Merge pull request #9607 from freqtrade/new_release

New release 2023.12
Bump version to 2023.12
2023-12-30 08:49:40 +01:00 · 2023-12-29 18:24:18 +01:00 · 2023-12-29 18:24:07 +01:00 · 2023-12-28 11:07:41 +01:00 · 2023-12-26 17:49:01 +01:00 · 2023-12-25 15:57:06 +01:00
81 changed files with 3686 additions and 923 deletions
@@ -31,7 +31,7 @@ jobs:
    - uses: actions/checkout@v4

    - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
      with:
        python-version: ${{ matrix.python-version }}

@@ -44,7 +44,6 @@ jobs:

    - name: pip cache (linux)
      uses: actions/cache@v3
-      if: runner.os == 'Linux'
      with:
        path: ~/.cache/pip
        key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
@@ -55,7 +54,6 @@ jobs:
        cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..

    - name: Installation - *nix
-      if: runner.os == 'Linux'
      run: |
        python -m pip install --upgrade pip wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
@@ -122,18 +120,18 @@ jobs:
          details: Freqtrade CI failed on ${{ matrix.os }}
          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

-  build_macos:
+  build-macos:
    runs-on: ${{ matrix.os }}
    strategy:
      matrix:
-        os: [ macos-latest ]
+        os: [ "macos-latest", "macos-13" ]
        python-version: ["3.9", "3.10", "3.11"]

    steps:
    - uses: actions/checkout@v4

    - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
      with:
        python-version: ${{ matrix.python-version }}
        check-latest: true
@@ -143,14 +141,13 @@ jobs:
      id: cache
      with:
        path: ~/dependencies/
-        key: ${{ runner.os }}-dependencies
+        key: ${{ matrix.os }}-dependencies

    - name: pip cache (macOS)
      uses: actions/cache@v3
-      if: runner.os == 'macOS'
      with:
        path: ~/Library/Caches/pip
-        key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
+        key: ${{ matrix.os }}-${{ matrix.python-version }}-pip

    - name: TA binary *nix
      if: steps.cache.outputs.cache-hit != 'true'
@@ -158,7 +155,6 @@ jobs:
        cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..

    - name: Installation - macOS
-      if: runner.os == 'macOS'
      run: |
        # brew update
        # TODO: Should be the brew upgrade
@@ -166,16 +162,21 @@ jobs:
        # https://github.com/actions/runner-images/issues/6817
        rm /usr/local/bin/2to3 || true
        rm /usr/local/bin/2to3-3.11 || true
+        rm /usr/local/bin/2to3-3.12 || true
        rm /usr/local/bin/idle3 || true
        rm /usr/local/bin/idle3.11 || true
+        rm /usr/local/bin/idle3.12 || true
        rm /usr/local/bin/pydoc3 || true
        rm /usr/local/bin/pydoc3.11 || true
+        rm /usr/local/bin/pydoc3.12 || true
        rm /usr/local/bin/python3 || true
        rm /usr/local/bin/python3.11 || true
+        rm /usr/local/bin/python3.12 || true
        rm /usr/local/bin/python3-config || true
        rm /usr/local/bin/python3.11-config || true
+        rm /usr/local/bin/python3.12-config || true

-        brew install hdf5 c-blosc
+        brew install hdf5 c-blosc libomp
        python -m pip install --upgrade pip wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
@@ -231,7 +232,7 @@ jobs:
          details: Test Succeeded!
          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

-  build_windows:
+  build-windows:

    runs-on: ${{ matrix.os }}
    strategy:
@@ -243,7 +244,7 @@ jobs:
    - uses: actions/checkout@v4

    - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
      with:
        python-version: ${{ matrix.python-version }}

@@ -301,13 +302,13 @@ jobs:
          details: Test Failed
          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

-  mypy_version_check:
+  mypy-version-check:
    runs-on: ubuntu-22.04
    steps:
    - uses: actions/checkout@v4

    - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
      with:
        python-version: "3.10"

@@ -321,12 +322,12 @@ jobs:
    steps:
    - uses: actions/checkout@v4

-    - uses: actions/setup-python@v4
+    - uses: actions/setup-python@v5
      with:
        python-version: "3.10"
    - uses: pre-commit/action@v3.0.0

-  docs_check:
+  docs-check:
    runs-on: ubuntu-22.04
    steps:
    - uses: actions/checkout@v4
@@ -336,7 +337,7 @@ jobs:
        ./tests/test_docs.sh

    - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
      with:
        python-version: "3.11"

@@ -362,9 +363,9 @@ jobs:
    - uses: actions/checkout@v4

    - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
      with:
-        python-version: "3.9"
+        python-version: "3.11"

    - name: Cache_dependencies
      uses: actions/cache@v3
@@ -375,7 +376,6 @@ jobs:

    - name: pip cache (linux)
      uses: actions/cache@v3
-      if: runner.os == 'Linux'
      with:
        path: ~/.cache/pip
        key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
@@ -386,7 +386,6 @@ jobs:
        cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..

    - name: Installation - *nix
-      if: runner.os == 'Linux'
      run: |
        python -m pip install --upgrade pip wheel
        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
@@ -399,17 +398,17 @@ jobs:
      env:
        CI_WEB_PROXY: http://152.67.78.211:13128
      run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc --longrun
+        pytest --random-order --longrun --durations 20 -n auto --dist loadscope


  # Notify only once - when CI completes (and after deploy) in case it's successfull
  notify-complete:
    needs: [
      build_linux,
-      build_macos,
-      build_windows,
-      docs_check,
-      mypy_version_check,
+      build-macos,
+      build-windows,
+      docs-check,
+      mypy-version-check,
      pre-commit,
      build_linux_online
    ]
@@ -436,8 +435,63 @@ jobs:
          details: Test Completed!
          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

-  deploy:
-    needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check, pre-commit ]
+  build:
+    name: "Build"
+    needs: [ build_linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
+    runs-on: ubuntu-22.04
+
+    steps:
+    - uses: actions/checkout@v4
+
+    - name: Set up Python
+      uses: actions/setup-python@v5
+      with:
+        python-version: "3.11"
+
+    - name: Build distribution
+      run: |
+        pip install -U build
+        python -m build --sdist --wheel
+
+    - name: Upload artifacts 📦
+      uses: actions/upload-artifact@v4
+      with:
+        name: freqtrade-build
+        path: |
+          dist
+        retention-days: 10
+
+  deploy-pypi:
+    name: "Deploy to PyPI"
+    needs: [ build ]
+    runs-on: ubuntu-22.04
+    if: (github.event_name == 'release')
+    environment:
+      name: release
+      url: https://pypi.org/p/freqtrade
+    permissions:
+      id-token: write
+
+    steps:
+    - uses: actions/checkout@v4
+
+    - name: Download artifact  📦
+      uses: actions/download-artifact@v4
+      with:
+        name: freqtrade-build
+        path: dist
+
+    - name: Publish to PyPI (Test)
+      uses: pypa/gh-action-pypi-publish@v1.8.11
+      with:
+        repository-url: https://test.pypi.org/legacy/
+
+    - name: Publish to PyPI
+      uses: pypa/gh-action-pypi-publish@v1.8.11
+
+
+  deploy-docker:
+    needs: [ build_linux, build-macos, build-windows, docs-check, mypy-version-check, pre-commit ]
    runs-on: ubuntu-22.04

    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
@@ -446,7 +500,7 @@ jobs:
    - uses: actions/checkout@v4

    - name: Set up Python
-      uses: actions/setup-python@v4
+      uses: actions/setup-python@v5
      with:
        python-version: "3.11"

@@ -455,26 +509,6 @@ jobs:
      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
      id: extract_branch

-    - name: Build distribution
-      run: |
-        pip install -U setuptools wheel
-        python setup.py sdist bdist_wheel
-
-    - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.8.10
-      if: (github.event_name == 'release')
-      with:
-        user: __token__
-        password: ${{ secrets.pypi_test_password }}
-        repository_url: https://test.pypi.org/legacy/
-
-    - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.8.10
-      if: (github.event_name == 'release')
-      with:
-        user: __token__
-        password: ${{ secrets.pypi_password }}
-
    - name: Dockerhub login
      env:
        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
@@ -506,10 +540,11 @@ jobs:
      run: |
        build_helpers/publish_docker_multi.sh

-  deploy_arm:
+  deploy-arm:
+    name: "Deploy Docker"
    permissions:
      packages: write
-    needs: [ deploy ]
+    needs: [ deploy-docker ]
    # Only run on 64bit machines
    runs-on: [self-hosted, linux, ARM64]
    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
@@ -0,0 +1,44 @@
+name: Pre-commit auto-update
+
+on:
+  # every day at midnight
+  schedule:
+    - cron: "0 3 * * 2"
+  # on demand
+  workflow_dispatch:
+
+permissions:
+  contents: read
+
+jobs:
+  auto-update:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.11"
+
+
+      - name: Install pre-commit
+        run: pip install pre-commit
+
+      - name: Run auto-update
+        run: pre-commit autoupdate
+
+      - name: Run pre-commit
+        run: pre-commit run --all-files
+
+      - uses: peter-evans/create-pull-request@v5
+        with:
+          token: ${{ secrets.REPO_SCOPED_TOKEN }}
+          add-paths: .pre-commit-config.yaml
+          labels: |
+            Tech maintenance
+          branch: update/pre-commit-hooks
+          title: Update pre-commit hooks
+          commit-message: "chore: update pre-commit hooks"
+          committer: Freqtrade Bot <noreply@github.com>
+          body: Update versions of pre-commit hooks to latest version.
+          delete-branch: true
@@ -111,7 +111,6 @@ target/
 #exceptions
 !*.gitkeep
 !config_examples/config_binance.example.json
-!config_examples/config_bittrex.example.json
 !config_examples/config_full.example.json
 !config_examples/config_kraken.example.json
 !config_examples/config_freqai.example.json
@@ -2,13 +2,14 @@
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
  - repo: https://github.com/pycqa/flake8
-    rev: "6.0.0"
+    rev: "6.1.0"
    hooks:
      - id: flake8
+        additional_dependencies: [Flake8-pyproject]
        # stages: [push]

  - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v1.7.0"
+    rev: "v1.8.0"
    hooks:
      - id: mypy
        exclude: build_helpers
@@ -22,7 +23,7 @@ repos:
        # stages: [push]

  - repo: https://github.com/pycqa/isort
-    rev: "5.12.0"
+    rev: "5.13.2"
    hooks:
      - id: isort
        name: isort (python)
@@ -30,12 +31,12 @@ repos:

  - repo: https://github.com/charliermarsh/ruff-pre-commit
    # Ruff version.
-    rev: 'v0.1.1'
+    rev: 'v0.1.9'
    hooks:
      - id: ruff

  - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v4.4.0
+    rev: v4.5.0
    hooks:
      - id: end-of-file-fixer
        exclude: |
@@ -5,3 +5,5 @@ recursive-include freqtrade/templates/ *.j2 *.ipynb
 include freqtrade/exchange/binance_leverage_tiers.json
 include freqtrade/rpc/api_server/ui/fallback_file.html
 include freqtrade/rpc/api_server/ui/favicon.ico
+
+prune tests
@@ -618,13 +618,13 @@ To compare multiple strategies, a list of Strategies can be provided to backtest
 This is limited to 1 timeframe value per run. However, data is only loaded once from disk so if you have multiple
 strategies you'd like to compare, this will give a nice runtime boost.

-All listed Strategies need to be in the same directory.
+All listed Strategies need to be in the same directory, unless also `--recursive-strategy-search` is specified, where sub-directories within the strategy directory are also considered.

 ``` bash
 freqtrade backtesting --timerange 20180401-20180410 --timeframe 5m --strategy-list Strategy001 Strategy002 --export trades
 ```

-This will save the results to `user_data/backtest_results/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
+This will save the results to `user_data/backtest_results/backtest-result-<datetime>.json`, including results for both `Strategy001` and `Strategy002`.
 There will be an additional table comparing win/losses of the different strategies (identical to the "Total" row in the first table).
 Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.

@@ -321,7 +321,7 @@ For example, if you have 10 ETH available in your wallet on the exchange and `tr
 To fully utilize compounding profits when using multiple bots on the same exchange account, you'll want to limit each bot to a certain starting balance.
 This can be accomplished by setting `available_capital` to the desired starting balance.

-Assuming your account has 10.000 USDT and you want to run 2 different strategies on this exchange.
+Assuming your account has 10000 USDT and you want to run 2 different strategies on this exchange.
 You'd set `available_capital=5000` - granting each bot an initial capital of 5000 USDT.
 The bot will then split this starting balance equally into `max_open_trades` buckets.
 Profitable trades will result in increased stake-sizes for this bot - without affecting the stake-sizes of the other bot.
@@ -419,6 +419,9 @@ This part of the documentation is aimed at maintainers, and shows how to create

 ### Create release branch

+!!! Note
+    Make sure that the `stable` branch is up-to-date!
+
 First, pick a commit that's about one week old (to not include latest additions to releases).

 ``` bash
@@ -431,14 +434,11 @@ Determine if crucial bugfixes have been made between this commit and the current
 * Merge the release branch (stable) into this branch.
 * Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7.1` should we need to do a second release that month. Version numbers must follow allowed versions from PEP0440 to avoid failures pushing to pypi.
 * Commit this part.
-* push that branch to the remote and create a PR against the stable branch.
+* Push that branch to the remote and create a PR against the **stable branch**.
 * Update develop version to next version following the pattern `2019.8-dev`.

 ### Create changelog from git commits

-!!! Note
-    Make sure that the `stable` branch is up-to-date!
-
 ``` bash
 # Needs to be done before merging / pulling that branch.
 git log --oneline --no-decorate --no-merges stable..new_release
@@ -181,48 +181,6 @@ freqtrade download-data --exchange kraken --dl-trades -p BTC/EUR BCH/EUR
    Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests\sec rate.
    So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased.

-## Bittrex
-
-### Order types
-
-Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faq.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
-
-Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
-Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
-
-### Volume pairlist
-
-Bittrex does not support the direct usage of VolumePairList. This can however be worked around by using the advanced mode with `lookback_days: 1` (or more), which will emulate 24h volume.
-
-Read more in the [pairlist documentation](plugins.md#volumepairlist-advanced-mode).
-
-### Restricted markets
-
-Bittrex split its exchange into US and International versions.
-The International version has more pairs available, however the API always returns all pairs, so there is currently no automated way to detect if you're affected by the restriction.
-
-If you have restricted pairs in your whitelist, you'll get a warning message in the log on Freqtrade startup for each restricted pair.
-
-The warning message will look similar to the following:
-
-``` output
-[...] Message: bittrex {"success":false,"message":"RESTRICTED_MARKET","result":null,"explanation":null}"
-```
-
-If you're an "International" customer on the Bittrex exchange, then this warning will probably not impact you.
-If you're a US customer, the bot will fail to create orders for these pairs, and you should remove them from your whitelist.
-
-You can get a list of restricted markets by using the following snippet:
-
-``` python
-import ccxt
-ct = ccxt.bittrex()
-lm = ct.load_markets()
-
-res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
-print(res)
-```
-
 ## Kucoin

 Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
@@ -128,15 +128,9 @@ This warning can point to one of the below problems:
 * Barely traded pair -> Check the pair on the exchange webpage, look at the timeframe your strategy uses. If the pair does not have any volume in some candles (usually visualized with a "volume 0" bar, and a "_" as candle), this pair did not have any trades in this timeframe. These pairs should ideally be avoided, as they can cause problems with order-filling.
 * API problem -> API returns wrong data (this only here for completeness, and should not happen with supported exchanges).

-### I'm getting the "RESTRICTED_MARKET" message in the log
-
-Currently known to happen for US Bittrex users.
-
-Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.
-
 ### I'm getting the "Exchange XXX does not support market orders." message and cannot run my strategy

-As the message says, your exchange does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Bittrex and Gate.io).
+As the message says, your exchange does not support market orders and you have one of the [order types](configuration.md/#understand-order_types) set to "market". Your strategy was probably written with other exchanges in mind and sets "market" orders for "stoploss" orders, which is correct and preferable for most of the exchanges supporting market orders (but not for Gate.io).

 To fix this, redefine order types in the strategy to use "limit" instead of "market":

@@ -112,8 +112,8 @@ For convenience `lookback_days` can be specified, which will imply that 1d candl
 !!! Warning "Performance implications when using lookback range"
    If used in first position in combination with lookback, the computation of the range based volume can be time and resource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `VolumeFilter` to narrow the pairlist down for further range volume calculation.

-??? Tip "Unsupported exchanges (Bittrex, Gemini)"
-    On some exchanges (like Bittrex and Gemini), regular VolumePairList does not work as the api does not natively provide 24h volume. This can be worked around by using candle data to build the volume.
+??? Tip "Unsupported exchanges"
+    On some exchanges (like Gemini), regular VolumePairList does not work as the api does not natively provide 24h volume. This can be worked around by using candle data to build the volume.
    To roughly simulate 24h volume, you can use the following configuration.
    Please note that These pairlists will only refresh once per day.

@@ -1,6 +1,6 @@
 markdown==3.5.1
 mkdocs==1.5.3
-mkdocs-material==9.4.14
+mkdocs-material==9.5.3
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.5
 jinja2==3.1.2
@@ -489,7 +489,7 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
            dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
            trade_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
            candle = dataframe.iloc[-1].squeeze()
-            sign = 1 if trade.is_short else -1
+            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,
                                          leverage=trade.leverage)
@@ -242,7 +242,6 @@ bitkk            True     missing opt: fetchMyTrades
 bitmart          True
 bitmax           True     missing opt: fetchMyTrades
 bitpanda         True
-bittrex          True
 bitvavo          True
 bitz             True     missing opt: fetchMyTrades
 btcalpha         True     missing opt: fetchTicker, fetchTickers
@@ -324,7 +323,6 @@ bitpanda            True
 bitso               False    missing: fetchOHLCV
 bitstamp            True     missing opt: fetchTickers
 bitstamp1           False    missing: fetchOrder, fetchOHLCV
-bittrex             True
 bitvavo             True
 bitz                True     missing opt: fetchMyTrades
 bl3p                False    missing: fetchOrder, fetchOHLCV
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2023.11'
+__version__ = '2023.12'

 if 'dev' in __version__:
    from pathlib import Path
@@ -67,7 +67,7 @@ def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> D
        )


-def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False) -> None:
+def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = False) -> None:
    """
    Validate the configuration consistency.
    Should be ran after loading both configuration and strategy,
@@ -86,7 +86,7 @@ def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False)
    _validate_ask_orderbook(conf)
    _validate_freqai_hyperopt(conf)
    _validate_freqai_backtest(conf)
-    _validate_freqai_include_timeframes(conf)
+    _validate_freqai_include_timeframes(conf, preliminary=preliminary)
    _validate_consumers(conf)
    validate_migrated_strategy_settings(conf)

@@ -335,7 +335,7 @@ def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
            'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')


-def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
+def _validate_freqai_include_timeframes(conf: Dict[str, Any], preliminary: bool) -> None:
    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
    if freqai_enabled:
        main_tf = conf.get('timeframe', '5m')
@@ -355,7 +355,7 @@ def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
                f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")

        # Ensure that the base timeframe is included in the include_timeframes list
-        if main_tf not in freqai_include_timeframes:
+        if not preliminary and main_tf not in freqai_include_timeframes:
            feature_parameters = conf.get('freqai', {}).get('feature_parameters', {})
            include_timeframes = [main_tf] + freqai_include_timeframes
            conf.get('freqai', {}).get('feature_parameters', {}) \
@@ -326,7 +326,10 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
                                 "Please specify a strategy.")

        if strategy not in data['strategy']:
-            raise ValueError(f"Strategy {strategy} not available in the backtest result.")
+            raise ValueError(
+                f"Strategy {strategy} not available in the backtest result. "
+                f"Available strategies are '{','.join(data['strategy'].keys())}'"
+                )

        data = data['strategy'][strategy]['trades']
        df = pd.DataFrame(data)
@@ -116,8 +116,8 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
    len_after = len(df)
    pct_missing = (len_after - len_before) / len_before if len_before > 0 else 0
    if len_before != len_after:
-        message = (f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}"
-                   f" - {pct_missing:.2%}")
+        message = (f"Missing data fillup for {pair}, {timeframe}: "
+                   f"before: {len_before} - after: {len_after} - {pct_missing:.2%}")
        if pct_missing > 0.01:
            logger.info(message)
        else:
@@ -6,7 +6,6 @@ from freqtrade.exchange.exchange import Exchange
 from freqtrade.exchange.binance import Binance
 from freqtrade.exchange.bitmart import Bitmart
 from freqtrade.exchange.bitpanda import Bitpanda
-from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bitvavo import Bitvavo
 from freqtrade.exchange.bybit import Bybit
 from freqtrade.exchange.coinbasepro import Coinbasepro
@@ -1,25 +0,0 @@
-""" Bittrex exchange subclass """
-import logging
-from typing import Dict
-
-from freqtrade.exchange import Exchange
-
-
-logger = logging.getLogger(__name__)
-
-
-class Bittrex(Exchange):
-    """
-    Bittrex exchange class. Contains adjustments needed for Freqtrade to work
-    with this exchange.
-    """
-
-    _ft_has: Dict = {
-        "ohlcv_candle_limit_per_timeframe": {
-            '1m': 1440,
-            '5m': 288,
-            '1h': 744,
-            '1d': 365,
-        },
-        "l2_limit_range": [1, 25, 500],
-    }
@@ -29,6 +29,7 @@ class Bybit(Exchange):
    _ft_has: Dict = {
        "ohlcv_candle_limit": 1000,
        "ohlcv_has_history": True,
+        "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
    }
    _ft_has_futures: Dict = {
        "ohlcv_has_history": True,
@@ -330,6 +330,7 @@ class Exchange:
        Exchange ohlcv candle limit
        Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits
        per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
+        TODO: this is most likely no longer needed since only bittrex needed this.
        :param timeframe: Timeframe to check
        :param candle_type: Candle-type
        :param since_ms: Starting timestamp
@@ -12,7 +12,6 @@ import numpy as np
 import pandas as pd
 import psutil
 import rapidjson
-from joblib import dump, load
 from joblib.externals import cloudpickle
 from numpy.typing import NDArray
 from pandas import DataFrame
@@ -285,6 +284,10 @@ class FreqaiDataDrawer:
        new_pred["date_pred"] = dataframe["date"]
        hist_preds = self.historic_predictions[pair].copy()

+        # ensure both dataframes have the same date format so they can be merged
+        new_pred["date_pred"] = pd.to_datetime(new_pred["date_pred"])
+        hist_preds["date_pred"] = pd.to_datetime(hist_preds["date_pred"])
+
        # find the closest common date between new_pred and historic predictions
        # and cut off the new_pred dataframe at that date
        common_dates = pd.merge(new_pred, hist_preds, on="date_pred", how="inner")
@@ -295,7 +298,9 @@ class FreqaiDataDrawer:
                           "predictions. You likely left your FreqAI instance offline "
                           f"for more than {len(dataframe.index)} candles.")

-        df_concat = pd.concat([hist_preds, new_pred], ignore_index=True, keys=hist_preds.keys())
+        # reindex new_pred columns to match the historic predictions dataframe
+        new_pred_reindexed = new_pred.reindex(columns=hist_preds.columns)
+        df_concat = pd.concat([hist_preds, new_pred_reindexed], ignore_index=True)

        # any missing values will get zeroed out so users can see the exact
        # downtime in FreqUI
@@ -318,9 +323,9 @@ class FreqaiDataDrawer:
        index = self.historic_predictions[pair].index[-1:]
        columns = self.historic_predictions[pair].columns

-        nan_df = pd.DataFrame(np.nan, index=index, columns=columns)
+        zeros_df = pd.DataFrame(np.zeros((1, len(columns))), index=index, columns=columns)
        self.historic_predictions[pair] = pd.concat(
-            [self.historic_predictions[pair], nan_df], ignore_index=True, axis=0)
+            [self.historic_predictions[pair], zeros_df], ignore_index=True, axis=0)
        df = self.historic_predictions[pair]

        # model outputs and associated statistics
@@ -471,7 +476,8 @@ class FreqaiDataDrawer:

        # Save the trained model
        if self.model_type == 'joblib':
-            dump(model, save_path / f"{dk.model_filename}_model.joblib")
+            with (save_path / f"{dk.model_filename}_model.joblib").open("wb") as fp:
+                cloudpickle.dump(model, fp)
        elif self.model_type == 'keras':
            model.save(save_path / f"{dk.model_filename}_model.h5")
        elif self.model_type in ["stable_baselines3", "sb3_contrib", "pytorch"]:
@@ -558,7 +564,8 @@ class FreqaiDataDrawer:
        if dk.live and coin in self.model_dictionary:
            model = self.model_dictionary[coin]
        elif self.model_type == 'joblib':
-            model = load(dk.data_path / f"{dk.model_filename}_model.joblib")
+            with (dk.data_path / f"{dk.model_filename}_model.joblib").open("rb") as fp:
+                model = cloudpickle.load(fp)
        elif 'stable_baselines' in self.model_type or 'sb3_contrib' == self.model_type:
            mod = importlib.import_module(
                self.model_type, self.freqai_info['rl_config']['model_type'])
@@ -244,7 +244,7 @@ class FreqaiDataKitchen:
                f"{self.pair}: dropped {len(unfiltered_df) - len(filtered_df)} training points"
                f" due to NaNs in populated dataset {len(unfiltered_df)}."
            )
-            if len(unfiltered_df) == 0 and not self.live:
+            if len(filtered_df) == 0 and not self.live:
                raise OperationalException(
                    f"{self.pair}: all training data dropped due to NaNs. "
                    "You likely did not download enough training data prior "
@@ -0,0 +1,82 @@
+import logging
+from typing import Any, Dict, Tuple
+
+import numpy as np
+import numpy.typing as npt
+from pandas import DataFrame
+from sklearn.ensemble import RandomForestClassifier
+from sklearn.preprocessing import LabelEncoder
+
+from freqtrade.freqai.base_models.BaseClassifierModel import BaseClassifierModel
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+
+
+logger = logging.getLogger(__name__)
+
+
+class SKLearnRandomForestClassifier(BaseClassifierModel):
+    """
+    User created prediction model. The class inherits IFreqaiModel, which
+    means it has full access to all Frequency AI functionality. Typically,
+    users would use this to override the common `fit()`, `train()`, or
+    `predict()` methods to add their custom data handling tools or change
+    various aspects of the training that cannot be configured via the
+    top level config.json file.
+    """
+
+    def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
+        """
+        User sets up the training and test data to fit their desired model here
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
+        """
+
+        X = data_dictionary["train_features"].to_numpy()
+        y = data_dictionary["train_labels"].to_numpy()[:, 0]
+
+        if self.freqai_info.get('data_split_parameters', {}).get('test_size', 0.1) == 0:
+            eval_set = None
+        else:
+            test_features = data_dictionary["test_features"].to_numpy()
+            test_labels = data_dictionary["test_labels"].to_numpy()[:, 0]
+
+            eval_set = (test_features, test_labels)
+
+        if self.freqai_info.get("continual_learning", False):
+            logger.warning("Continual learning is not supported for "
+                           "SKLearnRandomForestClassifier, ignoring.")
+
+        train_weights = data_dictionary["train_weights"]
+
+        model = RandomForestClassifier(**self.model_training_parameters)
+
+        model.fit(X=X, y=y, sample_weight=train_weights)
+        if eval_set:
+            logger.info("Score: %s", model.score(eval_set[0], eval_set[1]))
+
+        return model
+
+    def predict(
+        self, unfiltered_df: DataFrame, dk: FreqaiDataKitchen, **kwargs
+    ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
+        """
+        Filter the prediction features data and predict with it.
+        :param  unfiltered_df: Full dataframe for the current backtest period.
+        :return:
+        :pred_df: dataframe containing the predictions
+        :do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
+        data (NaNs) or felt uncertain about data (PCA and DI index)
+        """
+
+        (pred_df, dk.do_predict) = super().predict(unfiltered_df, dk, **kwargs)
+
+        le = LabelEncoder()
+        label = dk.label_list[0]
+        labels_before = list(dk.data['labels_std'].keys())
+        labels_after = le.fit_transform(labels_before).tolist()
+        pred_df[label] = le.inverse_transform(pred_df[label])
+        pred_df = pred_df.rename(
+            columns={labels_after[i]: labels_before[i] for i in range(len(labels_before))})
+
+        return (pred_df, dk.do_predict)
@@ -45,7 +45,7 @@ class XGBoostRFRegressor(BaseRegressionModel):

        model = XGBRFRegressor(**self.model_training_parameters)

-        model.set_params(callbacks=[TBCallback(dk.data_path)], activate=self.activate_tensorboard)
+        model.set_params(callbacks=[TBCallback(dk.data_path)])
        model.fit(X=X, y=y, sample_weight=sample_weight, eval_set=eval_set,
                  sample_weight_eval_set=eval_weights, xgb_model=xgb_model)
        # set the callbacks to empty so that we can serialize to disk later
@@ -45,7 +45,7 @@ class XGBoostRegressor(BaseRegressionModel):

        model = XGBRegressor(**self.model_training_parameters)

-        model.set_params(callbacks=[TBCallback(dk.data_path)], activate=self.activate_tensorboard)
+        model.set_params(callbacks=[TBCallback(dk.data_path)])
        model.fit(X=X, y=y, sample_weight=sample_weight, eval_set=eval_set,
                  sample_weight_eval_set=eval_weights, xgb_model=xgb_model)
        # set the callbacks to empty so that we can serialize to disk later
@@ -33,8 +33,8 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager
 from freqtrade.rpc.external_message_consumer import ExternalMessageConsumer
-from freqtrade.rpc.rpc_types import (RPCBuyMsg, RPCCancelMsg, RPCProtectionMsg, RPCSellCancelMsg,
-                                     RPCSellMsg)
+from freqtrade.rpc.rpc_types import (ProfitLossStr, RPCCancelMsg, RPCEntryMsg, RPCExitCancelMsg,
+                                     RPCExitMsg, RPCProtectionMsg)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.util import FtPrecise
@@ -580,7 +580,8 @@ class FreqtradeBot(LoggingMixin):
                else:
                    self.log_once(f"Pair {pair} is currently locked.", logger.info)
                return False
-            stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
+            stake_amount = self.wallets.get_trade_stake_amount(
+                pair, self.config['max_open_trades'], self.edge)

            bid_check_dom = self.config.get('entry_pricing', {}).get('check_depth_of_market', {})
            if ((bid_check_dom.get('enabled', False)) and
@@ -903,7 +904,7 @@ class FreqtradeBot(LoggingMixin):
        # First cancelling stoploss on exchange ...
        if trade.stoploss_order_id:
            try:
-                logger.info(f"Canceling stoploss on exchange for {trade}")
+                logger.info(f"Cancelling stoploss on exchange for {trade}")
                co = self.exchange.cancel_stoploss_order_with_result(
                    trade.stoploss_order_id, trade.pair, trade.amount)
                self.update_trade_state(trade, trade.stoploss_order_id, co, stoploss_order=True)
@@ -1014,7 +1015,7 @@ class FreqtradeBot(LoggingMixin):
            current_rate = self.exchange.get_rate(
                trade.pair, side='entry', is_short=trade.is_short, refresh=False)

-        msg: RPCBuyMsg = {
+        msg: RPCEntryMsg = {
            'trade_id': trade.id,
            'type': RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY,
            'buy_tag': trade.enter_tag,
@@ -1791,9 +1792,9 @@ class FreqtradeBot(LoggingMixin):
            order_rate = trade.safe_close_rate
            profit = trade.calculate_profit(rate=order_rate)
            amount = trade.amount
-        gain = "profit" if profit.profit_ratio > 0 else "loss"
+        gain: ProfitLossStr = "profit" if profit.profit_ratio > 0 else "loss"

-        msg: RPCSellMsg = {
+        msg: RPCExitMsg = {
            'type': (RPCMessageType.EXIT_FILL if fill
                     else RPCMessageType.EXIT),
            'trade_id': trade.id,
@@ -1845,9 +1846,9 @@ class FreqtradeBot(LoggingMixin):
        profit = trade.calculate_profit(rate=profit_rate)
        current_rate = self.exchange.get_rate(
            trade.pair, side='exit', is_short=trade.is_short, refresh=False)
-        gain = "profit" if profit.profit_ratio > 0 else "loss"
+        gain: ProfitLossStr = "profit" if profit.profit_ratio > 0 else "loss"

-        msg: RPCSellCancelMsg = {
+        msg: RPCExitCancelMsg = {
            'type': RPCMessageType.EXIT_CANCEL,
            'trade_id': trade.id,
            'exchange': trade.exchange.capitalize(),
@@ -276,11 +276,13 @@ class Backtesting:
        else:
            self.detail_data = {}
        if self.trading_mode == TradingMode.FUTURES:
+            self.funding_fee_timeframe: str = self.exchange.get_option('mark_ohlcv_timeframe')
+            self.funding_fee_timeframe_secs: int = timeframe_to_seconds(self.funding_fee_timeframe)
            # Load additional futures data.
            funding_rates_dict = history.load_data(
                datadir=self.config['datadir'],
                pairs=self.pairlists.whitelist,
-                timeframe=self.exchange.get_option('mark_ohlcv_timeframe'),
+                timeframe=self.funding_fee_timeframe,
                timerange=self.timerange,
                startup_candles=0,
                fail_without_data=True,
@@ -292,7 +294,7 @@ class Backtesting:
            mark_rates_dict = history.load_data(
                datadir=self.config['datadir'],
                pairs=self.pairlists.whitelist,
-                timeframe=self.exchange.get_option('mark_ohlcv_timeframe'),
+                timeframe=self.funding_fee_timeframe,
                timerange=self.timerange,
                startup_candles=0,
                fail_without_data=True,
@@ -597,6 +599,8 @@ class Backtesting:
        """
        if order and self._get_order_filled(order.ft_price, row):
            order.close_bt_order(current_date, trade)
+            self._run_funding_fees(trade, current_date, force=True)
+
            if not (order.ft_order_side == trade.exit_side and order.safe_amount == trade.amount):
                # trade is still open
                trade.set_liquidation_price(self.exchange.get_liquidation_price(
@@ -718,16 +722,7 @@ class Backtesting:
            self, trade: LocalTrade, row: Tuple, current_time: datetime
    ) -> Optional[LocalTrade]:

-        if self.trading_mode == TradingMode.FUTURES:
-            trade.set_funding_fees(
-                self.exchange.calculate_funding_fees(
-                    self.futures_data[trade.pair],
-                    amount=trade.amount,
-                    is_short=trade.is_short,
-                    open_date=trade.date_last_filled_utc,
-                    close_date=current_time
-                )
-            )
+        self._run_funding_fees(trade, current_time)

        # Check if we need to adjust our current positions
        if self.strategy.position_adjustment_enable:
@@ -746,6 +741,27 @@ class Backtesting:
                return t
        return None

+    def _run_funding_fees(self, trade: LocalTrade, current_time: datetime, force: bool = False):
+        """
+        Calculate funding fees if necessary and add them to the trade.
+        """
+        if self.trading_mode == TradingMode.FUTURES:
+
+            if (
+                force
+                or (current_time.timestamp() % self.funding_fee_timeframe_secs) == 0
+            ):
+                # Funding fee interval.
+                trade.set_funding_fees(
+                    self.exchange.calculate_funding_fees(
+                        self.futures_data[trade.pair],
+                        amount=trade.amount,
+                        is_short=trade.is_short,
+                        open_date=trade.date_last_filled_utc,
+                        close_date=current_time
+                    )
+                )
+
    def get_valid_price_and_stake(
        self, pair: str, row: Tuple, propose_rate: float, stake_amount: float,
        direction: LongShort, current_time: datetime, entry_tag: Optional[str],
@@ -775,7 +791,8 @@ class Backtesting:
        leverage = trade.leverage if trade else 1.0
        if not pos_adjust:
            try:
-                stake_amount = self.wallets.get_trade_stake_amount(pair, None, update=False)
+                stake_amount = self.wallets.get_trade_stake_amount(
+                    pair, self.strategy.max_open_trades, update=False)
            except DependencyException:
                return 0, 0, 0, 0

@@ -957,7 +974,7 @@ class Backtesting:

    def trade_slot_available(self, open_trade_count: int) -> bool:
        # Always allow trades when max_open_trades is enabled.
-        max_open_trades: IntOrInf = self.config['max_open_trades']
+        max_open_trades: IntOrInf = self.strategy.max_open_trades
        if max_open_trades <= 0 or open_trade_count < max_open_trades:
            return True
        # Rejected trade
@@ -500,7 +500,7 @@ class Hyperopt:
        while i < 5 and len(asked_non_tried) < n_points:
            if i < 3:
                self.opt.cache_ = {}
-                asked = unique_list(self.opt.ask(n_points=n_points * 5))
+                asked = unique_list(self.opt.ask(n_points=n_points * 5 if i > 0 else n_points))
                is_random = [False for _ in range(len(asked))]
            else:
                asked = unique_list(self.opt.space.rvs(n_samples=n_points * 5))
@@ -637,6 +637,10 @@ class Hyperopt:

            HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
                                             self.print_json)
+        elif self.num_epochs_saved > 0:
+            print(
+                f"No good result found for given optimization function in {self.num_epochs_saved} "
+                f"{plural(self.num_epochs_saved, 'epoch')}.")
        else:
            # This is printed when Ctrl+C is pressed quickly, before first epochs have
            # a chance to be evaluated.
@@ -156,20 +156,20 @@ class Order(ModelBase):
        if self.order_id != str(order['id']):
            raise DependencyException("Order-id's don't match")

-        self.status = order.get('status', self.status)
-        self.symbol = order.get('symbol', self.symbol)
-        self.order_type = order.get('type', self.order_type)
-        self.side = order.get('side', self.side)
-        self.price = order.get('price', self.price)
-        self.amount = order.get('amount', self.amount)
-        self.filled = order.get('filled', self.filled)
-        self.average = order.get('average', self.average)
-        self.remaining = order.get('remaining', self.remaining)
-        self.cost = order.get('cost', self.cost)
-        self.stop_price = order.get('stopPrice', self.stop_price)
-
-        if 'timestamp' in order and order['timestamp'] is not None:
-            self.order_date = datetime.fromtimestamp(order['timestamp'] / 1000, tz=timezone.utc)
+        self.status = safe_value_fallback(order, 'status', default_value=self.status)
+        self.symbol = safe_value_fallback(order, 'symbol', default_value=self.symbol)
+        self.order_type = safe_value_fallback(order, 'type', default_value=self.order_type)
+        self.side = safe_value_fallback(order, 'side', default_value=self.side)
+        self.price = safe_value_fallback(order, 'price', default_value=self.price)
+        self.amount = safe_value_fallback(order, 'amount', default_value=self.amount)
+        self.filled = safe_value_fallback(order, 'filled', default_value=self.filled)
+        self.average = safe_value_fallback(order, 'average', default_value=self.average)
+        self.remaining = safe_value_fallback(order, 'remaining', default_value=self.remaining)
+        self.cost = safe_value_fallback(order, 'cost', default_value=self.cost)
+        self.stop_price = safe_value_fallback(order, 'stopPrice', default_value=self.stop_price)
+        order_date = safe_value_fallback(order, 'timestamp')
+        if order_date:
+            self.order_date = datetime.fromtimestamp(order_date / 1000, tz=timezone.utc)

        self.ft_is_open = True
        if self.status in NON_OPEN_EXCHANGE_STATES:
@@ -471,6 +471,7 @@ class FreqAIModelListResponse(BaseModel):
 class StrategyResponse(BaseModel):
    strategy: str
    code: str
+    timeframe: Optional[str]


 class AvailablePairs(BaseModel):
@@ -350,6 +350,7 @@ def get_strategy(strategy: str, config=Depends(get_config)):
    return {
        'strategy': strategy_obj.get_strategy_name(),
        'code': strategy_obj.__source__,
+        'timeframe': getattr(strategy_obj, 'timeframe', None),
    }


@@ -15,6 +15,7 @@ class Discord(Webhook):
        self.rpc = rpc
        self.strategy = config.get('strategy', '')
        self.timeframe = config.get('timeframe', '')
+        self.bot_name = config.get('bot_name', '')

        self._url = config['discord']['webhook_url']
        self._format = 'json'
@@ -36,6 +37,7 @@ class Discord(Webhook):

            msg['strategy'] = self.strategy
            msg['timeframe'] = self.timeframe
+            msg['bot_name'] = self.bot_name
            color = 0x0000FF
            if msg['type'] in (RPCMessageType.EXIT, RPCMessageType.EXIT_FILL):
                profit_ratio = msg.get('profit_ratio')
@@ -28,6 +28,7 @@ coingecko_mapping = {
    'busd': 'binance-usd',
    'tusd': 'true-usd',
    'usdc': 'usd-coin',
+    'btc': 'bitcoin'
 }


@@ -121,8 +121,8 @@ class RPC:
            'stake_currency_decimals': decimals_per_coin(config['stake_currency']),
            'stake_amount': str(config['stake_amount']),
            'available_capital': config.get('available_capital'),
-            'max_open_trades': (config['max_open_trades']
-                                if config['max_open_trades'] != float('inf') else -1),
+            'max_open_trades': (config.get('max_open_trades', 0)
+                                if config.get('max_open_trades', 0) != float('inf') else -1),
            'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
            'stoploss': config.get('stoploss'),
            'stoploss_on_exchange': config.get('order_types',
@@ -914,7 +914,8 @@ class RPC:

        if not stake_amount:
            # gen stake amount
-            stake_amount = self._freqtrade.wallets.get_trade_stake_amount(pair)
+            stake_amount = self._freqtrade.wallets.get_trade_stake_amount(
+                pair, self._config['max_open_trades'])

        # execute buy
        if not order_type:
@@ -5,6 +5,9 @@ from freqtrade.constants import PairWithTimeframe
 from freqtrade.enums import RPCMessageType


+ProfitLossStr = Literal["profit", "loss"]
+
+
 class RPCSendMsgBase(TypedDict):
    pass
    # ty1pe: Literal[RPCMessageType]
@@ -41,7 +44,7 @@ class RPCWhitelistMsg(RPCSendMsgBase):
    data: List[str]


-class __RPCBuyMsgBase(RPCSendMsgBase):
+class __RPCEntryExitMsgBase(RPCSendMsgBase):
    trade_id: int
    buy_tag: Optional[str]
    enter_tag: Optional[str]
@@ -62,19 +65,19 @@ class __RPCBuyMsgBase(RPCSendMsgBase):
    sub_trade: bool


-class RPCBuyMsg(__RPCBuyMsgBase):
+class RPCEntryMsg(__RPCEntryExitMsgBase):
    type: Literal[RPCMessageType.ENTRY, RPCMessageType.ENTRY_FILL]


-class RPCCancelMsg(__RPCBuyMsgBase):
+class RPCCancelMsg(__RPCEntryExitMsgBase):
    type: Literal[RPCMessageType.ENTRY_CANCEL]
    reason: str


-class RPCSellMsg(__RPCBuyMsgBase):
+class RPCExitMsg(__RPCEntryExitMsgBase):
    type: Literal[RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]
    cumulative_profit: float
-    gain: str  # Literal["profit", "loss"]
+    gain: ProfitLossStr
    close_rate: float
    profit_amount: float
    profit_ratio: float
@@ -85,10 +88,10 @@ class RPCSellMsg(__RPCBuyMsgBase):
    order_rate: Optional[float]


-class RPCSellCancelMsg(__RPCBuyMsgBase):
+class RPCExitCancelMsg(__RPCEntryExitMsgBase):
    type: Literal[RPCMessageType.EXIT_CANCEL]
    reason: str
-    gain: str  # Literal["profit", "loss"]
+    gain: ProfitLossStr
    profit_amount: float
    profit_ratio: float
    sell_reason: Optional[str]
@@ -119,10 +122,10 @@ RPCSendMsg = Union[
    RPCStrategyMsg,
    RPCProtectionMsg,
    RPCWhitelistMsg,
-    RPCBuyMsg,
+    RPCEntryMsg,
    RPCCancelMsg,
-    RPCSellMsg,
-    RPCSellCancelMsg,
+    RPCExitMsg,
+    RPCExitCancelMsg,
    RPCAnalyzedDFMsg,
    RPCNewCandleMsg
    ]
@@ -84,7 +84,7 @@ class Webhook(RPCHandler):
            valuedict = self._get_value_dict(msg)

            if not valuedict:
-                logger.info("Message type '%s' not configured for webhooks", msg['type'])
+                logger.debug("Message type '%s' not configured for webhooks", msg['type'])
                return

            payload = {key: value.format(**msg) for (key, value) in valuedict.items()}
@@ -36,7 +36,7 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
    :return: Merged dataframe
    :raise: ValueError if the secondary timeframe is shorter than the dataframe timeframe
    """
-
+    informative = informative.copy()
    minutes_inf = timeframe_to_minutes(timeframe_inf)
    minutes = timeframe_to_minutes(timeframe)
    if minutes == minutes_inf:
@@ -46,10 +46,16 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
        # Subtract "small" timeframe so merging is not delayed by 1 small candle
        # Detailed explanation in https://github.com/freqtrade/freqtrade/issues/4073
        if not informative.empty:
-            informative['date_merge'] = (
-                informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
-                pd.to_timedelta(minutes, 'm')
-            )
+            if timeframe_inf == '1M':
+                informative['date_merge'] = (
+                    (informative[date_column] + pd.offsets.MonthBegin(1))
+                    - pd.to_timedelta(minutes, 'm')
+                )
+            else:
+                informative['date_merge'] = (
+                    informative[date_column] + pd.to_timedelta(minutes_inf, 'm') -
+                    pd.to_timedelta(minutes, 'm')
+                )
        else:
            informative['date_merge'] = informative[date_column]
    else:
@@ -80,9 +86,6 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
                             right_on=date_merge, how='left')
    dataframe = dataframe.drop(date_merge, axis=1)

-    # if ffill:
-    #     dataframe = dataframe.ffill()
-
    return dataframe


@@ -6,7 +6,7 @@ import talib.abstract as ta
 from pandas import DataFrame
 from technical import qtpylib

-from freqtrade.strategy import CategoricalParameter, IStrategy
+from freqtrade.strategy import IStrategy


 logger = logging.getLogger(__name__)
@@ -45,11 +45,6 @@ class FreqaiExampleStrategy(IStrategy):
    startup_candle_count: int = 40
    can_short = True

-    std_dev_multiplier_buy = CategoricalParameter(
-        [0.75, 1, 1.25, 1.5, 1.75], default=1.25, space="buy", optimize=True)
-    std_dev_multiplier_sell = CategoricalParameter(
-        [0.75, 1, 1.25, 1.5, 1.75], space="sell", default=1.25, optimize=True)
-
    def feature_engineering_expand_all(self, dataframe: DataFrame, period: int,
                                       metadata: Dict, **kwargs) -> DataFrame:
        """
@@ -239,21 +234,13 @@ class FreqaiExampleStrategy(IStrategy):

        dataframe = self.freqai.start(dataframe, metadata, self)

-        for val in self.std_dev_multiplier_buy.range:
-            dataframe[f'target_roi_{val}'] = (
-                dataframe["&-s_close_mean"] + dataframe["&-s_close_std"] * val
-                )
-        for val in self.std_dev_multiplier_sell.range:
-            dataframe[f'sell_roi_{val}'] = (
-                dataframe["&-s_close_mean"] - dataframe["&-s_close_std"] * val
-                )
        return dataframe

    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:

        enter_long_conditions = [
            df["do_predict"] == 1,
-            df["&-s_close"] > df[f"target_roi_{self.std_dev_multiplier_buy.value}"],
+            df["&-s_close"] > 0.01,
            ]

        if enter_long_conditions:
@@ -263,7 +250,7 @@ class FreqaiExampleStrategy(IStrategy):

        enter_short_conditions = [
            df["do_predict"] == 1,
-            df["&-s_close"] < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"],
+            df["&-s_close"] < -0.01,
            ]

        if enter_short_conditions:
@@ -276,14 +263,14 @@ class FreqaiExampleStrategy(IStrategy):
    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
        exit_long_conditions = [
            df["do_predict"] == 1,
-            df["&-s_close"] < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"] * 0.25,
+            df["&-s_close"] < 0
            ]
        if exit_long_conditions:
            df.loc[reduce(lambda x, y: x & y, exit_long_conditions), "exit_long"] = 1

        exit_short_conditions = [
            df["do_predict"] == 1,
-            df["&-s_close"] > df[f"target_roi_{self.std_dev_multiplier_buy.value}"] * 0.25,
+            df["&-s_close"] > 0
            ]
        if exit_short_conditions:
            df.loc[reduce(lambda x, y: x & y, exit_short_conditions), "exit_short"] = 1
@@ -39,7 +39,7 @@
    },
    {{ exchange | indent(4) }},
    "pairlists": [
-        {{ '{"method": "StaticPairList"}' if exchange_name == 'bittrex' else  volume_pairlist }}
+        {{ volume_pairlist }}
    ],
    "telegram": {
        "enabled": {{ telegram | lower }},
@@ -6,7 +6,7 @@ from copy import deepcopy
 from datetime import datetime, timedelta
 from typing import Dict, NamedTuple, Optional

-from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config, IntOrInf
 from freqtrade.enums import RunMode, TradingMode
 from freqtrade.exceptions import DependencyException
 from freqtrade.exchange import Exchange
@@ -262,15 +262,15 @@ class Wallets:
        return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)

    def _calculate_unlimited_stake_amount(self, available_amount: float,
-                                          val_tied_up: float) -> float:
+                                          val_tied_up: float, max_open_trades: IntOrInf) -> float:
        """
        Calculate stake amount for "unlimited" stake amount
        :return: 0 if max number of trades reached, else stake_amount to use.
        """
-        if self._config['max_open_trades'] == 0:
+        if max_open_trades == 0:
            return 0

-        possible_stake = (available_amount + val_tied_up) / self._config['max_open_trades']
+        possible_stake = (available_amount + val_tied_up) / max_open_trades
        # Theoretical amount can be above available amount - therefore limit to available amount!
        return min(possible_stake, available_amount)

@@ -298,7 +298,8 @@ class Wallets:

        return stake_amount

-    def get_trade_stake_amount(self, pair: str, edge=None, update: bool = True) -> float:
+    def get_trade_stake_amount(
+            self, pair: str, max_open_trades: IntOrInf, edge=None, update: bool = True) -> float:
        """
        Calculate stake amount for the trade
        :return: float: Stake amount
@@ -322,7 +323,7 @@ class Wallets:
            stake_amount = self._config['stake_amount']
            if stake_amount == UNLIMITED_STAKE_AMOUNT:
                stake_amount = self._calculate_unlimited_stake_amount(
-                    available_amount, val_tied_up)
+                    available_amount, val_tied_up, max_open_trades)

        return self._check_available_stake_amount(stake_amount, available_amount)

@@ -2,6 +2,55 @@
 requires = ["setuptools >= 64.0.0", "wheel"]
 build-backend = "setuptools.build_meta"

+[project]
+name = "freqtrade"
+dynamic = ["version", "dependencies", "optional-dependencies"]
+
+authors = [
+  {name = "Freqtrade Team"},
+  {name = "Freqtrade Team", email = "freqtrade@protonmail.com"},
+]
+
+description = "Freqtrade - Crypto Trading Bot"
+readme = "README.md"
+requires-python = ">=3.9"
+license = {text = "GPLv3"}
+# license = "GPLv3"
+classifiers = [
+    "Environment :: Console",
+    "Intended Audience :: Science/Research",
+    "License :: OSI Approved :: GNU General Public License v3 (GPLv3)",
+    "Programming Language :: Python :: 3.9",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Operating System :: MacOS",
+    "Operating System :: Unix",
+    "Topic :: Office/Business :: Financial :: Investment",
+]
+
+
+[project.urls]
+Homepage = "https://github.com/freqtrade/freqtrade"
+Documentation = "https://freqtrade.io"
+"Bug Tracker" = "https://github.com/freqtrade/freqtrade/issues"
+
+
+[project.scripts]
+freqtrade = "freqtrade.main:main"
+
+[tool.setuptools]
+include-package-data = true
+zip-safe = false
+
+[tool.setuptools.packages.find]
+where = ["."]
+include = ["freqtrade*"]
+exclude = ["tests", "tests.*"]
+namespaces = true
+
+[tool.setuptools.dynamic]
+version = {attr = "freqtrade.__version__"}
+
 [tool.black]
 line-length = 100
 exclude = '''
@@ -31,6 +80,7 @@ skip_glob = ["**/.env*", "**/env/*", "**/.venv/*", "**/docs/*", "**/user_data/*"

 [tool.pytest.ini_options]
 asyncio_mode = "auto"
+addopts = "--dist loadscope"

 [tool.mypy]
 ignore_missing_imports = true
@@ -93,3 +143,18 @@ max-complexity = 12

 [tool.ruff.per-file-ignores]
 "tests/*" = ["S"]
+
+[tool.flake8]
+# Default from https://flake8.pycqa.org/en/latest/user/options.html#cmdoption-flake8-ignore
+# minus E226
+ignore = ["E121","E123","E126","E24","E704","W503","W504"]
+max-line-length = 100
+max-complexity = 12
+exclude = [
+    ".git",
+    "__pycache__",
+    ".eggs",
+    "user_data",
+    ".venv",
+    ".env",
+]
@@ -7,20 +7,21 @@
 -r docs/requirements-docs.txt

 coveralls==3.3.1
-ruff==0.1.6
-mypy==1.7.1
-pre-commit==3.5.0
+ruff==0.1.9
+mypy==1.8.0
+pre-commit==3.6.0
 pytest==7.4.3
 pytest-asyncio==0.21.1
 pytest-cov==4.1.0
 pytest-mock==3.12.0
 pytest-random-order==1.1.0
-isort==5.12.0
+pytest-xdist==3.5.0
+isort==5.13.2
 # For datetime mocking
 time-machine==2.13.0

 # Convert jupyter notebooks to markdown documents
-nbconvert==7.11.0
+nbconvert==7.13.1

 # mypy types
 types-cachetools==5.3.0.7
@@ -2,7 +2,7 @@
 -r requirements-freqai.txt

 # Required for freqai-rl
-torch==2.0.1
+torch==2.1.2
 #until these branches will be released we can use this
 gymnasium==0.29.1
 stable_baselines3==2.2.1
@@ -3,10 +3,10 @@
 -r requirements-plot.txt

 # Required for freqai
-scikit-learn==1.1.3
+scikit-learn==1.3.2
 joblib==1.3.2
 catboost==1.2.2; 'arm' not in platform_machine
-lightgbm==4.1.0
-xgboost==2.0.2
+lightgbm==4.2.0
+xgboost==2.0.3
 tensorboard==2.15.1
 datasieve==0.1.7
@@ -3,6 +3,6 @@

 # Required for hyperopt
 scipy==1.11.4
-scikit-learn==1.1.3
-scikit-optimize==0.9.0
+scikit-learn==1.3.2
+ft-scikit-optimize==0.9.2
 filelock==3.13.1
@@ -1,12 +1,12 @@
 numpy==1.26.2
-pandas==2.1.3
+pandas==2.1.4
 pandas-ta==0.3.14b

-ccxt==4.1.66
+ccxt==4.1.98
 cryptography==41.0.7
 aiohttp==3.9.1
 SQLAlchemy==2.0.23
-python-telegram-bot==20.6
+python-telegram-bot==20.7
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
 httpx>=0.24.1
 arrow==1.3.0
@@ -15,20 +15,20 @@ requests==2.31.0
 urllib3==2.1.0
 jsonschema==4.20.0
 TA-Lib==0.4.28
-technical==1.4.0
+technical==1.4.2
 tabulate==0.9.0
 pycoingecko==3.1.0
 jinja2==3.1.2
 tables==3.9.1
 joblib==1.3.2
 rich==13.7.0
-pyarrow==14.0.1; platform_machine != 'armv7l'
+pyarrow==14.0.2; platform_machine != 'armv7l'

 # find first, C search in arrays
 py_find_1st==1.1.6

 # Load ticker files 30% faster
-python-rapidjson==1.13
+python-rapidjson==1.14
 # Properly format api responses
 orjson==3.9.10

@@ -36,12 +36,12 @@ orjson==3.9.10
 sdnotify==0.3.2

 # API Server
-fastapi==0.104.1
-pydantic==2.5.2
-uvicorn==0.24.0.post1
+fastapi==0.105.0
+pydantic==2.5.3
+uvicorn==0.25.0
 pyjwt==2.8.0
 aiofiles==23.2.1
-psutil==5.9.6
+psutil==5.9.7

 # Support for colorized terminal output
 colorama==0.4.6
@@ -1,53 +0,0 @@
-[metadata]
-name = freqtrade
-version = attr: freqtrade.__version__
-author = Freqtrade Team
-author_email = freqtrade@protonmail.com
-description = Freqtrade - Crypto Trading Bot
-long_description = file: README.md
-long_description_content_type = text/markdown
-url = https://github.com/freqtrade/freqtrade
-project_urls =
-    Bug Tracker = https://github.com/freqtrade/freqtrade/issues
-license = GPLv3
-classifiers =
-    Environment :: Console
-    Intended Audience :: Science/Research
-    License :: OSI Approved :: GNU General Public License v3 (GPLv3)
-    Programming Language :: Python :: 3.9
-    Programming Language :: Python :: 3.10
-    Programming Language :: Python :: 3.11
-    Operating System :: MacOS
-    Operating System :: Unix
-    Topic :: Office/Business :: Financial :: Investment
-
-
-[options]
-zip_safe = False
-include_package_data = True
-tests_require =
-    pytest
-    pytest-asyncio
-    pytest-cov
-    pytest-mock
-
-packages = find:
-python_requires = >=3.9
-
-[options.entry_points]
-console_scripts =
-    freqtrade = freqtrade.main:main
-
-[flake8]
-# Default from https://flake8.pycqa.org/en/latest/user/options.html#cmdoption-flake8-ignore
-# minus E226
-ignore = E121,E123,E126,E24,E704,W503,W504
-max-line-length = 100
-max-complexity = 12
-exclude =
-    .git,
-    __pycache__,
-    .eggs,
-    user_data,
-    .venv
-    .env
@@ -5,8 +5,8 @@ from setuptools import setup
 plot = ['plotly>=4.0']
 hyperopt = [
    'scipy',
-    'scikit-learn<=1.1.3',
-    'scikit-optimize>=0.7.0',
+    'scikit-learn',
+    'ft-scikit-optimize>=0.9.2',
    'filelock',
 ]

@@ -122,4 +122,5 @@ setup(
        'freqai_rl': freqai_rl,
        'all': all_extra,
    },
+    url="https://github.com/freqtrade/freqtrade",
 )
@@ -30,7 +30,7 @@ def test_validate_is_int():
    assert not validate_is_int('-ee')


-@pytest.mark.parametrize('exchange', ['bittrex', 'binance', 'kraken'])
+@pytest.mark.parametrize('exchange', ['bybit', 'binance', 'kraken'])
 def test_start_new_config(mocker, caplog, exchange):
    wt_mock = mocker.patch.object(Path, "write_text", MagicMock())
    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
@@ -32,7 +32,7 @@ from tests.conftest_trades import MOCK_TRADE_COUNT

 def test_setup_utils_configuration():
    args = [
-        'list-exchanges', '--config', 'config_examples/config_bittrex.example.json',
+        'list-exchanges', '--config', 'tests/testdata/testconfigs/main_test_config.json',
    ]

    config = setup_utils_configuration(get_args(args), RunMode.OTHER)
@@ -49,7 +49,7 @@ def test_start_trading_fail(mocker, caplog):
    exitmock = mocker.patch("freqtrade.worker.Worker.exit", MagicMock())
    args = [
        'trade',
-        '-c', 'config_examples/config_bittrex.example.json'
+        '-c', 'tests/testdata/testconfigs/main_test_config.json'
    ]
    start_trading(get_args(args))
    assert exitmock.call_count == 1
@@ -68,7 +68,7 @@ def test_start_webserver(mocker, caplog):

    args = [
        'webserver',
-        '-c', 'config_examples/config_bittrex.example.json'
+        '-c', 'tests/testdata/testconfigs/main_test_config.json'
    ]
    start_webserver(get_args(args))
    assert api_server_mock.call_count == 1
@@ -84,7 +84,7 @@ def test_list_exchanges(capsys):
    captured = capsys.readouterr()
    assert re.match(r"Exchanges available for Freqtrade.*", captured.out)
    assert re.search(r".*binance.*", captured.out)
-    assert re.search(r".*bittrex.*", captured.out)
+    assert re.search(r".*bybit.*", captured.out)

    # Test with --one-column
    args = [
@@ -95,7 +95,7 @@ def test_list_exchanges(capsys):
    start_list_exchanges(get_args(args))
    captured = capsys.readouterr()
    assert re.search(r"^binance$", captured.out, re.MULTILINE)
-    assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
+    assert re.search(r"^bybit$", captured.out, re.MULTILINE)

    # Test with --all
    args = [
@@ -107,7 +107,7 @@ def test_list_exchanges(capsys):
    captured = capsys.readouterr()
    assert re.match(r"All exchanges supported by the ccxt library.*", captured.out)
    assert re.search(r".*binance.*", captured.out)
-    assert re.search(r".*bittrex.*", captured.out)
+    assert re.search(r".*bingx.*", captured.out)
    assert re.search(r".*bitmex.*", captured.out)

    # Test with --one-column --all
@@ -120,7 +120,7 @@ def test_list_exchanges(capsys):
    start_list_exchanges(get_args(args))
    captured = capsys.readouterr()
    assert re.search(r"^binance$", captured.out, re.MULTILINE)
-    assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
+    assert re.search(r"^bingx$", captured.out, re.MULTILINE)
    assert re.search(r"^bitmex$", captured.out, re.MULTILINE)


@@ -133,7 +133,7 @@ def test_list_timeframes(mocker, capsys):
                           '1h': 'hour',
                           '1d': 'day',
                           }
-    patch_exchange(mocker, api_mock=api_mock, id='bittrex')
+    patch_exchange(mocker, api_mock=api_mock, id='bybit')
    args = [
        "list-timeframes",
    ]
@@ -143,25 +143,25 @@ def test_list_timeframes(mocker, capsys):
                       match=r"This command requires a configured exchange.*"):
        start_list_timeframes(pargs)

-    # Test with --config config_examples/config_bittrex.example.json
+    # Test with --config tests/testdata/testconfigs/main_test_config.json
    args = [
        "list-timeframes",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
    ]
    start_list_timeframes(get_args(args))
    captured = capsys.readouterr()
-    assert re.match("Timeframes available for the exchange `Bittrex`: "
+    assert re.match("Timeframes available for the exchange `Bybit`: "
                    "1m, 5m, 30m, 1h, 1d",
                    captured.out)

-    # Test with --exchange bittrex
+    # Test with --exchange bybit
    args = [
        "list-timeframes",
-        "--exchange", "bittrex",
+        "--exchange", "bybit",
    ]
    start_list_timeframes(get_args(args))
    captured = capsys.readouterr()
-    assert re.match("Timeframes available for the exchange `Bittrex`: "
+    assert re.match("Timeframes available for the exchange `Bybit`: "
                    "1m, 5m, 30m, 1h, 1d",
                    captured.out)

@@ -190,7 +190,7 @@ def test_list_timeframes(mocker, capsys):
    # Test with --one-column
    args = [
        "list-timeframes",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--one-column",
    ]
    start_list_timeframes(get_args(args))
@@ -217,7 +217,7 @@ def test_list_timeframes(mocker, capsys):
 def test_list_markets(mocker, markets_static, capsys):

    api_mock = MagicMock()
-    patch_exchange(mocker, api_mock=api_mock, id='bittrex', mock_markets=markets_static)
+    patch_exchange(mocker, api_mock=api_mock, id='binance', mock_markets=markets_static)

    # Test with no --config
    args = [
@@ -229,15 +229,15 @@ def test_list_markets(mocker, markets_static, capsys):
                       match=r"This command requires a configured exchange.*"):
        start_list_markets(pargs, False)

-    # Test with --config config_examples/config_bittrex.example.json
+    # Test with --config tests/testdata/testconfigs/main_test_config.json
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 12 active markets: "
+    assert ("Exchange Binance has 12 active markets: "
            "ADA/USDT:USDT, BLK/BTC, ETH/BTC, ETH/USDT, ETH/USDT:USDT, LTC/BTC, "
            "LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
            in captured.out)
@@ -255,16 +255,16 @@ def test_list_markets(mocker, markets_static, capsys):
    assert re.match("\nExchange Binance has 12 active markets:\n",
                    captured.out)

-    patch_exchange(mocker, api_mock=api_mock, id="bittrex", mock_markets=markets_static)
+    patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
    # Test with --all: all markets
    args = [
        "list-markets", "--all",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 14 markets: "
+    assert ("Exchange Binance has 14 markets: "
            "ADA/USDT:USDT, BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, ETH/USDT:USDT, "
            "LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n"
            in captured.out)
@@ -272,24 +272,24 @@ def test_list_markets(mocker, markets_static, capsys):
    # Test list-pairs subcommand: active pairs
    args = [
        "list-pairs",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--print-list",
    ]
    start_list_markets(get_args(args), True)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 9 active pairs: "
+    assert ("Exchange Binance has 9 active pairs: "
            "BLK/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XRP/BTC.\n"
            in captured.out)

    # Test list-pairs subcommand with --all: all pairs
    args = [
        "list-pairs", "--all",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--print-list",
    ]
    start_list_markets(get_args(args), True)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 11 pairs: "
+    assert ("Exchange Binance has 11 pairs: "
            "BLK/BTC, BTT/BTC, ETH/BTC, ETH/USDT, LTC/BTC, LTC/ETH, LTC/USD, LTC/USDT, NEO/BTC, "
            "TKN/BTC, XRP/BTC.\n"
            in captured.out)
@@ -297,133 +297,133 @@ def test_list_markets(mocker, markets_static, capsys):
    # active markets, base=ETH, LTC
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--base", "ETH", "LTC",
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 7 active markets with ETH, LTC as base currencies: "
+    assert ("Exchange Binance has 7 active markets with ETH, LTC as base currencies: "
            "ETH/BTC, ETH/USDT, ETH/USDT:USDT, LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
            in captured.out)

    # active markets, base=LTC
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--base", "LTC",
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 4 active markets with LTC as base currency: "
+    assert ("Exchange Binance has 4 active markets with LTC as base currency: "
            "LTC/BTC, LTC/ETH, LTC/USD, XLTCUSDT.\n"
            in captured.out)

    # active markets, quote=USDT, USD
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--quote", "USDT", "USD",
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 5 active markets with USDT, USD as quote currencies: "
+    assert ("Exchange Binance has 5 active markets with USDT, USD as quote currencies: "
            "ADA/USDT:USDT, ETH/USDT, ETH/USDT:USDT, LTC/USD, XLTCUSDT.\n"
            in captured.out)

    # active markets, quote=USDT
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--quote", "USDT",
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 4 active markets with USDT as quote currency: "
+    assert ("Exchange Binance has 4 active markets with USDT as quote currency: "
            "ADA/USDT:USDT, ETH/USDT, ETH/USDT:USDT, XLTCUSDT.\n"
            in captured.out)

    # active markets, base=LTC, quote=USDT
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--base", "LTC", "--quote", "USDT",
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 1 active market with LTC as base currency and "
+    assert ("Exchange Binance has 1 active market with LTC as base currency and "
            "with USDT as quote currency: XLTCUSDT.\n"
            in captured.out)

    # active pairs, base=LTC, quote=USDT
    args = [
        "list-pairs",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--base", "LTC", "--quote", "USD",
        "--print-list",
    ]
    start_list_markets(get_args(args), True)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 1 active pair with LTC as base currency and "
+    assert ("Exchange Binance has 1 active pair with LTC as base currency and "
            "with USD as quote currency: LTC/USD.\n"
            in captured.out)

    # active markets, base=LTC, quote=USDT, NONEXISTENT
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--base", "LTC", "--quote", "USDT", "NONEXISTENT",
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 1 active market with LTC as base currency and "
+    assert ("Exchange Binance has 1 active market with LTC as base currency and "
            "with USDT, NONEXISTENT as quote currencies: XLTCUSDT.\n"
            in captured.out)

    # active markets, base=LTC, quote=NONEXISTENT
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--base", "LTC", "--quote", "NONEXISTENT",
        "--print-list",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 0 active markets with LTC as base currency and "
+    assert ("Exchange Binance has 0 active markets with LTC as base currency and "
            "with NONEXISTENT as quote currency.\n"
            in captured.out)

    # Test tabular output
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 12 active markets:\n"
+    assert ("Exchange Binance has 12 active markets:\n"
            in captured.out)

    # Test tabular output, no markets found
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--base", "LTC", "--quote", "NONEXISTENT",
    ]
    start_list_markets(get_args(args), False)
    captured = capsys.readouterr()
-    assert ("Exchange Bittrex has 0 active markets with LTC as base currency and "
+    assert ("Exchange Binance has 0 active markets with LTC as base currency and "
            "with NONEXISTENT as quote currency.\n"
            in captured.out)

    # Test --print-json
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--print-json"
    ]
    start_list_markets(get_args(args), False)
@@ -435,7 +435,7 @@ def test_list_markets(mocker, markets_static, capsys):
    # Test --print-csv
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--print-csv"
    ]
    start_list_markets(get_args(args), False)
@@ -447,7 +447,7 @@ def test_list_markets(mocker, markets_static, capsys):
    # Test --one-column
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--one-column"
    ]
    start_list_markets(get_args(args), False)
@@ -459,7 +459,7 @@ def test_list_markets(mocker, markets_static, capsys):
    # Test --one-column
    args = [
        "list-markets",
-        '--config', 'config_examples/config_bittrex.example.json',
+        '--config', 'tests/testdata/testconfigs/main_test_config.json',
        "--one-column"
    ]
    with pytest.raises(OperationalException, match=r"Cannot get markets.*"):
@@ -971,7 +971,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
    patched_configuration_load_config_file(mocker, default_conf)
    args = [
        'test-pairlist',
-        '-c', 'config_examples/config_bittrex.example.json'
+        '-c', 'tests/testdata/testconfigs/main_test_config.json'
    ]

    start_test_pairlist(get_args(args))
@@ -985,7 +985,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):

    args = [
        'test-pairlist',
-        '-c', 'config_examples/config_bittrex.example.json',
+        '-c', 'tests/testdata/testconfigs/main_test_config.json',
        '--one-column',
    ]
    start_test_pairlist(get_args(args))
@@ -994,7 +994,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):

    args = [
        'test-pairlist',
-        '-c', 'config_examples/config_bittrex.example.json',
+        '-c', 'tests/testdata/testconfigs/main_test_config.json',
        '--print-json',
    ]
    start_test_pairlist(get_args(args))
@@ -11,6 +11,7 @@ from unittest.mock import MagicMock, Mock, PropertyMock
 import numpy as np
 import pandas as pd
 import pytest
+from xdist.scheduler.loadscope import LoadScopeScheduling

 from freqtrade import constants
 from freqtrade.commands import Arguments
@@ -56,6 +57,27 @@ def pytest_configure(config):
        setattr(config.option, 'markexpr', 'not longrun')


+class FixtureScheduler(LoadScopeScheduling):
+    # Based on the suggestion in
+    # https://github.com/pytest-dev/pytest-xdist/issues/18
+
+    def _split_scope(self, nodeid):
+        if 'exchange_online' in nodeid:
+            try:
+                # Extract exchange ID from nodeid
+                exchange_id = nodeid.split('[')[1].split('-')[0].rstrip(']')
+                return exchange_id
+            except Exception as e:
+                print(e)
+                pass
+
+        return nodeid
+
+
+def pytest_xdist_make_scheduler(config, log):
+    return FixtureScheduler(config, log)
+
+
 def log_has(line, logs):
    """Check if line is found on some caplog's message."""
    return any(line == message for message in logs.messages)
@@ -87,11 +109,15 @@ def get_args(args):

 def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
    np.random.seed(42)
-    tf_mins = timeframe_to_minutes(timeframe)

    base = np.random.normal(20, 2, size=size)
-
-    date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')
+    if timeframe == '1M':
+        date = pd.date_range(start, periods=size, freq='1MS', tz='UTC')
+    elif timeframe == '1w':
+        date = pd.date_range(start, periods=size, freq='1W-MON', tz='UTC')
+    else:
+        tf_mins = timeframe_to_minutes(timeframe)
+        date = pd.date_range(start, periods=size, freq=f'{tf_mins}min', tz='UTC')
    df = pd.DataFrame({
        'date': date,
        'open': base,
@@ -64,7 +64,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
    # Column names should not change
    assert (data.columns == data2.columns).all()

-    assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
+    assert log_has_re(f"Missing data fillup for UNITTEST/BTC, 1m: before: "
                      f"{len(data)} - after: {len(data2)}.*", caplog)

    # Test fillup actually fixes invalid backtest data
@@ -128,7 +128,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
    # Column names should not change
    assert (data.columns == data2.columns).all()

-    assert log_has_re(f"Missing data fillup for UNITTEST/BTC: before: "
+    assert log_has_re(f"Missing data fillup for UNITTEST/BTC, {timeframe}: before: "
                      f"{len(data)} - after: {len(data2)}.*", caplog)


@@ -513,11 +513,11 @@ def test_gethandlerclass():

 def test_get_datahandler(testdatadir):
    dh = get_datahandler(testdatadir, 'json')
-    assert type(dh) == JsonDataHandler
+    assert isinstance(dh, JsonDataHandler)
    dh = get_datahandler(testdatadir, 'jsongz')
-    assert type(dh) == JsonGzDataHandler
+    assert isinstance(dh, JsonGzDataHandler)
    dh1 = get_datahandler(testdatadir, 'jsongz', dh)
    assert id(dh1) == id(dh)

    dh = get_datahandler(testdatadir, 'hdf5')
-    assert type(dh) == HDF5DataHandler
+    assert isinstance(dh, HDF5DataHandler)
@@ -500,3 +500,89 @@ def test_dp__add_external_df(default_conf_usdt):
    # 36 hours - from 2022-01-03 12:00:00+00:00 to 2022-01-05 00:00:00+00:00
    assert isinstance(res[1], int)
    assert res[1] == 0
+
+
+def test_dp_get_required_startup(default_conf_usdt):
+    timeframe = '1h'
+    default_conf_usdt["timeframe"] = timeframe
+    dp = DataProvider(default_conf_usdt, None)
+
+    # No FreqAI config
+    assert dp.get_required_startup('5m', False) == 0
+    assert dp.get_required_startup('1h', False) == 0
+    assert dp.get_required_startup('1d', False) == 0
+    assert dp.get_required_startup('1d', True) == 0
+    assert dp.get_required_startup('1d') == 0
+
+    dp._config['startup_candle_count'] = 20
+    assert dp.get_required_startup('5m', False) == 20
+    assert dp.get_required_startup('5m', True) == 20
+    assert dp.get_required_startup('1h', False) == 20
+    assert dp.get_required_startup('1h') == 20
+
+    # With freqAI config
+
+    dp._config['freqai'] = {
+        'enabled': True,
+        'train_period_days': 20,
+        'feature_parameters': {
+            'indicator_periods_candles': [
+                5,
+                20,
+            ]
+        }
+    }
+    assert dp.get_required_startup('5m', False) == 20
+    assert dp.get_required_startup('5m', True) == 5780
+
+    assert dp.get_required_startup('1h', False) == 20
+    assert dp.get_required_startup('1h', True) == 500
+
+    assert dp.get_required_startup('1d', False) == 20
+    assert dp.get_required_startup('1d', True) == 40
+    assert dp.get_required_startup('1d') == 40
+
+    # FreqAI kindof ignores startup_candle_count if it's below indicator_periods_candles
+    dp._config['startup_candle_count'] = 0
+    assert dp.get_required_startup('5m', False) == 20
+    assert dp.get_required_startup('5m', True) == 5780
+
+    assert dp.get_required_startup('1h', False) == 20
+    assert dp.get_required_startup('1h', True) == 500
+
+    assert dp.get_required_startup('1d', False) == 20
+    assert dp.get_required_startup('1d', True) == 40
+    assert dp.get_required_startup('1d') == 40
+
+    dp._config['freqai']['feature_parameters']['indicator_periods_candles'][1] = 50
+    assert dp.get_required_startup('5m', False) == 50
+    assert dp.get_required_startup('5m', True) == 5810
+
+    assert dp.get_required_startup('1h', False) == 50
+    assert dp.get_required_startup('1h', True) == 530
+
+    assert dp.get_required_startup('1d', False) == 50
+    assert dp.get_required_startup('1d', True) == 70
+    assert dp.get_required_startup('1d') == 70
+
+    # scenario from issue https://github.com/freqtrade/freqtrade/issues/9432
+    dp._config['freqai'] = {
+        'enabled': True,
+        'train_period_days': 180,
+        'feature_parameters': {
+            'indicator_periods_candles': [
+                10,
+                20,
+            ]
+        }
+    }
+    dp._config['startup_candle_count'] = 40
+    assert dp.get_required_startup('5m', False) == 40
+    assert dp.get_required_startup('5m', True) == 51880
+
+    assert dp.get_required_startup('1h', False) == 40
+    assert dp.get_required_startup('1h', True) == 4360
+
+    assert dp.get_required_startup('1d', False) == 40
+    assert dp.get_required_startup('1d', True) == 220
+    assert dp.get_required_startup('1d') == 220
@@ -13,7 +13,7 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError,
                                  InsufficientFundsError, InvalidOrderException,
                                  OperationalException, PricingError, TemporaryError)
-from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, market_is_active,
+from freqtrade.exchange import (Binance, Bybit, Exchange, Kraken, market_is_active,
                                timeframe_to_prev_date)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
                                       calculate_backoff, remove_exchange_credentials)
@@ -24,7 +24,7 @@ from tests.conftest import (EXMS, generate_test_data_raw, get_mock_coro, get_pat


 # Make sure to always keep one exchange here which is NOT subclassed!!
-EXCHANGES = ['bittrex', 'binance', 'kraken', 'gate', 'kucoin', 'bybit', 'okx']
+EXCHANGES = ['binance', 'kraken', 'gate', 'kucoin', 'bybit', 'okx']

 get_entry_rate_data = [
    ('other', 20, 19, 10, 0.0, 20),  # Full ask side
@@ -228,10 +228,10 @@ def test_exchange_resolver(default_conf, mocker, caplog):
    assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
    caplog.clear()

-    default_conf['exchange']['name'] = 'Bittrex'
+    default_conf['exchange']['name'] = 'Bybit'
    exchange = ExchangeResolver.load_exchange(default_conf)
    assert isinstance(exchange, Exchange)
-    assert isinstance(exchange, Bittrex)
+    assert isinstance(exchange, Bybit)
    assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
                          caplog)
    caplog.clear()
@@ -263,8 +263,8 @@ def test_exchange_resolver(default_conf, mocker, caplog):

 def test_validate_order_time_in_force(default_conf, mocker, caplog):
    caplog.set_level(logging.INFO)
-    # explicitly test bittrex, exchanges implementing other policies need separate tests
-    ex = get_patched_exchange(mocker, default_conf, id="bittrex")
+    # explicitly test bybit, exchanges implementing other policies need separate tests
+    ex = get_patched_exchange(mocker, default_conf, id="bybit")
    tif = {
        "buy": "gtc",
        "sell": "gtc",
@@ -273,11 +273,14 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
    ex.validate_order_time_in_force(tif)
    tif2 = {
        "buy": "fok",
-        "sell": "ioc",
+        "sell": "ioc22",
    }
    with pytest.raises(OperationalException, match=r"Time in force.*not supported for .*"):
        ex.validate_order_time_in_force(tif2)
-
+    tif2 = {
+        "buy": "fok",
+        "sell": "ioc",
+    }
    # Patch to see if this will pass if the values are in the ft dict
    ex._ft_has.update({"order_time_in_force": ["GTC", "FOK", "IOC"]})
    ex.validate_order_time_in_force(tif2)
@@ -915,7 +918,6 @@ def test_validate_ordertypes(default_conf, mocker):
    mocker.patch(f'{EXMS}.validate_timeframes')
    mocker.patch(f'{EXMS}.validate_stakecurrency')
    mocker.patch(f'{EXMS}.validate_pricing')
-    mocker.patch(f'{EXMS}.name', 'Bittrex')

    default_conf['order_types'] = {
        'entry': 'limit',
@@ -1977,6 +1979,34 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
        exchange.fetch_ticker(pair='XRP/ETH')


+@pytest.mark.parametrize("exchange_name", EXCHANGES)
+def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_machine):
+    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    pair = 'BTC/USDT'
+    candle_type = CandleType.SPOT
+    start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=timezone.utc)
+    time_machine.move_to(start_dt, tick=False)
+    assert (pair, '5m', candle_type) not in exchange._pairs_last_refresh_time
+
+    # not refreshed yet
+    assert exchange._now_is_time_to_refresh(pair, '5m', candle_type) is True
+
+    last_closed_candle = (start_dt - timedelta(minutes=5)).timestamp()
+    exchange._pairs_last_refresh_time[(pair, '5m', candle_type)] = last_closed_candle
+
+    # next candle not closed yet
+    time_machine.move_to(start_dt + timedelta(minutes=4, seconds=59), tick=False)
+    assert exchange._now_is_time_to_refresh(pair, '5m', candle_type) is False
+
+    # next candle closed
+    time_machine.move_to(start_dt + timedelta(minutes=5, seconds=0), tick=False)
+    assert exchange._now_is_time_to_refresh(pair, '5m', candle_type) is True
+
+    # 1 second later (last_refresh_time didn't change)
+    time_machine.move_to(start_dt + timedelta(minutes=5, seconds=1), tick=False)
+    assert exchange._now_is_time_to_refresh(pair, '5m', candle_type) is True
+
+
@pytest.mark.parametrize("exchange_name", EXCHANGES)
@pytest.mark.parametrize('candle_type', ['mark', ''])
 def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type):
@@ -2738,7 +2768,6 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
    assert res_ohlcv[9][4] == 0.07668
    assert res_ohlcv[9][5] == 16.65244264

-    # Bittrex use-case (real data from Bittrex)
    # This OHLCV data is ordered ASC (oldest first, newest last)
    ohlcv = [
        [1527827700000, 0.07659999, 0.0766, 0.07627, 0.07657998, 1.85216924],
@@ -3382,7 +3411,7 @@ def test_get_fee(default_conf, mocker, exchange_name):


 def test_stoploss_order_unsupported_exchange(default_conf, mocker):
-    exchange = get_patched_exchange(mocker, default_conf, id='bittrex')
+    exchange = get_patched_exchange(mocker, default_conf, id='bitpanda')
    with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
        exchange.create_stoploss(
            pair='ETH/BTC',
@@ -3578,10 +3607,10 @@ def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
    timeframes = ('1m', '5m', '1h')
    expected = exchange._ft_has['ohlcv_candle_limit']
    for timeframe in timeframes:
-        if 'ohlcv_candle_limit_per_timeframe' in exchange._ft_has:
-            expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
-            # This should only run for bittrex
-            assert exchange_name == 'bittrex'
+        # if 'ohlcv_candle_limit_per_timeframe' in exchange._ft_has:
+        # expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
+        # This should only run for bittrex
+        # assert exchange_name == 'bittrex'
        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == expected


@@ -3873,11 +3902,11 @@ def test_set_margin_mode(mocker, default_conf, margin_mode):
    ("kraken", TradingMode.SPOT, None, False),
    ("kraken", TradingMode.MARGIN, MarginMode.ISOLATED, True),
    ("kraken", TradingMode.FUTURES, MarginMode.ISOLATED, True),
-    ("bittrex", TradingMode.SPOT, None, False),
-    ("bittrex", TradingMode.MARGIN, MarginMode.CROSS, True),
-    ("bittrex", TradingMode.MARGIN, MarginMode.ISOLATED, True),
-    ("bittrex", TradingMode.FUTURES, MarginMode.CROSS, True),
-    ("bittrex", TradingMode.FUTURES, MarginMode.ISOLATED, True),
+    ("bitmart", TradingMode.SPOT, None, False),
+    ("bitmart", TradingMode.MARGIN, MarginMode.CROSS, True),
+    ("bitmart", TradingMode.MARGIN, MarginMode.ISOLATED, True),
+    ("bitmart", TradingMode.FUTURES, MarginMode.CROSS, True),
+    ("bitmart", TradingMode.FUTURES, MarginMode.ISOLATED, True),
    ("gate", TradingMode.MARGIN, MarginMode.ISOLATED, True),
    ("okx", TradingMode.SPOT, None, False),
    ("okx", TradingMode.MARGIN, MarginMode.CROSS, True),
@@ -4494,10 +4523,10 @@ def test_amount_to_contract_precision(


@pytest.mark.parametrize('exchange_name,open_rate,is_short,trading_mode,margin_mode', [
-    # Bittrex
-    ('bittrex', 2.0, False, 'spot', None),
-    ('bittrex', 2.0, False, 'spot', 'cross'),
-    ('bittrex', 2.0, True, 'spot', 'isolated'),
+    # Bybit
+    ('bybit', 2.0, False, 'spot', None),
+    ('bybit', 2.0, False, 'spot', 'cross'),
+    ('bybit', 2.0, True, 'spot', 'isolated'),
    # Binance
    ('binance', 2.0, False, 'spot', None),
    ('binance', 2.0, False, 'spot', 'cross'),
@@ -4919,7 +4948,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
        exchange.get_max_leverage("BTC/USDT:USDT", 1000000000.01)


-@pytest.mark.parametrize("exchange_name", ['bittrex', 'binance', 'kraken', 'gate', 'okx', 'bybit'])
+@pytest.mark.parametrize("exchange_name", ['binance', 'kraken', 'gate', 'okx', 'bybit'])
 def test__get_params(mocker, default_conf, exchange_name):
    api_mock = MagicMock()
    mocker.patch(f'{EXMS}.exchange_has', return_value=True)
@@ -14,14 +14,6 @@ EXCHANGE_FIXTURE_TYPE = Tuple[Exchange, str]

 # Exchanges that should be tested online
 EXCHANGES = {
-    'bittrex': {
-        'pair': 'BTC/USDT',
-        'stake_currency': 'USDT',
-        'hasQuoteVolume': False,
-        'timeframe': '1h',
-        'leverage_tiers_public': False,
-        'leverage_in_spot_market': False,
-    },
    'binance': {
        'pair': 'BTC/USDT',
        'stake_currency': 'USDT',
@@ -218,9 +218,6 @@ class TestCCXTExchange:

    def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
        exc, exchangename = exchange
-        if exchangename in ('bittrex'):
-            # For some weired reason, this test returns random lengths for bittrex.
-            pytest.skip("Exchange doesn't provide stable ohlcv history")

        if not exc._ft_has['ohlcv_has_history']:
            pytest.skip("Exchange does not support candle history")
@@ -20,6 +20,21 @@ def is_mac() -> bool:
    return "Darwin" in machine


+@pytest.fixture(autouse=True)
+def patch_torch_initlogs(mocker) -> None:
+
+    if is_mac():
+        # Mock torch import completely
+        import sys
+        import types
+
+        module_name = 'torch'
+        mocked_module = types.ModuleType(module_name)
+        sys.modules[module_name] = mocked_module
+    else:
+        mocker.patch("torch._logging._init_logs")
+
+
@pytest.fixture(scope="function")
 def freqai_conf(default_conf, tmp_path):
    freqaiconf = deepcopy(default_conf)
@@ -10,9 +10,8 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
 from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 from tests.conftest import get_patched_exchange
-from tests.freqai.conftest import (get_patched_data_kitchen, get_patched_freqai_strategy,
+from tests.freqai.conftest import (get_patched_data_kitchen, get_patched_freqai_strategy, is_mac,
                                   make_unfiltered_dataframe)
-from tests.freqai.test_freqai_interface import is_mac


@pytest.mark.parametrize(
@@ -176,6 +176,7 @@ def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, s
    'CatboostClassifier',
    'XGBoostClassifier',
    'XGBoostRFClassifier',
+    'SKLearnRandomForestClassifier',
    'PyTorchMLPClassifier',
    ])
 def test_extract_data_and_train_model_Classifiers(mocker, freqai_conf, model):
@@ -549,6 +549,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
    default_conf_usdt['exchange']['pair_whitelist'] = ['.*']
    backtesting = Backtesting(default_conf_usdt)
    backtesting._set_strategy(backtesting.strategylist[0])
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._run_funding_fees')
    pair = 'ETH/USDT:USDT'
    row = [
        pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
@@ -851,9 +852,13 @@ def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_de
    assert late_entry > 0


-@pytest.mark.parametrize('use_detail', [True, False])
+@pytest.mark.parametrize('use_detail,exp_funding_fee, exp_ff_updates', [
+    (True, -0.018054162, 11),
+    (False, -0.01780296, 5),
+    ])
 def test_backtest_one_detail_futures(
-        default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
+        default_conf_usdt, fee, mocker, testdatadir, use_detail, exp_funding_fee,
+        exp_ff_updates) -> None:
    default_conf_usdt['use_exit_signal'] = False
    default_conf_usdt['trading_mode'] = 'futures'
    default_conf_usdt['margin_mode'] = 'isolated'
@@ -882,6 +887,8 @@ def test_backtest_one_detail_futures(
    default_conf_usdt['max_open_trades'] = 10

    backtesting = Backtesting(default_conf_usdt)
+    ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees')
+
    backtesting._set_strategy(backtesting.strategylist[0])
    backtesting.strategy.populate_entry_trend = advise_entry
    backtesting.strategy.custom_entry_price = custom_entry_price
@@ -936,13 +943,22 @@ def test_backtest_one_detail_futures(

        assert (round(ln2.iloc[0]["low"], 6) <= round(
                t["close_rate"], 6) <= round(ln2.iloc[0]["high"], 6))
-    assert -0.0181 < Trade.trades[1].funding_fees < -0.01
+    assert pytest.approx(Trade.trades[1].funding_fees) == exp_funding_fee
+    assert ff_spy.call_count == exp_ff_updates
    # assert late_entry > 0


-@pytest.mark.parametrize('use_detail', [True, False])
+@pytest.mark.parametrize('use_detail,entries,max_stake,ff_updates,expected_ff', [
+    (True, 50, 3000, 54, -1.18038144),
+    (False, 6, 360, 10, -0.14679994),
+])
 def test_backtest_one_detail_futures_funding_fees(
-        default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
+        default_conf_usdt, fee, mocker, testdatadir, use_detail, entries, max_stake,
+        ff_updates, expected_ff,
+) -> None:
+    """
+    Funding fees are expected to differ, as the maximum position size differs.
+    """
    default_conf_usdt['use_exit_signal'] = False
    default_conf_usdt['trading_mode'] = 'futures'
    default_conf_usdt['margin_mode'] = 'isolated'
@@ -975,6 +991,7 @@ def test_backtest_one_detail_futures_funding_fees(
    default_conf_usdt['max_open_trades'] = 1

    backtesting = Backtesting(default_conf_usdt)
+    ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees')
    backtesting._set_strategy(backtesting.strategylist[0])
    backtesting.strategy.populate_entry_trend = advise_entry
    backtesting.strategy.adjust_trade_position = adjust_trade_position
@@ -1000,13 +1017,18 @@ def test_backtest_one_detail_futures_funding_fees(
    assert len(results) == 1

    assert 'orders' in results.columns
+    # funding_fees have been calculated for each funding-fee candle
+    # the trade is open for 26 hours - hence we expect the 8h fee to apply 4 times.
+    # Additional counts will happen due each successful entry, which needs to call this, too.
+    assert ff_spy.call_count == ff_updates

    for t in Trade.trades:
-        # At least 4 adjustment orders
-        assert t.nr_of_successful_entries >= 6
+        # At least 6 adjustment orders
+        assert t.nr_of_successful_entries == entries
        # Funding fees will vary depending on the number of adjustment orders
        # That number is a lot higher with detail data.
-        assert -1.81 < t.funding_fees < -0.1
+        assert t.max_stake_amount == max_stake
+        assert pytest.approx(t.funding_fees) == expected_ff


 def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) -> None:
@@ -104,6 +104,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
    mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
    mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
    mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0.1, 0.1))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._run_funding_fees')

    patch_exchange(mocker)
    default_conf.update({
@@ -9,7 +9,7 @@ from sqlalchemy import select
 from freqtrade.edge import PairInfo
 from freqtrade.enums import SignalDirection, State, TradingMode
 from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
-from freqtrade.persistence import Trade
+from freqtrade.persistence import Order, Trade
 from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -355,8 +355,18 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
        rpc._rpc_delete('200')

    trades = Trade.session.scalars(select(Trade)).all()
-    trades[1].stoploss_order_id = '1234'
-    trades[2].stoploss_order_id = '1234'
+    trades[2].stoploss_order_id = '102'
+    trades[2].orders.append(
+        Order(
+            ft_order_side='stoploss',
+            ft_pair=trades[2].pair,
+            ft_is_open=True,
+            ft_amount=trades[2].amount,
+            ft_price=trades[2].stop_loss,
+            order_id='102',
+            status='open',
+        )
+    )
    assert len(trades) > 2

    res = rpc._rpc_delete('1')
@@ -369,7 +379,7 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
    cancel_mock.reset_mock()
    stoploss_mock.reset_mock()

-    res = rpc._rpc_delete('2')
+    res = rpc._rpc_delete('5')
    assert isinstance(res, dict)
    assert stoploss_mock.call_count == 1
    assert res['cancel_order_count'] == 1
@@ -728,7 +728,6 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):

    ftbot.strategy.order_types['stoploss_on_exchange'] = True
    trades = Trade.session.scalars(select(Trade)).all()
-    trades[1].stoploss_order_id = '1234'
    Trade.commit()
    assert len(trades) > 2

@@ -745,9 +744,9 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
    assert cancel_mock.call_count == 0

    assert len(trades) - 1 == len(Trade.session.scalars(select(Trade)).all())
-    rc = client_delete(client, f"{BASE_URI}/trades/2")
+    rc = client_delete(client, f"{BASE_URI}/trades/5")
    assert_response(rc)
-    assert rc.json()['result_msg'] == 'Deleted trade 2. Closed 1 open orders.'
+    assert rc.json()['result_msg'] == 'Deleted trade 5. Closed 1 open orders.'
    assert len(trades) - 2 == len(Trade.session.scalars(select(Trade)).all())
    assert stoploss_mock.call_count == 1

@@ -1770,6 +1769,7 @@ def test_api_freqaimodels(botclient, tmp_path, mocker):
            {'name': 'LightGBMRegressorMultiTarget'},
            {'name': 'ReinforcementLearner'},
            {'name': 'ReinforcementLearner_multiproc'},
+            {'name': 'SKlearnRandomForestClassifier'},
            {'name': 'XGBoostClassifier'},
            {'name': 'XGBoostRFClassifier'},
            {'name': 'XGBoostRFRegressor'},
@@ -1788,6 +1788,7 @@ def test_api_freqaimodels(botclient, tmp_path, mocker):
        'LightGBMRegressorMultiTarget',
        'ReinforcementLearner',
        'ReinforcementLearner_multiproc',
+        'SKlearnRandomForestClassifier',
        'XGBoostClassifier',
        'XGBoostRFClassifier',
        'XGBoostRFRegressor',
@@ -109,7 +109,6 @@ def get_telegram_testobject(mocker, default_conf, mock=True, ftbot=None):
            _start_thread=MagicMock(),
        )
    if not ftbot:
-        mocker.patch('freqtrade.exchange.exchange.Exchange._init_async_loop')
        ftbot = get_patched_freqtradebot(mocker, default_conf)
    rpc = RPC(ftbot)
    telegram = Telegram(rpc, default_conf)
@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103, protected-access

+import logging
 from datetime import datetime, timedelta
 from unittest.mock import MagicMock

@@ -331,6 +332,7 @@ def test_send_msg_webhook(default_conf, mocker):


 def test_exception_send_msg(default_conf, mocker, caplog):
+    caplog.set_level(logging.DEBUG)
    default_conf["webhook"] = get_webhook_dict()
    del default_conf["webhook"]["entry"]
    del default_conf["webhook"]["webhookentry"]
@@ -12,9 +12,11 @@ from tests.conftest import generate_test_data, get_patched_exchange
 def test_merge_informative_pair():
    data = generate_test_data('15m', 40)
    informative = generate_test_data('1h', 40)
+    cols_inf = list(informative.columns)

    result = merge_informative_pair(data, informative, '15m', '1h', ffill=True)
    assert isinstance(result, pd.DataFrame)
+    assert list(informative.columns) == cols_inf
    assert len(result) == len(data)
    assert 'date' in result.columns
    assert result['date'].equals(data['date'])
@@ -61,6 +63,60 @@ def test_merge_informative_pair():
    assert result.iloc[8]['date_1h'] is pd.NaT


+def test_merge_informative_pair_weekly():
+    # Covers roughly 2 months - until 2023-01-10
+    data = generate_test_data('1h', 1040, '2022-11-28')
+    informative = generate_test_data('1w', 40, '2022-11-01')
+    informative['day'] = informative['date'].dt.day_name()
+
+    result = merge_informative_pair(data, informative, '1h', '1w', ffill=True)
+    assert isinstance(result, pd.DataFrame)
+    # 2022-12-24 is a Saturday
+    candle1 = result.loc[(result['date'] == '2022-12-24T22:00:00.000Z')]
+    assert candle1.iloc[0]['date'] == pd.Timestamp('2022-12-24T22:00:00.000Z')
+    assert candle1.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
+
+    candle2 = result.loc[(result['date'] == '2022-12-24T23:00:00.000Z')]
+    assert candle2.iloc[0]['date'] == pd.Timestamp('2022-12-24T23:00:00.000Z')
+    assert candle2.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
+
+    # 2022-12-25 is a Sunday
+    candle3 = result.loc[(result['date'] == '2022-12-25T22:00:00.000Z')]
+    assert candle3.iloc[0]['date'] == pd.Timestamp('2022-12-25T22:00:00.000Z')
+    # Still old candle
+    assert candle3.iloc[0]['date_1w'] == pd.Timestamp('2022-12-12T00:00:00.000Z')
+
+    candle4 = result.loc[(result['date'] == '2022-12-25T23:00:00.000Z')]
+    assert candle4.iloc[0]['date'] == pd.Timestamp('2022-12-25T23:00:00.000Z')
+    assert candle4.iloc[0]['date_1w'] == pd.Timestamp('2022-12-19T00:00:00.000Z')
+
+
+def test_merge_informative_pair_monthly():
+    # Covers roughly 2 months - until 2023-01-10
+    data = generate_test_data('1h', 1040, '2022-11-28')
+    informative = generate_test_data('1M', 40, '2022-01-01')
+
+    result = merge_informative_pair(data, informative, '1h', '1M', ffill=True)
+    assert isinstance(result, pd.DataFrame)
+    candle1 = result.loc[(result['date'] == '2022-12-31T22:00:00.000Z')]
+    assert candle1.iloc[0]['date'] == pd.Timestamp('2022-12-31T22:00:00.000Z')
+    assert candle1.iloc[0]['date_1M'] == pd.Timestamp('2022-11-01T00:00:00.000Z')
+
+    candle2 = result.loc[(result['date'] == '2022-12-31T23:00:00.000Z')]
+    assert candle2.iloc[0]['date'] == pd.Timestamp('2022-12-31T23:00:00.000Z')
+    assert candle2.iloc[0]['date_1M'] == pd.Timestamp('2022-12-01T00:00:00.000Z')
+
+    # Candle is empty, as the start-date did fail.
+    candle3 = result.loc[(result['date'] == '2022-11-30T22:00:00.000Z')]
+    assert candle3.iloc[0]['date'] == pd.Timestamp('2022-11-30T22:00:00.000Z')
+    assert candle3.iloc[0]['date_1M'] is pd.NaT
+
+    # First candle with 1M data merged.
+    candle4 = result.loc[(result['date'] == '2022-11-30T23:00:00.000Z')]
+    assert candle4.iloc[0]['date'] == pd.Timestamp('2022-11-30T23:00:00.000Z')
+    assert candle4.iloc[0]['date_1M'] == pd.Timestamp('2022-11-01T00:00:00.000Z')
+
+
 def test_merge_informative_pair_same():
    data = generate_test_data('15m', 40)
    informative = generate_test_data('15m', 40)
@@ -173,7 +173,7 @@ def test_download_data_options() -> None:
 def test_plot_dataframe_options() -> None:
    args = [
        'plot-dataframe',
-        '-c', 'config_examples/config_bittrex.example.json',
+        '-c', 'tests/testdata/testconfigs/main_test_config.json',
        '--indicators1', 'sma10', 'sma100',
        '--indicators2', 'macd', 'fastd', 'fastk',
        '--plot-limit', '30',
@@ -146,7 +146,7 @@ def test_get_trade_stake_amount(default_conf_usdt, mocker) -> None:

    freqtrade = FreqtradeBot(default_conf_usdt)

-    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
    assert result == default_conf_usdt['stake_amount']


@@ -211,12 +211,12 @@ def test_check_available_stake_amount(

        if expected[i] is not None:
            limit_buy_order_usdt_open['id'] = str(i)
-            result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
+            result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)
            assert pytest.approx(result) == expected[i]
            freqtrade.execute_entry('ETH/USDT', result)
        else:
            with pytest.raises(DependencyException):
-                freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
+                freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 1)


 def test_edge_called_in_process(mocker, edge_conf) -> None:
@@ -238,9 +238,9 @@ def test_edge_overrides_stake_amount(mocker, edge_conf) -> None:
    freqtrade = FreqtradeBot(edge_conf)

    assert freqtrade.wallets.get_trade_stake_amount(
-        'NEO/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
+        'NEO/BTC', 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.20
    assert freqtrade.wallets.get_trade_stake_amount(
-        'LTC/BTC', freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21
+        'LTC/BTC', 1, freqtrade.edge) == (999.9 * 0.5 * 0.01) / 0.21


@pytest.mark.parametrize('buy_price_mult,ignore_strat_sl', [
@@ -420,7 +420,8 @@ def test_create_trade_minimal_amount(
    else:
        assert not freqtrade.create_trade('ETH/USDT')
        if not max_open_trades:
-            assert freqtrade.wallets.get_trade_stake_amount('ETH/USDT', freqtrade.edge) == 0
+            assert freqtrade.wallets.get_trade_stake_amount(
+                'ETH/USDT', default_conf_usdt['max_open_trades'], freqtrade.edge) == 0


@pytest.mark.parametrize('whitelist,positions', [
@@ -3485,7 +3486,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_


@pytest.mark.parametrize("is_short", [False, True])
-@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bittrex'],
+@pytest.mark.parametrize("limit_buy_order_canceled_empty", ['binance', 'kraken', 'bybit'],
                         indirect=['limit_buy_order_canceled_empty'])
 def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_short, fee,
                                       limit_buy_order_canceled_empty) -> None:
@@ -185,7 +185,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati

    trades = Trade.session.scalars(select(Trade)).all()
    assert len(trades) == 4
-    assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') == result1
+    assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC', 5) == result1

    rpc._rpc_force_entry('TKN/BTC', None)

@@ -205,7 +205,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
    # One trade sold
    assert len(trades) == 4
    # stake-amount should now be reduced, since one trade was sold at a loss.
-    assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC') < result1
+    assert freqtrade.wallets.get_trade_stake_amount('XRP/BTC', 5) < result1
    # Validate that balance of sold trade is not in dry-run balances anymore.
    bals2 = freqtrade.wallets.get_all_balances()
    assert bals != bals2
@@ -63,9 +63,9 @@ def test_set_loggers_syslog():
    setup_logging_pre()
    setup_logging(config)
    assert len(logger.handlers) == 3
-    assert [x for x in logger.handlers if type(x) == logging.handlers.SysLogHandler]
-    assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
-    assert [x for x in logger.handlers if type(x) == FTBufferingHandler]
+    assert [x for x in logger.handlers if isinstance(x, logging.handlers.SysLogHandler)]
+    assert [x for x in logger.handlers if isinstance(x, FTStdErrStreamHandler)]
+    assert [x for x in logger.handlers if isinstance(x, FTBufferingHandler)]
    # setting up logging again should NOT cause the loggers to be added a second time.
    setup_logging(config)
    assert len(logger.handlers) == 3
@@ -86,9 +86,9 @@ def test_set_loggers_Filehandler(tmp_path):
    setup_logging_pre()
    setup_logging(config)
    assert len(logger.handlers) == 3
-    assert [x for x in logger.handlers if type(x) == logging.handlers.RotatingFileHandler]
-    assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
-    assert [x for x in logger.handlers if type(x) == FTBufferingHandler]
+    assert [x for x in logger.handlers if isinstance(x, logging.handlers.RotatingFileHandler)]
+    assert [x for x in logger.handlers if isinstance(x, FTStdErrStreamHandler)]
+    assert [x for x in logger.handlers if isinstance(x, FTBufferingHandler)]
    # setting up logging again should NOT cause the loggers to be added a second time.
    setup_logging(config)
    assert len(logger.handlers) == 3
@@ -112,7 +112,7 @@ def test_set_loggers_journald(mocker):
    setup_logging(config)
    assert len(logger.handlers) == 3
    assert [x for x in logger.handlers if type(x).__name__ == "JournaldLogHandler"]
-    assert [x for x in logger.handlers if type(x) == FTStdErrStreamHandler]
+    assert [x for x in logger.handlers if isinstance(x, FTStdErrStreamHandler)]
    # reset handlers to not break pytest
    logger.handlers = orig_handlers

@@ -67,12 +67,12 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
    mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
    mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())

-    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
+    args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']

    # Test Main + the KeyboardInterrupt exception
    with pytest.raises(SystemExit):
        main(args)
-    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
+    assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
    assert log_has('Fatal exception!', caplog)


@@ -85,12 +85,12 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
    mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
    mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())

-    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
+    args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']

    # Test Main + the KeyboardInterrupt exception
    with pytest.raises(SystemExit):
        main(args)
-    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
+    assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
    assert log_has('SIGINT received, aborting ...', caplog)


@@ -106,12 +106,12 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
    mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
    mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())

-    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
+    args = ['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json']

    # Test Main + the KeyboardInterrupt exception
    with pytest.raises(SystemExit):
        main(args)
-    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
+    assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
    assert log_has('Oh snap!', caplog)


@@ -160,13 +160,13 @@ def test_main_reload_config(mocker, default_conf, caplog) -> None:
    args = Arguments([
        'trade',
        '-c',
-        'config_examples/config_bittrex.example.json'
+        'tests/testdata/testconfigs/main_test_config.json'
    ]).get_parsed_arg()
    worker = Worker(args=args, config=default_conf)
    with pytest.raises(SystemExit):
-        main(['trade', '-c', 'config_examples/config_bittrex.example.json'])
+        main(['trade', '-c', 'tests/testdata/testconfigs/main_test_config.json'])

-    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
+    assert log_has('Using config: tests/testdata/testconfigs/main_test_config.json ...', caplog)
    assert worker_mock.call_count == 4
    assert reconfigure_mock.call_count == 1
    assert isinstance(worker.freqtrade, FreqtradeBot)
@@ -187,7 +187,7 @@ def test_reconfigure(mocker, default_conf) -> None:
    args = Arguments([
        'trade',
        '-c',
-        'config_examples/config_bittrex.example.json'
+        'tests/testdata/testconfigs/main_test_config.json'
    ]).get_parsed_arg()
    worker = Worker(args=args, config=default_conf)
    freqtrade = worker.freqtrade
@@ -377,7 +377,7 @@ def test_start_plot_dataframe(mocker):
    aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
    args = [
        "plot-dataframe",
-        "--config", "config_examples/config_bittrex.example.json",
+        "--config", "tests/testdata/testconfigs/main_test_config.json",
        "--pairs", "ETH/BTC"
    ]
    start_plot_dataframe(get_args(args))
@@ -420,7 +420,7 @@ def test_start_plot_profit(mocker):
    aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
    args = [
        "plot-profit",
-        "--config", "config_examples/config_bittrex.example.json",
+        "--config", "tests/testdata/testconfigs/main_test_config.json",
        "--pairs", "ETH/BTC"
    ]
    start_plot_profit(get_args(args))
@@ -121,7 +121,7 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
    freqtrade = get_patched_freqtradebot(mocker, default_conf)

    with pytest.raises(DependencyException, match=r'.*stake amount.*'):
-        freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
+        freqtrade.wallets.get_trade_stake_amount('ETH/BTC', 1)


@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
@@ -148,7 +148,6 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
    conf = deepcopy(default_conf)
    conf['stake_amount'] = UNLIMITED_STAKE_AMOUNT
    conf['dry_run_wallet'] = 100
-    conf['max_open_trades'] = 2
    conf['tradable_balance_ratio'] = balance_ratio
    if capital is not None:
        conf['available_capital'] = capital
@@ -156,30 +155,28 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
    freqtrade = get_patched_freqtradebot(mocker, conf)

    # no open trades, order amount should be 'balance / max_open_trades'
-    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT')
+    result = freqtrade.wallets.get_trade_stake_amount('ETH/USDT', 2)
    assert result == result1

    # create one trade, order amount should be 'balance / (max_open_trades - num_open_trades)'
    freqtrade.execute_entry('ETH/USDT', result)

-    result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT')
+    result = freqtrade.wallets.get_trade_stake_amount('LTC/USDT', 2)
    assert result == result1

    # create 2 trades, order amount should be None
    freqtrade.execute_entry('LTC/BTC', result)

-    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
+    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', 2)
    assert result == 0

-    freqtrade.config['max_open_trades'] = 3
    freqtrade.config['dry_run_wallet'] = 200
    freqtrade.wallets.start_cap = 200
-    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT')
+    result = freqtrade.wallets.get_trade_stake_amount('XRP/USDT', 3)
    assert round(result, 4) == round(result2, 4)

    # set max_open_trades = None, so do not trade
-    freqtrade.config['max_open_trades'] = 0
-    result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
+    result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT', 0)
    assert result == 0


@@ -29,7 +29,7 @@
        "order_book_top": 1
    },
    "exchange": {
-        "name": "bittrex",
+        "name": "binance",
        "key": "your_exchange_key",
        "secret": "your_exchange_secret",
        "ccxt_config": {},