Merge pull request #8553 from freqtrade/new_release

New release 2023.4

.github/workflows/ci.yml

@@ -57,7 +57,7 @@ jobs:
     - name: Installation - *nix
       if: runner.os == 'Linux'
       run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade pip==23.0.1 wheel==0.38.4
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -163,7 +163,7 @@ jobs:
         rm /usr/local/bin/python3.11-config || true
 
         brew install hdf5 c-blosc
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade pip==23.0.1 wheel==0.38.4
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -352,7 +352,7 @@ jobs:
     - name: Installation - *nix
       if: runner.os == 'Linux'
       run: |
-        python -m pip install --upgrade pip wheel
+        python -m pip install --upgrade pip==23.0.1 wheel==0.38.4
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -425,7 +425,7 @@ jobs:
         python setup.py sdist bdist_wheel
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.8.3
+      uses: pypa/gh-action-pypi-publish@v1.8.5
       if: (github.event_name == 'release')
       with:
         user: __token__
@@ -433,7 +433,7 @@ jobs:
         repository_url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.8.3
+      uses: pypa/gh-action-pypi-publish@v1.8.5
       if: (github.event_name == 'release')
       with:
         user: __token__

.pre-commit-config.yaml

@@ -13,12 +13,12 @@ repos:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==5.3.0.4
+          - types-cachetools==5.3.0.5
           - types-filelock==3.2.7
-          - types-requests==2.28.11.16
-          - types-tabulate==0.9.0.1
-          - types-python-dateutil==2.8.19.10
-          - SQLAlchemy==2.0.7
+          - types-requests==2.28.11.17
+          - types-tabulate==0.9.0.2
+          - types-python-dateutil==2.8.19.12
+          - SQLAlchemy==2.0.10
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.10.10-slim-bullseye as base
+FROM python:3.10.11-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8
@@ -25,7 +25,7 @@ FROM base as python-deps
 RUN  apt-get update \
   && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
   && apt-get clean \
-  && pip install --upgrade pip
+  && pip install --upgrade pip==23.0.1 wheel==0.38.4
 
 # Install TA-lib
 COPY build_helpers/* /tmp/

README.md

@@ -210,6 +210,6 @@ To run this bot we recommend you a cloud instance with a minimum of:
 - [Python >= 3.8](http://docs.python-guide.org/en/latest/starting/installation/)
 - [pip](https://pip.pypa.io/en/stable/installing/)
 - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
-- [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
+- [TA-Lib](https://ta-lib.github.io/ta-lib-python/)
 - [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
 - [Docker](https://www.docker.com/products/docker) (Recommended)

build_helpers/install_windows.ps1

@@ -1,21 +1,21 @@
 # Downloads don't work automatically, since the URL is regenerated via javascript.
 # Downloaded from https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib
 
-python -m pip install --upgrade pip wheel
+python -m pip install --upgrade pip==23.0.1 wheel==0.38.4
 
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.25-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.26-cp38-cp38-win_amd64.whl
 }
 if ($pyv -eq '3.9') {
-    pip install build_helpers\TA_Lib-0.4.25-cp39-cp39-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.26-cp39-cp39-win_amd64.whl
 }
 if ($pyv -eq '3.10') {
-    pip install build_helpers\TA_Lib-0.4.25-cp310-cp310-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.26-cp310-cp310-win_amd64.whl
 }
 if ($pyv -eq '3.11') {
-    pip install build_helpers\TA_Lib-0.4.25-cp311-cp311-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.26-cp311-cp311-win_amd64.whl
 }
 pip install -r requirements-dev.txt
 pip install -e .

build_helpers/publish_docker_arm64.sh

@@ -12,6 +12,7 @@ TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
 TAG_FREQAI=${TAG}_freqai
 TAG_FREQAI_RL=${TAG_FREQAI}rl
+TAG_FREQAI_TORCH=${TAG_FREQAI}torch
 TAG_PI="${TAG}_pi"
 
 TAG_ARM=${TAG}_arm
@@ -42,9 +43,9 @@ if [ $? -ne 0 ]; then
     return 1
 fi
 
-docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
-docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
-docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
 
 # Tag image for upload and next build step
 docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
@@ -84,6 +85,10 @@ docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
 docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
 docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}
 
+# Create special Torch tag - which is identical to the RL tag.
+docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_TORCH} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
+docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_TORCH}
+
 # copy images to ghcr.io
 
 alias crane="docker run --rm -i -v $(pwd)/.crane:/home/nonroot/.docker/ gcr.io/go-containerregistry/crane"
@@ -93,6 +98,7 @@ chmod a+rwx .crane
 echo "${GHCR_TOKEN}" | crane auth login ghcr.io -u "${GHCR_USERNAME}" --password-stdin
 
 crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_RL}
+crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_TORCH}
 crane copy ${IMAGE_NAME}:${TAG_FREQAI} ${GHCR_IMAGE_NAME}:${TAG_FREQAI}
 crane copy ${IMAGE_NAME}:${TAG_PLOT} ${GHCR_IMAGE_NAME}:${TAG_PLOT}
 crane copy ${IMAGE_NAME}:${TAG} ${GHCR_IMAGE_NAME}:${TAG}

build_helpers/publish_docker_multi.sh

@@ -58,9 +58,9 @@ fi
 # Tag image for upload and next build step
 docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
 
-docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
-docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
-docker build --cache-from freqtrade:${TAG_FREQAI} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .
+docker build --build-arg sourceimage=freqtrade --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
 
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI

docs/backtesting.md

@@ -274,19 +274,20 @@ A backtesting result will look like that:
 | XRP/BTC  |      35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
 | ZEC/BTC  |      22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
 | TOTAL    |     429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
-========================================================= EXIT REASON STATS ==========================================================
-| Exit Reason        |   Exits |  Wins |  Draws |  Losses |
-|:-------------------|--------:|------:|-------:|--------:|
-| trailing_stop_loss |     205 |   150 |      0 |      55 |
-| stop_loss          |     166 |     0 |      0 |     166 |
-| exit_signal        |      56 |    36 |      0 |      20 |
-| force_exit         |       2 |     0 |      0 |       2 |
 ====================================================== LEFT OPEN TRADES REPORT ======================================================
 | Pair     |  Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
 |:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
 | ADA/BTC  |        1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
 | LTC/BTC  |        1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
 | TOTAL    |        2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
+==================== EXIT REASON STATS ====================
+| Exit Reason        |   Exits |  Wins |  Draws |  Losses |
+|:-------------------|--------:|------:|-------:|--------:|
+| trailing_stop_loss |     205 |   150 |      0 |      55 |
+| stop_loss          |     166 |     0 |      0 |     166 |
+| exit_signal        |      56 |    36 |      0 |      20 |
+| force_exit         |       2 |     0 |      0 |       2 |
+
 ================== SUMMARY METRICS ==================
 | Metric                      | Value               |
 |-----------------------------+---------------------|

docs/configuration.md

@@ -138,7 +138,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `stake_currency` | **Required.** Crypto-currency used for trading. <br> **Datatype:** String
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float or `"unlimited"`.
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> **Datatype:** Positive float between `0.1` and `1.0`.
-| `available_capital` | Available starting capital for the bot. Useful when running multiple bots on the same exchange account.[More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float.
+| `available_capital` | Available starting capital for the bot. Useful when running multiple bots on the same exchange account. [More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float.
 | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
@@ -155,25 +155,25 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
 | `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling. <br> **Datatype:** Float (as ratio)
-| `futures_funding_rate` | User-specified funding rate to be used when historical funding rates are not available from the exchange. This does not overwrite real historical rates. It is recommended that this be set to 0 unless you are testing a specific coin and you understand how the funding rate will affect freqtrade's profit calculations. [More information here](leverage.md#unavailable-funding-rates) <br>*Defaults to None.*<br> **Datatype:** Float
+| `futures_funding_rate` | User-specified funding rate to be used when historical funding rates are not available from the exchange. This does not overwrite real historical rates. It is recommended that this be set to 0 unless you are testing a specific coin and you understand how the funding rate will affect freqtrade's profit calculations. [More information here](leverage.md#unavailable-funding-rates) <br>*Defaults to `None`.*<br> **Datatype:** Float
 | `trading_mode` | Specifies if you want to trade regularly, trade with leverage, or trade contracts whose prices are derived from matching cryptocurrency prices. [leverage documentation](leverage.md). <br>*Defaults to `"spot"`.*  <br> **Datatype:** String
 | `margin_mode` | When trading with leverage, this determines if the collateral owned by the trader will be shared or isolated to each trading pair [leverage documentation](leverage.md). <br> **Datatype:** String
 | `liquidation_buffer` | A ratio specifying how large of a safety net to place between the liquidation price and the stoploss to prevent a position from reaching the liquidation price [leverage documentation](leverage.md). <br>*Defaults to `0.05`.*  <br> **Datatype:** Float
 | | **Unfilled timeout**
 | `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
-| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
+| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `"minutes"`.* <br> **Datatype:** String
 | `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency exit is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
 | | **Pricing**
-| `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#buy-price-side).<br> *Defaults to `same`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
+| `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#entry-price).<br> *Defaults to `"same"`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
 | `entry_pricing.price_last_balance` | **Required.** Interpolate the bidding price. More information [below](#entry-price-without-orderbook-enabled).
-| `entry_pricing.use_order_book` | Enable entering using the rates in [Order Book Entry](#entry-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
+| `entry_pricing.use_order_book` | Enable entering using the rates in [Order Book Entry](#entry-price-with-orderbook-enabled). <br> *Defaults to `true`.*<br> **Datatype:** Boolean
 | `entry_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to enter a trade. I.e. a value of 2 will allow the bot to pick the 2nd entry in [Order Book Entry](#entry-price-with-orderbook-enabled). <br>*Defaults to `1`.*  <br> **Datatype:** Positive Integer
 | `entry_pricing. check_depth_of_market.enabled` | Do not enter if the difference of buy orders and sell orders is met in Order Book. [Check market depth](#check-depth-of-market). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `entry_pricing. check_depth_of_market.bids_to_ask_delta` | The difference ratio of buy orders and sell orders found in Order Book. A value below 1 means sell order size is greater, while value greater than 1 means buy order size is higher. [Check market depth](#check-depth-of-market) <br> *Defaults to `0`.*  <br> **Datatype:** Float (as ratio)
-| `exit_pricing.price_side` | Select the side of the spread the bot should look at to get the exit rate. [More information below](#exit-price-side).<br> *Defaults to `same`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
+| `exit_pricing.price_side` | Select the side of the spread the bot should look at to get the exit rate. [More information below](#exit-price-side).<br> *Defaults to `"same"`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
 | `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled).
-| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
+| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `true`.*<br> **Datatype:** Boolean
 | `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
 | `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
 | | **TODO**
@@ -199,10 +199,10 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
-| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`<br> **Datatype:** Boolean
-| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
+| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`*<br> **Datatype:** Boolean
+| `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`*<br> **Datatype:** Boolean
 | `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
-| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
+| `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`*<br> **Datatype:** Boolean
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | | **Plugins**
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation of all possible configuration options.
@@ -213,7 +213,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`. <br> **Datatype:** float
-| `telegram.reload` | Allow "reload" buttons on telegram messages. <br>*Defaults to `True`.<br> **Datatype:** boolean
+| `telegram.reload` | Allow "reload" buttons on telegram messages. <br>*Defaults to `true`.<br> **Datatype:** boolean
 | `telegram.notification_settings.*` | Detailed notification settings. Refer to the [telegram documentation](telegram-usage.md) for details.<br> **Datatype:** dictionary
 | `telegram.allow_custom_messages` | Enable the sending of Telegram messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
 | | **Webhook**

docs/faq.md

@@ -142,6 +142,13 @@ To fix this, redefine order types in the strategy to use "limit" instead of "mar
 
 The same fix should be applied in the configuration file, if order types are defined in your custom config rather than in the strategy.
 
+### I'm trying to start the bot live, but get an API permission error
+
+Errors like `Invalid API-key, IP, or permissions for action` mean exactly what they actually say.
+Your API key is either invalid (copy/paste error? check for leading/trailing spaces in the config), expired, or the IP you're running the bot from is not enabled in the Exchange's API console.
+Usually, the permission "Spot Trading" (or the equivalent in the exchange you use) will be necessary.
+Futures will usually have to be enabled specifically.
+
 ### How do I search the bot logs for something?
 
 By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility sub-commands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout.

docs/freqai-configuration.md

@@ -52,7 +52,7 @@ The FreqAI strategy requires including the following lines of code in the standa
 
         return dataframe
 
-    def feature_engineering_expand_all(self, dataframe, period, **kwargs):
+    def feature_engineering_expand_all(self, dataframe: DataFrame, period, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This function will automatically expand the defined features on the config defined
@@ -77,7 +77,7 @@ The FreqAI strategy requires including the following lines of code in the standa
 
         return dataframe
 
-    def feature_engineering_expand_basic(self, dataframe, **kwargs):
+    def feature_engineering_expand_basic(self, dataframe: DataFrame, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This function will automatically expand the defined features on the config defined
@@ -101,7 +101,7 @@ The FreqAI strategy requires including the following lines of code in the standa
         dataframe["%-raw_price"] = dataframe["close"]
         return dataframe
 
-    def feature_engineering_standard(self, dataframe, **kwargs):
+    def feature_engineering_standard(self, dataframe: DataFrame, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This optional function will be called once with the dataframe of the base timeframe.
@@ -122,7 +122,7 @@ The FreqAI strategy requires including the following lines of code in the standa
         dataframe["%-hour_of_day"] = (dataframe["date"].dt.hour + 1) / 25
         return dataframe
 
-    def set_freqai_targets(self, dataframe, **kwargs):
+    def set_freqai_targets(self, dataframe: DataFrame, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         Required function to set the targets for the model.
@@ -139,6 +139,7 @@ The FreqAI strategy requires including the following lines of code in the standa
             / dataframe["close"]
             - 1
             )
+        return dataframe
 ```
 
 Notice how the `feature_engineering_*()` is where [features](freqai-feature-engineering.md#feature-engineering) are added. Meanwhile `set_freqai_targets()` adds the labels/targets. A full example strategy is available in `templates/FreqaiExampleStrategy.py`.
@@ -236,3 +237,161 @@ If you want to predict multiple targets you must specify all labels in the same
 df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down')
 df['&s-up_or_down'] = np.where( df["close"].shift(-100) == df["close"], 'same', df['&s-up_or_down'])
 ```
+
+## PyTorch Module
+
+### Quick start
+
+The easiest way to quickly run a pytorch model is with the following command (for regression task):
+
+```bash
+freqtrade trade --config config_examples/config_freqai.example.json --strategy FreqaiExampleStrategy --freqaimodel PyTorchMLPRegressor --strategy-path freqtrade/templates 
+```
+
+!!! note "Installation/docker"
+    The PyTorch module requires large packages such as `torch`, which should be explicitly requested during `./setup.sh -i` by answering "y" to the question "Do you also want dependencies for freqai-rl or PyTorch (~700mb additional space required) [y/N]?".
+    Users who prefer docker should ensure they use the docker image appended with `_freqaitorch`.
+
+### Structure
+
+#### Model
+
+You can construct your own Neural Network architecture in PyTorch by simply defining your `nn.Module` class inside your custom [`IFreqaiModel` file](#using-different-prediction-models) and then using that class in your `def train()` function. Here is an example of logistic regression model implementation using PyTorch (should be used with nn.BCELoss criterion) for classification tasks.
+
+```python
+
+class LogisticRegression(nn.Module):
+    def __init__(self, input_size: int):
+        super().__init__()
+        # Define your layers
+        self.linear = nn.Linear(input_size, 1)
+        self.activation = nn.Sigmoid()
+
+    def forward(self, x: torch.Tensor) -> torch.Tensor:
+        # Define the forward pass
+        out = self.linear(x)
+        out = self.activation(out)
+        return out
+
+class MyCoolPyTorchClassifier(BasePyTorchClassifier):
+    """
+    This is a custom IFreqaiModel showing how a user might setup their own 
+    custom Neural Network architecture for their training.
+    """
+
+    @property
+    def data_convertor(self) -> PyTorchDataConvertor:
+        return DefaultPyTorchDataConvertor(target_tensor_type=torch.float)
+
+    def __init__(self, **kwargs) -> None:
+        super().__init__(**kwargs)
+        config = self.freqai_info.get("model_training_parameters", {})
+        self.learning_rate: float = config.get("learning_rate",  3e-4)
+        self.model_kwargs: Dict[str, Any] = config.get("model_kwargs",  {})
+        self.trainer_kwargs: Dict[str, Any] = config.get("trainer_kwargs",  {})
+
+    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
+        """
+
+        class_names = self.get_class_names()
+        self.convert_label_column_to_int(data_dictionary, dk, class_names)
+        n_features = data_dictionary["train_features"].shape[-1]
+        model = LogisticRegression(
+            input_dim=n_features
+        )
+        model.to(self.device)
+        optimizer = torch.optim.AdamW(model.parameters(), lr=self.learning_rate)
+        criterion = torch.nn.CrossEntropyLoss()
+        init_model = self.get_init_model(dk.pair)
+        trainer = PyTorchModelTrainer(
+            model=model,
+            optimizer=optimizer,
+            criterion=criterion,
+            model_meta_data={"class_names": class_names},
+            device=self.device,
+            init_model=init_model,
+            data_convertor=self.data_convertor,
+            **self.trainer_kwargs,
+        )
+        trainer.fit(data_dictionary, self.splits)
+        return trainer
+
+```
+
+#### Trainer
+
+The `PyTorchModelTrainer` performs the idiomatic PyTorch train loop:
+Define our model, loss function, and optimizer, and then move them to the appropriate device (GPU or CPU). Inside the loop, we iterate through the batches in the dataloader, move the data to the device, compute the prediction and loss, backpropagate, and update the model parameters using the optimizer. 
+
+In addition, the trainer is responsible for the following:
+ - saving and loading the model
+ - converting the data from `pandas.DataFrame` to `torch.Tensor`. 
+
+#### Integration with Freqai module 
+
+Like all freqai models, PyTorch models inherit `IFreqaiModel`. `IFreqaiModel` declares three abstract methods: `train`, `fit`, and `predict`. we implement these methods in three levels of hierarchy.
+From top to bottom:
+
+1. `BasePyTorchModel` - Implements the `train` method. all `BasePyTorch*` inherit it. responsible for general data preparation (e.g., data normalization) and calling the `fit` method. Sets `device` attribute used by children classes. Sets `model_type` attribute used by the parent class.
+2. `BasePyTorch*` -  Implements the `predict` method. Here, the `*` represents a group of algorithms, such as classifiers or regressors. responsible for data preprocessing, predicting, and postprocessing if needed.
+3. `PyTorch*Classifier` / `PyTorch*Regressor` - implements the `fit` method. responsible for the main train flaw, where we initialize the trainer and model objects.
+
+![image](assets/freqai_pytorch-diagram.png)
+
+#### Full example
+
+Building a PyTorch regressor using MLP (multilayer perceptron) model, MSELoss criterion, and AdamW optimizer.
+
+```python
+class PyTorchMLPRegressor(BasePyTorchRegressor):
+    def __init__(self, **kwargs) -> None:
+        super().__init__(**kwargs)
+        config = self.freqai_info.get("model_training_parameters", {})
+        self.learning_rate: float = config.get("learning_rate",  3e-4)
+        self.model_kwargs: Dict[str, Any] = config.get("model_kwargs",  {})
+        self.trainer_kwargs: Dict[str, Any] = config.get("trainer_kwargs",  {})
+
+    def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
+        n_features = data_dictionary["train_features"].shape[-1]
+        model = PyTorchMLPModel(
+            input_dim=n_features,
+            output_dim=1,
+            **self.model_kwargs
+        )
+        model.to(self.device)
+        optimizer = torch.optim.AdamW(model.parameters(), lr=self.learning_rate)
+        criterion = torch.nn.MSELoss()
+        init_model = self.get_init_model(dk.pair)
+        trainer = PyTorchModelTrainer(
+            model=model,
+            optimizer=optimizer,
+            criterion=criterion,
+            device=self.device,
+            init_model=init_model,
+            target_tensor_type=torch.float,
+            **self.trainer_kwargs,
+        )
+        trainer.fit(data_dictionary)
+        return trainer
+```
+
+Here we create a `PyTorchMLPRegressor` class that implements the `fit` method. The `fit` method specifies the training building blocks: model, optimizer, criterion, and trainer. We inherit both `BasePyTorchRegressor` and `BasePyTorchModel`, where the former implements the `predict` method that is suitable for our regression task, and the latter implements the train method.
+
+??? Note "Setting Class Names for Classifiers"
+    When using classifiers, the user must declare the class names (or targets) by overriding the `IFreqaiModel.class_names` attribute. This is achieved by setting `self.freqai.class_names` in the FreqAI strategy inside the `set_freqai_targets` method.
+    
+    For example, if you are using a binary classifier to predict price movements as up or down, you can set the class names as follows:
+    ```python
+    def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs) -> DataFrame:
+        self.freqai.class_names = ["down", "up"]
+        dataframe['&s-up_or_down'] = np.where(dataframe["close"].shift(-100) >
+                                                  dataframe["close"], 'up', 'down')
+    
+        return dataframe
+    ```
+    To see a full example, you can refer to the [classifier test strategy class](https://github.com/freqtrade/freqtrade/blob/develop/tests/strategy/strats/freqai_test_classifier.py).

docs/freqai-feature-engineering.md

@@ -6,8 +6,8 @@ Low level feature engineering is performed in the user strategy within a set of
 
 |  Function | Description |
 |---------------|-------------|
-| `feature_engineering__expand_all()` | This optional function will automatically expand the defined features on the config defined `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
-| `feature_engineering__expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `include_periods_candles`.
+| `feature_engineering_expand_all()` | This optional function will automatically expand the defined features on the config defined `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
+| `feature_engineering_expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `include_periods_candles`.
 | `feature_engineering_standard()` | This optional function will be called once with the dataframe of the base timeframe. This is the final function to be called, which means that the dataframe entering this function will contain all the features and columns from the base asset created by the other `feature_engineering_expand` functions. This function is a good place to do custom exotic feature extractions (e.g. tsfresh). This function is also a good place for any feature that should not be auto-expanded upon (e.g., day of the week).
 | `set_freqai_targets()` | Required function to set the targets for the model. All targets must be prepended with `&` to be recognized by the FreqAI internals.
 
@@ -16,7 +16,7 @@ Meanwhile, high level feature engineering is handled within `"feature_parameters
 It is advisable to start from the template `feature_engineering_*` functions in the source provided example strategy (found in `templates/FreqaiExampleStrategy.py`) to ensure that the feature definitions are following the correct conventions. Here is an example of how to set the indicators and labels in the strategy:
 
 ```python
-    def feature_engineering_expand_all(self, dataframe, period, metadata, **kwargs):
+    def feature_engineering_expand_all(self, dataframe: DataFrame, period, metadata, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This function will automatically expand the defined features on the config defined
@@ -67,7 +67,7 @@ It is advisable to start from the template `feature_engineering_*` functions in
 
         return dataframe
 
-    def feature_engineering_expand_basic(self, dataframe, metadata, **kwargs):
+    def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This function will automatically expand the defined features on the config defined
@@ -96,7 +96,7 @@ It is advisable to start from the template `feature_engineering_*` functions in
         dataframe["%-raw_price"] = dataframe["close"]
         return dataframe
 
-    def feature_engineering_standard(self, dataframe, metadata, **kwargs):
+    def feature_engineering_standard(self, dataframe: DataFrame, metadata, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This optional function will be called once with the dataframe of the base timeframe.
@@ -122,7 +122,7 @@ It is advisable to start from the template `feature_engineering_*` functions in
         dataframe["%-hour_of_day"] = (dataframe["date"].dt.hour + 1) / 25
         return dataframe
 
-    def set_freqai_targets(self, dataframe, metadata, **kwargs):
+    def set_freqai_targets(self, dataframe: DataFrame, metadata, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         Required function to set the targets for the model.
@@ -181,15 +181,14 @@ You can ask for each of the defined features to be included also for informative
 In total, the number of features the user of the presented example strat has created is: length of `include_timeframes` * no. features in `feature_engineering_expand_*()` * length of `include_corr_pairlist` * no. `include_shifted_candles` * length of `indicator_periods_candles`
  $= 3 * 3 * 3 * 2 * 2 = 108$.
 
+### Gain finer control over `feature_engineering_*` functions with `metadata`
 
- ### Gain finer control over `feature_engineering_*` functions with `metadata`
+All `feature_engineering_*` and `set_freqai_targets()` functions are passed a `metadata` dictionary which contains information about the `pair`, `tf` (timeframe), and `period` that FreqAI is automating for feature building. As such, a user can use `metadata` inside `feature_engineering_*` functions as criteria for blocking/reserving features for certain timeframes, periods, pairs etc.
 
- All `feature_engineering_*` and `set_freqai_targets()` functions are passed a `metadata` dictionary which contains information about the `pair`, `tf` (timeframe), and `period` that FreqAI is automating for feature building. As such, a user can use `metadata` inside `feature_engineering_*` functions as criteria for blocking/reserving features for certain timeframes, periods, pairs etc.
-
- ```py
-def feature_engineering_expand_all(self, dataframe, period, metadata, **kwargs):
- if metadata["tf"] == "1h":
-    dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period)
+```python
+def feature_engineering_expand_all(self, dataframe: DataFrame, period, metadata, **kwargs) -> DataFrame:
+    if metadata["tf"] == "1h":
+        dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period)
 ```
 
 This will block `ta.ROC()` from being added to any timeframes other than `"1h"`.

docs/freqai-parameter-table.md

@@ -85,6 +85,28 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `net_arch` | Network architecture which is well described in [`stable_baselines3` doc](https://stable-baselines3.readthedocs.io/en/master/guide/custom_policy.html#examples). In summary: `[<shared layers>, dict(vf=[<non-shared value network layers>], pi=[<non-shared policy network layers>])]`. By default this is set to `[128, 128]`, which defines 2 shared hidden layers with 128 units each.
 | `randomize_starting_position` | Randomize the starting point of each episode to avoid overfitting. <br> **Datatype:** bool. <br> Default: `False`.
 | `drop_ohlc_from_features` | Do not include the normalized ohlc data in the feature set passed to the agent during training (ohlc will still be used for driving the environment in all cases) <br> **Datatype:** Boolean. <br> **Default:** `False`
+| `progress_bar` | Display a progress bar with the current progress, elapsed time and estimated remaining time. <br> **Datatype:** Boolean. <br> Default: `False`.
+
+### PyTorch parameters
+
+#### general
+
+|  Parameter | Description |
+|------------|-------------|
+|  |  **Model training parameters within the `freqai.model_training_parameters` sub dictionary**
+| `learning_rate` | Learning rate to be passed to the optimizer. <br> **Datatype:** float. <br> Default: `3e-4`.
+| `model_kwargs` | Parameters to be passed to the model class. <br> **Datatype:** dict. <br> Default: `{}`.
+| `trainer_kwargs` | Parameters to be passed to the trainer class. <br> **Datatype:** dict. <br> Default: `{}`.
+
+#### trainer_kwargs
+
+|  Parameter | Description |
+|------------|-------------|
+|  |  **Model training parameters within the `freqai.model_training_parameters.model_kwargs` sub dictionary**
+| `max_iters` | The number of training iterations to run. iteration here refers to the number of times we call self.optimizer.step(). used to calculate n_epochs. <br> **Datatype:** int. <br> Default: `100`.
+| `batch_size` | The size of the batches to use during training.. <br> **Datatype:** int. <br> Default: `64`.
+| `max_n_eval_batches` | The maximum number batches to use for evaluation.. <br> **Datatype:** int, optional. <br> Default: `None`.
+
 
 ### Additional parameters
 

docs/freqai-reinforcement-learning.md

@@ -37,7 +37,7 @@ freqtrade trade --freqaimodel ReinforcementLearner --strategy MyRLStrategy --con
 where `ReinforcementLearner` will use the templated `ReinforcementLearner` from `freqai/prediction_models/ReinforcementLearner` (or a custom user defined one located in `user_data/freqaimodels`). The strategy, on the other hand, follows the same base [feature engineering](freqai-feature-engineering.md) with `feature_engineering_*` as a typical Regressor. The difference lies in the creation of the targets, Reinforcement Learning doesn't require them. However, FreqAI requires a default (neutral) value to be set in the action column:
 
 ```python
-    def set_freqai_targets(self, dataframe, **kwargs):
+    def set_freqai_targets(self, dataframe, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         Required function to set the targets for the model.
@@ -53,17 +53,19 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
         # For RL, there are no direct targets to set. This is filler (neutral)
         # until the agent sends an action.
         dataframe["&-action"] = 0
+        return dataframe
 ```
 
 Most of the function remains the same as for typical Regressors, however, the function below shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
 
 ```python
-    def feature_engineering_standard(self, dataframe, **kwargs):
+    def feature_engineering_standard(self, dataframe: DataFrame, **kwargs) -> DataFrame:
         # The following features are necessary for RL models
         dataframe[f"%-raw_close"] = dataframe["close"]
         dataframe[f"%-raw_open"] = dataframe["open"]
         dataframe[f"%-raw_high"] = dataframe["high"]
         dataframe[f"%-raw_low"] = dataframe["low"]
+    return dataframe
 ```
 
 Finally, there is no explicit "label" to make - instead it is necessary to assign the `&-action` column which will contain the agent's actions when accessed in `populate_entry/exit_trends()`. In the present example, the neutral action to 0. This value should align with the environment used. FreqAI provides two environments, both use 0 as the neutral action.
@@ -180,7 +182,7 @@ As you begin to modify the strategy and the prediction model, you will quickly r
 
                 # you can use feature values from dataframe
                 # Assumes the shifted RSI indicator has been generated in the strategy.
-                rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{pair}_"
+                rsi_now = self.raw_features[f"%-rsi-period_10_shift-1_{pair}_"
                                 f"{self.config['timeframe']}"].iloc[self._current_tick]
 
                 # reward agent for entering trades

docs/installation.md

@@ -52,7 +52,7 @@ These requirements apply to both [Script Installation](#script-installation) and
 * [pip](https://pip.pypa.io/en/stable/installing/)
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
-* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions [below](#install-ta-lib))
+* [TA-Lib](https://ta-lib.github.io/ta-lib-python/) (install instructions [below](#install-ta-lib))
 
 ### Install code
 
@@ -210,7 +210,7 @@ sudo ./build_helpers/install_ta-lib.sh
 
 ##### TA-Lib manual installation
 
-Official webpage: https://mrjbq7.github.io/ta-lib/install.html
+[Official installation guide](https://ta-lib.github.io/ta-lib-python/install.html)
 
 ```bash
 wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz

docs/producer-consumer.md

@@ -49,7 +49,7 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
 | `wait_timeout` | Timeout until we ping again if no message is received. <br>*Defaults to `300`.*<br> **Datatype:** Integer - in seconds.
 | `ping_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
 | `sleep_time` | Sleep time before retrying to connect.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
-| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `False`.*<br> **Datatype:** Boolean.
+| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `false`.*<br> **Datatype:** Boolean.
 | `message_size_limit` | Size limit per message<br>*Defaults to `8`.*<br> **Datatype:** Integer - Megabytes.
 
 Instead of (or as well as) calculating indicators in `populate_indicators()` the follower instance listens on the connection to a producer instance's messages (or multiple producer instances in advanced configurations) and requests the producer's most recently analyzed dataframes for each pair in the active whitelist.

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.4.2
-mkdocs-material==9.1.4
+mkdocs-material==9.1.7
 mdx_truly_sane_lists==1.3
-pymdown-extensions==9.10
+pymdown-extensions==9.11
 jinja2==3.1.2

docs/rest-api.md

@@ -9,9 +9,6 @@ This same command can also be used to update freqUI, should there be a new relea
 
 Once the bot is started in trade / dry-run mode (with `freqtrade trade`) - the UI will be available under the configured port below (usually `http://127.0.0.1:8080`).
 
-!!! info "Alpha release"
-    FreqUI is still considered an alpha release - if you encounter bugs or inconsistencies please open a [FreqUI issue](https://github.com/freqtrade/frequi/issues/new/choose).
-
 !!! Note "developers"
     Developers should not use this method, but instead use the method described in the [freqUI repository](https://github.com/freqtrade/frequi) to get the source-code of freqUI.
 

docs/stoploss.md

@@ -23,10 +23,22 @@ These modes can be configured with these values:
     'stoploss_on_exchange_limit_ratio': 0.99
 ```
 
-!!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), Gate (stop-limit), and Kucoin (stop-limit and stop-market) as of now.  
-    <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>  
-    If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
+Stoploss on exchange is only supported for the following exchanges, and not all exchanges support both stop-limit and stop-market.
+The Order-type will be ignored if only one mode is available.
+
+| Exchange | stop-loss type |
+|----------|-------------|
+| Binance  | limit |
+| Binance Futures  | market, limit |
+| Huobi    | limit |
+| kraken   | market, limit |
+| Gate     | limit |
+| Okx      | limit |
+| Kucoin   | stop-limit, stop-market|
+
+!!! Note "Tight stoploss"
+    <ins>Do not set too low/tight stoploss value when using stop loss on exchange!</ins>  
+    If set to low/tight you will have greater risk of missing fill on the order and stoploss will not work.
 
 ### stoploss_on_exchange and stoploss_on_exchange_limit_ratio
 
@@ -197,11 +209,6 @@ You can also keep a static stoploss until the offset is reached, and then trail
 If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
 This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.
 
-``` python
-    trailing_stop_positive_offset = 0.011
-    trailing_only_offset_is_reached = True
-```
-
 Configuration (offset is buy-price + 3%):
 
 ``` python

docs/strategy-advanced.md

@@ -1,21 +1,21 @@
 # Advanced Strategies
 
 This page explains some advanced concepts available for strategies.
-If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first.
+If you're just getting started, please familiarize yourself with the [Freqtrade basics](bot-basics.md) and methods described in [Strategy Customization](strategy-customization.md) first.
 
-[Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs.
+The call sequence of the methods described here is covered under [bot execution logic](bot-basics.md#bot-execution-logic). Those docs are also helpful in deciding which method is most suitable for your customisation needs.
 
 !!! Note
-    All callback methods described below should only be implemented in a strategy if they are actually used.
+    Callback methods should *only* be implemented if a strategy uses them.
 
 !!! Tip
-    You can get a strategy template containing all below methods by running `freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced`
+    Start off with a strategy template containing all available callback methods by running `freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced`
 
 ## Storing information
 
 Storing information can be accomplished by creating a new dictionary within the strategy class.
 
-The name of the variable can be chosen at will, but should be prefixed with `cust_` to avoid naming collisions with predefined strategy variables.
+The name of the variable can be chosen at will, but should be prefixed with `custom_` to avoid naming collisions with predefined strategy variables.
 
 ```python
 class AwesomeStrategy(IStrategy):

docs/strategy-callbacks.md

@@ -43,7 +43,7 @@ class AwesomeStrategy(IStrategy):
         if self.config['runmode'].value in ('live', 'dry_run'):
             # Assign this to the class by using self.*
             # can then be used by populate_* methods
-            self.cust_remote_data = requests.get('https://some_remote_source.example.com')
+            self.custom_remote_data = requests.get('https://some_remote_source.example.com')
 
 ```
 
@@ -352,7 +352,7 @@ class AwesomeStrategy(IStrategy):
 
         # Convert absolute price to percentage relative to current_rate
         if stoploss_price < current_rate:
-            return (stoploss_price / current_rate) - 1
+            return stoploss_from_absolute(stoploss_price, current_rate, is_short=trade.is_short)
 
         # return maximum stoploss value, keeping current stoploss price unchanged
         return 1

docs/strategy_migration.md

@@ -578,7 +578,7 @@ def populate_any_indicators(
 Features will now expand automatically. As such, the expansion loops, as well as the `{pair}` / `{timeframe}` parts will need to be removed.
 
 ``` python linenums="1"
-    def feature_engineering_expand_all(self, dataframe, period, **kwargs):
+    def feature_engineering_expand_all(self, dataframe, period, **kwargs) -> DataFrame::
         """
         *Only functional with FreqAI enabled strategies*
         This function will automatically expand the defined features on the config defined
@@ -638,7 +638,7 @@ Features will now expand automatically. As such, the expansion loops, as well as
 Basic features. Make sure to remove the `{pair}` part from your features.
 
 ``` python linenums="1"
-    def feature_engineering_expand_basic(self, dataframe, **kwargs):
+    def feature_engineering_expand_basic(self, dataframe: DataFrame, **kwargs) -> DataFrame::
         """
         *Only functional with FreqAI enabled strategies*
         This function will automatically expand the defined features on the config defined
@@ -673,7 +673,7 @@ Basic features. Make sure to remove the `{pair}` part from your features.
 ### FreqAI - feature engineering standard
 
 ``` python linenums="1"
-    def feature_engineering_standard(self, dataframe, **kwargs):
+    def feature_engineering_standard(self, dataframe: DataFrame, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This optional function will be called once with the dataframe of the base timeframe.
@@ -704,7 +704,7 @@ Basic features. Make sure to remove the `{pair}` part from your features.
 Targets now get their own, dedicated method.
 
 ``` python linenums="1"
-    def set_freqai_targets(self, dataframe, **kwargs):
+    def set_freqai_targets(self, dataframe: DataFrame, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         Required function to set the targets for the model.

docs/telegram-usage.md

@@ -279,6 +279,7 @@ Return a summary of your profit/loss and performance.
 >   ∙ `33.095 EUR`
 >
 > **Total Trade Count:** `138`
+> **Bot started:** `2022-07-11 18:40:44`
 > **First Trade opened:** `3 days ago`
 > **Latest Trade opened:** `2 minutes ago`
 > **Avg. Duration:** `2:33:45`
@@ -292,6 +293,7 @@ The relative profit of `15.2 Σ%` is be based on the starting capital - so in th
 Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
 Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.
 Max drawdown corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
+Bot started date will refer to the date the bot was first started. For older bots, this will default to the first trade's open date.
 
 ### /forceexit <trade_id>
 

docs/windows_installation.md

@@ -24,9 +24,9 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.25-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
+These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
 
-Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
 Other versions must be downloaded from the above link.
 
 ``` powershell
@@ -45,8 +45,6 @@ freqtrade
     The above installation script assumes you're using powershell on a 64bit windows.
     Commands for the legacy CMD windows console may differ.
 
-> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
-
 ### Error during installation on Windows
 
 ``` bash

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2023.3'
+__version__ = '2023.4'
 
 if 'dev' in __version__:
     from pathlib import Path

freqtrade/commands/arguments.py

@@ -46,7 +46,7 @@ ARGS_LIST_FREQAIMODELS = ["freqaimodel_path", "print_one_column", "print_coloriz
 
 ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
 
-ARGS_BACKTEST_SHOW = ["exportfilename", "backtest_show_pair_list"]
+ARGS_BACKTEST_SHOW = ["exportfilename", "backtest_show_pair_list", "backtest_breakdown"]
 
 ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
 

freqtrade/configuration/timerange.py

@@ -116,7 +116,7 @@ class TimeRange:
         :param text: value from --timerange
         :return: Start and End range period
         """
-        if text is None:
+        if not text:
             return TimeRange(None, None, 0, 0)
         syntax = [(r'^-(\d{8})$', (None, 'date')),
                   (r'^(\d{8})-$', ('date', None)),

freqtrade/constants.py

@@ -64,6 +64,7 @@ USERPATH_FREQAIMODELS = 'freqaimodels'
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
 WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw']
 FULL_DATAFRAME_THRESHOLD = 100
+CUSTOM_TAG_MAX_LENGTH = 255
 
 ENV_VAR_PREFIX = 'FREQTRADE__'
 
@@ -598,7 +599,8 @@ CONF_SCHEMA = {
                         "model_type": {"type": "string", "default": "PPO"},
                         "policy_type": {"type": "string", "default": "MlpPolicy"},
                         "net_arch": {"type": "array", "default": [128, 128]},
-                        "randomize_startinng_position": {"type": "boolean", "default": False},
+                        "randomize_starting_position": {"type": "boolean", "default": False},
+                        "progress_bar": {"type": "boolean", "default": True},
                         "model_reward_parameters": {
                             "type": "object",
                             "properties": {

freqtrade/data/btanalysis.py

@@ -246,14 +246,8 @@ def _load_backtest_data_df_compatibility(df: pd.DataFrame) -> pd.DataFrame:
     """
     Compatibility support for older backtest data.
     """
-    df['open_date'] = pd.to_datetime(df['open_date'],
-                                     utc=True,
-                                     infer_datetime_format=True
-                                     )
-    df['close_date'] = pd.to_datetime(df['close_date'],
-                                      utc=True,
-                                      infer_datetime_format=True
-                                      )
+    df['open_date'] = pd.to_datetime(df['open_date'], utc=True)
+    df['close_date'] = pd.to_datetime(df['close_date'], utc=True)
     # Compatibility support for pre short Columns
     if 'is_short' not in df.columns:
         df['is_short'] = False

freqtrade/data/converter.py

@@ -34,7 +34,7 @@ def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,
     cols = DEFAULT_DATAFRAME_COLUMNS
     df = DataFrame(ohlcv, columns=cols)
 
-    df['date'] = to_datetime(df['date'], unit='ms', utc=True, infer_datetime_format=True)
+    df['date'] = to_datetime(df['date'], unit='ms', utc=True)
 
     # Some exchanges return int values for Volume and even for OHLC.
     # Convert them since TA-LIB indicators used in the strategy assume floats

freqtrade/data/history/featherdatahandler.py

@@ -63,10 +63,7 @@ class FeatherDataHandler(IDataHandler):
         pairdata.columns = self._columns
         pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
                                           'low': 'float', 'close': 'float', 'volume': 'float'})
-        pairdata['date'] = to_datetime(pairdata['date'],
-                                       unit='ms',
-                                       utc=True,
-                                       infer_datetime_format=True)
+        pairdata['date'] = to_datetime(pairdata['date'], unit='ms', utc=True)
         return pairdata
 
     def ohlcv_append(

freqtrade/data/history/jsondatahandler.py

@@ -75,10 +75,7 @@ class JsonDataHandler(IDataHandler):
             return DataFrame(columns=self._columns)
         pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
                                           'low': 'float', 'close': 'float', 'volume': 'float'})
-        pairdata['date'] = to_datetime(pairdata['date'],
-                                       unit='ms',
-                                       utc=True,
-                                       infer_datetime_format=True)
+        pairdata['date'] = to_datetime(pairdata['date'], unit='ms', utc=True)
         return pairdata
 
     def ohlcv_append(

freqtrade/data/history/parquetdatahandler.py

@@ -62,10 +62,7 @@ class ParquetDataHandler(IDataHandler):
         pairdata.columns = self._columns
         pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
                                           'low': 'float', 'close': 'float', 'volume': 'float'})
-        pairdata['date'] = to_datetime(pairdata['date'],
-                                       unit='ms',
-                                       utc=True,
-                                       infer_datetime_format=True)
+        pairdata['date'] = to_datetime(pairdata['date'], unit='ms', utc=True)
         return pairdata
 
     def ohlcv_append(

freqtrade/exchange/__init__.py

@@ -6,17 +6,18 @@ from freqtrade.exchange.exchange import Exchange
 from freqtrade.exchange.binance import Binance
 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
-from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amount_to_contracts,
-                                               amount_to_precision, available_exchanges,
-                                               ccxt_exchanges, contracts_to_amount,
-                                               date_minus_candles, is_exchange_known_ccxt,
-                                               market_is_active, price_to_precision,
-                                               timeframe_to_minutes, timeframe_to_msecs,
-                                               timeframe_to_next_date, timeframe_to_prev_date,
-                                               timeframe_to_seconds, validate_exchange,
-                                               validate_exchanges)
+from freqtrade.exchange.exchange_utils import (ROUND_DOWN, ROUND_UP, amount_to_contract_precision,
+                                               amount_to_contracts, amount_to_precision,
+                                               available_exchanges, ccxt_exchanges,
+                                               contracts_to_amount, date_minus_candles,
+                                               is_exchange_known_ccxt, market_is_active,
+                                               price_to_precision, timeframe_to_minutes,
+                                               timeframe_to_msecs, timeframe_to_next_date,
+                                               timeframe_to_prev_date, timeframe_to_seconds,
+                                               validate_exchange, validate_exchanges)
 from freqtrade.exchange.gate import Gate
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.huobi import Huobi

freqtrade/exchange/bitvavo.py

@@ -0,0 +1,23 @@
+"""Kucoin exchange subclass."""
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Bitvavo(Exchange):
+    """Bitvavo exchange class.
+
+    Contains adjustments needed for Freqtrade to work with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 1440,
+    }

freqtrade/exchange/exchange.py

@@ -30,13 +30,14 @@ from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFun
                                   RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, remove_credentials, retrier,
                                        retrier_async)
-from freqtrade.exchange.exchange_utils import (CcxtModuleType, amount_to_contract_precision,
-                                               amount_to_contracts, amount_to_precision,
-                                               contracts_to_amount, date_minus_candles,
-                                               is_exchange_known_ccxt, market_is_active,
-                                               price_to_precision, timeframe_to_minutes,
-                                               timeframe_to_msecs, timeframe_to_next_date,
-                                               timeframe_to_prev_date, timeframe_to_seconds)
+from freqtrade.exchange.exchange_utils import (ROUND, ROUND_DOWN, ROUND_UP, CcxtModuleType,
+                                               amount_to_contract_precision, amount_to_contracts,
+                                               amount_to_precision, contracts_to_amount,
+                                               date_minus_candles, is_exchange_known_ccxt,
+                                               market_is_active, price_to_precision,
+                                               timeframe_to_minutes, timeframe_to_msecs,
+                                               timeframe_to_next_date, timeframe_to_prev_date,
+                                               timeframe_to_seconds)
 from freqtrade.exchange.types import OHLCVResponse, OrderBook, Ticker, Tickers
 from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
                             safe_value_fallback2)
@@ -59,6 +60,7 @@ class Exchange:
     # or by specifying them in the configuration.
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
+        "stop_price_param": "stopPrice",
         "order_time_in_force": ["GTC"],
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
@@ -734,12 +736,14 @@ class Exchange:
         """
         return amount_to_precision(amount, self.get_precision_amount(pair), self.precisionMode)
 
-    def price_to_precision(self, pair: str, price: float) -> float:
+    def price_to_precision(self, pair: str, price: float, *, rounding_mode: int = ROUND) -> float:
         """
-        Returns the price rounded up to the precision the Exchange accepts.
-        Rounds up
+        Returns the price rounded to the precision the Exchange accepts.
+        The default price_rounding_mode in conf is ROUND.
+        For stoploss calculations, must use ROUND_UP for longs, and ROUND_DOWN for shorts.
         """
-        return price_to_precision(price, self.get_precision_price(pair), self.precisionMode)
+        return price_to_precision(price, self.get_precision_price(pair),
+                                  self.precisionMode, rounding_mode=rounding_mode)
 
     def price_get_one_pip(self, pair: str, price: float) -> float:
         """
@@ -762,12 +766,12 @@ class Exchange:
         return self._get_stake_amount_limit(pair, price, stoploss, 'min', leverage)
 
     def get_max_pair_stake_amount(self, pair: str, price: float, leverage: float = 1.0) -> float:
-        max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max')
+        max_stake_amount = self._get_stake_amount_limit(pair, price, 0.0, 'max', leverage)
         if max_stake_amount is None:
             # * Should never be executed
             raise OperationalException(f'{self.name}.get_max_pair_stake_amount should'
                                        'never set max_stake_amount to None')
-        return max_stake_amount / leverage
+        return max_stake_amount
 
     def _get_stake_amount_limit(
         self,
@@ -785,43 +789,41 @@ class Exchange:
         except KeyError:
             raise ValueError(f"Can't get market information for symbol {pair}")
 
+        if isMin:
+            # reserve some percent defined in config (5% default) + stoploss
+            margin_reserve: float = 1.0 + self._config.get('amount_reserve_percent',
+                                                           DEFAULT_AMOUNT_RESERVE_PERCENT)
+            stoploss_reserve = (
+                margin_reserve / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
+            )
+            # it should not be more than 50%
+            stoploss_reserve = max(min(stoploss_reserve, 1.5), 1)
+        else:
+            margin_reserve = 1.0
+            stoploss_reserve = 1.0
+
         stake_limits = []
         limits = market['limits']
         if (limits['cost'][limit] is not None):
             stake_limits.append(
-                self._contracts_to_amount(
-                    pair,
-                    limits['cost'][limit]
-                )
+                self._contracts_to_amount(pair, limits['cost'][limit]) * stoploss_reserve
             )
 
         if (limits['amount'][limit] is not None):
             stake_limits.append(
-                self._contracts_to_amount(
-                    pair,
-                    limits['amount'][limit] * price
-                )
+                self._contracts_to_amount(pair, limits['amount'][limit]) * price * margin_reserve
             )
 
         if not stake_limits:
             return None if isMin else float('inf')
 
-        # reserve some percent defined in config (5% default) + stoploss
-        amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
-                                                        DEFAULT_AMOUNT_RESERVE_PERCENT)
-        amount_reserve_percent = (
-            amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
-        )
-        # it should not be more than 50%
-        amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
-
         # The value returned should satisfy both limits: for amount (base currency) and
         # for cost (quote, stake currency), so max() is used here.
         # See also #2575 at github.
         return self._get_stake_amount_considering_leverage(
-            max(stake_limits) * amount_reserve_percent,
+            max(stake_limits) if isMin else min(stake_limits),
             leverage or 1.0
-        ) if isMin else min(stake_limits)
+        )
 
     def _get_stake_amount_considering_leverage(self, stake_amount: float, leverage: float) -> float:
         """
@@ -884,7 +886,7 @@ class Exchange:
                 'filled': _amount,
                 'remaining': 0.0,
                 'status': "closed",
-                'cost': (dry_order['amount'] * average) / leverage
+                'cost': (dry_order['amount'] * average)
             })
             # market orders will always incurr taker fees
             dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')
@@ -1114,11 +1116,11 @@ class Exchange:
         """
         if not self._ft_has.get('stoploss_on_exchange'):
             raise OperationalException(f"stoploss is not implemented for {self.name}.")
-
+        price_param = self._ft_has['stop_price_param']
         return (
-            order.get('stopPrice', None) is None
-            or ((side == "sell" and stop_loss > float(order['stopPrice'])) or
-                (side == "buy" and stop_loss < float(order['stopPrice'])))
+            order.get(price_param, None) is None
+            or ((side == "sell" and stop_loss > float(order[price_param])) or
+                (side == "buy" and stop_loss < float(order[price_param])))
         )
 
     def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
@@ -1158,8 +1160,8 @@ class Exchange:
 
     def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
         params = self._params.copy()
-        # Verify if stopPrice works for your exchange!
-        params.update({'stopPrice': stop_price})
+        # Verify if stopPrice works for your exchange, else configure stop_price_param
+        params.update({self._ft_has['stop_price_param']: stop_price})
         return params
 
     @retrier(retries=0)
@@ -1185,12 +1187,12 @@ class Exchange:
 
         user_order_type = order_types.get('stoploss', 'market')
         ordertype, user_order_type = self._get_stop_order_type(user_order_type)
-
-        stop_price_norm = self.price_to_precision(pair, stop_price)
+        round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
+        stop_price_norm = self.price_to_precision(pair, stop_price, rounding_mode=round_mode)
         limit_rate = None
         if user_order_type == 'limit':
             limit_rate = self._get_stop_limit_rate(stop_price, order_types, side)
-            limit_rate = self.price_to_precision(pair, limit_rate)
+            limit_rate = self.price_to_precision(pair, limit_rate, rounding_mode=round_mode)
 
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(
@@ -2369,12 +2371,12 @@ class Exchange:
                 # Must fetch the leverage tiers for each market separately
                 # * This is slow(~45s) on Okx, makes ~90 api calls to load all linear swap markets
                 markets = self.markets
-                symbols = []
 
-                for symbol, market in markets.items():
+                symbols = [
+                    symbol for symbol, market in markets.items()
                     if (self.market_is_future(market)
-                            and market['quote'] == self._config['stake_currency']):
-                        symbols.append(symbol)
+                        and market['quote'] == self._config['stake_currency'])
+                ]
 
                 tiers: Dict[str, List[Dict]] = {}
 
@@ -2394,25 +2396,26 @@ class Exchange:
                 else:
                     logger.info("Using cached leverage_tiers.")
 
-                async def gather_results():
+                async def gather_results(input_coro):
                     return await asyncio.gather(*input_coro, return_exceptions=True)
 
                 for input_coro in chunks(coros, 100):
 
                     with self._loop_lock:
-                        results = self.loop.run_until_complete(gather_results())
+                        results = self.loop.run_until_complete(gather_results(input_coro))
 
-                    for symbol, res in results:
-                        tiers[symbol] = res
+                    for res in results:
+                        if isinstance(res, Exception):
+                            logger.warning(f"Leverage tier exception: {repr(res)}")
+                            continue
+                        symbol, tier = res
+                        tiers[symbol] = tier
                 if len(coros) > 0:
                     self.cache_leverage_tiers(tiers, self._config['stake_currency'])
                 logger.info(f"Done initializing {len(symbols)} markets.")
 
                 return tiers
-            else:
-                return {}
-        else:
-            return {}
+        return {}
 
     def cache_leverage_tiers(self, tiers: Dict[str, List[Dict]], stake_currency: str) -> None:
 
@@ -2428,14 +2431,17 @@ class Exchange:
     def load_cached_leverage_tiers(self, stake_currency: str) -> Optional[Dict[str, List[Dict]]]:
         filename = self._config['datadir'] / "futures" / f"leverage_tiers_{stake_currency}.json"
         if filename.is_file():
-            tiers = file_load_json(filename)
-            updated = tiers.get('updated')
-            if updated:
-                updated_dt = parser.parse(updated)
-                if updated_dt < datetime.now(timezone.utc) - timedelta(weeks=4):
-                    logger.info("Cached leverage tiers are outdated. Will update.")
-                    return None
-            return tiers['data']
+            try:
+                tiers = file_load_json(filename)
+                updated = tiers.get('updated')
+                if updated:
+                    updated_dt = parser.parse(updated)
+                    if updated_dt < datetime.now(timezone.utc) - timedelta(weeks=4):
+                        logger.info("Cached leverage tiers are outdated. Will update.")
+                        return None
+                return tiers['data']
+            except Exception:
+                logger.exception("Error loading cached leverage tiers. Refreshing.")
         return None
 
     def fill_leverage_tiers(self) -> None:

freqtrade/exchange/exchange_utils.py

@@ -2,11 +2,12 @@
 Exchange support utils
 """
 from datetime import datetime, timedelta, timezone
-from math import ceil
+from math import ceil, floor
 from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
-from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
+from ccxt import (DECIMAL_PLACES, ROUND, ROUND_DOWN, ROUND_UP, SIGNIFICANT_DIGITS, TICK_SIZE,
+                  TRUNCATE, decimal_to_precision)
 
 from freqtrade.exchange.common import BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED
 from freqtrade.util import FtPrecise
@@ -219,35 +220,51 @@ def amount_to_contract_precision(
     return amount
 
 
-def price_to_precision(price: float, price_precision: Optional[float],
-                       precisionMode: Optional[int]) -> float:
+def price_to_precision(
+    price: float,
+    price_precision: Optional[float],
+    precisionMode: Optional[int],
+    *,
+    rounding_mode: int = ROUND,
+) -> float:
     """
-    Returns the price rounded up to the precision the Exchange accepts.
+    Returns the price rounded to the precision the Exchange accepts.
     Partial Re-implementation of ccxt internal method decimal_to_precision(),
-    which does not support rounding up
+    which does not support rounding up.
+    For stoploss calculations, must use ROUND_UP for longs, and ROUND_DOWN for shorts.
+
     TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
     align with amount_to_precision().
-    !!! Rounds up
     :param price: price to convert
     :param price_precision: price precision to use. Used from markets[pair]['precision']['price']
     :param precisionMode: precision mode to use. Should be used from precisionMode
                           one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
+    :param rounding_mode: rounding mode to use. Defaults to ROUND
     :return: price rounded up to the precision the Exchange accepts
-
     """
     if price_precision is not None and precisionMode is not None:
-        # price = float(decimal_to_precision(price, rounding_mode=ROUND,
-        #                                    precision=price_precision,
-        #                                    counting_mode=self.precisionMode,
-        #                                    ))
         if precisionMode == TICK_SIZE:
+            if rounding_mode == ROUND:
+                ticks = price / price_precision
+                rounded_ticks = round(ticks)
+                return rounded_ticks * price_precision
             precision = FtPrecise(price_precision)
             price_str = FtPrecise(price)
             missing = price_str % precision
             if not missing == FtPrecise("0"):
-                price = round(float(str(price_str - missing + precision)), 14)
-        else:
-            symbol_prec = price_precision
-            big_price = price * pow(10, symbol_prec)
-            price = ceil(big_price) / pow(10, symbol_prec)
+                return round(float(str(price_str - missing + precision)), 14)
+            return price
+        elif precisionMode in (SIGNIFICANT_DIGITS, DECIMAL_PLACES):
+            ndigits = round(price_precision)
+            if rounding_mode == ROUND:
+                return round(price, ndigits)
+            ticks = price * (10**ndigits)
+            if rounding_mode == ROUND_UP:
+                return ceil(ticks) / (10**ndigits)
+            if rounding_mode == TRUNCATE:
+                return int(ticks) / (10**ndigits)
+            if rounding_mode == ROUND_DOWN:
+                return floor(ticks) / (10**ndigits)
+            raise ValueError(f"Unknown rounding_mode {rounding_mode}")
+        raise ValueError(f"Unknown precisionMode {precisionMode}")
     return price

freqtrade/exchange/kraken.py

@@ -12,6 +12,7 @@ from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, Invali
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
+from freqtrade.exchange.exchange_utils import ROUND_DOWN, ROUND_UP
 from freqtrade.exchange.types import Tickers
 
 
@@ -109,6 +110,7 @@ class Kraken(Exchange):
         if self.trading_mode == TradingMode.FUTURES:
             params.update({'reduceOnly': True})
 
+        round_mode = ROUND_DOWN if side == 'buy' else ROUND_UP
         if order_types.get('stoploss', 'market') == 'limit':
             ordertype = "stop-loss-limit"
             limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
@@ -116,11 +118,11 @@ class Kraken(Exchange):
                 limit_rate = stop_price * limit_price_pct
             else:
                 limit_rate = stop_price * (2 - limit_price_pct)
-            params['price2'] = self.price_to_precision(pair, limit_rate)
+            params['price2'] = self.price_to_precision(pair, limit_rate, rounding_mode=round_mode)
         else:
             ordertype = "stop-loss"
 
-        stop_price = self.price_to_precision(pair, stop_price)
+        stop_price = self.price_to_precision(pair, stop_price, rounding_mode=round_mode)
 
         if self._config['dry_run']:
             dry_order = self.create_dry_run_order(

freqtrade/exchange/okx.py

@@ -28,6 +28,7 @@ class Okx(Exchange):
         "funding_fee_timeframe": "8h",
         "stoploss_order_types": {"limit": "limit"},
         "stoploss_on_exchange": True,
+        "stop_price_param": "stopLossPrice",
     }
     _ft_has_futures: Dict = {
         "tickers_have_quoteVolume": False,
@@ -162,29 +163,12 @@ class Okx(Exchange):
         return pair_tiers[-1]['maxNotional'] / leverage
 
     def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
-
-        params = self._params.copy()
-        # Verify if stopPrice works for your exchange!
-        params.update({'stopLossPrice': stop_price})
-
+        params = super()._get_stop_params(side, ordertype, stop_price)
         if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
             params['tdMode'] = self.margin_mode.value
             params['posSide'] = self._get_posSide(side, True)
         return params
 
-    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
-        """
-        OKX uses non-default stoploss price naming.
-        """
-        if not self._ft_has.get('stoploss_on_exchange'):
-            raise OperationalException(f"stoploss is not implemented for {self.name}.")
-
-        return (
-            order.get('stopLossPrice', None) is None
-            or ((side == "sell" and stop_loss > float(order['stopLossPrice'])) or
-                (side == "buy" and stop_loss < float(order['stopLossPrice'])))
-        )
-
     def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
         if self._config['dry_run']:
             return self.fetch_dry_run_order(order_id)

freqtrade/freqai/RL/Base3ActionRLEnv.py

@@ -66,7 +66,7 @@ class Base3ActionRLEnv(BaseEnvironment):
             elif action == Actions.Sell.value and not self.can_short:
                 self._update_total_profit()
                 self._position = Positions.Neutral
-                trade_type = "neutral"
+                trade_type = "exit"
                 self._last_trade_tick = None
             else:
                 print("case not defined")
@@ -74,7 +74,7 @@ class Base3ActionRLEnv(BaseEnvironment):
             if trade_type is not None:
                 self.trade_history.append(
                     {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
+                     'type': trade_type, 'profit': self.get_unrealized_profit()})
 
         if (self._total_profit < self.max_drawdown or
                 self._total_unrealized_profit < self.max_drawdown):

freqtrade/freqai/RL/Base4ActionRLEnv.py

@@ -52,16 +52,6 @@ class Base4ActionRLEnv(BaseEnvironment):
 
         trade_type = None
         if self.is_tradesignal(action):
-            """
-            Action: Neutral, position: Long ->  Close Long
-            Action: Neutral, position: Short -> Close Short
-
-            Action: Long, position: Neutral -> Open Long
-            Action: Long, position: Short -> Close Short and Open Long
-
-            Action: Short, position: Neutral -> Open Short
-            Action: Short, position: Long -> Close Long and Open Short
-            """
 
             if action == Actions.Neutral.value:
                 self._position = Positions.Neutral
@@ -69,16 +59,16 @@ class Base4ActionRLEnv(BaseEnvironment):
                 self._last_trade_tick = None
             elif action == Actions.Long_enter.value:
                 self._position = Positions.Long
-                trade_type = "long"
+                trade_type = "enter_long"
                 self._last_trade_tick = self._current_tick
             elif action == Actions.Short_enter.value:
                 self._position = Positions.Short
-                trade_type = "short"
+                trade_type = "enter_short"
                 self._last_trade_tick = self._current_tick
             elif action == Actions.Exit.value:
                 self._update_total_profit()
                 self._position = Positions.Neutral
-                trade_type = "neutral"
+                trade_type = "exit"
                 self._last_trade_tick = None
             else:
                 print("case not defined")
@@ -86,7 +76,7 @@ class Base4ActionRLEnv(BaseEnvironment):
             if trade_type is not None:
                 self.trade_history.append(
                     {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
+                     'type': trade_type, 'profit': self.get_unrealized_profit()})
 
         if (self._total_profit < self.max_drawdown or
                 self._total_unrealized_profit < self.max_drawdown):

freqtrade/freqai/RL/Base5ActionRLEnv.py

@@ -53,16 +53,6 @@ class Base5ActionRLEnv(BaseEnvironment):
 
         trade_type = None
         if self.is_tradesignal(action):
-            """
-            Action: Neutral, position: Long ->  Close Long
-            Action: Neutral, position: Short -> Close Short
-
-            Action: Long, position: Neutral -> Open Long
-            Action: Long, position: Short -> Close Short and Open Long
-
-            Action: Short, position: Neutral -> Open Short
-            Action: Short, position: Long -> Close Long and Open Short
-            """
 
             if action == Actions.Neutral.value:
                 self._position = Positions.Neutral
@@ -70,21 +60,21 @@ class Base5ActionRLEnv(BaseEnvironment):
                 self._last_trade_tick = None
             elif action == Actions.Long_enter.value:
                 self._position = Positions.Long
-                trade_type = "long"
+                trade_type = "enter_long"
                 self._last_trade_tick = self._current_tick
             elif action == Actions.Short_enter.value:
                 self._position = Positions.Short
-                trade_type = "short"
+                trade_type = "enter_short"
                 self._last_trade_tick = self._current_tick
             elif action == Actions.Long_exit.value:
                 self._update_total_profit()
                 self._position = Positions.Neutral
-                trade_type = "neutral"
+                trade_type = "exit_long"
                 self._last_trade_tick = None
             elif action == Actions.Short_exit.value:
                 self._update_total_profit()
                 self._position = Positions.Neutral
-                trade_type = "neutral"
+                trade_type = "exit_short"
                 self._last_trade_tick = None
             else:
                 print("case not defined")
@@ -92,7 +82,7 @@ class Base5ActionRLEnv(BaseEnvironment):
             if trade_type is not None:
                 self.trade_history.append(
                     {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
+                     'type': trade_type, 'profit': self.get_unrealized_profit()})
 
         if (self._total_profit < self.max_drawdown or
                 self._total_unrealized_profit < self.max_drawdown):

freqtrade/freqai/base_models/BasePyTorchClassifier.py

@@ -0,0 +1,147 @@
+import logging
+from typing import Dict, List, Tuple
+
+import numpy as np
+import numpy.typing as npt
+import pandas as pd
+import torch
+from pandas import DataFrame
+from torch.nn import functional as F
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.freqai.base_models.BasePyTorchModel import BasePyTorchModel
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+
+
+logger = logging.getLogger(__name__)
+
+
+class BasePyTorchClassifier(BasePyTorchModel):
+    """
+    A PyTorch implementation of a classifier.
+    User must implement fit method
+
+    Important!
+
+    - User must declare the target class names in the strategy,
+    under IStrategy.set_freqai_targets method.
+
+    for example, in your strategy:
+    ```
+        def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
+            self.freqai.class_names = ["down", "up"]
+            dataframe['&s-up_or_down'] = np.where(dataframe["close"].shift(-100) >
+                                                  dataframe["close"], 'up', 'down')
+
+            return dataframe
+    """
+    def __init__(self, **kwargs):
+        super().__init__(**kwargs)
+        self.class_name_to_index = None
+        self.index_to_class_name = None
+
+    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)
+        :raises ValueError: if 'class_names' doesn't exist in model meta_data.
+        """
+
+        class_names = self.model.model_meta_data.get("class_names", None)
+        if not class_names:
+            raise ValueError(
+                "Missing class names. "
+                "self.model.model_meta_data['class_names'] is None."
+            )
+
+        if not self.class_name_to_index:
+            self.init_class_names_to_index_mapping(class_names)
+
+        dk.find_features(unfiltered_df)
+        filtered_df, _ = dk.filter_features(
+            unfiltered_df, dk.training_features_list, training_filter=False
+        )
+        filtered_df = dk.normalize_data_from_metadata(filtered_df)
+        dk.data_dictionary["prediction_features"] = filtered_df
+        self.data_cleaning_predict(dk)
+        x = self.data_convertor.convert_x(
+            dk.data_dictionary["prediction_features"],
+            device=self.device
+        )
+        logits = self.model.model(x)
+        probs = F.softmax(logits, dim=-1)
+        predicted_classes = torch.argmax(probs, dim=-1)
+        predicted_classes_str = self.decode_class_names(predicted_classes)
+        pred_df_prob = DataFrame(probs.detach().numpy(), columns=class_names)
+        pred_df = DataFrame(predicted_classes_str, columns=[dk.label_list[0]])
+        pred_df = pd.concat([pred_df, pred_df_prob], axis=1)
+        return (pred_df, dk.do_predict)
+
+    def encode_class_names(
+            self,
+            data_dictionary: Dict[str, pd.DataFrame],
+            dk: FreqaiDataKitchen,
+            class_names: List[str],
+    ):
+        """
+        encode class name, str -> int
+        assuming first column of *_labels data frame to be the target column
+        containing the class names
+        """
+
+        target_column_name = dk.label_list[0]
+        for split in self.splits:
+            label_df = data_dictionary[f"{split}_labels"]
+            self.assert_valid_class_names(label_df[target_column_name], class_names)
+            label_df[target_column_name] = list(
+                map(lambda x: self.class_name_to_index[x], label_df[target_column_name])
+            )
+
+    @staticmethod
+    def assert_valid_class_names(
+            target_column: pd.Series,
+            class_names: List[str]
+    ):
+        non_defined_labels = set(target_column) - set(class_names)
+        if len(non_defined_labels) != 0:
+            raise OperationalException(
+                f"Found non defined labels: {non_defined_labels}, ",
+                f"expecting labels: {class_names}"
+            )
+
+    def decode_class_names(self, class_ints: torch.Tensor) -> List[str]:
+        """
+        decode class name, int -> str
+        """
+
+        return list(map(lambda x: self.index_to_class_name[x.item()], class_ints))
+
+    def init_class_names_to_index_mapping(self, class_names):
+        self.class_name_to_index = {s: i for i, s in enumerate(class_names)}
+        self.index_to_class_name = {i: s for i, s in enumerate(class_names)}
+        logger.info(f"encoded class name to index: {self.class_name_to_index}")
+
+    def convert_label_column_to_int(
+            self,
+            data_dictionary: Dict[str, pd.DataFrame],
+            dk: FreqaiDataKitchen,
+            class_names: List[str]
+    ):
+        self.init_class_names_to_index_mapping(class_names)
+        self.encode_class_names(data_dictionary, dk, class_names)
+
+    def get_class_names(self) -> List[str]:
+        if not self.class_names:
+            raise ValueError(
+                "self.class_names is empty, "
+                "set self.freqai.class_names = ['class a', 'class b', 'class c'] "
+                "inside IStrategy.set_freqai_targets method."
+            )
+
+        return self.class_names

freqtrade/freqai/base_models/BasePyTorchModel.py

@@ -0,0 +1,83 @@
+import logging
+from abc import ABC, abstractmethod
+from time import time
+from typing import Any
+
+import torch
+from pandas import DataFrame
+
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+from freqtrade.freqai.freqai_interface import IFreqaiModel
+from freqtrade.freqai.torch.PyTorchDataConvertor import PyTorchDataConvertor
+
+
+logger = logging.getLogger(__name__)
+
+
+class BasePyTorchModel(IFreqaiModel, ABC):
+    """
+    Base class for PyTorch type models.
+    User *must* inherit from this class and set fit() and predict() and
+    data_convertor property.
+    """
+
+    def __init__(self, **kwargs):
+        super().__init__(config=kwargs["config"])
+        self.dd.model_type = "pytorch"
+        self.device = "cuda" if torch.cuda.is_available() else "cpu"
+        test_size = self.freqai_info.get('data_split_parameters', {}).get('test_size')
+        self.splits = ["train", "test"] if test_size != 0 else ["train"]
+
+    def train(
+        self, unfiltered_df: DataFrame, pair: str, dk: FreqaiDataKitchen, **kwargs
+    ) -> Any:
+        """
+        Filter the training data and train a model to it. Train makes heavy use of the datakitchen
+        for storing, saving, loading, and analyzing the data.
+        :param unfiltered_df: Full dataframe for the current training period
+        :return:
+        :model: Trained model which can be used to inference (self.predict)
+        """
+
+        logger.info(f"-------------------- Starting training {pair} --------------------")
+
+        start_time = time()
+
+        features_filtered, labels_filtered = dk.filter_features(
+            unfiltered_df,
+            dk.training_features_list,
+            dk.label_list,
+            training_filter=True,
+        )
+
+        # split data into train/test data.
+        data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)
+        if not self.freqai_info.get("fit_live_predictions", 0) or not self.live:
+            dk.fit_labels()
+        # normalize all data based on train_dataset only
+        data_dictionary = dk.normalize_data(data_dictionary)
+
+        # optional additional data cleaning/analysis
+        self.data_cleaning_train(dk)
+
+        logger.info(
+            f"Training model on {len(dk.data_dictionary['train_features'].columns)} features"
+        )
+        logger.info(f"Training model on {len(data_dictionary['train_features'])} data points")
+
+        model = self.fit(data_dictionary, dk)
+        end_time = time()
+
+        logger.info(f"-------------------- Done training {pair} "
+                    f"({end_time - start_time:.2f} secs) --------------------")
+
+        return model
+
+    @property
+    @abstractmethod
+    def data_convertor(self) -> PyTorchDataConvertor:
+        """
+        a class responsible for converting `*_features` & `*_labels` pandas dataframes
+        to pytorch tensors.
+        """
+        raise NotImplementedError("Abstract property")

freqtrade/freqai/base_models/BasePyTorchRegressor.py

@@ -0,0 +1,50 @@
+import logging
+from typing import Tuple
+
+import numpy as np
+import numpy.typing as npt
+from pandas import DataFrame
+
+from freqtrade.freqai.base_models.BasePyTorchModel import BasePyTorchModel
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+
+
+logger = logging.getLogger(__name__)
+
+
+class BasePyTorchRegressor(BasePyTorchModel):
+    """
+    A PyTorch implementation of a regressor.
+    User must implement fit method
+    """
+    def __init__(self, **kwargs):
+        super().__init__(**kwargs)
+
+    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)
+        """
+
+        dk.find_features(unfiltered_df)
+        filtered_df, _ = dk.filter_features(
+            unfiltered_df, dk.training_features_list, training_filter=False
+        )
+        filtered_df = dk.normalize_data_from_metadata(filtered_df)
+        dk.data_dictionary["prediction_features"] = filtered_df
+
+        self.data_cleaning_predict(dk)
+        x = self.data_convertor.convert_x(
+            dk.data_dictionary["prediction_features"],
+            device=self.device
+        )
+        y = self.model.model(x)
+        y = y.cpu()
+        pred_df = DataFrame(y.detach().numpy(), columns=[dk.label_list[0]])
+        return (pred_df, dk.do_predict)

freqtrade/freqai/data_drawer.py

@@ -446,7 +446,7 @@ class FreqaiDataDrawer:
             dump(model, save_path / f"{dk.model_filename}_model.joblib")
         elif self.model_type == 'keras':
             model.save(save_path / f"{dk.model_filename}_model.h5")
-        elif 'stable_baselines' in self.model_type or 'sb3_contrib' == self.model_type:
+        elif self.model_type in ["stable_baselines3", "sb3_contrib", "pytorch"]:
             model.save(save_path / f"{dk.model_filename}_model.zip")
 
         if dk.svm_model is not None:
@@ -496,7 +496,7 @@ class FreqaiDataDrawer:
             dk.training_features_list = dk.data["training_features_list"]
             dk.label_list = dk.data["label_list"]
 
-    def load_data(self, coin: str, dk: FreqaiDataKitchen) -> Any:
+    def load_data(self, coin: str, dk: FreqaiDataKitchen) -> Any:  # noqa: C901
         """
         loads all data required to make a prediction on a sub-train time range
         :returns:
@@ -537,6 +537,11 @@ class FreqaiDataDrawer:
                 self.model_type, self.freqai_info['rl_config']['model_type'])
             MODELCLASS = getattr(mod, self.freqai_info['rl_config']['model_type'])
             model = MODELCLASS.load(dk.data_path / f"{dk.model_filename}_model")
+        elif self.model_type == 'pytorch':
+            import torch
+            zip = torch.load(dk.data_path / f"{dk.model_filename}_model.zip")
+            model = zip["pytrainer"]
+            model = model.load_from_checkpoint(zip)
 
         if Path(dk.data_path / f"{dk.model_filename}_svm_model.joblib").is_file():
             dk.svm_model = load(dk.data_path / f"{dk.model_filename}_svm_model.joblib")

freqtrade/freqai/data_kitchen.py

@@ -1291,7 +1291,7 @@ class FreqaiDataKitchen:
 
         return dataframe
 
-    def use_strategy_to_populate_indicators(
+    def use_strategy_to_populate_indicators(  # noqa: C901
         self,
         strategy: IStrategy,
         corr_dataframes: dict = {},
@@ -1362,12 +1362,12 @@ class FreqaiDataKitchen:
                 dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
                                                    corr_dataframes, base_dataframes, True)
 
-        dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
+        if self.live:
+            dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
+            dataframe = self.remove_special_chars_from_feature_names(dataframe)
 
         self.get_unique_classes_from_labels(dataframe)
 
-        dataframe = self.remove_special_chars_from_feature_names(dataframe)
-
         if self.config.get('reduce_df_footprint', False):
             dataframe = reduce_dataframe_footprint(dataframe)
 

freqtrade/freqai/freqai_interface.py

@@ -83,6 +83,7 @@ class IFreqaiModel(ABC):
         self.CONV_WIDTH = self.freqai_info.get('conv_width', 1)
         if self.ft_params.get("inlier_metric_window", 0):
             self.CONV_WIDTH = self.ft_params.get("inlier_metric_window", 0) * 2
+        self.class_names: List[str] = []  # used in classification subclasses
         self.pair_it = 0
         self.pair_it_train = 0
         self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
@@ -306,7 +307,7 @@ class IFreqaiModel(ABC):
                 if check_features:
                     self.dd.load_metadata(dk)
                     dataframe_dummy_features = self.dk.use_strategy_to_populate_indicators(
-                        strategy, prediction_dataframe=dataframe.tail(1), pair=metadata["pair"]
+                        strategy, prediction_dataframe=dataframe.tail(1), pair=pair
                     )
                     dk.find_features(dataframe_dummy_features)
                     self.check_if_feature_list_matches_strategy(dk)
@@ -316,7 +317,7 @@ class IFreqaiModel(ABC):
             else:
                 if populate_indicators:
                     dataframe = self.dk.use_strategy_to_populate_indicators(
-                        strategy, prediction_dataframe=dataframe, pair=metadata["pair"]
+                        strategy, prediction_dataframe=dataframe, pair=pair
                     )
                     populate_indicators = False
 
@@ -332,6 +333,10 @@ class IFreqaiModel(ABC):
                 dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
                 dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)
 
+                dataframe_train = dk.remove_special_chars_from_feature_names(dataframe_train)
+                dataframe_backtest = dk.remove_special_chars_from_feature_names(dataframe_backtest)
+                dk.get_unique_classes_from_labels(dataframe_train)
+
                 if not self.model_exists(dk):
                     dk.find_features(dataframe_train)
                     dk.find_labels(dataframe_train)
@@ -567,8 +572,9 @@ class IFreqaiModel(ABC):
             file_type = ".joblib"
         elif self.dd.model_type == 'keras':
             file_type = ".h5"
-        elif 'stable_baselines' in self.dd.model_type or 'sb3_contrib' == self.dd.model_type:
+        elif self.dd.model_type in ["stable_baselines3", "sb3_contrib", "pytorch"]:
             file_type = ".zip"
+
         path_to_modelfile = Path(dk.data_path / f"{dk.model_filename}_model{file_type}")
         file_exists = path_to_modelfile.is_file()
         if file_exists:

freqtrade/freqai/prediction_models/CatboostClassifier.py

@@ -14,16 +14,20 @@ logger = logging.getLogger(__name__)
 
 class CatboostClassifier(BaseClassifierModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
         """
 
         train_data = Pool(

freqtrade/freqai/prediction_models/CatboostClassifierMultiTarget.py

@@ -15,16 +15,20 @@ logger = logging.getLogger(__name__)
 
 class CatboostClassifierMultiTarget(BaseClassifierModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
         """
 
         cbc = CatBoostClassifier(

freqtrade/freqai/prediction_models/CatboostRegressor.py

@@ -14,16 +14,20 @@ logger = logging.getLogger(__name__)
 
 class CatboostRegressor(BaseRegressionModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
         """
 
         train_data = Pool(

freqtrade/freqai/prediction_models/CatboostRegressorMultiTarget.py

@@ -15,16 +15,20 @@ logger = logging.getLogger(__name__)
 
 class CatboostRegressorMultiTarget(BaseRegressionModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
         """
 
         cbr = CatBoostRegressor(

freqtrade/freqai/prediction_models/LightGBMClassifier.py

@@ -12,16 +12,20 @@ logger = logging.getLogger(__name__)
 
 class LightGBMClassifier(BaseClassifierModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
         """
 
         if self.freqai_info.get('data_split_parameters', {}).get('test_size', 0.1) == 0:

freqtrade/freqai/prediction_models/LightGBMClassifierMultiTarget.py

@@ -13,16 +13,20 @@ logger = logging.getLogger(__name__)
 
 class LightGBMClassifierMultiTarget(BaseClassifierModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
         """
 
         lgb = LGBMClassifier(**self.model_training_parameters)

freqtrade/freqai/prediction_models/LightGBMRegressor.py

@@ -12,18 +12,20 @@ logger = logging.getLogger(__name__)
 
 class LightGBMRegressor(BaseRegressionModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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:
         """
-        Most regressors use the same function names and arguments e.g. user
-        can drop in LGBMRegressor in place of CatBoostRegressor and all data
-        management will be properly handled by Freqai.
-        :param data_dictionary: the dictionary constructed by DataHandler to hold
-                                all the training and test data/labels.
+        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
         """
 
         if self.freqai_info.get('data_split_parameters', {}).get('test_size', 0.1) == 0:

freqtrade/freqai/prediction_models/LightGBMRegressorMultiTarget.py

@@ -13,16 +13,20 @@ logger = logging.getLogger(__name__)
 
 class LightGBMRegressorMultiTarget(BaseRegressionModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
         """
 
         lgb = LGBMRegressor(**self.model_training_parameters)

freqtrade/freqai/prediction_models/PyTorchMLPClassifier.py

@@ -0,0 +1,89 @@
+from typing import Any, Dict
+
+import torch
+
+from freqtrade.freqai.base_models.BasePyTorchClassifier import BasePyTorchClassifier
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+from freqtrade.freqai.torch.PyTorchDataConvertor import (DefaultPyTorchDataConvertor,
+                                                         PyTorchDataConvertor)
+from freqtrade.freqai.torch.PyTorchMLPModel import PyTorchMLPModel
+from freqtrade.freqai.torch.PyTorchModelTrainer import PyTorchModelTrainer
+
+
+class PyTorchMLPClassifier(BasePyTorchClassifier):
+    """
+    This class implements the fit method of IFreqaiModel.
+    in the fit method we initialize the model and trainer objects.
+    the only requirement from the model is to be aligned to PyTorchClassifier
+    predict method that expects the model to predict a tensor of type long.
+
+    parameters are passed via `model_training_parameters` under the freqai
+    section in the config file. e.g:
+    {
+        ...
+        "freqai": {
+            ...
+            "model_training_parameters" : {
+                "learning_rate": 3e-4,
+                "trainer_kwargs": {
+                    "max_iters": 5000,
+                    "batch_size": 64,
+                    "max_n_eval_batches": null,
+                },
+                "model_kwargs": {
+                    "hidden_dim": 512,
+                    "dropout_percent": 0.2,
+                    "n_layer": 1,
+                },
+            }
+        }
+    }
+    """
+
+    @property
+    def data_convertor(self) -> PyTorchDataConvertor:
+        return DefaultPyTorchDataConvertor(
+            target_tensor_type=torch.long,
+            squeeze_target_tensor=True
+        )
+
+    def __init__(self, **kwargs) -> None:
+        super().__init__(**kwargs)
+        config = self.freqai_info.get("model_training_parameters", {})
+        self.learning_rate: float = config.get("learning_rate",  3e-4)
+        self.model_kwargs: Dict[str, Any] = config.get("model_kwargs",  {})
+        self.trainer_kwargs: Dict[str, Any] = config.get("trainer_kwargs",  {})
+
+    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
+        :raises ValueError: If self.class_names is not defined in the parent class.
+        """
+
+        class_names = self.get_class_names()
+        self.convert_label_column_to_int(data_dictionary, dk, class_names)
+        n_features = data_dictionary["train_features"].shape[-1]
+        model = PyTorchMLPModel(
+            input_dim=n_features,
+            output_dim=len(class_names),
+            **self.model_kwargs
+        )
+        model.to(self.device)
+        optimizer = torch.optim.AdamW(model.parameters(), lr=self.learning_rate)
+        criterion = torch.nn.CrossEntropyLoss()
+        init_model = self.get_init_model(dk.pair)
+        trainer = PyTorchModelTrainer(
+            model=model,
+            optimizer=optimizer,
+            criterion=criterion,
+            model_meta_data={"class_names": class_names},
+            device=self.device,
+            init_model=init_model,
+            data_convertor=self.data_convertor,
+            **self.trainer_kwargs,
+        )
+        trainer.fit(data_dictionary, self.splits)
+        return trainer

freqtrade/freqai/prediction_models/PyTorchMLPRegressor.py

@@ -0,0 +1,83 @@
+from typing import Any, Dict
+
+import torch
+
+from freqtrade.freqai.base_models.BasePyTorchRegressor import BasePyTorchRegressor
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+from freqtrade.freqai.torch.PyTorchDataConvertor import (DefaultPyTorchDataConvertor,
+                                                         PyTorchDataConvertor)
+from freqtrade.freqai.torch.PyTorchMLPModel import PyTorchMLPModel
+from freqtrade.freqai.torch.PyTorchModelTrainer import PyTorchModelTrainer
+
+
+class PyTorchMLPRegressor(BasePyTorchRegressor):
+    """
+    This class implements the fit method of IFreqaiModel.
+    in the fit method we initialize the model and trainer objects.
+    the only requirement from the model is to be aligned to PyTorchRegressor
+    predict method that expects the model to predict tensor of type float.
+    the trainer defines the training loop.
+
+    parameters are passed via `model_training_parameters` under the freqai
+    section in the config file. e.g:
+    {
+        ...
+        "freqai": {
+            ...
+            "model_training_parameters" : {
+                "learning_rate": 3e-4,
+                "trainer_kwargs": {
+                    "max_iters": 5000,
+                    "batch_size": 64,
+                    "max_n_eval_batches": null,
+                },
+                "model_kwargs": {
+                    "hidden_dim": 512,
+                    "dropout_percent": 0.2,
+                    "n_layer": 1,
+                },
+            }
+        }
+    }
+    """
+
+    @property
+    def data_convertor(self) -> PyTorchDataConvertor:
+        return DefaultPyTorchDataConvertor(target_tensor_type=torch.float)
+
+    def __init__(self, **kwargs) -> None:
+        super().__init__(**kwargs)
+        config = self.freqai_info.get("model_training_parameters", {})
+        self.learning_rate: float = config.get("learning_rate",  3e-4)
+        self.model_kwargs: Dict[str, Any] = config.get("model_kwargs",  {})
+        self.trainer_kwargs: Dict[str, Any] = config.get("trainer_kwargs",  {})
+
+    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
+        """
+
+        n_features = data_dictionary["train_features"].shape[-1]
+        model = PyTorchMLPModel(
+            input_dim=n_features,
+            output_dim=1,
+            **self.model_kwargs
+        )
+        model.to(self.device)
+        optimizer = torch.optim.AdamW(model.parameters(), lr=self.learning_rate)
+        criterion = torch.nn.MSELoss()
+        init_model = self.get_init_model(dk.pair)
+        trainer = PyTorchModelTrainer(
+            model=model,
+            optimizer=optimizer,
+            criterion=criterion,
+            device=self.device,
+            init_model=init_model,
+            data_convertor=self.data_convertor,
+            **self.trainer_kwargs,
+        )
+        trainer.fit(data_dictionary, self.splits)
+        return trainer

freqtrade/freqai/prediction_models/ReinforcementLearner.py

@@ -71,7 +71,8 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
 
         model.learn(
             total_timesteps=int(total_timesteps),
-            callback=[self.eval_callback, self.tensorboard_callback]
+            callback=[self.eval_callback, self.tensorboard_callback],
+            progress_bar=self.rl_config.get('progress_bar', False)
         )
 
         if Path(dk.data_path / "best_model.zip").is_file():

freqtrade/freqai/prediction_models/XGBoostClassifier.py

@@ -18,16 +18,20 @@ logger = logging.getLogger(__name__)
 
 class XGBoostClassifier(BaseClassifierModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :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()

freqtrade/freqai/prediction_models/XGBoostRFClassifier.py

@@ -18,16 +18,20 @@ logger = logging.getLogger(__name__)
 
 class XGBoostRFClassifier(BaseClassifierModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-            all the training and test data/labels.
+        :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()

freqtrade/freqai/prediction_models/XGBoostRFRegressor.py

@@ -12,16 +12,20 @@ logger = logging.getLogger(__name__)
 
 class XGBoostRFRegressor(BaseRegressionModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :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"]

freqtrade/freqai/prediction_models/XGBoostRegressor.py

@@ -12,16 +12,20 @@ logger = logging.getLogger(__name__)
 
 class XGBoostRegressor(BaseRegressionModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :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"]

freqtrade/freqai/prediction_models/XGBoostRegressorMultiTarget.py

@@ -13,16 +13,20 @@ logger = logging.getLogger(__name__)
 
 class XGBoostRegressorMultiTarget(BaseRegressionModel):
     """
-    User created prediction model. The class needs to override three necessary
-    functions, predict(), train(), fit(). The class inherits ModelHandler which
-    has its own DataHandler where data is held, saved, loaded, and managed.
+    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 constructed by DataHandler to hold
-                                all the training and test data/labels.
+        :param data_dictionary: the dictionary holding all data for train, test,
+            labels, weights
+        :param dk: The datakitchen object for the current coin/model
         """
 
         xgb = XGBRegressor(**self.model_training_parameters)

freqtrade/freqai/torch/PyTorchDataConvertor.py

@@ -0,0 +1,67 @@
+from abc import ABC, abstractmethod
+from typing import List, Optional
+
+import pandas as pd
+import torch
+
+
+class PyTorchDataConvertor(ABC):
+    """
+    This class is responsible for converting `*_features` & `*_labels` pandas dataframes
+    to pytorch tensors.
+    """
+
+    @abstractmethod
+    def convert_x(self, df: pd.DataFrame, device: Optional[str] = None) -> List[torch.Tensor]:
+        """
+        :param df: "*_features" dataframe.
+        :param device: The device to use for training (e.g. 'cpu', 'cuda').
+        """
+
+    @abstractmethod
+    def convert_y(self, df: pd.DataFrame, device: Optional[str] = None) -> List[torch.Tensor]:
+        """
+        :param df: "*_labels" dataframe.
+        :param device: The device to use for training (e.g. 'cpu', 'cuda').
+        """
+
+
+class DefaultPyTorchDataConvertor(PyTorchDataConvertor):
+    """
+    A default conversion that keeps features dataframe shapes.
+    """
+
+    def __init__(
+            self,
+            target_tensor_type: Optional[torch.dtype] = None,
+            squeeze_target_tensor: bool = False
+    ):
+        """
+        :param target_tensor_type: type of target tensor, for classification use
+            torch.long, for regressor use torch.float or torch.double.
+        :param squeeze_target_tensor: controls the target shape, used for loss functions
+            that requires 0D or 1D.
+        """
+        self._target_tensor_type = target_tensor_type
+        self._squeeze_target_tensor = squeeze_target_tensor
+
+    def convert_x(self, df: pd.DataFrame, device: Optional[str] = None) -> List[torch.Tensor]:
+        x = torch.from_numpy(df.values).float()
+        if device:
+            x = x.to(device)
+
+        return [x]
+
+    def convert_y(self, df: pd.DataFrame, device: Optional[str] = None) -> List[torch.Tensor]:
+        y = torch.from_numpy(df.values)
+
+        if self._target_tensor_type:
+            y = y.to(self._target_tensor_type)
+
+        if self._squeeze_target_tensor:
+            y = y.squeeze()
+
+        if device:
+            y = y.to(device)
+
+        return [y]

freqtrade/freqai/torch/PyTorchMLPModel.py

@@ -0,0 +1,97 @@
+import logging
+from typing import List
+
+import torch
+from torch import nn
+
+
+logger = logging.getLogger(__name__)
+
+
+class PyTorchMLPModel(nn.Module):
+    """
+    A multi-layer perceptron (MLP) model implemented using PyTorch.
+
+    This class mainly serves as a simple example for the integration of PyTorch model's
+    to freqai. It is not optimized at all and should not be used for production purposes.
+
+    :param input_dim: The number of input features. This parameter specifies the number
+        of features in the input data that the MLP will use to make predictions.
+    :param output_dim: The number of output classes. This parameter specifies the number
+        of classes that the MLP will predict.
+    :param hidden_dim: The number of hidden units in each layer. This parameter controls
+        the complexity of the MLP and determines how many nonlinear relationships the MLP
+        can represent. Increasing the number of hidden units can increase the capacity of
+        the MLP to model complex patterns, but it also increases the risk of overfitting
+        the training data. Default: 256
+    :param dropout_percent: The dropout rate for regularization. This parameter specifies
+        the probability of dropping out a neuron during training to prevent overfitting.
+        The dropout rate should be tuned carefully to balance between underfitting and
+        overfitting. Default: 0.2
+    :param n_layer: The number of layers in the MLP. This parameter specifies the number
+        of layers in the MLP architecture. Adding more layers to the MLP can increase its
+        capacity to model complex patterns, but it also increases the risk of overfitting
+        the training data. Default: 1
+
+    :returns: The output of the MLP, with shape (batch_size, output_dim)
+    """
+
+    def __init__(self, input_dim: int, output_dim: int, **kwargs):
+        super().__init__()
+        hidden_dim: int = kwargs.get("hidden_dim", 256)
+        dropout_percent: int = kwargs.get("dropout_percent", 0.2)
+        n_layer: int = kwargs.get("n_layer", 1)
+        self.input_layer = nn.Linear(input_dim, hidden_dim)
+        self.blocks = nn.Sequential(*[Block(hidden_dim, dropout_percent) for _ in range(n_layer)])
+        self.output_layer = nn.Linear(hidden_dim, output_dim)
+        self.relu = nn.ReLU()
+        self.dropout = nn.Dropout(p=dropout_percent)
+
+    def forward(self, tensors: List[torch.Tensor]) -> torch.Tensor:
+        x: torch.Tensor = tensors[0]
+        x = self.relu(self.input_layer(x))
+        x = self.dropout(x)
+        x = self.blocks(x)
+        x = self.output_layer(x)
+        return x
+
+
+class Block(nn.Module):
+    """
+    A building block for a multi-layer perceptron (MLP).
+
+    :param hidden_dim: The number of hidden units in the feedforward network.
+    :param dropout_percent: The dropout rate for regularization.
+
+    :returns: torch.Tensor. with shape (batch_size, hidden_dim)
+    """
+
+    def __init__(self, hidden_dim: int, dropout_percent: int):
+        super().__init__()
+        self.ff = FeedForward(hidden_dim)
+        self.dropout = nn.Dropout(p=dropout_percent)
+        self.ln = nn.LayerNorm(hidden_dim)
+
+    def forward(self, x: torch.Tensor) -> torch.Tensor:
+        x = self.ff(self.ln(x))
+        x = self.dropout(x)
+        return x
+
+
+class FeedForward(nn.Module):
+    """
+    A simple fully-connected feedforward neural network block.
+
+    :param hidden_dim: The number of hidden units in the block.
+    :return: torch.Tensor. with shape (batch_size, hidden_dim)
+    """
+
+    def __init__(self, hidden_dim: int):
+        super().__init__()
+        self.net = nn.Sequential(
+            nn.Linear(hidden_dim, hidden_dim),
+            nn.ReLU(),
+        )
+
+    def forward(self, x: torch.Tensor) -> torch.Tensor:
+        return self.net(x)

freqtrade/freqai/torch/PyTorchModelTrainer.py

@@ -0,0 +1,208 @@
+import logging
+import math
+from pathlib import Path
+from typing import Any, Dict, List, Optional
+
+import pandas as pd
+import torch
+from torch import nn
+from torch.optim import Optimizer
+from torch.utils.data import DataLoader, TensorDataset
+
+from freqtrade.freqai.torch.PyTorchDataConvertor import PyTorchDataConvertor
+from freqtrade.freqai.torch.PyTorchTrainerInterface import PyTorchTrainerInterface
+
+
+logger = logging.getLogger(__name__)
+
+
+class PyTorchModelTrainer(PyTorchTrainerInterface):
+    def __init__(
+            self,
+            model: nn.Module,
+            optimizer: Optimizer,
+            criterion: nn.Module,
+            device: str,
+            init_model: Dict,
+            data_convertor: PyTorchDataConvertor,
+            model_meta_data: Dict[str, Any] = {},
+            **kwargs
+    ):
+        """
+        :param model: The PyTorch model to be trained.
+        :param optimizer: The optimizer to use for training.
+        :param criterion: The loss function to use for training.
+        :param device: The device to use for training (e.g. 'cpu', 'cuda').
+        :param init_model: A dictionary containing the initial model/optimizer
+            state_dict and model_meta_data saved by self.save() method.
+        :param model_meta_data: Additional metadata about the model (optional).
+        :param data_convertor: convertor from pd.DataFrame to torch.tensor.
+        :param max_iters: The number of training iterations to run.
+            iteration here refers to the number of times we call
+            self.optimizer.step(). used to calculate n_epochs.
+        :param batch_size: The size of the batches to use during training.
+        :param max_n_eval_batches: The maximum number batches to use for evaluation.
+        """
+        self.model = model
+        self.optimizer = optimizer
+        self.criterion = criterion
+        self.model_meta_data = model_meta_data
+        self.device = device
+        self.max_iters: int = kwargs.get("max_iters", 100)
+        self.batch_size: int = kwargs.get("batch_size", 64)
+        self.max_n_eval_batches: Optional[int] = kwargs.get("max_n_eval_batches", None)
+        self.data_convertor = data_convertor
+        if init_model:
+            self.load_from_checkpoint(init_model)
+
+    def fit(self, data_dictionary: Dict[str, pd.DataFrame], splits: List[str]):
+        """
+        :param data_dictionary: the dictionary constructed by DataHandler to hold
+        all the training and test data/labels.
+        :param splits: splits to use in training, splits must contain "train",
+        optional "test" could be added by setting freqai.data_split_parameters.test_size > 0
+        in the config file.
+
+         - Calculates the predicted output for the batch using the PyTorch model.
+         - Calculates the loss between the predicted and actual output using a loss function.
+         - Computes the gradients of the loss with respect to the model's parameters using
+           backpropagation.
+         - Updates the model's parameters using an optimizer.
+        """
+        data_loaders_dictionary = self.create_data_loaders_dictionary(data_dictionary, splits)
+        epochs = self.calc_n_epochs(
+            n_obs=len(data_dictionary["train_features"]),
+            batch_size=self.batch_size,
+            n_iters=self.max_iters
+        )
+        for epoch in range(1, epochs + 1):
+            # training
+            losses = []
+            for i, batch_data in enumerate(data_loaders_dictionary["train"]):
+
+                for tensor in batch_data:
+                    tensor.to(self.device)
+
+                xb = batch_data[:-1]
+                yb = batch_data[-1]
+                yb_pred = self.model(xb)
+                loss = self.criterion(yb_pred, yb)
+
+                self.optimizer.zero_grad(set_to_none=True)
+                loss.backward()
+                self.optimizer.step()
+                losses.append(loss.item())
+            train_loss = sum(losses) / len(losses)
+            log_message = f"epoch {epoch}/{epochs}: train loss {train_loss:.4f}"
+
+            # evaluation
+            if "test" in splits:
+                test_loss = self.estimate_loss(
+                    data_loaders_dictionary,
+                    self.max_n_eval_batches,
+                    "test"
+                )
+                log_message += f" ; test loss {test_loss:.4f}"
+
+            logger.info(log_message)
+
+    @torch.no_grad()
+    def estimate_loss(
+            self,
+            data_loader_dictionary: Dict[str, DataLoader],
+            max_n_eval_batches: Optional[int],
+            split: str,
+    ) -> float:
+        self.model.eval()
+        n_batches = 0
+        losses = []
+        for i, batch_data in enumerate(data_loader_dictionary[split]):
+            if max_n_eval_batches and i > max_n_eval_batches:
+                n_batches += 1
+                break
+
+            for tensor in batch_data:
+                tensor.to(self.device)
+
+            xb = batch_data[:-1]
+            yb = batch_data[-1]
+            yb_pred = self.model(xb)
+            loss = self.criterion(yb_pred, yb)
+            losses.append(loss.item())
+
+        self.model.train()
+        return sum(losses) / len(losses)
+
+    def create_data_loaders_dictionary(
+            self,
+            data_dictionary: Dict[str, pd.DataFrame],
+            splits: List[str]
+    ) -> Dict[str, DataLoader]:
+        """
+        Converts the input data to PyTorch tensors using a data loader.
+        """
+        data_loader_dictionary = {}
+        for split in splits:
+            x = self.data_convertor.convert_x(data_dictionary[f"{split}_features"], self.device)
+            y = self.data_convertor.convert_y(data_dictionary[f"{split}_labels"], self.device)
+            dataset = TensorDataset(*x, *y)
+            data_loader = DataLoader(
+                dataset,
+                batch_size=self.batch_size,
+                shuffle=True,
+                drop_last=True,
+                num_workers=0,
+            )
+            data_loader_dictionary[split] = data_loader
+
+        return data_loader_dictionary
+
+    @staticmethod
+    def calc_n_epochs(n_obs: int, batch_size: int, n_iters: int) -> int:
+        """
+        Calculates the number of epochs required to reach the maximum number
+        of iterations specified in the model training parameters.
+
+        the motivation here is that `max_iters` is easier to optimize and keep stable,
+        across different n_obs - the number of data points.
+        """
+
+        n_batches = math.ceil(n_obs // batch_size)
+        epochs = math.ceil(n_iters // n_batches)
+        if epochs <= 10:
+            logger.warning("User set `max_iters` in such a way that the trainer will only perform "
+                           f" {epochs} epochs. Please consider increasing this value accordingly")
+            if epochs <= 1:
+                logger.warning("Epochs set to 1. Please review your `max_iters` value")
+                epochs = 1
+        return epochs
+
+    def save(self, path: Path):
+        """
+        - Saving any nn.Module state_dict
+        - Saving model_meta_data, this dict should contain any additional data that the
+          user needs to store. e.g class_names for classification models.
+        """
+
+        torch.save({
+            "model_state_dict": self.model.state_dict(),
+            "optimizer_state_dict": self.optimizer.state_dict(),
+            "model_meta_data": self.model_meta_data,
+            "pytrainer": self
+        }, path)
+
+    def load(self, path: Path):
+        checkpoint = torch.load(path)
+        return self.load_from_checkpoint(checkpoint)
+
+    def load_from_checkpoint(self, checkpoint: Dict):
+        """
+        when using continual_learning, DataDrawer will load the dictionary
+        (containing state dicts and model_meta_data) by calling torch.load(path).
+        you can access this dict from any class that inherits IFreqaiModel by calling
+        get_init_model method.
+        """
+        self.model.load_state_dict(checkpoint["model_state_dict"])
+        self.optimizer.load_state_dict(checkpoint["optimizer_state_dict"])
+        self.model_meta_data = checkpoint["model_meta_data"]
+        return self

freqtrade/freqai/torch/PyTorchTrainerInterface.py

@@ -0,0 +1,53 @@
+from abc import ABC, abstractmethod
+from pathlib import Path
+from typing import Dict, List
+
+import pandas as pd
+import torch
+from torch import nn
+
+
+class PyTorchTrainerInterface(ABC):
+
+    @abstractmethod
+    def fit(self, data_dictionary: Dict[str, pd.DataFrame], splits: List[str]) -> None:
+        """
+        :param data_dictionary: the dictionary constructed by DataHandler to hold
+        all the training and test data/labels.
+        :param splits: splits to use in training, splits must contain "train",
+        optional "test" could be added by setting freqai.data_split_parameters.test_size > 0
+        in the config file.
+
+         - Calculates the predicted output for the batch using the PyTorch model.
+         - Calculates the loss between the predicted and actual output using a loss function.
+         - Computes the gradients of the loss with respect to the model's parameters using
+           backpropagation.
+         - Updates the model's parameters using an optimizer.
+        """
+
+    @abstractmethod
+    def save(self, path: Path) -> None:
+        """
+        - Saving any nn.Module state_dict
+        - Saving model_meta_data, this dict should contain any additional data that the
+          user needs to store. e.g class_names for classification models.
+        """
+
+    def load(self, path: Path) -> nn.Module:
+        """
+        :param path: path to zip file.
+        :returns: pytorch model.
+        """
+        checkpoint = torch.load(path)
+        return self.load_from_checkpoint(checkpoint)
+
+    @abstractmethod
+    def load_from_checkpoint(self, checkpoint: Dict) -> nn.Module:
+        """
+        when using continual_learning, DataDrawer will load the dictionary
+        (containing state dicts and model_meta_data) by calling torch.load(path).
+        you can access this dict from any class that inherits IFreqaiModel by calling
+        get_init_model method.
+        :checkpoint checkpoint: dict containing the model & optimizer state dicts,
+        model_meta_data, etc..
+        """

freqtrade/freqtradebot.py

@@ -21,10 +21,12 @@ from freqtrade.enums import (ExitCheckTuple, ExitType, RPCMessageType, RunMode,
                              State, TradingMode)
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
-from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
+from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, timeframe_to_minutes, timeframe_to_next_date,
+                                timeframe_to_seconds)
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.mixins import LoggingMixin
 from freqtrade.persistence import Order, PairLocks, Trade, init_db
+from freqtrade.persistence.key_value_store import set_startup_time
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -181,6 +183,7 @@ class FreqtradeBot(LoggingMixin):
         performs startup tasks
         """
         migrate_binance_futures_names(self.config)
+        set_startup_time()
 
         self.rpc.startup_messages(self.config, self.pairlists, self.protections)
         # Update older trades with precision and precision mode
@@ -853,7 +856,8 @@ class FreqtradeBot(LoggingMixin):
                 logger.info(f"Canceling stoploss on exchange for {trade}")
                 co = self.exchange.cancel_stoploss_order_with_result(
                     trade.stoploss_order_id, trade.pair, trade.amount)
-                trade.update_order(co)
+                self.update_trade_state(trade, trade.stoploss_order_id, co, stoploss_order=True)
+
                 # Reset stoploss order id.
                 trade.stoploss_order_id = None
             except InvalidOrderException:
@@ -945,7 +949,7 @@ class FreqtradeBot(LoggingMixin):
 
         return enter_limit_requested, stake_amount, leverage
 
-    def _notify_enter(self, trade: Trade, order: Order, order_type: Optional[str] = None,
+    def _notify_enter(self, trade: Trade, order: Order, order_type: str,
                       fill: bool = False, sub_trade: bool = False) -> None:
         """
         Sends rpc notification when a entry order occurred.
@@ -1171,7 +1175,8 @@ class FreqtradeBot(LoggingMixin):
             logger.warning('Unable to fetch stoploss order: %s', exception)
 
         if stoploss_order:
-            trade.update_order(stoploss_order)
+            self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
+                                    stoploss_order=True)
 
         # We check if stoploss order is fulfilled
         if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
@@ -1235,7 +1240,9 @@ class FreqtradeBot(LoggingMixin):
         :param order: Current on exchange stoploss order
         :return: None
         """
-        stoploss_norm = self.exchange.price_to_precision(trade.pair, trade.stoploss_or_liquidation)
+        stoploss_norm = self.exchange.price_to_precision(
+            trade.pair, trade.stoploss_or_liquidation,
+            rounding_mode=ROUND_DOWN if trade.is_short else ROUND_UP)
 
         if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
             # we check if the update is necessary
@@ -1418,7 +1425,7 @@ class FreqtradeBot(LoggingMixin):
             corder = order
             reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
 
-        logger.info('%s order %s for %s.', side, reason, trade)
+        logger.info(f'{side} order {reason} for {trade}.')
 
         # Using filled to determine the filled amount
         filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled')
@@ -1478,8 +1485,8 @@ class FreqtradeBot(LoggingMixin):
                     return False
 
             try:
-                order = self.exchange.cancel_order_with_result(order['id'], trade.pair,
-                                                               trade.amount)
+                order = self.exchange.cancel_order_with_result(
+                    order['id'], trade.pair, trade.amount)
             except InvalidOrderException:
                 logger.exception(
                     f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
@@ -1491,17 +1498,18 @@ class FreqtradeBot(LoggingMixin):
             # Order might be filled above in odd timing issues.
             if order.get('status') in ('canceled', 'cancelled'):
                 trade.exit_reason = None
+                trade.open_order_id = None
             else:
                 trade.exit_reason = exit_reason_prev
             cancelled = True
         else:
             reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
             trade.exit_reason = None
+            trade.open_order_id = None
 
-        self.update_trade_state(trade, trade.open_order_id, order)
+        self.update_trade_state(trade, order['id'], order)
 
         logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
-        trade.open_order_id = None
         trade.close_rate = None
         trade.close_rate_requested = None
 
@@ -1778,11 +1786,11 @@ class FreqtradeBot(LoggingMixin):
             return False
 
         # Update trade with order values
-        logger.info(f'Found open order for {trade}')
+        if not stoploss_order:
+            logger.info(f'Found open order for {trade}')
         try:
-            order = action_order or self.exchange.fetch_order_or_stoploss_order(order_id,
-                                                                                trade.pair,
-                                                                                stoploss_order)
+            order = action_order or self.exchange.fetch_order_or_stoploss_order(
+                order_id, trade.pair, stoploss_order)
         except InvalidOrderException as exception:
             logger.warning('Unable to fetch order %s: %s', order_id, exception)
             return False
@@ -1847,7 +1855,7 @@ class FreqtradeBot(LoggingMixin):
                 self.handle_protections(trade.pair, trade.trade_direction)
         elif send_msg and not trade.open_order_id and not stoploss_order:
             # Enter fill
-            self._notify_enter(trade, order, fill=True, sub_trade=sub_trade)
+            self._notify_enter(trade, order, order.order_type, fill=True, sub_trade=sub_trade)
 
     def handle_protections(self, pair: str, side: LongShort) -> None:
         # Lock pair for one candle to prevent immediate rebuys

freqtrade/loggers/__init__.py

@@ -1,24 +1,11 @@
 import logging
-import sys
 from logging import Formatter
-from logging.handlers import BufferingHandler, RotatingFileHandler, SysLogHandler
+from logging.handlers import RotatingFileHandler, SysLogHandler
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
-
-
-class FTBufferingHandler(BufferingHandler):
-    def flush(self):
-        """
-        Override Flush behaviour - we keep half of the configured capacity
-        otherwise, we have moments with "empty" logs.
-        """
-        self.acquire()
-        try:
-            # Keep half of the records in buffer.
-            self.buffer = self.buffer[-int(self.capacity / 2):]
-        finally:
-            self.release()
+from freqtrade.loggers.buffering_handler import FTBufferingHandler
+from freqtrade.loggers.std_err_stream_handler import FTStdErrStreamHandler
 
 
 logger = logging.getLogger(__name__)
@@ -69,7 +56,7 @@ def setup_logging_pre() -> None:
     logging.basicConfig(
         level=logging.INFO,
         format=LOGFORMAT,
-        handlers=[logging.StreamHandler(sys.stderr), bufferHandler]
+        handlers=[FTStdErrStreamHandler(), bufferHandler]
     )
 
 

freqtrade/loggers/buffering_handler.py

@@ -0,0 +1,15 @@
+from logging.handlers import BufferingHandler
+
+
+class FTBufferingHandler(BufferingHandler):
+    def flush(self):
+        """
+        Override Flush behaviour - we keep half of the configured capacity
+        otherwise, we have moments with "empty" logs.
+        """
+        self.acquire()
+        try:
+            # Keep half of the records in buffer.
+            self.buffer = self.buffer[-int(self.capacity / 2):]
+        finally:
+            self.release()

freqtrade/loggers/std_err_stream_handler.py

@@ -0,0 +1,26 @@
+import sys
+from logging import Handler
+
+
+class FTStdErrStreamHandler(Handler):
+    def flush(self):
+        """
+        Override Flush behaviour - we keep half of the configured capacity
+        otherwise, we have moments with "empty" logs.
+        """
+        self.acquire()
+        try:
+            sys.stderr.flush()
+        finally:
+            self.release()
+
+    def emit(self, record):
+        try:
+            msg = self.format(record)
+            # Don't keep a reference to stderr - this can be problematic with progressbars.
+            sys.stderr.write(msg + '\n')
+            self.flush()
+        except RecursionError:
+            raise
+        except Exception:
+            self.handleError(record)

freqtrade/optimize/hyperopt.py

@@ -13,13 +13,13 @@ from math import ceil
 from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
 
-import progressbar
 import rapidjson
-from colorama import Fore, Style
 from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
 from joblib.externals import cloudpickle
 from pandas import DataFrame
+from rich.progress import (BarColumn, MofNCompleteColumn, Progress, TaskProgressColumn, TextColumn,
+                           TimeElapsedColumn, TimeRemainingColumn)
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN, Config
 from freqtrade.data.converter import trim_dataframes
@@ -44,8 +44,6 @@ with warnings.catch_warnings():
     from skopt import Optimizer
     from skopt.space import Dimension
 
-progressbar.streams.wrap_stderr()
-progressbar.streams.wrap_stdout()
 logger = logging.getLogger(__name__)
 
 
@@ -381,7 +379,8 @@ class Hyperopt:
 
         strat_stats = generate_strategy_stats(
             self.pairlist, self.backtesting.strategy.get_strategy_name(),
-            backtesting_results, min_date, max_date, market_change=self.market_change
+            backtesting_results, min_date, max_date, market_change=self.market_change,
+            is_hyperopt=True,
         )
         results_explanation = HyperoptTools.format_results_explanation_string(
             strat_stats, self.config['stake_currency'])
@@ -520,29 +519,6 @@ class Hyperopt:
         else:
             return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
 
-    def get_progressbar_widgets(self):
-        if self.print_colorized:
-            widgets = [
-                ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
-                ' (', progressbar.Percentage(), ')] ',
-                progressbar.Bar(marker=progressbar.AnimatedMarker(
-                    fill='\N{FULL BLOCK}',
-                    fill_wrap=Fore.GREEN + '{}' + Fore.RESET,
-                    marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL,
-                )),
-                ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
-            ]
-        else:
-            widgets = [
-                ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
-                ' (', progressbar.Percentage(), ')] ',
-                progressbar.Bar(marker=progressbar.AnimatedMarker(
-                    fill='\N{FULL BLOCK}',
-                )),
-                ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
-            ]
-        return widgets
-
     def evaluate_result(self, val: Dict[str, Any], current: int, is_random: bool):
         """
         Evaluate results returned from generate_optimizer
@@ -602,11 +578,19 @@ class Hyperopt:
                 logger.info(f'Effective number of parallel workers used: {jobs}')
 
                 # Define progressbar
-                widgets = self.get_progressbar_widgets()
-                with progressbar.ProgressBar(
-                    max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
-                    widgets=widgets
+                with Progress(
+                    TextColumn("[progress.description]{task.description}"),
+                    BarColumn(bar_width=None),
+                    MofNCompleteColumn(),
+                    TaskProgressColumn(),
+                    "•",
+                    TimeElapsedColumn(),
+                    "•",
+                    TimeRemainingColumn(),
+                    expand=True,
                 ) as pbar:
+                    task = pbar.add_task("Epochs", total=self.total_epochs)
+
                     start = 0
 
                     if self.analyze_per_epoch:
@@ -616,7 +600,7 @@ class Hyperopt:
                         f_val0 = self.generate_optimizer(asked[0])
                         self.opt.tell(asked, [f_val0['loss']])
                         self.evaluate_result(f_val0, 1, is_random[0])
-                        pbar.update(1)
+                        pbar.update(task, advance=1)
                         start += 1
 
                     evals = ceil((self.total_epochs - start) / jobs)
@@ -630,14 +614,12 @@ class Hyperopt:
                         f_val = self.run_optimizer_parallel(parallel, asked)
                         self.opt.tell(asked, [v['loss'] for v in f_val])
 
-                        # Calculate progressbar outputs
                         for j, val in enumerate(f_val):
                             # Use human-friendly indexes here (starting from 1)
                             current = i * jobs + j + 1 + start
 
                             self.evaluate_result(val, current, is_random[j])
-
-                            pbar.update(current)
+                            pbar.update(task, advance=1)
 
         except KeyboardInterrupt:
             print('User interrupted..')

freqtrade/optimize/hyperopt_tools.py

@@ -23,6 +23,8 @@ logger = logging.getLogger(__name__)
 
 NON_OPT_PARAM_APPENDIX = "  # value loaded from strategy"
 
+HYPER_PARAMS_FILE_FORMAT = rapidjson.NM_NATIVE | rapidjson.NM_NAN
+
 
 def hyperopt_serializer(x):
     if isinstance(x, np.integer):
@@ -76,9 +78,18 @@ class HyperoptTools():
         with filename.open('w') as f:
             rapidjson.dump(final_params, f, indent=2,
                            default=hyperopt_serializer,
-                           number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN
+                           number_mode=HYPER_PARAMS_FILE_FORMAT
                            )
 
+    @staticmethod
+    def load_params(filename: Path) -> Dict:
+        """
+        Load parameters from file
+        """
+        with filename.open('r') as f:
+            params = rapidjson.load(f, number_mode=HYPER_PARAMS_FILE_FORMAT)
+        return params
+
     @staticmethod
     def try_export_params(config: Config, strategy_name: str, params: Dict):
         if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
@@ -189,7 +200,7 @@ class HyperoptTools():
             for s in ['buy', 'sell', 'protection',
                       'roi', 'stoploss', 'trailing', 'max_open_trades']:
                 HyperoptTools._params_update_for_json(result_dict, params, non_optimized, s)
-            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
+            print(rapidjson.dumps(result_dict, default=str, number_mode=HYPER_PARAMS_FILE_FORMAT))
 
         else:
             HyperoptTools._params_pretty_print(params, 'buy', "Buy hyperspace params:",

freqtrade/optimize/optimize_reports.py

@@ -7,8 +7,8 @@ from typing import Any, Dict, List, Union
 from pandas import DataFrame, to_datetime
 from tabulate import tabulate
 
-from freqtrade.constants import (DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT,
-                                 Config, IntOrInf)
+from freqtrade.constants import (BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN,
+                                 UNLIMITED_STAKE_AMOUNT, Config, IntOrInf)
 from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_csum,
                                     calculate_expectancy, calculate_market_change,
                                     calculate_max_drawdown, calculate_sharpe, calculate_sortino)
@@ -273,7 +273,8 @@ def _get_resample_from_period(period: str) -> str:
     if period == 'day':
         return '1d'
     if period == 'week':
-        return '1w'
+        # Weekly defaulting to Monday.
+        return '1W-MON'
     if period == 'month':
         return '1M'
     raise ValueError(f"Period {period} is not supported.")
@@ -295,6 +296,7 @@ def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dic
         stats.append(
             {
                 'date': name.strftime('%d/%m/%Y'),
+                'date_ts': int(name.to_pydatetime().timestamp() * 1000),
                 'profit_abs': profit_abs,
                 'wins': wins,
                 'draws': draws,
@@ -304,6 +306,13 @@ def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dic
     return stats
 
 
+def generate_all_periodic_breakdown_stats(trade_list: List) -> Dict[str, List]:
+    result = {}
+    for period in BACKTEST_BREAKDOWNS:
+        result[period] = generate_periodic_breakdown_stats(trade_list, period)
+    return result
+
+
 def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     """ Generate overall trade statistics """
     if len(results) == 0:
@@ -380,7 +389,8 @@ def generate_strategy_stats(pairlist: List[str],
                             strategy: str,
                             content: Dict[str, Any],
                             min_date: datetime, max_date: datetime,
-                            market_change: float
+                            market_change: float,
+                            is_hyperopt: bool = False,
                             ) -> Dict[str, Any]:
     """
     :param pairlist: List of pairs to backtest
@@ -415,6 +425,11 @@ def generate_strategy_stats(pairlist: List[str],
 
     daily_stats = generate_daily_stats(results)
     trade_stats = generate_trading_stats(results)
+
+    periodic_breakdown = {}
+    if not is_hyperopt:
+        periodic_breakdown = {'periodic_breakdown': generate_all_periodic_breakdown_stats(results)}
+
     best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
                     key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
     worst_pair = min([pair for pair in pair_results if pair['key'] != 'TOTAL'],
@@ -433,7 +448,6 @@ def generate_strategy_stats(pairlist: List[str],
         'results_per_enter_tag': enter_tag_results,
         'exit_reason_summary': exit_reason_stats,
         'left_open_trades': left_open_results,
-        # 'days_breakdown_stats': days_breakdown_stats,
 
         'total_trades': len(results),
         'trade_count_long': len(results.loc[~results['is_short']]),
@@ -498,6 +512,7 @@ def generate_strategy_stats(pairlist: List[str],
         'exit_profit_only': config['exit_profit_only'],
         'exit_profit_offset': config['exit_profit_offset'],
         'ignore_roi_if_entry_signal': config['ignore_roi_if_entry_signal'],
+        **periodic_breakdown,
         **daily_stats,
         **trade_stats
     }
@@ -865,6 +880,11 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
     print(table)
 
+    table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
+    if isinstance(table, str) and len(table) > 0:
+        print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
+    print(table)
+
     if (results.get('results_per_enter_tag') is not None
             or results.get('results_per_buy_tag') is not None):
         # results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
@@ -884,14 +904,12 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))
     print(table)
 
-    table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
-    if isinstance(table, str) and len(table) > 0:
-        print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
-    print(table)
-
     for period in backtest_breakdown:
-        days_breakdown_stats = generate_periodic_breakdown_stats(
-            trade_list=results['trades'], period=period)
+        if period in results.get('periodic_breakdown', {}):
+            days_breakdown_stats = results['periodic_breakdown'][period]
+        else:
+            days_breakdown_stats = generate_periodic_breakdown_stats(
+                trade_list=results['trades'], period=period)
         table = text_table_periodic_breakdown(days_breakdown_stats=days_breakdown_stats,
                                               stake_currency=stake_currency, period=period)
         if isinstance(table, str) and len(table) > 0:
@@ -917,11 +935,11 @@ def show_backtest_results(config: Config, backtest_stats: Dict):
             strategy, results, stake_currency,
             config.get('backtest_breakdown', []))
 
-    if len(backtest_stats['strategy']) > 1:
+    if len(backtest_stats['strategy']) > 0:
         # Print Strategy summary table
 
         table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
-        print(f"{results['backtest_start']} -> {results['backtest_end']} |"
+        print(f"Backtested {results['backtest_start']} -> {results['backtest_end']} |"
               f" Max open trades : {results['max_open_trades']}")
         print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
         print(table)

freqtrade/persistence/__init__.py

@@ -1,5 +1,6 @@
 # flake8: noqa: F401
 
+from freqtrade.persistence.key_value_store import KeyStoreKeys, KeyValueStore
 from freqtrade.persistence.models import init_db
 from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.persistence.trade_model import LocalTrade, Order, Trade

freqtrade/persistence/key_value_store.py

@@ -0,0 +1,179 @@
+from datetime import datetime, timezone
+from enum import Enum
+from typing import ClassVar, Optional, Union
+
+from sqlalchemy import String
+from sqlalchemy.orm import Mapped, mapped_column
+
+from freqtrade.persistence.base import ModelBase, SessionType
+
+
+ValueTypes = Union[str, datetime, float, int]
+
+
+class ValueTypesEnum(str, Enum):
+    STRING = 'str'
+    DATETIME = 'datetime'
+    FLOAT = 'float'
+    INT = 'int'
+
+
+class KeyStoreKeys(str, Enum):
+    BOT_START_TIME = 'bot_start_time'
+    STARTUP_TIME = 'startup_time'
+
+
+class _KeyValueStoreModel(ModelBase):
+    """
+    Pair Locks database model.
+    """
+    __tablename__ = 'KeyValueStore'
+    session: ClassVar[SessionType]
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+
+    key: Mapped[KeyStoreKeys] = mapped_column(String(25), nullable=False, index=True)
+
+    value_type: Mapped[ValueTypesEnum] = mapped_column(String(20), nullable=False)
+
+    string_value: Mapped[Optional[str]]
+    datetime_value: Mapped[Optional[datetime]]
+    float_value: Mapped[Optional[float]]
+    int_value: Mapped[Optional[int]]
+
+
+class KeyValueStore():
+    """
+    Generic bot-wide, persistent key-value store
+    Can be used to store generic values, e.g. very first bot startup time.
+    Supports the types str, datetime, float and int.
+    """
+
+    @staticmethod
+    def store_value(key: KeyStoreKeys, value: ValueTypes) -> None:
+        """
+        Store the given value for the given key.
+        :param key: Key to store the value for - can be used in get-value to retrieve the key
+        :param value: Value to store - can be str, datetime, float or int
+        """
+        kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
+            _KeyValueStoreModel.key == key).first()
+        if kv is None:
+            kv = _KeyValueStoreModel(key=key)
+        if isinstance(value, str):
+            kv.value_type = ValueTypesEnum.STRING
+            kv.string_value = value
+        elif isinstance(value, datetime):
+            kv.value_type = ValueTypesEnum.DATETIME
+            kv.datetime_value = value
+        elif isinstance(value, float):
+            kv.value_type = ValueTypesEnum.FLOAT
+            kv.float_value = value
+        elif isinstance(value, int):
+            kv.value_type = ValueTypesEnum.INT
+            kv.int_value = value
+        else:
+            raise ValueError(f'Unknown value type {kv.value_type}')
+        _KeyValueStoreModel.session.add(kv)
+        _KeyValueStoreModel.session.commit()
+
+    @staticmethod
+    def delete_value(key: KeyStoreKeys) -> None:
+        """
+        Delete the value for the given key.
+        :param key: Key to delete the value for
+        """
+        kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
+            _KeyValueStoreModel.key == key).first()
+        if kv is not None:
+            _KeyValueStoreModel.session.delete(kv)
+            _KeyValueStoreModel.session.commit()
+
+    @staticmethod
+    def get_value(key: KeyStoreKeys) -> Optional[ValueTypes]:
+        """
+        Get the value for the given key.
+        :param key: Key to get the value for
+        """
+        kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
+            _KeyValueStoreModel.key == key).first()
+        if kv is None:
+            return None
+        if kv.value_type == ValueTypesEnum.STRING:
+            return kv.string_value
+        if kv.value_type == ValueTypesEnum.DATETIME and kv.datetime_value is not None:
+            return kv.datetime_value.replace(tzinfo=timezone.utc)
+        if kv.value_type == ValueTypesEnum.FLOAT:
+            return kv.float_value
+        if kv.value_type == ValueTypesEnum.INT:
+            return kv.int_value
+        # This should never happen unless someone messed with the database manually
+        raise ValueError(f'Unknown value type {kv.value_type}')  # pragma: no cover
+
+    @staticmethod
+    def get_string_value(key: KeyStoreKeys) -> Optional[str]:
+        """
+        Get the value for the given key.
+        :param key: Key to get the value for
+        """
+        kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
+            _KeyValueStoreModel.key == key,
+            _KeyValueStoreModel.value_type == ValueTypesEnum.STRING).first()
+        if kv is None:
+            return None
+        return kv.string_value
+
+    @staticmethod
+    def get_datetime_value(key: KeyStoreKeys) -> Optional[datetime]:
+        """
+        Get the value for the given key.
+        :param key: Key to get the value for
+        """
+        kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
+            _KeyValueStoreModel.key == key,
+            _KeyValueStoreModel.value_type == ValueTypesEnum.DATETIME).first()
+        if kv is None or kv.datetime_value is None:
+            return None
+        return kv.datetime_value.replace(tzinfo=timezone.utc)
+
+    @staticmethod
+    def get_float_value(key: KeyStoreKeys) -> Optional[float]:
+        """
+        Get the value for the given key.
+        :param key: Key to get the value for
+        """
+        kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
+            _KeyValueStoreModel.key == key,
+            _KeyValueStoreModel.value_type == ValueTypesEnum.FLOAT).first()
+        if kv is None:
+            return None
+        return kv.float_value
+
+    @staticmethod
+    def get_int_value(key: KeyStoreKeys) -> Optional[int]:
+        """
+        Get the value for the given key.
+        :param key: Key to get the value for
+        """
+        kv = _KeyValueStoreModel.session.query(_KeyValueStoreModel).filter(
+            _KeyValueStoreModel.key == key,
+            _KeyValueStoreModel.value_type == ValueTypesEnum.INT).first()
+        if kv is None:
+            return None
+        return kv.int_value
+
+
+def set_startup_time():
+    """
+    sets bot_start_time to the first trade open date - or "now" on new databases.
+    sets startup_time to "now"
+    """
+    st = KeyValueStore.get_value('bot_start_time')
+    if st is None:
+        from freqtrade.persistence import Trade
+        t = Trade.session.query(Trade).order_by(Trade.open_date.asc()).first()
+        if t is not None:
+            KeyValueStore.store_value('bot_start_time', t.open_date_utc)
+        else:
+            KeyValueStore.store_value('bot_start_time', datetime.now(timezone.utc))
+    KeyValueStore.store_value('startup_time', datetime.now(timezone.utc))

freqtrade/persistence/models.py

@@ -13,6 +13,7 @@ from sqlalchemy.pool import StaticPool
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.persistence.base import ModelBase
+from freqtrade.persistence.key_value_store import _KeyValueStoreModel
 from freqtrade.persistence.migrations import check_migrate
 from freqtrade.persistence.pairlock import PairLock
 from freqtrade.persistence.trade_model import Order, Trade
@@ -76,6 +77,7 @@ def init_db(db_url: str) -> None:
         bind=engine, autoflush=False), scopefunc=get_request_or_thread_id)
     Order.session = Trade.session
     PairLock.session = Trade.session
+    _KeyValueStoreModel.session = Trade.session
 
     previous_tables = inspect(engine).get_table_names()
     ModelBase.metadata.create_all(engine)

freqtrade/persistence/trade_model.py

@@ -9,13 +9,14 @@ from typing import Any, ClassVar, Dict, List, Optional, Sequence, cast
 
 from sqlalchemy import (Enum, Float, ForeignKey, Integer, ScalarResult, Select, String,
                         UniqueConstraint, desc, func, select)
-from sqlalchemy.orm import Mapped, lazyload, mapped_column, relationship
+from sqlalchemy.orm import Mapped, lazyload, mapped_column, relationship, validates
 
-from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
-                                 BuySell, LongShort)
+from freqtrade.constants import (CUSTOM_TAG_MAX_LENGTH, DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC,
+                                 NON_OPEN_EXCHANGE_STATES, BuySell, LongShort)
 from freqtrade.enums import ExitType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.exchange import amount_to_contract_precision, price_to_precision
+from freqtrade.exchange import (ROUND_DOWN, ROUND_UP, amount_to_contract_precision,
+                                price_to_precision)
 from freqtrade.leverage import interest
 from freqtrade.persistence.base import ModelBase, SessionType
 from freqtrade.util import FtPrecise
@@ -597,7 +598,8 @@ class LocalTrade():
         """
         Method used internally to set self.stop_loss.
         """
-        stop_loss_norm = price_to_precision(stop_loss, self.price_precision, self.precision_mode)
+        stop_loss_norm = price_to_precision(stop_loss, self.price_precision, self.precision_mode,
+                                            rounding_mode=ROUND_DOWN if self.is_short else ROUND_UP)
         if not self.stop_loss:
             self.initial_stop_loss = stop_loss_norm
         self.stop_loss = stop_loss_norm
@@ -628,7 +630,8 @@ class LocalTrade():
         if self.initial_stop_loss_pct is None or refresh:
             self.__set_stop_loss(new_loss, stoploss)
             self.initial_stop_loss = price_to_precision(
-                new_loss, self.price_precision, self.precision_mode)
+                new_loss, self.price_precision, self.precision_mode,
+                rounding_mode=ROUND_DOWN if self.is_short else ROUND_UP)
             self.initial_stop_loss_pct = -1 * abs(stoploss)
 
         # evaluate if the stop loss needs to be updated
@@ -692,21 +695,24 @@ class LocalTrade():
             else:
                 logger.warning(
                     f'Got different open_order_id {self.open_order_id} != {order.order_id}')
+
+        elif order.ft_order_side == 'stoploss' and order.status not in ('open', ):
+            self.stoploss_order_id = None
+            self.close_rate_requested = self.stop_loss
+            self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
+            if self.is_open:
+                logger.info(f'{order.order_type.upper()} is hit for {self}.')
+        else:
+            raise ValueError(f'Unknown order type: {order.order_type}')
+
+        if order.ft_order_side != self.entry_side:
             amount_tr = amount_to_contract_precision(self.amount, self.amount_precision,
                                                      self.precision_mode, self.contract_size)
             if isclose(order.safe_amount_after_fee, amount_tr, abs_tol=MATH_CLOSE_PREC):
                 self.close(order.safe_price)
             else:
                 self.recalc_trade_from_orders()
-        elif order.ft_order_side == 'stoploss' and order.status not in ('canceled', 'open'):
-            self.stoploss_order_id = None
-            self.close_rate_requested = self.stop_loss
-            self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
-            if self.is_open:
-                logger.info(f'{order.order_type.upper()} is hit for {self}.')
-            self.close(order.safe_price)
-        else:
-            raise ValueError(f'Unknown order type: {order.order_type}')
+
         Trade.commit()
 
     def close(self, rate: float, *, show_msg: bool = True) -> None:
@@ -1253,11 +1259,13 @@ class Trade(ModelBase, LocalTrade):
         Float(), nullable=True, default=0.0)  # type: ignore
     # Lowest price reached
     min_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
-    exit_reason: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
+    exit_reason: Mapped[Optional[str]] = mapped_column(
+        String(CUSTOM_TAG_MAX_LENGTH), nullable=True)  # type: ignore
     exit_order_status: Mapped[Optional[str]] = mapped_column(
         String(100), nullable=True)  # type: ignore
     strategy: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
-    enter_tag: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
+    enter_tag: Mapped[Optional[str]] = mapped_column(
+        String(CUSTOM_TAG_MAX_LENGTH), nullable=True)  # type: ignore
     timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)  # type: ignore
 
     trading_mode: Mapped[TradingMode] = mapped_column(
@@ -1287,6 +1295,13 @@ class Trade(ModelBase, LocalTrade):
         self.realized_profit = 0
         self.recalc_open_trade_value()
 
+    @validates('enter_tag', 'exit_reason')
+    def validate_string_len(self, key, value):
+        max_len = getattr(self.__class__, key).prop.columns[0].type.length
+        if value and len(value) > max_len:
+            return value[:max_len]
+        return value
+
     def delete(self) -> None:
 
         for order in self.orders:

freqtrade/plugins/pairlist/PrecisionFilter.py

@@ -6,6 +6,7 @@ from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import ROUND_UP
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -61,9 +62,10 @@ class PrecisionFilter(IPairList):
         stop_price = ticker['last'] * self._stoploss
 
         # Adjust stop-prices to precision
-        sp = self._exchange.price_to_precision(pair, stop_price)
+        sp = self._exchange.price_to_precision(pair, stop_price, rounding_mode=ROUND_UP)
 
-        stop_gap_price = self._exchange.price_to_precision(pair, stop_price * 0.99)
+        stop_gap_price = self._exchange.price_to_precision(pair, stop_price * 0.99,
+                                                           rounding_mode=ROUND_UP)
         logger.debug(f"{pair} - {sp} : {stop_gap_price}")
 
         if sp <= stop_gap_price:

freqtrade/plugins/pairlist/RemotePairList.py

@@ -143,6 +143,9 @@ class RemotePairList(IPairList):
 
         if self._init_done:
             pairlist = self._pair_cache.get('pairlist')
+            if pairlist == [None]:
+                # Valid but empty pairlist.
+                return []
         else:
             pairlist = []
 
@@ -181,7 +184,11 @@ class RemotePairList(IPairList):
         pairlist = self._whitelist_for_active_markets(pairlist)
         pairlist = pairlist[:self._number_pairs]
 
-        self._pair_cache['pairlist'] = pairlist.copy()
+        if pairlist:
+            self._pair_cache['pairlist'] = pairlist.copy()
+        else:
+            # If pairlist is empty, set a dummy value to avoid fetching again
+            self._pair_cache['pairlist'] = [None]
 
         if time_elapsed != 0.0:
             self.log_once(f'Pairlist Fetched in {time_elapsed} seconds.', logger.info)

freqtrade/rpc/api_server/api_schemas.py

@@ -108,6 +108,8 @@ class Profit(BaseModel):
     max_drawdown: float
     max_drawdown_abs: float
     trading_volume: Optional[float]
+    bot_start_timestamp: int
+    bot_start_date: str
 
 
 class SellReason(BaseModel):

freqtrade/rpc/api_server/api_v1.py

@@ -303,11 +303,11 @@ def get_strategy(strategy: str, config=Depends(get_config)):
 @router.get('/freqaimodels', response_model=FreqAIModelListResponse, tags=['freqai'])
 def list_freqaimodels(config=Depends(get_config)):
     from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
-    strategies = FreqaiModelResolver.search_all_objects(
+    models = FreqaiModelResolver.search_all_objects(
         config, False)
-    strategies = sorted(strategies, key=lambda x: x['name'])
+    models = sorted(models, key=lambda x: x['name'])
 
-    return {'freqaimodels': [x['name'] for x in strategies]}
+    return {'freqaimodels': [x['name'] for x in models]}
 
 
 @router.get('/available_pairs', response_model=AvailablePairs, tags=['candle data'])

freqtrade/rpc/api_server/uvicorn_threaded.py

@@ -55,7 +55,7 @@ class UvicornServer(uvicorn.Server):
 
     @contextlib.contextmanager
     def run_in_thread(self):
-        self.thread = threading.Thread(target=self.run)
+        self.thread = threading.Thread(target=self.run, name='FTUvicorn')
         self.thread.start()
         while not self.started:
             time.sleep(1e-3)

freqtrade/rpc/rpc.py

@@ -24,9 +24,10 @@ from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirecti
                              State, TradingMode)
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
+from freqtrade.exchange.types import Tickers
 from freqtrade.loggers import bufferHandler
 from freqtrade.misc import decimals_per_coin, shorten_date
-from freqtrade.persistence import Order, PairLocks, Trade
+from freqtrade.persistence import KeyStoreKeys, KeyValueStore, Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
@@ -543,6 +544,7 @@ class RPC:
         first_date = trades[0].open_date if trades else None
         last_date = trades[-1].open_date if trades else None
         num = float(len(durations) or 1)
+        bot_start = KeyValueStore.get_datetime_value(KeyStoreKeys.BOT_START_TIME)
         return {
             'profit_closed_coin': profit_closed_coin_sum,
             'profit_closed_percent_mean': round(profit_closed_ratio_mean * 100, 2),
@@ -576,17 +578,44 @@ class RPC:
             'max_drawdown': max_drawdown,
             'max_drawdown_abs': max_drawdown_abs,
             'trading_volume': trading_volume,
+            'bot_start_timestamp': int(bot_start.timestamp() * 1000) if bot_start else 0,
+            'bot_start_date': bot_start.strftime(DATETIME_PRINT_FORMAT) if bot_start else '',
         }
 
+    def __balance_get_est_stake(
+            self, coin: str, stake_currency: str, balance: Wallet, tickers) -> float:
+        est_stake = 0.0
+        if coin == stake_currency:
+            est_stake = balance.total
+            if self._config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+                # in Futures, "total" includes the locked stake, and therefore all positions
+                est_stake = balance.free
+        else:
+            try:
+                pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
+                rate: Optional[float] = tickers.get(pair, {}).get('last', None)
+                if rate:
+                    if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
+                        rate = 1.0 / rate
+                    est_stake = rate * balance.total
+            except (ExchangeError):
+                logger.warning(f"Could not get rate for pair {coin}.")
+                raise ValueError()
+
+        return est_stake
+
     def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
         """ Returns current account balance per crypto """
         currencies: List[Dict] = []
         total = 0.0
+        total_bot = 0.0
         try:
-            tickers = self._freqtrade.exchange.get_tickers(cached=True)
+            tickers: Tickers = self._freqtrade.exchange.get_tickers(cached=True)
         except (ExchangeError):
             raise RPCException('Error getting current tickers.')
 
+        open_trades: List[Trade] = Trade.get_open_trades()
+        open_assets = [t.base_currency for t in open_trades]
         self._freqtrade.wallets.update(require_update=False)
         starting_capital = self._freqtrade.wallets.get_starting_balance()
         starting_cap_fiat = self._fiat_converter.convert_amount(
@@ -596,26 +625,14 @@ class RPC:
         for coin, balance in self._freqtrade.wallets.get_all_balances().items():
             if not balance.total:
                 continue
+            try:
+                est_stake = self.__balance_get_est_stake(coin, stake_currency, balance, tickers)
+            except ValueError:
+                continue
 
-            est_stake: float = 0
-            if coin == stake_currency:
-                rate = 1.0
-                est_stake = balance.total
-                if self._config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
-                    # in Futures, "total" includes the locked stake, and therefore all positions
-                    est_stake = balance.free
-            else:
-                try:
-                    pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
-                    rate = tickers.get(pair, {}).get('last')
-                    if rate:
-                        if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
-                            rate = 1.0 / rate
-                        est_stake = rate * balance.total
-                except (ExchangeError):
-                    logger.warning(f" Could not get rate for pair {coin}.")
-                    continue
-            total = total + est_stake
+            total += est_stake
+            if coin == stake_currency or coin in open_assets:
+                total_bot += est_stake
             currencies.append({
                 'currency': coin,
                 'free': balance.free,
@@ -648,10 +665,12 @@ class RPC:
 
         value = self._fiat_converter.convert_amount(
             total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
+        value_bot = self._fiat_converter.convert_amount(
+            total_bot, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         trade_count = len(Trade.get_trades_proxy())
-        starting_capital_ratio = (total / starting_capital) - 1 if starting_capital else 0.0
-        starting_cap_fiat_ratio = (value / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
+        starting_capital_ratio = (total_bot / starting_capital) - 1 if starting_capital else 0.0
+        starting_cap_fiat_ratio = (value_bot / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
 
         return {
             'currencies': currencies,
@@ -1193,6 +1212,7 @@ class RPC:
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
         strategy = StrategyResolver.load_strategy(config)
         strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
+        strategy.ft_bot_start()
 
         df_analyzed = strategy.analyze_ticker(_data[pair], {'pair': pair})
 

freqtrade/rpc/rpc_types.py

@@ -52,7 +52,7 @@ class __RPCBuyMsgBase(RPCSendMsgBase):
     direction: str
     limit: float
     open_rate: float
-    order_type: Optional[str]  # TODO: why optional??
+    order_type: str
     stake_amount: float
     stake_currency: str
     fiat_currency: Optional[str]

freqtrade/rpc/telegram.py

@@ -66,10 +66,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
 
         chat_id = int(self._config['telegram']['chat_id'])
         if cchat_id != chat_id:
-            logger.info(
-                'Rejected unauthorized message from: %s',
-                update.message.chat_id
-            )
+            logger.info(f'Rejected unauthorized message from: {update.message.chat_id}')
             return wrapper
         # Rollback session to avoid getting data stored in a transaction.
         Trade.rollback()
@@ -819,7 +816,7 @@ class Telegram(RPCHandler):
         best_pair = stats['best_pair']
         best_pair_profit_ratio = stats['best_pair_profit_ratio']
         if stats['trade_count'] == 0:
-            markdown_msg = 'No trades yet.'
+            markdown_msg = f"No trades yet.\n*Bot started:* `{stats['bot_start_date']}`"
         else:
             # Message to display
             if stats['closed_trade_count'] > 0:
@@ -838,6 +835,7 @@ class Telegram(RPCHandler):
                 f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
                 f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
                 f"*Total Trade Count:* `{trade_count}`\n"
+                f"*Bot started:* `{stats['bot_start_date']}`\n"
                 f"*{'First Trade opened' if not timescale else 'Showing Profit since'}:* "
                 f"`{first_trade_date}`\n"
                 f"*Latest Trade opened:* `{latest_trade_date}`\n"
@@ -1420,7 +1418,7 @@ class Telegram(RPCHandler):
     def send_blacklist_msg(self, blacklist: Dict):
         errmsgs = []
         for pair, error in blacklist['errors'].items():
-            errmsgs.append(f"Error adding `{pair}` to blacklist: `{error['error_msg']}`")
+            errmsgs.append(f"Error: {error['error_msg']}")
         if errmsgs:
             self._send_msg('\n'.join(errmsgs))
 

freqtrade/strategy/hyper.py

@@ -8,7 +8,7 @@ from typing import Any, Dict, Iterator, List, Optional, Tuple, Type, Union
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
-from freqtrade.misc import deep_merge_dicts, json_load
+from freqtrade.misc import deep_merge_dicts
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.strategy.parameters import BaseParameter
 
@@ -124,8 +124,7 @@ class HyperStrategyMixin:
         if filename.is_file():
             logger.info(f"Loading parameters from file {filename}")
             try:
-                with filename.open('r') as f:
-                    params = json_load(f)
+                params = HyperoptTools.load_params(filename)
                 if params.get('strategy_name') != self.__class__.__name__:
                     raise OperationalException('Invalid parameter file provided.')
                 return params

freqtrade/strategy/interface.py

@@ -10,7 +10,7 @@ from typing import Dict, List, Optional, Tuple, Union
 import arrow
 from pandas import DataFrame
 
-from freqtrade.constants import Config, IntOrInf, ListPairsWithTimeframes
+from freqtrade.constants import CUSTOM_TAG_MAX_LENGTH, Config, IntOrInf, ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, RunMode,
                              SignalDirection, SignalTagType, SignalType, TradingMode)
@@ -27,7 +27,6 @@ from freqtrade.wallets import Wallets
 
 
 logger = logging.getLogger(__name__)
-CUSTOM_EXIT_MAX_LENGTH = 64
 
 
 class IStrategy(ABC, HyperStrategyMixin):
@@ -619,7 +618,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         return df
 
     def feature_engineering_expand_all(self, dataframe: DataFrame, period: int,
-                                       metadata: Dict, **kwargs):
+                                       metadata: Dict, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This function will automatically expand the defined features on the config defined
@@ -645,7 +644,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return dataframe
 
-    def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
+    def feature_engineering_expand_basic(
+            self, dataframe: DataFrame, metadata: Dict, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This function will automatically expand the defined features on the config defined
@@ -674,7 +674,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return dataframe
 
-    def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
+    def feature_engineering_standard(
+            self, dataframe: DataFrame, metadata: Dict, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         This optional function will be called once with the dataframe of the base timeframe.
@@ -698,7 +699,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return dataframe
 
-    def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
+    def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs) -> DataFrame:
         """
         *Only functional with FreqAI enabled strategies*
         Required function to set the targets for the model.
@@ -1118,11 +1119,11 @@ class IStrategy(ABC, HyperStrategyMixin):
                     exit_signal = ExitType.CUSTOM_EXIT
                     if isinstance(reason_cust, str):
                         custom_reason = reason_cust
-                        if len(reason_cust) > CUSTOM_EXIT_MAX_LENGTH:
+                        if len(reason_cust) > CUSTOM_TAG_MAX_LENGTH:
                             logger.warning(f'Custom exit reason returned from '
                                            f'custom_exit is too long and was trimmed'
-                                           f'to {CUSTOM_EXIT_MAX_LENGTH} characters.')
-                            custom_reason = reason_cust[:CUSTOM_EXIT_MAX_LENGTH]
+                                           f'to {CUSTOM_TAG_MAX_LENGTH} characters.')
+                            custom_reason = reason_cust[:CUSTOM_TAG_MAX_LENGTH]
                     else:
                         custom_reason = ''
             if (