Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades

.github/workflows/ci.yml

@@ -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:
@@ -322,7 +322,7 @@ jobs:
       run: |
         $PSVersionTable
         Set-PSRepository psgallery -InstallationPolicy trusted
-        Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force
+        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}
@@ -533,12 +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:

.pre-commit-config.yaml

@@ -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]
@@ -31,7 +31,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.4.7'
+    rev: 'v0.4.9'
     hooks:
       - id: ruff
 

Dockerfile

@@ -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

docs/backtesting.md

@@ -253,8 +253,8 @@ 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 |
 | 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 |
@@ -275,14 +275,14 @@ A backtesting result will look like that:
 | 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 |
 ============================================= 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 |
 | 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 |
 ==================== 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 |
@@ -631,8 +631,8 @@ 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 |
 | Strategy2   |    1487 |          -0.13 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
 ```

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.6
 mkdocs==1.6.0
-mkdocs-material==9.5.25
+mkdocs-material==9.5.27
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.8.1
 jinja2==3.1.4

docs/rest-api.md

@@ -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:

docs/strategy-callbacks.md

@@ -467,7 +467,7 @@ 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 +492,8 @@ 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)
 
     ```

docs/trade-object.md

@@ -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
 

freqtrade/__init__.py

@@ -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

freqtrade/commands/build_config_commands.py

@@ -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"],
         },
         {

freqtrade/configuration/configuration.py

@@ -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]})

freqtrade/exchange/exchange.py

@@ -271,7 +271,7 @@ 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
         ):

freqtrade/freqai/torch/PyTorchModelTrainer.py

@@ -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:

freqtrade/freqtradebot.py

@@ -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:
         """

freqtrade/optimize/backtest_caching.py

@@ -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.

freqtrade/optimize/hyperopt.py

@@ -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)

freqtrade/optimize/optimize_reports/bt_output.py

@@ -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", {}):

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -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"]]),

freqtrade/plugins/pairlist/AgeFilter.py

@@ -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:

freqtrade/plugins/pairlist/FullTradesFilter.py

@@ -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:
         """

freqtrade/plugins/pairlist/IPairList.py

@@ -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.

freqtrade/plugins/pairlist/MarketCapPairList.py

@@ -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", ""),

freqtrade/plugins/pairlist/OffsetFilter.py

@@ -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")

freqtrade/plugins/pairlist/PerformanceFilter.py

@@ -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:

freqtrade/plugins/pairlist/PrecisionFilter.py

@@ -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(

freqtrade/plugins/pairlist/PriceFilter.py

@@ -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 = (

freqtrade/plugins/pairlist/ProducerPairList.py

@@ -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."
             )

freqtrade/plugins/pairlist/RemotePairList.py

@@ -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(

freqtrade/plugins/pairlist/ShuffleFilter.py

@@ -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"])
         )

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -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"):

freqtrade/plugins/pairlist/StaticPairList.py

@@ -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)
 

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -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:

freqtrade/plugins/pairlist/VolumePairList.py

@@ -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:

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -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:

freqtrade/rpc/api_server/api_auth.py

@@ -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}

freqtrade/rpc/rpc.py

@@ -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"] = {}

ft_client/freqtrade_client/__init__.py

@@ -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"]

ft_client/freqtrade_client/ft_client.py

@@ -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():

ft_client/freqtrade_client/ft_rest_client.py

@@ -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):

ft_client/test_client/test_rest_client.py

@@ -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()

pyproject.toml

@@ -138,7 +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
@@ -151,13 +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)`.

requirements-dev.txt

@@ -7,10 +7,10 @@
 -r docs/requirements-docs.txt
 
 coveralls==4.0.1
-ruff==0.4.7
+ruff==0.4.9
 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

requirements-freqai-rl.txt

@@ -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

requirements-freqai.txt

@@ -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

requirements-hyperopt.txt

@@ -5,4 +5,4 @@
 scipy==1.13.1
 scikit-learn==1.5.0
 ft-scikit-optimize==0.9.2
-filelock==3.14.0
+filelock==3.15.1

requirements.txt

@@ -4,19 +4,19 @@ bottleneck==1.3.8
 numexpr==2.10.0
 pandas-ta==0.3.14b
 
-ccxt==4.3.38
+ccxt==4.3.46
-cryptography==42.0.7
+cryptography==42.0.8
 aiohttp==3.9.5
 SQLAlchemy==2.0.30
-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==2.32.3
-urllib3==2.2.1
+urllib3==2.2.2
 jsonschema==4.22.0
-TA-Lib==0.4.30
+TA-Lib==0.4.31
 technical==1.4.3
 tabulate==0.9.0
 pycoingecko==3.1.0
@@ -32,14 +32,14 @@ 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==2.7.2
+pydantic==2.7.4
 uvicorn==0.30.1
 pyjwt==2.8.0
 aiofiles==23.2.1
@@ -62,4 +62,4 @@ websockets==12.0
 janus==1.0.0
 
 ast-comments==1.2.2
-packaging==24.0
+packaging==24.1

tests/data/test_entryexitanalysis.py

@@ -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,
             ],
         }
     )

tests/exchange/test_exchange.py

@@ -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, to_datetime
 
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
@@ -5014,7 +5014,7 @@ 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(

tests/optimize/test_backtesting.py

@@ -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(

tests/optimize/test_hyperopt.py

@@ -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,
                 ],
             }
         ),

tests/optimize/test_optimize_reports.py

@@ -70,9 +70,9 @@ 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 |          "
         "12.50 |        0:20:00 |     2     0     1  66.7 |\n"
@@ -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],
         }
     )
 
@@ -509,9 +509,9 @@ 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 |"
         "         260.85 |        3:40:00 |   170     0     9  95.0 | 0.00308222 BTC  8.67% |\n"

tests/test_configuration.py

@@ -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

tests/test_directory_operations.py

@@ -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)