Merge branch 'freqtrade:develop' into develop

2024-05-19 13:53:38 +02:00
parent 060198c04c acae6e75f4
commit 8e0d686c95
458 changed files with 58326 additions and 41384 deletions
@@ -1,22 +0,0 @@
 FROM freqtradeorg/freqtrade:develop_freqairl
 USER root
 # Install dependencies
 COPY requirements-dev.txt /freqtrade/
 RUN apt-get update \
    && apt-get -y install --no-install-recommends apt-utils dialog \
    && apt-get -y install --no-install-recommends git sudo vim build-essential \
    && apt-get clean \
    && mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
    && echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \
    && echo "export HISTFILE=~/commandhistory/.bash_history" >> /home/ftuser/.bashrc \
    && chown ftuser:ftuser -R /home/ftuser/.local/ \
    && chown ftuser: -R /home/ftuser/
 USER ftuser
 RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []
@@ -1,42 +1,44 @@
 {
    "name": "freqtrade Develop",
-    "build": {
+    "image": "ghcr.io/freqtrade/freqtrade-devcontainer:latest",
        "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"
    ],
    "workspaceMount": "source=${localWorkspaceFolder},target=/workspaces/freqtrade,type=bind,consistency=cached",
    // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
    "remoteUser": "ftuser",
    "onCreateCommand": "pip install --user -e .",
    "postCreateCommand": "freqtrade create-userdir --userdir user_data/",
    "workspaceFolder": "/workspaces/freqtrade",
    "customizations": {
        "vscode": {
            "settings": {
                "terminal.integrated.shell.linux": "/bin/bash",
                "editor.insertSpaces": true,
                "files.trimTrailingWhitespace": true,
                "[markdown]": {
-                "files.trimTrailingWhitespace": false,
+                    "files.trimTrailingWhitespace": false
                },
                "python.pythonPath": "/usr/local/bin/python",
                "[python]": {
                    "editor.codeActionsOnSave": {
                        "source.organizeImports": "explicit"
                    },
                    "editor.formatOnSave": true,
                    "editor.defaultFormatter": "charliermarsh.ruff"
                }
            },
            // Add the IDs of extensions you want installed when the container is created.
            "extensions": [
                "ms-python.python",
                "ms-python.vscode-pylance",
                "charliermarsh.ruff",
                "davidanson.vscode-markdownlint",
                "ms-azuretools.vscode-docker",
                "vscode-icons-team.vscode-icons",
                "github.vscode-github-actions",
            ],
        }
    }
 }
@@ -0,0 +1,21 @@
 FROM freqtradeorg/freqtrade:develop_freqairl
 USER root
 # Install dependencies
 COPY requirements-dev.txt /freqtrade/
 ARG USERNAME=ftuser
 RUN apt-get update \
    && apt-get -y install --no-install-recommends apt-utils dialog git ssh vim build-essential zsh \
    && apt-get clean \
    && mkdir -p /home/${USERNAME}/.vscode-server /home/${USERNAME}/.vscode-server-insiders /home/${USERNAME}/commandhistory \
    && chown ${USERNAME}:${USERNAME} -R /home/${USERNAME}/.local/ \
    && chown ${USERNAME}: -R /home/${USERNAME}/
 USER ftuser
 RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []
@@ -0,0 +1,12 @@
 {
    "name": "freqtrade Dev container image builder",
    "build": {
        "dockerfile": "Dockerfile",
        "context": "../../"
    },
    "features": {
        "ghcr.io/devcontainers/features/common-utils:2": {
        },
        "ghcr.io/stuartleeks/dev-container-features/shell-history:0.0.3": {}
    }
 }
@@ -10,8 +10,20 @@ updates:
  directory: "/"
  schedule:
    interval: weekly
    time: "03:00"
    timezone: "Etc/UTC"
  open-pull-requests-limit: 15
  target-branch: develop
  groups:
    types:
      patterns:
        - "types-*"
    pytest:
      patterns:
        - "pytest*"
    mkdocs:
      patterns:
        - "mkdocs*"
 - package-ecosystem: "github-actions"
  directory: "/"
@@ -0,0 +1,47 @@
 name: Binance Leverage tiers update
 on:
  schedule:
    - cron: "0 3 * * 4"
  # on demand
  workflow_dispatch:
 permissions:
  contents: read
 jobs:
  auto-update:
    runs-on: ubuntu-latest
    environment:
      name: develop
    steps:
    - uses: actions/checkout@v4
    - uses: actions/setup-python@v5
      with:
        python-version: "3.12"
    - name: Install ccxt
      run: pip install ccxt
    - name: Run leverage tier update
      env:
        CI_WEB_PROXY: ${{ secrets.CI_WEB_PROXY }}
        FREQTRADE__EXCHANGE__KEY: ${{ secrets.BINANCE_EXCHANGE_KEY }}
        FREQTRADE__EXCHANGE__SECRET: ${{ secrets.BINANCE_EXCHANGE_SECRET }}
      run: python build_helpers/binance_update_lev_tiers.py
    - uses: peter-evans/create-pull-request@v6
      with:
        token: ${{ secrets.REPO_SCOPED_TOKEN }}
        add-paths: freqtrade/exchange/binance_leverage_tiers.json
        labels: |
          Tech maintenance
          Dependencies
        branch: update/binance-leverage-tiers
        title: Update Binance Leverage Tiers
        commit-message: "chore: update pre-commit hooks"
        committer: Freqtrade Bot <noreply@github.com>
        body: Update binance leverage tiers.
        delete-branch: true
@@ -11,7 +11,7 @@ on:
    types: [published]
  pull_request:
  schedule:
-    - cron:  '0 5 * * 4'
+    - cron:  '0 3 * * 4'
 concurrency:
  group: "${{ github.workflow }}-${{ github.ref }}-${{ github.event_name }}"
@@ -19,7 +19,7 @@ concurrency:
 permissions:
  repository-projects: read
 jobs:
-  build_linux:
+  build-linux:
    runs-on: ${{ matrix.os }}
    strategy:
@@ -60,11 +60,16 @@ jobs:
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
        pip install -r requirements-dev.txt
        pip install -e ft_client/
        pip install -e .
    - name: Check for version alignment
      run: |
        python build_helpers/freqtrade_client_version_align.py
    - name: Tests
      run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
+        pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
    - name: Coveralls
      if: (runner.os == 'Linux' && matrix.python-version == '3.10' && matrix.os == 'ubuntu-22.04')
@@ -106,7 +111,11 @@ jobs:
    - name: Run Ruff
      run: |
-        ruff check --output-format=github .
+        ruff check --output-format=github
    - name: Run Ruff format check
      run: |
        ruff format --check
    - name: Mypy
      run: |
@@ -124,8 +133,11 @@ jobs:
    runs-on: ${{ matrix.os }}
    strategy:
      matrix:
-        os: [ "macos-latest", "macos-13" ]
+        os: [ "macos-12", "macos-13", "macos-14" ]
        python-version: ["3.9", "3.10", "3.11", "3.12"]
        exclude:
          - os: "macos-14"
            python-version: "3.9"
    steps:
    - uses: actions/checkout@v4
@@ -154,7 +166,7 @@ jobs:
      run: |
        cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
-    - name: Installation - macOS
+    - name: Installation - macOS (Brew)
      run: |
        # brew update
        # TODO: Should be the brew upgrade
@@ -177,11 +189,15 @@ jobs:
        rm /usr/local/bin/python3.12-config || true
        brew install hdf5 c-blosc libomp
    - name: Installation (python)
      run: |
        python -m pip install --upgrade pip wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
        pip install -r requirements-dev.txt
        pip install -e ft_client/
        pip install -e .
    - name: Tests
@@ -218,7 +234,11 @@ jobs:
    - name: Run Ruff
      run: |
-        ruff check --output-format=github .
+        ruff check --output-format=github
    - name: Run Ruff format check
      run: |
        ruff format --check
    - name: Mypy
      run: |
@@ -288,7 +308,11 @@ jobs:
    - name: Run Ruff
      run: |
-        ruff check --output-format=github .
+        ruff check --output-format=github
    - name: Run Ruff format check
      run: |
        ruff format --check
    - name: Mypy
      run: |
@@ -310,7 +334,7 @@ jobs:
    - name: Set up Python
      uses: actions/setup-python@v5
      with:
-        python-version: "3.10"
+        python-version: "3.12"
    - name: pre-commit dependencies
      run: |
@@ -324,8 +348,8 @@ jobs:
    - uses: actions/setup-python@v5
      with:
-        python-version: "3.10"
+        python-version: "3.12"
-    - uses: pre-commit/action@v3.0.0
+    - uses: pre-commit/action@v3.0.1
  docs-check:
    runs-on: ubuntu-22.04
@@ -339,7 +363,7 @@ jobs:
    - name: Set up Python
      uses: actions/setup-python@v5
      with:
-        python-version: "3.11"
+        python-version: "3.12"
    - name: Documentation build
      run: |
@@ -356,7 +380,7 @@ jobs:
          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
-  build_linux_online:
+  build-linux-online:
    # Run pytest with "live" checks
    runs-on: ubuntu-22.04
    steps:
@@ -365,7 +389,7 @@ jobs:
    - name: Set up Python
      uses: actions/setup-python@v5
      with:
-        python-version: "3.11"
+        python-version: "3.12"
    - name: Cache_dependencies
      uses: actions/cache@v4
@@ -392,29 +416,30 @@ jobs:
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
        pip install -r requirements-dev.txt
        pip install -e ft_client/
        pip install -e .
    - name: Tests incl. ccxt compatibility tests
      env:
        CI_WEB_PROXY: http://152.67.78.211:13128
      run: |
-        pytest --random-order --longrun --durations 20 -n auto --dist loadscope
+        pytest --random-order --longrun --durations 20 -n auto
-  # Notify only once - when CI completes (and after deploy) in case it's successfull
+  # Notify only once - when CI completes (and after deploy) in case it's successful
  notify-complete:
    needs: [
-      build_linux,
+      build-linux,
      build-macos,
      build-windows,
      docs-check,
      mypy-version-check,
      pre-commit,
-      build_linux_online
+      build-linux-online
    ]
    runs-on: ubuntu-22.04
    # Discord notification can't handle schedule events
-    if: (github.event_name != 'schedule')
+    if: github.event_name != 'schedule' && github.repository == 'freqtrade/freqtrade'
    permissions:
      repository-projects: read
    steps:
@@ -437,7 +462,7 @@ jobs:
  build:
    name: "Build"
-    needs: [ build_linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
+    needs: [ build-linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
    runs-on: ubuntu-22.04
    steps:
@@ -446,7 +471,7 @@ jobs:
    - name: Set up Python
      uses: actions/setup-python@v5
      with:
-        python-version: "3.11"
+        python-version: "3.12"
    - name: Build distribution
      run: |
@@ -461,6 +486,19 @@ jobs:
          dist
        retention-days: 10
    - name: Build Client distribution
      run: |
        pip install -U build
        python -m build --sdist --wheel ft_client
    - name: Upload artifacts 📦
      uses: actions/upload-artifact@v4
      with:
        name: freqtrade-client-build
        path: |
          ft_client/dist
        retention-days: 10
  deploy-pypi:
    name: "Deploy to PyPI"
    needs: [ build ]
@@ -478,20 +516,22 @@ jobs:
    - name: Download artifact  📦
      uses: actions/download-artifact@v4
      with:
-        name: freqtrade-build
+        pattern: freqtrade*-build
        path: dist
        merge-multiple: true
    - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.8.11
+      uses: pypa/gh-action-pypi-publish@v1.8.14
      with:
        repository-url: https://test.pypi.org/legacy/
    - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.8.11
+      uses: pypa/gh-action-pypi-publish@v1.8.14
  deploy-docker:
-    needs: [ build_linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
+    needs: [ build-linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
    runs-on: ubuntu-22.04
    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
@@ -502,12 +542,13 @@ jobs:
    - name: Set up Python
      uses: actions/setup-python@v5
      with:
-        python-version: "3.11"
+        python-version: "3.12"
    - name: Extract branch name
-      shell: bash
+      id: extract-branch
-      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
+      run: |
-      id: extract_branch
+        echo "GITHUB_REF='${GITHUB_REF}'"
        echo "branch=${GITHUB_REF##*/}" >> "$GITHUB_OUTPUT"
    - name: Dockerhub login
      env:
@@ -536,7 +577,7 @@ jobs:
    - name: Build and test and push docker images
      env:
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+        BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
      run: |
        build_helpers/publish_docker_multi.sh
@@ -553,9 +594,10 @@ jobs:
    - uses: actions/checkout@v4
    - name: Extract branch name
-      shell: bash
+      id: extract-branch
-      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
+      run: |
-      id: extract_branch
+        echo "GITHUB_REF='${GITHUB_REF}'"
        echo "branch=${GITHUB_REF##*/}" >> "$GITHUB_OUTPUT"
    - name: Dockerhub login
      env:
@@ -566,7 +608,7 @@ jobs:
    - name: Build and test and push docker images
      env:
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+        BRANCH_NAME: ${{ steps.extract-branch.outputs.branch }}
        GHCR_USERNAME: ${{ github.actor }}
        GHCR_TOKEN: ${{ secrets.GITHUB_TOKEN }}
      run: |
@@ -0,0 +1,45 @@
 name: Devcontainer Pre-Build
 on:
  workflow_dispatch:
  schedule:
    - cron: "0 3 * * 0"
  # push:
  #   branches:
  #     - "master"
  #   tags:
  #     - "v*.*.*"
  #   pull_requests:
  #     branches:
  #       - "master"
 concurrency:
  group: "${{ github.workflow }}"
  cancel-in-progress: true
 permissions:
  packages: write
 jobs:
  build-and-push:
    runs-on: ubuntu-latest
    steps:
    -
      name: Checkout
      id: checkout
      uses: actions/checkout@v4
    -
        name: Login to GitHub Container Registry
        uses: docker/login-action@v3
        with:
          registry: ghcr.io
          username: ${{ github.actor }}
          password: ${{ secrets.GITHUB_TOKEN }}
    -
        name: Pre-build dev container image
        uses: devcontainers/ci@v0.3
        with:
          subFolder: .github
          imageName: ghcr.io/${{ github.repository }}-devcontainer
          cacheFrom: ghcr.io/${{ github.repository }}-devcontainer
          push: always
@@ -0,0 +1,18 @@
 name: Update Docker Hub Description
 on:
  push:
    branches:
    - stable
 jobs:
  dockerHubDescription:
    runs-on: ubuntu-latest
    steps:
    - uses: actions/checkout@v4
    - name: Docker Hub Description
      uses: peter-evans/dockerhub-description@v4
      with:
        username: ${{ secrets.DOCKER_USERNAME }}
        password: ${{ secrets.DOCKER_PASSWORD }}
        repository: freqtradeorg/freqtrade
@@ -1,17 +0,0 @@
 name: Update Docker Hub Description
 on:
  push:
    branches:
    - stable
 jobs:
  dockerHubDescription:
    runs-on: ubuntu-latest
    steps:
    - uses: actions/checkout@v4
    - name: Docker Hub Description
      uses: peter-evans/dockerhub-description@v3
      env:
        DOCKERHUB_USERNAME: ${{ secrets.DOCKER_USERNAME }}
        DOCKERHUB_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
        DOCKERHUB_REPOSITORY: freqtradeorg/freqtrade
@@ -1,7 +1,6 @@
 name: Pre-commit auto-update
 on:
  # every day at midnight
  schedule:
    - cron: "0 3 * * 2"
  # on demand
@@ -18,7 +17,7 @@ jobs:
    - uses: actions/setup-python@v5
      with:
-          python-version: "3.11"
+        python-version: "3.12"
    - name: Install pre-commit
@@ -30,12 +29,13 @@ jobs:
    - name: Run pre-commit
      run: pre-commit run --all-files
-      - uses: peter-evans/create-pull-request@v5
+    - uses: peter-evans/create-pull-request@v6
      with:
        token: ${{ secrets.REPO_SCOPED_TOKEN }}
        add-paths: .pre-commit-config.yaml
        labels: |
          Tech maintenance
          Dependencies
        branch: update/pre-commit-hooks
        title: Update pre-commit hooks
        commit-message: "chore: update pre-commit hooks"
@@ -9,17 +9,17 @@ repos:
        # stages: [push]
  - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v1.8.0"
+    rev: "v1.10.0"
    hooks:
      - id: mypy
        exclude: build_helpers
        additional_dependencies:
          - types-cachetools==5.3.0.7
          - types-filelock==3.2.7
-          - types-requests==2.31.0.20240106
+          - types-requests==2.31.0.20240406
          - types-tabulate==0.9.0.20240106
-          - types-python-dateutil==2.8.19.20240106
+          - types-python-dateutil==2.9.0.20240316
-          - SQLAlchemy==2.0.25
+          - SQLAlchemy==2.0.30
        # stages: [push]
  - repo: https://github.com/pycqa/isort
@@ -31,12 +31,12 @@ repos:
  - repo: https://github.com/charliermarsh/ruff-pre-commit
    # Ruff version.
-    rev: 'v0.1.14'
+    rev: 'v0.4.4'
    hooks:
      - id: ruff
  - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v4.5.0
+    rev: v4.6.0
    hooks:
      - id: end-of-file-fixer
        exclude: |
@@ -54,3 +54,10 @@ repos:
          (?x)^(
                .*\.md
            )$
  - repo: https://github.com/codespell-project/codespell
    rev: v2.2.6
    hooks:
    - id: codespell
      additional_dependencies:
        - tomli
@@ -0,0 +1,11 @@
 {
    "recommendations": [
        "ms-python.python",
        "ms-python.vscode-pylance",
        "charliermarsh.ruff",
        "davidanson.vscode-markdownlint",
        "ms-azuretools.vscode-docker",
        "vscode-icons-team.vscode-icons",
        "github.vscode-github-actions",
    ]
 }
@@ -48,7 +48,7 @@ pytest tests/test_<file_name>.py::test_<method_name>
 #### Run Ruff
 ```bash
-ruff .
+ruff check .
 ```
 We receive a lot of code that fails the `ruff` checks.
@@ -72,12 +72,12 @@ you can manually run pre-commit with `pre-commit run -a`.
 mypy freqtrade
 ```
-### 4. Ensure all imports are correct
+### 4. Ensure formatting is correct
-#### Run isort
+#### Run ruff
 ``` bash
-isort .
+ruff format .
 ```
 ## (Core)-Committer Guide
@@ -1,4 +1,4 @@
-FROM python:3.11.7-slim-bookworm as base
+FROM python:3.12.3-slim-bookworm as base
 # Setup env
 ENV LANG C.UTF-8
@@ -0,0 +1,23 @@
 #!/usr/bin/env python3
 import json
 import os
 from pathlib import Path
 import ccxt
 key = os.environ.get("FREQTRADE__EXCHANGE__KEY")
 secret = os.environ.get("FREQTRADE__EXCHANGE__SECRET")
 proxy = os.environ.get("CI_WEB_PROXY")
 exchange = ccxt.binance(
    {"apiKey": key, "secret": secret, "httpsProxy": proxy, "options": {"defaultType": "swap"}}
 )
 _ = exchange.load_markets()
 lev_tiers = exchange.fetch_leverage_tiers()
 # Assumes this is running in the root of the repository.
 file = Path("freqtrade/exchange/binance_leverage_tiers.json")
 json.dump(dict(sorted(lev_tiers.items())), file.open("w"), indent=2)
@@ -0,0 +1,15 @@
 #!/usr/bin/env python3
 from freqtrade import __version__ as ft_version
 from freqtrade_client import __version__ as client_version
 def main():
    if ft_version != client_version:
        print(f"Versions do not match: \nft: {ft_version} \nclient: {client_version}")
        exit(1)
    print(f"Versions match: ft: {ft_version}, client: {client_version}")
    exit(0)
 if __name__ == "__main__":
    main()
@@ -1,4 +1,4 @@
-# File used in CI to ensure pre-commit dependencies are kept uptodate.
+# File used in CI to ensure pre-commit dependencies are kept up-to-date.
 import sys
 from pathlib import Path
@@ -6,28 +6,30 @@ from pathlib import Path
 import yaml
-pre_commit_file = Path('.pre-commit-config.yaml')
+pre_commit_file = Path(".pre-commit-config.yaml")
-require_dev = Path('requirements-dev.txt')
+require_dev = Path("requirements-dev.txt")
-require = Path('requirements.txt')
+require = Path("requirements.txt")
-with require_dev.open('r') as rfile:
+with require_dev.open("r") as rfile:
    requirements = rfile.readlines()
-with require.open('r') as rfile:
+with require.open("r") as rfile:
    requirements.extend(rfile.readlines())
 # Extract types only
-type_reqs = [r.strip('\n') for r in requirements if r.startswith(
+type_reqs = [
-    'types-') or r.startswith('SQLAlchemy')]
+    r.strip("\n") for r in requirements if r.startswith("types-") or r.startswith("SQLAlchemy")
 ]
-with pre_commit_file.open('r') as file:
+with pre_commit_file.open("r") as file:
-    f = yaml.load(file, Loader=yaml.FullLoader)
+    f = yaml.load(file, Loader=yaml.SafeLoader)
-mypy_repo = [repo for repo in f['repos'] if repo['repo']
+mypy_repo = [
-             == 'https://github.com/pre-commit/mirrors-mypy']
+    repo for repo in f["repos"] if repo["repo"] == "https://github.com/pre-commit/mirrors-mypy"
 ]
-hooks = mypy_repo[0]['hooks'][0]['additional_dependencies']
+hooks = mypy_repo[0]["hooks"][0]["additional_dependencies"]
 errors = []
 for hook in hooks:
@@ -1,4 +1,4 @@
-FROM python:3.11.7-slim-bookworm as base
+FROM python:3.11.8-slim-bookworm as base
 # Setup env
 ENV LANG C.UTF-8
@@ -36,7 +36,7 @@ freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 1 2 3 4 5
 ```
 This command will read from the last backtesting results. The `--analysis-groups` option is
-used to specify the various tabular outputs showing the profit fo each group or trade,
+used to specify the various tabular outputs showing the profit of each group or trade,
 ranging from the simplest (0) to the most detailed per pair, per buy and per sell tag (4):
 * 0: overall winrate and profit summary by enter_tag
@@ -109,12 +109,12 @@ automatically accessible by including them on the indicator-list, and these incl
 - **open_date     :** trade open datetime
 - **close_date    :** trade close datetime
 - **min_rate      :** minimum price seen throughout the position
- **max_rate      :** maxiumum price seen throughout the position
+- **max_rate      :** maximum price seen throughout the position
 - **open          :** signal candle open price
 - **close         :** signal candle close price
 - **high          :** signal candle high price
 - **low           :** signal candle low price
- **volume        :** signal candle volumne
+- **volume        :** signal candle volume
 - **profit_ratio  :** trade profit ratio
 - **profit_abs    :** absolute profit return of the trade 
@@ -252,34 +252,34 @@ The most important in the backtesting is to understand the result.
 A backtesting result will look like that:
 ```
-========================================================= BACKTESTING REPORT =========================================================
+================================================ BACKTESTING REPORT =================================================
-| Pair     | Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
+| Pair     | Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
-|:---------|--------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
+|:---------|--------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
-| ADA/BTC  |      35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
+| ADA/BTC  |      35 |          -0.11 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
-| ARK/BTC  |      11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
+| ARK/BTC  |      11 |          -0.41 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
-| BTS/BTC  |      32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
+| BTS/BTC  |      32 |           0.31 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
-| DASH/BTC |      13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
+| DASH/BTC |      13 |          -0.08 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
-| ENG/BTC  |      18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
+| ENG/BTC  |      18 |           1.36 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
-| EOS/BTC  |      36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
+| EOS/BTC  |      36 |           0.08 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
-| ETC/BTC  |      26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
+| ETC/BTC  |      26 |           0.37 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
-| ETH/BTC  |      33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
+| ETH/BTC  |      33 |           0.30 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
-| IOTA/BTC |      32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
+| IOTA/BTC |      32 |           0.03 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
-| LSK/BTC  |      15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
+| LSK/BTC  |      15 |           1.75 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
-| LTC/BTC  |      32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
+| LTC/BTC  |      32 |          -0.04 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
-| NANO/BTC |      17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
+| NANO/BTC |      17 |           1.26 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
-| NEO/BTC  |      23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
+| NEO/BTC  |      23 |           0.82 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
-| REQ/BTC  |       9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
+| REQ/BTC  |       9 |           1.17 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
-| XLM/BTC  |      16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
+| XLM/BTC  |      16 |           1.22 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
-| XMR/BTC  |      23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
+| XMR/BTC  |      23 |          -0.18 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
-| XRP/BTC  |      35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
+| XRP/BTC  |      35 |           0.66 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
-| ZEC/BTC  |      22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
+| ZEC/BTC  |      22 |          -0.46 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
-| TOTAL    |     429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
+| TOTAL    |     429 |           0.36 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
-====================================================== LEFT OPEN TRADES REPORT ======================================================
+============================================= LEFT OPEN TRADES REPORT =============================================
-| Pair     |  Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
+| Pair     |  Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
-|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
+|:---------|---------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
-| ADA/BTC  |        1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
+| ADA/BTC  |        1 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
-| LTC/BTC  |        1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
+| LTC/BTC  |        1 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
-| TOTAL    |        2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
+| TOTAL    |        2 |           0.78 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
 ==================== EXIT REASON STATS ====================
 | Exit Reason        |   Exits |  Wins |  Draws |  Losses |
 |:-------------------|--------:|------:|-------:|--------:|
@@ -358,7 +358,7 @@ here:
 The bot has made `429` trades for an average duration of `4:12:00`, with a performance of `76.20%` (profit), that means it has
 earned a total of `0.00762792 BTC` starting with a capital of 0.01 BTC.
-The column `Avg Profit %` shows the average profit for all trades made while the column `Cum Profit %` sums up all the profits/losses.
+The column `Avg Profit %` shows the average profit for all trades made.
 The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
 In the above results, we have a starting balance of 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`.
@@ -464,7 +464,7 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Profit factor`: profit / loss.
 - `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 %`.
+- `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Tot Profit %`.
 - `Best Trade` / `Worst Trade`: Biggest single winning trade and biggest single losing trade.
 - `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).
@@ -522,8 +522,8 @@ To save time, by default backtest will reuse a cached result from within the las
 ### Further backtest-result analysis
-To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
+To further analyze your backtest results, freqtrade will export the trades to file by default.
-You can then load the trades to perform further analysis as shown in the [data analysis](data-analysis.md#backtesting) backtesting section.
+You can then load the trades to perform further analysis as shown in the [data analysis](strategy_analysis_example.md#load-backtest-results-to-pandas-dataframe) backtesting section.
 ## Assumptions made by backtesting
@@ -531,12 +531,13 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Exchange [trading limits](#trading-limits-in-backtesting) are respected
 - Entries happen at open-price
- All orders are filled at the requested price (no slippage, no unfilled orders)
+- All orders are filled at the requested price (no slippage) as long as the price is within the candle's high/low range
 - Exit-signal exits happen at open-price of the consecutive candle
 - Exits don't free their trade slot for a new trade until the next candle
 - Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open
 - ROI
-  - exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)
+  - Exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)
-  - exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit
+  - Exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit
  - ROI entries which came into effect on the triggering candle (e.g. `120: 0.02` for 1h candles, from `60: 0.05`) will use the candle's open as exit rate
  - Force-exits caused by `<N>=-1` ROI entries use low as exit value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
 - Stoploss exits happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
@@ -587,7 +588,7 @@ These precision values are based on current exchange limits (as described in the
 ## Improved backtest accuracy
-One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
+One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or vice-versa?).
 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.
@@ -629,11 +630,11 @@ There will be an additional table comparing win/losses of the different strategi
 Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.
 ```
-=========================================================== STRATEGY SUMMARY ===========================================================================
+================================================== STRATEGY SUMMARY ===================================================================
-| Strategy    |  Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
+| Strategy    |  Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
-|:------------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
+|:------------|---------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
-| Strategy1   |      429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
+| Strategy1   |      429 |           0.36 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
-| Strategy2   |     1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
+| Strategy2   |     1487 |          -0.13 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
 ```
 ## Next step
@@ -33,7 +33,6 @@ For spot pairs, naming will be `base/quote` (e.g. `ETH/USDT`).
 For futures pairs, naming will be `base/quote:settle` (e.g. `ETH/USDT:USDT`).
 ## Bot execution logic
 Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
@@ -50,6 +49,8 @@ By default, the bot loop runs every few seconds (`internals.process_throttle_sec
  * Call `populate_indicators()`
  * Call `populate_entry_trend()`
  * Call `populate_exit_trend()`
 * Update trades open order state from exchange.
  * Call `order_filled()` strategy callback for filled orders.
  * Check timeouts for open orders.
    * Calls `check_entry_timeout()` strategy callback for open entry orders.
    * Calls `check_exit_timeout()` strategy callback for open exit orders.
@@ -86,8 +87,10 @@ This loop will be repeated again and again until the bot is stopped.
  * In Margin and Futures mode, `leverage()` strategy callback is called to determine the desired leverage.
  * Determine stake size by calling the `custom_stake_amount()` callback.
  * Check position adjustments for open trades if enabled and call `adjust_trade_position()` to determine if an additional order is requested.
  * Call `order_filled()` strategy callback for filled entry orders.
  * Call `custom_stoploss()` and `custom_exit()` to find custom exit points.
  * For exits based on exit-signal, custom-exit and partial exits: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
  * Call `order_filled()` strategy callback for filled exit orders.
 * Generate backtest report output
 !!! Note
@@ -14,7 +14,7 @@ You can specify a different configuration file used by the bot with the `-c/--co
 If you used the [Quick start](docker_quickstart.md#docker-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.
+If the default configuration file is not created we recommend to use `freqtrade new-config --config user_data/config.json` to generate a basic configuration file.
 The Freqtrade configuration file is to be written in JSON format.
@@ -49,6 +49,13 @@ FREQTRADE__EXCHANGE__SECRET=<yourExchangeSecret>
 !!! 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.
 !!! Tip "Validate combined result"
    You can use the [show-config subcommand](utils.md#show-config) to see the final, combined configuration.
 ??? Warning "Loading sequence"
    Environment variables are loaded after the initial configuration. As such, you cannot provide the path to the configuration through environment variables. Please use `--config path/to/config.json` for that.
    This also applies to user_dir to some degree. while the user directory can be set through environment variables - the configuration will **not** be loaded from that location.
 ### 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.
@@ -56,6 +63,9 @@ Multiple configuration files can be specified and used by the bot or the bot can
 You can specify additional configuration files in `add_config_files`. Files specified in this parameter will be loaded and merged with the initial config file. The files are resolved relative to the initial configuration file.
 This is similar to using multiple `--config` parameters, but simpler in usage as you don't have to specify all files for all commands.
 !!! Tip "Validate combined result"
    You can use the [show-config subcommand](utils.md#show-config) to see the final, combined configuration.
 !!! Tip "Use multiple configuration files to keep secrets secret"
    You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.
    The 2nd file should only specify what you intend to override.
@@ -187,7 +197,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
 | `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
 | | **Exchange**
-| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
+| `exchange.name` | **Required.** Name of the exchange class to use. <br> **Datatype:** String
 | `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
 | `exchange.secret` | API secret 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
 | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
@@ -242,7 +252,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
 | `internals.process_throttle_secs` | Set the process throttle, or minimum loop duration for one bot iteration loop. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
 | `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> **Datatype:** Positive Integer or 0
-| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
+| `internals.sd_notify` | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](advanced-setup.md#configure-the-bot-running-as-a-systemd-service) for more details. <br> **Datatype:** Boolean
 | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
 | `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
 | `recursive_strategy_search` | Set to `true` to recursively search sub-directories inside `user_data/strategies` for a strategy. <br> **Datatype:** Boolean
@@ -326,6 +336,8 @@ You'd set `available_capital=5000` - granting each bot an initial capital of 500
 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 the stake-sizes of the other bot.
 Adjusting `available_capital` requires reloading the configuration to take effect. Adjusting the `available_capital` adds the difference between the previous `available_capital` and the new `available_capital`. Decreasing the available capital when trades are open doesn't exit the trades. The difference is returned to the wallet when the trades conclude. The outcome of this differs depending on the price movement between the adjustment and exiting the trades.
 !!! Warning "Incompatible with `tradable_balance_ratio`"
    Setting this option will replace any configuration of `tradable_balance_ratio`.
@@ -358,7 +370,7 @@ This setting works in combination with `max_open_trades`. The maximum capital en
 For example, the bot will at most use (0.05 BTC x 3) = 0.15 BTC, assuming a configuration of `max_open_trades=3` and `stake_amount=0.05`.
 !!! Note
-    This setting respects the [available balance configuration](#available-balance).
+    This setting respects the [available balance configuration](#tradable-balance).
 #### Dynamic stake amount
@@ -503,13 +515,13 @@ Configuration:
    Please carefully read the section [Market order pricing](#market-order-pricing) section when using market orders.
 !!! Note "Stoploss on exchange"
-    `stoploss_on_exchange_interval` is not mandatory. Do not change its value if you are
+    `order_types.stoploss_on_exchange_interval` is not mandatory. Do not change its value if you are
    unsure of what you are doing. For more information about how stoploss works please
    refer to [the stoploss documentation](stoploss.md).
-    If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
+    If `order_types.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"
+!!! Warning "Warning: order_types.stoploss_on_exchange failures"
    If stoploss on exchange creation fails for some reason, then an "emergency exit" is initiated. By default, this will exit the trade using a market order. The order-type for the emergency-exit can be changed by setting the `emergency_exit` value in the `order_types` dictionary - however, this is not advised.
 ### Understand order_time_in_force
@@ -535,7 +547,7 @@ is automatically cancelled by the exchange.
 **PO (Post only):**
 Post only order. The order is either placed as a maker order, or it is canceled.
-This means the order must be placed on orderbook for at at least time in an unfilled state.
+This means the order must be placed on orderbook for at least time in an unfilled state.
 #### time_in_force config
@@ -24,10 +24,10 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                               [--days INT] [--new-pairs-days INT]
                               [--include-inactive-pairs]
                               [--timerange TIMERANGE] [--dl-trades]
-                               [--exchange EXCHANGE]
+                               [--convert] [--exchange EXCHANGE]
                               [-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
                               [--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
-                               [--data-format-trades {json,jsongz,hdf5,feather}]
+                               [--data-format-trades {json,jsongz,hdf5,feather,parquet}]
                               [--trading-mode {spot,margin,futures}]
                               [--prepend]
@@ -48,6 +48,11 @@ options:
  --dl-trades           Download trades instead of OHLCV data. The bot will
                        resample trades to the desired timeframe as specified
                        as --timeframes/-t.
  --convert             Convert downloaded trades to OHLCV data. Only
                        applicable in combination with `--dl-trades`. Will be
                        automatic for exchanges which don't have historic
                        OHLCV (e.g. Kraken). If not provided, use `trades-to-
                        ohlcv` to convert trades data to OHLCV data.
  --exchange EXCHANGE   Exchange name. Only valid if no config is provided.
  -t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
                        Specify which tickers to download. Space-separated
@@ -57,7 +62,7 @@ options:
  --data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
                        Storage format for downloaded candle (OHLCV) data.
                        (default: `feather`).
-  --data-format-trades {json,jsongz,hdf5,feather}
+  --data-format-trades {json,jsongz,hdf5,feather,parquet}
                        Storage format for downloaded trades data. (default:
                        `feather`).
  --trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
@@ -471,15 +476,20 @@ ETH/USDT    5m, 15m, 30m, 1h, 2h, 4h
 ## Trades (tick) data
-By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
+By default, `download-data` sub-command downloads Candles (OHLCV) data. Most exchanges also provide historic trade-data via their API.
 This data can be useful if you need many different timeframes, since it is only downloaded once, and then resampled locally to the desired timeframes.
 Since this data is large by default, the files use the feather file format by default. They are stored in your data-directory with the naming convention of `<pair>-trades.feather` (`ETH_BTC-trades.feather`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository.
-To use this mode, simply add `--dl-trades` to your call. This will swap the download method to download trades, and resamples the data locally.
+To use this mode, simply add `--dl-trades` to your call. This will swap the download method to download trades.
 If `--convert` is also provided, the resample step will happen automatically and overwrite eventually existing OHLCV data for the given pair/timeframe combinations.
-!!! Warning "do not use"
+!!! Warning "Do not use"
-    You should not use this unless you're a kraken user. Most other exchanges provide OHLCV data with sufficient history.
+    You should not use this unless you're a kraken user (Kraken does not provide historic OHLCV data).  
    Most other exchanges provide OHLCV data with sufficient history, so downloading multiple timeframes through that method will still proof to be a lot faster than downloading trades data.
 !!! Note "Kraken user"
    Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
 Example call:
@@ -490,12 +500,6 @@ freqtrade download-data --exchange kraken --pairs XRP/EUR ETH/EUR --days 20 --dl
 !!! Note
    While this method uses async calls, it will be slow, since it requires the result of the previous call to generate the next request to the exchange.
 !!! Warning
    The historic trades are not available during Freqtrade dry-run and live trade modes because all exchanges tested provide this data with a delay of few 100 candles, so it's not suitable for real-time trading.
 !!! Note "Kraken user"
    Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
 ## Next step
-Great, you now have backtest data downloaded, so you can now start [backtesting](backtesting.md) your strategy.
+Great, you now have some data downloaded, so you can now start [backtesting](backtesting.md) your strategy.
@@ -83,7 +83,7 @@ Details will obviously vary between setups - but this should work to get you sta
 ``` json
 {
    "name": "freqtrade trade",
-    "type": "python",
+    "type": "debugpy",
    "request": "launch",
    "module": "freqtrade",
    "console": "integratedTerminal",
@@ -129,6 +129,8 @@ Below is an outline of exception inheritance hierarchy:
 + FreqtradeException
 |
 +---+ OperationalException
 |   |
 |   +---+ ConfigurationError
 |
 +---+ DependencyException
 |   |
@@ -259,7 +261,7 @@ For that reason, they must implement the following methods:
 The `until` portion should be calculated using the provided `calculate_lock_end()` method.
-All Protections should use `"stop_duration"` / `"stop_duration_candles"` to define how long a a pair (or all pairs) should be locked.
+All Protections should use `"stop_duration"` / `"stop_duration_candles"` to define how long a pair (or all pairs) should be locked.
 The content of this is made available as `self._stop_duration` to the each Protection.
 If your protection requires a look-back period, please use `"lookback_period"` / `"lockback_period_candles"` to keep all protections aligned.
@@ -303,7 +305,7 @@ The `IProtection` parent class provides a helper method for this in `calculate_l
 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`.
+To quickly test the public endpoints of an exchange, add a configuration for your exchange to `tests/exchange_online/conftest.py` and run these tests with `pytest --longrun tests/exchange_online/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 (multiple months) and verify that the data downloaded correctly (no holes, the specified timerange was actually downloaded).
@@ -376,7 +378,7 @@ from pathlib import Path
 exchange = ccxt.binance({
    'apiKey': '<apikey>',
-    'secret': '<secret>'
+    'secret': '<secret>',
    'options': {'defaultType': 'swap'}
    })
 _ = exchange.load_markets()
@@ -137,7 +137,7 @@ $$ R = \frac{\text{average_profit}}{\text{average_loss}} = \frac{\mu_{win}}{\mu_
 ### Expectancy
-By combining the Win Rate $W$ and and the Risk Reward ratio $R$ to create an expectancy ratio $E$. A expectance ratio is the expected return of the investment made in a trade. We can compute the value of $E$ as follows:
+By combining the Win Rate $W$ and the Risk Reward ratio $R$ to create an expectancy ratio $E$. A expectance ratio is the expected return of the investment made in a trade. We can compute the value of $E$ as follows:
 $$E = R * W - L$$
@@ -68,6 +68,8 @@ Binance supports [time_in_force](configuration.md#understand-order_time_in_force
 For Binance, it is suggested to add `"BNB/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `BNB` on the account or unless you're willing to disable using `BNB` for fees.
 Binance accounts may use `BNB` for fees, and if a trade happens to be on `BNB`, further trades may consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.
 If not enough `BNB` is available to cover transaction fees, then fees will not be covered by `BNB` and no fee reduction will occur. Freqtrade will never buy BNB to cover for fees. BNB needs to be bought and monitored manually to this end.
 ### Binance sites
 Binance has been split into 2, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
@@ -297,7 +299,7 @@ $ pip3 install web3
 Most exchanges return current incomplete candle via their OHLCV/klines API interface.
 By default, Freqtrade assumes that incomplete candle is fetched from the exchange and removes the last candle assuming it's the incomplete candle.
-Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#Incomplete-candles) from the Contributor documentation.
+Whether your exchange returns incomplete candles or not can be checked using [the helper script](developer.md#incomplete-candles) from the Contributor documentation.
 Due to the danger of repainting, Freqtrade does not allow you to use this incomplete candle.
@@ -2,7 +2,7 @@
 ## Supported Markets
-Freqtrade supports spot trading, as well as (isolated) futures trading for some selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an uptodate list of supported exchanges.
+Freqtrade supports spot trading, as well as (isolated) futures trading for some selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an up-to-date list of supported exchanges.
 ### Can my bot open short positions?
@@ -14,7 +14,7 @@ In spot markets, you can in some cases use leveraged spot tokens, which reflect
 ### Can my bot trade options or futures?
-Futures trading is supported for selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an uptodate list of supported exchanges.
+Futures trading is supported for selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an up-to-date list of supported exchanges.
 ## Beginner Tips & Tricks
@@ -0,0 +1,85 @@
 # FreqUI
 Freqtrade provides a builtin webserver, which can serve [FreqUI](https://github.com/freqtrade/frequi), the freqtrade frontend.
 By default, the UI is automatically installed as part of the installation (script, docker).
 freqUI can also be manually installed by using the `freqtrade install-ui` command.
 This same command can also be used to update freqUI to new new releases.
 Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured API port (by default `http://127.0.0.1:8080`).
 ??? Note "Looking to contribute to freqUI?"
    Developers should not use this method, but instead clone the corresponding use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI. A working installation of node will be required to build the frontend.
 !!! tip "freqUI is not required to run freqtrade"
    freqUI is an optional component of freqtrade, and is not required to run the bot.
    It is a frontend that can be used to monitor the bot and to interact with it - but freqtrade itself will work perfectly fine without it.
 ## Configuration
 FreqUI does not have it's own configuration file - but assumes a working setup for the [rest-api](rest-api.md) is available.
 Please refer to the corresponding documentation page to get setup with freqUI
 ## UI
 FreqUI is a modern, responsive web application that can be used to monitor and interact with your bot.
 FreqUI provides a light, as well as a dark theme.
 Themes can be easily switched via a prominent button at the top of the page.
 The theme of the screenshots on this page will adapt to the selected documentation Theme, so to see the dark (or light) version, please switch the theme of the Documentation.
 ### Login
 The below screenshot shows the login screen of freqUI.
 ![FreqUI - login](assets/frequi-login-CORS.png#only-dark)
 ![FreqUI - login](assets/frequi-login-CORS-light.png#only-light)
 !!! Hint "CORS"
    The Cors error shown in this screenshot is due to the fact that the UI is running on a different port than the API, and [CORS](#cors) has not been setup correctly yet.
 ### Trade view
 The trade view allows you to visualize the trades that the bot is making and to interact with the bot.
 On this page, you can also interact with the bot by starting and stopping it and - if configured - force trade entries and exits.
 ![FreqUI - trade view](assets/freqUI-trade-pane-dark.png#only-dark)
 ![FreqUI - trade view](assets/freqUI-trade-pane-light.png#only-light)
 ### Plot Configurator
 FreqUI Plots can be configured either via a `plot_config` configuration object in the strategy (which can be loaded via "from strategy" button) or via the UI.
 Multiple plot configurations can be created and switched at will - allowing for flexible, different views into your charts.
 The plot configuration can be accessed via the "Plot Configurator" (Cog icon) button in the top right corner of the trade view.
 ![FreqUI - plot configuration](assets/freqUI-plot-configurator-dark.png#only-dark)
 ![FreqUI - plot configuration](assets/freqUI-plot-configurator-light.png#only-light)
 ### Settings
 Several UI related settings can be changed by accessing the settings page.
 Things you can change (among others):
 * Timezone of the UI
 * Visualization of open trades as part of the favicon (browser tab)
 * Candle colors (up/down -> red/green)
 * Enable / disable in-app notification types
 ![FreqUI - Settings view](assets/frequi-settings-dark.png#only-dark)
 ![FreqUI - Settings view](assets/frequi-settings-light.png#only-light)
 ## Backtesting
 When freqtrade is started in [webserver mode](utils.md#webserver-mode) (freqtrade started with `freqtrade webserver`), the backtesting view becomes available.
 This view allows you to backtest strategies and visualize the results.
 You can also load and visualize previous backtest results, as well as compare the results with each other.
 ![FreqUI - Backtesting](assets/freqUI-backtesting-dark.png#only-dark)
 ![FreqUI - Backtesting](assets/freqUI-backtesting-light.png#only-light)
 --8<-- "includes/cors.md"
@@ -32,6 +32,9 @@ FreqAI is configured through the typical [Freqtrade config file](configuration.m
 A full example config is available in `config_examples/config_freqai.example.json`.
 !!! Note
    The `identifier` is commonly overlooked by newcomers, however, this value plays an important role in your configuration. This value is a unique ID that you choose to describe one of your runs. Keeping it the same allows you to maintain crash resilience as well as faster backtesting. As soon as you want to try a new run (new features, new model, etc.), you should change this value (or delete the `user_data/models/unique-id` folder. More details available in the [parameter table](freqai-parameter-table.md#feature-parameters).
 ## Building a FreqAI strategy
 The FreqAI strategy requires including the following lines of code in the standard [Freqtrade strategy](strategy-customization.md):
@@ -235,7 +235,7 @@ By default, FreqAI builds a dynamic pipeline based on user congfiguration settin
 Users are encouraged to customize the data pipeline to their needs by building their own data pipeline. This can be done by simply setting `dk.feature_pipeline` to their desired `Pipeline` object inside their `IFreqaiModel` `train()` function, or if they prefer not to touch the `train()` function, they can override `define_data_pipeline`/`define_label_pipeline` functions in their `IFreqaiModel`:
 !!! note "More information available"
-    FreqAI uses the the [`DataSieve`](https://github.com/emergentmethods/datasieve) pipeline, which follows the SKlearn pipeline API, but adds, among other features, coherence between the X, y, and sample_weight vector point removals, feature removal, feature name following. 
+    FreqAI uses the [`DataSieve`](https://github.com/emergentmethods/datasieve) pipeline, which follows the SKlearn pipeline API, but adds, among other features, coherence between the X, y, and sample_weight vector point removals, feature removal, feature name following. 
 ```python
 from datasieve.transforms import SKLearnWrapper, DissimilarityIndex
@@ -391,3 +391,18 @@ Given a number of data points $N$, and a distance $\varepsilon$, DBSCAN clusters
 ![dbscan](assets/freqai_dbscan.jpg)
 FreqAI uses `sklearn.cluster.DBSCAN` (details are available on scikit-learn's webpage [here](https://scikit-learn.org/stable/modules/generated/sklearn.cluster.DBSCAN.html) (external website)) with `min_samples` ($N$) taken as 1/4 of the no. of time points (candles) in the feature set. `eps` ($\varepsilon$) is computed automatically as the elbow point in the *k-distance graph* computed from the nearest neighbors in the pairwise distances of all data points in the feature set.
 ### Data dimensionality reduction with Principal Component Analysis
 You can reduce the dimensionality of your features by activating the principal_component_analysis in the config:
 ```json
    "freqai": {
        "feature_parameters" : {
            "principal_component_analysis": true
        }
    }
 ```
 This will perform PCA on the features and reduce their dimensionality so that the explained variance of the data set is >= 0.999. Reducing data dimensionality makes training the model faster and hence allows for more up-to-date models.
@@ -31,12 +31,12 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `feature_parameters` | A dictionary containing the parameters used to engineer the feature set. Details and examples are shown [here](freqai-feature-engineering.md). <br> **Datatype:** Dictionary.
 | `include_timeframes` | A list of timeframes that all indicators in `feature_engineering_expand_*()` will be created for. The list is added as features to the base indicators dataset. <br> **Datatype:** List of timeframes (strings).
 | `include_corr_pairlist` | A list of correlated coins that FreqAI will add as additional features to all `pair_whitelist` coins. All indicators set in `feature_engineering_expand_*()` during feature engineering (see details [here](freqai-feature-engineering.md)) will be created for each correlated coin. The correlated coins features are added to the base indicators dataset. <br> **Datatype:** List of assets (strings).
-| `label_period_candles` | Number of candles into the future that the labels are created for. This is used in `feature_engineering_expand_all()` (see `templates/FreqaiExampleStrategy.py` for detailed usage). You can create custom labels and choose whether to make use of this parameter or not. <br> **Datatype:** Positive integer.
+| `label_period_candles` | Number of candles into the future that the labels are created for. This can be used in `set_freqai_targets()` (see `templates/FreqaiExampleStrategy.py` for detailed usage). This parameter is not necessarily required, you can create custom labels and choose whether to make use of this parameter or not. Please see `templates/FreqaiExampleStrategy.py` to see the example usage. <br> **Datatype:** Positive integer.
 | `include_shifted_candles` | Add features from previous candles to subsequent candles with the intent of adding historical information. If used, FreqAI will duplicate and shift all features from the `include_shifted_candles` previous candles so that the information is available for the subsequent candle. <br> **Datatype:** Positive integer.
 | `weight_factor` | Weight training data points according to their recency (see details [here](freqai-feature-engineering.md#weighting-features-for-temporal-importance)). <br> **Datatype:** Positive float (typically < 1).
 | `indicator_max_period_candles` | **No longer used (#7325)**. Replaced by `startup_candle_count` which is set in the [strategy](freqai-configuration.md#building-a-freqai-strategy). `startup_candle_count` is timeframe independent and defines the maximum *period* used in `feature_engineering_*()` for indicator creation. FreqAI uses this parameter together with the maximum timeframe in `include_time_frames` to calculate how many data points to download such that the first data point does not include a NaN. <br> **Datatype:** Positive integer.
 | `indicator_periods_candles` | Time periods to calculate indicators for. The indicators are added to the base indicator dataset. <br> **Datatype:** List of positive integers.
-| `principal_component_analysis` | Automatically reduce the dimensionality of the data set using Principal Component Analysis. See details about how it works [here](#reducing-data-dimensionality-with-principal-component-analysis) <br> **Datatype:** Boolean. <br> Default: `False`.
+| `principal_component_analysis` | Automatically reduce the dimensionality of the data set using Principal Component Analysis. See details about how it works [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis) <br> **Datatype:** Boolean. <br> Default: `False`.
 | `plot_feature_importances` | Create a feature importance plot for each model for the top/bottom `plot_feature_importances` number of features. Plot is stored in `user_data/models/<identifier>/sub-train-<COIN>_<timestamp>.html`. <br> **Datatype:** Integer. <br> Default: `0`.
 | `DI_threshold` | Activates the use of the Dissimilarity Index for outlier detection when set to > 0. See details about how it works [here](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di). <br> **Datatype:** Positive float (typically < 1).
 | `use_SVM_to_remove_outliers` | Train a support vector machine to detect and remove outliers from the training dataset, as well as from incoming data points. See details about how it works [here](freqai-feature-engineering.md#identifying-outliers-using-a-support-vector-machine-svm). <br> **Datatype:** Boolean.
@@ -55,7 +55,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 |  |  **Data split parameters within the `freqai.data_split_parameters` sub dictionary**
 | `data_split_parameters` | Include any additional parameters available from scikit-learn `test_train_split()`, which are shown [here](https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split.html) (external website). <br> **Datatype:** Dictionary.
 | `test_size` | The fraction of data that should be used for testing instead of training. <br> **Datatype:** Positive float < 1.
-| `shuffle` | Shuffle the training data points during training. Typically, to not remove the chronological order of data in time-series forecasting, this is set to `False`. <br> **Datatype:** Boolean. <br> Defaut: `False`.
+| `shuffle` | Shuffle the training data points during training. Typically, to not remove the chronological order of data in time-series forecasting, this is set to `False`. <br> **Datatype:** Boolean. <br> Default: `False`.
 ### Model training parameters
@@ -75,7 +75,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `rl_config` | A dictionary containing the control parameters for a Reinforcement Learning model. <br> **Datatype:** Dictionary.
 | `train_cycles` | Training time steps will be set based on the `train_cycles * number of training data points. <br> **Datatype:** Integer.
 | `max_trade_duration_candles`| Guides the agent training to keep trades below desired length. Example usage shown in `prediction_models/ReinforcementLearner.py` within the customizable `calculate_reward()` function. <br> **Datatype:** int.
-| `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentaiton. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website) <br> **Datatype:** string.
+| `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentation. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website) <br> **Datatype:** string.
 | `policy_type` | One of the available policy types from stable_baselines3 <br> **Datatype:** string.
 | `max_training_drawdown_pct` | The maximum drawdown that the agent is allowed to experience during training. <br> **Datatype:** float. <br> Default: 0.8
 | `cpu_count` | Number of threads/cpus to dedicate to the Reinforcement Learning training process (depending on if `ReinforcementLearning_multiproc` is selected or not). Recommended to leave this untouched, by default, this value is set to the total number of physical cores minus 1. <br> **Datatype:** int. 
@@ -142,7 +142,7 @@ Parameter details can be found [here](freqai-parameter-table.md), but in general
 As you begin to modify the strategy and the prediction model, you will quickly realize some important differences between the Reinforcement Learner and the Regressors/Classifiers. Firstly, the strategy does not set a target value (no labels!). Instead, you set the `calculate_reward()` function inside the `MyRLEnv` class (see below). A default `calculate_reward()` is provided inside `prediction_models/ReinforcementLearner.py` to demonstrate the necessary building blocks for creating rewards, but this is *not* designed for production. Users *must* create their own custom reinforcement learning model class or use a pre-built one from outside the Freqtrade source code and save it to `user_data/freqaimodels`. It is inside the `calculate_reward()` where creative theories about the market can be expressed. For example, you can reward your agent when it makes a winning trade, and penalize the agent when it makes a losing trade. Or perhaps, you wish to reward the agent for entering trades, and penalize the agent for sitting in trades too long. Below we show examples of how these rewards are all calculated:
 !!! note "Hint"
-    The best reward functions are ones that are continuously differentiable, and well scaled. In other words, adding a single large negative penalty to a rare event is not a good idea, and the neural net will not be able to learn that function. Instead, it is better to add a small negative penalty to a common event. This will help the agent learn faster. Not only this, but you can help improve the continuity of your rewards/penalties by having them scale with severity according to some linear/exponential functions. In other words, you'd slowly scale the penalty as the duration of the trade increases. This is better than a single large penalty occuring at a single point in time.
+    The best reward functions are ones that are continuously differentiable, and well scaled. In other words, adding a single large negative penalty to a rare event is not a good idea, and the neural net will not be able to learn that function. Instead, it is better to add a small negative penalty to a common event. This will help the agent learn faster. Not only this, but you can help improve the continuity of your rewards/penalties by having them scale with severity according to some linear/exponential functions. In other words, you'd slowly scale the penalty as the duration of the trade increases. This is better than a single large penalty occurring at a single point in time.
 ```python
 from freqtrade.freqai.prediction_models.ReinforcementLearner import ReinforcementLearner
@@ -14,8 +14,7 @@ To learn how to get data for the pairs and exchange you're interested in, head o
 !!! Note
    Since 2021.4 release you no longer have to write a separate hyperopt class, but can configure the parameters directly in the strategy.
-    The legacy method is still supported, but it is no longer the recommended way of setting up hyperopt. 
+    The legacy method was supported up to 2021.8 and has been removed in 2021.9.
    The legacy documentation is available at [Legacy Hyperopt](advanced-hyperopt.md#legacy-hyperopt).
 ## Install hyperopt dependencies
@@ -765,7 +764,7 @@ Override the `roi_space()` method if you need components of the ROI tables to va
 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.
+    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.
 ### Understand Hyperopt Stoploss results
@@ -807,7 +806,7 @@ If you have the `stoploss_space()` method in your custom hyperopt file, remove i
 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.
+    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.
 ### Understand Hyperopt Trailing Stop results
@@ -0,0 +1,43 @@
 ## CORS
 This whole section is only necessary in cross-origin cases (where you multiple bot API's running on `localhost:8081`, `localhost:8082`, ...), and want to combine them into one FreqUI instance.
 ??? info "Technical explanation"
    All web-based front-ends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
    Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
    Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
 Users can allow access from different origin URL's to the bot API via the `CORS_origins` configuration setting.
 It consists of a list of allowed URL's that are allowed to consume resources from the bot's API.
 Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
 ```jsonc
 {
    //...
    "jwt_secret_key": "somethingrandom",
    "CORS_origins": ["https://frequi.freqtrade.io"],
    //...
 }
 ```
 In the following (pretty common) case, FreqUI is accessible on `http://localhost:8080/trade` (this is what you see in your navbar when navigating to freqUI).
 ![freqUI url](assets/frequi_url.png)
 The correct configuration for this case is `http://localhost:8080` - the main part of the URL including the port.
 ```jsonc
 {
    //...
    "jwt_secret_key": "somethingrandom",
    "CORS_origins": ["http://localhost:8080"],
    //...
 }
 ```
 !!! Tip "trailing Slash"
    The trailing slash is not allowed in the `CORS_origins` configuration (e.g. `"http://localhots:8080/"`).
    Such a configuration will not take effect, and the cors errors will remain.
 !!! Note
    We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.
@@ -6,7 +6,7 @@ In your configuration, you can use Static Pairlist (defined by the [`StaticPairL
 Additionally, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
-If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You can define either `StaticPairList`, `VolumePairList`, `ProducerPairList`, `RemotePairList` or `MarketCapPairList` as the starting Pairlist Handler.
 Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
@@ -24,6 +24,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 * [`VolumePairList`](#volume-pair-list)
 * [`ProducerPairList`](#producerpairlist)
 * [`RemotePairList`](#remotepairlist)
 * [`MarketCapPairList`](#marketcappairlist)
 * [`AgeFilter`](#agefilter)
 * [`FullTradesFilter`](#fulltradesfilter)
 * [`OffsetFilter`](#offsetfilter)
@@ -67,7 +68,7 @@ When used in the leading position of the chain of Pairlist Handlers, the `pair_w
 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.
-Filtering instances (not the first position in the list) will not apply any cache and will always use up-to-date data.
+Filtering instances (not the first position in the list) will not apply any cache (beyond caching candles for the duration of the candle in advanced mode) and will always use up-to-date data.
 `VolumePairList` is per default based on the ticker data from exchange, as reported by the ccxt library:
@@ -80,12 +81,14 @@ Filtering instances (not the first position in the list) will not apply any cach
        "number_assets": 20,
        "sort_key": "quoteVolume",
        "min_value": 0,
        "max_value": 8000000,
        "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.
 In addition to that, you can also define a maximum volume with `max_value` - which will filter out pairs with a volume higher than the specified value in the specified timerange.
 ##### VolumePairList Advanced mode
@@ -192,14 +195,15 @@ The RemotePairList is defined in the pairlists section of the configuration sett
        "refresh_period": 1800,
        "keep_pairlist_on_failure": true,
        "read_timeout": 60,
-        "bearer_token": "my-bearer-token"
+        "bearer_token": "my-bearer-token",
        "save_to_file": "user_data/filename.json" 
    }
 ]
 ```
 The optional `mode` option specifies if the pairlist should be used as a `blacklist` or as a `whitelist`. The default value is "whitelist".
-The optional `processing_mode` option in the RemotePairList configuration determines how the retrieved pairlist is processed. It can have two values: "filter" or "append".
+The optional `processing_mode` option in the RemotePairList configuration determines how the retrieved pairlist is processed. It can have two values: "filter" or "append". The default value is "filter".
 In "filter" mode, the retrieved pairlist is used as a filter. Only the pairs present in both the original pairlist and the retrieved pairlist are included in the final pairlist. Other pairs are filtered out.
@@ -207,6 +211,42 @@ In "append" mode, the retrieved pairlist is added to the original pairlist. All
 The `pairlist_url` option specifies the URL of the remote server where the pairlist is located, or the path to a local file (if file:/// is prepended). This allows the user to use either a remote server or a local file as the source for the pairlist.
 The `save_to_file` option, when provided with a valid filename, saves the processed pairlist to that file in JSON format. This option is optional, and by default, the pairlist is not saved to a file.
 ??? Example "Multi bot with shared pairlist example"
    `save_to_file` can be used to save the pairlist to a file with Bot1:
    ```json
    "pairlists": [
        {
            "method": "RemotePairList",
            "mode": "whitelist",
            "pairlist_url": "https://example.com/pairlist",
            "number_assets": 10,
            "refresh_period": 1800,
            "keep_pairlist_on_failure": true,
            "read_timeout": 60,
            "save_to_file": "user_data/filename.json" 
        }
    ]
    ```
    This saved pairlist file can be loaded by Bot2, or any additional bot with this configuration:
    ```json
    "pairlists": [
        {
            "method": "RemotePairList",
            "mode": "whitelist",
            "pairlist_url": "file:///user_data/filename.json",
            "number_assets": 10,
            "refresh_period": 10,
            "keep_pairlist_on_failure": true,
        }
    ]
    ```    
 The user is responsible for providing a server or local file that returns a JSON object with the following structure:
 ```json
@@ -227,6 +267,25 @@ The optional `bearer_token` will be included in the requests Authorization Heade
 !!! Note
    In case of a server error the last received pairlist will be kept if `keep_pairlist_on_failure` is set to true, when set to false a empty pairlist is returned.
 #### MarketCapPairList
 `MarketCapPairList` employs sorting/filtering of pairs by their marketcap rank based of CoinGecko. It will only recognize coins up to the coin placed at rank 250. The returned pairlist will be sorted based of their marketcap ranks.
 ```json
 "pairlists": [
    {
        "method": "MarketCapPairList",
        "number_assets": 20,
        "max_rank": 50,
        "refresh_period": 86400
    }
 ]
 ```
 `number_assets` defines the maximum number of pairs returned by the pairlist. `max_rank` will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top `max_rank` marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.
 `refresh_period` setting defines the period (in seconds) at which the marketcap rank data will be refreshed. Defaults to 86,400s (1 day). The pairlist cache (`refresh_period`) is applicable on both generating pairlists (first position in the list) and filtering instances (not the first position in the list).
 #### AgeFilter
 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).
@@ -312,6 +371,11 @@ As this Filter uses past performance of the bot, it'll have some startup-period
 Filters low-value coins which would not allow setting stoplosses.
 Namely, pairs are blacklisted if a variance of one percent or more in the stop price would be caused by precision rounding on the exchange, i.e. `rounded(stop_price) <= rounded(stop_price * 0.99)`. The idea is to avoid coins with a value VERY close to their lower trading boundary, not allowing setting of proper stoploss.
 !!! Tip "PerformanceFilter is pointless for futures trading"
    The above does not apply to shorts. And for longs, in theory the trade will be liquidated first.
 !!! Warning "Backtesting"
    `PrecisionFilter` does not support backtesting mode using multiple strategies.
@@ -393,6 +457,8 @@ If the trading range over the last 10 days is <1% or >99%, remove the pair from
 ]
 ```
 Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting for this pairlist.
 !!! 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.
    Additionally, it can also be used to automatically remove pairs with extreme high/low variance over a given amount of time.
@@ -420,6 +486,8 @@ If the volatility over the last 10 days is not in the range of 0.05-0.50, remove
 ]
 ```
 Adding `"sort_direction": "asc"` or `"sort_direction": "desc"` enables sorting mode for this pairlist.
 ### Full example of Pairlist Handlers
 The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#pricefilter), filtering all assets where 1 price unit is > 1%. Then the [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) is applied and pairs are finally shuffled with the random seed set to some predefined value.
@@ -51,7 +51,7 @@ These requirements apply to both [Script Installation](#script-installation) and
 ### Install code
 We've included/collected install instructions for Ubuntu, MacOS, and Windows. These are guidelines and your success may vary with other distros.
-OS Specific steps are listed first, the [Common](#common) section below is necessary for all systems.
+OS Specific steps are listed first, the common section below is necessary for all systems.
 !!! Note
    Python3.9 or higher and the corresponding pip are assumed to be available.
@@ -286,7 +286,7 @@ cd freqtrade
 #### Freqtrade install: Conda Environment
 ```bash
-conda create --name freqtrade python=3.11
+conda create --name freqtrade python=3.12
 ```
 !!! Note "Creating Conda Environment"
@@ -17,7 +17,7 @@ If you already have an existing strategy, please read the [strategy migration gu
 ## Shorting
-Shorting is not possible when trading with [`trading_mode`](#understand-tradingmode) set to `spot`. To short trade, `trading_mode` must be set to `margin`(currently unavailable) or [`futures`](#futures), with [`margin_mode`](#margin-mode) set to `cross`(currently unavailable) or [`isolated`](#isolated-margin-mode)
+Shorting is not possible when trading with [`trading_mode`](#leverage-trading-modes) set to `spot`. To short trade, `trading_mode` must be set to `margin`(currently unavailable) or [`futures`](#futures), with [`margin_mode`](#margin-mode) set to `cross`(currently unavailable) or [`isolated`](#isolated-margin-mode)
 For a strategy to short, the strategy class must set the class variable `can_short = True`
@@ -23,6 +23,7 @@ It also supports the lookahead-analysis of freqai strategies.
 - `--max-open-trades` is forced to be at least equal to the number of pairs.
 - `--dry-run-wallet` is forced to be basically infinite (1 billion).
 - `--stake-amount` is forced to be a static 10000 (10k).
 - `--enable-protections` is forced to be off.
 Those are set to avoid users accidentally generating false positives.
@@ -40,7 +41,6 @@ usage: freqtrade lookahead-analysis [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                    [--max-open-trades INT]
                                    [--stake-amount STAKE_AMOUNT]
                                    [--fee FLOAT] [-p PAIRS [PAIRS ...]]
                                    [--enable-protections]
                                    [--dry-run-wallet DRY_RUN_WALLET]
                                    [--timeframe-detail TIMEFRAME_DETAIL]
                                    [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
@@ -1,6 +1,6 @@
-markdown==3.5.2
+markdown==3.6
-mkdocs==1.5.3
+mkdocs==1.6.0
-mkdocs-material==9.5.4
+mkdocs-material==9.5.22
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.7
+pymdown-extensions==10.8.1
-jinja2==3.1.3
+jinja2==3.1.4
@@ -1,16 +1,8 @@
-# REST API & FreqUI
+# REST API
 ## FreqUI
-Freqtrade provides a builtin webserver, which can serve [FreqUI](https://github.com/freqtrade/frequi), the freqtrade UI.
+FreqUI now has it's own dedicated [documentation section](frequi.md) - please refer to that section for all information regarding the FreqUI.
 By default, the UI is not included in the installation (except for docker images), and must be installed explicitly with `freqtrade install-ui`.
 This same command can also be used to update freqUI, should there be a new release.
 Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured port below (usually `http://127.0.0.1:8080`).
 !!! Note "developers"
    Developers should not use this method, but instead use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI.
 ## Configuration
@@ -89,17 +81,20 @@ Make sure that the following 2 lines are available in your docker-compose file:
 ```
 !!! Danger "Security warning"
-    By using `8080:8080` in the docker port mapping, the API will be available to everyone connecting to the server under the correct port, so others may be able to control your bot.
+    By using `"8080:8080"` (or `"0.0.0.0:8080:8080"`) in the docker port mapping, the API will be available to everyone connecting to the server under the correct port, so others may be able to control your bot.
    This **may** be safe if you're running the bot in a secure environment (like your home network), but it's not recommended to expose the API to the internet.
 ## Rest API
 ### Consuming the API
-You can consume the API by using the script `scripts/rest_client.py`.
+You can consume the API by using `freqtrade-client` (also available as `scripts/rest_client.py`).
-The client script only requires the `requests` module, so Freqtrade does not need to be installed on the system.
+This command can be installed independent of the bot by using `pip install freqtrade-client`.
 This module is designed to be lightweight, and only depends on the `requests` and `python-rapidjson` modules, skipping all heavy dependencies freqtrade otherwise needs.
 ``` bash
-python3 scripts/rest_client.py <command> [optional parameters]
+freqtrade-client <command> [optional parameters]
 ```
 By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be used, however you can specify a configuration file to override this behaviour.
@@ -120,9 +115,27 @@ By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be use
 ```
 ``` bash
-python3 scripts/rest_client.py --config rest_config.json <command> [optional parameters]
+freqtrade-client --config rest_config.json <command> [optional parameters]
 ```
 ??? Note "Programmatic use"
    The `freqtrade-client` package (installable independent of freqtrade) can be used in your own scripts to interact with the freqtrade API.
    to do so, please use the following:
    ``` python
    from freqtrade_client import FtRestClient
    client = FtRestClient(server_url, username, password)
    # Get the status of the bot
    ping = client.ping()
    print(ping)
    # ... 
    ```
    For a full list of available commands, please refer to the list below.
 ### Available endpoints
 |  Command | Description |
@@ -146,6 +159,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `mix_tags [pair]` | Shows profit statistics for each combinations of enter tag + exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.
 | `locks` | Displays currently locked pairs.
 | `delete_lock <lock_id>` | Deletes (disables) the lock by id.
 | `locks add <pair>, <until>, [side], [reason]` | Locks a pair until "until". (Until will be rounded up to the nearest timeframe).
 | `profit` | Display a summary of your profit/loss from close trades and some stats about your performance.
 | `forceexit <trade_id>` | Instantly exits the given trade  (Ignoring `minimum_roi`).
 | `forceexit all` | Instantly exits all open trades (Ignoring `minimum_roi`).
@@ -176,7 +190,7 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 Possible commands can be listed from the rest-client script using the `help` command.
 ``` bash
-python3 scripts/rest_client.py help
+freqtrade-client help
 ```
 ``` output
@@ -433,7 +447,7 @@ To properly configure your reverse proxy (securely), please consult it's documen
 - **Caddy**: Caddy v2 supports websockets out of the box, see the [documentation](https://caddyserver.com/docs/v2-upgrade#proxy)
 !!! Tip "SSL certificates"
-    You can use tools like certbot to setup ssl certificates to access your bot's UI through encrypted connection by using any fo the above reverse proxies.
+    You can use tools like certbot to setup ssl certificates to access your bot's UI through encrypted connection by using any of the above reverse proxies.
    While this will protect your data in transit, we do not recommend to run the freqtrade API outside of your private network (VPN, SSH tunnel).
 ### OpenAPI interface
@@ -466,42 +480,4 @@ Since the access token has a short timeout (15 min) - the `token/refresh` reques
 {"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"}
 ```
-### CORS
+--8<-- "includes/cors.md"
 This whole section is only necessary in cross-origin cases (where you multiple bot API's running on `localhost:8081`, `localhost:8082`, ...), and want to combine them into one FreqUI instance.
 ??? info "Technical explanation"
    All web-based front-ends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
    Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
    Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
 Users can allow access from different origin URL's to the bot API via the `CORS_origins` configuration setting.
 It consists of a list of allowed URL's that are allowed to consume resources from the bot's API.
 Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
 ```jsonc
 {
    //...
    "jwt_secret_key": "somethingrandom",
    "CORS_origins": ["https://frequi.freqtrade.io"],
    //...
 }
 ```
 In the following (pretty common) case, FreqUI is accessible on `http://localhost:8080/trade` (this is what you see in your navbar when navigating to freqUI).
 ![freqUI url](assets/frequi_url.png)
 The correct configuration for this case is `http://localhost:8080` - the main part of the URL including the port.
 ```jsonc
 {
    //...
    "jwt_secret_key": "somethingrandom",
    "CORS_origins": ["http://localhost:8080"],
    //...
 }
 ```
 !!! Note
    We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.
@@ -109,7 +109,7 @@ Freqtrade does not depend or install any additional database driver. Please refe
 The following systems have been tested and are known to work with freqtrade:
 * sqlite (default)
-* PostgreSQL)
+* PostgreSQL
 * MariaDB
 !!! Warning
@@ -158,7 +158,7 @@ You could also have a default stop loss when you are in the red with your buy (b
 For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 !!! Note
-    If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
+    If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
 Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.
@@ -240,7 +240,7 @@ When using leverage, the same principle is applied - with stoploss defining the
 Therefore, a stoploss of 10% on a 10x trade would trigger on a 1% price move.
 If your stake amount (own capital) was 100$ - this trade would be 1000$ at 10x (after leverage).
-If price moves 1% - you've lost 10$ of your own capital - therfore stoploss will trigger in this case.
+If price moves 1% - you've lost 10$ of your own capital - therefore stoploss will trigger in this case.
 Make sure to be aware of this, and avoid using too tight stoploss (at 10x leverage, 10% risk may be too little to allow the trade to "breath" a little).
@@ -11,8 +11,103 @@ The call sequence of the methods described here is covered under [bot execution
 !!! Tip
    Start off with a strategy template containing all available callback methods by running `freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced`
-## Storing information
+## Storing information (Persistent)
 Freqtrade allows storing/retrieving user custom information associated with a specific trade in the database.
 Using a trade object, information can be stored using `trade.set_custom_data(key='my_key', value=my_value)` and retrieved using `trade.get_custom_data(key='my_key')`. Each data entry is associated with a trade and a user supplied key (of type `string`). This means that this can only be used in callbacks that also provide a trade object.
 For the data to be able to be stored within the database, freqtrade must serialized the data. This is done by converting the data to a JSON formatted string.
 Freqtrade will attempt to reverse this action on retrieval, so from a strategy perspective, this should not be relevant.
 ```python
 from freqtrade.persistence import Trade
 from datetime import timedelta
 class AwesomeStrategy(IStrategy):
    def bot_loop_start(self, **kwargs) -> None:
        for trade in Trade.get_open_order_trades():
            fills = trade.select_filled_orders(trade.entry_side)
            if trade.pair == 'ETH/USDT':
                trade_entry_type = trade.get_custom_data(key='entry_type')
                if trade_entry_type is None:
                    trade_entry_type = 'breakout' if 'entry_1' in trade.enter_tag else 'dip'
                elif fills > 1:
                    trade_entry_type = 'buy_up'
                trade.set_custom_data(key='entry_type', value=trade_entry_type)
        return super().bot_loop_start(**kwargs)
    def adjust_entry_price(self, trade: Trade, order: Optional[Order], pair: str,
                           current_time: datetime, proposed_rate: float, current_order_rate: float,
                           entry_tag: Optional[str], side: str, **kwargs) -> float:
        # Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.
        if (
            pair == 'BTC/USDT' 
            and entry_tag == 'long_sma200' 
            and side == 'long' 
            and (current_time - timedelta(minutes=10)) > trade.open_date_utc 
            and order.filled == 0.0
        ):
            dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
            current_candle = dataframe.iloc[-1].squeeze()
            # store information about entry adjustment
            existing_count = trade.get_custom_data('num_entry_adjustments', default=0)
            if not existing_count:
                existing_count = 1
            else:
                existing_count += 1
            trade.set_custom_data(key='num_entry_adjustments', value=existing_count)
            # adjust order price
            return current_candle['sma_200']
        # default: maintain existing order
        return current_order_rate
    def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, **kwargs):
        entry_adjustment_count = trade.get_custom_data(key='num_entry_adjustments')
        trade_entry_type = trade.get_custom_data(key='entry_type')
        if entry_adjustment_count is None:
            if current_profit > 0.01 and (current_time - timedelta(minutes=100) > trade.open_date_utc):
                return True, 'exit_1'
        else
            if entry_adjustment_count > 0 and if current_profit > 0.05:
                return True, 'exit_2'
            if trade_entry_type == 'breakout' and current_profit > 0.1:
                return True, 'exit_3
        return False, None
 ```
 The above is a simple example - there are simpler ways to retrieve trade data like entry-adjustments.
 !!! Note
    It is recommended that simple data types are used `[bool, int, float, str]` to ensure no issues when serializing the data that needs to be stored.
    Storing big junks of data may lead to unintended side-effects, like a database becoming big (and as a consequence, also slow).
 !!! Warning "Non-serializable data"
    If supplied data cannot be serialized a warning is logged and the entry for the specified `key` will contain `None` as data.
 ??? Note "All attributes"
    custom-data has the following accessors through the Trade object (assumed as `trade` below):
    * `trade.get_custom_data(key='something', default=0)` - Returns the actual value given in the type provided.
    * `trade.get_custom_data_entry(key='something')` - Returns the entry - including metadata. The value is accessible via `.value` property.
    * `trade.set_custom_data(key='something', value={'some': 'value'})` - set or update the corresponding key for this trade. Value must be serializable - and we recommend to keep the stored data relatively small.
    "value" can be any type (both in setting and receiving) - but must be json serializable.
 ## Storing information (Non-Persistent)
 !!! Warning "Deprecated"
    This method of storing information is deprecated and we do advise against using non-persistent storage.  
    Please use [Persistent Storage](#storing-information-persistent) instead.
    It's content has therefore been collapsed.
 ??? Abstract "Storing information"
    Storing information can be accomplished by creating a new dictionary within the strategy class.
    The name of the variable can be chosen at will, but should be prefixed with `custom_` to avoid naming collisions with predefined strategy variables.
@@ -114,7 +209,7 @@ def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_r
 ## Exit tag
-Similar to [Buy Tagging](#buy-tag), you can also specify a sell tag.
+Similar to [Entry Tagging](#enter-tag), you can also specify an exit tag.
 ``` python
 def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -231,4 +326,4 @@ for val in self.buy_ema_short.range:
 dataframe = pd.concat(frames, axis=1)
 ```
-Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existant.
+Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existent.
@@ -19,6 +19,7 @@ Currently available callbacks:
 * [`adjust_trade_position()`](#adjust-trade-position)
 * [`adjust_entry_price()`](#adjust-entry-price)
 * [`leverage()`](#leverage-callback)
 * [`order_filled()`](#order-filled-callback)
 !!! Tip "Callback calling sequence"
    You can find the callback calling sequence in [bot-basics](bot-basics.md#bot-execution-logic)
@@ -166,7 +167,7 @@ During backtesting, `current_rate` (and `current_profit`) are provided against t
 The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price.
 Returning None will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss.
-Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchange-freqtrade)).
+Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade)).
 !!! Note "Use of dates"
    All time-based calculations should be done based on `current_time` - using `datetime.now()` or `datetime.utcnow()` is discouraged, as this will break backtesting support.
@@ -331,7 +332,7 @@ class AwesomeStrategy(IStrategy):
                        **kwargs) -> Optional[float]:
        if current_profit < 0.04:
-            return -1 # return a value bigger than the initial stoploss to keep using the initial stoploss
+            return None # return None 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
@@ -449,7 +450,7 @@ Stoploss values returned from `custom_stoploss()` must specify a percentage rela
    ```
-    Full examples can be found in the [Custom stoploss](strategy-advanced.md#custom-stoploss) section of the Documentation.
+    Full examples can be found in the [Custom stoploss](strategy-callbacks.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.
@@ -767,6 +768,7 @@ This callback is **not** called when there is an open order (either buy or sell)
 `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
 Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade.
 Adjustment orders can be assigned with a tag by returning a 2 element Tuple, with the first element being the adjustment amount, and the 2nd element the tag (e.g. `return 250, 'increase_favorable_conditions'`).
 Modifications to leverage are not possible, and the stake-amount returned is assumed to be before applying leverage.
@@ -782,7 +784,7 @@ Additional entries are ignored once you have reached the maximum amount of extra
 ### Decrease position
 The strategy is expected to return a negative stake_amount (in stake currency) for a partial exit.
-Returning the full owned stake at that point (based on the current price) (`-(trade.amount / trade.leverage) * current_exit_rate`) results in a full exit.  
+Returning the full owned stake at that point (`-trade.stake_amount`) results in a full exit.  
 Returning a value more than the above (so remaining stake_amount would become negative) will result in the bot ignoring the signal.
 !!! Note "About stake size"
@@ -790,7 +792,7 @@ Returning a value more than the above (so remaining stake_amount would become ne
    If you wish to buy additional orders with DCA, then make sure to leave enough funds in the wallet for that.
    Using 'unlimited' stake amount with DCA orders requires you to also implement the `custom_stake_amount()` callback to avoid allocating all funds to the initial order.
-!!! Warning
+!!! Warning "Stoploss calculation"
    Stoploss is still calculated from the initial opening price, not averaged price.
    Regular stoploss rules still apply (cannot move down).
@@ -800,8 +802,14 @@ Returning a value more than the above (so remaining stake_amount would become ne
    During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so run-time performance will be affected.
    This can also cause deviating results between live and backtesting, since backtesting can adjust the trade only once per candle, whereas live could adjust the trade multiple times per candle.
 !!! Warning "Performance with many position adjustments"
    Position adjustments can be a good approach to increase a strategy's output - but it can also have drawbacks if using this feature extensively.  
    Each of the orders will be attached to the trade object for the duration of the trade - hence increasing memory usage.
    Trades with long duration and 10s or even 100ds of position adjustments are therefore not recommended, and should be closed at regular intervals to not affect performance.
 ``` python
 from freqtrade.persistence import Trade
 from typing import Optional, Tuple, Union
 class DigDeeperStrategy(IStrategy):
@@ -833,7 +841,8 @@ class DigDeeperStrategy(IStrategy):
                              min_stake: Optional[float], max_stake: float,
                              current_entry_rate: float, current_exit_rate: float,
                              current_entry_profit: float, current_exit_profit: float,
-                              **kwargs) -> Optional[float]:
+                              **kwargs
                              ) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]:
        """
        Custom trade adjustment logic, returning the stake amount that a trade should be
        increased or decreased.
@@ -859,11 +868,12 @@ class DigDeeperStrategy(IStrategy):
        :return float: Stake amount to adjust your trade,
                       Positive values to increase position, Negative values to decrease position.
                       Return None for no action.
                       Optionally, return a tuple with a 2nd element with an order reason
        """
        if current_profit > 0.05 and trade.nr_of_successful_exits == 0:
            # Take half of the profit at +5%
-            return -(trade.stake_amount / 2)
+            return -(trade.stake_amount / 2), 'half_profit_5%'
        if current_profit > -0.05:
            return None
@@ -891,7 +901,7 @@ class DigDeeperStrategy(IStrategy):
            stake_amount = filled_entries[0].stake_amount
            # This then calculates current safety order size
            stake_amount = stake_amount * (1 + (count_of_entries * 0.25))
-            return stake_amount
+            return stake_amount, '1/3rd_increase'
        except Exception as exception:
            return None
@@ -939,7 +949,7 @@ If the cancellation of the original order fails, then the order will not be repl
 ```python
 from freqtrade.persistence import Trade
-from datetime import timedelta
+from datetime import timedelta, datetime
 class AwesomeStrategy(IStrategy):
@@ -1014,3 +1024,33 @@ class AwesomeStrategy(IStrategy):
 All profit calculations include leverage. Stoploss / ROI also include leverage in their calculation.
 Defining a stoploss of 10% at 10x leverage would trigger the stoploss with a 1% move to the downside.
 ## Order filled Callback
 The `order_filled()` callback may be used to perform specific actions based on the current trade state after an order is filled.
 It will be called independent of the order type (entry, exit, stoploss or position adjustment).
 Assuming that your strategy needs to store the high value of the candle at trade entry, this is possible with this callback as the following example show.
 ``` python
 class AwesomeStrategy(IStrategy):
    def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
        """
        Called right after an order fills. 
        Will be called for all order types (entry, exit, stoploss, position adjustment).
        :param pair: Pair for trade
        :param trade: trade object.
        :param order: Order object.
        :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.
        """
        # Obtain pair dataframe (just to show how to access it)
        dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
        last_candle = dataframe.iloc[-1].squeeze()
        if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
            trade.set_custom_data(key='entry_candle_high', value=last_candle['high'])
        return None
 ```
@@ -405,7 +405,7 @@ The metadata-dict (available for `populate_entry_trend`, `populate_exit_trend`,
 Currently this is `pair`, which can be accessed using `metadata['pair']` - and will return a pair in the format `XRP/BTC`.
 The Metadata-dict should not be modified and does not persist information across multiple calls.
-Instead, have a look at the [Storing information](strategy-advanced.md#Storing-information) section.
+Instead, have a look at the [Storing information](strategy-advanced.md#storing-information-persistent) section.
 ## Strategy file loading
@@ -551,8 +551,8 @@ for more information.
        # 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'.
+        # formatting. Available in populate_indicators and other methods as 'rsi_upper_1h'.
-        @informative('1h', 'BTC/{stake}', '{column}')
+        @informative('1h', 'BTC/{stake}', '{column}_{timeframe}')
        def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
            dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
            return dataframe
@@ -776,7 +776,7 @@ The orderbook structure is aligned with the order structure from [ccxt](https://
 Therefore, using `ob['bids'][0][0]` as demonstrated above will result in using the best bid price. `ob['bids'][0][1]` would look at the amount at this orderbook position.
 !!! Warning "Warning about backtesting"
-    The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return uptodate values.
+    The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return up-to-date values.
 ### *ticker(pair)*
@@ -19,7 +19,7 @@ from pathlib import Path
 project_root = "somedir/freqtrade"
 i=0
 try:
-    os.chdirdir(project_root)
+    os.chdir(project_root)
    assert Path('LICENSE').is_file()
 except:
    while i<4 and (not Path('LICENSE').is_file()):
@@ -53,13 +53,13 @@ You can use bots in telegram groups by just adding them to the group. You can fi
 }
 ```
-For the Freqtrade configuration, you can then use the the full value (including `-` if it's there) as string:
+For the Freqtrade configuration, you can then use the full value (including `-` if it's there) as string:
 ```json
   "chat_id": "-1001332619709"
 ```
 !!! Warning "Using telegram groups"
-    When using telegram groups, you're giving every member of the telegram group access to your freqtrade bot and to all commands possible via telegram. Please make sure that you can trust everyone in the telegram group to avoid unpleasent surprises.
+    When using telegram groups, you're giving every member of the telegram group access to your freqtrade bot and to all commands possible via telegram. Please make sure that you can trust everyone in the telegram group to avoid unpleasant surprises.
 ## Control telegram noise
@@ -181,6 +181,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/locks` | Show currently locked pairs.
 | `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
 | `/marketdir [long | short | even | none]` | Updates the user managed variable that represents the current market direction. If no direction is provided, the currently set direction will be displayed.
 | `/list_custom_data <trade_id> [key]` | List custom_data for Trade ID & Key combination. If no Key is supplied it will list all key-value pairs found for that Trade ID.
 | **Modify Trade states** |
 | `/forceexit <trade_id> | /fx <tradeid>` | Instantly exits the given trade  (Ignoring `minimum_roi`).
 | `/forceexit all | /fx all` | Instantly exits all open trades (Ignoring `minimum_roi`).
@@ -126,7 +126,7 @@ An `Order` object will always be tied to it's corresponding [`Trade`](#trade-obj
 ### Order - Available attributes
 an Order object is typically attached to a trade.
-Most properties here can be None as they are dependant on the exchange response.
+Most properties here can be None as they are dependent on the exchange response.
 |  Attribute | DataType | Description |
 |------------|-------------|-------------|
@@ -141,7 +141,7 @@ Most properties here can be None as they are dependant on the exchange response.
 `amount` | float | Amount in base currency
 `filled` | float | Filled amount (in base currency)
 `remaining` | float | Remaining amount
-`cost` | float | Cost of the order - usually average * filled (*Exchange dependant on futures, may contain the cost with or without leverage and may be in contracts.*)
+`cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*)
 `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.*
 `order_date` | datetime | Order creation date **use `order_date_utc` instead**
 `order_date_utc` | datetime | Order creation date (in UTC)
@@ -6,7 +6,7 @@ To update your freqtrade installation, please use one of the below methods, corr
    Breaking changes / changed behavior will be documented in the changelog that is posted alongside every release.
    For the develop branch, please follow PR's to avoid being surprised by changes.
-## docker
+## Docker
 !!! Note "Legacy installations using the `master` image"
    We're switching from master to stable for the release Images - please adjust your docker-file and replace `freqtradeorg/freqtrade:master` with `freqtradeorg/freqtrade:stable`
@@ -54,7 +54,7 @@ optional arguments:
 ### Create config examples
 ```
-$ freqtrade new-config --config config_binance.json
+$ freqtrade new-config --config user_data/config_binance.json
 ? Do you want to enable Dry-run (simulated trades)?  Yes
 ? Please insert your stake currency: BTC
@@ -66,6 +66,53 @@ $ freqtrade new-config --config config_binance.json
 ? Do you want to enable Telegram?  No
 ```
 ## Show config
 Show configuration file (with sensitive values redacted by default).
 Especially useful with [split configuration files](configuration.md#multiple-configuration-files) or [environment variables](configuration.md#environment-variables), where this command will show the merged configuration.
 ![Show config output](assets/show-config-output.png)
 ```
 usage: freqtrade show-config [-h] [--userdir PATH] [-c PATH]
                             [--show-sensitive]
 options:
  -h, --help            show this help message and exit
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
  -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.
  --show-sensitive      Show secrets in the output.
 ```
 ``` output
 Your combined configuration is:
 {
  "exit_pricing": {
    "price_side": "other",
    "use_order_book": true,
    "order_book_top": 1
  },
  "stake_currency": "USDT",
  "exchange": {
    "name": "binance",
    "key": "REDACTED",
    "secret": "REDACTED",
    "ccxt_config": {},
    "ccxt_async_config": {},
  }
  // ...
 }
 ```
 !!! Warning "Sharing information provided by this command"
    We try to remove all known sensitive information from the default output (without `--show-sensitive`). 
    Yet, please do double-check for sensitive values in your output to make sure you're not accidentally exposing some private info.
 ## Create new strategy
 Creates a new strategy from a template similar to SampleStrategy.
@@ -219,207 +266,49 @@ optional arguments:
  -a, --all         Print all exchanges known to the ccxt library.
 ```
-* Example: see exchanges available for the bot:
+Example: see exchanges available for the bot:
 ```
 $ freqtrade list-exchanges
 Exchanges available for Freqtrade:
-Exchange name    Valid    reason
+Exchange name       Supported    Markets                 Reason
---------------  -------  --------------------------------------------
+------------------  -----------  ----------------------  ------------------------------------------------------------------------
-aax              True
+binance             Official     spot, isolated futures
-ascendex         True     missing opt: fetchMyTrades
+bitmart             Official     spot
-bequant          True
+bybit                            spot, isolated futures
-bibox            True
+gate                Official     spot, isolated futures
-bigone           True
+htx                 Official     spot
-binance          True
+huobi                            spot
-binanceus        True
+kraken              Official     spot
-bitbank          True     missing opt: fetchTickers
+okx                 Official     spot, isolated futures
 bitcoincom       True
 bitfinex         True
 bitforex         True     missing opt: fetchMyTrades, fetchTickers
 bitget           True
 bithumb          True     missing opt: fetchMyTrades
 bitkk            True     missing opt: fetchMyTrades
 bitmart          True
 bitmax           True     missing opt: fetchMyTrades
 bitpanda         True
 bitvavo          True
 bitz             True     missing opt: fetchMyTrades
 btcalpha         True     missing opt: fetchTicker, fetchTickers
 btcmarkets       True     missing opt: fetchTickers
 buda             True     missing opt: fetchMyTrades, fetchTickers
 bw               True     missing opt: fetchMyTrades, fetchL2OrderBook
 bybit            True
 bytetrade        True
 cdax             True
 cex              True     missing opt: fetchMyTrades
 coinbaseprime    True     missing opt: fetchTickers
 coinbasepro      True     missing opt: fetchTickers
 coinex           True
 crex24           True
 deribit          True
 digifinex        True
 equos            True     missing opt: fetchTicker, fetchTickers
 eterbase         True
 fcoin            True     missing opt: fetchMyTrades, fetchTickers
 fcoinjp          True     missing opt: fetchMyTrades, fetchTickers
 gateio           True
 gemini           True
 gopax            True
 hbtc             True
 hitbtc           True
 huobijp          True
 huobipro         True
 idex             True
 kraken           True
 kucoin           True
 lbank            True     missing opt: fetchMyTrades
 mercado          True     missing opt: fetchTickers
 ndax             True     missing opt: fetchTickers
 novadax          True
 okcoin           True
 okex             True
 probit           True
 qtrade           True
 stex             True
 timex            True
 upbit            True     missing opt: fetchMyTrades
 vcc              True
 zb               True     missing opt: fetchMyTrades
 ```
 !!! info ""
    Output reduced for clarity - supported and available exchanges may change over time.
 !!! Note "missing opt exchanges"
    Values with "missing opt:" might need special configuration (e.g. using orderbook if `fetchTickers` is missing) - but should in theory work (although we cannot guarantee they will).
-* Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade):
+Example: see all exchanges supported by the ccxt library (including 'bad' ones, i.e. those that are known to not work with Freqtrade)
 ```
 $ freqtrade list-exchanges -a
 All exchanges supported by the ccxt library:
-Exchange name       Valid    reason
+Exchange name       Valid    Supported    Markets                 Reason
------------------  -------  ---------------------------------------------------------------------------------------
+------------------  -------  -----------  ----------------------  ---------------------------------------------------------------------------------
-aax                 True
+binance             True     Official     spot, isolated futures
-aofex               False    missing: fetchOrder
+bitflyer            False                 spot                    missing: fetchOrder. missing opt: fetchTickers.
-ascendex            True     missing opt: fetchMyTrades
+bitmart             True     Official     spot
-bequant             True
+bybit               True                  spot, isolated futures
-bibox               True
+gate                True     Official     spot, isolated futures
-bigone              True
+htx                 True     Official     spot
-binance             True
+kraken              True     Official     spot
-binanceus           True
+okx                 True     Official     spot, isolated futures
 bit2c               False    missing: fetchOrder, fetchOHLCV
 bitbank             True     missing opt: fetchTickers
 bitbay              False    missing: fetchOrder
 bitcoincom          True
 bitfinex            True
 bitfinex2           False    missing: fetchOrder
 bitflyer            False    missing: fetchOrder, fetchOHLCV
 bitforex            True     missing opt: fetchMyTrades, fetchTickers
 bitget              True
 bithumb             True     missing opt: fetchMyTrades
 bitkk               True     missing opt: fetchMyTrades
 bitmart             True
 bitmax              True     missing opt: fetchMyTrades
 bitmex              False    Various reasons.
 bitpanda            True
 bitso               False    missing: fetchOHLCV
 bitstamp            True     missing opt: fetchTickers
 bitstamp1           False    missing: fetchOrder, fetchOHLCV
 bitvavo             True
 bitz                True     missing opt: fetchMyTrades
 bl3p                False    missing: fetchOrder, fetchOHLCV
 bleutrade           False    missing: fetchOrder
 braziliex           False    missing: fetchOHLCV
 btcalpha            True     missing opt: fetchTicker, fetchTickers
 btcbox              False    missing: fetchOHLCV
 btcmarkets          True     missing opt: fetchTickers
 btctradeua          False    missing: fetchOrder, fetchOHLCV
 btcturk             False    missing: fetchOrder
 buda                True     missing opt: fetchMyTrades, fetchTickers
 bw                  True     missing opt: fetchMyTrades, fetchL2OrderBook
 bybit               True
 bytetrade           True
 cdax                True
 cex                 True     missing opt: fetchMyTrades
 chilebit            False    missing: fetchOrder, fetchOHLCV
 coinbase            False    missing: fetchOrder, cancelOrder, createOrder, fetchOHLCV
 coinbaseprime       True     missing opt: fetchTickers
 coinbasepro         True     missing opt: fetchTickers
 coincheck           False    missing: fetchOrder, fetchOHLCV
 coinegg             False    missing: fetchOHLCV
 coinex              True
 coinfalcon          False    missing: fetchOHLCV
 coinfloor           False    missing: fetchOrder, fetchOHLCV
 coingi              False    missing: fetchOrder, fetchOHLCV
 coinmarketcap       False    missing: fetchOrder, cancelOrder, createOrder, fetchBalance, fetchOHLCV
 coinmate            False    missing: fetchOHLCV
 coinone             False    missing: fetchOHLCV
 coinspot            False    missing: fetchOrder, cancelOrder, fetchOHLCV
 crex24              True
 currencycom         False    missing: fetchOrder
 delta               False    missing: fetchOrder
 deribit             True
 digifinex           True
 equos               True     missing opt: fetchTicker, fetchTickers
 eterbase            True
 exmo                False    missing: fetchOrder
 exx                 False    missing: fetchOHLCV
 fcoin               True     missing opt: fetchMyTrades, fetchTickers
 fcoinjp             True     missing opt: fetchMyTrades, fetchTickers
 flowbtc             False    missing: fetchOrder, fetchOHLCV
 foxbit              False    missing: fetchOrder, fetchOHLCV
 gateio              True
 gemini              True
 gopax               True
 hbtc                True
 hitbtc              True
 hollaex             False    missing: fetchOrder
 huobijp             True
 huobipro            True
 idex                True
 independentreserve  False    missing: fetchOHLCV
 indodax             False    missing: fetchOHLCV
 itbit               False    missing: fetchOHLCV
 kraken              True
 kucoin              True
 kuna                False    missing: fetchOHLCV
 lakebtc             False    missing: fetchOrder, fetchOHLCV
 latoken             False    missing: fetchOrder, fetchOHLCV
 lbank               True     missing opt: fetchMyTrades
 liquid              False    missing: fetchOHLCV
 luno                False    missing: fetchOHLCV
 lykke               False    missing: fetchOHLCV
 mercado             True     missing opt: fetchTickers
 mixcoins            False    missing: fetchOrder, fetchOHLCV
 ndax                True     missing opt: fetchTickers
 novadax             True
 oceanex             False    missing: fetchOHLCV
 okcoin              True
 okex                True
 paymium             False    missing: fetchOrder, fetchOHLCV
 phemex              False    Does not provide history.
 poloniex            False    missing: fetchOrder
 probit              True
 qtrade              True
 rightbtc            False    missing: fetchOrder
 ripio               False    missing: fetchOHLCV
 southxchange        False    missing: fetchOrder, fetchOHLCV
 stex                True
 surbitcoin          False    missing: fetchOrder, fetchOHLCV
 therock             False    missing: fetchOHLCV
 tidebit             False    missing: fetchOrder
 tidex               False    missing: fetchOHLCV
 timex               True
 upbit               True     missing opt: fetchMyTrades
 vbtc                False    missing: fetchOrder, fetchOHLCV
 vcc                 True
 wavesexchange       False    missing: fetchOrder
 whitebit            False    missing: fetchOrder, cancelOrder, createOrder, fetchBalance
 xbtce               False    missing: fetchOrder, fetchOHLCV
 xena                False    missing: fetchOrder
 yobit               False    missing: fetchOHLCV
 zaif                False    missing: fetchOrder, fetchOHLCV
 zb                  True     missing opt: fetchMyTrades
 ```
 !!! info ""
    Reduced output - supported and available exchanges may change over time.
 ## List Timeframes
 Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.
@@ -990,11 +879,7 @@ options:
  -h, --help            show this help message and exit
  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                        Provide a space-separated list of strategies to
-                        backtest. Please note that timeframe needs to be set
+                        be converted.
                        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`
 Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -65,7 +65,7 @@ You can set the POST body format to Form-Encoded (default), JSON-Encoded, or raw
 The result would be a POST request with e.g. `{"text":"Status: running"}` body and `Content-Type: application/json` header which results `Status: running` message in the Mattermost channel.
-When using the Form-Encoded or JSON-Encoded configuration you can configure any number of payload values, and both the key and value will be ouput in the POST request. However, when using the raw data format you can only configure one value and it **must** be named `"data"`. In this instance the data key will not be output in the POST request, only the value. For example:
+When using the Form-Encoded or JSON-Encoded configuration you can configure any number of payload values, and both the key and value will be output in the POST request. However, when using the raw data format you can only configure one value and it **must** be named `"data"`. In this instance the data key will not be output in the POST request, only the value. For example:
 ```json
  "webhook": {
@@ -24,7 +24,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 Install ta-lib according to the [ta-lib documentation](https://github.com/TA-Lib/ta-lib-python#windows).
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.9, 3.10 and 3.11) and for 64bit Windows.
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.9, 3.10, 3.11 and 3.12) and for 64bit Windows.
 These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
 Other versions must be downloaded from the above link.
@@ -1,21 +1,33 @@
 """Freqtrade bot"""
 __version__ = '2024.1-dev'
-if 'dev' in __version__:
+__version__ = "2024.5-dev"
 if "dev" in __version__:
    from pathlib import Path
    try:
        import subprocess
        freqtrade_basedir = Path(__file__).parent
-        __version__ = __version__ + '-' + subprocess.check_output(
+        __version__ = (
-            ['git', 'log', '--format="%h"', '-n 1'],
+            __version__
-            stderr=subprocess.DEVNULL, cwd=freqtrade_basedir).decode("utf-8").rstrip().strip('"')
+            + "-"
            + subprocess.check_output(
                ["git", "log", '--format="%h"', "-n 1"],
                stderr=subprocess.DEVNULL,
                cwd=freqtrade_basedir,
            )
            .decode("utf-8")
            .rstrip()
            .strip('"')
        )
    except Exception:  # pragma: no cover
        # git not available, ignore
        try:
            # Try Fallback to freqtrade_commit file (created by CI while building docker image)
-            versionfile = Path('./freqtrade_commit')
+            versionfile = Path("./freqtrade_commit")
            if versionfile.is_file():
                __version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"
        except Exception:
@@ -9,5 +9,5 @@ To launch Freqtrade as a module
 from freqtrade import main
-if __name__ == '__main__':
+if __name__ == "__main__":
    main.main()
@@ -6,22 +6,39 @@ Contains all start-commands, subcommands and CLI Interface creation.
 Note: Be careful with file-scoped imports in these subfiles.
    as they are parsed on startup, nothing containing optional modules should be loaded.
 """
 from freqtrade.commands.analyze_commands import start_analysis_entries_exits
 from freqtrade.commands.arguments import Arguments
-from freqtrade.commands.build_config_commands import start_new_config
+from freqtrade.commands.build_config_commands import start_new_config, start_show_config
-from freqtrade.commands.data_commands import (start_convert_data, start_convert_trades,
+from freqtrade.commands.data_commands import (
-                                              start_download_data, start_list_data)
+    start_convert_data,
    start_convert_trades,
    start_download_data,
    start_list_data,
 )
 from freqtrade.commands.db_commands import start_convert_db
-from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
+from freqtrade.commands.deploy_commands import (
-                                                start_new_strategy)
+    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_freqAI_models,
+from freqtrade.commands.list_commands import (
-                                              start_list_markets, start_list_strategies,
+    start_list_exchanges,
-                                              start_list_timeframes, start_show_trades)
+    start_list_freqAI_models,
-from freqtrade.commands.optimize_commands import (start_backtesting, start_backtesting_show,
+    start_list_markets,
-                                                  start_edge, start_hyperopt,
+    start_list_strategies,
    start_list_timeframes,
    start_show_trades,
 )
 from freqtrade.commands.optimize_commands import (
    start_backtesting,
    start_backtesting_show,
    start_edge,
    start_hyperopt,
    start_lookahead_analysis,
-                                                  start_recursive_analysis)
+    start_recursive_analysis,
 )
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
 from freqtrade.commands.strategy_utils_commands import start_strategy_update
@@ -4,7 +4,7 @@ from typing import Any, Dict
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError, OperationalException
 logger = logging.getLogger(__name__)
@@ -20,25 +20,25 @@ def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[s
    config = setup_utils_configuration(args, method)
    no_unlimited_runmodes = {
-        RunMode.BACKTEST: 'backtesting',
+        RunMode.BACKTEST: "backtesting",
    }
    if method in no_unlimited_runmodes.keys():
        from freqtrade.data.btanalysis import get_latest_backtest_filename
-        if 'exportfilename' in config:
+        if "exportfilename" in config:
-            if config['exportfilename'].is_dir():
+            if config["exportfilename"].is_dir():
-                btfile = Path(get_latest_backtest_filename(config['exportfilename']))
+                btfile = Path(get_latest_backtest_filename(config["exportfilename"]))
                signals_file = f"{config['exportfilename']}/{btfile.stem}_signals.pkl"
            else:
-                if config['exportfilename'].exists():
+                if config["exportfilename"].exists():
-                    btfile = Path(config['exportfilename'])
+                    btfile = Path(config["exportfilename"])
                    signals_file = f"{btfile.parent}/{btfile.stem}_signals.pkl"
                else:
-                    raise OperationalException(f"{config['exportfilename']} does not exist.")
+                    raise ConfigurationError(f"{config['exportfilename']} does not exist.")
        else:
-            raise OperationalException('exportfilename not in config.')
+            raise ConfigurationError("exportfilename not in config.")
-        if (not Path(signals_file).exists()):
+        if not Path(signals_file).exists():
            raise OperationalException(
                f"Cannot find latest backtest signals file: {signals_file}."
                "Run backtesting with `--export signals`."
@@ -58,6 +58,6 @@ def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
    # Initialize configuration
    config = setup_analyze_configuration(args, RunMode.BACKTEST)
-    logger.info('Starting freqtrade in analysis mode')
+    logger.info("Starting freqtrade in analysis mode")
    process_entry_exit_reasons(config)
@@ -1,6 +1,7 @@
 """
 This module contains the argument manager class
 """
 import argparse
 from functools import partial
 from pathlib import Path
@@ -12,35 +13,72 @@ from freqtrade.constants import DEFAULT_CONFIG
 ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
-ARGS_STRATEGY = ["strategy", "strategy_path", "recursive_strategy_search", "freqaimodel",
+ARGS_STRATEGY = [
-                 "freqaimodel_path"]
+    "strategy",
    "strategy_path",
    "recursive_strategy_search",
    "freqaimodel",
    "freqaimodel_path",
 ]
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", "fee"]
 ARGS_WEBSERVER: List[str] = []
-ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
+ARGS_COMMON_OPTIMIZE = [
-                        "max_open_trades", "stake_amount", "fee", "pairs"]
+    "timeframe",
    "timerange",
    "dataformat_ohlcv",
    "max_open_trades",
    "stake_amount",
    "fee",
    "pairs",
 ]
-ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
+ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + [
-                                        "enable_protections", "dry_run_wallet", "timeframe_detail",
+    "position_stacking",
-                                        "strategy_list", "export", "exportfilename",
+    "use_max_market_positions",
-                                        "backtest_breakdown", "backtest_cache",
+    "enable_protections",
-                                        "freqai_backtest_live_models"]
+    "dry_run_wallet",
    "timeframe_detail",
    "strategy_list",
    "export",
    "exportfilename",
    "backtest_breakdown",
    "backtest_cache",
    "freqai_backtest_live_models",
 ]
-ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
+ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + [
-                                        "position_stacking", "use_max_market_positions",
+    "hyperopt",
-                                        "enable_protections", "dry_run_wallet", "timeframe_detail",
+    "hyperopt_path",
-                                        "epochs", "spaces", "print_all",
+    "position_stacking",
-                                        "print_colorized", "print_json", "hyperopt_jobs",
+    "use_max_market_positions",
-                                        "hyperopt_random_state", "hyperopt_min_trades",
+    "enable_protections",
-                                        "hyperopt_loss", "disableparamexport",
+    "dry_run_wallet",
-                                        "hyperopt_ignore_missing_space", "analyze_per_epoch"]
+    "timeframe_detail",
    "epochs",
    "spaces",
    "print_all",
    "print_colorized",
    "print_json",
    "hyperopt_jobs",
    "hyperopt_random_state",
    "hyperopt_min_trades",
    "hyperopt_loss",
    "disableparamexport",
    "hyperopt_ignore_missing_space",
    "analyze_per_epoch",
 ]
 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
-ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized",
+ARGS_LIST_STRATEGIES = [
-                        "recursive_strategy_search"]
+    "strategy_path",
    "print_one_column",
    "print_colorized",
    "recursive_strategy_search",
 ]
 ARGS_LIST_FREQAIMODELS = ["freqaimodel_path", "print_one_column", "print_colorized"]
@@ -52,16 +90,32 @@ ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
 ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
-ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one_column",
+ARGS_LIST_PAIRS = [
-                   "print_csv", "base_currencies", "quote_currencies", "list_pairs_all",
+    "exchange",
-                   "trading_mode"]
+    "print_list",
    "list_pairs_print_json",
    "print_one_column",
    "print_csv",
    "base_currencies",
    "quote_currencies",
    "list_pairs_all",
    "trading_mode",
 ]
-ARGS_TEST_PAIRLIST = ["user_data_dir", "verbosity", "config", "quote_currencies",
+ARGS_TEST_PAIRLIST = [
-                      "print_one_column", "list_pairs_print_json", "exchange"]
+    "user_data_dir",
    "verbosity",
    "config",
    "quote_currencies",
    "print_one_column",
    "list_pairs_print_json",
    "exchange",
 ]
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 ARGS_BUILD_CONFIG = ["config"]
 ARGS_SHOW_CONFIG = ["user_data_dir", "config", "show_sensitive"]
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
@@ -69,21 +123,59 @@ ARGS_CONVERT_DATA_TRADES = ["pairs", "format_from_trades", "format_to", "erase",
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase", "exchange"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "trading_mode", "candle_types"]
-ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
+ARGS_CONVERT_TRADES = [
    "pairs",
    "timeframes",
    "exchange",
    "dataformat_ohlcv",
    "dataformat_trades",
    "trading_mode",
 ]
 ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode", "show_timerange"]
-ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
+ARGS_DOWNLOAD_DATA = [
-                      "timerange", "download_trades", "exchange", "timeframes",
+    "pairs",
-                      "erase", "dataformat_ohlcv", "dataformat_trades", "trading_mode",
+    "pairs_file",
-                      "prepend_data"]
+    "days",
    "new_pairs_days",
    "include_inactive",
    "timerange",
    "download_trades",
    "convert_trades",
    "exchange",
    "timeframes",
    "erase",
    "dataformat_ohlcv",
    "dataformat_trades",
    "trading_mode",
    "prepend_data",
 ]
-ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
+ARGS_PLOT_DATAFRAME = [
-                       "db_url", "trade_source", "export", "exportfilename",
+    "pairs",
-                       "timerange", "timeframe", "no_trades"]
+    "indicators1",
    "indicators2",
    "plot_limit",
    "db_url",
    "trade_source",
    "export",
    "exportfilename",
    "timerange",
    "timeframe",
    "no_trades",
 ]
-ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
+ARGS_PLOT_PROFIT = [
-                    "trade_source", "timeframe", "plot_auto_open", ]
+    "pairs",
    "timerange",
    "export",
    "exportfilename",
    "db_url",
    "trade_source",
    "timeframe",
    "plot_auto_open",
 ]
 ARGS_CONVERT_DB = ["db_url", "db_url_from"]
@@ -91,35 +183,75 @@ ARGS_INSTALL_UI = ["erase_ui_only", "ui_version"]
 ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
-ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
+ARGS_HYPEROPT_LIST = [
-                      "hyperopt_list_min_trades", "hyperopt_list_max_trades",
+    "hyperopt_list_best",
-                      "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
+    "hyperopt_list_profitable",
-                      "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
+    "hyperopt_list_min_trades",
-                      "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
+    "hyperopt_list_max_trades",
-                      "hyperopt_list_min_objective", "hyperopt_list_max_objective",
+    "hyperopt_list_min_avg_time",
-                      "print_colorized", "print_json", "hyperopt_list_no_details",
+    "hyperopt_list_max_avg_time",
-                      "hyperoptexportfilename", "export_csv"]
+    "hyperopt_list_min_avg_profit",
    "hyperopt_list_max_avg_profit",
    "hyperopt_list_min_total_profit",
    "hyperopt_list_max_total_profit",
    "hyperopt_list_min_objective",
    "hyperopt_list_max_objective",
    "print_colorized",
    "print_json",
    "hyperopt_list_no_details",
    "hyperoptexportfilename",
    "export_csv",
 ]
-ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
+ARGS_HYPEROPT_SHOW = [
-                      "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
+    "hyperopt_list_best",
-                      "disableparamexport", "backtest_breakdown"]
+    "hyperopt_list_profitable",
    "hyperopt_show_index",
    "print_json",
    "hyperoptexportfilename",
    "hyperopt_show_no_header",
    "disableparamexport",
    "backtest_breakdown",
 ]
-ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason_list",
+ARGS_ANALYZE_ENTRIES_EXITS = [
-                              "exit_reason_list", "indicator_list", "timerange",
+    "exportfilename",
-                              "analysis_rejected", "analysis_to_csv", "analysis_csv_path"]
+    "analysis_groups",
    "enter_reason_list",
    "exit_reason_list",
    "indicator_list",
    "timerange",
    "analysis_rejected",
    "analysis_to_csv",
    "analysis_csv_path",
 ]
-NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
+NO_CONF_REQURIED = [
-                    "list-markets", "list-pairs", "list-strategies", "list-freqaimodels",
+    "convert-data",
-                    "list-data", "hyperopt-list", "hyperopt-show", "backtest-filter",
+    "convert-trade-data",
-                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv",
+    "download-data",
-                    "strategy-updater"]
+    "list-timeframes",
    "list-markets",
    "list-pairs",
    "list-strategies",
    "list-freqaimodels",
    "list-data",
    "hyperopt-list",
    "hyperopt-show",
    "backtest-filter",
    "plot-dataframe",
    "plot-profit",
    "show-trades",
    "trades-to-ohlcv",
    "strategy-updater",
 ]
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 ARGS_STRATEGY_UPDATER = ["strategy_list", "strategy_path", "recursive_strategy_search"]
 ARGS_LOOKAHEAD_ANALYSIS = [
-    a for a in ARGS_BACKTEST if a not in ("position_stacking", "use_max_market_positions", 'cache')
+    a for a in ARGS_BACKTEST if a not in ("position_stacking", "use_max_market_positions", "cache")
 ] + ["minimum_trade_amount", "targeted_trade_amount", "lookahead_analysis_exportfilename"]
 ARGS_RECURSIVE_ANALYSIS = ["timeframe", "timerange", "dataformat_ohlcv", "pairs", "startup_candle"]
@@ -154,14 +286,14 @@ class Arguments:
        # Workaround issue in argparse with action='append' and default value
        # (see https://bugs.python.org/issue16399)
        # Allow no-config for certain commands (like downloading / plotting)
-        if ('config' in parsed_arg and parsed_arg.config is None):
+        if "config" in parsed_arg and parsed_arg.config is None:
-            conf_required = ('command' in parsed_arg and parsed_arg.command in NO_CONF_REQURIED)
+            conf_required = "command" in parsed_arg and parsed_arg.command in NO_CONF_REQURIED
-            if 'user_data_dir' in parsed_arg and parsed_arg.user_data_dir is not None:
+            if "user_data_dir" in parsed_arg and parsed_arg.user_data_dir is not None:
                user_dir = parsed_arg.user_data_dir
            else:
                # Default case
-                user_dir = 'user_data'
+                user_dir = "user_data"
                # Try loading from "user_data/config.json"
            cfgfile = Path(user_dir) / DEFAULT_CONFIG
            if cfgfile.is_file():
@@ -175,7 +307,6 @@ class Arguments:
        return parsed_arg
    def _build_args(self, optionlist, parser):
        for val in optionlist:
            opt = AVAILABLE_CLI_OPTIONS[val]
            parser.add_argument(*opt.cli, dest=val, **opt.kwargs)
@@ -195,24 +326,47 @@ class Arguments:
        self._build_args(optionlist=ARGS_STRATEGY, parser=strategy_group)
        # Build main command
-        self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
+        self.parser = argparse.ArgumentParser(
-        self._build_args(optionlist=['version'], parser=self.parser)
+            prog="freqtrade", description="Free, open source crypto trading bot"
        )
        self._build_args(optionlist=["version"], parser=self.parser)
-        from freqtrade.commands import (start_analysis_entries_exits, start_backtesting,
+        from freqtrade.commands import (
-                                        start_backtesting_show, start_convert_data,
+            start_analysis_entries_exits,
-                                        start_convert_db, start_convert_trades,
+            start_backtesting,
-                                        start_create_userdir, start_download_data, start_edge,
+            start_backtesting_show,
-                                        start_hyperopt, start_hyperopt_list, start_hyperopt_show,
+            start_convert_data,
-                                        start_install_ui, start_list_data, start_list_exchanges,
+            start_convert_db,
-                                        start_list_freqAI_models, start_list_markets,
+            start_convert_trades,
-                                        start_list_strategies, start_list_timeframes,
+            start_create_userdir,
-                                        start_lookahead_analysis, start_new_config,
+            start_download_data,
-                                        start_new_strategy, start_plot_dataframe, start_plot_profit,
+            start_edge,
-                                        start_recursive_analysis, start_show_trades,
+            start_hyperopt,
-                                        start_strategy_update, start_test_pairlist, start_trading,
+            start_hyperopt_list,
-                                        start_webserver)
+            start_hyperopt_show,
            start_install_ui,
            start_list_data,
            start_list_exchanges,
            start_list_freqAI_models,
            start_list_markets,
            start_list_strategies,
            start_list_timeframes,
            start_lookahead_analysis,
            start_new_config,
            start_new_strategy,
            start_plot_dataframe,
            start_plot_profit,
            start_recursive_analysis,
            start_show_config,
            start_show_trades,
            start_strategy_update,
            start_test_pairlist,
            start_trading,
            start_webserver,
        )
-        subparsers = self.parser.add_subparsers(dest='command',
+        subparsers = self.parser.add_subparsers(
            dest="command",
            # Use custom message when no subhandler is added
            # shown from `main.py`
            # required=True
@@ -220,16 +374,14 @@ class Arguments:
        # Add trade subcommand
        trade_cmd = subparsers.add_parser(
-            'trade',
+            "trade", help="Trade module.", parents=[_common_parser, _strategy_parser]
            help='Trade module.',
            parents=[_common_parser, _strategy_parser]
        )
        trade_cmd.set_defaults(func=start_trading)
        self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
        # add create-userdir subcommand
        create_userdir_cmd = subparsers.add_parser(
-            'create-userdir',
+            "create-userdir",
            help="Create user-data directory.",
        )
        create_userdir_cmd.set_defaults(func=start_create_userdir)
@@ -237,15 +389,23 @@ class Arguments:
        # add new-config subcommand
        build_config_cmd = subparsers.add_parser(
-            'new-config',
+            "new-config",
            help="Create new config",
        )
        build_config_cmd.set_defaults(func=start_new_config)
        self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
        # add show-config subcommand
        show_config_cmd = subparsers.add_parser(
            "show-config",
            help="Show resolved config",
        )
        show_config_cmd.set_defaults(func=start_show_config)
        self._build_args(optionlist=ARGS_SHOW_CONFIG, parser=show_config_cmd)
        # add new-strategy subcommand
        build_strategy_cmd = subparsers.add_parser(
-            'new-strategy',
+            "new-strategy",
            help="Create new strategy",
        )
        build_strategy_cmd.set_defaults(func=start_new_strategy)
@@ -253,8 +413,8 @@ class Arguments:
        # Add download-data subcommand
        download_data_cmd = subparsers.add_parser(
-            'download-data',
+            "download-data",
-            help='Download backtesting data.',
+            help="Download backtesting data.",
            parents=[_common_parser],
        )
        download_data_cmd.set_defaults(func=start_download_data)
@@ -262,8 +422,8 @@ class Arguments:
        # Add convert-data subcommand
        convert_data_cmd = subparsers.add_parser(
-            'convert-data',
+            "convert-data",
-            help='Convert candle (OHLCV) data from one format to another.',
+            help="Convert candle (OHLCV) data from one format to another.",
            parents=[_common_parser],
        )
        convert_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=True))
@@ -271,8 +431,8 @@ class Arguments:
        # Add convert-trade-data subcommand
        convert_trade_data_cmd = subparsers.add_parser(
-            'convert-trade-data',
+            "convert-trade-data",
-            help='Convert trade data from one format to another.',
+            help="Convert trade data from one format to another.",
            parents=[_common_parser],
        )
        convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
@@ -280,8 +440,8 @@ class Arguments:
        # Add trades-to-ohlcv subcommand
        convert_trade_data_cmd = subparsers.add_parser(
-            'trades-to-ohlcv',
+            "trades-to-ohlcv",
-            help='Convert trade data to OHLCV data.',
+            help="Convert trade data to OHLCV data.",
            parents=[_common_parser],
        )
        convert_trade_data_cmd.set_defaults(func=start_convert_trades)
@@ -289,8 +449,8 @@ class Arguments:
        # Add list-data subcommand
        list_data_cmd = subparsers.add_parser(
-            'list-data',
+            "list-data",
-            help='List downloaded data.',
+            help="List downloaded data.",
            parents=[_common_parser],
        )
        list_data_cmd.set_defaults(func=start_list_data)
@@ -298,17 +458,15 @@ class Arguments:
        # Add backtesting subcommand
        backtesting_cmd = subparsers.add_parser(
-            'backtesting',
+            "backtesting", help="Backtesting module.", parents=[_common_parser, _strategy_parser]
            help='Backtesting module.',
            parents=[_common_parser, _strategy_parser]
        )
        backtesting_cmd.set_defaults(func=start_backtesting)
        self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
        # Add backtesting-show subcommand
        backtesting_show_cmd = subparsers.add_parser(
-            'backtesting-show',
+            "backtesting-show",
-            help='Show past Backtest results',
+            help="Show past Backtest results",
            parents=[_common_parser],
        )
        backtesting_show_cmd.set_defaults(func=start_backtesting_show)
@@ -316,26 +474,22 @@ class Arguments:
        # Add backtesting analysis subcommand
        analysis_cmd = subparsers.add_parser(
-            'backtesting-analysis',
+            "backtesting-analysis", help="Backtest Analysis module.", parents=[_common_parser]
            help='Backtest Analysis module.',
            parents=[_common_parser]
        )
        analysis_cmd.set_defaults(func=start_analysis_entries_exits)
        self._build_args(optionlist=ARGS_ANALYZE_ENTRIES_EXITS, parser=analysis_cmd)
        # Add edge subcommand
        edge_cmd = subparsers.add_parser(
-            'edge',
+            "edge", help="Edge module.", parents=[_common_parser, _strategy_parser]
            help='Edge module.',
            parents=[_common_parser, _strategy_parser]
        )
        edge_cmd.set_defaults(func=start_edge)
        self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
        # Add hyperopt subcommand
        hyperopt_cmd = subparsers.add_parser(
-            'hyperopt',
+            "hyperopt",
-            help='Hyperopt module.',
+            help="Hyperopt module.",
            parents=[_common_parser, _strategy_parser],
        )
        hyperopt_cmd.set_defaults(func=start_hyperopt)
@@ -343,8 +497,8 @@ class Arguments:
        # Add hyperopt-list subcommand
        hyperopt_list_cmd = subparsers.add_parser(
-            'hyperopt-list',
+            "hyperopt-list",
-            help='List Hyperopt results',
+            help="List Hyperopt results",
            parents=[_common_parser],
        )
        hyperopt_list_cmd.set_defaults(func=start_hyperopt_list)
@@ -352,8 +506,8 @@ class Arguments:
        # Add hyperopt-show subcommand
        hyperopt_show_cmd = subparsers.add_parser(
-            'hyperopt-show',
+            "hyperopt-show",
-            help='Show details of Hyperopt results',
+            help="Show details of Hyperopt results",
            parents=[_common_parser],
        )
        hyperopt_show_cmd.set_defaults(func=start_hyperopt_show)
@@ -361,8 +515,8 @@ class Arguments:
        # Add list-exchanges subcommand
        list_exchanges_cmd = subparsers.add_parser(
-            'list-exchanges',
+            "list-exchanges",
-            help='Print available exchanges.',
+            help="Print available exchanges.",
            parents=[_common_parser],
        )
        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
@@ -370,8 +524,8 @@ class Arguments:
        # Add list-markets subcommand
        list_markets_cmd = subparsers.add_parser(
-            'list-markets',
+            "list-markets",
-            help='Print markets on exchange.',
+            help="Print markets on exchange.",
            parents=[_common_parser],
        )
        list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
@@ -379,8 +533,8 @@ class Arguments:
        # Add list-pairs subcommand
        list_pairs_cmd = subparsers.add_parser(
-            'list-pairs',
+            "list-pairs",
-            help='Print pairs on exchange.',
+            help="Print pairs on exchange.",
            parents=[_common_parser],
        )
        list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
@@ -388,8 +542,8 @@ class Arguments:
        # Add list-strategies subcommand
        list_strategies_cmd = subparsers.add_parser(
-            'list-strategies',
+            "list-strategies",
-            help='Print available strategies.',
+            help="Print available strategies.",
            parents=[_common_parser],
        )
        list_strategies_cmd.set_defaults(func=start_list_strategies)
@@ -397,8 +551,8 @@ class Arguments:
        # Add list-freqAI Models subcommand
        list_freqaimodels_cmd = subparsers.add_parser(
-            'list-freqaimodels',
+            "list-freqaimodels",
-            help='Print available freqAI models.',
+            help="Print available freqAI models.",
            parents=[_common_parser],
        )
        list_freqaimodels_cmd.set_defaults(func=start_list_freqAI_models)
@@ -406,8 +560,8 @@ class Arguments:
        # Add list-timeframes subcommand
        list_timeframes_cmd = subparsers.add_parser(
-            'list-timeframes',
+            "list-timeframes",
-            help='Print available timeframes for the exchange.',
+            help="Print available timeframes for the exchange.",
            parents=[_common_parser],
        )
        list_timeframes_cmd.set_defaults(func=start_list_timeframes)
@@ -415,8 +569,8 @@ class Arguments:
        # Add show-trades subcommand
        show_trades = subparsers.add_parser(
-            'show-trades',
+            "show-trades",
-            help='Show trades.',
+            help="Show trades.",
            parents=[_common_parser],
        )
        show_trades.set_defaults(func=start_show_trades)
@@ -424,8 +578,8 @@ class Arguments:
        # Add test-pairlist subcommand
        test_pairlist_cmd = subparsers.add_parser(
-            'test-pairlist',
+            "test-pairlist",
-            help='Test your pairlist configuration.',
+            help="Test your pairlist configuration.",
        )
        test_pairlist_cmd.set_defaults(func=start_test_pairlist)
        self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
@@ -440,16 +594,16 @@ class Arguments:
        # Add install-ui subcommand
        install_ui_cmd = subparsers.add_parser(
-            'install-ui',
+            "install-ui",
-            help='Install FreqUI',
+            help="Install FreqUI",
        )
        install_ui_cmd.set_defaults(func=start_install_ui)
        self._build_args(optionlist=ARGS_INSTALL_UI, parser=install_ui_cmd)
        # Add Plotting subcommand
        plot_dataframe_cmd = subparsers.add_parser(
-            'plot-dataframe',
+            "plot-dataframe",
-            help='Plot candles with indicators.',
+            help="Plot candles with indicators.",
            parents=[_common_parser, _strategy_parser],
        )
        plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
@@ -457,8 +611,8 @@ class Arguments:
        # Plot profit
        plot_profit_cmd = subparsers.add_parser(
-            'plot-profit',
+            "plot-profit",
-            help='Generate plot showing profits.',
+            help="Generate plot showing profits.",
            parents=[_common_parser, _strategy_parser],
        )
        plot_profit_cmd.set_defaults(func=start_plot_profit)
@@ -466,40 +620,36 @@ class Arguments:
        # Add webserver subcommand
        webserver_cmd = subparsers.add_parser(
-            'webserver',
+            "webserver", help="Webserver module.", parents=[_common_parser]
            help='Webserver module.',
            parents=[_common_parser]
        )
        webserver_cmd.set_defaults(func=start_webserver)
        self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
        # Add strategy_updater subcommand
        strategy_updater_cmd = subparsers.add_parser(
-            'strategy-updater',
+            "strategy-updater",
-            help='updates outdated strategy files to the current version',
+            help="updates outdated strategy files to the current version",
-            parents=[_common_parser]
+            parents=[_common_parser],
        )
        strategy_updater_cmd.set_defaults(func=start_strategy_update)
        self._build_args(optionlist=ARGS_STRATEGY_UPDATER, parser=strategy_updater_cmd)
        # Add lookahead_analysis subcommand
        lookahead_analayis_cmd = subparsers.add_parser(
-            'lookahead-analysis',
+            "lookahead-analysis",
            help="Check for potential look ahead bias.",
-            parents=[_common_parser, _strategy_parser]
+            parents=[_common_parser, _strategy_parser],
        )
        lookahead_analayis_cmd.set_defaults(func=start_lookahead_analysis)
-        self._build_args(optionlist=ARGS_LOOKAHEAD_ANALYSIS,
+        self._build_args(optionlist=ARGS_LOOKAHEAD_ANALYSIS, parser=lookahead_analayis_cmd)
                         parser=lookahead_analayis_cmd)
        # Add recursive_analysis subcommand
        recursive_analayis_cmd = subparsers.add_parser(
-            'recursive-analysis',
+            "recursive-analysis",
            help="Check for potential recursive formula issue.",
-            parents=[_common_parser, _strategy_parser]
+            parents=[_common_parser, _strategy_parser],
        )
        recursive_analayis_cmd.set_defaults(func=start_recursive_analysis)
-        self._build_args(optionlist=ARGS_RECURSIVE_ANALYSIS,
+        self._build_args(optionlist=ARGS_RECURSIVE_ANALYSIS, parser=recursive_analayis_cmd)
                         parser=recursive_analayis_cmd)
@@ -5,9 +5,12 @@ from typing import Any, Dict, List
 from questionary import Separator, prompt
 from freqtrade.configuration import sanitize_config
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.detect_environment import running_in_docker
 from freqtrade.configuration.directory_operations import chown_user_directory
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import MAP_EXCHANGE_CHILDCLASS, available_exchanges
 from freqtrade.util import render_template
@@ -42,7 +45,7 @@ def ask_user_overwrite(config_path: Path) -> bool:
        },
    ]
    answers = prompt(questions)
-    return answers['overwrite']
+    return answers["overwrite"]
 def ask_user_config() -> Dict[str, Any]:
@@ -62,7 +65,7 @@ def ask_user_config() -> Dict[str, Any]:
            "type": "text",
            "name": "stake_currency",
            "message": "Please insert your stake currency:",
-            "default": 'USDT',
+            "default": "USDT",
        },
        {
            "type": "text",
@@ -70,36 +73,35 @@ def ask_user_config() -> Dict[str, Any]:
            "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
            "default": "unlimited",
            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
-            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
+            "filter": lambda val: (
-            if val == UNLIMITED_STAKE_AMOUNT
+                '"' + UNLIMITED_STAKE_AMOUNT + '"' if val == UNLIMITED_STAKE_AMOUNT else val
-            else val
+            ),
        },
        {
            "type": "text",
            "name": "max_open_trades",
            "message": "Please insert max_open_trades (Integer or -1 for unlimited open trades):",
            "default": "3",
-            "validate": lambda val: validate_is_int(val)
+            "validate": lambda val: validate_is_int(val),
        },
        {
            "type": "select",
            "name": "timeframe_in_config",
            "message": "Time",
-            "choices": ["Have the strategy define timeframe.", "Override in configuration."]
+            "choices": ["Have the strategy define timeframe.", "Override in configuration."],
        },
        {
            "type": "text",
            "name": "timeframe",
            "message": "Please insert your desired timeframe (e.g. 5m):",
            "default": "5m",
-            "when": lambda x: x["timeframe_in_config"] == 'Override in configuration.'
+            "when": lambda x: x["timeframe_in_config"] == "Override in configuration.",
        },
        {
            "type": "text",
            "name": "fiat_display_currency",
            "message": "Please insert your display Currency (for reporting):",
-            "default": 'USD',
+            "default": "USD",
        },
        {
            "type": "select",
@@ -122,33 +124,33 @@ def ask_user_config() -> Dict[str, Any]:
            "name": "trading_mode",
            "message": "Do you want to trade Perpetual Swaps (perpetual futures)?",
            "default": False,
-            "filter": lambda val: 'futures' if val else 'spot',
+            "filter": lambda val: "futures" if val else "spot",
-            "when": lambda x: x["exchange_name"] in ['binance', 'gate', 'okx'],
+            "when": lambda x: x["exchange_name"] in ["binance", "gate", "okx"],
        },
        {
            "type": "autocomplete",
            "name": "exchange_name",
            "message": "Type your exchange name (Must be supported by ccxt)",
            "choices": available_exchanges(),
-            "when": lambda x: x["exchange_name"] == 'other'
+            "when": lambda x: x["exchange_name"] == "other",
        },
        {
            "type": "password",
            "name": "exchange_key",
            "message": "Insert Exchange Key",
-            "when": lambda x: not x['dry_run']
+            "when": lambda x: not x["dry_run"],
        },
        {
            "type": "password",
            "name": "exchange_secret",
            "message": "Insert Exchange Secret",
-            "when": lambda x: not x['dry_run']
+            "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'] in ('kucoin', 'okx')
+            "when": lambda x: not x["dry_run"] and x["exchange_name"] in ("kucoin", "okx"),
        },
        {
            "type": "confirm",
@@ -160,13 +162,13 @@ def ask_user_config() -> Dict[str, Any]:
            "type": "password",
            "name": "telegram_token",
            "message": "Insert Telegram token",
-            "when": lambda x: x['telegram']
+            "when": lambda x: x["telegram"],
        },
        {
            "type": "password",
            "name": "telegram_chat_id",
            "message": "Insert Telegram chat id",
-            "when": lambda x: x['telegram']
+            "when": lambda x: x["telegram"],
        },
        {
            "type": "confirm",
@@ -177,23 +179,25 @@ def ask_user_config() -> Dict[str, Any]:
        {
            "type": "text",
            "name": "api_server_listen_addr",
-            "message": ("Insert Api server Listen Address (0.0.0.0 for docker, "
+            "message": (
-                        "otherwise best left untouched)"),
+                "Insert Api server Listen Address (0.0.0.0 for docker, "
                "otherwise best left untouched)"
            ),
            "default": "127.0.0.1" if not running_in_docker() else "0.0.0.0",
-            "when": lambda x: x['api_server']
+            "when": lambda x: x["api_server"],
        },
        {
            "type": "text",
            "name": "api_server_username",
            "message": "Insert api-server username",
            "default": "freqtrader",
-            "when": lambda x: x['api_server']
+            "when": lambda x: x["api_server"],
        },
        {
            "type": "password",
            "name": "api_server_password",
            "message": "Insert api-server password",
-            "when": lambda x: x['api_server']
+            "when": lambda x: x["api_server"],
        },
    ]
    answers = prompt(questions)
@@ -202,15 +206,11 @@ def ask_user_config() -> Dict[str, Any]:
        # Interrupted questionary sessions return an empty dict.
        raise OperationalException("User interrupted interactive questions.")
    # Ensure default is set for non-futures exchanges
-    answers['trading_mode'] = answers.get('trading_mode', "spot")
+    answers["trading_mode"] = answers.get("trading_mode", "spot")
-    answers['margin_mode'] = (
+    answers["margin_mode"] = "isolated" if answers.get("trading_mode") == "futures" else ""
        'isolated'
        if answers.get('trading_mode') == 'futures'
        else ''
    )
    # Force JWT token to be a random string
-    answers['api_server_jwt_key'] = secrets.token_hex()
+    answers["api_server_jwt_key"] = secrets.token_hex()
-    answers['api_server_ws_token'] = secrets.token_urlsafe(25)
+    answers["api_server_ws_token"] = secrets.token_urlsafe(25)
    return answers
@@ -222,26 +222,26 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
    :param selections: Dict containing selections taken by the user.
    """
    from jinja2.exceptions import TemplateNotFound
    try:
        exchange_template = MAP_EXCHANGE_CHILDCLASS.get(
-            selections['exchange_name'], selections['exchange_name'])
+            selections["exchange_name"], selections["exchange_name"]
        )
-        selections['exchange'] = render_template(
+        selections["exchange"] = render_template(
-            templatefile=f"subtemplates/exchange_{exchange_template}.j2",
+            templatefile=f"subtemplates/exchange_{exchange_template}.j2", arguments=selections
            arguments=selections
        )
    except TemplateNotFound:
-        selections['exchange'] = render_template(
+        selections["exchange"] = render_template(
-            templatefile="subtemplates/exchange_generic.j2",
+            templatefile="subtemplates/exchange_generic.j2", arguments=selections
            arguments=selections
        )
-    config_text = render_template(templatefile='base_config.json.j2',
+    config_text = render_template(templatefile="base_config.json.j2", arguments=selections)
                                  arguments=selections)
    logger.info(f"Writing config to `{config_path}`.")
    logger.info(
-        "Please make sure to check the configuration contents and adjust settings to your needs.")
+        "Please make sure to check the configuration contents and adjust settings to your needs."
    )
    config_path.write_text(config_text)
@@ -252,7 +252,7 @@ def start_new_config(args: Dict[str, Any]) -> None:
    Asking the user questions to fill out the template accordingly.
    """
-    config_path = Path(args['config'][0])
+    config_path = Path(args["config"][0])
    chown_user_directory(config_path.parent)
    if config_path.exists():
        overwrite = ask_user_overwrite(config_path)
@@ -261,6 +261,22 @@ def start_new_config(args: Dict[str, Any]) -> None:
        else:
            raise OperationalException(
                f"Configuration file `{config_path}` already exists. "
-                "Please delete it or use a different configuration file name.")
+                "Please delete it or use a different configuration file name."
            )
    selections = ask_user_config()
    deploy_new_config(config_path, selections)
 def start_show_config(args: Dict[str, Any]) -> None:
    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE, set_dry=False)
    # TODO: Sanitize from sensitive info before printing
    print("Your combined configuration is:")
    config_sanitized = sanitize_config(
        config["original_config"], show_sensitive=args.get("show_sensitive", False)
    )
    from rich import print_json
    print_json(data=config_sanitized)
@@ -5,12 +5,16 @@ from typing import Any, Dict
 from freqtrade.configuration import TimeRange, setup_utils_configuration
 from freqtrade.constants import DATETIME_PRINT_FORMAT, DL_DATA_TIMEFRAMES, Config
-from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_format,
+from freqtrade.data.converter import (
-                                      convert_trades_to_ohlcv)
+    convert_ohlcv_format,
    convert_trades_format,
    convert_trades_to_ohlcv,
 )
 from freqtrade.data.history import download_data_main
-from freqtrade.enums import RunMode, TradingMode
+from freqtrade.enums import CandleType, RunMode, TradingMode
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.util.migrations import migrate_data
@@ -19,14 +23,17 @@ logger = logging.getLogger(__name__)
 def _check_data_config_download_sanity(config: Config) -> None:
-    if 'days' in config and 'timerange' in config:
+    if "days" in config and "timerange" in config:
-        raise OperationalException("--days and --timerange are mutually exclusive. "
+        raise ConfigurationError(
-                                   "You can only specify one or the other.")
+            "--days and --timerange are mutually exclusive. "
            "You can only specify one or the other."
        )
-    if 'pairs' not in config:
+    if "pairs" not in config:
-        raise OperationalException(
+        raise ConfigurationError(
            "Downloading data requires a list of pairs. "
-            "Please check the documentation on how to configure this.")
+            "Please check the documentation on how to configure this."
        )
 def start_download_data(args: Dict[str, Any]) -> None:
@@ -45,30 +52,41 @@ def start_download_data(args: Dict[str, Any]) -> None:
 def start_convert_trades(args: Dict[str, Any]) -> None:
    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
    timerange = TimeRange()
    # Remove stake-currency to skip checks which are not relevant for datadownload
-    config['stake_currency'] = ''
+    config["stake_currency"] = ""
-    if 'timeframes' not in config:
+    if "timeframes" not in config:
-        config['timeframes'] = DL_DATA_TIMEFRAMES
+        config["timeframes"] = DL_DATA_TIMEFRAMES
    # Init exchange
    exchange = ExchangeResolver.load_exchange(config, validate=False)
    # Manual validations of relevant settings
-    for timeframe in config['timeframes']:
+    for timeframe in config["timeframes"]:
        exchange.validate_timeframes(timeframe)
    available_pairs = [
        p
        for p in exchange.get_markets(
            tradable_only=True, active_only=not config.get("include_inactive")
        ).keys()
    ]
    expanded_pairs = dynamic_expand_pairlist(config, available_pairs)
    # Convert downloaded trade data to different timeframes
    convert_trades_to_ohlcv(
-        pairs=config.get('pairs', []), timeframes=config['timeframes'],
+        pairs=expanded_pairs,
-        datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
+        timeframes=config["timeframes"],
-        data_format_ohlcv=config['dataformat_ohlcv'],
+        datadir=config["datadir"],
-        data_format_trades=config['dataformat_trades'],
+        timerange=timerange,
        erase=bool(config.get("erase")),
        data_format_ohlcv=config["dataformat_ohlcv"],
        data_format_trades=config["dataformat_trades"],
        candle_type=config.get("candle_type_def", CandleType.SPOT),
    )
@@ -79,14 +97,19 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
    if ohlcv:
        migrate_data(config)
-        convert_ohlcv_format(config,
+        convert_ohlcv_format(
-                             convert_from=args['format_from'],
+            config,
-                             convert_to=args['format_to'],
+            convert_from=args["format_from"],
-                             erase=args['erase'])
+            convert_to=args["format_to"],
            erase=args["erase"],
        )
    else:
-        convert_trades_format(config,
+        convert_trades_format(
-                              convert_from=args['format_from_trades'], convert_to=args['format_to'],
+            config,
-                              erase=args['erase'])
+            convert_from=args["format_from_trades"],
            convert_to=args["format_to"],
            erase=args["erase"],
        )
 def start_list_data(args: Dict[str, Any]) -> None:
@@ -98,46 +121,60 @@ def start_list_data(args: Dict[str, Any]) -> None:
    from tabulate import tabulate
-    from freqtrade.data.history.idatahandler import get_datahandler
+    from freqtrade.data.history import get_datahandler
-    dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
+
    dhc = get_datahandler(config["datadir"], config["dataformat_ohlcv"])
    paircombs = dhc.ohlcv_get_available_data(
-        config['datadir'],
+        config["datadir"], config.get("trading_mode", TradingMode.SPOT)
        config.get('trading_mode', TradingMode.SPOT)
    )
-    if args['pairs']:
+    if args["pairs"]:
-        paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]
+        paircombs = [comb for comb in paircombs if comb[0] in args["pairs"]]
    print(f"Found {len(paircombs)} pair / timeframe combinations.")
-    if not config.get('show_timerange'):
+    if not config.get("show_timerange"):
        groupedpair = defaultdict(list)
        for pair, timeframe, candle_type in sorted(
-            paircombs,
+            paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
            key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
        ):
            groupedpair[(pair, candle_type)].append(timeframe)
        if groupedpair:
-            print(tabulate([
+            print(
-                (pair, ', '.join(timeframes), candle_type)
+                tabulate(
                    [
                        (pair, ", ".join(timeframes), candle_type)
                        for (pair, candle_type), timeframes in groupedpair.items()
                    ],
                    headers=("Pair", "Timeframe", "Type"),
-                tablefmt='psql', stralign='right'))
+                    tablefmt="psql",
                    stralign="right",
                )
            )
    else:
-        paircombs1 = [(
+        paircombs1 = [
-            pair, timeframe, candle_type,
+            (pair, timeframe, candle_type, *dhc.ohlcv_data_min_max(pair, timeframe, candle_type))
-            *dhc.ohlcv_data_min_max(pair, timeframe, candle_type)
+            for pair, timeframe, candle_type in paircombs
-        ) for pair, timeframe, candle_type in paircombs]
+        ]
-        print(tabulate([
+        print(
-            (pair, timeframe, candle_type,
+            tabulate(
                [
                    (
                        pair,
                        timeframe,
                        candle_type,
                        start.strftime(DATETIME_PRINT_FORMAT),
-                end.strftime(DATETIME_PRINT_FORMAT), length)
+                        end.strftime(DATETIME_PRINT_FORMAT),
                        length,
                    )
                    for pair, timeframe, candle_type, start, end, length in sorted(
-                paircombs1,
+                        paircombs1, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
-                key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2]))
+                    )
                ],
-            headers=("Pair", "Timeframe", "Type", 'From', 'To', 'Candles'),
+                headers=("Pair", "Timeframe", "Type", "From", "To", "Candles"),
-            tablefmt='psql', stralign='right'))
+                tablefmt="psql",
                stralign="right",
            )
        )
@@ -19,9 +19,9 @@ def start_convert_db(args: Dict[str, Any]) -> None:
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-    init_db(config['db_url'])
+    init_db(config["db_url"])
    session_target = Trade.session
-    init_db(config['db_url_from'])
+    init_db(config["db_url_from"])
    logger.info("Starting db migration.")
    trade_count = 0
@@ -47,9 +47,11 @@ def start_convert_db(args: Dict[str, Any]) -> None:
    max_order_id = session_target.scalar(select(func.max(Order.id)))
    max_pairlock_id = session_target.scalar(select(func.max(PairLock.id)))
-    set_sequence_ids(session_target.get_bind(),
+    set_sequence_ids(
        session_target.get_bind(),
        trade_id=max_trade_id,
        order_id=max_order_id,
-                     pairlock_id=max_pairlock_id)
+        pairlock_id=max_pairlock_id,
    )
    logger.info(f"Migrated {trade_count} Trades, and {pairlock_count} Pairlocks.")
@@ -9,13 +9,17 @@ from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
 from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError, OperationalException
 from freqtrade.util import render_template, render_template_with_fallback
 logger = logging.getLogger(__name__)
 # Timeout for requests
 req_timeout = 30
 def start_create_userdir(args: Dict[str, Any]) -> None:
    """
    Create "user_data" directory to contain user data strategies, hyperopt, ...)
@@ -34,7 +38,7 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
    """
    Deploy new strategy from template to strategy_path
    """
-    fallback = 'full'
+    fallback = "full"
    attributes = render_template_with_fallback(
        templatefile=f"strategy_subtemplates/strategy_attributes_{subtemplate}.j2",
        templatefallbackfile=f"strategy_subtemplates/strategy_attributes_{fallback}.j2",
@@ -60,44 +64,46 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
        templatefallbackfile="strategy_subtemplates/strategy_methods_empty.j2",
    )
-    strategy_text = render_template(templatefile='base_strategy.py.j2',
+    strategy_text = render_template(
-                                    arguments={"strategy": strategy_name,
+        templatefile="base_strategy.py.j2",
        arguments={
            "strategy": strategy_name,
            "attributes": attributes,
            "indicators": indicators,
            "buy_trend": buy_trend,
            "sell_trend": sell_trend,
            "plot_config": plot_config,
            "additional_methods": additional_methods,
-                                               })
+        },
    )
    logger.info(f"Writing strategy to `{strategy_path}`.")
    strategy_path.write_text(strategy_text)
 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"]:
-
+        new_path = config["user_data_dir"] / USERPATH_STRATEGIES / (args["strategy"] + ".py")
        new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
        if new_path.exists():
-            raise OperationalException(f"`{new_path}` already exists. "
+            raise OperationalException(
-                                       "Please choose another Strategy Name.")
+                f"`{new_path}` already exists. Please choose another Strategy Name."
            )
-        deploy_new_strategy(args['strategy'], new_path, args['template'])
+        deploy_new_strategy(args["strategy"], new_path, args["template"])
    else:
-        raise OperationalException("`new-strategy` requires --strategy to be set.")
+        raise ConfigurationError("`new-strategy` requires --strategy to be set.")
 def clean_ui_subdir(directory: Path):
    if directory.is_dir():
        logger.info("Removing UI directory content.")
-        for p in reversed(list(directory.glob('**/*'))):  # iterate contents from leaves to root
+        for p in reversed(list(directory.glob("**/*"))):  # iterate contents from leaves to root
-            if p.name in ('.gitkeep', 'fallback_file.html'):
+            if p.name in (".gitkeep", "fallback_file.html"):
                continue
            if p.is_file():
                p.unlink()
@@ -106,11 +112,11 @@ def clean_ui_subdir(directory: Path):
 def read_ui_version(dest_folder: Path) -> Optional[str]:
-    file = dest_folder / '.uiversion'
+    file = dest_folder / ".uiversion"
    if not file.is_file():
        return None
-    with file.open('r') as f:
+    with file.open("r") as f:
        return f.read()
@@ -119,7 +125,7 @@ def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
    from zipfile import ZipFile
    logger.info(f"Downloading {dl_url}")
-    resp = requests.get(dl_url).content
+    resp = requests.get(dl_url, timeout=req_timeout).content
    dest_folder.mkdir(parents=True, exist_ok=True)
    with ZipFile(BytesIO(resp)) as zf:
        for fn in zf.filelist:
@@ -129,55 +135,54 @@ def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
                    destfile.mkdir(exist_ok=True)
                else:
                    destfile.write_bytes(x.read())
-    with (dest_folder / '.uiversion').open('w') as f:
+    with (dest_folder / ".uiversion").open("w") as f:
        f.write(version)
 def get_ui_download_url(version: Optional[str] = None) -> Tuple[str, str]:
-    base_url = 'https://api.github.com/repos/freqtrade/frequi/'
+    base_url = "https://api.github.com/repos/freqtrade/frequi/"
    # Get base UI Repo path
-    resp = requests.get(f"{base_url}releases")
+    resp = requests.get(f"{base_url}releases", timeout=req_timeout)
    resp.raise_for_status()
    r = resp.json()
    if version:
-        tmp = [x for x in r if x['name'] == version]
+        tmp = [x for x in r if x["name"] == version]
        if tmp:
-            latest_version = tmp[0]['name']
+            latest_version = tmp[0]["name"]
-            assets = tmp[0].get('assets', [])
+            assets = tmp[0].get("assets", [])
        else:
            raise ValueError("UI-Version not found.")
    else:
-        latest_version = r[0]['name']
+        latest_version = r[0]["name"]
-        assets = r[0].get('assets', [])
+        assets = r[0].get("assets", [])
-    dl_url = ''
+    dl_url = ""
    if assets and len(assets) > 0:
-        dl_url = assets[0]['browser_download_url']
+        dl_url = assets[0]["browser_download_url"]
    # URL not found - try assets url
    if not dl_url:
-        assets = r[0]['assets_url']
+        assets = r[0]["assets_url"]
-        resp = requests.get(assets)
+        resp = requests.get(assets, timeout=req_timeout)
        r = resp.json()
-        dl_url = r[0]['browser_download_url']
+        dl_url = r[0]["browser_download_url"]
    return dl_url, latest_version
 def start_install_ui(args: Dict[str, Any]) -> None:
-
+    dest_folder = Path(__file__).parents[1] / "rpc/api_server/ui/installed/"
    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(args.get('ui_version'))
+    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'):
+    if curr_version == latest_version and not args.get("erase_ui_only"):
        logger.info(f"UI already up-to-date, FreqUI Version {curr_version}.")
        return
    clean_ui_subdir(dest_folder)
-    if args.get('erase_ui_only'):
+    if args.get("erase_ui_only"):
        logger.info("Erased UI directory content. Not downloading new version.")
    else:
        # Download a new version
@@ -22,15 +22,15 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-    print_colorized = config.get('print_colorized', False)
+    print_colorized = config.get("print_colorized", False)
-    print_json = config.get('print_json', False)
+    print_json = config.get("print_json", False)
-    export_csv = config.get('export_csv')
+    export_csv = config.get("export_csv")
-    no_details = config.get('hyperopt_list_no_details', False)
+    no_details = config.get("hyperopt_list_no_details", False)
    no_header = False
    results_file = get_latest_hyperopt_file(
-        config['user_data_dir'] / 'hyperopt_results',
+        config["user_data_dir"] / "hyperopt_results", config.get("hyperoptexportfilename")
-        config.get('hyperoptexportfilename'))
+    )
    # Previous evaluations
    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
@@ -40,21 +40,26 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
    if not export_csv:
        try:
-            print(HyperoptTools.get_result_table(config, epochs, total_epochs,
+            print(
-                                                 not config.get('hyperopt_list_best', False),
+                HyperoptTools.get_result_table(
-                                                 print_colorized, 0))
+                    config,
                    epochs,
                    total_epochs,
                    not config.get("hyperopt_list_best", False),
                    print_colorized,
                    0,
                )
            )
        except KeyboardInterrupt:
-            print('User interrupted..')
+            print("User interrupted..")
    if epochs and not no_details:
-        sorted_epochs = sorted(epochs, key=itemgetter('loss'))
+        sorted_epochs = sorted(epochs, key=itemgetter("loss"))
        results = sorted_epochs[0]
        HyperoptTools.show_epoch_details(results, total_epochs, print_json, no_header)
    if epochs and export_csv:
-        HyperoptTools.export_csv_file(
+        HyperoptTools.export_csv_file(config, epochs, export_csv)
            config, epochs, export_csv
        )
 def start_hyperopt_show(args: Dict[str, Any]) -> None:
@@ -65,13 +70,13 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-    print_json = config.get('print_json', False)
+    print_json = config.get("print_json", False)
-    no_header = config.get('hyperopt_show_no_header', False)
+    no_header = config.get("hyperopt_show_no_header", False)
    results_file = get_latest_hyperopt_file(
-        config['user_data_dir'] / 'hyperopt_results',
+        config["user_data_dir"] / "hyperopt_results", config.get("hyperoptexportfilename")
-        config.get('hyperoptexportfilename'))
+    )
-    n = config.get('hyperopt_show_index', -1)
+    n = config.get("hyperopt_show_index", -1)
    # Previous evaluations
    epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
@@ -80,10 +85,12 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
    if n > filtered_epochs:
        raise OperationalException(
-            f"The index of the epoch to show should be less than {filtered_epochs + 1}.")
+            f"The index of the epoch to show should be less than {filtered_epochs + 1}."
        )
    if n < -filtered_epochs:
        raise OperationalException(
-            f"The index of the epoch to show should be greater than {-filtered_epochs - 1}.")
+            f"The index of the epoch to show should be greater than {-filtered_epochs - 1}."
        )
    # Translate epoch index from human-readable format to pythonic
    if n > 0:
@@ -92,13 +99,18 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
    if epochs:
        val = epochs[n]
-        metrics = val['results_metrics']
+        metrics = val["results_metrics"]
-        if 'strategy_name' in metrics:
+        if "strategy_name" in metrics:
-            strategy_name = metrics['strategy_name']
+            strategy_name = metrics["strategy_name"]
-            show_backtest_result(strategy_name, metrics,
+            show_backtest_result(
-                                 metrics['stake_currency'], config.get('backtest_breakdown', []))
+                strategy_name,
                metrics,
                metrics["stake_currency"],
                config.get("backtest_breakdown", []),
            )
            HyperoptTools.try_export_params(config, strategy_name, val)
-        HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
+        HyperoptTools.show_epoch_details(
-                                         header_str="Epoch details")
+            val, total_epochs, print_json, no_header, header_str="Epoch details"
        )
@@ -10,7 +10,7 @@ from tabulate import tabulate
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError, OperationalException
 from freqtrade.exchange import list_available_exchanges, market_is_active
 from freqtrade.misc import parse_db_uri_for_logging, plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -26,42 +26,47 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
    :param args: Cli args from Arguments()
    :return: None
    """
-    exchanges = list_available_exchanges(args['list_exchanges_all'])
+    exchanges = list_available_exchanges(args["list_exchanges_all"])
-    if args['print_one_column']:
+    if args["print_one_column"]:
-        print('\n'.join([e['name'] for e in exchanges]))
+        print("\n".join([e["name"] for e in exchanges]))
    else:
        headers = {
-            'name': 'Exchange name',
+            "name": "Exchange name",
-            'supported': 'Supported',
+            "supported": "Supported",
-            'trade_modes': 'Markets',
+            "trade_modes": "Markets",
-            'comment': 'Reason',
+            "comment": "Reason",
        }
-        headers.update({'valid': 'Valid'} if args['list_exchanges_all'] else {})
+        headers.update({"valid": "Valid"} if args["list_exchanges_all"] else {})
        def build_entry(exchange: ValidExchangesType, valid: bool):
-            valid_entry = {'valid': exchange['valid']} if valid else {}
+            valid_entry = {"valid": exchange["valid"]} if valid else {}
            result: Dict[str, Union[str, bool]] = {
-                'name': exchange['name'],
+                "name": exchange["name"],
                **valid_entry,
-                'supported': 'Official' if exchange['supported'] else '',
+                "supported": "Official" if exchange["supported"] else "",
-                'trade_modes': ', '.join(
+                "trade_modes": ", ".join(
-                    (f"{a['margin_mode']} " if a['margin_mode'] else '') + a['trading_mode']
+                    (f"{a['margin_mode']} " if a["margin_mode"] else "") + a["trading_mode"]
-                    for a in exchange['trade_modes']
+                    for a in exchange["trade_modes"]
                ),
-                'comment': exchange['comment'],
+                "comment": exchange["comment"],
            }
            return result
-        if args['list_exchanges_all']:
+        if args["list_exchanges_all"]:
            print("All exchanges supported by the ccxt library:")
            exchanges = [build_entry(e, True) for e in exchanges]
        else:
            print("Exchanges available for Freqtrade:")
-            exchanges = [build_entry(e, False) for e in exchanges if e['valid'] is not False]
+            exchanges = [build_entry(e, False) for e in exchanges if e["valid"] is not False]
-        print(tabulate(exchanges, headers=headers, ))
+        print(
            tabulate(
                exchanges,
                headers=headers,
            )
        )
 def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
@@ -71,26 +76,35 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
        yellow = Fore.YELLOW
        reset = Style.RESET_ALL
    else:
-        red = ''
+        red = ""
-        yellow = ''
+        yellow = ""
-        reset = ''
+        reset = ""
-    names = [s['name'] for s in objs]
+    names = [s["name"] for s in objs]
-    objs_to_print = [{
+    objs_to_print = [
-        'name': s['name'] if s['name'] else "--",
+        {
-        'location': s['location_rel'],
+            "name": s["name"] if s["name"] else "--",
-        'status': (red + "LOAD FAILED" + reset if s['class'] is None
+            "location": s["location_rel"],
-                   else "OK" if names.count(s['name']) == 1
+            "status": (
-                   else yellow + "DUPLICATE NAME" + reset)
+                red + "LOAD FAILED" + reset
-    } for s in objs]
+                if s["class"] is None
                else "OK"
                if names.count(s["name"]) == 1
                else yellow + "DUPLICATE NAME" + reset
            ),
        }
        for s in objs
    ]
    for idx, s in enumerate(objs):
-        if 'hyperoptable' in s:
+        if "hyperoptable" in s:
-            objs_to_print[idx].update({
+            objs_to_print[idx].update(
-                'hyperoptable': "Yes" if s['hyperoptable']['count'] > 0 else "No",
+                {
-                'buy-Params': len(s['hyperoptable'].get('buy', [])),
+                    "hyperoptable": "Yes" if s["hyperoptable"]["count"] > 0 else "No",
-                'sell-Params': len(s['hyperoptable'].get('sell', [])),
+                    "buy-Params": len(s["hyperoptable"].get("buy", [])),
-            })
+                    "sell-Params": len(s["hyperoptable"].get("sell", [])),
-    print(tabulate(objs_to_print, headers='keys', tablefmt='psql', stralign='right'))
+                }
            )
    print(tabulate(objs_to_print, headers="keys", tablefmt="psql", stralign="right"))
 def start_list_strategies(args: Dict[str, Any]) -> None:
@@ -100,19 +114,20 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
    strategy_objs = StrategyResolver.search_all_objects(
-        config, not args['print_one_column'], config.get('recursive_strategy_search', False))
+        config, not args["print_one_column"], config.get("recursive_strategy_search", False)
    )
    # Sort alphabetically
-    strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
+    strategy_objs = sorted(strategy_objs, key=lambda x: x["name"])
    for obj in strategy_objs:
-        if obj['class']:
+        if obj["class"]:
-            obj['hyperoptable'] = obj['class'].detect_all_parameters()
+            obj["hyperoptable"] = obj["class"].detect_all_parameters()
        else:
-            obj['hyperoptable'] = {'count': 0}
+            obj["hyperoptable"] = {"count": 0}
-    if args['print_one_column']:
+    if args["print_one_column"]:
-        print('\n'.join([s['name'] for s in strategy_objs]))
+        print("\n".join([s["name"] for s in strategy_objs]))
    else:
-        _print_objs_tabular(strategy_objs, config.get('print_colorized', False))
+        _print_objs_tabular(strategy_objs, config.get("print_colorized", False))
 def start_list_freqAI_models(args: Dict[str, Any]) -> None:
@@ -121,13 +136,14 @@ def start_list_freqAI_models(args: Dict[str, Any]) -> None:
    """
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
    from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
-    model_objs = FreqaiModelResolver.search_all_objects(config, not args['print_one_column'])
+
    model_objs = FreqaiModelResolver.search_all_objects(config, not args["print_one_column"])
    # Sort alphabetically
-    model_objs = sorted(model_objs, key=lambda x: x['name'])
+    model_objs = sorted(model_objs, key=lambda x: x["name"])
-    if args['print_one_column']:
+    if args["print_one_column"]:
-        print('\n'.join([s['name'] for s in model_objs]))
+        print("\n".join([s["name"] for s in model_objs]))
    else:
-        _print_objs_tabular(model_objs, config.get('print_colorized', False))
+        _print_objs_tabular(model_objs, config.get("print_colorized", False))
 def start_list_timeframes(args: Dict[str, Any]) -> None:
@@ -136,16 +152,18 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
    """
    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
    # Do not use timeframe set in the config
-    config['timeframe'] = None
+    config["timeframe"] = None
    # Init exchange
    exchange = ExchangeResolver.load_exchange(config, validate=False)
-    if args['print_one_column']:
+    if args["print_one_column"]:
-        print('\n'.join(exchange.timeframes))
+        print("\n".join(exchange.timeframes))
    else:
-        print(f"Timeframes available for the exchange `{exchange.name}`: "
+        print(
-              f"{', '.join(exchange.timeframes)}")
+            f"Timeframes available for the exchange `{exchange.name}`: "
            f"{', '.join(exchange.timeframes)}"
        )
 def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
@@ -161,51 +179,75 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
    exchange = ExchangeResolver.load_exchange(config, validate=False)
    # By default only active pairs/markets are to be shown
-    active_only = not args.get('list_pairs_all', False)
+    active_only = not args.get("list_pairs_all", False)
-    base_currencies = args.get('base_currencies', [])
+    base_currencies = args.get("base_currencies", [])
-    quote_currencies = args.get('quote_currencies', [])
+    quote_currencies = args.get("quote_currencies", [])
    try:
-        pairs = exchange.get_markets(base_currencies=base_currencies,
+        pairs = exchange.get_markets(
            base_currencies=base_currencies,
            quote_currencies=quote_currencies,
            tradable_only=pairs_only,
-                                     active_only=active_only)
+            active_only=active_only,
        )
        # Sort the pairs/markets by symbol
        pairs = dict(sorted(pairs.items()))
    except Exception as e:
        raise OperationalException(f"Cannot get markets. Reason: {e}") from e
    else:
-        summary_str = ((f"Exchange {exchange.name} has {len(pairs)} ") +
+        summary_str = (
-                       ("active " if active_only else "") +
+            (f"Exchange {exchange.name} has {len(pairs)} ")
-                       (plural(len(pairs), "pair" if pairs_only else "market")) +
+            + ("active " if active_only else "")
-                       (f" with {', '.join(base_currencies)} as base "
+            + (plural(len(pairs), "pair" if pairs_only else "market"))
            + (
                f" with {', '.join(base_currencies)} as base "
                f"{plural(len(base_currencies), 'currency', 'currencies')}"
-                        if base_currencies else "") +
+                if base_currencies
-                       (" and" if base_currencies and quote_currencies else "") +
+                else ""
-                       (f" with {', '.join(quote_currencies)} as quote "
+            )
            + (" and" if base_currencies and quote_currencies else "")
            + (
                f" with {', '.join(quote_currencies)} as quote "
                f"{plural(len(quote_currencies), 'currency', 'currencies')}"
-                        if quote_currencies else ""))
+                if quote_currencies
                else ""
            )
        )
-        headers = ["Id", "Symbol", "Base", "Quote", "Active",
+        headers = [
-                   "Spot", "Margin", "Future", "Leverage"]
+            "Id",
            "Symbol",
            "Base",
            "Quote",
            "Active",
            "Spot",
            "Margin",
            "Future",
            "Leverage",
        ]
-        tabular_data = [{
+        tabular_data = [
-                'Id': v['id'],
+            {
-                'Symbol': v['symbol'],
+                "Id": v["id"],
-                'Base': v['base'],
+                "Symbol": v["symbol"],
-                'Quote': v['quote'],
+                "Base": v["base"],
-                'Active': market_is_active(v),
+                "Quote": v["quote"],
-                'Spot': 'Spot' if exchange.market_is_spot(v) else '',
+                "Active": market_is_active(v),
-                'Margin': 'Margin' if exchange.market_is_margin(v) else '',
+                "Spot": "Spot" if exchange.market_is_spot(v) else "",
-                'Future': 'Future' if exchange.market_is_future(v) else '',
+                "Margin": "Margin" if exchange.market_is_margin(v) else "",
-                'Leverage': exchange.get_max_leverage(v['symbol'], 20)
+                "Future": "Future" if exchange.market_is_future(v) else "",
-            } for _, v in pairs.items()]
+                "Leverage": exchange.get_max_leverage(v["symbol"], 20),
            }
            for _, v in pairs.items()
        ]
-        if (args.get('print_one_column', False) or
+        if (
-                args.get('list_pairs_print_json', False) or
+            args.get("print_one_column", False)
-                args.get('print_csv', False)):
+            or args.get("list_pairs_print_json", False)
            or args.get("print_csv", False)
        ):
            # Print summary string in the log in case of machine-readable
            # regular formats.
            logger.info(f"{summary_str}.")
@@ -215,24 +257,26 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
            print()
        if pairs:
-            if args.get('print_list', False):
+            if args.get("print_list", False):
                # print data as a list, with human-readable summary
                print(f"{summary_str}: {', '.join(pairs.keys())}.")
-            elif args.get('print_one_column', False):
+            elif args.get("print_one_column", False):
-                print('\n'.join(pairs.keys()))
+                print("\n".join(pairs.keys()))
-            elif args.get('list_pairs_print_json', False):
+            elif args.get("list_pairs_print_json", False):
                print(rapidjson.dumps(list(pairs.keys()), default=str))
-            elif args.get('print_csv', False):
+            elif args.get("print_csv", False):
                writer = csv.DictWriter(sys.stdout, fieldnames=headers)
                writer.writeheader()
                writer.writerows(tabular_data)
            else:
                # print data as a table, with the human-readable summary
                print(f"{summary_str}:")
-                print(tabulate(tabular_data, headers='keys', tablefmt='psql', stralign='right'))
+                print(tabulate(tabular_data, headers="keys", tablefmt="psql", stralign="right"))
-        elif not (args.get('print_one_column', False) or
+        elif not (
-                  args.get('list_pairs_print_json', False) or
+            args.get("print_one_column", False)
-                  args.get('print_csv', False)):
+            or args.get("list_pairs_print_json", False)
            or args.get("print_csv", False)
        ):
            print(f"{summary_str}.")
@@ -243,21 +287,22 @@ def start_show_trades(args: Dict[str, Any]) -> None:
    import json
    from freqtrade.persistence import Trade, init_db
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-    if 'db_url' not in config:
+    if "db_url" not in config:
-        raise OperationalException("--db-url is required for this command.")
+        raise ConfigurationError("--db-url is required for this command.")
    logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
-    init_db(config['db_url'])
+    init_db(config["db_url"])
    tfilter = []
-    if config.get('trade_ids'):
+    if config.get("trade_ids"):
-        tfilter.append(Trade.id.in_(config['trade_ids']))
+        tfilter.append(Trade.id.in_(config["trade_ids"]))
    trades = Trade.get_trades(tfilter).all()
    logger.info(f"Printing {len(trades)} Trades: ")
-    if config.get('print_json', False):
+    if config.get("print_json", False):
        print(json.dumps([trade.to_json() for trade in trades], indent=4))
    else:
        for trade in trades:
@@ -4,7 +4,7 @@ from typing import Any, Dict
 from freqtrade import constants
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError, OperationalException
 from freqtrade.util import fmt_coin
@@ -21,17 +21,19 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
    config = setup_utils_configuration(args, method)
    no_unlimited_runmodes = {
-        RunMode.BACKTEST: 'backtesting',
+        RunMode.BACKTEST: "backtesting",
-        RunMode.HYPEROPT: 'hyperoptimization',
+        RunMode.HYPEROPT: "hyperoptimization",
    }
    if method in no_unlimited_runmodes.keys():
-        wallet_size = config['dry_run_wallet'] * config['tradable_balance_ratio']
+        wallet_size = config["dry_run_wallet"] * config["tradable_balance_ratio"]
        # tradable_balance_ratio
-        if (config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT
+        if (
-                and config['stake_amount'] > wallet_size):
+            config["stake_amount"] != constants.UNLIMITED_STAKE_AMOUNT
-            wallet = fmt_coin(wallet_size, config['stake_currency'])
+            and config["stake_amount"] > wallet_size
-            stake = fmt_coin(config['stake_amount'], config['stake_currency'])
+        ):
-            raise OperationalException(
+            wallet = fmt_coin(wallet_size, config["stake_currency"])
            stake = fmt_coin(config["stake_amount"], config["stake_currency"])
            raise ConfigurationError(
                f"Starting balance ({wallet}) is smaller than stake_amount {stake}. "
                f"Wallet is calculated as `dry_run_wallet * tradable_balance_ratio`."
            )
@@ -51,7 +53,7 @@ def start_backtesting(args: Dict[str, Any]) -> None:
    # Initialize configuration
    config = setup_optimize_configuration(args, RunMode.BACKTEST)
-    logger.info('Starting freqtrade in Backtesting mode')
+    logger.info("Starting freqtrade in Backtesting mode")
    # Initialize backtesting object
    backtesting = Backtesting(config)
@@ -68,7 +70,7 @@ def start_backtesting_show(args: Dict[str, Any]) -> None:
    from freqtrade.data.btanalysis import load_backtest_stats
    from freqtrade.optimize.optimize_reports import show_backtest_results, show_sorted_pairlist
-    results = load_backtest_stats(config['exportfilename'])
+    results = load_backtest_stats(config["exportfilename"])
    show_backtest_results(config, results)
    show_sorted_pairlist(config, results)
@@ -87,20 +89,20 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
        from freqtrade.optimize.hyperopt import Hyperopt
    except ImportError as e:
        raise OperationalException(
-            f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
+            f"{e}. Please ensure that the hyperopt dependencies are installed."
        ) from e
    # Initialize configuration
    config = setup_optimize_configuration(args, RunMode.HYPEROPT)
-    logger.info('Starting freqtrade in Hyperopt mode')
+    logger.info("Starting freqtrade in Hyperopt mode")
    lock = FileLock(Hyperopt.get_lock_filename(config))
    try:
        with lock.acquire(timeout=1):
            # Remove noisy log messages
-            logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
+            logging.getLogger("hyperopt.tpe").setLevel(logging.WARNING)
-            logging.getLogger('filelock').setLevel(logging.WARNING)
+            logging.getLogger("filelock").setLevel(logging.WARNING)
            # Initialize backtesting object
            hyperopt = Hyperopt(config)
@@ -108,9 +110,11 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
    except Timeout:
        logger.info("Another running instance of freqtrade Hyperopt detected.")
-        logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
+        logger.info(
            "Simultaneous execution of multiple Hyperopt commands is not supported. "
            "Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
-                    "or on separate machines.")
+            "or on separate machines."
        )
        logger.info("Quitting now.")
        # TODO: return False here in order to help freqtrade to exit
        # with non-zero exit code...
@@ -127,7 +131,7 @@ def start_edge(args: Dict[str, Any]) -> None:
    # Initialize configuration
    config = setup_optimize_configuration(args, RunMode.EDGE)
-    logger.info('Starting freqtrade in Edge mode')
+    logger.info("Starting freqtrade in Edge mode")
    # Initialize Edge object
    edge_cli = EdgeCli(config)
@@ -17,28 +17,29 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
    """
    from freqtrade.persistence import FtNoDBContext
    from freqtrade.plugins.pairlistmanager import PairListManager
    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
    exchange = ExchangeResolver.load_exchange(config, validate=False)
-    quote_currencies = args.get('quote_currencies')
+    quote_currencies = args.get("quote_currencies")
    if not quote_currencies:
-        quote_currencies = [config.get('stake_currency')]
+        quote_currencies = [config.get("stake_currency")]
    results = {}
    with FtNoDBContext():
        for curr in quote_currencies:
-            config['stake_currency'] = curr
+            config["stake_currency"] = curr
            pairlists = PairListManager(exchange, config)
            pairlists.refresh_pairlist()
            results[curr] = pairlists.whitelist
    for curr, pairlist in results.items():
-        if not args.get('print_one_column', False) and not args.get('list_pairs_print_json', False):
+        if not args.get("print_one_column", False) and not args.get("list_pairs_print_json", False):
            print(f"Pairs for {curr}: ")
-        if args.get('print_one_column', False):
+        if args.get("print_one_column", False):
-            print('\n'.join(pairlist))
+            print("\n".join(pairlist))
-        elif args.get('list_pairs_print_json', False):
+        elif args.get("list_pairs_print_json", False):
            print(rapidjson.dumps(list(pairlist), default=str))
        else:
            print(pairlist)
@@ -2,14 +2,15 @@ from typing import Any, Dict
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError
 def validate_plot_args(args: Dict[str, Any]) -> None:
-    if not args.get('datadir') and not args.get('config'):
+    if not args.get("datadir") and not args.get("config"):
-        raise OperationalException(
+        raise ConfigurationError(
            "You need to specify either `--datadir` or `--config` "
-            "for plot-profit and plot-dataframe.")
+            "for plot-profit and plot-dataframe."
        )
 def start_plot_dataframe(args: Dict[str, Any]) -> None:
@@ -18,6 +19,7 @@ def start_plot_dataframe(args: Dict[str, Any]) -> None:
    """
    # Import here to avoid errors if plot-dependencies are not installed.
    from freqtrade.plot.plotting import load_and_plot_trades
    validate_plot_args(args)
    config = setup_utils_configuration(args, RunMode.PLOT)
@@ -30,6 +32,7 @@ def start_plot_profit(args: Dict[str, Any]) -> None:
    """
    # Import here to avoid errors if plot-dependencies are not installed.
    from freqtrade.plot.plotting import plot_profit
    validate_plot_args(args)
    config = setup_utils_configuration(args, RunMode.PLOT)
@@ -26,13 +26,15 @@ def start_strategy_update(args: Dict[str, Any]) -> None:
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
    strategy_objs = StrategyResolver.search_all_objects(
-        config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
+        config, enum_failed=False, recursive=config.get("recursive_strategy_search", False)
    )
    filtered_strategy_objs = []
-    if args['strategy_list']:
+    if args["strategy_list"]:
        filtered_strategy_objs = [
-            strategy_obj for strategy_obj in strategy_objs
+            strategy_obj
-            if strategy_obj['name'] in args['strategy_list']
+            for strategy_obj in strategy_objs
            if strategy_obj["name"] in args["strategy_list"]
        ]
    else:
@@ -41,8 +43,8 @@ def start_strategy_update(args: Dict[str, Any]) -> None:
    processed_locations = set()
    for strategy_obj in filtered_strategy_objs:
-        if strategy_obj['location'] not in processed_locations:
+        if strategy_obj["location"] not in processed_locations:
-            processed_locations.add(strategy_obj['location'])
+            processed_locations.add(strategy_obj["location"])
            start_conversion(strategy_obj, config)
@@ -23,11 +23,6 @@ def start_trading(args: Dict[str, Any]) -> int:
        signal.signal(signal.SIGTERM, term_handler)
        worker = Worker(args)
        worker.run()
    except Exception as e:
        logger.error(str(e))
        logger.exception("Fatal exception!")
    except (KeyboardInterrupt):
        logger.info('SIGINT received, aborting ...')
    finally:
        if worker:
            logger.info("worker found ... calling exit")
@@ -1,5 +1,6 @@
 # flake8: noqa: F401
 from freqtrade.configuration.config_secrets import sanitize_config
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.configuration.configuration import Configuration
@@ -0,0 +1,36 @@
 from copy import deepcopy
 from freqtrade.constants import Config
 def sanitize_config(config: Config, *, show_sensitive: bool = False) -> Config:
    """
    Remove sensitive information from the config.
    :param config: Configuration
    :param show_sensitive: Show sensitive information
    :return: Configuration
    """
    if show_sensitive:
        return config
    keys_to_remove = [
        "exchange.key",
        "exchange.secret",
        "exchange.password",
        "exchange.uid",
        "telegram.token",
        "telegram.chat_id",
        "discord.webhook_url",
        "api_server.password",
    ]
    config = deepcopy(config)
    for key in keys_to_remove:
        if "." in key:
            nested_keys = key.split(".")
            nested_config = config
            for nested_key in nested_keys[:-1]:
                nested_config = nested_config.get(nested_key, {})
            nested_config[nested_keys[-1]] = "REDACTED"
        else:
            config[key] = "REDACTED"
    return config
@@ -10,7 +10,9 @@ from .configuration import Configuration
 logger = logging.getLogger(__name__)
-def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
+def setup_utils_configuration(
    args: Dict[str, Any], method: RunMode, *, set_dry: bool = True
 ) -> Dict[str, Any]:
    """
    Prepare the configuration for utils subcommands
    :param args: Cli args from Arguments()
@@ -21,7 +23,8 @@ def setup_utils_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str
    config = configuration.get_config()
    # Ensure these modes are using Dry-run
-    config['dry_run'] = True
+    if set_dry:
        config["dry_run"] = True
    validate_config_consistency(config, preliminary=True)
    return config
@@ -9,7 +9,7 @@ from jsonschema.exceptions import ValidationError, best_match
 from freqtrade import constants
 from freqtrade.configuration.deprecated_settings import process_deprecated_setting
 from freqtrade.enums import RunMode, TradingMode
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError
 logger = logging.getLogger(__name__)
@@ -20,18 +20,16 @@ def _extend_validator(validator_class):
    Extended validator for the Freqtrade configuration JSON Schema.
    Currently it only handles defaults for subschemas.
    """
-    validate_properties = validator_class.VALIDATORS['properties']
+    validate_properties = validator_class.VALIDATORS["properties"]
    def set_defaults(validator, properties, instance, schema):
        for prop, subschema in properties.items():
-            if 'default' in subschema:
+            if "default" in subschema:
-                instance.setdefault(prop, subschema['default'])
+                instance.setdefault(prop, subschema["default"])
        yield from validate_properties(validator, properties, instance, schema)
-    return validators.extend(
+    return validators.extend(validator_class, {"properties": set_defaults})
        validator_class, {'properties': set_defaults}
    )
 FreqtradeValidator = _extend_validator(Draft4Validator)
@@ -44,27 +42,23 @@ def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> D
    :return: Returns the config if valid, otherwise throw an exception
    """
    conf_schema = deepcopy(constants.CONF_SCHEMA)
-    if conf.get('runmode', RunMode.OTHER) in (RunMode.DRY_RUN, RunMode.LIVE):
+    if conf.get("runmode", RunMode.OTHER) in (RunMode.DRY_RUN, RunMode.LIVE):
-        conf_schema['required'] = constants.SCHEMA_TRADE_REQUIRED
+        conf_schema["required"] = constants.SCHEMA_TRADE_REQUIRED
-    elif conf.get('runmode', RunMode.OTHER) in (RunMode.BACKTEST, RunMode.HYPEROPT):
+    elif conf.get("runmode", RunMode.OTHER) in (RunMode.BACKTEST, RunMode.HYPEROPT):
        if preliminary:
-            conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED
+            conf_schema["required"] = constants.SCHEMA_BACKTEST_REQUIRED
        else:
-            conf_schema['required'] = constants.SCHEMA_BACKTEST_REQUIRED_FINAL
+            conf_schema["required"] = constants.SCHEMA_BACKTEST_REQUIRED_FINAL
-    elif conf.get('runmode', RunMode.OTHER) == RunMode.WEBSERVER:
+    elif conf.get("runmode", RunMode.OTHER) == RunMode.WEBSERVER:
-        conf_schema['required'] = constants.SCHEMA_MINIMAL_WEBSERVER
+        conf_schema["required"] = constants.SCHEMA_MINIMAL_WEBSERVER
    else:
-        conf_schema['required'] = constants.SCHEMA_MINIMAL_REQUIRED
+        conf_schema["required"] = constants.SCHEMA_MINIMAL_REQUIRED
    try:
        FreqtradeValidator(conf_schema).validate(conf)
        return conf
    except ValidationError as e:
-        logger.critical(
+        logger.critical(f"Invalid configuration. Reason: {e}")
-            f"Invalid configuration. Reason: {e}"
+        raise ValidationError(best_match(Draft4Validator(conf_schema).iter_errors(conf)).message)
        )
        raise ValidationError(
            best_match(Draft4Validator(conf_schema).iter_errors(conf)).message
        )
 def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = False) -> None:
@@ -73,7 +67,7 @@ def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = Fal
    Should be ran after loading both configuration and strategy,
    since strategies can set certain configuration settings too.
    :param conf: Config in JSON format
-    :return: Returns None if everything is ok, otherwise throw an OperationalException
+    :return: Returns None if everything is ok, otherwise throw an ConfigurationError
    """
    # validating trailing stoploss
@@ -91,19 +85,21 @@ def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = Fal
    validate_migrated_strategy_settings(conf)
    # validate configuration before returning
-    logger.info('Validating configuration ...')
+    logger.info("Validating configuration ...")
    validate_config_schema(conf, preliminary=preliminary)
 def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
    """
    If edge is disabled, either max_open_trades or stake_amount need to be set.
-    :raise: OperationalException if config validation failed
+    :raise: ConfigurationError if config validation failed
    """
-    if (not conf.get('edge', {}).get('enabled')
+    if (
-        and conf.get('max_open_trades') == float('inf')
+        not conf.get("edge", {}).get("enabled")
-            and conf.get('stake_amount') == constants.UNLIMITED_STAKE_AMOUNT):
+        and conf.get("max_open_trades") == float("inf")
-        raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.")
+        and conf.get("stake_amount") == constants.UNLIMITED_STAKE_AMOUNT
    ):
        raise ConfigurationError("`max_open_trades` and `stake_amount` cannot both be unlimited.")
 def _validate_price_config(conf: Dict[str, Any]) -> None:
@@ -111,45 +107,47 @@ def _validate_price_config(conf: Dict[str, Any]) -> None:
    When using market orders, price sides must be using the "other" side of the price
    """
    # TODO: The below could be an enforced setting when using market orders
-    if (conf.get('order_types', {}).get('entry') == 'market'
+    if conf.get("order_types", {}).get("entry") == "market" and conf.get("entry_pricing", {}).get(
-            and conf.get('entry_pricing', {}).get('price_side') not in ('ask', 'other')):
+        "price_side"
-        raise OperationalException(
+    ) not in ("ask", "other"):
-            'Market entry orders require entry_pricing.price_side = "other".')
+        raise ConfigurationError('Market entry orders require entry_pricing.price_side = "other".')
-    if (conf.get('order_types', {}).get('exit') == 'market'
+    if conf.get("order_types", {}).get("exit") == "market" and conf.get("exit_pricing", {}).get(
-            and conf.get('exit_pricing', {}).get('price_side') not in ('bid', 'other')):
+        "price_side"
-        raise OperationalException('Market exit orders require exit_pricing.price_side = "other".')
+    ) not in ("bid", "other"):
        raise ConfigurationError('Market exit orders require exit_pricing.price_side = "other".')
 def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
-
+    if conf.get("stoploss") == 0.0:
-    if conf.get('stoploss') == 0.0:
+        raise ConfigurationError(
-        raise OperationalException(
+            "The config stoploss needs to be different from 0 to avoid problems with sell orders."
            '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):
+    if not conf.get("trailing_stop", False):
        return
-    tsl_positive = float(conf.get('trailing_stop_positive', 0))
+    tsl_positive = float(conf.get("trailing_stop_positive", 0))
-    tsl_offset = float(conf.get('trailing_stop_positive_offset', 0))
+    tsl_offset = float(conf.get("trailing_stop_positive_offset", 0))
-    tsl_only_offset = conf.get('trailing_only_offset_is_reached', False)
+    tsl_only_offset = conf.get("trailing_only_offset_is_reached", False)
    if tsl_only_offset:
        if tsl_positive == 0.0:
-            raise OperationalException(
+            raise ConfigurationError(
-                'The config trailing_only_offset_is_reached needs '
+                "The config trailing_only_offset_is_reached needs "
-                'trailing_stop_positive_offset to be more than 0 in your config.')
+                "trailing_stop_positive_offset to be more than 0 in your config."
            )
    if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive:
-        raise OperationalException(
+        raise ConfigurationError(
-            'The config trailing_stop_positive_offset needs '
+            "The config trailing_stop_positive_offset needs "
-            'to be greater than trailing_stop_positive in your config.')
+            "to be greater than trailing_stop_positive in your config."
        )
    # Fetch again without default
-    if 'trailing_stop_positive' in conf and float(conf['trailing_stop_positive']) == 0.0:
+    if "trailing_stop_positive" in conf and float(conf["trailing_stop_positive"]) == 0.0:
-        raise OperationalException(
+        raise ConfigurationError(
-            'The config trailing_stop_positive needs to be different from 0 '
+            "The config trailing_stop_positive needs to be different from 0 "
-            'to avoid problems with sell orders.'
+            "to avoid problems with sell orders."
        )
@@ -158,11 +156,11 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
    Edge and Dynamic whitelist should not both be enabled, since edge overrides dynamic whitelists.
    """
-    if not conf.get('edge', {}).get('enabled'):
+    if not conf.get("edge", {}).get("enabled"):
        return
-    if not conf.get('use_exit_signal', True):
+    if not conf.get("use_exit_signal", True):
-        raise OperationalException(
+        raise ConfigurationError(
            "Edge requires `use_exit_signal` to be True, otherwise no sells will happen."
        )
@@ -171,14 +169,21 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
    """
    Dynamic whitelist does not require pair_whitelist to be set - however StaticWhitelist does.
    """
-    if conf.get('runmode', RunMode.OTHER) in [RunMode.OTHER, RunMode.PLOT,
+    if conf.get("runmode", RunMode.OTHER) in [
-                                              RunMode.UTIL_NO_EXCHANGE, RunMode.UTIL_EXCHANGE]:
+        RunMode.OTHER,
        RunMode.PLOT,
        RunMode.UTIL_NO_EXCHANGE,
        RunMode.UTIL_EXCHANGE,
    ]:
        return
-    for pl in conf.get('pairlists', [{'method': 'StaticPairList'}]):
+    for pl in conf.get("pairlists", [{"method": "StaticPairList"}]):
-        if (isinstance(pl, dict) and pl.get('method') == 'StaticPairList'
+        if (
-                and not conf.get('exchange', {}).get('pair_whitelist')):
+            isinstance(pl, dict)
-            raise OperationalException("StaticPairList requires pair_whitelist to be set.")
+            and pl.get("method") == "StaticPairList"
            and not conf.get("exchange", {}).get("pair_whitelist")
        ):
            raise ConfigurationError("StaticPairList requires pair_whitelist to be set.")
 def _validate_protections(conf: Dict[str, Any]) -> None:
@@ -186,33 +191,33 @@ def _validate_protections(conf: Dict[str, Any]) -> None:
    Validate protection configuration validity
    """
-    for prot in conf.get('protections', []):
+    for prot in conf.get("protections", []):
-        if ('stop_duration' in prot and 'stop_duration_candles' in prot):
+        if "stop_duration" in prot and "stop_duration_candles" in prot:
-            raise OperationalException(
+            raise ConfigurationError(
                "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):
+        if "lookback_period" in prot and "lookback_period_candles" in prot:
-            raise OperationalException(
+            raise ConfigurationError(
                "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('exit_pricing', {})
+    ask_strategy = conf.get("exit_pricing", {})
-    ob_min = ask_strategy.get('order_book_min')
+    ob_min = ask_strategy.get("order_book_min")
-    ob_max = ask_strategy.get('order_book_max')
+    ob_max = ask_strategy.get("order_book_max")
-    if ob_min is not None and ob_max is not None and ask_strategy.get('use_order_book'):
+    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(
+            raise ConfigurationError(
                "Using order_book_max != order_book_min in exit_pricing 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
+            ask_strategy["order_book_top"] = ob_min
            logger.warning(
                "DEPRECATED: "
                "Please use `order_book_top` instead of `order_book_min` and `order_book_max` "
@@ -221,7 +226,6 @@ def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
 def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
    _validate_time_in_force(conf)
    _validate_order_types(conf)
    _validate_unfilledtimeout(conf)
@@ -230,119 +234,129 @@ def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
 def _validate_time_in_force(conf: Dict[str, Any]) -> None:
-
+    time_in_force = conf.get("order_time_in_force", {})
-    time_in_force = conf.get('order_time_in_force', {})
+    if "buy" in time_in_force or "sell" in time_in_force:
-    if 'buy' in time_in_force or 'sell' in time_in_force:
+        if conf.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
-        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+            raise ConfigurationError(
-            raise OperationalException(
+                "Please migrate your time_in_force settings to use 'entry' and 'exit'."
-                "Please migrate your time_in_force settings to use 'entry' and 'exit'.")
+            )
        else:
            logger.warning(
                "DEPRECATED: Using 'buy' and 'sell' for time_in_force is deprecated."
                "Please migrate your time_in_force settings to use 'entry' and 'exit'."
            )
            process_deprecated_setting(
-                conf, 'order_time_in_force', 'buy', 'order_time_in_force', 'entry')
+                conf, "order_time_in_force", "buy", "order_time_in_force", "entry"
            )
            process_deprecated_setting(
-                conf, 'order_time_in_force', 'sell', 'order_time_in_force', 'exit')
+                conf, "order_time_in_force", "sell", "order_time_in_force", "exit"
            )
 def _validate_order_types(conf: Dict[str, Any]) -> None:
-
+    order_types = conf.get("order_types", {})
-    order_types = conf.get('order_types', {})
+    old_order_types = [
-    old_order_types = ['buy', 'sell', 'emergencysell', 'forcebuy',
+        "buy",
-                       'forcesell', 'emergencyexit', 'forceexit', 'forceentry']
+        "sell",
        "emergencysell",
        "forcebuy",
        "forcesell",
        "emergencyexit",
        "forceexit",
        "forceentry",
    ]
    if any(x in order_types for x in old_order_types):
-        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+        if conf.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
-            raise OperationalException(
+            raise ConfigurationError(
-                "Please migrate your order_types settings to use the new wording.")
+                "Please migrate your order_types settings to use the new wording."
            )
        else:
            logger.warning(
                "DEPRECATED: Using 'buy' and 'sell' for order_types is deprecated."
                "Please migrate your order_types settings to use 'entry' and 'exit' wording."
            )
            for o, n in [
-                ('buy', 'entry'),
+                ("buy", "entry"),
-                ('sell', 'exit'),
+                ("sell", "exit"),
-                ('emergencysell', 'emergency_exit'),
+                ("emergencysell", "emergency_exit"),
-                ('forcesell', 'force_exit'),
+                ("forcesell", "force_exit"),
-                ('forcebuy', 'force_entry'),
+                ("forcebuy", "force_entry"),
-                ('emergencyexit', 'emergency_exit'),
+                ("emergencyexit", "emergency_exit"),
-                ('forceexit', 'force_exit'),
+                ("forceexit", "force_exit"),
-                ('forceentry', 'force_entry'),
+                ("forceentry", "force_entry"),
            ]:
-
+                process_deprecated_setting(conf, "order_types", o, "order_types", n)
                process_deprecated_setting(conf, 'order_types', o, 'order_types', n)
 def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
-    unfilledtimeout = conf.get('unfilledtimeout', {})
+    unfilledtimeout = conf.get("unfilledtimeout", {})
-    if any(x in unfilledtimeout for x in ['buy', 'sell']):
+    if any(x in unfilledtimeout for x in ["buy", "sell"]):
-        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+        if conf.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
-            raise OperationalException(
+            raise ConfigurationError(
-                "Please migrate your unfilledtimeout settings to use the new wording.")
+                "Please migrate your unfilledtimeout settings to use the new wording."
            )
        else:
            logger.warning(
                "DEPRECATED: Using 'buy' and 'sell' for unfilledtimeout is deprecated."
                "Please migrate your unfilledtimeout settings to use 'entry' and 'exit' wording."
            )
            for o, n in [
-                ('buy', 'entry'),
+                ("buy", "entry"),
-                ('sell', 'exit'),
+                ("sell", "exit"),
            ]:
-
+                process_deprecated_setting(conf, "unfilledtimeout", o, "unfilledtimeout", n)
                process_deprecated_setting(conf, 'unfilledtimeout', o, 'unfilledtimeout', n)
 def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
-
+    if conf.get("ask_strategy") or conf.get("bid_strategy"):
-    if conf.get('ask_strategy') or conf.get('bid_strategy'):
+        if conf.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
-        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+            raise ConfigurationError("Please migrate your pricing settings to use the new wording.")
            raise OperationalException(
                "Please migrate your pricing settings to use the new wording.")
        else:
            logger.warning(
                "DEPRECATED: Using 'ask_strategy' and 'bid_strategy' is deprecated."
                "Please migrate your settings to use 'entry_pricing' and 'exit_pricing'."
            )
-            conf['entry_pricing'] = {}
+            conf["entry_pricing"] = {}
-            for obj in list(conf.get('bid_strategy', {}).keys()):
+            for obj in list(conf.get("bid_strategy", {}).keys()):
-                if obj == 'ask_last_balance':
+                if obj == "ask_last_balance":
-                    process_deprecated_setting(conf, 'bid_strategy', obj,
+                    process_deprecated_setting(
-                                               'entry_pricing', 'price_last_balance')
+                        conf, "bid_strategy", obj, "entry_pricing", "price_last_balance"
                    )
                else:
-                    process_deprecated_setting(conf, 'bid_strategy', obj, 'entry_pricing', obj)
+                    process_deprecated_setting(conf, "bid_strategy", obj, "entry_pricing", obj)
-            del conf['bid_strategy']
+            del conf["bid_strategy"]
-            conf['exit_pricing'] = {}
+            conf["exit_pricing"] = {}
-            for obj in list(conf.get('ask_strategy', {}).keys()):
+            for obj in list(conf.get("ask_strategy", {}).keys()):
-                if obj == 'bid_last_balance':
+                if obj == "bid_last_balance":
-                    process_deprecated_setting(conf, 'ask_strategy', obj,
+                    process_deprecated_setting(
-                                               'exit_pricing', 'price_last_balance')
+                        conf, "ask_strategy", obj, "exit_pricing", "price_last_balance"
                    )
                else:
-                    process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj)
+                    process_deprecated_setting(conf, "ask_strategy", obj, "exit_pricing", obj)
-            del conf['ask_strategy']
+            del conf["ask_strategy"]
 def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
-    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
+    freqai_enabled = conf.get("freqai", {}).get("enabled", False)
-    analyze_per_epoch = conf.get('analyze_per_epoch', False)
+    analyze_per_epoch = conf.get("analyze_per_epoch", False)
    if analyze_per_epoch and freqai_enabled:
-        raise OperationalException(
+        raise ConfigurationError(
-            'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')
+            "Using analyze-per-epoch parameter is not supported with a FreqAI strategy."
        )
 def _validate_freqai_include_timeframes(conf: Dict[str, Any], preliminary: bool) -> None:
-    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
+    freqai_enabled = conf.get("freqai", {}).get("enabled", False)
    if freqai_enabled:
-        main_tf = conf.get('timeframe', '5m')
+        main_tf = conf.get("timeframe", "5m")
-        freqai_include_timeframes = conf.get('freqai', {}).get('feature_parameters', {}
+        freqai_include_timeframes = (
-                                                               ).get('include_timeframes', [])
+            conf.get("freqai", {}).get("feature_parameters", {}).get("include_timeframes", [])
        )
        from freqtrade.exchange import timeframe_to_seconds
        main_tf_s = timeframe_to_seconds(main_tf)
        offending_lines = []
        for tf in freqai_include_timeframes:
@@ -350,59 +364,67 @@ def _validate_freqai_include_timeframes(conf: Dict[str, Any], preliminary: bool)
            if tf_s < main_tf_s:
                offending_lines.append(tf)
        if offending_lines:
-            raise OperationalException(
+            raise ConfigurationError(
                f"Main timeframe of {main_tf} must be smaller or equal to FreqAI "
-                f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")
+                f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}"
            )
        # Ensure that the base timeframe is included in the include_timeframes list
        if not preliminary and main_tf not in freqai_include_timeframes:
-            feature_parameters = conf.get('freqai', {}).get('feature_parameters', {})
+            feature_parameters = conf.get("freqai", {}).get("feature_parameters", {})
            include_timeframes = [main_tf] + freqai_include_timeframes
-            conf.get('freqai', {}).get('feature_parameters', {}) \
+            conf.get("freqai", {}).get("feature_parameters", {}).update(
-                .update({**feature_parameters, 'include_timeframes': include_timeframes})
+                {**feature_parameters, "include_timeframes": include_timeframes}
            )
 def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
-    if conf.get('runmode', RunMode.OTHER) == RunMode.BACKTEST:
+    if conf.get("runmode", RunMode.OTHER) == RunMode.BACKTEST:
-        freqai_enabled = conf.get('freqai', {}).get('enabled', False)
+        freqai_enabled = conf.get("freqai", {}).get("enabled", False)
-        timerange = conf.get('timerange')
+        timerange = conf.get("timerange")
-        freqai_backtest_live_models = conf.get('freqai_backtest_live_models', False)
+        freqai_backtest_live_models = conf.get("freqai_backtest_live_models", False)
        if freqai_backtest_live_models and freqai_enabled and timerange:
-            raise OperationalException(
+            raise ConfigurationError(
-                'Using timerange parameter is not supported with '
+                "Using timerange parameter is not supported with "
-                '--freqai-backtest-live-models parameter.')
+                "--freqai-backtest-live-models parameter."
            )
        if freqai_backtest_live_models and not freqai_enabled:
-            raise OperationalException(
+            raise ConfigurationError(
-                'Using --freqai-backtest-live-models parameter is only '
+                "Using --freqai-backtest-live-models parameter is only "
-                'supported with a FreqAI strategy.')
+                "supported with a FreqAI strategy."
            )
        if freqai_enabled and not freqai_backtest_live_models and not timerange:
-            raise OperationalException(
+            raise ConfigurationError(
-                'Please pass --timerange if you intend to use FreqAI for backtesting.')
+                "Please pass --timerange if you intend to use FreqAI for backtesting."
            )
 def _validate_consumers(conf: Dict[str, Any]) -> None:
-    emc_conf = conf.get('external_message_consumer', {})
+    emc_conf = conf.get("external_message_consumer", {})
-    if emc_conf.get('enabled', False):
+    if emc_conf.get("enabled", False):
-        if len(emc_conf.get('producers', [])) < 1:
+        if len(emc_conf.get("producers", [])) < 1:
-            raise OperationalException("You must specify at least 1 Producer to connect to.")
+            raise ConfigurationError("You must specify at least 1 Producer to connect to.")
-        producer_names = [p['name'] for p in emc_conf.get('producers', [])]
+        producer_names = [p["name"] for p in emc_conf.get("producers", [])]
        duplicates = [item for item, count in Counter(producer_names).items() if count > 1]
        if duplicates:
-            raise OperationalException(
+            raise ConfigurationError(
-                f"Producer names must be unique. Duplicate: {', '.join(duplicates)}")
+                f"Producer names must be unique. Duplicate: {', '.join(duplicates)}"
-        if conf.get('process_only_new_candles', True):
+            )
        if conf.get("process_only_new_candles", True):
            # Warning here or require it?
-            logger.warning("To receive best performance with external data, "
+            logger.warning(
-                           "please set `process_only_new_candles` to False")
+                "To receive best performance with external data, "
                "please set `process_only_new_candles` to False"
            )
 def _strategy_settings(conf: Dict[str, Any]) -> None:
-
+    process_deprecated_setting(conf, None, "use_sell_signal", None, "use_exit_signal")
-    process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal')
+    process_deprecated_setting(conf, None, "sell_profit_only", None, "exit_profit_only")
-    process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')
+    process_deprecated_setting(conf, None, "sell_profit_offset", None, "exit_profit_offset")
-    process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset')
+    process_deprecated_setting(
-    process_deprecated_setting(conf, None, 'ignore_roi_if_buy_signal',
+        conf, None, "ignore_roi_if_buy_signal", None, "ignore_roi_if_entry_signal"
-                               None, 'ignore_roi_if_entry_signal')
+    )
@@ -1,6 +1,7 @@
 """
 This module contains the configuration class
 """
 import logging
 import warnings
 from copy import deepcopy
@@ -13,7 +14,7 @@ from freqtrade.configuration.directory_operations import create_datadir, create_
 from freqtrade.configuration.environment_vars import enironment_vars_to_dict
 from freqtrade.configuration.load_config import load_file, load_from_files
 from freqtrade.constants import Config
-from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, CandleType, RunMode, TradingMode
+from freqtrade.enums import NON_UTIL_MODES, TRADE_MODES, CandleType, RunMode, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
 from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
@@ -56,7 +57,7 @@ class Configuration:
        :return: configuration dictionary
        """
        # Keep this method as staticmethod, so it can be used from interactive environments
-        c = Configuration({'config': files}, RunMode.OTHER)
+        c = Configuration({"config": files}, RunMode.OTHER)
        return c.get_config()
    def load_config(self) -> Dict[str, Any]:
@@ -69,19 +70,20 @@ class Configuration:
        # Load environment variables
        from freqtrade.commands.arguments import NO_CONF_ALLOWED
-        if self.args.get('command') not in NO_CONF_ALLOWED:
+
        if self.args.get("command") not in NO_CONF_ALLOWED:
            env_data = enironment_vars_to_dict()
            config = deep_merge_dicts(env_data, config)
        # Normalize config
-        if 'internals' not in config:
+        if "internals" not in config:
-            config['internals'] = {}
+            config["internals"] = {}
-        if 'pairlists' not in config:
+        if "pairlists" not in config:
-            config['pairlists'] = []
+            config["pairlists"] = []
        # Keep a copy of the original configuration file
-        config['original_config'] = deepcopy(config)
+        config["original_config"] = deepcopy(config)
        self._process_logging_options(config)
@@ -105,7 +107,7 @@ class Configuration:
        from freqtrade.exchange.check_exchange import check_exchange
        # Check if the exchange set by the user is supported
-        check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))
+        check_exchange(config, config.get("experimental", {}).get("block_bad_exchanges", True))
        self._resolve_pairs_list(config)
@@ -119,52 +121,56 @@ class Configuration:
        the -v/--verbose, --logfile options
        """
        # Log level
-        config.update({'verbosity': self.args.get('verbosity', 0)})
+        config.update({"verbosity": self.args.get("verbosity", 0)})
-        if 'logfile' in self.args and self.args['logfile']:
+        if "logfile" in self.args and self.args["logfile"]:
-            config.update({'logfile': self.args['logfile']})
+            config.update({"logfile": self.args["logfile"]})
        setup_logging(config)
    def _process_trading_options(self, config: Config) -> None:
-        if config['runmode'] not in TRADING_MODES:
+        if config["runmode"] not in TRADE_MODES:
            return
-        if config.get('dry_run', False):
+        if config.get("dry_run", False):
-            logger.info('Dry run is enabled')
+            logger.info("Dry run is enabled")
-            if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
+            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
+                config["db_url"] = constants.DEFAULT_DB_DRYRUN_URL
        else:
-            if not config.get('db_url'):
+            if not config.get("db_url"):
-                config['db_url'] = constants.DEFAULT_DB_PROD_URL
+                config["db_url"] = constants.DEFAULT_DB_PROD_URL
-            logger.info('Dry run is disabled')
+            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: Config) -> 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'):
+        if self.args.get("strategy") or not config.get("strategy"):
-            config.update({'strategy': self.args.get('strategy')})
+            config.update({"strategy": self.args.get("strategy")})
-        self._args_to_config(config, argname='strategy_path',
+        self._args_to_config(
-                             logstring='Using additional Strategy lookup path: {}')
+            config, argname="strategy_path", logstring="Using additional Strategy lookup path: {}"
        )
-        if ('db_url' in self.args and self.args['db_url'] and
+        if (
-                self.args['db_url'] != constants.DEFAULT_DB_PROD_URL):
+            "db_url" in self.args
-            config.update({'db_url': self.args['db_url']})
+            and self.args["db_url"]
-            logger.info('Parameter --db-url detected ...')
+            and self.args["db_url"] != constants.DEFAULT_DB_PROD_URL
        ):
            config.update({"db_url": self.args["db_url"]})
            logger.info("Parameter --db-url detected ...")
-        self._args_to_config(config, argname='db_url_from',
+        self._args_to_config(
-                             logstring='Parameter --db-url-from detected ...')
+            config, argname="db_url_from", logstring="Parameter --db-url-from detected ..."
        )
-        if config.get('force_entry_enable', False):
+        if config.get("force_entry_enable", False):
-            logger.warning('`force_entry_enable` RPC message enabled.')
+            logger.warning("`force_entry_enable` RPC message enabled.")
        # Support for sd_notify
-        if 'sd_notify' in self.args and self.args['sd_notify']:
+        if "sd_notify" in self.args and self.args["sd_notify"]:
-            config['internals'].update({'sd_notify': True})
+            config["internals"].update({"sd_notify": True})
    def _process_datadir_options(self, config: Config) -> None:
        """
@@ -172,239 +178,275 @@ class Configuration:
        --user-data, --datadir
        """
        # Check exchange parameter here - otherwise `datadir` might be wrong.
-        if 'exchange' in self.args and self.args['exchange']:
+        if "exchange" in self.args and self.args["exchange"]:
-            config['exchange']['name'] = self.args['exchange']
+            config["exchange"]["name"] = self.args["exchange"]
            logger.info(f"Using exchange {config['exchange']['name']}")
-        if 'pair_whitelist' not in config['exchange']:
+        if "pair_whitelist" not in config["exchange"]:
-            config['exchange']['pair_whitelist'] = []
+            config["exchange"]["pair_whitelist"] = []
-        if 'user_data_dir' in self.args and self.args['user_data_dir']:
+        if "user_data_dir" in self.args and self.args["user_data_dir"]:
-            config.update({'user_data_dir': self.args['user_data_dir']})
+            config.update({"user_data_dir": self.args["user_data_dir"]})
-        elif 'user_data_dir' not in config:
+        elif "user_data_dir" not in config:
            # Default to cwd/user_data (legacy option ...)
-            config.update({'user_data_dir': str(Path.cwd() / 'user_data')})
+            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)
+        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'])
+        logger.info("Using user-data directory: %s ...", config["user_data_dir"])
-        config.update({'datadir': create_datadir(config, self.args.get('datadir'))})
+        config.update({"datadir": create_datadir(config, self.args.get("datadir"))})
-        logger.info('Using data directory: %s ...', config.get('datadir'))
+        logger.info("Using data directory: %s ...", config.get("datadir"))
-        if self.args.get('exportfilename'):
+        if self.args.get("exportfilename"):
-            self._args_to_config(config, argname='exportfilename',
+            self._args_to_config(
-                                 logstring='Storing backtest results to {} ...')
+                config, argname="exportfilename", logstring="Storing backtest results to {} ..."
-            config['exportfilename'] = Path(config['exportfilename'])
+            )
            config["exportfilename"] = Path(config["exportfilename"])
        else:
-            config['exportfilename'] = (config['user_data_dir']
+            config["exportfilename"] = config["user_data_dir"] / "backtest_results"
-                                        / 'backtest_results')
+
        if self.args.get("show_sensitive"):
            logger.warning(
                "Sensitive information will be shown in the upcoming output. "
                "Please make sure to never share this output without redacting "
                "the information yourself."
            )
    def _process_optimize_options(self, config: Config) -> None:
        # This will override the strategy configuration
-        self._args_to_config(config, argname='timeframe',
+        self._args_to_config(
-                             logstring='Parameter -i/--timeframe detected ... '
+            config,
-                                       'Using timeframe: {} ...')
+            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',
+            config,
-            logstring='Parameter --enable-protections detected, enabling Protections. ...')
+            argname="position_stacking",
            logstring="Parameter --enable-position-stacking detected ...",
        )
-        if 'use_max_market_positions' in self.args and not self.args["use_max_market_positions"]:
+        self._args_to_config(
-            config.update({'use_max_market_positions': False})
+            config,
-            logger.info('Parameter --disable-max-market-positions detected ...')
+            argname="enable_protections",
-            logger.info('max_open_trades set to unlimited ...')
+            logstring="Parameter --enable-protections detected, enabling Protections. ...",
-        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, '
+        if "use_max_market_positions" in self.args and not self.args["use_max_market_positions"]:
-                        'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
+            config.update({"use_max_market_positions": False})
-        elif config['runmode'] in NON_UTIL_MODES:
+            logger.info("Parameter --disable-max-market-positions detected ...")
-            logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
+            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:
+        if config.get("max_open_trades") == -1:
-            config['max_open_trades'] = float('inf')
+            config["max_open_trades"] = float("inf")
-        if self.args.get('stake_amount'):
+        if self.args.get("stake_amount"):
            # Convert explicitly to float to support CLI argument for both unlimited and value
            try:
-                self.args['stake_amount'] = float(self.args['stake_amount'])
+                self.args["stake_amount"] = float(self.args["stake_amount"])
            except ValueError:
                pass
        configurations = [
-            ('timeframe_detail',
+            (
-             'Parameter --timeframe-detail detected, using {} for intra-candle backtesting ...'),
+                "timeframe_detail",
-            ('backtest_show_pair_list', 'Parameter --show-pair-list detected.'),
+                "Parameter --timeframe-detail detected, using {} for intra-candle backtesting ...",
-            ('stake_amount',
+            ),
-             'Parameter --stake-amount detected, overriding stake_amount to: {} ...'),
+            ("backtest_show_pair_list", "Parameter --show-pair-list detected."),
-            ('dry_run_wallet',
+            (
-             'Parameter --dry-run-wallet detected, overriding dry_run_wallet to: {} ...'),
+                "stake_amount",
-            ('fee', 'Parameter --fee detected, setting fee to: {} ...'),
+                "Parameter --stake-amount detected, overriding stake_amount to: {} ...",
-            ('timerange', 'Parameter --timerange detected: {} ...'),
+            ),
            (
                "dry_run_wallet",
                "Parameter --dry-run-wallet detected, overriding dry_run_wallet to: {} ...",
            ),
            ("fee", "Parameter --fee detected, setting fee to: {} ..."),
            ("timerange", "Parameter --timerange detected: {} ..."),
        ]
        self._args_to_config_loop(config, configurations)
        self._process_datadir_options(config)
-        self._args_to_config(config, argname='strategy_list',
+        self._args_to_config(
-                             logstring='Using strategy list of {} strategies', logfun=len)
+            config,
            argname="strategy_list",
            logstring="Using strategy list of {} strategies",
            logfun=len,
        )
        configurations = [
-            ('recursive_strategy_search',
+            (
-             'Recursively searching for a strategy in the strategies folder.'),
+                "recursive_strategy_search",
-            ('timeframe', 'Overriding timeframe with Command line argument'),
+                "Recursively searching for a strategy in the strategies folder.",
-            ('export', 'Parameter --export detected: {} ...'),
+            ),
-            ('backtest_breakdown', 'Parameter --breakdown detected ...'),
+            ("timeframe", "Overriding timeframe with Command line argument"),
-            ('backtest_cache', 'Parameter --cache={} detected ...'),
+            ("export", "Parameter --export detected: {} ..."),
-            ('disableparamexport', 'Parameter --disableparamexport detected: {} ...'),
+            ("backtest_breakdown", "Parameter --breakdown detected ..."),
-            ('freqai_backtest_live_models',
+            ("backtest_cache", "Parameter --cache={} detected ..."),
-             'Parameter --freqai-backtest-live-models detected ...'),
+            ("disableparamexport", "Parameter --disableparamexport detected: {} ..."),
            ("freqai_backtest_live_models", "Parameter --freqai-backtest-live-models detected ..."),
        ]
        self._args_to_config_loop(config, configurations)
        # Edge section:
-        if 'stoploss_range' in self.args and self.args["stoploss_range"]:
+        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_min": txt_range[0]})
-            config['edge'].update({'stoploss_range_max': txt_range[1]})
+            config["edge"].update({"stoploss_range_max": txt_range[1]})
-            config['edge'].update({'stoploss_range_step': txt_range[2]})
+            config["edge"].update({"stoploss_range_step": txt_range[2]})
-            logger.info('Parameter --stoplosses detected: %s ...', self.args["stoploss_range"])
+            logger.info("Parameter --stoplosses detected: %s ...", self.args["stoploss_range"])
        # Hyperopt section
        configurations = [
-            ('hyperopt', 'Using Hyperopt class name: {}'),
+            ("hyperopt", "Using Hyperopt class name: {}"),
-            ('hyperopt_path', 'Using additional Hyperopt lookup path: {}'),
+            ("hyperopt_path", "Using additional Hyperopt lookup path: {}"),
-            ('hyperoptexportfilename', 'Using hyperopt file: {}'),
+            ("hyperoptexportfilename", "Using hyperopt file: {}"),
-            ('lookahead_analysis_exportfilename', 'Saving lookahead analysis results into {} ...'),
+            ("lookahead_analysis_exportfilename", "Saving lookahead analysis results into {} ..."),
-            ('epochs', 'Parameter --epochs detected ... Will run Hyperopt with for {} epochs ...'),
+            ("epochs", "Parameter --epochs detected ... Will run Hyperopt with for {} epochs ..."),
-            ('spaces', 'Parameter -s/--spaces detected: {}'),
+            ("spaces", "Parameter -s/--spaces detected: {}"),
-            ('analyze_per_epoch', 'Parameter --analyze-per-epoch detected.'),
+            ("analyze_per_epoch", "Parameter --analyze-per-epoch detected."),
-            ('print_all', 'Parameter --print-all detected ...'),
+            ("print_all", "Parameter --print-all detected ..."),
        ]
        self._args_to_config_loop(config, configurations)
-        if 'print_colorized' in self.args and not self.args["print_colorized"]:
+        if "print_colorized" in self.args and not self.args["print_colorized"]:
-            logger.info('Parameter --no-color detected ...')
+            logger.info("Parameter --no-color detected ...")
-            config.update({'print_colorized': False})
+            config.update({"print_colorized": False})
        else:
-            config.update({'print_colorized': True})
+            config.update({"print_colorized": True})
        configurations = [
-            ('print_json', 'Parameter --print-json detected ...'),
+            ("print_json", "Parameter --print-json detected ..."),
-            ('export_csv', 'Parameter --export-csv detected: {}'),
+            ("export_csv", "Parameter --export-csv detected: {}"),
-            ('hyperopt_jobs', 'Parameter -j/--job-workers detected: {}'),
+            ("hyperopt_jobs", "Parameter -j/--job-workers detected: {}"),
-            ('hyperopt_random_state', 'Parameter --random-state detected: {}'),
+            ("hyperopt_random_state", "Parameter --random-state detected: {}"),
-            ('hyperopt_min_trades', 'Parameter --min-trades detected: {}'),
+            ("hyperopt_min_trades", "Parameter --min-trades detected: {}"),
-            ('hyperopt_loss', 'Using Hyperopt loss class name: {}'),
+            ("hyperopt_loss", "Using Hyperopt loss class name: {}"),
-            ('hyperopt_show_index', 'Parameter -n/--index detected: {}'),
+            ("hyperopt_show_index", "Parameter -n/--index detected: {}"),
-            ('hyperopt_list_best', 'Parameter --best detected: {}'),
+            ("hyperopt_list_best", "Parameter --best detected: {}"),
-            ('hyperopt_list_profitable', 'Parameter --profitable detected: {}'),
+            ("hyperopt_list_profitable", "Parameter --profitable detected: {}"),
-            ('hyperopt_list_min_trades', 'Parameter --min-trades detected: {}'),
+            ("hyperopt_list_min_trades", "Parameter --min-trades detected: {}"),
-            ('hyperopt_list_max_trades', 'Parameter --max-trades detected: {}'),
+            ("hyperopt_list_max_trades", "Parameter --max-trades detected: {}"),
-            ('hyperopt_list_min_avg_time', 'Parameter --min-avg-time detected: {}'),
+            ("hyperopt_list_min_avg_time", "Parameter --min-avg-time detected: {}"),
-            ('hyperopt_list_max_avg_time', 'Parameter --max-avg-time detected: {}'),
+            ("hyperopt_list_max_avg_time", "Parameter --max-avg-time detected: {}"),
-            ('hyperopt_list_min_avg_profit', 'Parameter --min-avg-profit detected: {}'),
+            ("hyperopt_list_min_avg_profit", "Parameter --min-avg-profit detected: {}"),
-            ('hyperopt_list_max_avg_profit', 'Parameter --max-avg-profit detected: {}'),
+            ("hyperopt_list_max_avg_profit", "Parameter --max-avg-profit detected: {}"),
-            ('hyperopt_list_min_total_profit', 'Parameter --min-total-profit detected: {}'),
+            ("hyperopt_list_min_total_profit", "Parameter --min-total-profit detected: {}"),
-            ('hyperopt_list_max_total_profit', 'Parameter --max-total-profit detected: {}'),
+            ("hyperopt_list_max_total_profit", "Parameter --max-total-profit detected: {}"),
-            ('hyperopt_list_min_objective', 'Parameter --min-objective detected: {}'),
+            ("hyperopt_list_min_objective", "Parameter --min-objective detected: {}"),
-            ('hyperopt_list_max_objective', 'Parameter --max-objective detected: {}'),
+            ("hyperopt_list_max_objective", "Parameter --max-objective detected: {}"),
-            ('hyperopt_list_no_details', 'Parameter --no-details detected: {}'),
+            ("hyperopt_list_no_details", "Parameter --no-details detected: {}"),
-            ('hyperopt_show_no_header', 'Parameter --no-header detected: {}'),
+            ("hyperopt_show_no_header", "Parameter --no-header detected: {}"),
-            ('hyperopt_ignore_missing_space', 'Paramter --ignore-missing-space detected: {}'),
+            ("hyperopt_ignore_missing_space", "Parameter --ignore-missing-space detected: {}"),
        ]
        self._args_to_config_loop(config, configurations)
    def _process_plot_options(self, config: Config) -> None:
        configurations = [
-            ('pairs', 'Using pairs {}'),
+            ("pairs", "Using pairs {}"),
-            ('indicators1', 'Using indicators1: {}'),
+            ("indicators1", "Using indicators1: {}"),
-            ('indicators2', 'Using indicators2: {}'),
+            ("indicators2", "Using indicators2: {}"),
-            ('trade_ids', 'Filtering on trade_ids: {}'),
+            ("trade_ids", "Filtering on trade_ids: {}"),
-            ('plot_limit', 'Limiting plot to: {}'),
+            ("plot_limit", "Limiting plot to: {}"),
-            ('plot_auto_open', 'Parameter --auto-open detected.'),
+            ("plot_auto_open", "Parameter --auto-open detected."),
-            ('trade_source', 'Using trades from: {}'),
+            ("trade_source", "Using trades from: {}"),
-            ('prepend_data', 'Prepend detected. Allowing data prepending.'),
+            ("prepend_data", "Prepend detected. Allowing data prepending."),
-            ('erase', 'Erase detected. Deleting existing data.'),
+            ("erase", "Erase detected. Deleting existing data."),
-            ('no_trades', 'Parameter --no-trades detected.'),
+            ("no_trades", "Parameter --no-trades detected."),
-            ('timeframes', 'timeframes --timeframes: {}'),
+            ("timeframes", "timeframes --timeframes: {}"),
-            ('days', 'Detected --days: {}'),
+            ("days", "Detected --days: {}"),
-            ('include_inactive', 'Detected --include-inactive-pairs: {}'),
+            ("include_inactive", "Detected --include-inactive-pairs: {}"),
-            ('download_trades', 'Detected --dl-trades: {}'),
+            ("download_trades", "Detected --dl-trades: {}"),
-            ('dataformat_ohlcv', 'Using "{}" to store OHLCV data.'),
+            ("convert_trades", "Detected --convert: {} - Converting Trade data to OHCV {}"),
-            ('dataformat_trades', 'Using "{}" to store trades data.'),
+            ("dataformat_ohlcv", 'Using "{}" to store OHLCV data.'),
-            ('show_timerange', 'Detected --show-timerange'),
+            ("dataformat_trades", 'Using "{}" to store trades data.'),
            ("show_timerange", "Detected --show-timerange"),
        ]
        self._args_to_config_loop(config, configurations)
    def _process_data_options(self, config: Config) -> None:
-        self._args_to_config(config, argname='new_pairs_days',
+        self._args_to_config(
-                             logstring='Detected --new-pairs-days: {}')
+            config, argname="new_pairs_days", logstring="Detected --new-pairs-days: {}"
-        self._args_to_config(config, argname='trading_mode',
+        )
-                             logstring='Detected --trading-mode: {}')
+        self._args_to_config(
-        config['candle_type_def'] = CandleType.get_default(
+            config, argname="trading_mode", logstring="Detected --trading-mode: {}"
-            config.get('trading_mode', 'spot') or 'spot')
+        )
-        config['trading_mode'] = TradingMode(config.get('trading_mode', 'spot') or 'spot')
+        config["candle_type_def"] = CandleType.get_default(
-        self._args_to_config(config, argname='candle_types',
+            config.get("trading_mode", "spot") or "spot"
-                             logstring='Detected --candle-types: {}')
+        )
        config["trading_mode"] = TradingMode(config.get("trading_mode", "spot") or "spot")
        self._args_to_config(
            config, argname="candle_types", logstring="Detected --candle-types: {}"
        )
    def _process_analyze_options(self, config: Config) -> None:
        configurations = [
-            ('analysis_groups', 'Analysis reason groups: {}'),
+            ("analysis_groups", "Analysis reason groups: {}"),
-            ('enter_reason_list', 'Analysis enter tag list: {}'),
+            ("enter_reason_list", "Analysis enter tag list: {}"),
-            ('exit_reason_list', 'Analysis exit tag list: {}'),
+            ("exit_reason_list", "Analysis exit tag list: {}"),
-            ('indicator_list', 'Analysis indicator list: {}'),
+            ("indicator_list", "Analysis indicator list: {}"),
-            ('timerange', 'Filter trades by timerange: {}'),
+            ("timerange", "Filter trades by timerange: {}"),
-            ('analysis_rejected', 'Analyse rejected signals: {}'),
+            ("analysis_rejected", "Analyse rejected signals: {}"),
-            ('analysis_to_csv', 'Store analysis tables to CSV: {}'),
+            ("analysis_to_csv", "Store analysis tables to CSV: {}"),
-            ('analysis_csv_path', 'Path to store analysis CSVs: {}'),
+            ("analysis_csv_path", "Path to store analysis CSVs: {}"),
            # Lookahead analysis results
-            ('targeted_trade_amount', 'Targeted Trade amount: {}'),
+            ("targeted_trade_amount", "Targeted Trade amount: {}"),
-            ('minimum_trade_amount', 'Minimum Trade amount: {}'),
+            ("minimum_trade_amount", "Minimum Trade amount: {}"),
-            ('lookahead_analysis_exportfilename', 'Path to store lookahead-analysis-results: {}'),
+            ("lookahead_analysis_exportfilename", "Path to store lookahead-analysis-results: {}"),
-            ('startup_candle', 'Startup candle to be used on recursive analysis: {}'),
+            ("startup_candle", "Startup candle to be used on recursive analysis: {}"),
        ]
        self._args_to_config_loop(config, configurations)
    def _args_to_config_loop(self, config, configurations: List[Tuple[str, str]]) -> None:
        for argname, logstring in configurations:
            self._args_to_config(config, argname=argname, logstring=logstring)
    def _process_runmode(self, config: Config) -> None:
-
+        self._args_to_config(
-        self._args_to_config(config, argname='dry_run',
+            config,
-                             logstring='Parameter --dry-run detected, '
+            argname="dry_run",
-                             'overriding dry_run to: {} ...')
+            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
+            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})
+        config.update({"runmode": self.runmode})
    def _process_freqai_options(self, config: Config) -> None:
        self._args_to_config(
            config, argname="freqaimodel", logstring="Using freqaimodel class name: {}"
        )
-        self._args_to_config(config, argname='freqaimodel',
+        self._args_to_config(
-                             logstring='Using freqaimodel class name: {}')
+            config, argname="freqaimodel_path", logstring="Using freqaimodel path: {}"
-
+        )
        self._args_to_config(config, argname='freqaimodel_path',
                             logstring='Using freqaimodel path: {}')
        return
-    def _args_to_config(self, config: Config, argname: str,
+    def _args_to_config(
-                        logstring: str, logfun: Optional[Callable] = None,
+        self,
-                        deprecated_msg: Optional[str] = None) -> None:
+        config: Config,
        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.
@@ -414,9 +456,11 @@ class Configuration:
                        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
+        if (
-                and self.args[argname] is not False):
+            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])))
@@ -435,7 +479,7 @@ class Configuration:
        """
        if "pairs" in config:
-            config['exchange']['pair_whitelist'] = config['pairs']
+            config["exchange"]["pair_whitelist"] = config["pairs"]
            return
        if "pairs_file" in self.args and self.args["pairs_file"]:
@@ -445,19 +489,19 @@ class Configuration:
            # 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"] = load_file(pairs_file)
-            if isinstance(config['pairs'], list):
+            if isinstance(config["pairs"], list):
-                config['pairs'].sort()
+                config["pairs"].sort()
            return
-        if 'config' in self.args and self.args['config']:
+        if "config" in self.args and self.args["config"]:
            logger.info("Using pairlist from configuration.")
-            config['pairs'] = config.get('exchange', {}).get('pair_whitelist')
+            config["pairs"] = config.get("exchange", {}).get("pair_whitelist")
        else:
            # Fall back to /dl_path/pairs.json
-            pairs_file = config['datadir'] / 'pairs.json'
+            pairs_file = config["datadir"] / "pairs.json"
            if pairs_file.exists():
                logger.info(f'Reading pairs file "{pairs_file}".')
-                config['pairs'] = load_file(pairs_file)
+                config["pairs"] = load_file(pairs_file)
-                if 'pairs' in config and isinstance(config['pairs'], list):
+                if "pairs" in config and isinstance(config["pairs"], list):
-                    config['pairs'].sort()
+                    config["pairs"].sort()
@@ -6,15 +6,19 @@ import logging
 from typing import Optional
 from freqtrade.constants import Config
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError, OperationalException
 logger = logging.getLogger(__name__)
-def check_conflicting_settings(config: Config,
+def check_conflicting_settings(
-                               section_old: Optional[str], name_old: str,
+    config: Config,
-                               section_new: Optional[str], name_new: str) -> None:
+    section_old: Optional[str],
    name_old: str,
    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 section_old else config
    if name_new in section_new_config and name_old in section_old_config:
@@ -29,9 +33,9 @@ def check_conflicting_settings(config: Config,
        )
-def process_removed_setting(config: Config,
+def process_removed_setting(
-                            section1: str, name1: str,
+    config: Config, section1: str, name1: str, section2: Optional[str], name2: str
-                            section2: Optional[str], name2: str) -> None:
+) -> None:
    """
    :param section1: Removed section
    :param name1: Removed setting name
@@ -41,16 +45,19 @@ def process_removed_setting(config: Config,
    section1_config = config.get(section1, {})
    if name1 in section1_config:
        section_2 = f"{section2}.{name2}" if section2 else f"{name2}"
-        raise OperationalException(
+        raise ConfigurationError(
            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: Config,
+def process_deprecated_setting(
-                               section_old: Optional[str], name_old: str,
+    config: Config,
-                               section_new: Optional[str], name_new: str
+    section_old: Optional[str],
    name_old: 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, {}) if section_old else config
@@ -71,70 +78,103 @@ def process_deprecated_setting(config: Config,
 def process_temporary_deprecated_settings(config: Config) -> 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', 'ignore_buying_expired_candle_after',
+    process_deprecated_setting(
-                               None, 'ignore_buying_expired_candle_after')
+        config,
        "ask_strategy",
        "ignore_buying_expired_candle_after",
        None,
        "ignore_buying_expired_candle_after",
    )
-    process_deprecated_setting(config, None, 'forcebuy_enable', None, 'force_entry_enable')
+    process_deprecated_setting(config, None, "forcebuy_enable", None, "force_entry_enable")
    # New settings
-    if config.get('telegram'):
+    if config.get("telegram"):
-        process_deprecated_setting(config['telegram'], 'notification_settings', 'sell',
+        process_deprecated_setting(
-                                   'notification_settings', 'exit')
+            config["telegram"], "notification_settings", "sell", "notification_settings", "exit"
-        process_deprecated_setting(config['telegram'], 'notification_settings', 'sell_fill',
+        )
-                                   'notification_settings', 'exit_fill')
+        process_deprecated_setting(
-        process_deprecated_setting(config['telegram'], 'notification_settings', 'sell_cancel',
+            config["telegram"],
-                                   'notification_settings', 'exit_cancel')
+            "notification_settings",
-        process_deprecated_setting(config['telegram'], 'notification_settings', 'buy',
+            "sell_fill",
-                                   'notification_settings', 'entry')
+            "notification_settings",
-        process_deprecated_setting(config['telegram'], 'notification_settings', 'buy_fill',
+            "exit_fill",
-                                   'notification_settings', 'entry_fill')
+        )
-        process_deprecated_setting(config['telegram'], 'notification_settings', 'buy_cancel',
+        process_deprecated_setting(
-                                   'notification_settings', 'entry_cancel')
+            config["telegram"],
-    if config.get('webhook'):
+            "notification_settings",
-        process_deprecated_setting(config, 'webhook', 'webhookbuy', 'webhook', 'webhookentry')
+            "sell_cancel",
-        process_deprecated_setting(config, 'webhook', 'webhookbuycancel',
+            "notification_settings",
-                                   'webhook', 'webhookentrycancel')
+            "exit_cancel",
-        process_deprecated_setting(config, 'webhook', 'webhookbuyfill',
+        )
-                                   'webhook', 'webhookentryfill')
+        process_deprecated_setting(
-        process_deprecated_setting(config, 'webhook', 'webhooksell', 'webhook', 'webhookexit')
+            config["telegram"], "notification_settings", "buy", "notification_settings", "entry"
-        process_deprecated_setting(config, 'webhook', 'webhooksellcancel',
+        )
-                                   'webhook', 'webhookexitcancel')
+        process_deprecated_setting(
-        process_deprecated_setting(config, 'webhook', 'webhooksellfill',
+            config["telegram"],
-                                   'webhook', 'webhookexitfill')
+            "notification_settings",
            "buy_fill",
            "notification_settings",
            "entry_fill",
        )
        process_deprecated_setting(
            config["telegram"],
            "notification_settings",
            "buy_cancel",
            "notification_settings",
            "entry_cancel",
        )
    if config.get("webhook"):
        process_deprecated_setting(config, "webhook", "webhookbuy", "webhook", "webhookentry")
        process_deprecated_setting(
            config, "webhook", "webhookbuycancel", "webhook", "webhookentrycancel"
        )
        process_deprecated_setting(
            config, "webhook", "webhookbuyfill", "webhook", "webhookentryfill"
        )
        process_deprecated_setting(config, "webhook", "webhooksell", "webhook", "webhookexit")
        process_deprecated_setting(
            config, "webhook", "webhooksellcancel", "webhook", "webhookexitcancel"
        )
        process_deprecated_setting(
            config, "webhook", "webhooksellfill", "webhook", "webhookexitfill"
        )
    # Legacy way - having them in experimental ...
-    process_removed_setting(config, 'experimental', 'use_sell_signal', None, 'use_exit_signal')
+    process_removed_setting(config, "experimental", "use_sell_signal", None, "use_exit_signal")
-    process_removed_setting(config, 'experimental', 'sell_profit_only', None, 'exit_profit_only')
+    process_removed_setting(config, "experimental", "sell_profit_only", None, "exit_profit_only")
-    process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal',
+    process_removed_setting(
-                            None, 'ignore_roi_if_entry_signal')
+        config, "experimental", "ignore_roi_if_buy_signal", None, "ignore_roi_if_entry_signal"
    )
-    process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'use_exit_signal')
+    process_removed_setting(config, "ask_strategy", "use_sell_signal", None, "use_exit_signal")
-    process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'exit_profit_only')
+    process_removed_setting(config, "ask_strategy", "sell_profit_only", None, "exit_profit_only")
-    process_removed_setting(config, 'ask_strategy', 'sell_profit_offset',
+    process_removed_setting(
-                            None, 'exit_profit_offset')
+        config, "ask_strategy", "sell_profit_offset", None, "exit_profit_offset"
-    process_removed_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
+    )
-                            None, 'ignore_roi_if_entry_signal')
+    process_removed_setting(
-    if (config.get('edge', {}).get('enabled', False)
+        config, "ask_strategy", "ignore_roi_if_buy_signal", None, "ignore_roi_if_entry_signal"
-       and 'capital_available_percentage' in config.get('edge', {})):
+    )
-        raise OperationalException(
+    if config.get("edge", {}).get(
        "enabled", False
    ) and "capital_available_percentage" in config.get("edge", {}):
        raise ConfigurationError(
            "DEPRECATED: "
            "Using 'edge.capital_available_percentage' has been deprecated in favor of "
            "'tradable_balance_ratio'. Please migrate your configuration to "
            "'tradable_balance_ratio' and remove 'capital_available_percentage' "
            "from the edge configuration."
        )
-    if 'ticker_interval' in config:
+    if "ticker_interval" in config:
-
+        raise ConfigurationError(
        raise OperationalException(
            "DEPRECATED: 'ticker_interval' detected. "
            "Please use 'timeframe' instead of 'ticker_interval."
        )
-    if 'protections' in config:
+    if "protections" in config:
        logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")
@@ -5,4 +5,4 @@ def running_in_docker() -> bool:
    """
    Check if we are running in a docker container
    """
-    return os.environ.get('FT_APP_ENV') == 'docker'
+    return os.environ.get("FT_APP_ENV") == "docker"
@@ -4,8 +4,14 @@ from pathlib import Path
 from typing import Optional
 from freqtrade.configuration.detect_environment import running_in_docker
-from freqtrade.constants import (USER_DATA_FILES, USERPATH_FREQAIMODELS, USERPATH_HYPEROPTS,
+from freqtrade.constants import (
-                                 USERPATH_NOTEBOOKS, USERPATH_STRATEGIES, Config)
+    USER_DATA_FILES,
    USERPATH_FREQAIMODELS,
    USERPATH_HYPEROPTS,
    USERPATH_NOTEBOOKS,
    USERPATH_STRATEGIES,
    Config,
 )
 from freqtrade.exceptions import OperationalException
@@ -13,16 +19,15 @@ logger = logging.getLogger(__name__)
 def create_datadir(config: Config, datadir: Optional[str] = None) -> Path:
    folder = Path(datadir) if datadir else Path(f"{config['user_data_dir']}/data")
    if not datadir:
        # set datadir
-        exchange_name = config.get('exchange', {}).get('name', '').lower()
+        exchange_name = config.get("exchange", {}).get("name", "").lower()
        folder = folder.joinpath(exchange_name)
    if not folder.is_dir():
        folder.mkdir(parents=True)
-        logger.info(f'Created data directory: {datadir}')
+        logger.info(f"Created data directory: {datadir}")
    return folder
@@ -34,8 +39,8 @@ def chown_user_directory(directory: Path) -> None:
    if running_in_docker():
        try:
            import subprocess
-            subprocess.check_output(
+
-                ['sudo', 'chown', '-R', 'ftuser:', str(directory.resolve())])
+            subprocess.check_output(["sudo", "chown", "-R", "ftuser:", str(directory.resolve())])
        except Exception:
            logger.warning(f"Could not chown {directory}")
@@ -50,18 +55,28 @@ def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
    :param create_dir: Create directory if it does not exist.
    :return: Path object containing the directory
    """
-    sub_dirs = ["backtest_results", "data", USERPATH_HYPEROPTS, "hyperopt_results", "logs",
+    sub_dirs = [
-                USERPATH_NOTEBOOKS, "plot", USERPATH_STRATEGIES, USERPATH_FREQAIMODELS]
+        "backtest_results",
        "data",
        USERPATH_HYPEROPTS,
        "hyperopt_results",
        "logs",
        USERPATH_NOTEBOOKS,
        "plot",
        USERPATH_STRATEGIES,
        USERPATH_FREQAIMODELS,
    ]
    folder = Path(directory)
    chown_user_directory(folder)
    if not folder.is_dir():
        if create_dir:
            folder.mkdir(parents=True)
-            logger.info(f'Created user-data directory: {folder}')
+            logger.info(f"Created user-data directory: {folder}")
        else:
            raise OperationalException(
                f"Directory `{folder}` does not exist. "
-                "Please use `freqtrade create-userdir` to create a user directory")
+                "Please use `freqtrade create-userdir` to create a user directory"
            )
    # Create required subdirectories
    for f in sub_dirs:
@@ -16,9 +16,9 @@ def _get_var_typed(val):
        try:
            return float(val)
        except ValueError:
-            if val.lower() in ('t', 'true'):
+            if val.lower() in ("t", "true"):
                return True
-            elif val.lower() in ('f', 'false'):
+            elif val.lower() in ("f", "false"):
                return False
    # keep as string
    return val
@@ -32,16 +32,21 @@ def _flat_vars_to_nested_dict(env_dict: Dict[str, Any], prefix: str) -> Dict[str
    :param prefix: Prefix to consider (usually FREQTRADE__)
    :return: Nested dict based on available and relevant variables.
    """
-    no_convert = ['CHAT_ID', 'PASSWORD']
+    no_convert = ["CHAT_ID", "PASSWORD"]
    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, '')
+            key = env_var.replace(prefix, "")
-            for k in reversed(key.split('__')):
+            for k in reversed(key.split("__")):
-                val = {k.lower(): _get_var_typed(val)
+                val = {
-                       if not isinstance(val, dict) and k not in no_convert else val}
+                    k.lower(): (
                        _get_var_typed(val)
                        if not isinstance(val, dict) and k not in no_convert
                        else val
                    )
                }
            relevant_vars = deep_merge_dicts(val, relevant_vars)
    return relevant_vars
@@ -1,6 +1,7 @@
 """
 This module contain functions to load the configuration file
 """
 import logging
 import re
 import sys
@@ -11,7 +12,7 @@ from typing import Any, Dict, List, Optional
 import rapidjson
 from freqtrade.constants import MINIMAL_CONFIG, Config
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError, OperationalException
 from freqtrade.misc import deep_merge_dicts
@@ -25,28 +26,28 @@ def log_config_error_range(path: str, errmsg: str) -> str:
    """
    Parses configuration file and prints range around error
    """
-    if path != '-':
+    if path != "-":
-        offsetlist = re.findall(r'(?<=Parse\serror\sat\soffset\s)\d+', errmsg)
+        offsetlist = re.findall(r"(?<=Parse\serror\sat\soffset\s)\d+", errmsg)
        if offsetlist:
            offset = int(offsetlist[0])
            text = Path(path).read_text()
            # Fetch an offset of 80 characters around the error line
            subtext = text[offset - min(80, offset) : offset + 80]
-            segments = subtext.split('\n')
+            segments = subtext.split("\n")
            if len(segments) > 3:
                # Remove first and last lines, to avoid odd truncations
-                return '\n'.join(segments[1:-1])
+                return "\n".join(segments[1:-1])
            else:
                return subtext
-    return ''
+    return ""
 def load_file(path: Path) -> Dict[str, Any]:
    try:
-        with path.open('r') as file:
+        with path.open("r") as file:
            config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE)
    except FileNotFoundError:
-        raise OperationalException(f'File "{path}" not found!')
+        raise OperationalException(f'File "{path}" not found!') from None
    return config
@@ -58,40 +59,42 @@ def load_config_file(path: str) -> Dict[str, Any]:
    """
    try:
        # Read config from stdin if requested in the options
-        with Path(path).open() if path != '-' else sys.stdin as file:
+        with Path(path).open() if path != "-" else sys.stdin as file:
            config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE)
    except FileNotFoundError:
        raise OperationalException(
            f'Config file "{path}" not found!'
-            ' Please create a config file or check whether it exists.')
+            " Please create a config file or check whether it exists."
        ) from None
    except rapidjson.JSONDecodeError as e:
        err_range = log_config_error_range(path, str(e))
-        raise OperationalException(
+        raise ConfigurationError(
-            f'{e}\n'
+            f"{e}\nPlease verify the following segment of your configuration:\n{err_range}"
-            f'Please verify the following segment of your configuration:\n{err_range}'
+            if err_range
-            if err_range else 'Please verify your configuration file for syntax errors.'
+            else "Please verify your configuration file for syntax errors."
        )
    return config
 def load_from_files(
-        files: List[str], base_path: Optional[Path] = None, level: int = 0) -> Dict[str, Any]:
+    files: List[str], base_path: Optional[Path] = None, level: int = 0
 ) -> Dict[str, Any]:
    """
    Recursively load configuration files if specified.
    Sub-files are assumed to be relative to the initial config.
    """
    config: Config = {}
    if level > 5:
-        raise OperationalException("Config loop detected.")
+        raise ConfigurationError("Config loop detected.")
    if not files:
        return deepcopy(MINIMAL_CONFIG)
    files_loaded = []
    # We expect here a list of config filenames
    for filename in files:
-        logger.info(f'Using config: {filename} ...')
+        logger.info(f"Using config: {filename} ...")
-        if filename == '-':
+        if filename == "-":
            # Immediately load stdin and return
            return load_config_file(filename)
        file = Path(filename)
@@ -100,10 +103,11 @@ def load_from_files(
            file = base_path / file
        config_tmp = load_config_file(str(file))
-        if 'add_config_files' in config_tmp:
+        if "add_config_files" in config_tmp:
            config_sub = load_from_files(
-                config_tmp['add_config_files'], file.resolve().parent, level + 1)
+                config_tmp["add_config_files"], file.resolve().parent, level + 1
-            files_loaded.extend(config_sub.get('config_files', []))
+            )
            files_loaded.extend(config_sub.get("config_files", []))
            config_tmp = deep_merge_dicts(config_tmp, config_sub)
        files_loaded.insert(0, str(file))
@@ -111,6 +115,6 @@ def load_from_files(
        # Merge config options, overwriting prior values
        config = deep_merge_dicts(config_tmp, config)
-    config['config_files'] = files_loaded
+    config["config_files"] = files_loaded
    return config
@@ -1,6 +1,7 @@
 """
 This module contains the argument manager class
 """
 import logging
 import re
 from datetime import datetime, timezone
@@ -9,7 +10,7 @@ from typing import Optional
 from typing_extensions import Self
 from freqtrade.constants import DATETIME_PRINT_FORMAT
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError
 logger = logging.getLogger(__name__)
@@ -22,9 +23,13 @@ class TimeRange:
    if *type is None, don't use corresponding startvalue.
    """
-    def __init__(self, starttype: Optional[str] = None, stoptype: Optional[str] = None,
+    def __init__(
-                 startts: int = 0, stopts: int = 0):
+        self,
-
+        starttype: Optional[str] = None,
        stoptype: Optional[str] = None,
        startts: int = 0,
        stopts: int = 0,
    ):
        self.starttype: Optional[str] = starttype
        self.stoptype: Optional[str] = stoptype
        self.startts: int = startts
@@ -48,12 +53,12 @@ class TimeRange:
        Returns a string representation of the timerange as used by parse_timerange.
        Follows the format yyyymmdd-yyyymmdd - leaving out the parts that are not set.
        """
-        start = ''
+        start = ""
-        stop = ''
+        stop = ""
        if startdt := self.startdt:
-            start = startdt.strftime('%Y%m%d')
+            start = startdt.strftime("%Y%m%d")
        if stopdt := self.stopdt:
-            stop = stopdt.strftime('%Y%m%d')
+            stop = stopdt.strftime("%Y%m%d")
        return f"{start}-{stop}"
    @property
@@ -61,7 +66,7 @@ class TimeRange:
        """
        Returns a string representation of the start date
        """
-        val = 'unbounded'
+        val = "unbounded"
        if (startdt := self.startdt) is not None:
            val = startdt.strftime(DATETIME_PRINT_FORMAT)
        return val
@@ -71,15 +76,19 @@ class TimeRange:
        """
        Returns a string representation of the stop date
        """
-        val = 'unbounded'
+        val = "unbounded"
        if (stopdt := self.stopdt) is not None:
            val = stopdt.strftime(DATETIME_PRINT_FORMAT)
        return val
    def __eq__(self, other):
        """Override the default Equals behavior"""
-        return (self.starttype == other.starttype and self.stoptype == other.stoptype
+        return (
-                and self.startts == other.startts and self.stopts == other.stopts)
+            self.starttype == other.starttype
            and self.stoptype == other.stoptype
            and self.startts == other.startts
            and self.stopts == other.stopts
        )
    def subtract_start(self, seconds: int) -> None:
        """
@@ -90,8 +99,9 @@ class TimeRange:
        if self.startts:
            self.startts = self.startts - seconds
-    def adjust_start_if_necessary(self, timeframe_secs: int, startup_candles: int,
+    def adjust_start_if_necessary(
-                                  min_date: datetime) -> None:
+        self, timeframe_secs: int, startup_candles: int, min_date: datetime
    ) -> None:
        """
        Adjust startts by <startup_candles> candles.
        Applies only if no startup-candles have been available.
@@ -101,13 +111,13 @@ class TimeRange:
                         has to be moved
        :return: None (Modifies the object in place)
        """
-        if (not self.starttype or (startup_candles
+        if not self.starttype or (startup_candles and min_date.timestamp() >= self.startts):
                                   and min_date.timestamp() >= self.startts)):
            # If no startts was defined, or backtest-data starts at the defined backtest-date
-            logger.warning("Moving start-date by %s candles to account for startup time.",
+            logger.warning(
-                           startup_candles)
+                "Moving start-date by %s candles to account for startup time.", startup_candles
            )
            self.startts = int(min_date.timestamp() + timeframe_secs * startup_candles)
-            self.starttype = 'date'
+            self.starttype = "date"
    @classmethod
    def parse_timerange(cls, text: Optional[str]) -> Self:
@@ -118,15 +128,16 @@ class TimeRange:
        """
        if not text:
            return cls(None, None, 0, 0)
-        syntax = [(r'^-(\d{8})$', (None, 'date')),
+        syntax = [
-                  (r'^(\d{8})-$', ('date', None)),
+            (r"^-(\d{8})$", (None, "date")),
-                  (r'^(\d{8})-(\d{8})$', ('date', 'date')),
+            (r"^(\d{8})-$", ("date", None)),
-                  (r'^-(\d{10})$', (None, 'date')),
+            (r"^(\d{8})-(\d{8})$", ("date", "date")),
-                  (r'^(\d{10})-$', ('date', None)),
+            (r"^-(\d{10})$", (None, "date")),
-                  (r'^(\d{10})-(\d{10})$', ('date', 'date')),
+            (r"^(\d{10})-$", ("date", None)),
-                  (r'^-(\d{13})$', (None, 'date')),
+            (r"^(\d{10})-(\d{10})$", ("date", "date")),
-                  (r'^(\d{13})-$', ('date', None)),
+            (r"^-(\d{13})$", (None, "date")),
-                  (r'^(\d{13})-(\d{13})$', ('date', 'date')),
+            (r"^(\d{13})-$", ("date", None)),
            (r"^(\d{13})-(\d{13})$", ("date", "date")),
        ]
        for rex, stype in syntax:
            # Apply the regular expression to text
@@ -138,9 +149,12 @@ class TimeRange:
                stop: int = 0
                if stype[0]:
                    starts = rvals[index]
-                    if stype[0] == 'date' and len(starts) == 8:
+                    if stype[0] == "date" and len(starts) == 8:
-                        start = int(datetime.strptime(starts, '%Y%m%d').replace(
+                        start = int(
-                            tzinfo=timezone.utc).timestamp())
+                            datetime.strptime(starts, "%Y%m%d")
                            .replace(tzinfo=timezone.utc)
                            .timestamp()
                        )
                    elif len(starts) == 13:
                        start = int(starts) // 1000
                    else:
@@ -148,15 +162,19 @@ class TimeRange:
                    index += 1
                if stype[1]:
                    stops = rvals[index]
-                    if stype[1] == 'date' and len(stops) == 8:
+                    if stype[1] == "date" and len(stops) == 8:
-                        stop = int(datetime.strptime(stops, '%Y%m%d').replace(
+                        stop = int(
-                            tzinfo=timezone.utc).timestamp())
+                            datetime.strptime(stops, "%Y%m%d")
                            .replace(tzinfo=timezone.utc)
                            .timestamp()
                        )
                    elif len(stops) == 13:
                        stop = int(stops) // 1000
                    else:
                        stop = int(stops)
                if start > stop > 0:
-                    raise OperationalException(
+                    raise ConfigurationError(
-                        f'Start date is after stop date for timerange "{text}"')
+                        f'Start date is after stop date for timerange "{text}"'
                    )
                return cls(stype[0], stype[1], start, stop)
-        raise OperationalException(f'Incorrect syntax for timerange "{text}"')
+        raise ConfigurationError(f'Incorrect syntax for timerange "{text}"')
@@ -3,6 +3,4 @@ Module to handle data operations for freqtrade
 """
 # limit what's imported when using `from freqtrade.data import *`
-__all__ = [
+__all__ = ["converter"]
    'converter'
 ]
@@ -1,6 +1,7 @@
 """
 Helpers when analyzing backtest data
 """
 import logging
 from copy import copy
 from datetime import datetime, timezone
@@ -11,7 +12,7 @@ import numpy as np
 import pandas as pd
 from freqtrade.constants import LAST_BT_RESULT_FN, IntOrInf
-from freqtrade.exceptions import OperationalException
+from freqtrade.exceptions import ConfigurationError, OperationalException
 from freqtrade.misc import file_dump_json, json_load
 from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 from freqtrade.persistence import LocalTrade, Trade, init_db
@@ -21,13 +22,34 @@ from freqtrade.types import BacktestHistoryEntryType, BacktestResultType
 logger = logging.getLogger(__name__)
 # Newest format
-BT_DATA_COLUMNS = ['pair', 'stake_amount', 'max_stake_amount', 'amount',
+BT_DATA_COLUMNS = [
-                   'open_date', 'close_date', 'open_rate', 'close_rate',
+    "pair",
-                   'fee_open', 'fee_close', 'trade_duration',
+    "stake_amount",
-                   'profit_ratio', 'profit_abs', 'exit_reason',
+    "max_stake_amount",
-                   'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
+    "amount",
-                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
+    "open_date",
-                   'leverage', 'is_short', 'open_timestamp', 'close_timestamp', 'orders'
+    "close_date",
    "open_rate",
    "close_rate",
    "fee_open",
    "fee_close",
    "trade_duration",
    "profit_ratio",
    "profit_abs",
    "exit_reason",
    "initial_stop_loss_abs",
    "initial_stop_loss_ratio",
    "stop_loss_abs",
    "stop_loss_ratio",
    "min_rate",
    "max_rate",
    "is_open",
    "enter_tag",
    "leverage",
    "is_short",
    "open_timestamp",
    "close_timestamp",
    "orders",
 ]
@@ -50,15 +72,16 @@ def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> s
    if not filename.is_file():
        raise ValueError(
-            f"Directory '{directory}' does not seem to contain backtest statistics yet.")
+            f"Directory '{directory}' does not seem to contain backtest statistics yet."
        )
    with filename.open() as file:
        data = json_load(file)
-    if f'latest_{variant}' not in data:
+    if f"latest_{variant}" not in data:
        raise ValueError(f"Invalid '{LAST_BT_RESULT_FN}' format.")
-    return data[f'latest_{variant}']
+    return data[f"latest_{variant}"]
 def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
@@ -71,7 +94,7 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
        * `directory/.last_result.json` does not exist
        * `directory/.last_result.json` has the wrong content
    """
-    return get_latest_optimize_filename(directory, 'backtest')
+    return get_latest_optimize_filename(directory, "backtest")
 def get_latest_hyperopt_filename(directory: Union[Path, str]) -> str:
@@ -85,14 +108,15 @@ def get_latest_hyperopt_filename(directory: Union[Path, str]) -> str:
        * `directory/.last_result.json` has the wrong content
    """
    try:
-        return get_latest_optimize_filename(directory, 'hyperopt')
+        return get_latest_optimize_filename(directory, "hyperopt")
    except ValueError:
        # Return default (legacy) pickle filename
-        return 'hyperopt_results.pickle'
+        return "hyperopt_results.pickle"
 def get_latest_hyperopt_file(
-        directory: Union[Path, str], predef_filename: Optional[str] = None) -> Path:
+    directory: Union[Path, str], predef_filename: Optional[str] = None
 ) -> Path:
    """
    Get latest hyperopt export based on '.last_result.json'.
    :param directory: Directory to search for last result
@@ -106,8 +130,9 @@ def get_latest_hyperopt_file(
        directory = Path(directory)
    if predef_filename:
        if Path(predef_filename).is_absolute():
-            raise OperationalException(
+            raise ConfigurationError(
-                "--hyperopt-filename expects only the filename, not an absolute path.")
+                "--hyperopt-filename expects only the filename, not an absolute path."
            )
        return directory / predef_filename
    return directory / get_latest_hyperopt_filename(directory)
@@ -126,7 +151,7 @@ def load_backtest_metadata(filename: Union[Path, str]) -> Dict[str, Any]:
    except FileNotFoundError:
        return {}
    except Exception as e:
-        raise OperationalException('Unexpected error while loading backtest metadata.') from e
+        raise OperationalException("Unexpected error while loading backtest metadata.") from e
 def load_backtest_stats(filename: Union[Path, str]) -> BacktestResultType:
@@ -147,7 +172,7 @@ def load_backtest_stats(filename: Union[Path, str]) -> BacktestResultType:
    # Legacy list format does not contain metadata.
    if isinstance(data, dict):
-        data['metadata'] = load_backtest_metadata(filename)
+        data["metadata"] = load_backtest_metadata(filename)
    return data
@@ -159,38 +184,39 @@ def load_and_merge_backtest_result(strategy_name: str, filename: Path, results:
    :param results: dict to merge the result to.
    """
    bt_data = load_backtest_stats(filename)
-    k: Literal['metadata', 'strategy']
+    k: Literal["metadata", "strategy"]
-    for k in ('metadata', 'strategy'):  # type: ignore
+    for k in ("metadata", "strategy"):  # type: ignore
        results[k][strategy_name] = bt_data[k][strategy_name]
-    results['metadata'][strategy_name]['filename'] = filename.stem
+    results["metadata"][strategy_name]["filename"] = filename.stem
-    comparison = bt_data['strategy_comparison']
+    comparison = bt_data["strategy_comparison"]
    for i in range(len(comparison)):
-        if comparison[i]['key'] == strategy_name:
+        if comparison[i]["key"] == strategy_name:
-            results['strategy_comparison'].append(comparison[i])
+            results["strategy_comparison"].append(comparison[i])
            break
 def _get_backtest_files(dirname: Path) -> List[Path]:
    # Weird glob expression here avoids including .meta.json files.
-    return list(reversed(sorted(dirname.glob('backtest-result-*-[0-9][0-9].json'))))
+    return list(reversed(sorted(dirname.glob("backtest-result-*-[0-9][0-9].json"))))
 def _extract_backtest_result(filename: Path) -> List[BacktestHistoryEntryType]:
    metadata = load_backtest_metadata(filename)
    return [
        {
-            'filename': filename.stem,
+            "filename": filename.stem,
-            'strategy': s,
+            "strategy": s,
-            'run_id': v['run_id'],
+            "run_id": v["run_id"],
-            'notes': v.get('notes', ''),
+            "notes": v.get("notes", ""),
            # Backtest "run" time
-            'backtest_start_time': v['backtest_start_time'],
+            "backtest_start_time": v["backtest_start_time"],
            # Backtest timerange
-            'backtest_start_ts': v.get('backtest_start_ts', None),
+            "backtest_start_ts": v.get("backtest_start_ts", None),
-            'backtest_end_ts': v.get('backtest_end_ts', None),
+            "backtest_end_ts": v.get("backtest_end_ts", None),
-            'timeframe': v.get('timeframe', None),
+            "timeframe": v.get("timeframe", None),
-            'timeframe_detail': v.get('timeframe_detail', None),
+            "timeframe_detail": v.get("timeframe_detail", None),
-        } for s, v in metadata.items()
+        }
        for s, v in metadata.items()
    ]
@@ -218,7 +244,7 @@ def delete_backtest_result(file_abs: Path):
    """
    # *.meta.json
    logger.info(f"Deleting backtest result file: {file_abs.name}")
-    file_abs_meta = file_abs.with_suffix('.meta.json')
+    file_abs_meta = file_abs.with_suffix(".meta.json")
    file_abs.unlink()
    file_abs_meta.unlink()
@@ -238,8 +264,19 @@ def update_backtest_metadata(filename: Path, strategy: str, content: Dict[str, A
    file_dump_json(get_backtest_metadata_filename(filename), metadata)
-def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, str],
+def get_backtest_market_change(filename: Path, include_ts: bool = True) -> pd.DataFrame:
-                                 min_backtest_date: Optional[datetime] = None) -> Dict[str, Any]:
+    """
    Read backtest market change file.
    """
    df = pd.read_feather(filename)
    if include_ts:
        df.loc[:, "__date_ts"] = df.loc[:, "date"].astype(np.int64) // 1000 // 1000
    return df
 def find_existing_backtest_stats(
    dirname: Union[Path, str], run_ids: Dict[str, str], min_backtest_date: Optional[datetime] = None
 ) -> Dict[str, Any]:
    """
    Find existing backtest stats that match specified run IDs and load them.
    :param dirname: pathlib.Path object, or string pointing to the file.
@@ -251,9 +288,9 @@ def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, s
    run_ids = copy(run_ids)
    dirname = Path(dirname)
    results: Dict[str, Any] = {
-        'metadata': {},
+        "metadata": {},
-        'strategy': {},
+        "strategy": {},
-        'strategy_comparison': [],
+        "strategy_comparison": [],
    }
    for filename in _get_backtest_files(dirname):
@@ -270,14 +307,14 @@ def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, s
                continue
            if min_backtest_date is not None:
-                backtest_date = strategy_metadata['backtest_start_time']
+                backtest_date = strategy_metadata["backtest_start_time"]
                backtest_date = datetime.fromtimestamp(backtest_date, tz=timezone.utc)
                if backtest_date < min_backtest_date:
                    # Do not use a cached result for this strategy as first result is too old.
                    del run_ids[strategy_name]
                    continue
-            if strategy_metadata['run_id'] == run_id:
+            if strategy_metadata["run_id"] == run_id:
                del run_ids[strategy_name]
                load_and_merge_backtest_result(strategy_name, filename, results)
@@ -290,20 +327,20 @@ def _load_backtest_data_df_compatibility(df: pd.DataFrame) -> pd.DataFrame:
    """
    Compatibility support for older backtest data.
    """
-    df['open_date'] = pd.to_datetime(df['open_date'], utc=True)
+    df["open_date"] = pd.to_datetime(df["open_date"], utc=True)
-    df['close_date'] = pd.to_datetime(df['close_date'], utc=True)
+    df["close_date"] = pd.to_datetime(df["close_date"], utc=True)
    # Compatibility support for pre short Columns
-    if 'is_short' not in df.columns:
+    if "is_short" not in df.columns:
-        df['is_short'] = False
+        df["is_short"] = False
-    if 'leverage' not in df.columns:
+    if "leverage" not in df.columns:
-        df['leverage'] = 1.0
+        df["leverage"] = 1.0
-    if 'enter_tag' not in df.columns:
+    if "enter_tag" not in df.columns:
-        df['enter_tag'] = df['buy_tag']
+        df["enter_tag"] = df["buy_tag"]
-        df = df.drop(['buy_tag'], axis=1)
+        df = df.drop(["buy_tag"], axis=1)
-    if 'max_stake_amount' not in df.columns:
+    if "max_stake_amount" not in df.columns:
-        df['max_stake_amount'] = df['stake_amount']
+        df["max_stake_amount"] = df["stake_amount"]
-    if 'orders' not in df.columns:
+    if "orders" not in df.columns:
-        df['orders'] = None
+        df["orders"] = None
    return df
@@ -319,23 +356,25 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
    data = load_backtest_stats(filename)
    if not isinstance(data, list):
        # new, nested format
-        if 'strategy' not in data:
+        if "strategy" not in data:
            raise ValueError("Unknown dataformat.")
        if not strategy:
-            if len(data['strategy']) == 1:
+            if len(data["strategy"]) == 1:
-                strategy = list(data['strategy'].keys())[0]
+                strategy = list(data["strategy"].keys())[0]
            else:
-                raise ValueError("Detected backtest result with more than one strategy. "
+                raise ValueError(
-                                 "Please specify a strategy.")
+                    "Detected backtest result with more than one strategy. "
                    "Please specify a strategy."
                )
-        if strategy not in data['strategy']:
+        if strategy not in data["strategy"]:
            raise ValueError(
                f"Strategy {strategy} not available in the backtest result. "
                f"Available strategies are '{','.join(data['strategy'].keys())}'"
            )
-        data = data['strategy'][strategy]['trades']
+        data = data["strategy"][strategy]["trades"]
        df = pd.DataFrame(data)
        if not df.empty:
            df = _load_backtest_data_df_compatibility(df)
@@ -343,7 +382,8 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
    else:
        # old format - only with lists.
        raise OperationalException(
-            "Backtest-results with only trades data are no longer supported.")
+            "Backtest-results with only trades data are no longer supported."
        )
    if not df.empty:
        df = df.sort_values("open_date").reset_index(drop=True)
    return df
@@ -358,23 +398,26 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
    :return: dataframe with open-counts per time-period in timeframe
    """
    from freqtrade.exchange import timeframe_to_resample_freq
    timeframe_freq = timeframe_to_resample_freq(timeframe)
-    dates = [pd.Series(pd.date_range(row[1]['open_date'], row[1]['close_date'],
+    dates = [
-                                     freq=timeframe_freq))
+        pd.Series(pd.date_range(row[1]["open_date"], row[1]["close_date"], freq=timeframe_freq))
-             for row in results[['open_date', 'close_date']].iterrows()]
+        for row in results[["open_date", "close_date"]].iterrows()
    ]
    deltas = [len(x) for x in dates]
-    dates = pd.Series(pd.concat(dates).values, name='date')
+    dates = pd.Series(pd.concat(dates).values, name="date")
    df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
    df2 = pd.concat([dates, df2], axis=1)
-    df2 = df2.set_index('date')
+    df2 = df2.set_index("date")
-    df_final = df2.resample(timeframe_freq)[['pair']].count()
+    df_final = df2.resample(timeframe_freq)[["pair"]].count()
-    df_final = df_final.rename({'pair': 'open_trades'}, axis=1)
+    df_final = df_final.rename({"pair": "open_trades"}, axis=1)
    return df_final
-def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
+def evaluate_result_multi(
-                          max_open_trades: IntOrInf) -> pd.DataFrame:
+    results: pd.DataFrame, timeframe: str, max_open_trades: IntOrInf
 ) -> pd.DataFrame:
    """
    Find overlapping trades by expanding each trade once per period it was open
    and then counting overlaps
@@ -384,7 +427,7 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
    :return: dataframe with open-counts per time-period in freq
    """
    df_final = analyze_trade_parallelism(results, timeframe)
-    return df_final[df_final['open_trades'] > max_open_trades]
+    return df_final[df_final["open_trades"] > max_open_trades]
 def trade_list_to_dataframe(trades: Union[List[Trade], List[LocalTrade]]) -> pd.DataFrame:
@@ -395,9 +438,9 @@ def trade_list_to_dataframe(trades: Union[List[Trade], List[LocalTrade]]) -> pd.
    """
    df = pd.DataFrame.from_records([t.to_json(True) for t in trades], columns=BT_DATA_COLUMNS)
    if len(df) > 0:
-        df['close_date'] = pd.to_datetime(df['close_date'], utc=True)
+        df["close_date"] = pd.to_datetime(df["close_date"], utc=True)
-        df['open_date'] = pd.to_datetime(df['open_date'], utc=True)
+        df["open_date"] = pd.to_datetime(df["open_date"], utc=True)
-        df['close_rate'] = df['close_rate'].astype('float64')
+        df["close_rate"] = df["close_rate"].astype("float64")
    return df
@@ -419,8 +462,13 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
    return trades
-def load_trades(source: str, db_url: str, exportfilename: Path,
+def load_trades(
-                no_trades: bool = False, strategy: Optional[str] = None) -> pd.DataFrame:
+    source: str,
    db_url: str,
    exportfilename: Path,
    no_trades: bool = False,
    strategy: Optional[str] = None,
 ) -> pd.DataFrame:
    """
    Based on configuration option 'trade_source':
    * loads data from DB (using `db_url`)
@@ -441,8 +489,9 @@ def load_trades(source: str, db_url: str, exportfilename: Path,
        return load_backtest_data(exportfilename, strategy)
-def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame,
+def extract_trades_of_period(
-                             date_index=False) -> pd.DataFrame:
+    dataframe: pd.DataFrame, trades: pd.DataFrame, date_index=False
 ) -> pd.DataFrame:
    """
    Compare trades and backtested pair DataFrames to get trades performed on backtested period
    :return: the DataFrame of a trades of period
@@ -451,8 +500,9 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame,
        trades_start = dataframe.index[0]
        trades_stop = dataframe.index[-1]
    else:
-        trades_start = dataframe.iloc[0]['date']
+        trades_start = dataframe.iloc[0]["date"]
-        trades_stop = dataframe.iloc[-1]['date']
+        trades_stop = dataframe.iloc[-1]["date"]
-    trades = trades.loc[(trades['open_date'] >= trades_start) &
+    trades = trades.loc[
-                        (trades['close_date'] <= trades_stop)]
+        (trades["open_date"] >= trades_start) & (trades["close_date"] <= trades_stop)
    ]
    return trades
@@ -1,28 +1,38 @@
-from freqtrade.data.converter.converter import (clean_ohlcv_dataframe, convert_ohlcv_format,
+from freqtrade.data.converter.converter import (
-                                                ohlcv_fill_up_missing_data, ohlcv_to_dataframe,
+    clean_ohlcv_dataframe,
-                                                order_book_to_dataframe, reduce_dataframe_footprint,
+    convert_ohlcv_format,
-                                                trim_dataframe, trim_dataframes)
+    ohlcv_fill_up_missing_data,
-from freqtrade.data.converter.trade_converter import (convert_trades_format,
+    ohlcv_to_dataframe,
-                                                      convert_trades_to_ohlcv, trades_convert_types,
+    order_book_to_dataframe,
    reduce_dataframe_footprint,
    trim_dataframe,
    trim_dataframes,
 )
 from freqtrade.data.converter.trade_converter import (
    convert_trades_format,
    convert_trades_to_ohlcv,
    trades_convert_types,
    trades_df_remove_duplicates,
-                                                      trades_dict_to_list, trades_list_to_df,
+    trades_dict_to_list,
-                                                      trades_to_ohlcv)
+    trades_list_to_df,
    trades_to_ohlcv,
 )
 __all__ = [
-    'clean_ohlcv_dataframe',
+    "clean_ohlcv_dataframe",
-    'convert_ohlcv_format',
+    "convert_ohlcv_format",
-    'ohlcv_fill_up_missing_data',
+    "ohlcv_fill_up_missing_data",
-    'ohlcv_to_dataframe',
+    "ohlcv_to_dataframe",
-    'order_book_to_dataframe',
+    "order_book_to_dataframe",
-    'reduce_dataframe_footprint',
+    "reduce_dataframe_footprint",
-    'trim_dataframe',
+    "trim_dataframe",
-    'trim_dataframes',
+    "trim_dataframes",
-    'convert_trades_format',
+    "convert_trades_format",
-    'convert_trades_to_ohlcv',
+    "convert_trades_to_ohlcv",
-    'trades_convert_types',
+    "trades_convert_types",
-    'trades_df_remove_duplicates',
+    "trades_df_remove_duplicates",
-    'trades_dict_to_list',
+    "trades_dict_to_list",
-    'trades_list_to_df',
+    "trades_list_to_df",
-    'trades_to_ohlcv',
+    "trades_to_ohlcv",
 ]
@@ -1,6 +1,7 @@
 """
 Functions to convert data from one format to another
 """
 import logging
 from typing import Dict
@@ -15,8 +16,14 @@ from freqtrade.enums import CandleType, TradingMode
 logger = logging.getLogger(__name__)
-def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
+def ohlcv_to_dataframe(
-                       fill_missing: bool = True, drop_incomplete: bool = True) -> DataFrame:
+    ohlcv: list,
    timeframe: str,
    pair: str,
    *,
    fill_missing: bool = True,
    drop_incomplete: bool = True,
 ) -> DataFrame:
    """
    Converts a list with candle (OHLCV) data (in format returned by ccxt.fetch_ohlcv)
    to a Dataframe
@@ -32,20 +39,28 @@ def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
    cols = DEFAULT_DATAFRAME_COLUMNS
    df = DataFrame(ohlcv, columns=cols)
-    df['date'] = to_datetime(df['date'], unit='ms', utc=True)
+    df["date"] = to_datetime(df["date"], unit="ms", utc=True)
    # Some exchanges return int values for Volume and even for OHLC.
    # Convert them since TA-LIB indicators used in the strategy assume floats
    # and fail with exception...
-    df = df.astype(dtype={'open': 'float', 'high': 'float', 'low': 'float', 'close': 'float',
+    df = df.astype(
-                          'volume': 'float'})
+        dtype={
-    return clean_ohlcv_dataframe(df, timeframe, pair,
+            "open": "float",
-                                 fill_missing=fill_missing,
+            "high": "float",
-                                 drop_incomplete=drop_incomplete)
+            "low": "float",
            "close": "float",
            "volume": "float",
        }
    )
    return clean_ohlcv_dataframe(
        df, timeframe, pair, fill_missing=fill_missing, drop_incomplete=drop_incomplete
    )
-def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
+def clean_ohlcv_dataframe(
-                          fill_missing: bool, drop_incomplete: bool) -> DataFrame:
+    data: DataFrame, timeframe: str, pair: str, *, fill_missing: bool, drop_incomplete: bool
 ) -> DataFrame:
    """
    Cleanse a OHLCV dataframe by
      * Grouping it by date (removes duplicate tics)
@@ -60,17 +75,19 @@ def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
    :return: DataFrame
    """
    # group by index and aggregate results to eliminate duplicate ticks
-    data = data.groupby(by='date', as_index=False, sort=True).agg({
+    data = data.groupby(by="date", as_index=False, sort=True).agg(
-        'open': 'first',
+        {
-        'high': 'max',
+            "open": "first",
-        'low': 'min',
+            "high": "max",
-        'close': 'last',
+            "low": "min",
-        'volume': 'max',
+            "close": "last",
-    })
+            "volume": "max",
        }
    )
    # eliminate partial candle
    if drop_incomplete:
        data.drop(data.tail(1).index, inplace=True)
-        logger.debug('Dropping last candle')
+        logger.debug("Dropping last candle")
    if fill_missing:
        return ohlcv_fill_up_missing_data(data, timeframe, pair)
@@ -81,37 +98,35 @@ def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
 def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
    """
    Fills up missing data with 0 volume rows,
-    using the previous close as price for "open", "high" "low" and "close", volume is set to 0
+    using the previous close as price for "open", "high", "low" and "close", volume is set to 0
    """
    from freqtrade.exchange import timeframe_to_resample_freq
-    ohlcv_dict = {
+    ohlcv_dict = {"open": "first", "high": "max", "low": "min", "close": "last", "volume": "sum"}
        'open': 'first',
        'high': 'max',
        'low': 'min',
        'close': 'last',
        'volume': 'sum'
    }
    resample_interval = timeframe_to_resample_freq(timeframe)
    # Resample to create "NAN" values
-    df = dataframe.resample(resample_interval, on='date').agg(ohlcv_dict)
+    df = dataframe.resample(resample_interval, on="date").agg(ohlcv_dict)
    # Forwardfill close for missing columns
-    df['close'] = df['close'].ffill()
+    df["close"] = df["close"].ffill()
    # Use close for "open, high, low"
-    df.loc[:, ['open', 'high', 'low']] = df[['open', 'high', 'low']].fillna(
+    df.loc[:, ["open", "high", "low"]] = df[["open", "high", "low"]].fillna(
-        value={'open': df['close'],
+        value={
-               'high': df['close'],
+            "open": df["close"],
-               'low': df['close'],
+            "high": df["close"],
-               })
+            "low": df["close"],
        }
    )
    df.reset_index(inplace=True)
    len_before = len(dataframe)
    len_after = len(df)
    pct_missing = (len_after - len_before) / len_before if len_before > 0 else 0
    if len_before != len_after:
-        message = (f"Missing data fillup for {pair}, {timeframe}: "
+        message = (
-                   f"before: {len_before} - after: {len_after} - {pct_missing:.2%}")
+            f"Missing data fillup for {pair}, {timeframe}: "
            f"before: {len_before} - after: {len_after} - {pct_missing:.2%}"
        )
        if pct_missing > 0.01:
            logger.info(message)
        else:
@@ -120,8 +135,9 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
    return df
-def trim_dataframe(df: DataFrame, timerange, *, df_date_col: str = 'date',
+def trim_dataframe(
-                   startup_candles: int = 0) -> DataFrame:
+    df: DataFrame, timerange, *, df_date_col: str = "date", startup_candles: int = 0
 ) -> DataFrame:
    """
    Trim dataframe based on given timerange
    :param df: Dataframe to trim
@@ -134,15 +150,16 @@ def trim_dataframe(df: DataFrame, timerange, *, df_date_col: str = 'date',
        # Trim candles instead of timeframe in case of given startup_candle count
        df = df.iloc[startup_candles:, :]
    else:
-        if timerange.starttype == 'date':
+        if timerange.starttype == "date":
            df = df.loc[df[df_date_col] >= timerange.startdt, :]
-    if timerange.stoptype == 'date':
+    if timerange.stoptype == "date":
        df = df.loc[df[df_date_col] <= timerange.stopdt, :]
    return df
-def trim_dataframes(preprocessed: Dict[str, DataFrame], timerange,
+def trim_dataframes(
-                    startup_candles: int) -> Dict[str, DataFrame]:
+    preprocessed: Dict[str, DataFrame], timerange, startup_candles: int
 ) -> Dict[str, DataFrame]:
    """
    Trim startup period from analyzed dataframes
    :param preprocessed: Dict of pair: dataframe
@@ -157,8 +174,9 @@ def trim_dataframes(preprocessed: Dict[str, DataFrame], timerange,
        if not trimed_df.empty:
            processed[pair] = trimed_df
        else:
-            logger.warning(f'{pair} has no data left after adjusting for startup candles, '
+            logger.warning(
-                           f'skipping.')
+                f"{pair} has no data left after adjusting for startup candles, skipping."
            )
    return processed
@@ -170,19 +188,28 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     b_sum       b_size       bids       asks       a_size       a_sum
    -------------------------------------------------------------------
    """
-    cols = ['bids', 'b_size']
+    cols = ["bids", "b_size"]
    bids_frame = DataFrame(bids, columns=cols)
    # add cumulative sum column
-    bids_frame['b_sum'] = bids_frame['b_size'].cumsum()
+    bids_frame["b_sum"] = bids_frame["b_size"].cumsum()
-    cols2 = ['asks', 'a_size']
+    cols2 = ["asks", "a_size"]
    asks_frame = DataFrame(asks, columns=cols2)
    # add cumulative sum column
-    asks_frame['a_sum'] = asks_frame['a_size'].cumsum()
+    asks_frame["a_sum"] = asks_frame["a_size"].cumsum()
-    frame = pd.concat([bids_frame['b_sum'], bids_frame['b_size'], bids_frame['bids'],
+    frame = pd.concat(
-                       asks_frame['asks'], asks_frame['a_size'], asks_frame['a_sum']], axis=1,
+        [
-                      keys=['b_sum', 'b_size', 'bids', 'asks', 'a_size', 'a_sum'])
+            bids_frame["b_sum"],
            bids_frame["b_size"],
            bids_frame["bids"],
            asks_frame["asks"],
            asks_frame["a_size"],
            asks_frame["a_sum"],
        ],
        axis=1,
        keys=["b_sum", "b_size", "bids", "asks", "a_size", "a_sum"],
    )
    # logger.info('order book %s', frame )
    return frame
@@ -200,48 +227,52 @@ def convert_ohlcv_format(
    :param convert_to: Target format
    :param erase: Erase source data (does not apply if source and target format are identical)
    """
-    from freqtrade.data.history.idatahandler import get_datahandler
+    from freqtrade.data.history import get_datahandler
-    src = get_datahandler(config['datadir'], convert_from)
+
-    trg = get_datahandler(config['datadir'], convert_to)
+    src = get_datahandler(config["datadir"], convert_from)
-    timeframes = config.get('timeframes', [config.get('timeframe')])
+    trg = get_datahandler(config["datadir"], convert_to)
    timeframes = config.get("timeframes", [config.get("timeframe")])
    logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
-    candle_types = [CandleType.from_string(ct) for ct in config.get('candle_types', [
+    candle_types = [
-        c.value for c in CandleType])]
+        CandleType.from_string(ct)
        for ct in config.get("candle_types", [c.value for c in CandleType])
    ]
    logger.info(candle_types)
-    paircombs = src.ohlcv_get_available_data(config['datadir'], TradingMode.SPOT)
+    paircombs = src.ohlcv_get_available_data(config["datadir"], TradingMode.SPOT)
-    paircombs.extend(src.ohlcv_get_available_data(config['datadir'], TradingMode.FUTURES))
+    paircombs.extend(src.ohlcv_get_available_data(config["datadir"], TradingMode.FUTURES))
-    if 'pairs' in config:
+    if "pairs" in config:
        # Filter pairs
-        paircombs = [comb for comb in paircombs if comb[0] in config['pairs']]
+        paircombs = [comb for comb in paircombs if comb[0] in config["pairs"]]
-    if 'timeframes' in config:
+    if "timeframes" in config:
-        paircombs = [comb for comb in paircombs if comb[1] in config['timeframes']]
+        paircombs = [comb for comb in paircombs if comb[1] in config["timeframes"]]
    paircombs = [comb for comb in paircombs if comb[2] in candle_types]
    paircombs = sorted(paircombs, key=lambda x: (x[0], x[1], x[2].value))
-    formatted_paircombs = '\n'.join([f"{pair}, {timeframe}, {candle_type}"
+    formatted_paircombs = "\n".join(
-                                    for pair, timeframe, candle_type in paircombs])
+        [f"{pair}, {timeframe}, {candle_type}" for pair, timeframe, candle_type in paircombs]
    )
-    logger.info(f"Converting candle (OHLCV) data for the following pair combinations:\n"
+    logger.info(
-                f"{formatted_paircombs}")
+        f"Converting candle (OHLCV) data for the following pair combinations:\n"
        f"{formatted_paircombs}"
    )
    for pair, timeframe, candle_type in paircombs:
-        data = src.ohlcv_load(pair=pair, timeframe=timeframe,
+        data = src.ohlcv_load(
            pair=pair,
            timeframe=timeframe,
            timerange=None,
            fill_missing=False,
            drop_incomplete=False,
            startup_candles=0,
-                              candle_type=candle_type)
+            candle_type=candle_type,
        )
        logger.info(f"Converting {len(data)} {timeframe} {candle_type} candles for {pair}")
        if len(data) > 0:
-            trg.ohlcv_store(
+            trg.ohlcv_store(pair=pair, timeframe=timeframe, data=data, candle_type=candle_type)
                pair=pair,
                timeframe=timeframe,
                data=data,
                candle_type=candle_type
            )
            if erase and convert_from != convert_to:
                logger.info(f"Deleting source data for {pair} / {timeframe}")
                src.ohlcv_purge(pair=pair, timeframe=timeframe, candle_type=candle_type)
@@ -254,12 +285,11 @@ def reduce_dataframe_footprint(df: DataFrame) -> DataFrame:
    :return: Dataframe converted to float/int 32s
    """
-    logger.debug(f"Memory usage of dataframe is "
+    logger.debug(f"Memory usage of dataframe is {df.memory_usage().sum() / 1024**2:.2f} MB")
                 f"{df.memory_usage().sum() / 1024**2:.2f} MB")
    df_dtypes = df.dtypes
    for column, dtype in df_dtypes.items():
-        if column in ['open', 'high', 'low', 'close', 'volume']:
+        if column in ["open", "high", "low", "close", "volume"]:
            continue
        if dtype == np.float64:
            df_dtypes[column] = np.float32
@@ -267,7 +297,6 @@ def reduce_dataframe_footprint(df: DataFrame) -> DataFrame:
            df_dtypes[column] = np.int32
    df = df.astype(df_dtypes)
-    logger.debug(f"Memory usage after optimization is: "
+    logger.debug(f"Memory usage after optimization is: {df.memory_usage().sum() / 1024**2:.2f} MB")
                 f"{df.memory_usage().sum() / 1024**2:.2f} MB")
    return df
--- a/Show More
+++ b/Show More