            return False
-
-        try:
-            # Execute sell and update trade record
-            order = self.exchange.create_order(pair=trade.pair,
-                                               ordertype=order_type, side="sell",
-                                               amount=amount, rate=limit,
-                                               time_in_force=time_in_force
-                                               )
-        except InsufficientFundsError as e:
-            logger.warning(f"Unable to place order {e}.")
-            # Try to figure out what went wrong
-            self.handle_insufficient_funds(trade)
-            return False
-
-        order_obj = Order.parse_from_ccxt_object(order, trade.pair, 'sell')
-        trade.orders.append(order_obj)
-
-        trade.open_order_id = order['id']
-        trade.sell_order_status = ''
-        trade.close_rate_requested = limit
-        trade.sell_reason = sell_reason.sell_reason
-        # In case of market sell orders the order can be closed immediately
-        if order.get('status', 'unknown') in ('closed', 'expired'):
-            self.update_trade_state(trade, trade.open_order_id, order)
-        Trade.commit()
-
-        # Lock pair for one candle to prevent immediate re-buys
-        self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
-                                reason='Auto lock')
-
-        self._notify_exit(trade, order_type)
-
-        return True
-
-    def _notify_exit(self, trade: Trade, order_type: str, fill: bool = False) -> None:
-        """
-        Sends rpc notification when a sell occurred.
-        """
-        profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
-        profit_trade = trade.calc_profit(rate=profit_rate)
-        # Use cached rates here - it was updated seconds ago.
-        current_rate = self.exchange.get_rate(
-            trade.pair, refresh=False, side="sell") if not fill else None
-        profit_ratio = trade.calc_profit_ratio(profit_rate)
-        gain = "profit" if profit_ratio > 0 else "loss"
-
-        msg = {
-            'type': (RPCMessageType.SELL_FILL if fill
-                     else RPCMessageType.SELL),
-            'trade_id': trade.id,
-            'exchange': trade.exchange.capitalize(),
-            'pair': trade.pair,
-            'gain': gain,
-            'limit': profit_rate,
-            'order_type': order_type,
-            'amount': trade.amount,
-            'open_rate': trade.open_rate,
-            'close_rate': trade.close_rate,
-            'current_rate': current_rate,
-            'profit_amount': profit_trade,
-            'profit_ratio': profit_ratio,
-            'sell_reason': trade.sell_reason,
-            'open_date': trade.open_date,
-            'close_date': trade.close_date or datetime.utcnow(),
-            'stake_currency': self.config['stake_currency'],
-            'fiat_currency': self.config.get('fiat_display_currency', None),
-        }
-
-        if 'fiat_display_currency' in self.config:
-            msg.update({
-                'fiat_currency': self.config['fiat_display_currency'],
-            })
-
-        # Send the message
-        self.rpc.send_msg(msg)
-
-    def _notify_exit_cancel(self, trade: Trade, order_type: str, reason: str) -> None:
-        """
-        Sends rpc notification when a sell cancel occurred.
-        """
-        if trade.sell_order_status == reason:
-            return
-        else:
-            trade.sell_order_status = reason
-
-        profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
-        profit_trade = trade.calc_profit(rate=profit_rate)
-        current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="sell")
-        profit_ratio = trade.calc_profit_ratio(profit_rate)
-        gain = "profit" if profit_ratio > 0 else "loss"
-
-        msg = {
-            'type': RPCMessageType.SELL_CANCEL,
-            'trade_id': trade.id,
-            'exchange': trade.exchange.capitalize(),
-            'pair': trade.pair,
-            'gain': gain,
-            'limit': profit_rate or 0,
-            'order_type': order_type,
-            'amount': trade.amount,
-            'open_rate': trade.open_rate,
-            'current_rate': current_rate,
-            'profit_amount': profit_trade,
-            'profit_ratio': profit_ratio,
-            'sell_reason': trade.sell_reason,
-            'open_date': trade.open_date,
-            'close_date': trade.close_date or datetime.now(timezone.utc),
-            'stake_currency': self.config['stake_currency'],
-            'fiat_currency': self.config.get('fiat_display_currency', None),
-            'reason': reason,
-        }
-
-        if 'fiat_display_currency' in self.config:
-            msg.update({
-                'fiat_currency': self.config['fiat_display_currency'],
-            })
-
-        # Send the message
-        self.rpc.send_msg(msg)
-
-#
-# Common update trade state methods
-#
-
-    def update_trade_state(self, trade: Trade, order_id: str, action_order: Dict[str, Any] = None,
-                           stoploss_order: bool = False) -> bool:
-        """
-        Checks trades with open orders and updates the amount if necessary
-        Handles closing both buy and sell orders.
-        :param trade: Trade object of the trade we're analyzing
-        :param order_id: Order-id of the order we're analyzing
-        :param action_order: Already acquired order object
-        :return: True if order has been cancelled without being filled partially, False otherwise
-        """
-        if not order_id:
-            logger.warning(f'Orderid for trade {trade} is empty.')
-            return False
-
-        # Update trade with order values
-        logger.info('Found open order for %s', trade)
-        try:
-            order = action_order or self.exchange.fetch_order_or_stoploss_order(order_id,
-                                                                                trade.pair,
-                                                                                stoploss_order)
-        except InvalidOrderException as exception:
-            logger.warning('Unable to fetch order %s: %s', order_id, exception)
-            return False
-
-        trade.update_order(order)
-
-        # Try update amount (binance-fix)
-        try:
-            new_amount = self.get_real_amount(trade, order)
-            if not isclose(safe_value_fallback(order, 'filled', 'amount'), new_amount,
-                           abs_tol=constants.MATH_CLOSE_PREC):
-                order['amount'] = new_amount
-                order.pop('filled', None)
-                trade.recalc_open_trade_value()
-        except DependencyException as exception:
-            logger.warning("Could not update trade amount: %s", exception)
-
-        if self.exchange.check_order_canceled_empty(order):
-            # Trade has been cancelled on exchange
-            # Handling of this will happen in check_handle_timeout.
-            return True
-        trade.update(order)
-        Trade.commit()
-
-        # Updating wallets when order is closed
-        if not trade.is_open:
-            if not stoploss_order and not trade.open_order_id:
-                self._notify_exit(trade, '', True)
-            self.handle_protections(trade.pair)
-            self.wallets.update()
-        elif not trade.open_order_id:
-            # Buy fill
-            self._notify_enter_fill(trade)
-
-        return False
-
-    def handle_protections(self, pair: str) -> None:
-        prot_trig = self.protections.stop_per_pair(pair)
-        if prot_trig:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
-            msg.update(prot_trig.to_json())
-            self.rpc.send_msg(msg)
-
-        prot_trig_glb = self.protections.global_stop()
-        if prot_trig_glb:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
-            msg.update(prot_trig_glb.to_json())
-            self.rpc.send_msg(msg)
-
-    def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,
-                              amount: float, fee_abs: float) -> float:
-        """
-        Applies the fee to amount (either from Order or from Trades).
-        Can eat into dust if more than the required asset is available.
-        """
-        self.wallets.update()
-        if fee_abs != 0 and self.wallets.get_free(trade_base_currency) >= amount:
-            # Eat into dust if we own more than base currency
-            logger.info(f"Fee amount for {trade} was in base currency - "
-                        f"Eating Fee {fee_abs} into dust.")
-        elif fee_abs != 0:
-            real_amount = self.exchange.amount_to_precision(trade.pair, amount - fee_abs)
-            logger.info(f"Applying fee on amount for {trade} "
-                        f"(from {amount} to {real_amount}).")
-            return real_amount
-        return amount
-
-    def get_real_amount(self, trade: Trade, order: Dict) -> float:
-        """
-        Detect and update trade fee.
-        Calls trade.update_fee() upon correct detection.
-        Returns modified amount if the fee was taken from the destination currency.
-        Necessary for exchanges which charge fees in base currency (e.g. binance)
-        :return: identical (or new) amount for the trade
-        """
-        # Init variables
-        order_amount = safe_value_fallback(order, 'filled', 'amount')
-        # Only run for closed orders
-        if trade.fee_updated(order.get('side', '')) or order['status'] == 'open':
-            return order_amount
-
-        trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
-        # use fee from order-dict if possible
-        if self.exchange.order_has_fee(order):
-            fee_cost, fee_currency, fee_rate = self.exchange.extract_cost_curr_rate(order)
-            logger.info(f"Fee for Trade {trade} [{order.get('side')}]: "
-                        f"{fee_cost:.8g} {fee_currency} - rate: {fee_rate}")
-            if fee_rate is None or fee_rate < 0.02:
-                # Reject all fees that report as > 2%.
-                # These are most likely caused by a parsing bug in ccxt
-                # due to multiple trades (https://github.com/ccxt/ccxt/issues/8025)
-                trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
-                if trade_base_currency == fee_currency:
-                    # Apply fee to amount
-                    return self.apply_fee_conditional(trade, trade_base_currency,
-                                                      amount=order_amount, fee_abs=fee_cost)
-                return order_amount
-        return self.fee_detection_from_trades(trade, order, order_amount)
-
-    def fee_detection_from_trades(self, trade: Trade, order: Dict, order_amount: float) -> float:
-        """
-        fee-detection fallback to Trades. Parses result of fetch_my_trades to get correct fee.
-        """
-        trades = self.exchange.get_trades_for_order(self.exchange.get_order_id_conditional(order),
-                                                    trade.pair, trade.open_date)
-
-        if len(trades) == 0:
-            logger.info("Applying fee on amount for %s failed: myTrade-Dict empty found", trade)
-            return order_amount
-        fee_currency = None
-        amount = 0
-        fee_abs = 0.0
-        fee_cost = 0.0
-        trade_base_currency = self.exchange.get_pair_base_currency(trade.pair)
-        fee_rate_array: List[float] = []
-        for exectrade in trades:
-            amount += exectrade['amount']
-            if self.exchange.order_has_fee(exectrade):
-                fee_cost_, fee_currency, fee_rate_ = self.exchange.extract_cost_curr_rate(exectrade)
-                fee_cost += fee_cost_
-                if fee_rate_ is not None:
-                    fee_rate_array.append(fee_rate_)
-                # only applies if fee is in quote currency!
-                if trade_base_currency == fee_currency:
-                    fee_abs += fee_cost_
-        # Ensure at least one trade was found:
-        if fee_currency:
-            # fee_rate should use mean
-            fee_rate = sum(fee_rate_array) / float(len(fee_rate_array)) if fee_rate_array else None
-            if fee_rate is not None and fee_rate < 0.02:
-                # Only update if fee-rate is < 2%
-                trade.update_fee(fee_cost, fee_currency, fee_rate, order.get('side', ''))
-
-        if not isclose(amount, order_amount, abs_tol=constants.MATH_CLOSE_PREC):
-            logger.warning(f"Amount {amount} does not match amount {trade.amount}")
-            raise DependencyException("Half bought? Amounts don't match")
-
-        if fee_abs != 0:
-            return self.apply_fee_conditional(trade, trade_base_currency,
-                                              amount=amount, fee_abs=fee_abs)
-        else:
-            return amount
-
-    def get_valid_price(self, custom_price: float, proposed_price: float) -> float:
-        """
-        Return the valid price.
-        Check if the custom price is of the good type if not return proposed_price
-        :return: valid price for the order
-        """
-        if custom_price:
-            try:
-                valid_custom_price = float(custom_price)
-            except ValueError:
-                valid_custom_price = proposed_price
-        else:
-            valid_custom_price = proposed_price
-
-        cust_p_max_dist_r = self.config.get('custom_price_max_distance_ratio', 0.02)
-        min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
-        max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
-
-        # Bracket between min_custom_price_allowed and max_custom_price_allowed
-        return max(
-            min(valid_custom_price, max_custom_price_allowed),
-            min_custom_price_allowed)

From 91b9e5ce6872f9cf5f679ee51d7794cfbf9a9519 Mon Sep 17 00:00:00 2001
From: incrementby1 <91958753+incrementby1@users.noreply.github.com>
Date: Wed, 27 Oct 2021 12:43:00 +0200
Subject: [PATCH 823/834] Delete StackingDemo.py

---
 StackingDemo.py | 591 ------------------------------------------------
 1 file changed, 591 deletions(-)
 delete mode 100644 StackingDemo.py

diff --git a/StackingDemo.py b/StackingDemo.py
deleted file mode 100644
index b88248fac..000000000
--- a/StackingDemo.py
+++ /dev/null
@@ -1,591 +0,0 @@
-# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
-# flake8: noqa: F401
-
-# --- Do not remove these libs ---
-import numpy as np  # noqa
-import pandas as pd  # noqa
-from pandas import DataFrame
-
-from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
-                                IStrategy, IntParameter)
-
-# --------------------------------
-# Add your lib to import here
-import talib.abstract as ta
-import freqtrade.vendor.qtpylib.indicators as qtpylib
-
-from freqtrade.persistence import Trade
-from datetime import datetime,timezone,timedelta
-
-"""
- Warning:
-This is still work in progress, so there is no warranty that everything works as intended, 
-it is possible that this strategy results in huge losses or doesn't even work at all.
-Make sure to only run this in dry_mode so you don't lose any money.
-
-"""
-
-class StackingDemo(IStrategy):
-    """
-    This is the default strategy template with added functions for trade stacking / buying the same positions multiple times.
-    It should function like this:
-        Find good buys using indicators. 
-        When a new buy occurs the strategy will enable rebuys of the pair like this:
-            self.custom_info[metadata["pair"]]["rebuy"] = 1
-        Then, if the price should drop after the last buy within the timerange of rebuy_time_limit_hours,
-        the same pair will be purchased again. This is intended to help with reducing possible losses.
-        If the price only goes up after the first buy, the strategy won't buy this pair again, and after the time limit is over,
-        look for other pairs to buy.
-        For selling there is this flag:
-            self.custom_info[metadata["pair"]]["resell"] = 1
-        which should simply sell all trades of this pair until none are left.
-
-    You can set how many pairs you want to trade and how many trades you want to allow for a pair, 
-    but you must make sure to set max_open_trades to the produce of max_open_pairs and max_open_trades in your configuration file.
-    Also allow_position_stacking has to be set to true in the configuration file.
-
-    For backtesting make sure to provide --enable-position-stacking as an argument in the command line.
-    Backtesting will be slow.
-    Hyperopt was not tested.
-    
-    # run the bot:
-    freqtrade trade -c StackingConfig.json -s StackingDemo --db-url sqlite:///tradesv3_StackingDemo_dry-run.sqlite --dry-run
-    """
-    # Strategy interface version - allow new iterations of the strategy interface.
-    # Check the documentation or the Sample strategy to get the latest version.
-    INTERFACE_VERSION = 2
-
-    # how many pairs to trade / trades per pair if allow_position_stacking is enabled
-    max_open_pairs, max_trades_per_pair = 4, 3
-    # make sure to have this value in your config file
-    max_open_trades = max_open_pairs * max_trades_per_pair
-
-    # debugging
-    print_trades = True
-
-    # specify for how long to want to allow rebuys of this pair
-    rebuy_time_limit_hours = 2
-
-    # store additional information needed for this strategy:
-    custom_info = {}
-    custom_num_open_pairs = {}
-
-    # Minimal ROI designed for the strategy.
-    # This attribute will be overridden if the config file contains "minimal_roi".
-    minimal_roi = {
-        "60": 0.01,
-        "30": 0.02,
-        "0": 0.001
-    }
-
-    # Optimal stoploss designed for the strategy.
-    # This attribute will be overridden if the config file contains "stoploss".
-    stoploss = -0.10
-
-    # Trailing stoploss
-    trailing_stop = False
-    # trailing_only_offset_is_reached = False
-    # trailing_stop_positive = 0.01
-    # trailing_stop_positive_offset = 0.0  # Disabled / not configured
-
-    # Optimal timeframe for the strategy.
-    timeframe = '5m'
-
-    # Run "populate_indicators()" only for new candle.
-    process_only_new_candles = False
-
-    # These values can be overridden in the "ask_strategy" section in the config.
-    use_sell_signal = True
-    sell_profit_only = False
-    ignore_roi_if_buy_signal = False
-
-    # Number of candles the strategy requires before producing valid signals
-    startup_candle_count: int = 30
-
-    # Optional order type mapping.
-    order_types = {
-        'buy': 'market',
-        'sell': 'market',
-        'stoploss': 'market',
-        'stoploss_on_exchange': False
-    }
-
-    # Optional order time in force.
-    order_time_in_force = {
-        'buy': 'gtc',
-        'sell': 'gtc'
-    }
-    
-    plot_config = {
-        # Main plot indicators (Moving averages, ...)
-        'main_plot': {
-            'tema': {},
-            'sar': {'color': 'white'},
-        },
-        'subplots': {
-            # Subplots - each dict defines one additional plot
-            "MACD": {
-                'macd': {'color': 'blue'},
-                'macdsignal': {'color': 'orange'},
-            },
-            "RSI": {
-                'rsi': {'color': 'red'},
-            }
-        }
-    }
-    def informative_pairs(self):
-        """
-        Define additional, informative pair/interval combinations to be cached from the exchange.
-        These pair/interval combinations are non-tradeable, unless they are part
-        of the whitelist as well.
-        For more information, please consult the documentation
-        :return: List of tuples in the format (pair, interval)
-            Sample: return [("ETH/USDT", "5m"),
-                            ("BTC/USDT", "15m"),
-                            ]
-        """
-        return []
-
-    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Adds several different TA indicators to the given DataFrame
-
-        Performance Note: For the best performance be frugal on the number of indicators
-        you are using. Let uncomment only the indicator you are using in your strategies
-        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
-        :param dataframe: Dataframe with data from the exchange
-        :param metadata: Additional information, like the currently traded pair
-        :return: a Dataframe with all mandatory indicators for the strategies
-        """
-
-        # STACKING STUFF
-
-        # confirm config
-        self.max_trades_per_pair = self.config['max_open_trades'] / self.max_open_pairs
-        if not self.config["allow_position_stacking"]:
-            self.max_trades_per_pair = 1
-
-        # store number of open pairs
-        self.custom_num_open_pairs = {"num_open_pairs": 0}
-
-        # Store custom information for this pair:
-        if not metadata["pair"] in self.custom_info:
-            self.custom_info[metadata["pair"]] = {}
-
-        if not "rebuy" in self.custom_info[metadata["pair"]]:
-            # number of trades for this pair
-            self.custom_info[metadata["pair"]]["num_trades"] = 0
-            # use rebuy/resell as buy-/sell- indicators
-            self.custom_info[metadata["pair"]]["rebuy"] = 0
-            self.custom_info[metadata["pair"]]["resell"] = 0
-            # store latest open_date for this pair
-            self.custom_info[metadata["pair"]]["last_open_date"] = datetime.now(timezone.utc) - timedelta(days=100)
-            # stare the value of the latest open price for this pair
-            self.custom_info[metadata["pair"]]["latest_open_rate"] = 0
-
-        # INDICATORS
-
-        # Momentum Indicators
-        # ------------------------------------
-
-        # ADX
-        dataframe['adx'] = ta.ADX(dataframe)
-
-        # # Plus Directional Indicator / Movement
-        # dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
-        # dataframe['plus_di'] = ta.PLUS_DI(dataframe)
-
-        # # Minus Directional Indicator / Movement
-        # dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
-        # dataframe['minus_di'] = ta.MINUS_DI(dataframe)
-
-        # # Aroon, Aroon Oscillator
-        # aroon = ta.AROON(dataframe)
-        # dataframe['aroonup'] = aroon['aroonup']
-        # dataframe['aroondown'] = aroon['aroondown']
-        # dataframe['aroonosc'] = ta.AROONOSC(dataframe)
-
-        # # Awesome Oscillator
-        # dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
-
-        # # Keltner Channel
-        # keltner = qtpylib.keltner_channel(dataframe)
-        # dataframe["kc_upperband"] = keltner["upper"]
-        # dataframe["kc_lowerband"] = keltner["lower"]
-        # dataframe["kc_middleband"] = keltner["mid"]
-        # dataframe["kc_percent"] = (
-        #     (dataframe["close"] - dataframe["kc_lowerband"]) /
-        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"])
-        # )
-        # dataframe["kc_width"] = (
-        #     (dataframe["kc_upperband"] - dataframe["kc_lowerband"]) / dataframe["kc_middleband"]
-        # )
-
-        # # Ultimate Oscillator
-        # dataframe['uo'] = ta.ULTOSC(dataframe)
-
-        # # Commodity Channel Index: values [Oversold:-100, Overbought:100]
-        # dataframe['cci'] = ta.CCI(dataframe)
-
-        # RSI
-        dataframe['rsi'] = ta.RSI(dataframe)
-
-        # # Inverse Fisher transform on RSI: values [-1.0, 1.0] (https://goo.gl/2JGGoy)
-        # rsi = 0.1 * (dataframe['rsi'] - 50)
-        # dataframe['fisher_rsi'] = (np.exp(2 * rsi) - 1) / (np.exp(2 * rsi) + 1)
-
-        # # Inverse Fisher transform on RSI normalized: values [0.0, 100.0] (https://goo.gl/2JGGoy)
-        # dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
-
-        # # Stochastic Slow
-        # stoch = ta.STOCH(dataframe)
-        # dataframe['slowd'] = stoch['slowd']
-        # dataframe['slowk'] = stoch['slowk']
-
-        # Stochastic Fast
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        dataframe['fastk'] = stoch_fast['fastk']
-
-        # # Stochastic RSI
-        # Please read https://github.com/freqtrade/freqtrade/issues/2961 before using this.
-        # STOCHRSI is NOT aligned with tradingview, which may result in non-expected results.
-        # stoch_rsi = ta.STOCHRSI(dataframe)
-        # dataframe['fastd_rsi'] = stoch_rsi['fastd']
-        # dataframe['fastk_rsi'] = stoch_rsi['fastk']
-
-        # MACD
-        macd = ta.MACD(dataframe)
-        dataframe['macd'] = macd['macd']
-        dataframe['macdsignal'] = macd['macdsignal']
-        dataframe['macdhist'] = macd['macdhist']
-
-        # MFI
-        dataframe['mfi'] = ta.MFI(dataframe)
-
-        # # ROC
-        # dataframe['roc'] = ta.ROC(dataframe)
-
-        # Overlap Studies
-        # ------------------------------------
-
-        # Bollinger Bands
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-        dataframe['bb_middleband'] = bollinger['mid']
-        dataframe['bb_upperband'] = bollinger['upper']
-        dataframe["bb_percent"] = (
-            (dataframe["close"] - dataframe["bb_lowerband"]) /
-            (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
-        )
-        dataframe["bb_width"] = (
-            (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
-        )
-
-        # Bollinger Bands - Weighted (EMA based instead of SMA)
-        # weighted_bollinger = qtpylib.weighted_bollinger_bands(
-        #     qtpylib.typical_price(dataframe), window=20, stds=2
-        # )
-        # dataframe["wbb_upperband"] = weighted_bollinger["upper"]
-        # dataframe["wbb_lowerband"] = weighted_bollinger["lower"]
-        # dataframe["wbb_middleband"] = weighted_bollinger["mid"]
-        # dataframe["wbb_percent"] = (
-        #     (dataframe["close"] - dataframe["wbb_lowerband"]) /
-        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"])
-        # )
-        # dataframe["wbb_width"] = (
-        #     (dataframe["wbb_upperband"] - dataframe["wbb_lowerband"]) / dataframe["wbb_middleband"]
-        # )
-
-        # # EMA - Exponential Moving Average
-        # dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
-        # dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
-        # dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
-        # dataframe['ema21'] = ta.EMA(dataframe, timeperiod=21)
-        # dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
-        # dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
-
-        # # SMA - Simple Moving Average
-        # dataframe['sma3'] = ta.SMA(dataframe, timeperiod=3)
-        # dataframe['sma5'] = ta.SMA(dataframe, timeperiod=5)
-        # dataframe['sma10'] = ta.SMA(dataframe, timeperiod=10)
-        # dataframe['sma21'] = ta.SMA(dataframe, timeperiod=21)
-        # dataframe['sma50'] = ta.SMA(dataframe, timeperiod=50)
-        # dataframe['sma100'] = ta.SMA(dataframe, timeperiod=100)
-
-        # Parabolic SAR
-        dataframe['sar'] = ta.SAR(dataframe)
-
-        # TEMA - Triple Exponential Moving Average
-        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
-
-        # Cycle Indicator
-        # ------------------------------------
-        # Hilbert Transform Indicator - SineWave
-        hilbert = ta.HT_SINE(dataframe)
-        dataframe['htsine'] = hilbert['sine']
-        dataframe['htleadsine'] = hilbert['leadsine']
-
-        # Pattern Recognition - Bullish candlestick patterns
-        # ------------------------------------
-        # # Hammer: values [0, 100]
-        # dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
-        # # Inverted Hammer: values [0, 100]
-        # dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
-        # # Dragonfly Doji: values [0, 100]
-        # dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
-        # # Piercing Line: values [0, 100]
-        # dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
-        # # Morningstar: values [0, 100]
-        # dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
-        # # Three White Soldiers: values [0, 100]
-        # dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
-
-        # Pattern Recognition - Bearish candlestick patterns
-        # ------------------------------------
-        # # Hanging Man: values [0, 100]
-        # dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
-        # # Shooting Star: values [0, 100]
-        # dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
-        # # Gravestone Doji: values [0, 100]
-        # dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
-        # # Dark Cloud Cover: values [0, 100]
-        # dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
-        # # Evening Doji Star: values [0, 100]
-        # dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
-        # # Evening Star: values [0, 100]
-        # dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
-
-        # Pattern Recognition - Bullish/Bearish candlestick patterns
-        # ------------------------------------
-        # # Three Line Strike: values [0, -100, 100]
-        # dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
-        # # Spinning Top: values [0, -100, 100]
-        # dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
-        # # Engulfing: values [0, -100, 100]
-        # dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
-        # # Harami: values [0, -100, 100]
-        # dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
-        # # Three Outside Up/Down: values [0, -100, 100]
-        # dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
-        # # Three Inside Up/Down: values [0, -100, 100]
-        # dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
-
-        # # Chart type
-        # # ------------------------------------
-        # # Heikin Ashi Strategy
-        # heikinashi = qtpylib.heikinashi(dataframe)
-        # dataframe['ha_open'] = heikinashi['open']
-        # dataframe['ha_close'] = heikinashi['close']
-        # dataframe['ha_high'] = heikinashi['high']
-        # dataframe['ha_low'] = heikinashi['low']
-
-        # Retrieve best bid and best ask from the orderbook
-        # ------------------------------------
-        """
-        # first check if dataprovider is available
-        if self.dp:
-            if self.dp.runmode.value in ('live', 'dry_run'):
-                ob = self.dp.orderbook(metadata['pair'], 1)
-                dataframe['best_bid'] = ob['bids'][0][0]
-                dataframe['best_ask'] = ob['asks'][0][0]
-        """
-
-        return dataframe
-
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Based on TA indicators, populates the buy signal for the given dataframe
-        :param dataframe: DataFrame populated with indicators
-        :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
-        """
-        dataframe.loc[
-            (
-                (
-                    (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
-                    (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard: tema below BB middle
-                    (dataframe['tema'] > dataframe['tema'].shift(1)) |  # Guard: tema is raising
-                    # use either buy signal or rebuy flag to trigger a buy
-                    (self.custom_info[metadata["pair"]]["rebuy"] == 1)
-                ) &
-                (dataframe['volume'] > 0)  # Make sure Volume is not 0
-            ),
-            'buy'] = 1
-
-        return dataframe
-
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Based on TA indicators, populates the sell signal for the given dataframe
-        :param dataframe: DataFrame populated with indicators
-        :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
-        """
-        dataframe.loc[
-            (
-                (
-                    (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
-                    (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard: tema above BB middle
-                    (dataframe['tema'] < dataframe['tema'].shift(1)) |  # Guard: tema is falling
-                    # use either sell signal or resell flag to trigger a sell
-                    (self.custom_info[metadata["pair"]]["resell"] == 1)
-                ) &
-                (dataframe['volume'] > 0)  # Make sure Volume is not 0
-            ),
-            'sell'] = 1
-        return dataframe
-
-    # use_custom_sell = True
-
-    def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
-                    current_profit: float, **kwargs) -> 'Optional[Union[str, bool]]':
-        """
-        Custom sell signal logic indicating that specified position should be sold. Returning a
-        string or True from this method is equal to setting sell signal on a candle at specified
-        time. This method is not called when sell signal is set.
-
-        This method should be overridden to create sell signals that depend on trade parameters. For
-        example you could implement a sell relative to the candle when the trade was opened,
-        or a custom 1:2 risk-reward ROI.
-
-        Custom sell reason max length is 64. Exceeding characters will be removed.
-
-        :param pair: Pair that's currently analyzed
-        :param trade: trade object.
-        :param current_time: datetime object, containing the current datetime
-        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
-        :param current_profit: Current profit (as ratio), calculated based on current_rate.
-        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return: To execute sell, return a string with custom sell reason or True. Otherwise return
-        None or False.
-        """
-        # if self.custom_info[pair]["resell"] == 1:
-        #    return 'resell'
-        return None
-
-    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
-        return_statement = True
-
-        if self.config['allow_position_stacking']:
-            return_statement = self.check_open_trades(pair, rate, current_time)
-
-        # debugging
-        if return_statement and self.print_trades:
-            # use str.join() for speed
-            out = (current_time.strftime("%c"), " Bought: ", pair, ", rate: ", str(rate), ", rebuy: ", str(self.custom_info[pair]["rebuy"]), ", trades: ", str(self.custom_info[pair]["num_trades"]))
-            print("".join(out))
-
-        return return_statement
-
-    def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
-                           rate: float, time_in_force: str, sell_reason: str,
-                           current_time: 'datetime', **kwargs) -> bool:
-
-        if self.config["allow_position_stacking"]:
-
-            # unlock open pairs limit after every sell
-            self.unlock_reason('Open pairs limit')
-
-            # unlock open pairs limit after last item is sold
-            if self.custom_info[pair]["num_trades"] == 1:
-                # decrement open_pairs_count by 1 if last item is sold
-                self.custom_num_open_pairs["num_open_pairs"]-=1
-                self.custom_info[pair]["resell"] = 0
-                # reset rate
-                self.custom_info[pair]["latest_open_rate"] = 0.0
-                self.unlock_reason('Trades per pair limit')
-
-            # change dataframe to produce sell signal after a sell
-            if self.custom_info[pair]["num_trades"] >= self.max_trades_per_pair:
-                self.custom_info[pair]["resell"] = 1
-
-            # decrement number of trades by 1:
-            self.custom_info[pair]["num_trades"]-=1
-
-        # debugging stuff
-        if self.print_trades:
-            # use str.join() for speed
-            out = (current_time.strftime("%c"), " Sold: ", pair, ", rate: ", str(rate),", profit: ", str(trade.calc_profit_ratio(rate)), ", resell: ", str(self.custom_info[pair]["resell"]), ", trades: ", str(self.custom_info[pair]["num_trades"]))
-            print("".join(out))
-
-        return True
-
-    def check_open_trades(self, pair: str, rate: float, current_time: datetime):
-
-        # retrieve information about current open pairs
-        tr_info = self.get_trade_information(pair)
-
-        # update number of open trades for the pair
-        self.custom_info[pair]["num_trades"] = tr_info[1]
-        self.custom_num_open_pairs["num_open_pairs"] = len(tr_info[0])
-        # update value of the last open price
-        self.custom_info[pair]["latest_open_rate"] = tr_info[2]
-
-        # don't buy if we have enough trades for this pair
-        if self.custom_info[pair]["num_trades"] >= self.max_trades_per_pair:
-            # lock if we already have enough pairs open, will be unlocked after last item of a pair is sold
-            self.lock_pair(pair, until=datetime.now(timezone.utc) + timedelta(days=100), reason='Trades per pair limit')
-            self.custom_info[pair]["rebuy"] = 0
-            return False
-
-        # don't buy if we have enough pairs
-        if self.custom_num_open_pairs["num_open_pairs"] >= self.max_open_pairs:
-            if not pair in tr_info[0]:
-                # lock if this pair is not in our list, will be unlocked after the next sell
-                self.lock_pair(pair, until=datetime.now(timezone.utc) + timedelta(days=100), reason='Open pairs limit')
-                self.custom_info[pair]["rebuy"] = 0
-                return False
-
-        # don't buy at a higher price, try until time limit is exceeded; skips if it's the first trade'
-        if rate > self.custom_info[pair]["latest_open_rate"] and self.custom_info[pair]["latest_open_rate"] != 0.0:
-            # how long do we want to try buying cheaper before we look for other pairs?
-            if (current_time - self.custom_info[pair]['last_open_date']).seconds/3600 > self.rebuy_time_limit_hours:
-                self.custom_info[pair]["rebuy"] = 0
-                self.unlock_reason('Open pairs limit')
-            return False
-
-        # set rebuy flag if num_trades < limit-1
-        if self.custom_info[pair]["num_trades"] < self.max_trades_per_pair-1:
-            self.custom_info[pair]["rebuy"] = 1
-        else:
-            self.custom_info[pair]["rebuy"] = 0
-
-        # update rate
-        self.custom_info[pair]["latest_open_rate"] = rate
-
-        #update date open
-        self.custom_info[pair]["last_open_date"] = current_time
-
-        # increment trade count by 1
-        self.custom_info[pair]["num_trades"]+=1
-
-        return True
-
-    # custom function to help with the strategy
-    def get_trade_information(self, pair:str):
-
-        latest_open_rate, trade_count = 0, 0.0
-        # store all open pairs
-        open_pairs = []
-
-        ### start nested function
-        def compare_trade(trade: Trade):
-            nonlocal trade_count, latest_open_rate, pair
-            if trade.pair == pair:
-                # update latest_rate
-                latest_open_rate = trade.open_rate
-                trade_count+=1
-            return trade.pair
-        ### end nested function
-
-        # replaced for loop with map for speed
-        open_pairs = map(compare_trade, Trade.get_open_trades())
-        # remove duplicates
-        open_pairs = (list(dict.fromkeys(open_pairs)))
-
-        #print(*open_pairs, sep="\n")
-
-        # put this all together to reduce the amount of loops
-        return open_pairs, trade_count, latest_open_rate

From 2eb33707c93379a5a40bf7d2e6f6270d47563db8 Mon Sep 17 00:00:00 2001
From: incrementby1 <ph329709@gmail.com>
Date: Wed, 27 Oct 2021 15:58:41 +0200
Subject: [PATCH 824/834] Undo changes

---
 freqtrade/configuration/configuration.py |  7 +------
 freqtrade/freqtradebot.py                | 18 ++++++------------
 2 files changed, 7 insertions(+), 18 deletions(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index d4cf09821..9aa4b794e 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -137,12 +137,6 @@ class Configuration:
         setup_logging(config)
 
     def _process_trading_options(self, config: Dict[str, Any]) -> None:
-
-        # Allow_position_stacking defaults to False
-        if not config.get('allow_position_stacking'):
-            config['allow_position_stacking'] = False
-        logger.info('Allow_position_stacking is set to ' + str(config['allow_position_stacking']))
-
         if config['runmode'] not in TRADING_MODES:
             return
 
@@ -504,3 +498,4 @@ class Configuration:
                 config['pairs'] = load_file(pairs_file)
                 if 'pairs' in config:
                     config['pairs'].sort()
+
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 850cd1700..4def3747c 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
 import copy
 import logging
 import traceback
-from datetime import datetime, timedelta, timezone
+from datetime import datetime, timezone
 from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional
@@ -359,12 +359,10 @@ class FreqtradeBot(LoggingMixin):
             logger.info("Active pair whitelist is empty.")
             return trades_created
         # Remove pairs for currently opened trades from the whitelist
-        # Allow rebuying of the same pair if allow_position_stacking is set to True
-        if not self.config['allow_position_stacking']:
-            for trade in Trade.get_open_trades():
-                if trade.pair in whitelist:
-                    whitelist.remove(trade.pair)
-                    logger.debug('Ignoring %s in pair whitelist', trade.pair)
+        for trade in Trade.get_open_trades():
+            if trade.pair in whitelist:
+                whitelist.remove(trade.pair)
+                logger.debug('Ignoring %s in pair whitelist', trade.pair)
 
         if not whitelist:
             logger.info("No currency pair in active pair whitelist, "
@@ -594,11 +592,6 @@ class FreqtradeBot(LoggingMixin):
 
         self._notify_enter(trade, order_type)
 
-        # Lock pair for 1 timeframe duration to prevent immediate rebuys
-        if self.config['allow_position_stacking']:
-            self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc) + timedelta(minutes=timeframe_to_minutes(self.config['timeframe'])),
-                                        reason='Prevent immediate rebuys')
-
         return True
 
     def _notify_enter(self, trade: Trade, order_type: str) -> None:
@@ -1436,3 +1429,4 @@ class FreqtradeBot(LoggingMixin):
         return max(
             min(valid_custom_price, max_custom_price_allowed),
             min_custom_price_allowed)
+

From e2b64a750fcebbc5751fea13ffa14c33b73be1f6 Mon Sep 17 00:00:00 2001
From: JackBananas <81236318+JackBananas@users.noreply.github.com>
Date: Wed, 27 Oct 2021 17:14:26 +0200
Subject: [PATCH 825/834] Update data-download.md

Minor change due to a misleading sentence
---
 docs/data-download.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/data-download.md b/docs/data-download.md
index 6c7d5312d..dbd7998c3 100644
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -11,7 +11,7 @@ Otherwise `--exchange` becomes mandatory.
 You can use a relative timerange (`--days 20`) or an absolute starting point (`--timerange 20200101-`). For incremental downloads, the relative approach should be used.
 
 !!! Tip "Tip: Updating existing data"
-    If you already have backtesting data available in your data-directory and would like to refresh this data up to today, do not use `--days` or `--timerange` parameters. Freqtrade will keep the available data and only download the missing data.
+    If you already have backtesting data available in your data-directory and would like to refresh this data up to today, freqtrade will automatically calculate the data missing for the existing pairs and the download will occur from the latest available point until "now", neither --days or --timerange parameters are required. Freqtrade will keep the available data and only download the missing data.
     If you are updating existing data after inserting new pairs that you have no data for, use `--new-pairs-days xx` parameter. Specified number of days will be downloaded for new pairs while old pairs will be updated with missing data only.
     If you use `--days xx` parameter alone - data for specified number of days will be downloaded for _all_ pairs. Be careful, if specified number of days is smaller than gap between now and last downloaded candle - freqtrade will delete all existing data to avoid gaps in candle data.
 

From 92130837a980cb9caeccd91c8fbc2d6dfe67da9b Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 27 Oct 2021 19:58:29 +0200
Subject: [PATCH 826/834] Improve and clarify informative pairs documentation

---
 docs/strategy-customization.md | 254 +++++++++++++++++----------------
 1 file changed, 128 insertions(+), 126 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 0bfc0a2f6..d0c9e5f4f 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -312,7 +312,7 @@ Currently this is `pair`, which can be accessed using `metadata['pair']` - and w
 The Metadata-dict should not be modified and does not persist information across multiple calls.
 Instead, have a look at the section [Storing information](strategy-advanced.md#Storing-information)
 
-## Additional data (informative_pairs)
+## Informative Pairs
 
 ### Get data for non-tradeable pairs
 
@@ -341,6 +341,133 @@ A full sample can be found [in the DataProvider section](#complete-data-provider
 
 ***
 
+### Informative pairs decorator (`@informative()`)
+
+In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
+not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
+When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
+for more information.
+
+??? info "Full documentation"
+    ``` python
+    def informative(timeframe: str, asset: str = '',
+                    fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
+                    ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
+        """
+        A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
+        define informative indicators.
+
+        Example usage:
+
+            @informative('1h')
+            def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+                dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+                return dataframe
+
+        :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
+        :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
+        current pair.
+        :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
+        specified, defaults to:
+        * {base}_{quote}_{column}_{timeframe} if asset is specified. 
+        * {column}_{timeframe} if asset is not specified.
+        Format string supports these format variables:
+        * {asset} - full name of the asset, for example 'BTC/USDT'.
+        * {base} - base currency in lower case, for example 'eth'.
+        * {BASE} - same as {base}, except in upper case.
+        * {quote} - quote currency in lower case, for example 'usdt'.
+        * {QUOTE} - same as {quote}, except in upper case.
+        * {column} - name of dataframe column.
+        * {timeframe} - timeframe of informative dataframe.
+        :param ffill: ffill dataframe after merging informative pair.
+        """
+    ```
+
+??? Example "Fast and easy way to define informative pairs"
+
+    Most of the time we do not need power and flexibility offered by `merge_informative_pair()`, therefore we can use a decorator to quickly define informative pairs.
+
+    ``` python
+
+    from datetime import datetime
+    from freqtrade.persistence import Trade
+    from freqtrade.strategy import IStrategy, informative
+
+    class AwesomeStrategy(IStrategy):
+        
+        # This method is not required. 
+        # def informative_pairs(self): ...
+
+        # Define informative upper timeframe for each pair. Decorators can be stacked on same 
+        # method. Available in populate_indicators as 'rsi_30m' and 'rsi_1h'.
+        @informative('30m')
+        @informative('1h')
+        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
+        # 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable 
+        # instead of hardcoding actual stake currency. Available in populate_indicators and other 
+        # methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
+        @informative('1h', 'BTC/{stake}')
+        def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+
+        # Define BTC/ETH informative pair. You must specify quote currency if it is different from
+        # stake currency. Available in populate_indicators and other methods as 'eth_btc_rsi_1h'.
+        @informative('1h', 'ETH/BTC')
+        def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        # Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
+        # column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
+        # formatting. Available in populate_indicators and other methods as 'rsi_upper'.
+        @informative('1h', 'BTC/{stake}', '{column}')
+        def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
+            return dataframe
+    
+        def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+            # Strategy timeframe indicators for current pair.
+            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+            # Informative pairs are available in this method.
+            dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
+            return dataframe
+
+    ```
+
+!!! Note
+    Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
+    manually as described [in the DataProvider section](#complete-data-provider-sample).
+
+!!! Note
+    Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
+
+    ``` python
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        stake = self.config['stake_currency']
+        dataframe.loc[
+            (
+                (dataframe[f'btc_{stake}_rsi_1h'] < 35)
+                &
+                (dataframe['volume'] > 0)
+            ),
+            ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
+    
+        return dataframe
+    ```
+
+    Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
+
+!!! Warning "Duplicate method names"
+    Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
+    will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
+    created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
+
+
 ## Additional data (DataProvider)
 
 The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
@@ -686,131 +813,6 @@ In some situations it may be confusing to deal with stops relative to current ra
 
     ```
 
-### *@informative()*
-
-``` python
-def informative(timeframe: str, asset: str = '',
-                fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
-                ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
-    """
-    A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
-    define informative indicators.
-
-    Example usage:
-
-        @informative('1h')
-        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
-            return dataframe
-
-    :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
-    :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
-    current pair.
-    :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
-    specified, defaults to:
-    * {base}_{quote}_{column}_{timeframe} if asset is specified. 
-    * {column}_{timeframe} if asset is not specified.
-    Format string supports these format variables:
-    * {asset} - full name of the asset, for example 'BTC/USDT'.
-    * {base} - base currency in lower case, for example 'eth'.
-    * {BASE} - same as {base}, except in upper case.
-    * {quote} - quote currency in lower case, for example 'usdt'.
-    * {QUOTE} - same as {quote}, except in upper case.
-    * {column} - name of dataframe column.
-    * {timeframe} - timeframe of informative dataframe.
-    :param ffill: ffill dataframe after merging informative pair.
-    """
-```
-
-In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
-not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
-When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
-for more information.
-
-??? Example "Fast and easy way to define informative pairs"
-
-    Most of the time we do not need power and flexibility offered by `merge_informative_pair()`, therefore we can use a decorator to quickly define informative pairs.
-
-    ``` python
-
-    from datetime import datetime
-    from freqtrade.persistence import Trade
-    from freqtrade.strategy import IStrategy, informative
-
-    class AwesomeStrategy(IStrategy):
-        
-        # This method is not required. 
-        # def informative_pairs(self): ...
-
-        # Define informative upper timeframe for each pair. Decorators can be stacked on same 
-        # method. Available in populate_indicators as 'rsi_30m' and 'rsi_1h'.
-        @informative('30m')
-        @informative('1h')
-        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
-            return dataframe
-
-        # Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
-        # 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable 
-        # instead of hardcoding actual stake currency. Available in populate_indicators and other 
-        # methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
-        @informative('1h', 'BTC/{stake}')
-        def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
-            return dataframe
-
-        # Define BTC/ETH informative pair. You must specify quote currency if it is different from
-        # stake currency. Available in populate_indicators and other methods as 'eth_btc_rsi_1h'.
-        @informative('1h', 'ETH/BTC')
-        def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
-            return dataframe
-    
-        # Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
-        # column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
-        # formatting. Available in populate_indicators and other methods as 'rsi_upper'.
-        @informative('1h', 'BTC/{stake}', '{column}')
-        def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
-            return dataframe
-    
-        def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            # Strategy timeframe indicators for current pair.
-            dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
-            # Informative pairs are available in this method.
-            dataframe['rsi_less'] = dataframe['rsi'] < dataframe['rsi_1h']
-            return dataframe
-
-    ```
-
-!!! Note
-    Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
-    manually as described [in the DataProvider section](#complete-data-provider-sample).
-
-!!! Note
-    Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
-
-    ``` python
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        stake = self.config['stake_currency']
-        dataframe.loc[
-            (
-                (dataframe[f'btc_{stake}_rsi_1h'] < 35)
-                &
-                (dataframe['volume'] > 0)
-            ),
-            ['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
-    
-        return dataframe
-    ```
-
-    Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
-
-!!! Warning "Duplicate method names"
-    Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
-    will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
-    created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
-
 ## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.

From dc605e29aa8ade2cff0d6e105b243df13b65c7fd Mon Sep 17 00:00:00 2001
From: incrementby1 <ph329709@gmail.com>
Date: Wed, 27 Oct 2021 21:04:08 +0200
Subject: [PATCH 827/834] removed empty lines for flake8

---
 freqtrade/configuration/configuration.py | 1 -
 freqtrade/freqtradebot.py                | 1 -
 2 files changed, 2 deletions(-)

diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 9aa4b794e..822577916 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -498,4 +498,3 @@ class Configuration:
                 config['pairs'] = load_file(pairs_file)
                 if 'pairs' in config:
                     config['pairs'].sort()
-
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 4def3747c..bf4742fdc 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -1429,4 +1429,3 @@ class FreqtradeBot(LoggingMixin):
         return max(
             min(valid_custom_price, max_custom_price_allowed),
             min_custom_price_allowed)
-

From f280397fd781b4c3527af07cd06107b313490985 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Oct 2021 07:51:32 +0200
Subject: [PATCH 828/834] Add FAQ section about Fees

closes #5807
---
 docs/faq.md | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/docs/faq.md b/docs/faq.md
index d9777ddf1..dae8f71af 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -54,6 +54,20 @@ you can't say much from few trades.
 
 Yes. You can edit your config and use the `/reload_config` command to reload the configuration. The bot will stop, reload the configuration and strategy and will restart with the new configuration and strategy.
 
+### Why does my bot not sell everything it bought?
+
+This is called "coin dust" and can happen on all exchanges.
+It happens because many exchanges subtract fees from the "receiving currency" - so you buy 100 COIN - but you only get 99.9 COIN.
+As COIN is trading in full lot sizes (1COIN steps), you cannot sell 0.9 COIN (or 99.9 COIN) - but you need to round down to 99 COIN.
+This is not a bot-problem, but will happen while manual trading as well.
+
+While freqtrade can handle this (it'll sell 99 COIN), fees are often below the minimum tradable lot-size (you can only trade full COIN, not 0.9 COIN).
+Leaving the dust (0.99 COIN) on the exchange makes usually sense, as the next time freqtrade buys COIN, it'll eat into the remaining small balance, this time selling everything it bought, and therefore slowly declining the dust balance (although it most likely will never reach exactly 0).
+
+Where possible (e.g. on binance), the use of the exchange's dedicated fee currency will fix this. 
+On binance, it's sufficient to have BNB in your account, and have "Pay fees in BNB" enabled in your profile. Your BNB balance will slowly decline (as it's used to pay fees) - but you'll no longer encounter dust (Freqtrade will include the fees in the profit calculations).
+
+
 ### I want to use incomplete candles
 
 Freqtrade will not provide incomplete candles to strategies. Using incomplete candles will lead to repainting and consequently to strategies with "ghost" buys, which are impossible to both backtest, and verify after they happened.

From 335412a3a8f020903e42ed674ee1a99b6952b859 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 28 Oct 2021 07:59:28 +0200
Subject: [PATCH 829/834] Improve wording of FAQ entry

---
 docs/faq.md | 9 +++++----
 1 file changed, 5 insertions(+), 4 deletions(-)

diff --git a/docs/faq.md b/docs/faq.md
index dae8f71af..99c0c2c75 100644
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -59,14 +59,15 @@ Yes. You can edit your config and use the `/reload_config` command to reload the
 This is called "coin dust" and can happen on all exchanges.
 It happens because many exchanges subtract fees from the "receiving currency" - so you buy 100 COIN - but you only get 99.9 COIN.
 As COIN is trading in full lot sizes (1COIN steps), you cannot sell 0.9 COIN (or 99.9 COIN) - but you need to round down to 99 COIN.
-This is not a bot-problem, but will happen while manual trading as well.
+
+This is not a bot-problem, but will also happen while manual trading.
 
 While freqtrade can handle this (it'll sell 99 COIN), fees are often below the minimum tradable lot-size (you can only trade full COIN, not 0.9 COIN).
-Leaving the dust (0.99 COIN) on the exchange makes usually sense, as the next time freqtrade buys COIN, it'll eat into the remaining small balance, this time selling everything it bought, and therefore slowly declining the dust balance (although it most likely will never reach exactly 0).
+Leaving the dust (0.9 COIN) on the exchange makes usually sense, as the next time freqtrade buys COIN, it'll eat into the remaining small balance, this time selling everything it bought, and therefore slowly declining the dust balance (although it most likely will never reach exactly 0).
 
-Where possible (e.g. on binance), the use of the exchange's dedicated fee currency will fix this. 
+Where possible (e.g. on binance), the use of the exchange's dedicated fee currency will fix this.  
 On binance, it's sufficient to have BNB in your account, and have "Pay fees in BNB" enabled in your profile. Your BNB balance will slowly decline (as it's used to pay fees) - but you'll no longer encounter dust (Freqtrade will include the fees in the profit calculations).
-
+Other exchanges don't offer such possibilities, where it's simply something you'll have to accept or move to a different exchange.
 
 ### I want to use incomplete candles
 

From 02e69e16676d44706afa5d79b116e4cf55249960 Mon Sep 17 00:00:00 2001
From: incrementby1 <ph329709@gmail.com>
Date: Thu, 28 Oct 2021 15:16:07 +0200
Subject: [PATCH 830/834] Changes to unlock_reason: 	- introducing filter 
 - replaced get_all_locks with a query for speed 	. removed logging in
 backtesting mode for speed 	. replaced for-loop with map-function for
 speed

Changes to models.py:
	- changed string representation of Pairlock to also contain reason and active-state
---
 freqtrade/persistence/models.py              |  3 +--
 freqtrade/persistence/pairlock_middleware.py | 23 +++++++++++++++-----
 2 files changed, 19 insertions(+), 7 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index bc5ef961a..04f1d67b2 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -896,7 +896,7 @@ class PairLock(_DECL_BASE):
         lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT)
         lock_end_time = self.lock_end_time.strftime(DATETIME_PRINT_FORMAT)
         return (f'PairLock(id={self.id}, pair={self.pair}, lock_time={lock_time}, '
-                f'lock_end_time={lock_end_time})')
+                f'lock_end_time={lock_end_time}, reason={self.reason}, active={self.active})')
 
     @staticmethod
     def query_pair_locks(pair: Optional[str], now: datetime) -> Query:
@@ -905,7 +905,6 @@ class PairLock(_DECL_BASE):
         :param pair: Pair to check for. Returns all current locks if pair is empty
         :param now: Datetime object (generated via datetime.now(timezone.utc)).
         """
-
         filters = [PairLock.lock_end_time > now,
                    # Only active locks
                    PairLock.active.is_(True), ]
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index 6e0164182..386c3d1d7 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -113,13 +113,26 @@ class PairLocks():
         """
         if not now:
             now = datetime.now(timezone.utc)
-        logger.info(f"Releasing all locks with reason \'{reason}\'.")
-        locks = PairLocks.get_all_locks()
-        for lock in locks:
-            if lock.reason == reason:
-                lock.active = False
+
+        def local_unlock(lock):
+            lock.active = False
+
         if PairLocks.use_db:
+            # used in live modes
+            logger.info(f"Releasing all locks with reason \'{reason}\':")
+            filters = [PairLock.lock_end_time > now,
+                       PairLock.active.is_(True),
+                       PairLock.reason == reason
+                       ]
+            locks = PairLock.query.filter(*filters)
+            for lock in locks:
+                logger.info(f"Releasing lock for \'{lock.pair}\' with reason \'{reason}\'.")
+                lock.active = False
             PairLock.query.session.commit()
+        else:
+            # no logging in backtesting to increase speed
+            locks = filter(lambda reason: reason == reason, PairLocks.locks)
+            locks = map(local_unlock, locks)
 
     @staticmethod
     def is_global_lock(now: Optional[datetime] = None) -> bool:

From 658006e7eedfd6a09fa7ee439e5fee1dbc81752b Mon Sep 17 00:00:00 2001
From: incrementby1 <ph329709@gmail.com>
Date: Thu, 28 Oct 2021 23:29:26 +0200
Subject: [PATCH 831/834] removed wrong use of map and filter function

---
 freqtrade/persistence/pairlock_middleware.py | 17 +++++++++--------
 1 file changed, 9 insertions(+), 8 deletions(-)

diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index 386c3d1d7..f1ed50ec7 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -114,9 +114,6 @@ class PairLocks():
         if not now:
             now = datetime.now(timezone.utc)
 
-        def local_unlock(lock):
-            lock.active = False
-
         if PairLocks.use_db:
             # used in live modes
             logger.info(f"Releasing all locks with reason \'{reason}\':")
@@ -126,13 +123,15 @@ class PairLocks():
                        ]
             locks = PairLock.query.filter(*filters)
             for lock in locks:
-                logger.info(f"Releasing lock for \'{lock.pair}\' with reason \'{reason}\'.")
+                logger.info(f"Releasing lock for {lock.pair} with reason \'{reason}\'.")
                 lock.active = False
             PairLock.query.session.commit()
         else:
-            # no logging in backtesting to increase speed
-            locks = filter(lambda reason: reason == reason, PairLocks.locks)
-            locks = map(local_unlock, locks)
+            # used in backtesting mode; don't show log messages for speed
+            locks = PairLocks.get_locks(None)
+            for lock in locks:
+                if lock.reason == reason:
+                    lock.active = False
 
     @staticmethod
     def is_global_lock(now: Optional[datetime] = None) -> bool:
@@ -159,7 +158,9 @@ class PairLocks():
 
     @staticmethod
     def get_all_locks() -> List[PairLock]:
-
+        """
+        Return all locks, also locks with expired end date
+        """
         if PairLocks.use_db:
             return PairLock.query.all()
         else:

From e9d71f26b3f28ac6ef0cb0dcd265b6f1eb66d7fe Mon Sep 17 00:00:00 2001
From: incrementby1 <ph329709@gmail.com>
Date: Fri, 29 Oct 2021 00:03:20 +0200
Subject: [PATCH 832/834] small changes

---
 freqtrade/persistence/pairlock_middleware.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index f1ed50ec7..e74948813 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -128,7 +128,7 @@ class PairLocks():
             PairLock.query.session.commit()
         else:
             # used in backtesting mode; don't show log messages for speed
-            locks = PairLocks.get_locks(None)
+            locks = PairLocks.get_pair_locks(None)
             for lock in locks:
                 if lock.reason == reason:
                     lock.active = False

From 5cdae2ce3f79866d49a7b4aa2caf2b2924b8cffd Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 29 Oct 2021 06:42:17 +0200
Subject: [PATCH 833/834] Remove CalmarDaily hyperopt loss

---
 docs/hyperopt.md                              |  4 +-
 freqtrade/constants.py                        |  2 +-
 .../optimize/hyperopt_loss_calmar_daily.py    | 81 -------------------
 tests/optimize/test_hyperoptloss.py           |  2 -
 4 files changed, 2 insertions(+), 87 deletions(-)
 delete mode 100644 freqtrade/optimize/hyperopt_loss_calmar_daily.py

diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 5c98da5e2..b7b6cb772 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -116,8 +116,7 @@ optional arguments:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily,
-                        CalmarHyperOptLoss, CalmarHyperOptLossDaily,
-                        MaxDrawDownHyperOptLoss
+                        CalmarHyperOptLoss, MaxDrawDownHyperOptLoss
   --disable-param-export
                         Disable automatic hyperopt parameter export.
   --ignore-missing-spaces, --ignore-unparameterized-spaces
@@ -526,7 +525,6 @@ Currently, the following loss functions are builtin:
 * `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
 * `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
 * `CalmarHyperOptLoss` - Optimizes Calmar Ratio calculated on trade returns relative to max drawdown.
-* `CalmarHyperOptLossDaily` Optimizes Calmar Ratio calculated on **daily** trade returns relative to max drawdown.
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 6b3652609..656893999 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -25,7 +25,7 @@ ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                          'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
-                         'CalmarHyperOptLoss', 'CalmarHyperOptLossDaily',
+                         'CalmarHyperOptLoss',
                          'MaxDrawDownHyperOptLoss']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
diff --git a/freqtrade/optimize/hyperopt_loss_calmar_daily.py b/freqtrade/optimize/hyperopt_loss_calmar_daily.py
deleted file mode 100644
index e99bc2c99..000000000
--- a/freqtrade/optimize/hyperopt_loss_calmar_daily.py
+++ /dev/null
@@ -1,81 +0,0 @@
-"""
-CalmarHyperOptLossDaily
-
-This module defines the alternative HyperOptLoss class which can be used for
-Hyperoptimization.
-"""
-from datetime import datetime
-from math import sqrt as msqrt
-from typing import Any, Dict
-
-from pandas import DataFrame, date_range
-
-from freqtrade.optimize.hyperopt import IHyperOptLoss
-
-
-class CalmarHyperOptLossDaily(IHyperOptLoss):
-    """
-    Defines the loss function for hyperopt.
-
-    This implementation uses the Calmar Ratio calculation.
-    """
-
-    @staticmethod
-    def hyperopt_loss_function(
-        results: DataFrame,
-        trade_count: int,
-        min_date: datetime,
-        max_date: datetime,
-        config: Dict,
-        processed: Dict[str, DataFrame],
-        backtest_stats: Dict[str, Any],
-        *args,
-        **kwargs
-    ) -> float:
-        """
-        Objective function, returns smaller number for more optimal results.
-
-        Uses Calmar Ratio calculation.
-        """
-        resample_freq = "1D"
-        slippage_per_trade_ratio = 0.0005
-        days_in_year = 365
-
-        # create the index within the min_date and end max_date
-        t_index = date_range(
-            start=min_date, end=max_date, freq=resample_freq, normalize=True
-        )
-
-        # apply slippage per trade to profit_total
-        results.loc[:, "profit_ratio_after_slippage"] = (
-            results["profit_ratio"] - slippage_per_trade_ratio
-        )
-
-        sum_daily = (
-            results.resample(resample_freq, on="close_date")
-            .agg({"profit_ratio_after_slippage": sum})
-            .reindex(t_index)
-            .fillna(0)
-        )
-
-        total_profit = sum_daily["profit_ratio_after_slippage"]
-        expected_returns_mean = total_profit.mean() * 100
-
-        # calculate max drawdown
-        try:
-            high_val = total_profit.max()
-            low_val = total_profit.min()
-            max_drawdown = (high_val - low_val) / high_val
-
-        except (ValueError, ZeroDivisionError):
-            max_drawdown = 0
-
-        if max_drawdown != 0:
-            calmar_ratio = expected_returns_mean / max_drawdown * msqrt(days_in_year)
-        else:
-            # Define high (negative) calmar ratio to be clear that this is NOT optimal.
-            calmar_ratio = -20.0
-
-        # print(t_index, sum_daily, total_profit)
-        # print(expected_returns_mean, max_drawdown, calmar_ratio)
-        return -calmar_ratio
diff --git a/tests/optimize/test_hyperoptloss.py b/tests/optimize/test_hyperoptloss.py
index fd835c678..e4a2eec2e 100644
--- a/tests/optimize/test_hyperoptloss.py
+++ b/tests/optimize/test_hyperoptloss.py
@@ -5,7 +5,6 @@ import pytest
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_loss_short_trade_dur import ShortTradeDurHyperOptLoss
-from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
 
 
@@ -86,7 +85,6 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     "SharpeHyperOptLoss",
     "SharpeHyperOptLossDaily",
     "MaxDrawDownHyperOptLoss",
-    "CalmarHyperOptLossDaily",
     "CalmarHyperOptLoss",
 
 ])

From c579fcfc19ca91e5567eca1ad8b8d9f16a577f3d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 30 Oct 2021 09:39:40 +0200
Subject: [PATCH 834/834] Add tests and documentation for unlock_reason

---
 docs/strategy-customization.md               |  3 ++-
 freqtrade/persistence/pairlock_middleware.py |  4 ++--
 tests/plugins/test_pairlocks.py              | 25 ++++++++++++++++++++
 tests/strategy/test_interface.py             |  7 ++++++
 4 files changed, 36 insertions(+), 3 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index 0bfc0a2f6..84d6b2320 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -894,7 +894,8 @@ Sometimes it may be desired to lock a pair after certain events happen (e.g. mul
 Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until, [reason])`.
 `until` must be a datetime object in the future, after which trading will be re-enabled for that pair, while `reason` is an optional string detailing why the pair was locked.
 
-Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
+Locks can also be lifted manually, by calling `self.unlock_pair(pair)` or `self.unlock_reason(<reason>)` - providing reason the pair was locked with.
+`self.unlock_reason(<reason>)` will unlock all pairs currently locked with the provided reason.
 
 To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
 
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index e74948813..afbd9781b 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -116,14 +116,14 @@ class PairLocks():
 
         if PairLocks.use_db:
             # used in live modes
-            logger.info(f"Releasing all locks with reason \'{reason}\':")
+            logger.info(f"Releasing all locks with reason '{reason}':")
             filters = [PairLock.lock_end_time > now,
                        PairLock.active.is_(True),
                        PairLock.reason == reason
                        ]
             locks = PairLock.query.filter(*filters)
             for lock in locks:
-                logger.info(f"Releasing lock for {lock.pair} with reason \'{reason}\'.")
+                logger.info(f"Releasing lock for {lock.pair} with reason '{reason}'.")
                 lock.active = False
             PairLock.query.session.commit()
         else:
diff --git a/tests/plugins/test_pairlocks.py b/tests/plugins/test_pairlocks.py
index c694fd7c1..f9e5583ed 100644
--- a/tests/plugins/test_pairlocks.py
+++ b/tests/plugins/test_pairlocks.py
@@ -116,3 +116,28 @@ def test_PairLocks_getlongestlock(use_db):
 
     PairLocks.reset_locks()
     PairLocks.use_db = True
+
+
+@pytest.mark.parametrize('use_db', (False, True))
+@pytest.mark.usefixtures("init_persistence")
+def test_PairLocks_reason(use_db):
+    PairLocks.timeframe = '5m'
+    PairLocks.use_db = use_db
+    # No lock should be present
+    if use_db:
+        assert len(PairLock.query.all()) == 0
+
+    assert PairLocks.use_db == use_db
+
+    PairLocks.lock_pair('XRP/USDT', arrow.utcnow().shift(minutes=4).datetime, 'TestLock1')
+    PairLocks.lock_pair('ETH/USDT', arrow.utcnow().shift(minutes=4).datetime, 'TestLock2')
+
+    assert PairLocks.is_pair_locked('XRP/USDT')
+    assert PairLocks.is_pair_locked('ETH/USDT')
+
+    PairLocks.unlock_reason('TestLock1')
+    assert not PairLocks.is_pair_locked('XRP/USDT')
+    assert PairLocks.is_pair_locked('ETH/USDT')
+
+    PairLocks.reset_locks()
+    PairLocks.use_db = True
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index dcb9e3e64..ebd950fd6 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -575,6 +575,13 @@ def test_is_pair_locked(default_conf):
     strategy.unlock_pair(pair)
     assert not strategy.is_pair_locked(pair)
 
+    # Lock with reason
+    reason = "TestLockR"
+    strategy.lock_pair(pair, arrow.now(timezone.utc).shift(minutes=4).datetime, reason)
+    assert strategy.is_pair_locked(pair)
+    strategy.unlock_reason(reason)
+    assert not strategy.is_pair_locked(pair)
+
     pair = 'BTC/USDT'
     # Lock until 14:30
     lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)