Merge pull request #10383 from freqtrade/new_release

New release 2024.6
2024-07-01 10:45:09 +02:00
parent 8d51a801ad d9b588fe59
commit a55691ea7f
94 changed files with 2967 additions and 1257 deletions
@@ -24,7 +24,7 @@ jobs:
    runs-on: ${{ matrix.os }}
    strategy:
      matrix:
-        os: [ ubuntu-20.04, ubuntu-22.04 ]
+        os: [ "ubuntu-20.04", "ubuntu-22.04", "ubuntu-24.04" ]
        python-version: ["3.9", "3.10", "3.11", "3.12"]
    steps:
@@ -55,7 +55,7 @@ jobs:
    - name: Installation - *nix
      run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade "pip<=24.0" wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -192,7 +192,7 @@ jobs:
    - name: Installation (python)
      run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade "pip<=24.0" wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -318,6 +318,17 @@ jobs:
      run: |
        mypy freqtrade scripts tests
    - name: Run Pester tests (PowerShell)
      run: |
        $PSVersionTable
        Set-PSRepository psgallery -InstallationPolicy trusted
        Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force -SkipPublisherCheck
        $Error.clear()
        Invoke-Pester -Path "tests" -CI
        if ($Error.Length -gt 0) {exit 1}
      shell: powershell
    - name: Discord notification
      uses: rjstone/discord-webhook-notify@v1
      if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
@@ -411,7 +422,7 @@ jobs:
    - name: Installation - *nix
      run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade "pip<=24.0" wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
        export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -522,12 +533,12 @@ jobs:
    - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.8.14
+      uses: pypa/gh-action-pypi-publish@v1.9.0
      with:
        repository-url: https://test.pypi.org/legacy/
    - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.8.14
+      uses: pypa/gh-action-pypi-publish@v1.9.0
  deploy-docker:
@@ -566,11 +577,11 @@ jobs:
          docker version -f '{{.Server.Experimental}}'
    - name: Set up QEMU
-      uses: docker/setup-qemu-action@v1
+      uses: docker/setup-qemu-action@v3
    - name: Set up Docker Buildx
      id: buildx
-      uses: docker/setup-buildx-action@v1
+      uses: docker/setup-buildx-action@v3
    - name: Available platforms
      run: echo ${{ steps.buildx.outputs.platforms }}
@@ -2,7 +2,7 @@
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
  - repo: https://github.com/pycqa/flake8
-    rev: "7.0.0"
+    rev: "7.1.0"
    hooks:
      - id: flake8
        additional_dependencies: [Flake8-pyproject]
@@ -16,10 +16,10 @@ repos:
        additional_dependencies:
          - types-cachetools==5.3.0.7
          - types-filelock==3.2.7
-          - types-requests==2.32.0.20240523
+          - types-requests==2.32.0.20240622
          - types-tabulate==0.9.0.20240106
          - types-python-dateutil==2.9.0.20240316
-          - SQLAlchemy==2.0.30
+          - SQLAlchemy==2.0.31
        # stages: [push]
  - repo: https://github.com/pycqa/isort
@@ -31,7 +31,7 @@ repos:
  - repo: https://github.com/charliermarsh/ruff-pre-commit
    # Ruff version.
-    rev: 'v0.4.5'
+    rev: 'v0.4.10'
    hooks:
      - id: ruff
@@ -1,4 +1,4 @@
-FROM python:3.12.3-slim-bookworm as base
+FROM python:3.12.4-slim-bookworm as base
 # Setup env
 ENV LANG C.UTF-8
@@ -25,7 +25,7 @@ FROM base as python-deps
 RUN  apt-get update \
  && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
  && apt-get clean \
-  && pip install --upgrade pip wheel
+  && pip install --upgrade "pip<=24.0" wheel
 # Install TA-lib
 COPY build_helpers/* /tmp/
@@ -35,7 +35,7 @@ ENV LD_LIBRARY_PATH /usr/local/lib
 # Install dependencies
 COPY --chown=ftuser:ftuser requirements.txt requirements-hyperopt.txt /freqtrade/
 USER ftuser
-RUN  pip install --user --no-cache-dir numpy \
+RUN  pip install --user --no-cache-dir "numpy<2.0" \
  && pip install --user --no-cache-dir -r requirements-hyperopt.txt
 # Copy dependencies to runtime-image
@@ -1,6 +1,6 @@
 # vendored Wheels compiled via https://github.com/xmatthias/ta-lib-python/tree/ta_bundled_040
-python -m pip install --upgrade pip wheel
+python -m pip install --upgrade "pip<=24.0" wheel
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
@@ -17,7 +17,7 @@ RUN mkdir /freqtrade \
  && chown ftuser:ftuser /freqtrade \
  # Allow sudoers
  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \
-  && pip install --upgrade pip
+  && pip install --upgrade "pip<=24.0"
 WORKDIR /freqtrade
@@ -253,36 +253,36 @@ A backtesting result will look like that:
 ```
 ================================================ BACKTESTING REPORT =================================================
-| Pair     | Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
+| Pair     | Trades |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
-|:---------|--------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
+|----------+--------+----------------+------------------+----------------+--------------+--------------------------|
-| ADA/BTC  |      35 |          -0.11 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
+| ADA/BTC  |     35 |          -0.11 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
-| ARK/BTC  |      11 |          -0.41 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
+| ARK/BTC  |     11 |          -0.41 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
-| BTS/BTC  |      32 |           0.31 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
+| BTS/BTC  |     32 |           0.31 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
-| DASH/BTC |      13 |          -0.08 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
+| DASH/BTC |     13 |          -0.08 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
-| ENG/BTC  |      18 |           1.36 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
+| ENG/BTC  |     18 |           1.36 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
-| EOS/BTC  |      36 |           0.08 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
+| EOS/BTC  |     36 |           0.08 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
-| ETC/BTC  |      26 |           0.37 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
+| ETC/BTC  |     26 |           0.37 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
-| ETH/BTC  |      33 |           0.30 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
+| ETH/BTC  |     33 |           0.30 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
-| IOTA/BTC |      32 |           0.03 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
+| IOTA/BTC |     32 |           0.03 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
-| LSK/BTC  |      15 |           1.75 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
+| LSK/BTC  |     15 |           1.75 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
-| LTC/BTC  |      32 |          -0.04 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
+| LTC/BTC  |     32 |          -0.04 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
-| NANO/BTC |      17 |           1.26 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
+| NANO/BTC |     17 |           1.26 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
-| NEO/BTC  |      23 |           0.82 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
+| NEO/BTC  |     23 |           0.82 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
-| REQ/BTC  |       9 |           1.17 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
+| REQ/BTC  |      9 |           1.17 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
-| XLM/BTC  |      16 |           1.22 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
+| XLM/BTC  |     16 |           1.22 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
-| XMR/BTC  |      23 |          -0.18 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
+| XMR/BTC  |     23 |          -0.18 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
-| XRP/BTC  |      35 |           0.66 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
+| XRP/BTC  |     35 |           0.66 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
-| ZEC/BTC  |      22 |          -0.46 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
+| ZEC/BTC  |     22 |          -0.46 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
-| TOTAL    |     429 |           0.36 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
+| TOTAL    |    429 |           0.36 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
 ============================================= LEFT OPEN TRADES REPORT =============================================
-| Pair     |  Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
+| Pair     |  Trades |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
-|:---------|---------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
+|----------+---------+----------------+------------------+----------------+----------------+---------------------|
-| ADA/BTC  |        1 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
+| ADA/BTC  |       1 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
-| LTC/BTC  |        1 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
+| LTC/BTC  |       1 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
-| TOTAL    |        2 |           0.78 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
+| TOTAL    |       2 |           0.78 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
 ==================== EXIT REASON STATS ====================
 | Exit Reason        |   Exits |  Wins |  Draws |  Losses |
-|:-------------------|--------:|------:|-------:|--------:|
+|--------------------+---------+-------+--------+---------|
 | trailing_stop_loss |     205 |   150 |      0 |      55 |
 | stop_loss          |     166 |     0 |      0 |     166 |
 | exit_signal        |      56 |    36 |      0 |      20 |
@@ -631,10 +631,10 @@ Detailed output for all strategies one after the other will be available, so mak
 ```
 ================================================== STRATEGY SUMMARY ===================================================================
-| Strategy    |  Entries |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
+| Strategy    |  Trades |   Avg Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
-|:------------|---------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
+|-------------+---------+----------------+------------------+----------------+----------------+-------+--------+--------+------------|
-| Strategy1   |      429 |           0.36 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
+| Strategy1   |     429 |           0.36 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
-| Strategy2   |     1487 |          -0.13 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
+| Strategy2   |    1487 |          -0.13 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
 ```
 ## Next step
@@ -373,7 +373,7 @@ Filters low-value coins which would not allow setting stoplosses.
 Namely, pairs are blacklisted if a variance of one percent or more in the stop price would be caused by precision rounding on the exchange, i.e. `rounded(stop_price) <= rounded(stop_price * 0.99)`. The idea is to avoid coins with a value VERY close to their lower trading boundary, not allowing setting of proper stoploss.
-!!! Tip "PerformanceFilter is pointless for futures trading"
+!!! Tip "PrecisionFilter is pointless for futures trading"
    The above does not apply to shorts. And for longs, in theory the trade will be liquidated first.
 !!! Warning "Backtesting"
@@ -2,6 +2,14 @@
 This page explains how to plot prices, indicators and profits.
 !!! Warning "Deprecated"
    The commands described in this page (`plot-dataframe`, `plot-profit`) should be considered deprecated and are in maintenance mode.
    This is mostly for the performance problems even medium sized plots can cause, but also because "store a file and open it in a browser" isn't very intuitive from a UI perspective.
    While there are no immediate plans to remove them, they are not actively maintained - and may be removed short-term should major changes be required to keep them working.
    Please use [FreqUI](freq-ui.md) for plotting needs, which doesn't struggle with the same performance problems.
 ## Installation / Setup
 Plotting modules use the Plotly library. You can install / upgrade this by running the following command:
@@ -1,6 +1,6 @@
 markdown==3.6
 mkdocs==1.6.0
-mkdocs-material==9.5.24
+mkdocs-material==9.5.27
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.8.1
 jinja2==3.1.4
@@ -118,6 +118,14 @@ By default, the script assumes `127.0.0.1` (localhost) and port `8080` to be use
 freqtrade-client --config rest_config.json <command> [optional parameters]
 ```
 Commands with many arguments may require keyword arguments (for clarity) - which can be provided as follows:
 ``` bash
 freqtrade-client --config rest_config.json forceenter BTC/USDT long enter_tag=GutFeeling
 ```
 This method will work for all arguments - check the "show" command for a list of available parameters.
 ??? Note "Programmatic use"
    The `freqtrade-client` package (installable independent of freqtrade) can be used in your own scripts to interact with the freqtrade API.
    to do so, please use the following:
@@ -165,7 +165,9 @@ E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoplo
 During backtesting, `current_rate` (and `current_profit`) are provided against the candle's high (or low for short trades) - while the resulting stoploss is evaluated against the candle's low (or high for short trades).
 The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price.
-Returning None will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss.
+Returning `None` will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss.
 `NaN` and `inf` values are considered invalid and will be ignored (identical to `None`).
 Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade)).
@@ -467,7 +469,7 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
 ??? Example "Returning a stoploss using absolute price from the custom stoploss function"
-    If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), current_rate, is_short=trade.is_short, leverage=trade.leverage)`.
+    If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), current_rate=current_rate, is_short=trade.is_short, leverage=trade.leverage)`.
    For futures, we need to adjust the direction (up or down), as well as adjust for leverage, since the [`custom_stoploss`](strategy-callbacks.md#custom-stoploss) callback  returns the ["risk for this trade"](stoploss.md#stoploss-and-leverage) - not the relative price movement.
    ``` python
@@ -492,7 +494,8 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
            candle = dataframe.iloc[-1].squeeze()
            side = 1 if trade.is_short else -1
            return stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), 
-                                          current_rate, is_short=trade.is_short,
+                                          current_rate=current_rate, 
                                          is_short=trade.is_short,
                                          leverage=trade.leverage)
    ```
@@ -13,28 +13,28 @@ The following attributes / properties are available for each individual trade -
 |  Attribute | DataType | Description |
 |------------|-------------|-------------|
-`pair`| string | Pair of this trade
+| `pair` | string | Pair of this trade. |
-`is_open`| boolean | Is the trade currently open, or has it been concluded
+| `is_open` | boolean | Is the trade currently open, or has it been concluded. |
-`open_rate`| float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)
+| `open_rate` | float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments). |
-`close_rate`| float | Close rate - only set when is_open = False
+| `close_rate` | float | Close rate - only set when is_open = False. |
-`stake_amount`| float | Amount in Stake (or Quote) currency.
+| `stake_amount` | float | Amount in Stake (or Quote) currency. |
-`amount`| float | Amount in Asset / Base currency that is currently owned.
+| `amount` | float | Amount in Asset / Base currency that is currently owned. |
-`open_date`| datetime | Timestamp when trade was opened **use `open_date_utc` instead**
+| `open_date` | datetime | Timestamp when trade was opened **use `open_date_utc` instead** |
-`open_date_utc`| datetime | Timestamp when trade was opened - in UTC
+| `open_date_utc` | datetime | Timestamp when trade was opened - in UTC. |
-`close_date`| datetime | Timestamp when trade was closed **use `close_date_utc` instead**
+| `close_date` | datetime | Timestamp when trade was closed **use `close_date_utc` instead** |
-`close_date_utc`| datetime | Timestamp when trade was closed - in UTC
+| `close_date_utc` | datetime | Timestamp when trade was closed - in UTC. |
-`close_profit`| float | Relative profit at the time of trade closure. `0.01` == 1%
+| `close_profit` | float | Relative profit at the time of trade closure. `0.01` == 1% |
-`close_profit_abs`| float | Absolute profit (in stake currency) at the time of trade closure.
+| `close_profit_abs` | float | Absolute profit (in stake currency) at the time of trade closure. |
-`leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets.
+| `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. |
-`enter_tag`| string | Tag provided on entry via the `enter_tag` column in the dataframe
+| `enter_tag` | string | Tag provided on entry via the `enter_tag` column in the dataframe. |
-`is_short` | boolean | True for short trades, False otherwise
+| `is_short` | boolean | True for short trades, False otherwise. |
-`orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders)
+| `orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders). |
-`date_last_filled_utc` | datetime | Time of the last filled order
+| `date_last_filled_utc` | datetime | Time of the last filled order. |
-`entry_side` | "buy" / "sell" | Order Side the trade was entered
+| `entry_side` | "buy" / "sell" | Order Side the trade was entered. |
-`exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction.
+| `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction. |
-`trade_direction` | "long" / "short" | Trade direction in text - long or short.
+| `trade_direction` | "long" / "short" | Trade direction in text - long or short. |
-`nr_of_successful_entries` | int | Number of successful (filled) entry orders
+| `nr_of_successful_entries` | int | Number of successful (filled) entry orders. |
-`nr_of_successful_exits` | int | Number of successful (filled) exit orders
+| `nr_of_successful_exits` | int | Number of successful (filled) exit orders. |
 ## Class methods
@@ -5,6 +5,30 @@ We **strongly** recommend that Windows users use [Docker](docker_quickstart.md)
 If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
 Otherwise, please follow the instructions below.
 All instructions assume that python 3.9+ is installed and available.
 ## Clone the git repository
 First of all clone the repository by running:
 ``` powershell
 git clone https://github.com/freqtrade/freqtrade.git
 ```
 Now, choose your installation method, either automatically via script (recommended) or manually following the corresponding instructions.
 ## Install freqtrade automatically
 ### Run the installation script
 The script will ask you a few questions to determine which parts should be installed.
 ```powershell
 Set-ExecutionPolicy -ExecutionPolicy Bypass
 cd freqtrade
 . .\setup.ps1
 ```
 ## Install freqtrade manually
 !!! Note "64bit Python version"
@@ -14,13 +38,7 @@ Otherwise, please follow the instructions below.
 !!! Hint
    Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Anaconda installation section](installation.md#installation-with-conda) in the documentation for more information.
-### 1. Clone the git repository
+### Install ta-lib
 ```bash
 git clone https://github.com/freqtrade/freqtrade.git
 ```
 ### 2. Install ta-lib
 Install ta-lib according to the [ta-lib documentation](https://github.com/TA-Lib/ta-lib-python#windows).
@@ -1,6 +1,6 @@
 """Freqtrade bot"""
-__version__ = "2024.5"
+__version__ = "2024.6"
 if "dev" in __version__:
    from pathlib import Path
@@ -30,5 +30,5 @@ if "dev" in __version__:
            versionfile = Path("./freqtrade_commit")
            if versionfile.is_file():
                __version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"
-        except Exception:
+        except Exception:  # noqa: S110
            pass
@@ -187,7 +187,7 @@ def ask_user_config() -> Dict[str, Any]:
                "Insert Api server Listen Address (0.0.0.0 for docker, "
                "otherwise best left untouched)"
            ),
-            "default": "127.0.0.1" if not running_in_docker() else "0.0.0.0",
+            "default": "127.0.0.1" if not running_in_docker() else "0.0.0.0",  # noqa: S104
            "when": lambda x: x["api_server"],
        },
        {
@@ -2,6 +2,7 @@
 This module contains the configuration class
 """
 import ast
 import logging
 import warnings
 from copy import deepcopy
@@ -301,7 +302,7 @@ class Configuration:
        # Edge section:
        if "stoploss_range" in self.args and self.args["stoploss_range"]:
-            txt_range = eval(self.args["stoploss_range"])
+            txt_range = ast.literal_eval(self.args["stoploss_range"])
            config["edge"].update({"stoploss_range_min": txt_range[0]})
            config["edge"].update({"stoploss_range_max": txt_range[1]})
            config["edge"].update({"stoploss_range_step": txt_range[2]})
@@ -618,6 +618,11 @@ def download_data_main(config: Config) -> None:
    # Start downloading
    try:
        if config.get("download_trades"):
            if not exchange.get_option("trades_has_history", True):
                raise OperationalException(
                    f"Trade history not available for {exchange.name}. "
                    "You cannot use --dl-trades for this exchange."
                )
            pairs_not_available = refresh_backtest_trades_data(
                exchange,
                pairs=expanded_pairs,
@@ -1,7 +1,7 @@
 from enum import Enum
-class RunMode(Enum):
+class RunMode(str, Enum):
    """
    Bot running mode (backtest, hyperopt, ...)
    can be "live", "dry-run", "backtest", "edge", "hyperopt".
@@ -28,6 +28,7 @@ class Binance(Exchange):
        "ohlcv_candle_limit": 1000,
        "trades_pagination": "id",
        "trades_pagination_arg": "fromId",
        "trades_has_history": True,
        "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
    }
    _ft_has_futures: Dict = {
@@ -20,4 +20,5 @@ class Bingx(Exchange):
        "stoploss_on_exchange": True,
        "stoploss_order_types": {"limit": "limit", "market": "market"},
        "order_time_in_force": ["GTC", "IOC", "PO"],
        "trades_has_history": False,  # Endpoint doesn't seem to support pagination
    }
@@ -18,4 +18,5 @@ class Bitmart(Exchange):
    _ft_has: Dict = {
        "stoploss_on_exchange": False,  # Bitmart API does not support stoploss orders
        "ohlcv_candle_limit": 200,
        "trades_has_history": False,  # Endpoint doesn't seem to support pagination
    }
@@ -33,6 +33,7 @@ class Bybit(Exchange):
        "ohlcv_candle_limit": 1000,
        "ohlcv_has_history": True,
        "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
        "trades_has_history": False,  # Endpoint doesn't support pagination
    }
    _ft_has_futures: Dict = {
        "ohlcv_has_history": True,
@@ -117,6 +117,7 @@ class Exchange:
        "tickers_have_price": True,
        "trades_pagination": "time",  # Possible are "time" or "id"
        "trades_pagination_arg": "since",
        "trades_has_history": False,
        "l2_limit_range": None,
        "l2_limit_range_required": True,  # Allow Empty L2 limit (kucoin)
        "mark_ohlcv_price": "mark",
@@ -151,7 +152,7 @@ class Exchange:
        :return: None
        """
        self._api: ccxt.Exchange
-        self._api_async: ccxt_async.Exchange = None
+        self._api_async: ccxt_async.Exchange
        self._markets: Dict = {}
        self._trading_fees: Dict[str, Any] = {}
        self._leverage_tiers: Dict[str, List[Dict]] = {}
@@ -233,7 +234,7 @@ class Exchange:
        self.required_candle_call_count = 1
        if validate:
            # Initial markets load
-            self._load_markets()
+            self.reload_markets(True, load_leverage_tiers=False)
            self.validate_config(config)
            self._startup_candle_count: int = config.get("startup_candle_count", 0)
            self.required_candle_call_count = self.validate_required_startup_candles(
@@ -258,7 +259,7 @@ class Exchange:
    def close(self):
        logger.debug("Exchange object destroyed, closing async loop")
        if (
-            self._api_async
+            getattr(self, "_api_async", None)
            and inspect.iscoroutinefunction(self._api_async.close)
            and self._api_async.session
        ):
@@ -354,7 +355,7 @@ class Exchange:
        """exchange ccxt markets"""
        if not self._markets:
            logger.info("Markets were not loaded. Loading them now..")
-            self._load_markets()
+            self.reload_markets(True)
        return self._markets
    @property
@@ -530,30 +531,26 @@ class Exchange:
            amount, self.get_precision_amount(pair), self.precisionMode, contract_size
        )
-    def _load_async_markets(self, reload: bool = False) -> None:
+    def _load_async_markets(self, reload: bool = False) -> Dict[str, Any]:
        try:
-            if self._api_async:
+            markets = self.loop.run_until_complete(
-                self.loop.run_until_complete(self._api_async.load_markets(reload=reload, params={}))
+                self._api_async.load_markets(reload=reload, params={})
            )
-        except (asyncio.TimeoutError, ccxt.BaseError) as e:
+            if isinstance(markets, Exception):
-            logger.warning("Could not load async markets. Reason: %s", e)
+                raise markets
-            return
+            return markets
        except asyncio.TimeoutError as e:
            logger.warning("Could not load markets. Reason: %s", e)
            raise TemporaryError from e
-    def _load_markets(self) -> None:
+    def reload_markets(self, force: bool = False, *, load_leverage_tiers: bool = True) -> None:
-        """Initialize markets both sync and async"""
+        """
-        try:
+        Reload / Initialize markets both sync and async if refresh interval has passed
            self._markets = self._api.load_markets(params={})
            self._load_async_markets()
            self._last_markets_refresh = dt_ts()
            if self._ft_has["needs_trading_fees"]:
                self._trading_fees = self.fetch_trading_fees()
-        except ccxt.BaseError:
+        """
            logger.exception("Unable to initialize markets.")
    def reload_markets(self, force: bool = False) -> None:
        """Reload markets both sync and async if refresh interval has passed"""
        # Check whether markets have to be reloaded
        is_initial = self._last_markets_refresh == 0
        if (
            not force
            and self._last_markets_refresh > 0
@@ -562,13 +559,18 @@ class Exchange:
            return None
        logger.debug("Performing scheduled market reload..")
        try:
-            self._markets = self._api.load_markets(reload=True, params={})
+            # Reload async markets, then assign them to sync api
-            # Also reload async markets to avoid issues with newly listed pairs
+            self._markets = self._load_async_markets(reload=True)
-            self._load_async_markets(reload=True)
+            self._api.set_markets(self._api_async.markets, self._api_async.currencies)
            self._last_markets_refresh = dt_ts()
-            self.fill_leverage_tiers()
+
-        except ccxt.BaseError:
+            if is_initial and self._ft_has["needs_trading_fees"]:
-            logger.exception("Could not reload markets.")
+                self._trading_fees = self.fetch_trading_fees()
            if load_leverage_tiers and self.trading_mode == TradingMode.FUTURES:
                self.fill_leverage_tiers()
        except (ccxt.BaseError, TemporaryError):
            logger.exception("Could not load markets.")
    def validate_stakecurrency(self, stake_currency: str) -> None:
        """
@@ -31,6 +31,7 @@ class Gate(Exchange):
        "stop_price_param": "stopPrice",
        "stop_price_prop": "stopPrice",
        "marketOrderRequiresPrice": True,
        "trades_has_history": False,  # Endpoint would support this - but ccxt doesn't.
    }
    _ft_has_futures: Dict = {
@@ -28,6 +28,7 @@ class Htx(Exchange):
            "1w": 500,
            "1M": 500,
        },
        "trades_has_history": False,  # Endpoint doesn't have a "since" parameter
    }
    def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
@@ -31,6 +31,7 @@ class Kraken(Exchange):
        "trades_pagination": "id",
        "trades_pagination_arg": "since",
        "trades_pagination_overlap": False,
        "trades_has_history": True,
        "mark_ohlcv_timeframe": "4h",
    }
@@ -33,6 +33,7 @@ class Okx(Exchange):
        "funding_fee_timeframe": "8h",
        "stoploss_order_types": {"limit": "limit"},
        "stoploss_on_exchange": True,
        "trades_has_history": False,  # Endpoint doesn't have a "since" parameter
    }
    _ft_has_futures: Dict = {
        "tickers_have_quoteVolume": False,
@@ -148,7 +148,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
        the motivation here is that `n_steps` is easier to optimize and keep stable,
        across different n_obs - the number of data points.
        """
-        assert isinstance(self.n_steps, int), "Either `n_steps` or `n_epochs` should be set."
+        if not isinstance(self.n_steps, int):
            raise ValueError("Either `n_steps` or `n_epochs` should be set.")
        n_batches = n_obs // self.batch_size
        n_epochs = max(self.n_steps // n_batches, 1)
        if n_epochs <= 10:
@@ -217,7 +217,7 @@ class FreqtradeBot(LoggingMixin):
        except Exception:
            # Exceptions here will be happening if the db disappeared.
            # At which point we can no longer commit anyway.
-            pass
+            logger.exception("Error during cleanup")
    def startup(self) -> None:
        """
@@ -13,7 +13,7 @@ def get_strategy_run_id(strategy) -> str:
    :param strategy: strategy object.
    :return: hex string id.
    """
-    digest = hashlib.sha1()
+    digest = hashlib.sha1()  # noqa: S324
    config = deepcopy(strategy.config)
    # Options that have no impact on results of individual backtest.
@@ -489,7 +489,7 @@ class Hyperopt:
        )
    def _set_random_state(self, random_state: Optional[int]) -> int:
-        return random_state or random.randint(1, 2**16 - 1)
+        return random_state or random.randint(1, 2**16 - 1)  # noqa: S311
    def advise_and_trim(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
        preprocessed = self.backtesting.strategy.advise_all_indicators(data)
@@ -1,5 +1,5 @@
 import logging
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Union
 from tabulate import tabulate
@@ -20,13 +20,13 @@ def _get_line_floatfmt(stake_currency: str) -> List[str]:
 def _get_line_header(
-    first_column: str, stake_currency: str, direction: str = "Entries"
+    first_column: Union[str, List[str]], stake_currency: str, direction: str = "Trades"
 ) -> List[str]:
    """
    Generate header lines (goes in line with _generate_result_line())
    """
    return [
-        first_column,
+        *([first_column] if isinstance(first_column, str) else first_column),
        direction,
        "Avg Profit %",
        f"Tot Profit {stake_currency}",
@@ -54,7 +54,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
    :return: pretty printed table with tabulate as string
    """
-    headers = _get_line_header("Pair", stake_currency)
+    headers = _get_line_header("Pair", stake_currency, "Trades")
    floatfmt = _get_line_floatfmt(stake_currency)
    output = [
        [
@@ -79,20 +79,30 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
    :param stake_currency: stake-currency - used to correctly name headers
    :return: pretty printed table with tabulate as string
    """
    floatfmt = _get_line_floatfmt(stake_currency)
    fallback: str = ""
    is_list = False
    if tag_type == "enter_tag":
-        headers = _get_line_header("TAG", stake_currency)
+        headers = _get_line_header("Enter Tag", stake_currency, "Entries")
-    else:
+    elif tag_type == "exit_tag":
        headers = _get_line_header("Exit Reason", stake_currency, "Exits")
        fallback = "exit_reason"
    else:
        # Mix tag
        headers = _get_line_header(["Enter Tag", "Exit Reason"], stake_currency, "Trades")
        floatfmt.insert(0, "s")
        is_list = True
    floatfmt = _get_line_floatfmt(stake_currency)
    output = [
        [
-            (
+            *(
-                t["key"]
+                (
                    (t["key"] if isinstance(t["key"], list) else [t["key"], ""])
                    if is_list
                    else [t["key"]]
                )
                if t.get("key") is not None and len(str(t["key"])) > 0
-                else t.get(fallback, "OTHER")
+                else [t.get(fallback, "OTHER")]
            ),
            t["trades"],
            t["profit_mean_pct"],
@@ -144,7 +154,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
    :return: pretty printed table with tabulate as string
    """
    floatfmt = _get_line_floatfmt(stake_currency)
-    headers = _get_line_header("Strategy", stake_currency)
+    headers = _get_line_header("Strategy", stake_currency, "Trades")
    # _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
    # therefore we slip this column in only for strategy summary here.
    headers.append("Drawdown")
@@ -380,6 +390,32 @@ def text_table_add_metrics(strat_results: Dict) -> str:
        return message
 def _show_tag_subresults(results: Dict[str, Any], stake_currency: str):
    """
    Print tag subresults (enter_tag, exit_reason_summary, mix_tag_stats)
    """
    if (enter_tags := results.get("results_per_enter_tag")) is not None:
        table = text_table_tags("enter_tag", enter_tags, stake_currency)
        if isinstance(table, str) and len(table) > 0:
            print(" ENTER TAG STATS ".center(len(table.splitlines()[0]), "="))
        print(table)
    if (exit_reasons := results.get("exit_reason_summary")) is not None:
        table = text_table_tags("exit_tag", exit_reasons, stake_currency)
        if isinstance(table, str) and len(table) > 0:
            print(" EXIT REASON STATS ".center(len(table.splitlines()[0]), "="))
        print(table)
    if (mix_tag := results.get("mix_tag_stats")) is not None:
        table = text_table_tags("mix_tag", mix_tag, stake_currency)
        if isinstance(table, str) and len(table) > 0:
            print(" MIXED TAG STATS ".center(len(table.splitlines()[0]), "="))
        print(table)
 def show_backtest_result(
    strategy: str, results: Dict[str, Any], stake_currency: str, backtest_breakdown: List[str]
 ):
@@ -398,19 +434,7 @@ def show_backtest_result(
        print(" LEFT OPEN TRADES REPORT ".center(len(table.splitlines()[0]), "="))
    print(table)
-    if (enter_tags := results.get("results_per_enter_tag")) is not None:
+    _show_tag_subresults(results, stake_currency)
        table = text_table_tags("enter_tag", enter_tags, stake_currency)
        if isinstance(table, str) and len(table) > 0:
            print(" ENTER TAG STATS ".center(len(table.splitlines()[0]), "="))
        print(table)
    if (exit_reasons := results.get("exit_reason_summary")) is not None:
        table = text_table_tags("exit_tag", exit_reasons, stake_currency)
        if isinstance(table, str) and len(table) > 0:
            print(" EXIT REASON STATS ".center(len(table.splitlines()[0]), "="))
        print(table)
    for period in backtest_breakdown:
        if period in results.get("periodic_breakdown", {}):
@@ -1,7 +1,7 @@
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from typing import Any, Dict, List, Tuple, Union
+from typing import Any, Dict, List, Literal, Tuple, Union
 import numpy as np
 from pandas import DataFrame, Series, concat, to_datetime
@@ -68,7 +68,9 @@ def generate_rejected_signals(
    return rejected_candles_only
-def _generate_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
+def _generate_result_line(
    result: DataFrame, starting_balance: int, first_column: Union[str, List[str]]
 ) -> Dict:
    """
    Generate one result dict, with "first_column" as key.
    """
@@ -141,7 +143,10 @@ def generate_pair_metrics(
 def generate_tag_metrics(
-    tag_type: str, starting_balance: int, results: DataFrame, skip_nan: bool = False
+    tag_type: Union[Literal["enter_tag", "exit_reason"], List[Literal["enter_tag", "exit_reason"]]],
    starting_balance: int,
    results: DataFrame,
    skip_nan: bool = False,
 ) -> List[Dict]:
    """
    Generates and returns a list of metrics for the given tag trades and the results dataframe
@@ -153,13 +158,14 @@ def generate_tag_metrics(
    tabular_data = []
-    if tag_type in results.columns:
+    if all(
-        for tag, count in results[tag_type].value_counts().items():
+        tag in results.columns for tag in (tag_type if isinstance(tag_type, list) else [tag_type])
-            result = results[results[tag_type] == tag]
+    ):
-            if skip_nan and result["profit_abs"].isnull().all():
+        for tags, group in results.groupby(tag_type):
            if skip_nan and group["profit_abs"].isnull().all():
                continue
-            tabular_data.append(_generate_result_line(result, starting_balance, tag))
+            tabular_data.append(_generate_result_line(group, starting_balance, tags))
        # Sort by total profit %:
        tabular_data = sorted(tabular_data, key=lambda k: k["profit_total_abs"], reverse=True)
@@ -378,12 +384,18 @@ def generate_strategy_stats(
        skip_nan=False,
    )
-    enter_tag_results = generate_tag_metrics(
+    enter_tag_stats = generate_tag_metrics(
        "enter_tag", starting_balance=start_balance, results=results, skip_nan=False
    )
    exit_reason_stats = generate_tag_metrics(
        "exit_reason", starting_balance=start_balance, results=results, skip_nan=False
    )
    mix_tag_stats = generate_tag_metrics(
        ["enter_tag", "exit_reason"],
        starting_balance=start_balance,
        results=results,
        skip_nan=False,
    )
    left_open_results = generate_pair_metrics(
        pairlist,
        stake_currency=stake_currency,
@@ -425,8 +437,9 @@ def generate_strategy_stats(
        "best_pair": best_pair,
        "worst_pair": worst_pair,
        "results_per_pair": pair_results,
-        "results_per_enter_tag": enter_tag_results,
+        "results_per_enter_tag": enter_tag_stats,
        "exit_reason_summary": exit_reason_stats,
        "mix_tag_stats": mix_tag_stats,
        "left_open_trades": left_open_results,
        "total_trades": len(results),
        "trade_count_long": len(results.loc[~results["is_short"]]),
@@ -5,11 +5,11 @@ Minimum age (days listed) pair list filter
 import logging
 from copy import deepcopy
 from datetime import timedelta
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional
 from pandas import DataFrame
-from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
@@ -21,24 +21,17 @@ logger = logging.getLogger(__name__)
 class AgeFilter(IPairList):
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
        # Checked symbols cache (dictionary of ticker symbol => timestamp)
        self._symbolsChecked: Dict[str, int] = {}
        self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
-        self._min_days_listed = pairlistconfig.get("min_days_listed", 10)
+        self._min_days_listed = self._pairlistconfig.get("min_days_listed", 10)
-        self._max_days_listed = pairlistconfig.get("max_days_listed")
+        self._max_days_listed = self._pairlistconfig.get("max_days_listed")
-        candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
+        candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
        if self._min_days_listed < 1:
            raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
        if self._min_days_listed > candle_limit:
@@ -3,9 +3,8 @@ Full trade slots pair list filter
 """
 import logging
-from typing import Any, Dict, List
+from typing import List
 from freqtrade.constants import Config
 from freqtrade.exchange.types import Tickers
 from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -15,16 +14,6 @@ logger = logging.getLogger(__name__)
 class FullTradesFilter(IPairList):
    def __init__(
        self,
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
    @property
    def needstickers(self) -> bool:
        """
@@ -3,7 +3,7 @@ PairList Handler base class
 """
 import logging
-from abc import ABC, abstractmethod, abstractproperty
+from abc import ABC, abstractmethod
 from copy import deepcopy
 from typing import Any, Dict, List, Literal, Optional, TypedDict, Union
@@ -87,7 +87,8 @@ class IPairList(LoggingMixin, ABC):
        """
        return self.__class__.__name__
-    @abstractproperty
+    @property
    @abstractmethod
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
@@ -5,11 +5,10 @@ Provides dynamic pair list based on Market Cap
 """
 import logging
-from typing import Any, Dict, List
+from typing import Dict, List
 from cachetools import TTLCache
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -22,15 +21,8 @@ logger = logging.getLogger(__name__)
 class MarketCapPairList(IPairList):
    is_pairlist_generator = True
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
        if "number_assets" not in self._pairlistconfig:
            raise OperationalException(
@@ -38,14 +30,14 @@ class MarketCapPairList(IPairList):
                'for "pairlist.config.number_assets"'
            )
-        self._stake_currency = config["stake_currency"]
+        self._stake_currency = self._config["stake_currency"]
        self._number_assets = self._pairlistconfig["number_assets"]
        self._max_rank = self._pairlistconfig.get("max_rank", 30)
        self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
        self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
        self._def_candletype = self._config["candle_type_def"]
-        _coingecko_config = config.get("coingecko", {})
+        _coingecko_config = self._config.get("coingecko", {})
        self._coingecko: FtCoinGeckoApi = FtCoinGeckoApi(
            api_key=_coingecko_config.get("api_key", ""),
@@ -3,9 +3,8 @@ Offset pair list filter
 """
 import logging
-from typing import Any, Dict, List
+from typing import Dict, List
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -15,18 +14,11 @@ logger = logging.getLogger(__name__)
 class OffsetFilter(IPairList):
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-        self._offset = pairlistconfig.get("offset", 0)
+        self._offset = self._pairlistconfig.get("offset", 0)
-        self._number_pairs = pairlistconfig.get("number_assets", 0)
+        self._number_pairs = self._pairlistconfig.get("number_assets", 0)
        if self._offset < 0:
            raise OperationalException("OffsetFilter requires offset to be >= 0")
@@ -3,11 +3,10 @@ Performance pair list filter
 """
 import logging
-from typing import Any, Dict, List
+from typing import Dict, List
 import pandas as pd
 from freqtrade.constants import Config
 from freqtrade.exchange.types import Tickers
 from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -17,18 +16,11 @@ logger = logging.getLogger(__name__)
 class PerformanceFilter(IPairList):
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-        self._minutes = pairlistconfig.get("minutes", 0)
+        self._minutes = self._pairlistconfig.get("minutes", 0)
-        self._min_profit = pairlistconfig.get("min_profit")
+        self._min_profit = self._pairlistconfig.get("min_profit")
    @property
    def needstickers(self) -> bool:
@@ -3,9 +3,8 @@ Precision pair list filter
 """
 import logging
-from typing import Any, Dict, Optional
+from typing import Optional
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import ROUND_UP
 from freqtrade.exchange.types import Ticker
@@ -16,15 +15,8 @@ logger = logging.getLogger(__name__)
 class PrecisionFilter(IPairList):
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
        if "stoploss" not in self._config:
            raise OperationalException(
@@ -3,9 +3,8 @@ Price pair list filter
 """
 import logging
-from typing import Any, Dict, Optional
+from typing import Dict, Optional
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -15,26 +14,19 @@ logger = logging.getLogger(__name__)
 class PriceFilter(IPairList):
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-        self._low_price_ratio = pairlistconfig.get("low_price_ratio", 0)
+        self._low_price_ratio = self._pairlistconfig.get("low_price_ratio", 0)
        if self._low_price_ratio < 0:
            raise OperationalException("PriceFilter requires low_price_ratio to be >= 0")
-        self._min_price = pairlistconfig.get("min_price", 0)
+        self._min_price = self._pairlistconfig.get("min_price", 0)
        if self._min_price < 0:
            raise OperationalException("PriceFilter requires min_price to be >= 0")
-        self._max_price = pairlistconfig.get("max_price", 0)
+        self._max_price = self._pairlistconfig.get("max_price", 0)
        if self._max_price < 0:
            raise OperationalException("PriceFilter requires max_price to be >= 0")
-        self._max_value = pairlistconfig.get("max_value", 0)
+        self._max_value = self._pairlistconfig.get("max_value", 0)
        if self._max_value < 0:
            raise OperationalException("PriceFilter requires max_value to be >= 0")
        self._enabled = (
@@ -5,7 +5,7 @@ Provides pair list from Leader data
 """
 import logging
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
@@ -32,19 +32,12 @@ class ProducerPairList(IPairList):
    is_pairlist_generator = True
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Dict[str, Any],
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
        self._num_assets: int = self._pairlistconfig.get("number_assets", 0)
        self._producer_name = self._pairlistconfig.get("producer_name", "default")
-        if not config.get("external_message_consumer", {}).get("enabled"):
+        if not self._config.get("external_message_consumer", {}).get("enabled"):
            raise OperationalException(
                "ProducerPairList requires external_message_consumer to be enabled."
            )
@@ -14,7 +14,6 @@ from cachetools import TTLCache
 from freqtrade import __version__
 from freqtrade.configuration.load_config import CONFIG_PARSE_MODE
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -27,15 +26,8 @@ logger = logging.getLogger(__name__)
 class RemotePairList(IPairList):
    is_pairlist_generator = True
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
        if "number_assets" not in self._pairlistconfig:
            raise OperationalException(
@@ -4,9 +4,8 @@ Shuffle pair list filter
 import logging
 import random
-from typing import Any, Dict, List, Literal
+from typing import Dict, List, Literal
 from freqtrade.constants import Config
 from freqtrade.enums import RunMode
 from freqtrade.exchange import timeframe_to_seconds
 from freqtrade.exchange.types import Tickers
@@ -20,27 +19,20 @@ ShuffleValues = Literal["candle", "iteration"]
 class ShuffleFilter(IPairList):
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
        # Apply seed in backtesting mode to get comparable results,
        # but not in live modes to get a non-repeating order of pairs during live modes.
-        if config.get("runmode") in (RunMode.LIVE, RunMode.DRY_RUN):
+        if self._config.get("runmode") in (RunMode.LIVE, RunMode.DRY_RUN):
            self._seed = None
            logger.info("Live mode detected, not applying seed.")
        else:
-            self._seed = pairlistconfig.get("seed")
+            self._seed = self._pairlistconfig.get("seed")
            logger.info(f"Backtesting mode detected, applying seed value: {self._seed}")
-        self._random = random.Random(self._seed)
+        self._random = random.Random(self._seed)  # noqa: S311
-        self._shuffle_freq: ShuffleValues = pairlistconfig.get("shuffle_frequency", "candle")
+        self._shuffle_freq: ShuffleValues = self._pairlistconfig.get("shuffle_frequency", "candle")
        self.__pairlist_cache = PeriodicCache(
            maxsize=1000, ttl=timeframe_to_seconds(self._config["timeframe"])
        )
@@ -3,9 +3,8 @@ Spread pair list filter
 """
 import logging
-from typing import Any, Dict, Optional
+from typing import Dict, Optional
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -15,17 +14,10 @@ logger = logging.getLogger(__name__)
 class SpreadFilter(IPairList):
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-        self._max_spread_ratio = pairlistconfig.get("max_spread_ratio", 0.005)
+        self._max_spread_ratio = self._pairlistconfig.get("max_spread_ratio", 0.005)
        self._enabled = self._max_spread_ratio != 0
        if not self._exchange.get_option("tickers_have_bid_ask"):
@@ -6,9 +6,8 @@ Provides pair white list as it configured in config
 import logging
 from copy import deepcopy
-from typing import Any, Dict, List
+from typing import Dict, List
 from freqtrade.constants import Config
 from freqtrade.exchange.types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter
@@ -19,15 +18,8 @@ logger = logging.getLogger(__name__)
 class StaticPairList(IPairList):
    is_pairlist_generator = True
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
        self._allow_inactive = self._pairlistconfig.get("allow_inactive", False)
@@ -5,13 +5,13 @@ Volatility pairlist filter
 import logging
 import sys
 from datetime import timedelta
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional
 import numpy as np
 from cachetools import TTLCache
 from pandas import DataFrame
-from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
@@ -27,26 +27,19 @@ class VolatilityFilter(IPairList):
    Filters pairs by volatility
    """
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-        self._days = pairlistconfig.get("lookback_days", 10)
+        self._days = self._pairlistconfig.get("lookback_days", 10)
-        self._min_volatility = pairlistconfig.get("min_volatility", 0)
+        self._min_volatility = self._pairlistconfig.get("min_volatility", 0)
-        self._max_volatility = pairlistconfig.get("max_volatility", sys.maxsize)
+        self._max_volatility = self._pairlistconfig.get("max_volatility", sys.maxsize)
-        self._refresh_period = pairlistconfig.get("refresh_period", 1440)
+        self._refresh_period = self._pairlistconfig.get("refresh_period", 1440)
        self._def_candletype = self._config["candle_type_def"]
-        self._sort_direction: Optional[str] = pairlistconfig.get("sort_direction", None)
+        self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", None)
        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
-        candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
+        candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
        if self._days < 1:
            raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
        if self._days > candle_limit:
@@ -10,7 +10,7 @@ from typing import Any, Dict, List, Literal
 from cachetools import TTLCache
-from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
 from freqtrade.exchange.types import Tickers
@@ -27,15 +27,8 @@ SORT_VALUES = ["quoteVolume"]
 class VolumePairList(IPairList):
    is_pairlist_generator = True
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
        if "number_assets" not in self._pairlistconfig:
            raise OperationalException(
@@ -43,7 +36,7 @@ class VolumePairList(IPairList):
                'for "pairlist.config.number_assets"'
            )
-        self._stake_currency = config["stake_currency"]
+        self._stake_currency = self._config["stake_currency"]
        self._number_pairs = self._pairlistconfig["number_assets"]
        self._sort_key: Literal["quoteVolume"] = self._pairlistconfig.get("sort_key", "quoteVolume")
        self._min_value = self._pairlistconfig.get("min_value", 0)
@@ -94,7 +87,7 @@ class VolumePairList(IPairList):
        if not self._validate_keys(self._sort_key):
            raise OperationalException(f"key {self._sort_key} not in {SORT_VALUES}")
-        candle_limit = exchange.ohlcv_candle_limit(
+        candle_limit = self._exchange.ohlcv_candle_limit(
            self._lookback_timeframe, self._config["candle_type_def"]
        )
        if self._lookback_period < 0:
@@ -4,12 +4,12 @@ Rate of change pairlist filter
 import logging
 from datetime import timedelta
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional
 from cachetools import TTLCache
 from pandas import DataFrame
-from freqtrade.constants import Config, ListPairsWithTimeframes
+from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Tickers
 from freqtrade.misc import plural
@@ -21,26 +21,19 @@ logger = logging.getLogger(__name__)
 class RangeStabilityFilter(IPairList):
-    def __init__(
+    def __init__(self, *args, **kwargs) -> None:
-        self,
+        super().__init__(*args, **kwargs)
        exchange,
        pairlistmanager,
        config: Config,
        pairlistconfig: Dict[str, Any],
        pairlist_pos: int,
    ) -> None:
        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
-        self._days = pairlistconfig.get("lookback_days", 10)
+        self._days = self._pairlistconfig.get("lookback_days", 10)
-        self._min_rate_of_change = pairlistconfig.get("min_rate_of_change", 0.01)
+        self._min_rate_of_change = self._pairlistconfig.get("min_rate_of_change", 0.01)
-        self._max_rate_of_change = pairlistconfig.get("max_rate_of_change")
+        self._max_rate_of_change = self._pairlistconfig.get("max_rate_of_change")
-        self._refresh_period = pairlistconfig.get("refresh_period", 86400)
+        self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
        self._def_candletype = self._config["candle_type_def"]
-        self._sort_direction: Optional[str] = pairlistconfig.get("sort_direction", None)
+        self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", None)
        self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
-        candle_limit = exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
+        candle_limit = self._exchange.ohlcv_candle_limit("1d", self._config["candle_type_def"])
        if self._days < 1:
            raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
        if self._days > candle_limit:
@@ -31,7 +31,7 @@ security = HTTPBasic()
 oauth2_scheme = OAuth2PasswordBearer(tokenUrl="token", auto_error=False)
-def get_user_from_token(token, secret_key: str, token_type: str = "access") -> str:
+def get_user_from_token(token, secret_key: str, token_type: str = "access") -> str:  # noqa: S107
    credentials_exception = HTTPException(
        status_code=status.HTTP_401_UNAUTHORIZED,
        detail="Could not validate credentials",
@@ -86,11 +86,11 @@ async def validate_ws_token(
    await ws.close(code=status.WS_1008_POLICY_VIOLATION)
-def create_token(data: dict, secret_key: str, token_type: str = "access") -> str:
+def create_token(data: dict, secret_key: str, token_type: str = "access") -> str:  # noqa: S107
    to_encode = data.copy()
-    if token_type == "access":
+    if token_type == "access":  # noqa: S105
        expire = datetime.now(timezone.utc) + timedelta(minutes=15)
-    elif token_type == "refresh":
+    elif token_type == "refresh":  # noqa: S105
        expire = datetime.now(timezone.utc) + timedelta(days=30)
    else:
        raise ValueError()
@@ -127,9 +127,15 @@ def token_login(
 ):
    if verify_auth(api_config, form_data.username, form_data.password):
        token_data = {"identity": {"u": form_data.username}}
-        access_token = create_token(token_data, api_config.get("jwt_secret_key", "super-secret"))
+        access_token = create_token(
            token_data,
            api_config.get("jwt_secret_key", "super-secret"),
            token_type="access",  # noqa: S106
        )
        refresh_token = create_token(
-            token_data, api_config.get("jwt_secret_key", "super-secret"), token_type="refresh"
+            token_data,
            api_config.get("jwt_secret_key", "super-secret"),
            token_type="refresh",  # noqa: S106
        )
        return {
            "access_token": access_token,
@@ -148,6 +154,8 @@ def token_refresh(token: str = Depends(oauth2_scheme), api_config=Depends(get_ap
    u = get_user_from_token(token, api_config.get("jwt_secret_key", "super-secret"), "refresh")
    token_data = {"identity": {"u": u}}
    access_token = create_token(
-        token_data, api_config.get("jwt_secret_key", "super-secret"), token_type="access"
+        token_data,
        api_config.get("jwt_secret_key", "super-secret"),
        token_type="access",  # noqa: S106
    )
    return {"access_token": access_token}
@@ -1466,6 +1466,8 @@ class RPC:
        from freqtrade.resolvers.strategy_resolver import StrategyResolver
        strategy = StrategyResolver.load_strategy(config)
        # Manually load hyperparameters, as we don't call the bot-start callback.
        strategy.ft_load_hyper_params(False)
        if strategy.plot_config and "subplots" not in strategy.plot_config:
            strategy.plot_config["subplots"] = {}
@@ -1787,7 +1787,7 @@ class Telegram(RPCHandler):
            "_Bot Control_\n"
            "------------\n"
            "*/start:* `Starts the trader`\n"
-            "*/stop:* Stops the trader\n"
+            "*/stop:* `Stops the trader`\n"
            "*/stopentry:* `Stops entering, but handles open trades gracefully` \n"
            "*/forceexit <trade_id>|all:* `Instantly exits the given trade or all trades, "
            "regardless of profit`\n"
@@ -1820,7 +1820,7 @@ class Telegram(RPCHandler):
            "that represents the current market direction. If no direction is provided `"
            "`the currently set market direction will be output.` \n"
            "*/list_custom_data <trade_id> <key>:* `List custom_data for Trade ID & Key combo.`\n"
-            "`If no Key is supplied it will list all key-value pairs found for that Trade ID.`"
+            "`If no Key is supplied it will list all key-value pairs found for that Trade ID.`\n"
            "_Statistics_\n"
            "------------\n"
            "*/status <trade_id>|[table]:* `Lists all open trades`\n"
@@ -6,6 +6,7 @@ This module defines the interface to apply for strategies
 import logging
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
 from math import isinf, isnan
 from typing import Dict, List, Optional, Tuple, Union
 from pandas import DataFrame
@@ -1423,7 +1424,9 @@ class IStrategy(ABC, HyperStrategyMixin):
                after_fill=after_fill,
            )
            # Sanity check - error cases will return None
-            if stop_loss_value_custom:
+            if stop_loss_value_custom and not (
                isnan(stop_loss_value_custom) or isinf(stop_loss_value_custom)
            ):
                stop_loss_value = stop_loss_value_custom
                trade.adjust_stop_loss(
                    bound or current_rate, stop_loss_value, allow_refresh=after_fill
@@ -1,7 +1,7 @@
 from freqtrade_client.ft_rest_client import FtRestClient
-__version__ = "2024.5"
+__version__ = "2024.6"
 if "dev" in __version__:
    from pathlib import Path
@@ -31,7 +31,7 @@ if "dev" in __version__:
            versionfile = Path("./freqtrade_commit")
            if versionfile.is_file():
                __version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"
-        except Exception:
+        except Exception:  # noqa: S110
            pass
 __all__ = ["FtRestClient"]
@@ -81,12 +81,12 @@ def print_commands():
            print(f"{x}\n\t{doc}\n")
-def main_exec(args: Dict[str, Any]):
+def main_exec(parsed: Dict[str, Any]):
-    if args.get("show"):
+    if parsed.get("show"):
        print_commands()
        sys.exit()
-    config = load_config(args["config"])
+    config = load_config(parsed["config"])
    url = config.get("api_server", {}).get("listen_ip_address", "127.0.0.1")
    port = config.get("api_server", {}).get("listen_port", "8080")
    username = config.get("api_server", {}).get("username")
@@ -96,13 +96,24 @@ def main_exec(args: Dict[str, Any]):
    client = FtRestClient(server_url, username, password)
    m = [x for x, y in inspect.getmembers(client) if not x.startswith("_")]
-    command = args["command"]
+    command = parsed["command"]
    if command not in m:
        logger.error(f"Command {command} not defined")
        print_commands()
        return
-    print(json.dumps(getattr(client, command)(*args["command_arguments"])))
+    # Split arguments with = into key/value pairs
    kwargs = {x.split("=")[0]: x.split("=")[1] for x in parsed["command_arguments"] if "=" in x}
    args = [x for x in parsed["command_arguments"] if "=" not in x]
    try:
        res = getattr(client, command)(*args, **kwargs)
        print(json.dumps(res))
    except TypeError as e:
        logger.error(f"Error executing command {command}: {e}")
        sys.exit(1)
    except Exception as e:
        logger.error(f"Fatal Error executing command {command}: {e}")
        sys.exit(1)
 def main():
@@ -54,7 +54,7 @@ class FtRestClient:
            # return resp.text
            return resp.json()
        except ConnectionError:
-            logger.warning("Connection error")
+            logger.warning(f"Connection error - could not connect to {netloc}.")
    def _get(self, apipath, params: ParamsT = None):
        return self._call("GET", apipath, params=params)
@@ -312,20 +312,48 @@ class FtRestClient:
        data = {"pair": pair, "price": price}
        return self._post("forcebuy", data=data)
-    def forceenter(self, pair, side, price=None):
+    def forceenter(
        self,
        pair,
        side,
        price=None,
        *,
        order_type=None,
        stake_amount=None,
        leverage=None,
        enter_tag=None,
    ):
        """Force entering a trade
        :param pair: Pair to buy (ETH/BTC)
        :param side: 'long' or 'short'
        :param price: Optional - price to buy
        :param order_type: Optional keyword argument - 'limit' or 'market'
        :param stake_amount: Optional keyword argument - stake amount (as float)
        :param leverage: Optional keyword argument - leverage (as float)
        :param enter_tag: Optional keyword argument - entry tag (as string, default: 'force_enter')
        :return: json object of the trade
        """
        data = {
            "pair": pair,
            "side": side,
        }
        if price:
            data["price"] = price
        if order_type:
            data["ordertype"] = order_type
        if stake_amount:
            data["stakeamount"] = stake_amount
        if leverage:
            data["leverage"] = leverage
        if enter_tag:
            data["entry_tag"] = enter_tag
        return self._post("forceenter", data=data)
    def forceexit(self, tradeid, ordertype=None, amount=None):
@@ -1,3 +1,3 @@
 # Requirements for freqtrade client library
-requests==2.32.2
+requests==2.32.3
 python-rapidjson==1.17
@@ -1,5 +1,5 @@
 import re
-from unittest.mock import MagicMock
+from unittest.mock import ANY, MagicMock
 import pytest
 from requests.exceptions import ConnectionError
@@ -52,70 +52,89 @@ def test_FtRestClient_call_invalid(caplog):
@pytest.mark.parametrize(
-    "method,args",
+    "method,args,kwargs",
    [
-        ("start", []),
+        ("start", [], {}),
-        ("stop", []),
+        ("stop", [], {}),
-        ("stopbuy", []),
+        ("stopbuy", [], {}),
-        ("reload_config", []),
+        ("reload_config", [], {}),
-        ("balance", []),
+        ("balance", [], {}),
-        ("count", []),
+        ("count", [], {}),
-        ("entries", []),
+        ("entries", [], {}),
-        ("exits", []),
+        ("exits", [], {}),
-        ("mix_tags", []),
+        ("mix_tags", [], {}),
-        ("locks", []),
+        ("locks", [], {}),
-        ("lock_add", ["XRP/USDT", "2024-01-01 20:00:00Z", "*", "rand"]),
+        ("lock_add", ["XRP/USDT", "2024-01-01 20:00:00Z", "*", "rand"], {}),
-        ("delete_lock", [2]),
+        ("delete_lock", [2], {}),
-        ("daily", []),
+        ("daily", [], {}),
-        ("daily", [15]),
+        ("daily", [15], {}),
-        ("weekly", []),
+        ("weekly", [], {}),
-        ("weekly", [15]),
+        ("weekly", [15], {}),
-        ("monthly", []),
+        ("monthly", [], {}),
-        ("monthly", [12]),
+        ("monthly", [12], {}),
-        ("edge", []),
+        ("edge", [], {}),
-        ("profit", []),
+        ("profit", [], {}),
-        ("stats", []),
+        ("stats", [], {}),
-        ("performance", []),
+        ("performance", [], {}),
-        ("status", []),
+        ("status", [], {}),
-        ("version", []),
+        ("version", [], {}),
-        ("show_config", []),
+        ("show_config", [], {}),
-        ("ping", []),
+        ("ping", [], {}),
-        ("logs", []),
+        ("logs", [], {}),
-        ("logs", [55]),
+        ("logs", [55], {}),
-        ("trades", []),
+        ("trades", [], {}),
-        ("trades", [5]),
+        ("trades", [5], {}),
-        ("trades", [5, 5]),  # With offset
+        ("trades", [5, 5], {}),  # With offset
-        ("trade", [1]),
+        ("trade", [1], {}),
-        ("delete_trade", [1]),
+        ("delete_trade", [1], {}),
-        ("cancel_open_order", [1]),
+        ("cancel_open_order", [1], {}),
-        ("whitelist", []),
+        ("whitelist", [], {}),
-        ("blacklist", []),
+        ("blacklist", [], {}),
-        ("blacklist", ["XRP/USDT"]),
+        ("blacklist", ["XRP/USDT"], {}),
-        ("blacklist", ["XRP/USDT", "BTC/USDT"]),
+        ("blacklist", ["XRP/USDT", "BTC/USDT"], {}),
-        ("forcebuy", ["XRP/USDT"]),
+        ("forcebuy", ["XRP/USDT"], {}),
-        ("forcebuy", ["XRP/USDT", 1.5]),
+        ("forcebuy", ["XRP/USDT", 1.5], {}),
-        ("forceenter", ["XRP/USDT", "short"]),
+        ("forceenter", ["XRP/USDT", "short"], {}),
-        ("forceenter", ["XRP/USDT", "short", 1.5]),
+        ("forceenter", ["XRP/USDT", "short", 1.5], {}),
-        ("forceexit", [1]),
+        ("forceenter", ["XRP/USDT", "short", 1.5], {"order_type": "market"}),
-        ("forceexit", [1, "limit"]),
+        ("forceenter", ["XRP/USDT", "short", 1.5], {"order_type": "market", "stake_amount": 100}),
-        ("forceexit", [1, "limit", 100]),
+        (
-        ("strategies", []),
+            "forceenter",
-        ("strategy", ["sampleStrategy"]),
+            ["XRP/USDT", "short", 1.5],
-        ("pairlists_available", []),
+            {"order_type": "market", "stake_amount": 100, "leverage": 10.0},
-        ("plot_config", []),
+        ),
-        ("available_pairs", []),
+        (
-        ("available_pairs", ["5m"]),
+            "forceenter",
-        ("pair_candles", ["XRP/USDT", "5m"]),
+            ["XRP/USDT", "short", 1.5],
-        ("pair_candles", ["XRP/USDT", "5m", 500]),
+            {
-        ("pair_history", ["XRP/USDT", "5m", "SampleStrategy"]),
+                "order_type": "market",
-        ("sysinfo", []),
+                "stake_amount": 100,
-        ("health", []),
+                "leverage": 10.0,
                "enter_tag": "test_force_enter",
            },
        ),
        ("forceexit", [1], {}),
        ("forceexit", [1, "limit"], {}),
        ("forceexit", [1, "limit", 100], {}),
        ("strategies", [], {}),
        ("strategy", ["sampleStrategy"], {}),
        ("pairlists_available", [], {}),
        ("plot_config", [], {}),
        ("available_pairs", [], {}),
        ("available_pairs", ["5m"], {}),
        ("pair_candles", ["XRP/USDT", "5m"], {}),
        ("pair_candles", ["XRP/USDT", "5m", 500], {}),
        ("pair_candles", ["XRP/USDT", "5m", 500], {"columns": ["close_time,close"]}),
        ("pair_history", ["XRP/USDT", "5m", "SampleStrategy"], {}),
        ("pair_history", ["XRP/USDT", "5m"], {"strategy": "SampleStrategy"}),
        ("sysinfo", [], {}),
        ("health", [], {}),
    ],
 )
-def test_FtRestClient_call_explicit_methods(method, args):
+def test_FtRestClient_call_explicit_methods(method, args, kwargs):
    client, mock = get_rest_client()
    exec = getattr(client, method)
-    exec(*args)
+    exec(*args, **kwargs)
    assert mock.call_count == 1
@@ -148,3 +167,40 @@ def test_ft_client(mocker, capsys, caplog):
    )
    main_exec(args)
    assert log_has_re("Command whatever not defined", caplog)
@pytest.mark.parametrize(
    "params, expected_args, expected_kwargs",
    [
        ("forceenter BTC/USDT long", ["BTC/USDT", "long"], {}),
        ("forceenter BTC/USDT long limit", ["BTC/USDT", "long", "limit"], {}),
        (
            # Skip most parameters, only providing enter_tag
            "forceenter BTC/USDT long enter_tag=deadBeef",
            ["BTC/USDT", "long"],
            {"enter_tag": "deadBeef"},
        ),
        (
            "forceenter BTC/USDT long invalid_key=123",
            [],
            SystemExit,
            # {"invalid_key": "deadBeef"},
        ),
    ],
 )
 def test_ft_client_argparsing(mocker, params, expected_args, expected_kwargs, caplog):
    mocked_method = params.split(" ")[0]
    mocker.patch("freqtrade_client.ft_client.load_config", return_value={}, autospec=True)
    mm = mocker.patch(
        f"freqtrade_client.ft_client.FtRestClient.{mocked_method}", return_value={}, autospec=True
    )
    args = add_arguments(params.split(" "))
    if isinstance(expected_kwargs, dict):
        main_exec(args)
        mm.assert_called_once_with(ANY, *expected_args, **expected_kwargs)
    else:
        with pytest.raises(expected_kwargs):
            main_exec(args)
        assert log_has_re(f"Error executing command {mocked_method}: got an unexpected .*", caplog)
        mm.assert_not_called()
@@ -1,5 +1,6 @@
 site_name: Freqtrade
 site_url: !ENV [READTHEDOCS_CANONICAL_URL, 'https://www.freqtrade.io/en/latest/']
 site_description: Freqtrade is a free and open source crypto trading bot written in Python, designed to support all major exchanges and be controlled via Telegram or builtin Web UI
 repo_url: https://github.com/freqtrade/freqtrade
 edit_uri: edit/develop/docs/
 use_directory_urls: True
@@ -82,6 +82,9 @@ skip_glob = ["**/.env*", "**/env/*", "**/.venv/*", "**/docs/*", "**/user_data/*"
 known_first_party = ["freqtrade_client"]
 [tool.pytest.ini_options]
 log_format = "%(asctime)s %(levelname)s %(message)s"
 log_date_format = "%Y-%m-%d %H:%M:%S"
 asyncio_mode = "auto"
 addopts = "--dist loadscope"
@@ -135,7 +138,7 @@ extend-select = [
  # "EXE",  # flake8-executable
  # "C4",     # flake8-comprehensions
  "YTT",    # flake8-2020
-  # "S",    # flake8-bandit
+  "S",    # flake8-bandit
  # "DTZ",  # flake8-datetimez
  # "RSE",  # flake8-raise
  # "TCH",  # flake8-type-checking
@@ -148,13 +151,30 @@ extend-ignore = [
  "E272",  # Multiple spaces before keyword
  "E221",  # Multiple spaces before operator
  "B007",  # Loop control variable not used
  "S603",  # `subprocess` call: check for execution of untrusted input
  "S607",  # Starting a process with a partial executable path
  "S608",  # Possible SQL injection vector through string-based query construction
 ]
 [tool.ruff.lint.mccabe]
 max-complexity = 12
 [tool.ruff.lint.per-file-ignores]
-"tests/*" = ["S"]
+"freqtrade/freqai/**/*.py" = [
  "S311"  # Standard pseudo-random generators are not suitable for cryptographic purposes
 ]
 "tests/**/*.py" = [
  "S101",  # allow assert in tests
  "S104",  #  Possible binding to all interfaces
  "S311",  # Standard pseudo-random generators are not suitable for cryptographic purposes
  "S105",  # Possible hardcoded password assigned to: "secret"
  "S106",  # Possible hardcoded password assigned to argument: "token_type"
  "S110",  # `try`-`except`-`pass` detected, consider logging the exception
  ]
 "ft_client/test_client/**/*.py" = [
  "S101",  # allow assert in tests
 ]
 [tool.ruff.lint.flake8-bugbear]
 # Allow default arguments like, e.g., `data: List[str] = fastapi.Query(None)`.
@@ -7,10 +7,10 @@
 -r docs/requirements-docs.txt
 coveralls==4.0.1
-ruff==0.4.5
+ruff==0.4.10
 mypy==1.10.0
 pre-commit==3.7.1
-pytest==8.2.1
+pytest==8.2.2
 pytest-asyncio==0.23.7
 pytest-cov==5.0.0
 pytest-mock==3.14.0
@@ -26,6 +26,6 @@ nbconvert==7.16.4
 # mypy types
 types-cachetools==5.3.0.7
 types-filelock==3.2.7
-types-requests==2.32.0.20240523
+types-requests==2.32.0.20240622
 types-tabulate==0.9.0.20240106
 types-python-dateutil==2.9.0.20240316
@@ -2,7 +2,8 @@
 -r requirements-freqai.txt
 # Required for freqai-rl
-torch==2.2.2
+torch==2.3.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
 torch==2.2.2; sys_platform == 'darwin' and platform_machine == 'x86_64'
 gymnasium==0.29.1
 stable_baselines3==2.3.2
 sb3_contrib>=2.2.1
@@ -6,7 +6,7 @@
 scikit-learn==1.5.0
 joblib==1.4.2
 catboost==1.2.5; 'arm' not in platform_machine
-lightgbm==4.3.0
+lightgbm==4.4.0
 xgboost==2.0.3
-tensorboard==2.16.2
+tensorboard==2.17.0
 datasieve==0.1.7
@@ -5,4 +5,4 @@
 scipy==1.13.1
 scikit-learn==1.5.0
 ft-scikit-optimize==0.9.2
-filelock==3.14.0
+filelock==3.15.4
@@ -1,20 +1,22 @@
 numpy==1.26.4
 pandas==2.2.2
 bottleneck==1.4.0
 numexpr==2.10.1
 pandas-ta==0.3.14b
-ccxt==4.3.35
+ccxt==4.3.50
-cryptography==42.0.7
+cryptography==42.0.8
 aiohttp==3.9.5
-SQLAlchemy==2.0.30
+SQLAlchemy==2.0.31
-python-telegram-bot==21.2
+python-telegram-bot==21.3
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
 httpx>=0.24.1
 humanize==4.9.0
 cachetools==5.3.3
-requests==2.32.2
+requests==2.32.3
-urllib3==2.2.1
+urllib3==2.2.2
 jsonschema==4.22.0
-TA-Lib==0.4.29
+TA-Lib==0.4.31
 technical==1.4.3
 tabulate==0.9.0
 pycoingecko==3.1.0
@@ -30,18 +32,18 @@ py_find_1st==1.1.6
 # Load ticker files 30% faster
 python-rapidjson==1.17
 # Properly format api responses
-orjson==3.10.3
+orjson==3.10.5
 # Notify systemd
 sdnotify==0.3.2
 # API Server
 fastapi==0.111.0
-pydantic==2.7.1
+pydantic==2.7.4
-uvicorn==0.29.0
+uvicorn==0.30.1
 pyjwt==2.8.0
 aiofiles==23.2.1
-psutil==5.9.8
+psutil==6.0.0
 # Support for colorized terminal output
 colorama==0.4.6
@@ -60,4 +62,4 @@ websockets==12.0
 janus==1.0.0
 ast-comments==1.2.2
-packaging==24.0
+packaging==24.1
@@ -0,0 +1,285 @@
 Clear-Host
 $Timestamp = Get-Date -Format "yyyyMMdd_HHmmss"
 $Global:LogFilePath = Join-Path $env:TEMP "script_log_$Timestamp.txt"
 $RequirementFiles = @("requirements.txt", "requirements-dev.txt", "requirements-hyperopt.txt", "requirements-freqai.txt", "requirements-freqai-rl.txt", "requirements-plot.txt")
 $VenvName = ".venv"
 $VenvDir = Join-Path $PSScriptRoot $VenvName
 function Write-Log {
  param (
    [string]$Message,
    [string]$Level = 'INFO'
  )
  if (-not (Test-Path -Path $LogFilePath)) {
    New-Item -ItemType File -Path $LogFilePath -Force | Out-Null
  }
  switch ($Level) {
    'INFO' { Write-Host $Message -ForegroundColor Green }
    'WARNING' { Write-Host $Message -ForegroundColor Yellow }
    'ERROR' { Write-Host $Message -ForegroundColor Red }
    'PROMPT' { Write-Host $Message -ForegroundColor Cyan }
  }
  "${Level}: $Message" | Out-File $LogFilePath -Append
 }
 function Get-UserSelection {
  param (
    [string]$Prompt,
    [string[]]$Options,
    [string]$DefaultChoice = 'A',
    [bool]$AllowMultipleSelections = $true
  )
  Write-Log "$Prompt`n" -Level 'PROMPT'
  for ($I = 0; $I -lt $Options.Length; $I++) {
    Write-Log "$([char](65 + $I)). $($Options[$I])" -Level 'PROMPT'
  }
  if ($AllowMultipleSelections) {
    Write-Log "`nSelect one or more options by typing the corresponding letters, separated by commas." -Level 'PROMPT'
  }
  else {
    Write-Log "`nSelect an option by typing the corresponding letter." -Level 'PROMPT'
  }
  [string]$UserInput = Read-Host
  if ([string]::IsNullOrEmpty($UserInput)) {
    $UserInput = $DefaultChoice
  }
  $UserInput = $UserInput.ToUpper()
  if ($AllowMultipleSelections) {
    $Selections = $UserInput.Split(',') | ForEach-Object { $_.Trim() }
    $SelectedIndices = @()
    foreach ($Selection in $Selections) {
      if ($Selection -match '^[A-Z]$') {
        $Index = [int][char]$Selection - [int][char]'A'
        if ($Index -ge 0 -and $Index -lt $Options.Length) {
          $SelectedIndices += $Index
        }
        else {
          Write-Log "Invalid input: $Selection. Please enter letters within the valid range of options." -Level 'ERROR'
          return -1
        }
      }
      else {
        Write-Log "Invalid input: $Selection. Please enter a letter between A and Z." -Level 'ERROR'
        return -1
      }
    }
    return $SelectedIndices
  }
  else {
    if ($UserInput -match '^[A-Z]$') {
      $SelectedIndex = [int][char]$UserInput - [int][char]'A'
      if ($SelectedIndex -ge 0 -and $SelectedIndex -lt $Options.Length) {
        return $SelectedIndex
      }
      else {
        Write-Log "Invalid input: $UserInput. Please enter a letter within the valid range of options." -Level 'ERROR'
        return -1
      }
    }
    else {
      Write-Log "Invalid input: $UserInput. Please enter a letter between A and Z." -Level 'ERROR'
      return -1
    }
  }
 }
 function Exit-Script {
  param (
    [int]$ExitCode,
    [bool]$WaitForKeypress = $true
  )
  if ($ExitCode -ne 0) {
    Write-Log "Script failed. Would you like to open the log file? (Y/N)" -Level 'PROMPT'
    $openLog = Read-Host
    if ($openLog -eq 'Y' -or $openLog -eq 'y') {
      Start-Process notepad.exe -ArgumentList $LogFilePath
    }
  }
  elseif ($WaitForKeypress) {
    Write-Log "Press any key to exit..."
    $host.UI.RawUI.ReadKey("NoEcho,IncludeKeyDown") | Out-Null
  }
  return $ExitCode
 }
 function Test-PythonExecutable {
  param(
    [string]$PythonExecutable
  )
  $DeactivateVenv = Join-Path $VenvDir "Scripts\Deactivate.bat"
  if (Test-Path $DeactivateVenv) {
    Write-Host "Deactivating virtual environment..." 2>&1 | Out-File $LogFilePath -Append
    & $DeactivateVenv
    Write-Host "Virtual environment deactivated." 2>&1 | Out-File $LogFilePath -Append
  }
  else {
    Write-Host "Deactivation script not found: $DeactivateVenv" 2>&1 | Out-File $LogFilePath -Append
  }
  $PythonCmd = Get-Command $PythonExecutable -ErrorAction SilentlyContinue
  if ($PythonCmd) {
    $VersionOutput = & $PythonCmd.Source --version 2>&1
    if ($LASTEXITCODE -eq 0) {
      $Version = $VersionOutput | Select-String -Pattern "Python (\d+\.\d+\.\d+)" | ForEach-Object { $_.Matches.Groups[1].Value }
      Write-Log "Python version $Version found using executable '$PythonExecutable'."
      return $true
    }
    else {
      Write-Log "Python executable '$PythonExecutable' not working correctly." -Level 'ERROR'
      return $false
    }
  }
  else {
    Write-Log "Python executable '$PythonExecutable' not found." -Level 'ERROR'
    return $false
  }
 }
 function Find-PythonExecutable {
  $PythonExecutables = @(
    "python",
    "python3.12",
    "python3.11",
    "python3.10",
    "python3.9",
    "python3",
    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python312\python.exe",
    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python311\python.exe",
    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python310\python.exe",
    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python39\python.exe",
    "C:\Python312\python.exe",
    "C:\Python311\python.exe",
    "C:\Python310\python.exe",
    "C:\Python39\python.exe"
  )
  foreach ($Executable in $PythonExecutables) {
    if (Test-PythonExecutable -PythonExecutable $Executable) {
      return $Executable
    }
  }
  return $null
 }
 function Main {
  "Starting the operations..." | Out-File $LogFilePath -Append
  "Current directory: $(Get-Location)" | Out-File $LogFilePath -Append
  # Exit on lower versions than Python 3.9 or when Python executable not found
  $PythonExecutable = Find-PythonExecutable
  if ($null -eq $PythonExecutable) {
    Write-Log "No suitable Python executable found. Please ensure that Python 3.9 or higher is installed and available in the system PATH." -Level 'ERROR'
    Exit 1
  }
  # Define the path to the Python executable in the virtual environment
  $ActivateVenv = "$VenvDir\Scripts\Activate.ps1"
  # Check if the virtual environment exists, if not, create it
  if (-Not (Test-Path $ActivateVenv)) {
    Write-Log "Virtual environment not found. Creating virtual environment..." -Level 'ERROR'
    & $PythonExecutable -m venv $VenvName 2>&1 | Out-File $LogFilePath -Append
    if ($LASTEXITCODE -ne 0) {
      Write-Log "Failed to create virtual environment." -Level 'ERROR'
      Exit-Script -exitCode 1
    }
    else {
      Write-Log "Virtual environment created."
    }
  }
  # Activate the virtual environment and check if it was successful
  Write-Log "Virtual environment found. Activating virtual environment..."
  & $ActivateVenv 2>&1 | Out-File $LogFilePath -Append
  # Check if virtual environment is activated
  if ($env:VIRTUAL_ENV) {
    Write-Log "Virtual environment is activated at: $($env:VIRTUAL_ENV)"
  }
  else {
    Write-Log "Failed to activate virtual environment." -Level 'ERROR'
    Exit-Script -exitCode 1
  }
  # Ensure pip
  python -m ensurepip --default-pip 2>&1 | Out-File $LogFilePath -Append
  # Pull latest updates only if the repository state is not dirty
  Write-Log "Checking if the repository is clean..."
  $Status = & "git" status --porcelain
  if ($Status) {
    Write-Log "Changes in local git repository. Skipping git pull."
  }
  else {
    Write-Log "Pulling latest updates..."
    & "git" pull 2>&1 | Out-File $LogFilePath -Append
    if ($LASTEXITCODE -ne 0) {
      Write-Log "Failed to pull updates from Git." -Level 'ERROR'
      Exit-Script -exitCode 1
    }
  }
  if (-not (Test-Path "$VenvDir\Lib\site-packages\talib")) {
    # Install TA-Lib using the virtual environment's pip
    Write-Log "Installing TA-Lib using virtual environment's pip..."
    python -m pip install --find-links=build_helpers\ --prefer-binary TA-Lib 2>&1 | Out-File $LogFilePath -Append
    if ($LASTEXITCODE -ne 0) {
      Write-Log "Failed to install TA-Lib." -Level 'ERROR'
      Exit-Script -exitCode 1
    }
  }
  # Present options for requirement files
  $SelectedIndices = Get-UserSelection -prompt "Select which requirement files to install:" -options $RequirementFiles -defaultChoice 'A'
  # Cache the selected requirement files
  $SelectedRequirementFiles = @()
  $PipInstallArguments = @()
  foreach ($Index in $SelectedIndices) {
    $RelativePath = $RequirementFiles[$Index]
    if (Test-Path $RelativePath) {
      $SelectedRequirementFiles += $RelativePath
      $PipInstallArguments += "-r", $RelativePath  # Add each flag and path as separate elements
    }
    else {
      Write-Log "Requirement file not found: $RelativePath" -Level 'ERROR'
      Exit-Script -exitCode 1
    }
  }
  if ($PipInstallArguments.Count -ne 0) {
    & pip install @PipInstallArguments # Use array splatting to pass arguments correctly
  }
  # Install freqtrade from setup using the virtual environment's Python
  Write-Log "Installing freqtrade from setup..."
  pip install -e . 2>&1 | Out-File $LogFilePath -Append
  if ($LASTEXITCODE -ne 0) {
    Write-Log "Failed to install freqtrade." -Level 'ERROR'
    Exit-Script -exitCode 1
  }
  Write-Log "Installing freqUI..."
  python freqtrade install-ui 2>&1 | Out-File $LogFilePath -Append
  if ($LASTEXITCODE -ne 0) {
    Write-Log "Failed to install freqUI." -Level 'ERROR'
    Exit-Script -exitCode 1
  }
  Write-Log "Installation/Update complete!"
  Exit-Script -exitCode 0
 }
 # Call the Main function
 Main
@@ -49,7 +49,7 @@ function updateenv() {
    source .venv/bin/activate
    SYS_ARCH=$(uname -m)
    echo "pip install in-progress. Please wait..."
-    ${PYTHON} -m pip install --upgrade pip wheel setuptools
+    ${PYTHON} -m pip install --upgrade "pip<=24.0" wheel setuptools
    REQUIREMENTS_HYPEROPT=""
    REQUIREMENTS_PLOT=""
    REQUIREMENTS_FREQAI=""
@@ -238,7 +238,6 @@ def patched_configuration_load_config_file(mocker, config) -> None:
 def patch_exchange(
    mocker, api_mock=None, id="binance", mock_markets=True, mock_supported_modes=True
 ) -> None:
    mocker.patch(f"{EXMS}._load_async_markets", return_value={})
    mocker.patch(f"{EXMS}.validate_config", MagicMock())
    mocker.patch(f"{EXMS}.validate_timeframes", MagicMock())
    mocker.patch(f"{EXMS}.id", PropertyMock(return_value=id))
@@ -248,6 +247,7 @@ def patch_exchange(
    mocker.patch("freqtrade.exchange.bybit.Bybit.cache_leverage_tiers")
    if mock_markets:
        mocker.patch(f"{EXMS}._load_async_markets", return_value={})
        if isinstance(mock_markets, bool):
            mock_markets = get_markets()
        mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=mock_markets))
@@ -83,6 +83,12 @@ def test_download_data_main_trades(mocker):
    assert dl_mock.call_count == 1
    assert convert_mock.call_count == 1
    # Exchange that doesn't support historic downloads
    config["exchange"]["name"] = "bybit"
    with pytest.raises(OperationalException, match=r"Trade history not available for .*"):
        config
        download_data_main(config)
 def test_download_data_main_data_invalid(mocker):
    patch_exchange(mocker, id="kraken")
@@ -67,10 +67,10 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, use
                "enter_tag_long_b",
            ],
            "exit_reason": [
-                ExitType.ROI,
+                ExitType.ROI.value,
-                ExitType.EXIT_SIGNAL,
+                ExitType.EXIT_SIGNAL.value,
-                ExitType.STOP_LOSS,
+                ExitType.STOP_LOSS.value,
-                ExitType.TRAILING_STOP_LOSS,
+                ExitType.TRAILING_STOP_LOSS.value,
            ],
        }
    )
@@ -7,7 +7,7 @@ from unittest.mock import MagicMock, Mock, PropertyMock, patch
 import ccxt
 import pytest
-from numpy import NaN
+from numpy import nan
 from pandas import DataFrame
 from freqtrade.enums import CandleType, MarginMode, RunMode, TradingMode
@@ -181,7 +181,7 @@ def test_remove_exchange_credentials(default_conf) -> None:
 def test_init_ccxt_kwargs(default_conf, mocker, caplog):
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    aei_mock = mocker.patch(f"{EXMS}.additional_exchange_init")
@@ -518,7 +518,7 @@ def test__load_async_markets(default_conf, mocker, caplog):
    mocker.patch(f"{EXMS}._init_ccxt")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_markets")
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
    exchange = Exchange(default_conf)
@@ -527,28 +527,26 @@ def test__load_async_markets(default_conf, mocker, caplog):
    assert exchange._api_async.load_markets.call_count == 1
    caplog.set_level(logging.DEBUG)
-    exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef"))
+    exchange._api_async.load_markets = get_mock_coro(side_effect=ccxt.BaseError("deadbeef"))
-    exchange._load_async_markets()
+    with pytest.raises(ccxt.BaseError, match="deadbeef"):
-
+        exchange._load_async_markets()
    assert log_has("Could not load async markets. Reason: deadbeef", caplog)
 def test__load_markets(default_conf, mocker, caplog):
    caplog.set_level(logging.INFO)
    api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
+    api_mock.load_markets = get_mock_coro(side_effect=ccxt.BaseError("SomeError"))
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
    Exchange(default_conf)
-    assert log_has("Unable to initialize markets.", caplog)
+    assert log_has("Could not load markets.", caplog)
    expected_return = {"ETH/BTC": "available"}
    api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(return_value=expected_return)
+    api_mock.load_markets = get_mock_coro(return_value=expected_return)
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    default_conf["exchange"]["pair_whitelist"] = ["ETH/BTC"]
    ex = Exchange(default_conf)
@@ -563,12 +561,12 @@ def test_reload_markets(default_conf, mocker, caplog, time_machine):
    start_dt = dt_now()
    time_machine.move_to(start_dt, tick=False)
    api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(return_value=initial_markets)
+    api_mock.load_markets = get_mock_coro(return_value=initial_markets)
    default_conf["exchange"]["markets_refresh_interval"] = 10
    exchange = get_patched_exchange(
        mocker, default_conf, api_mock, id="binance", mock_markets=False
    )
-    exchange._load_async_markets = MagicMock()
+    lam_spy = mocker.spy(exchange, "_load_async_markets")
    assert exchange._last_markets_refresh == dt_ts()
    assert exchange.markets == initial_markets
@@ -577,42 +575,45 @@ def test_reload_markets(default_conf, mocker, caplog, time_machine):
    # less than 10 minutes have passed, no reload
    exchange.reload_markets()
    assert exchange.markets == initial_markets
-    assert exchange._load_async_markets.call_count == 0
+    assert lam_spy.call_count == 0
-    api_mock.load_markets = MagicMock(return_value=updated_markets)
+    api_mock.load_markets = get_mock_coro(return_value=updated_markets)
    # more than 10 minutes have passed, reload is executed
    time_machine.move_to(start_dt + timedelta(minutes=11), tick=False)
    exchange.reload_markets()
    assert exchange.markets == updated_markets
-    assert exchange._load_async_markets.call_count == 1
+    assert lam_spy.call_count == 1
    assert log_has("Performing scheduled market reload..", caplog)
    # Not called again
-    exchange._load_async_markets.reset_mock()
+    lam_spy.reset_mock()
    exchange.reload_markets()
-    assert exchange._load_async_markets.call_count == 0
+    assert lam_spy.call_count == 0
 def test_reload_markets_exception(default_conf, mocker, caplog):
    caplog.set_level(logging.DEBUG)
    api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError"))
+    api_mock.load_markets = get_mock_coro(side_effect=ccxt.NetworkError("LoadError"))
    default_conf["exchange"]["markets_refresh_interval"] = 10
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
+    exchange = get_patched_exchange(
        mocker, default_conf, api_mock, id="binance", mock_markets=False
    )
    exchange._last_markets_refresh = 2
    # less than 10 minutes have passed, no reload
    exchange.reload_markets()
-    assert exchange._last_markets_refresh == 0
+    assert exchange._last_markets_refresh == 2
-    assert log_has_re(r"Could not reload markets.*", caplog)
+    assert log_has_re(r"Could not load markets\..*", caplog)
@pytest.mark.parametrize("stake_currency", ["ETH", "BTC", "USDT"])
 def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
    default_conf["stake_currency"] = stake_currency
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -623,7 +624,6 @@ def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_pricing")
    Exchange(default_conf)
@@ -631,7 +631,7 @@ def test_validate_stakecurrency(default_conf, stake_currency, mocker, caplog):
 def test_validate_stakecurrency_error(default_conf, mocker, caplog):
    default_conf["stake_currency"] = "XRP"
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -642,14 +642,13 @@ def test_validate_stakecurrency_error(default_conf, mocker, caplog):
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}._load_async_markets")
    with pytest.raises(
        ConfigurationError,
        match=r"XRP is not available as stake on .*Available currencies are: BTC, ETH, USDT",
    ):
        Exchange(default_conf)
-    type(api_mock).load_markets = MagicMock(side_effect=ccxt.NetworkError("No connection."))
+    type(api_mock).load_markets = get_mock_coro(side_effect=ccxt.NetworkError("No connection."))
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    with pytest.raises(
@@ -694,24 +693,26 @@ def test_get_pair_base_currency(default_conf, mocker, pair, expected):
    assert ex.get_pair_base_currency(pair) == expected
-def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs directly
+def test_validate_pairs(default_conf, mocker):
    api_mock = MagicMock()
    type(api_mock).load_markets = MagicMock(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
            "XRP/BTC": {"quote": "BTC"},
            "NEO/BTC": {"quote": "BTC"},
        }
    )
    id_mock = PropertyMock(return_value="test_exchange")
    type(api_mock).id = id_mock
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
-    mocker.patch(f"{EXMS}._load_async_markets")
+    mocker.patch(
        f"{EXMS}._load_async_markets",
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
            "XRP/BTC": {"quote": "BTC"},
            "NEO/BTC": {"quote": "BTC"},
        },
    )
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
    # test exchange.validate_pairs directly
    # No assert - but this should not fail (!)
    Exchange(default_conf)
@@ -751,7 +752,7 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
 def test_validate_pairs_restricted(default_conf, mocker, caplog):
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -761,7 +762,6 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
    )
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_pricing")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
@@ -774,9 +774,9 @@ def test_validate_pairs_restricted(default_conf, mocker, caplog):
    )
-def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
+def test_validate_pairs_stakecompatibility(default_conf, mocker):
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -787,17 +787,16 @@ def test_validate_pairs_stakecompatibility(default_conf, mocker, caplog):
    )
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
    Exchange(default_conf)
-def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, caplog):
+def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker):
    api_mock = MagicMock()
    default_conf["stake_currency"] = ""
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -808,7 +807,6 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca
    )
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -816,10 +814,10 @@ def test_validate_pairs_stakecompatibility_downloaddata(default_conf, mocker, ca
    assert type(api_mock).load_markets.call_count == 1
-def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
+def test_validate_pairs_stakecompatibility_fail(default_conf, mocker):
    default_conf["exchange"]["pair_whitelist"].append("HELLO-WORLD")
    api_mock = MagicMock()
-    type(api_mock).load_markets = MagicMock(
+    type(api_mock).load_markets = get_mock_coro(
        return_value={
            "ETH/BTC": {"quote": "BTC"},
            "LTC/BTC": {"quote": "BTC"},
@@ -830,7 +828,6 @@ def test_validate_pairs_stakecompatibility_fail(default_conf, mocker, caplog):
    )
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}._load_async_markets")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    with pytest.raises(OperationalException, match=r"Stake-currency 'BTC' not compatible with.*"):
@@ -847,7 +844,7 @@ def test_validate_timeframes(default_conf, mocker, timeframe):
    type(api_mock).timeframes = timeframes
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -865,7 +862,7 @@ def test_validate_timeframes_failed(default_conf, mocker):
    type(api_mock).timeframes = timeframes
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -895,7 +892,7 @@ def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
    del api_mock.timeframes
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    with pytest.raises(
@@ -917,7 +914,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
    del api_mock.timeframes
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={"timeframes": None}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs", MagicMock())
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    with pytest.raises(
@@ -939,7 +936,7 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
    type(api_mock).timeframes = timeframes
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -955,7 +952,7 @@ def test_validate_pricing(default_conf, mocker):
    }
    type(api_mock).has = PropertyMock(return_value=has)
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_trading_mode_and_margin_mode")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
@@ -991,7 +988,7 @@ def test_validate_ordertypes(default_conf, mocker):
    type(api_mock).has = PropertyMock(return_value={"createMarketOrder": True})
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
@@ -1050,7 +1047,7 @@ def test_validate_ordertypes_stop_advanced(default_conf, mocker, exchange_name,
    default_conf["margin_mode"] = MarginMode.ISOLATED
    type(api_mock).has = PropertyMock(return_value={"createMarketOrder": True})
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}.validate_stakecurrency")
@@ -1075,7 +1072,7 @@ def test_validate_ordertypes_stop_advanced(default_conf, mocker, exchange_name,
 def test_validate_order_types_not_in_config(default_conf, mocker):
    api_mock = MagicMock()
    mocker.patch(f"{EXMS}._init_ccxt", MagicMock(return_value=api_mock))
-    mocker.patch(f"{EXMS}._load_markets", MagicMock(return_value={}))
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.validate_pairs")
    mocker.patch(f"{EXMS}.validate_timeframes")
    mocker.patch(f"{EXMS}.validate_pricing")
@@ -1947,7 +1944,9 @@ def test_fetch_trading_fees(default_conf, mocker):
    assert api_mock.fetch_trading_fees.call_count == 1
    api_mock.fetch_trading_fees.reset_mock()
-
+    # Reload-markets calls fetch_trading_fees, too - so the explicit calls in the below
    # exception test would be called twice.
    mocker.patch(f"{EXMS}.reload_markets")
    ccxt_exceptionhandlers(
        mocker, default_conf, api_mock, exchange_name, "fetch_trading_fees", "fetch_trading_fees"
    )
@@ -4861,7 +4860,7 @@ def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value,
        (10, 0.0001, 2.0, 1.0, 0.002, 0.002),
        (10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
        (10, 0.0002, 2.5, None, 0.005, None),
-        (10, 0.0002, NaN, None, 0.0, None),
+        (10, 0.0002, nan, None, 0.0, None),
    ],
 )
 def test_calculate_funding_fees(
@@ -50,6 +50,7 @@ def freqai_conf(default_conf, tmp_path):
    freqaiconf.update(
        {
            "datadir": Path(default_conf["datadir"]),
            "runmode": "backtest",
            "strategy": "freqai_test_strat",
            "user_data_dir": tmp_path,
            "strategy-path": "freqtrade/tests/strategy/strats",
@@ -699,18 +699,20 @@ def test_process_trade_creation(
 def test_process_exchange_failures(default_conf_usdt, ticker_usdt, mocker) -> None:
    # TODO: Move this test to test_worker
    patch_RPCManager(mocker)
    patch_exchange(mocker)
    mocker.patch.multiple(
        EXMS,
        fetch_ticker=ticker_usdt,
-        reload_markets=MagicMock(side_effect=TemporaryError),
+        reload_markets=MagicMock(),
        create_order=MagicMock(side_effect=TemporaryError),
    )
    sleep_mock = mocker.patch("time.sleep")
    worker = Worker(args=None, config=default_conf_usdt)
    patch_get_signal(worker.freqtrade)
    mocker.patch(f"{EXMS}.reload_markets", MagicMock(side_effect=TemporaryError))
    worker._process_running()
    assert sleep_mock.called is True
@@ -1650,11 +1650,11 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
    ]
    args = get_args(args)
    start_backtesting(args)
-    # 2 backtests, 4 tables
+    # 2 backtests, 6 tables (entry, exit, mixed - each 2x)
    assert backtestmock.call_count == 2
    assert text_table_mock.call_count == 4
    assert strattable_mock.call_count == 1
-    assert tag_metrics_mock.call_count == 4
+    assert tag_metrics_mock.call_count == 6
    assert strat_summary.call_count == 1
    # check the logs, that will contain the backtest result
@@ -1709,7 +1709,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
            "open_rate": [0.104445, 0.10302485],
            "close_rate": [0.104969, 0.103541],
            "is_short": [False, False],
-            "exit_reason": [ExitType.ROI, ExitType.ROI],
+            "exit_reason": [ExitType.ROI.value, ExitType.ROI.value],
        }
    )
    result2 = pd.DataFrame(
@@ -1729,7 +1729,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
            "open_rate": [0.104445, 0.10302485, 0.122541],
            "close_rate": [0.104969, 0.103541, 0.123541],
            "is_short": [False, False, False],
-            "exit_reason": [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS],
+            "exit_reason": [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value],
        }
    )
    backtestmock = MagicMock(
@@ -415,10 +415,10 @@ def test_hyperopt_format_results(hyperopt):
                "is_short": [False, False, False, False],
                "stake_amount": [0.01, 0.01, 0.01, 0.01],
                "exit_reason": [
-                    ExitType.ROI,
+                    ExitType.ROI.value,
-                    ExitType.STOP_LOSS,
+                    ExitType.STOP_LOSS.value,
-                    ExitType.ROI,
+                    ExitType.ROI.value,
-                    ExitType.FORCE_EXIT,
+                    ExitType.FORCE_EXIT.value,
                ],
            }
        ),
@@ -507,10 +507,10 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
                "is_short": [False, False, False, False],
                "stake_amount": [0.01, 0.01, 0.01, 0.01],
                "exit_reason": [
-                    ExitType.ROI,
+                    ExitType.ROI.value,
-                    ExitType.STOP_LOSS,
+                    ExitType.STOP_LOSS.value,
-                    ExitType.ROI,
+                    ExitType.ROI.value,
-                    ExitType.FORCE_EXIT,
+                    ExitType.FORCE_EXIT.value,
                ],
            }
        ),
@@ -1063,7 +1063,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None
 def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path, fee) -> None:
    mocker.patch(f"{EXMS}.validate_config", MagicMock())
    mocker.patch(f"{EXMS}.get_fee", fee)
-    mocker.patch(f"{EXMS}._load_markets")
+    mocker.patch(f"{EXMS}.reload_markets")
    mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=get_markets()))
    (tmp_path / "hyperopt_results").mkdir(parents=True)
    # Dummy-reduce points to ensure scikit-learn is forced to generate new values
@@ -70,13 +70,13 @@ def test_text_table_bt_results():
    )
    result_str = (
-        "|    Pair |   Entries |   Avg Profit % |   Tot Profit BTC |   "
+        "|    Pair |   Trades |   Avg Profit % |   Tot Profit BTC |   "
        "Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |\n"
-        "|---------+-----------+----------------+------------------+"
+        "|---------+----------+----------------+------------------+"
        "----------------+----------------+-------------------------|\n"
-        "| ETH/BTC |         3 |           8.33 |       0.50000000 |          "
+        "| ETH/BTC |        3 |           8.33 |       0.50000000 |          "
        "12.50 |        0:20:00 |     2     0     1  66.7 |\n"
-        "|   TOTAL |         3 |           8.33 |       0.50000000 |          "
+        "|   TOTAL |        3 |           8.33 |       0.50000000 |          "
        "12.50 |        0:20:00 |     2     0     1  66.7 |"
    )
@@ -116,10 +116,10 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
                    "is_short": [False, False, False, False],
                    "stake_amount": [0.01, 0.01, 0.01, 0.01],
                    "exit_reason": [
-                        ExitType.ROI,
+                        ExitType.ROI.value,
-                        ExitType.STOP_LOSS,
+                        ExitType.STOP_LOSS.value,
-                        ExitType.ROI,
+                        ExitType.ROI.value,
-                        ExitType.FORCE_EXIT,
+                        ExitType.FORCE_EXIT.value,
                    ],
                }
            ),
@@ -183,10 +183,10 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
                    "is_short": [False, False, False, False],
                    "stake_amount": [0.01, 0.01, 0.01, 0.01],
                    "exit_reason": [
-                        ExitType.ROI,
+                        ExitType.ROI.value,
-                        ExitType.ROI,
+                        ExitType.ROI.value,
-                        ExitType.STOP_LOSS,
+                        ExitType.STOP_LOSS.value,
-                        ExitType.FORCE_EXIT,
+                        ExitType.FORCE_EXIT.value,
                    ],
                }
            ),
@@ -444,7 +444,7 @@ def test_text_table_exit_reason():
            "wins": [2, 0, 0],
            "draws": [0, 0, 0],
            "losses": [0, 0, 1],
-            "exit_reason": [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS],
+            "exit_reason": [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value],
        }
    )
@@ -509,13 +509,13 @@ def test_text_table_strategy(testdatadir):
    bt_res_data_comparison = bt_res_data.pop("strategy_comparison")
    result_str = (
-        "|       Strategy |   Entries |   Avg Profit % |   Tot Profit BTC |"
+        "|       Strategy |   Trades |   Avg Profit % |   Tot Profit BTC |"
        "   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |              Drawdown |\n"
-        "|----------------+-----------+----------------+------------------+"
+        "|----------------+----------+----------------+------------------+"
        "----------------+----------------+-------------------------+-----------------------|\n"
-        "| StrategyTestV2 |       179 |           0.08 |       0.02608550 |"
+        "| StrategyTestV2 |      179 |           0.08 |       0.02608550 |"
        "         260.85 |        3:40:00 |   170     0     9  95.0 | 0.00308222 BTC  8.67% |\n"
-        "|   TestStrategy |       179 |           0.08 |       0.02608550 |"
+        "|   TestStrategy |      179 |           0.08 |       0.02608550 |"
        "         260.85 |        3:40:00 |   170     0     9  95.0 | 0.00308222 BTC  8.67% |"
    )
@@ -773,6 +773,7 @@ def test_VolumePairList_whitelist_gen(
    whitelist_result,
    caplog,
 ) -> None:
    whitelist_conf["runmode"] = "backtest"
    whitelist_conf["pairlists"] = pairlists
    whitelist_conf["stake_currency"] = base_currency
@@ -1270,6 +1271,7 @@ def test_ShuffleFilter_init(mocker, whitelist_conf, caplog) -> None:
        {"method": "StaticPairList"},
        {"method": "ShuffleFilter", "seed": 43},
    ]
    whitelist_conf["runmode"] = "backtest"
    exchange = get_patched_exchange(mocker, whitelist_conf)
    plm = PairListManager(exchange, whitelist_conf)
@@ -0,0 +1,177 @@
 Describe "Setup and Tests" {
  BeforeAll {
    # Setup variables
    $SetupScriptPath = Join-Path $PSScriptRoot "..\setup.ps1"
    $Global:LogFilePath = Join-Path $env:TEMP "script_log.txt"
    # Check if the setup script exists
    if (-Not (Test-Path -Path $SetupScriptPath)) {
      Write-Host "Error: setup.ps1 script not found at path: $SetupScriptPath"
      exit 1
    }
    # Mock main to prevent it from running
    Mock Main {}
    . $SetupScriptPath
  }
  Context "Write-Log Tests" -Tag "Unit" {
    It "should write INFO level log" {
      if (Test-Path $Global:LogFilePath){
        Remove-Item $Global:LogFilePath -ErrorAction SilentlyContinue
      }
      Write-Log -Message "Test Info Message" -Level "INFO"
      $Global:LogFilePath | Should -Exist
      $LogContent = Get-Content $Global:LogFilePath
      $LogContent | Should -Contain "INFO: Test Info Message"
    }
    It "should write ERROR level log" {
      if (Test-Path $Global:LogFilePath){
        Remove-Item $Global:LogFilePath -ErrorAction SilentlyContinue
      }
      Write-Log -Message "Test Error Message" -Level "ERROR"
      $Global:LogFilePath | Should -Exist
      $LogContent = Get-Content $Global:LogFilePath
      $LogContent | Should -Contain "ERROR: Test Error Message"
    }
  }
  Describe "Get-UserSelection Tests" {
    Context "Valid input" {
      It "Should return the correct index for a valid single selection" {
        $Options = @("Option1", "Option2", "Option3")
        Mock Read-Host { return "B" }
        $Result = Get-UserSelection -prompt "Select an option" -options $Options
        $Result | Should -Be 1
      }
      It "Should return the correct index for a valid single selection" {
        $Options = @("Option1", "Option2", "Option3")
        Mock Read-Host { return "b" }
        $Result = Get-UserSelection -prompt "Select an option" -options $Options
        $Result | Should -Be 1
      }
      It "Should return the default choice when no input is provided" {
        $Options = @("Option1", "Option2", "Option3")
        Mock Read-Host { return "" }
        $Result = Get-UserSelection -prompt "Select an option" -options $Options -defaultChoice "C"
        $Result | Should -Be 2
      }
    }
    Context "Invalid input" {
      It "Should return -1 for an invalid letter selection" {
        $Options = @("Option1", "Option2", "Option3")
        Mock Read-Host { return "X" }
        $Result = Get-UserSelection -prompt "Select an option" -options $Options
        $Result | Should -Be -1
      }
      It "Should return -1 for a selection outside the valid range" {
        $Options = @("Option1", "Option2", "Option3")
        Mock Read-Host { return "D" }
        $Result = Get-UserSelection -prompt "Select an option" -options $Options
        $Result | Should -Be -1
      }
      It "Should return -1 for a non-letter input" {
        $Options = @("Option1", "Option2", "Option3")
        Mock Read-Host { return "1" }
        $Result = Get-UserSelection -prompt "Select an option" -options $Options
        $Result | Should -Be -1
      }
      It "Should return -1 for mixed valid and invalid input" {
        Mock Read-Host { return "A,X,B,Y,C,Z" }
        $Options = @("Option1", "Option2", "Option3")
        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "A"
        $Indices | Should -Be -1
      }
    }
    Context "Multiple selections" {
      It "Should handle valid input correctly" {
        Mock Read-Host { return "A, B, C" }
        $Options = @("Option1", "Option2", "Option3")
        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "A"
        $Indices | Should -Be @(0, 1, 2)
      }
      It "Should handle valid input without whitespace correctly" {
        Mock Read-Host { return "A,B,C" }
        $Options = @("Option1", "Option2", "Option3")
        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "A"
        $Indices | Should -Be @(0, 1, 2)
      }
      It "Should return indices for selected options" {
        Mock Read-Host { return "a,b" }
        $Options = @("Option1", "Option2", "Option3")
        $Indices = Get-UserSelection -prompt "Select options" -options $Options
        $Indices | Should -Be @(0, 1)
      }
      It "Should return default choice if no input" {
        Mock Read-Host { return "" }
        $Options = @("Option1", "Option2", "Option3")
        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "C"
        $Indices | Should -Be @(2)
      }
      It "Should handle invalid input gracefully" {
        Mock Read-Host { return "x,y,z" }
        $Options = @("Option1", "Option2", "Option3")
        $Indices = Get-UserSelection -prompt "Select options" -options $Options -defaultChoice "A"
        $Indices | Should -Be -1
      }
      It "Should handle input without whitespace" {
        Mock Read-Host { return "a,b,c" }
        $Options = @("Option1", "Option2", "Option3")
        $Indices = Get-UserSelection -prompt "Select options" -options $Options
        $Indices | Should -Be @(0, 1, 2)
      }
    }
  }
  Describe "Exit-Script Tests" -Tag "Unit" {
    BeforeEach {
      Mock Write-Log {}
      Mock Start-Process {}
      Mock Read-Host { return "Y" }
    }
    It "should exit with the given exit code without waiting for key press" {
      $ExitCode = Exit-Script -ExitCode 0 -isSubShell $true -waitForKeypress $false
      $ExitCode | Should -Be 0
    }
    It "should prompt to open log file on error" {
      Exit-Script -ExitCode 1 -isSubShell $true -waitForKeypress $false
      Assert-MockCalled Read-Host -Exactly 1
      Assert-MockCalled Start-Process -Exactly 1
    }
  }
  Context 'Find-PythonExecutable' {
    It 'Returns the first valid Python executable' {
      Mock Test-PythonExecutable { $true } -ParameterFilter { $PythonExecutable -eq 'python' }
      $Result = Find-PythonExecutable
      $Result | Should -Be 'python'
    }
    It 'Returns null if no valid Python executable is found' {
      Mock Test-PythonExecutable { $false }
      $Result = Find-PythonExecutable
      $Result | Should -Be $null
    }
  }
 }
@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 import math
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import MagicMock
@@ -458,55 +459,66 @@ def test_min_roi_reached3(default_conf, fee) -> None:
            ExitType.TRAILING_STOP_LOSS,
            None,
        ),
-        (0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 1, ExitType.NONE, None),
+        (0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 0.998, ExitType.NONE, None),
-        (0.05, 1, ExitType.NONE, None, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
+        (
            0.05,
            0.998,
            ExitType.NONE,
            None,
            True,
            False,
            -0.01,
            0.998,
            ExitType.TRAILING_STOP_LOSS,
            None,
        ),
        # Default custom case - trails with 10%
-        (0.05, 0.95, ExitType.NONE, None, False, True, -0.02, 0.95, ExitType.NONE, None),
+        (0.05, 0.945, ExitType.NONE, None, False, True, -0.02, 0.945, ExitType.NONE, None),
        (
            0.05,
-            0.95,
+            0.945,
            ExitType.NONE,
            None,
            False,
            True,
            -0.06,
-            0.95,
+            0.945,
            ExitType.TRAILING_STOP_LOSS,
            None,
        ),
        (
            0.05,
-            1,
+            0.998,
            ExitType.NONE,
            None,
            False,
            True,
            -0.06,
-            1,
+            0.998,
            ExitType.TRAILING_STOP_LOSS,
            lambda **kwargs: -0.05,
        ),
        (
            0.05,
-            1,
+            0.998,
            ExitType.NONE,
            None,
            False,
            True,
            0.09,
-            1.04,
+            1.036,
            ExitType.NONE,
            lambda **kwargs: -0.05,
        ),
        (
            0.05,
-            0.95,
+            0.945,
            ExitType.NONE,
            None,
            False,
            True,
            0.09,
-            0.98,
+            0.981,
            ExitType.NONE,
            lambda current_profit, **kwargs: (
                -0.1 if current_profit < 0.6 else -(current_profit * 2)
@@ -525,6 +537,19 @@ def test_min_roi_reached3(default_conf, fee) -> None:
            ExitType.NONE,
            lambda **kwargs: None,
        ),
        # Error case - Returning inf.
        (
            0.05,
            0.9,
            ExitType.NONE,
            None,
            False,
            True,
            0.09,
            0.9,
            ExitType.NONE,
            lambda **kwargs: math.inf,
        ),
    ],
 )
 def test_ft_stoploss_reached(
@@ -552,6 +577,8 @@ def test_ft_stoploss_reached(
        exchange="binance",
        open_rate=1,
        liquidation_price=liq,
        price_precision=4,
        precision_mode=2,
    )
    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
    strategy.trailing_stop = trailing
@@ -577,7 +604,7 @@ def test_ft_stoploss_reached(
        assert sl_flag.exit_flag is False
    else:
        assert sl_flag.exit_flag is True
-    assert round(trade.stop_loss, 2) == adjusted
+    assert round(trade.stop_loss, 3) == adjusted
    current_rate2 = trade.open_rate * (1 + profit2)
    sl_flag = strategy.ft_stoploss_reached(
@@ -593,7 +620,7 @@ def test_ft_stoploss_reached(
        assert sl_flag.exit_flag is False
    else:
        assert sl_flag.exit_flag is True
-    assert round(trade.stop_loss, 2) == adjusted2
+    assert round(trade.stop_loss, 3) == adjusted2
    strategy.custom_stoploss = original_stopvalue
@@ -401,11 +401,11 @@ def test_load_dry_run(default_conf, mocker, config_value, expected, arglist) ->
    assert validated_conf["runmode"] == (RunMode.DRY_RUN if expected else RunMode.LIVE)
-def test_load_custom_strategy(default_conf, mocker) -> None:
+def test_load_custom_strategy(default_conf, mocker, tmp_path) -> None:
    default_conf.update(
        {
            "strategy": "CustomStrategy",
-            "strategy_path": "/tmp/strategies",
+            "strategy_path": f"{tmp_path}/strategies",
        }
    )
    patched_configuration_load_config_file(mocker, default_conf)
@@ -415,7 +415,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
    validated_conf = configuration.load_config()
    assert validated_conf.get("strategy") == "CustomStrategy"
-    assert validated_conf.get("strategy_path") == "/tmp/strategies"
+    assert validated_conf.get("strategy_path") == f"{tmp_path}/strategies"
 def test_show_info(default_conf, mocker, caplog) -> None:
@@ -469,7 +469,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
    assert "timerange" not in config
-def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
+def test_setup_configuration_with_arguments(mocker, default_conf, caplog, tmp_path) -> None:
    patched_configuration_load_config_file(mocker, default_conf)
    mocker.patch("freqtrade.configuration.configuration.create_datadir", lambda c, x: x)
    mocker.patch(
@@ -485,7 +485,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
        "--datadir",
        "/foo/bar",
        "--userdir",
-        "/tmp/freqtrade",
+        f"{tmp_path}/freqtrade",
        "--timeframe",
        "1m",
        "--enable-position-stacking",
@@ -509,7 +509,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
    assert "pair_whitelist" in config["exchange"]
    assert "datadir" in config
    assert log_has("Using data directory: {} ...".format("/foo/bar"), caplog)
-    assert log_has("Using user-data directory: {} ...".format(Path("/tmp/freqtrade")), caplog)
+    assert log_has(f"Using user-data directory: {tmp_path / 'freqtrade'} ...", caplog)
    assert "user_data_dir" in config
    assert "timeframe" in config
@@ -24,16 +24,16 @@ def test_create_datadir(mocker, default_conf, caplog) -> None:
    assert log_has("Created data directory: /foo/bar", caplog)
-def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
+def test_create_userdata_dir(mocker, tmp_path, caplog) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
    md = mocker.patch.object(Path, "mkdir", MagicMock())
-    x = create_userdata_dir("/tmp/bar", create_dir=True)
+    x = create_userdata_dir(tmp_path / "bar", create_dir=True)
    assert md.call_count == 10
    assert md.call_args[1]["parents"] is False
-    assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
+    assert log_has(f'Created user-data directory: {tmp_path / "bar"}', caplog)
    assert isinstance(x, Path)
-    assert str(x) == str(Path("/tmp/bar"))
+    assert str(x) == str(tmp_path / "bar")
 def test_create_userdata_dir_and_chown(mocker, tmp_path, caplog) -> None:
@@ -54,63 +54,57 @@ def test_create_userdata_dir_and_chown(mocker, tmp_path, caplog) -> None:
    del os.environ["FT_APP_ENV"]
-def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
+def test_create_userdata_dir_exists(mocker, tmp_path) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
    md = mocker.patch.object(Path, "mkdir", MagicMock())
-    create_userdata_dir("/tmp/bar")
+    create_userdata_dir(f"{tmp_path}/bar")
    assert md.call_count == 0
-def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
+def test_create_userdata_dir_exists_exception(mocker, tmp_path) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
    md = mocker.patch.object(Path, "mkdir", MagicMock())
-    with pytest.raises(
+    with pytest.raises(OperationalException, match=r"Directory `.*.{1,2}bar` does not exist.*"):
-        OperationalException, match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist.*"
+        create_userdata_dir(f"{tmp_path}/bar", create_dir=False)
    ):
        create_userdata_dir("/tmp/bar", create_dir=False)
    assert md.call_count == 0
-def test_copy_sample_files(mocker, default_conf, caplog) -> None:
+def test_copy_sample_files(mocker, tmp_path) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
    copymock = mocker.patch("shutil.copy", MagicMock())
-    copy_sample_files(Path("/tmp/bar"))
+    copy_sample_files(Path(f"{tmp_path}/bar"))
    assert copymock.call_count == 3
-    assert copymock.call_args_list[0][0][1] == str(
+    assert copymock.call_args_list[0][0][1] == str(tmp_path / "bar/strategies/sample_strategy.py")
        Path("/tmp/bar") / "strategies/sample_strategy.py"
    )
    assert copymock.call_args_list[1][0][1] == str(
-        Path("/tmp/bar") / "hyperopts/sample_hyperopt_loss.py"
+        tmp_path / "bar/hyperopts/sample_hyperopt_loss.py"
    )
    assert copymock.call_args_list[2][0][1] == str(
-        Path("/tmp/bar") / "notebooks/strategy_analysis_example.ipynb"
+        tmp_path / "bar/notebooks/strategy_analysis_example.ipynb"
    )
-def test_copy_sample_files_errors(mocker, default_conf, caplog) -> None:
+def test_copy_sample_files_errors(mocker, tmp_path, caplog) -> None:
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
    mocker.patch("shutil.copy", MagicMock())
-    with pytest.raises(
+    with pytest.raises(OperationalException, match=r"Directory `.*.{1,2}bar` does not exist\."):
-        OperationalException, match=r"Directory `.{1,2}tmp.{1,2}bar` does not exist\."
+        copy_sample_files(Path(f"{tmp_path}/bar"))
    ):
        copy_sample_files(Path("/tmp/bar"))
    mocker.patch.object(Path, "is_dir", MagicMock(side_effect=[True, False]))
    with pytest.raises(
        OperationalException,
-        match=r"Directory `.{1,2}tmp.{1,2}bar.{1,2}strategies` does not exist\.",
+        match=r"Directory `.*.{1,2}bar.{1,2}strategies` does not exist\.",
    ):
-        copy_sample_files(Path("/tmp/bar"))
+        copy_sample_files(Path(f"{tmp_path}/bar"))
    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
-    copy_sample_files(Path("/tmp/bar"))
+    copy_sample_files(Path(f"{tmp_path}/bar"))
    assert log_has_re(r"File `.*` exists already, not deploying sample file\.", caplog)
    caplog.clear()
-    copy_sample_files(Path("/tmp/bar"), overwrite=True)
+    copy_sample_files(Path(f"{tmp_path}/bar"), overwrite=True)
    assert log_has_re(r"File `.*` exists already, overwriting\.", caplog)