Merge pull request #12452 from freqtrade/new_release

New release 2025.10

.github/dependabot.yml

@@ -1,6 +1,8 @@
 version: 2
 updates:
 - package-ecosystem: docker
+  cooldown:
+    default-days: 4
   directories:
     - "/"
     - "/docker"
@@ -11,8 +13,20 @@ updates:
     update-types: ["version-update:semver-major"]
   open-pull-requests-limit: 10
 
+- package-ecosystem: devcontainers
+  directory: "/"
+  cooldown:
+    default-days: 4
+  schedule:
+    interval: daily
+  open-pull-requests-limit: 10
+
 - package-ecosystem: pip
   directory: "/"
+  cooldown:
+    default-days: 4
+    exclude:
+      - ccxt
   schedule:
     interval: weekly
     time: "03:00"
@@ -36,6 +50,8 @@ updates:
 
 - package-ecosystem: "github-actions"
   directory: "/"
+  cooldown:
+    default-days: 4
   schedule:
     interval: "weekly"
   open-pull-requests-limit: 10

.github/workflows/ci.yml

@@ -38,7 +38,7 @@ jobs:
         python-version: ${{ matrix.python-version }}
 
     - name: Install uv
-      uses: astral-sh/setup-uv@b75a909f75acd358c2196fb9a5f1299a9a8868a4 # v6.7.0
+      uses: astral-sh/setup-uv@3259c6206f993105e3a61b142c2d97bf4b9ef83d # v7.1.0
       with:
         activate-environment: true
         enable-cache: true
@@ -248,7 +248,7 @@ jobs:
         python-version: "3.12"
 
     - name: Install uv
-      uses: astral-sh/setup-uv@b75a909f75acd358c2196fb9a5f1299a9a8868a4 # v6.7.0
+      uses: astral-sh/setup-uv@3259c6206f993105e3a61b142c2d97bf4b9ef83d # v7.1.0
       with:
         activate-environment: true
         enable-cache: true
@@ -265,7 +265,7 @@ jobs:
 
     - name: Tests incl. ccxt compatibility tests
       env:
-        CI_WEB_PROXY: http://152.67.78.211:13128
+        CI_WEB_PROXY: http://152.67.66.8:13128
       run: |
         pytest --random-order --longrun --durations 20 -n auto
 

.github/workflows/devcontainer-build.yml

@@ -28,7 +28,7 @@ jobs:
       with:
         persist-credentials: false
     - name: Login to GitHub Container Registry
-      uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
+      uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
       with:
         registry: ghcr.io
         username: ${{ github.actor }}

.github/workflows/docker-build.yml

@@ -42,7 +42,7 @@ jobs:
       uses: ./.github/actions/docker-tags
 
     - name: Login to Docker Hub
-      uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
+      uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
       with:
         username: ${{ secrets.DOCKER_USERNAME }}
         password: ${{ secrets.DOCKER_PASSWORD }}
@@ -161,13 +161,13 @@ jobs:
       uses: ./.github/actions/docker-tags
 
     - name: Login to Docker Hub
-      uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
+      uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
       with:
         username: ${{ secrets.DOCKER_USERNAME }}
         password: ${{ secrets.DOCKER_PASSWORD }}
 
     - name: Login to github
-      uses: docker/login-action@184bdaa0721073962dff0199f1fb9940f07167d1 # v3.5.0
+      uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
       with:
         registry: ghcr.io
         username: ${{ github.actor }}

.github/workflows/docker-update-readme.yml

@@ -16,7 +16,7 @@ jobs:
         persist-credentials: false
 
     - name: Docker Hub Description
-      uses: peter-evans/dockerhub-description@432a30c9e07499fd01da9f8a49f0faf9e0ca5b77 # v4.0.2
+      uses: peter-evans/dockerhub-description@1b9a80c056b620d92cedb9d9b5a223409c68ddfa # v5.0.0
       with:
         username: ${{ secrets.DOCKER_USERNAME }}
         password: ${{ secrets.DOCKER_PASSWORD }}

.github/workflows/zizmor.yml

@@ -21,7 +21,7 @@ jobs:
       # actions: read # only needed for private repos
     steps:
       - name: Checkout repository
-        uses: actions/checkout@ff7abcd0c3c05ccf6adc123a8cd1fd4fb30fb493 # v4.2.2
+        uses: actions/checkout@08c6903cd8c0fde910a37f88322edcfb5dd907a8 # v5.0.0
         with:
           persist-credentials: false
 

.pre-commit-config.yaml

@@ -26,17 +26,17 @@ repos:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==6.2.0.20250827
+          - types-cachetools==6.2.0.20251022
           - types-filelock==3.2.7
           - types-requests==2.32.4.20250913
           - types-tabulate==0.9.0.20241207
-          - types-python-dateutil==2.9.0.20250822
-          - scipy-stubs==1.16.2.0
-          - SQLAlchemy==2.0.43
+          - types-python-dateutil==2.9.0.20251008
+          - scipy-stubs==1.16.2.4
+          - SQLAlchemy==2.0.44
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort
-    rev: "6.0.1"
+    rev: "7.0.0"
     hooks:
       - id: isort
         name: isort (python)
@@ -44,7 +44,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.13.1'
+    rev: 'v0.14.2'
     hooks:
       - id: ruff
       - id: ruff-format
@@ -70,7 +70,7 @@ repos:
             )$
 
   - repo: https://github.com/stefmolin/exif-stripper
-    rev: 1.1.0
+    rev: 1.2.0
     hooks:
       - id: strip-exif
 
@@ -83,6 +83,6 @@ repos:
 
   # Ensure github actions remain safe
   - repo: https://github.com/woodruffw/zizmor-pre-commit
-    rev: v1.13.0
+    rev: v1.16.0
     hooks:
     - id: zizmor

CONTRIBUTING.md

@@ -127,7 +127,7 @@ Exceptions:
 
 Contributors may be given commit privileges. Preference will be given to those with:
 
-1. Past contributions to Freqtrade and other related open-source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Both quantity and quality are considered.
+1. Past contributions to Freqtrade and other related open source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Both quantity and quality are considered.
 1. A coding style that the other core committers find simple, minimal, and clean.
 1. Access to resources for cross-platform development and testing.
 1. Time to devote to the project regularly.

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.13.7-slim-bookworm AS base
+FROM python:3.13.8-slim-bookworm AS base
 
 # Setup env
 ENV LANG=C.UTF-8

README.md

@@ -27,8 +27,9 @@ hesitate to read the source code and understand the mechanism of this bot.
 Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
 - [X] [Binance](https://www.binance.com/)
-- [X] [Bitmart](https://bitmart.com/)
 - [X] [BingX](https://bingx.com/invite/0EM9RX)
+- [X] [Bitget](https://www.bitget.com/)
+- [X] [Bitmart](https://bitmart.com/)
 - [X] [Bybit](https://bybit.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [HTX](https://www.htx.com/)
@@ -41,6 +42,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 ### Supported Futures Exchanges (experimental)
 
 - [X] [Binance](https://www.binance.com/)
+- [X] [Bitget](https://www.bitget.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
 - [X] [OKX](https://okx.com/)

build_helpers/schema.json

@@ -268,7 +268,8 @@
           "day",
           "week",
           "month",
-          "year"
+          "year",
+          "weekday"
         ]
       }
     },
@@ -1461,6 +1462,11 @@
           "type": "boolean",
           "default": false
         },
+        "override_exchange_check": {
+          "description": "Override the exchange check to force FreqAI to use exchanges that may not have enough historic data. Turn this to True if you know your FreqAI model and strategy do not require historical data.",
+          "type": "boolean",
+          "default": false
+        },
         "feature_parameters": {
           "description": "The parameters used to engineer the feature set",
           "type": "object",

docs/advanced-setup.md

@@ -134,10 +134,10 @@ The following systems have been tested and are known to work with freqtrade:
 ### PostgreSQL
 
 Installation:
-`pip install psycopg2-binary`
+`pip install "psycopg[binary]"`
 
 Usage:
-`... --db-url postgresql+psycopg2://<username>:<password>@localhost:5432/<database>`
+`... --db-url postgresql+psycopg://<username>:<password>@localhost:5432/<database>`
 
 Freqtrade will automatically create the tables necessary upon startup.
 

docs/commands/backtesting-show.md

@@ -4,7 +4,7 @@ usage: freqtrade backtesting-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
                                   [--backtest-filename PATH]
                                   [--backtest-directory PATH]
                                   [--show-pair-list]
-                                  [--breakdown {day,week,month,year} [{day,week,month,year} ...]]
+                                  [--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]]
 
 options:
   -h, --help            show this help message and exit
@@ -18,9 +18,9 @@ options:
                         Directory to use for backtest results. Example:
                         `--export-directory=user_data/backtest_results/`.
   --show-pair-list      Show backtesting pairlist sorted by profit.
-  --breakdown {day,week,month,year} [{day,week,month,year} ...]
+  --breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]
                         Show backtesting breakdown per [day, week, month,
-                        year].
+                        year, weekday].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

docs/commands/backtesting.md

@@ -17,7 +17,7 @@ usage: freqtrade backtesting [-h] [-v] [--no-color] [--logfile FILE] [-V]
                              [--export {none,trades,signals}]
                              [--backtest-filename PATH]
                              [--backtest-directory PATH]
-                             [--breakdown {day,week,month,year} [{day,week,month,year} ...]]
+                             [--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]]
                              [--cache {none,day,week,month}]
                              [--freqai-backtest-live-models] [--notes TEXT]
 
@@ -77,9 +77,9 @@ options:
   --backtest-directory PATH, --export-directory PATH
                         Directory to use for backtest results. Example:
                         `--export-directory=user_data/backtest_results/`.
-  --breakdown {day,week,month,year} [{day,week,month,year} ...]
+  --breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]
                         Show backtesting breakdown per [day, week, month,
-                        year].
+                        year, weekday].
   --cache {none,day,week,month}
                         Load a cached backtest result no older than specified
                         age (default: day).

docs/commands/hyperopt-show.md

@@ -4,7 +4,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--no-color] [--logfile FILE] [-V]
                                [--profitable] [-n INT] [--print-json]
                                [--hyperopt-filename FILENAME] [--no-header]
                                [--disable-param-export]
-                               [--breakdown {day,week,month,year} [{day,week,month,year} ...]]
+                               [--breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]]
 
 options:
   -h, --help            show this help message and exit
@@ -18,9 +18,9 @@ options:
   --no-header           Do not print epoch details header.
   --disable-param-export
                         Disable automatic hyperopt parameter export.
-  --breakdown {day,week,month,year} [{day,week,month,year} ...]
+  --breakdown {day,week,month,year,weekday} [{day,week,month,year,weekday} ...]
                         Show backtesting breakdown per [day, week, month,
-                        year].
+                        year, weekday].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

docs/configuration.md

@@ -571,9 +571,7 @@ Commonly used time in force are:
 
 **GTC (Good Till Canceled):**
 
-This is most of the time the default time in force. It means the order will remain
-on exchange till it is cancelled by the user. It can be fully or partially fulfilled.
-If partially fulfilled, the remaining will stay on the exchange till cancelled.
+This is most of the time the default time in force. It means the order will remain on exchange till it is cancelled by the user. It can be fully or partially fulfilled. If partially fulfilled, the remaining will stay on the exchange till cancelled.
 
 **FOK (Fill Or Kill):**
 
@@ -581,8 +579,9 @@ It means if the order is not executed immediately AND fully then it is cancelled
 
 **IOC (Immediate Or Canceled):**
 
-It is the same as FOK (above) except it can be partially fulfilled. The remaining part
-is automatically cancelled by the exchange.
+It is the same as FOK (above) except it can be partially fulfilled. The remaining part is automatically cancelled by the exchange.
+
+Not necessarily recommended, as this can lead to partial fills below the minimum trade size.
 
 **PO (Post only):**
 

docs/exchanges.md

@@ -298,7 +298,14 @@ Without these permissions, the bot will not start correctly and show errors like
 
 Bybit supports [time_in_force](configuration.md#understand-order_time_in_force) with settings "GTC" (good till cancelled), "FOK" (full-or-cancel), "IOC" (immediate-or-cancel) and "PO" (Post only) settings.
 
-Futures trading on bybit is currently supported for isolated futures mode.
+!!! Warning "Unified accounts"
+    Freqtrade assumes accounts to be dedicated to the bot.
+    We therefore recommend the usage of one subaccount per bot. This is especially important when using unified accounts.  
+    Other configurations (multiple bots on one account, manual non-bot trades on the bot account) are not supported and may lead to unexpected behavior.
+
+### Bybit Futures
+
+Futures trading on bybit is supported for isolated futures mode.
 
 On startup, freqtrade will set the position mode to "One-way Mode" for the whole (sub)account. This avoids making this call over and over again (slowing down bot operations), but means that manual changes to this setting may result in exceptions and errors.
 
@@ -312,10 +319,6 @@ API Keys for live futures trading must have the following permissions:
 
 We do strongly recommend to limit all API keys to the IP you're going to use it from.
 
-!!! Warning "Unified accounts"
-    Freqtrade assumes accounts to be dedicated to the bot.
-    We therefore recommend the usage of one subaccount per bot. This is especially important when using unified accounts.  
-    Other configurations (multiple bots on one account, manual non-bot trades on the bot account) are not supported and may lead to unexpected behavior.
 
 ## Bitmart
 
@@ -355,6 +358,12 @@ Bitget supports [time_in_force](configuration.md#understand-order_time_in_force)
     Bitget supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
     You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
 
+### Bitget Futures
+
+Futures trading on bitget is supported for isolated futures mode.
+
+On startup, freqtrade will set the position mode to "One-way Mode" for the whole (sub)account. This avoids making this call over and over again (slowing down bot operations), but means that manual changes to this setting may result in exceptions and errors.
+
 ## Hyperliquid
 
 !!! Tip "Stoploss on Exchange"
@@ -478,3 +487,5 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
 
 !!! Warning
     Please make sure to fully understand the impacts of these settings before modifying them.
+    Using `_ft_has_params` overrides may lead to unexpected behavior, and may even break your bot. 
+    We will not be able to provide support for issues caused by custom settings in `_ft_has_params`.

docs/freqai-parameter-table.md

@@ -79,7 +79,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentation. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website) <br> **Datatype:** string.
 | `policy_type` | One of the available policy types from stable_baselines3 <br> **Datatype:** string.
 | `max_training_drawdown_pct` | The maximum drawdown that the agent is allowed to experience during training. <br> **Datatype:** float. <br> Default: 0.8
-| `cpu_count` | Number of threads/cpus to dedicate to the Reinforcement Learning training process (depending on if `ReinforcementLearning_multiproc` is selected or not). Recommended to leave this untouched, by default, this value is set to the total number of physical cores minus 1. <br> **Datatype:** int. 
+| `cpu_count` | Number of threads/cpus to dedicate to the Reinforcement Learning training process (depending on if `ReinforcementLearner_multiproc` is selected or not). Recommended to leave this untouched, by default, this value is set to the total number of physical cores minus 1. <br> **Datatype:** int.
 | `model_reward_parameters` | Parameters used inside the customizable `calculate_reward()` function in `ReinforcementLearner.py` <br> **Datatype:** int.
 | `add_state_info` | Tell FreqAI to include state information in the feature set for training and inferencing. The current state variables include trade duration, current profit, trade position. This is only available in dry/live runs, and is automatically switched to false for backtesting. <br> **Datatype:** bool. <br> Default: `False`.
 | `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.

docs/freqai.md

@@ -7,7 +7,7 @@
 FreqAI is a software designed to automate a variety of tasks associated with training a predictive machine learning model to generate market forecasts given a set of input signals. In general, FreqAI aims to be a sandbox for easily deploying robust machine learning libraries on real-time data ([details](#freqai-position-in-open-source-machine-learning-landscape)).
 
 !!! Note
-    FreqAI is, and always will be, a not-for-profit, open-source project. FreqAI does *not* have a crypto token, FreqAI does *not* sell signals, and FreqAI does not have a domain besides the present [freqtrade documentation](https://www.freqtrade.io/en/latest/freqai/).
+    FreqAI is, and always will be, a not-for-profit, open source project. FreqAI does *not* have a crypto token, FreqAI does *not* sell signals, and FreqAI does not have a domain besides the present [freqtrade documentation](https://www.freqtrade.io/en/latest/freqai/).
 
 Features include:
 
@@ -81,9 +81,9 @@ If you are using docker, a dedicated tag with FreqAI dependencies is available a
 !!! note "docker-compose-freqai.yml"
     We do provide an explicit docker-compose file for this in `docker/docker-compose-freqai.yml` - which can be used via `docker compose -f docker/docker-compose-freqai.yml run ...` - or can be copied to replace the original docker file. This docker-compose file also contains a (disabled) section to enable GPU resources within docker containers. This obviously assumes the system has GPU resources available.
 
-### FreqAI position in open-source machine learning landscape
+### FreqAI position in open source machine learning landscape
 
-Forecasting chaotic time-series based systems, such as equity/cryptocurrency markets, requires a broad set of tools geared toward testing a wide range of hypotheses. Fortunately, a recent maturation of robust machine learning libraries (e.g. `scikit-learn`) has opened up a wide range of research possibilities. Scientists from a diverse range of fields can now easily prototype their studies on an abundance of established machine learning algorithms. Similarly, these user-friendly libraries enable "citizen scientists" to use their basic Python skills for data exploration. However, leveraging these machine learning libraries on historical and live chaotic data sources can be logistically difficult and expensive. Additionally, robust data collection, storage, and handling presents a disparate challenge. [`FreqAI`](#freqai) aims to provide a generalized and extensible open-sourced framework geared toward live deployments of adaptive modeling for market forecasting. The `FreqAI` framework is effectively a sandbox for the rich world of open-source machine learning libraries. Inside the `FreqAI` sandbox, users find they can combine a wide variety of third-party libraries to test creative hypotheses on a free live 24/7 chaotic data source - cryptocurrency exchange data. 
+Forecasting chaotic time-series based systems, such as equity/cryptocurrency markets, requires a broad set of tools geared toward testing a wide range of hypotheses. Fortunately, a recent maturation of robust machine learning libraries (e.g. `scikit-learn`) has opened up a wide range of research possibilities. Scientists from a diverse range of fields can now easily prototype their studies on an abundance of established machine learning algorithms. Similarly, these user-friendly libraries enable "citizen scientists" to use their basic Python skills for data exploration. However, leveraging these machine learning libraries on historical and live chaotic data sources can be logistically difficult and expensive. Additionally, robust data collection, storage, and handling presents a disparate challenge. [`FreqAI`](#freqai) aims to provide a generalized and extensible open-sourced framework geared toward live deployments of adaptive modeling for market forecasting. The `FreqAI` framework is effectively a sandbox for the rich world of open source machine learning libraries. Inside the `FreqAI` sandbox, users find they can combine a wide variety of third-party libraries to test creative hypotheses on a free live 24/7 chaotic data source - cryptocurrency exchange data. 
 
 ### Citing FreqAI
 

docs/includes/exchange-features.md

@@ -5,13 +5,15 @@
 | [Binance](exchanges.md#binance) | futures | isolated, cross | market, limit |
 | [Bingx](exchanges.md#bingx) | spot | | market, limit |
 | [Bitmart](exchanges.md#bitmart) | spot | | ❌ (not supported) |
+| [Bitget](exchanges.md#bitget) | spot | | market, limit |
+| [Bitget](exchanges.md#bitget) | futures | isolated | market, limit |
 | [Bybit](exchanges.md#bybit) | spot | | ❌ (not supported) |
 | [Bybit](exchanges.md#bybit) | futures | isolated | market, limit |
 | [Gate.io](exchanges.md#gateio) | spot | | limit |
 | [Gate.io](exchanges.md#gateio) | futures | isolated | limit |
 | [HTX](exchanges.md#htx) | spot | | limit |
 | [Hyperliquid](exchanges.md#hyperliquid) | spot | | ❌ (not supported) |
-| [Hyperliquid](exchanges.md#hyperliquid) | futures | isolated | limit |
+| [Hyperliquid](exchanges.md#hyperliquid) | futures | isolated, cross | limit |
 | [Kraken](exchanges.md#kraken) | spot | | market, limit |
 | [OKX](exchanges.md#okx) | spot | | limit |
 | [OKX](exchanges.md#okx) | futures | isolated | limit |

docs/index.md

@@ -39,6 +39,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [BingX](https://bingx.com/invite/0EM9RX)
+- [X] [Bitget](https://www.bitget.com/)
 - [X] [Bitmart](https://bitmart.com/)
 - [X] [Bybit](https://bybit.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
@@ -52,6 +53,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 ### Supported Futures Exchanges (experimental)
 
 - [X] [Binance](https://www.binance.com/)
+- [X] [Bitget](https://www.bitget.com/)
 - [X] [Bybit](https://bybit.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)

docs/installation.md

@@ -24,7 +24,7 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito
     The `stable` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
 
 !!! Note
-    Python3.11 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
+    Either [uv](https://docs.astral.sh/uv/), or Python3.11 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
     Also, python headers (`python<yourversion>-dev` / `python<yourversion>-devel`) must be available for the installation to complete successfully.
 
 !!! Warning "Up-to-date clock"

docs/leverage.md

@@ -17,7 +17,7 @@ If you already have an existing strategy, please read the [strategy migration gu
 
 ## Shorting
 
-Shorting is not possible when trading with [`trading_mode`](#leverage-trading-modes) set to `spot`. To short trade, `trading_mode` must be set to `margin`(currently unavailable) or [`futures`](#futures), with [`margin_mode`](#margin-mode) set to `cross`(currently unavailable) or [`isolated`](#isolated-margin-mode)
+Shorting is not possible when trading with [`trading_mode`](#leverage-trading-modes) set to `spot`. To short trade, `trading_mode` must be set to `margin`(currently unavailable) or [`futures`](#futures), with [`margin_mode`](#margin-mode) set to [`cross`](#cross-margin-mode) or [`isolated`](#isolated-margin-mode)
 
 For a strategy to short, the strategy class must set the class variable `can_short = True`
 
@@ -72,7 +72,7 @@ A futures pair will therefore have the naming of `base/quote:settle` (e.g. `ETH/
 On top of `trading_mode` - you will also have to configure your `margin_mode`.
 While freqtrade currently only supports one margin mode, this will change, and by configuring it now you're all set for future updates.
 
-The possible values are: `isolated`, or `cross`(*currently unavailable*).
+The possible values are: `isolated`, or `cross`.
 
 #### Isolated margin mode
 
@@ -92,6 +92,11 @@ One account is used to share collateral between markets (trading pairs). Margin
 
 Please read the [exchange specific notes](exchanges.md) for exchanges that support this mode and how they differ.
 
+!!! Warning "Increased risk of liquidation"
+    Cross margin mode increases the risk of full account liquidation, as all trades share the same collateral.
+    A loss on one trade can affect the liquidation price of other trades.  
+    Also, cross-position influence may not be fully simulated in dry-run or backtesting mode.
+
 ## Set leverage to use
 
 Different strategies and risk profiles will require different levels of leverage.

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.9
 mkdocs==1.6.1
-mkdocs-material==9.6.20
+mkdocs-material==9.6.22
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.16.1
 jinja2==3.1.6

docs/strategy-callbacks.md

@@ -1253,9 +1253,13 @@ The plot annotations callback is called whenever freqUI requests data to display
 This callback has no meaning in the trade cycle context and is only used for charting purposes.
 
 The strategy can then return a list of `AnnotationType` objects to be displayed on the chart.
-Depending on the content returned - the chart can display horizontal areas, vertical areas, or boxes.
+Depending on the content returned - the chart can display horizontal areas, vertical areas, boxes or lines.
 
-The full object looks like this:
+### Annotation types
+
+Currently two types of annotations are supported, `area` and `line`.
+
+#### Area
 
 ``` json
 {
@@ -1270,6 +1274,24 @@ The full object looks like this:
 }
 ```
 
+#### Line
+
+``` json
+{
+    "type": "line", // Type of the annotation, currently only "line" is supported
+    "start": "2024-01-01 15:00:00", // Start date of the line
+    "end": "2024-01-01 16:00:00",  // End date of the line
+    "y_start": 94000.2,  // Price / y axis value
+    "y_end": 98000, // Price / y axis value
+    "color": "",
+    "z_level": 5, // z-level, higher values are drawn on top of lower values. Positions relative to the Chart elements need to be set in freqUI.
+    "label": "some label",
+    "width": 2, // Optional, line width in pixels. Defaults to 1
+    "line_style": "dashed", // Optional, can be "solid", "dashed" or "dotted". Defaults to "solid"
+
+}
+```
+
 The below example will mark the chart with areas for the hours 8 and 15, with a grey color, highlighting the market open and close hours.
 This is obviously a very basic example.
 
@@ -1337,7 +1359,7 @@ Entries will be validated, and won't be passed to the UI if they don't correspon
             while start_dt < end_date:
                 start_dt += timedelta(hours=1)
                 if (start_dt.hour % 4) == 0:
-                    mark_areas.append(
+                    annotations.append(
                         {
                             "type": "area",
                             "label": "4h",
@@ -1348,7 +1370,7 @@ Entries will be validated, and won't be passed to the UI if they don't correspon
                     )
                 elif (start_dt.hour % 2) == 0:
                 price = dataframe.loc[dataframe["date"] == start_dt, ["close"]].mean()
-                    mark_areas.append(
+                    annotations.append(
                         {
                             "type": "area",
                             "label": "2h",

docs/trade-object.md

@@ -14,11 +14,20 @@ The following attributes / properties are available for each individual trade -
 |  Attribute | DataType | Description |
 |------------|-------------|-------------|
 | `pair` | string | Pair of this trade. |
+| `safe_base_currency` | string | Compatibility layer for base currency . |
+| `safe_quote_currency` | string | Compatibility layer for quote currency. |
 | `is_open` | boolean | Is the trade currently open, or has it been concluded. |
+| `exchange` | string | Exchange where this trade was executed. |
 | `open_rate` | float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments). |
+| `open_rate_requested` | float | The rate that was requested when the trade was opened. |
+| `open_trade_value` | float | Value of the open trade including fees. |
 | `close_rate` | float | Close rate - only set when is_open = False. |
+| `close_rate_requested` | float | The close rate that was requested. |
+| `safe_close_rate` | float | Close rate or `close_rate_requested` or 0.0 if neither is available. Only makes sense once the trade is closed. |
 | `stake_amount` | float | Amount in Stake (or Quote) currency. |
+| `max_stake_amount` | float | Maximum stake amount that was used in this trade (sum of all filled Entry orders). |
 | `amount` | float | Amount in Asset / Base currency that is currently owned. Will be 0.0 until the initial order fills. |
+| `amount_requested` | float | Amount that was originally requested for this trade as part of the first entry order. |
 | `open_date` | datetime | Timestamp when trade was opened **use `open_date_utc` instead** |
 | `open_date_utc` | datetime | Timestamp when trade was opened - in UTC. |
 | `close_date` | datetime | Timestamp when trade was closed **use `close_date_utc` instead** |
@@ -28,15 +37,47 @@ The following attributes / properties are available for each individual trade -
 | `realized_profit` | float | Absolute already realized profit (in stake currency) while the trade is still open. |
 | `leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets. |
 | `enter_tag` | string | Tag provided on entry via the `enter_tag` column in the dataframe. |
+| `exit_reason` | string | Reason why the trade was exited. |
+| `exit_order_status` | string | Status of the exit order. |
+| `strategy` | string | Strategy name that was used for this trade. |
+| `timeframe` | int | Timeframe used for this trade. |
 | `is_short` | boolean | True for short trades, False otherwise. |
 | `orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders). |
 | `date_last_filled_utc` | datetime | Time of the last filled order. |
+| `date_entry_fill_utc` | datetime | Date of the first filled entry order. |
 | `entry_side` | "buy" / "sell" | Order Side the trade was entered. |
 | `exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction. |
 | `trade_direction` | "long" / "short" | Trade direction in text - long or short. |
+| `max_rate` | float | Highest price reached during this trade. Not 100% accurate. |
+| `min_rate` | float | Lowest price reached during this trade. Not 100% accurate. |
 | `nr_of_successful_entries` | int | Number of successful (filled) entry orders. |
 | `nr_of_successful_exits` | int | Number of successful (filled) exit orders. |
+| `has_open_position` | boolean | True if there is an open position (amount > 0) for this trade. Only false while the initial entry order is unfilled. |
 | `has_open_orders` | boolean | Has the trade open orders (excluding stoploss orders). |
+| `has_open_sl_orders` | boolean | True if there are open stoploss orders for this trade. |
+| `open_orders` | Order[] | All open orders for this trade excluding stoploss orders. |
+| `open_sl_orders` | Order[] | All open stoploss orders for this trade. |
+| `fully_canceled_entry_order_count` | int | Number of fully canceled entry orders. |
+| `canceled_exit_order_count` | int | Number of canceled exit orders. |
+
+### Stop Loss related attributes
+
+|  Attribute | DataType | Description |
+|------------|-------------|-------------|
+| `stop_loss` | float | Absolute value of the stop loss. |
+| `stop_loss_pct` | float | Relative value of the stop loss. |
+| `initial_stop_loss` | float | Absolute value of the initial stop loss. |
+| `initial_stop_loss_pct` | float | Relative value of the initial stop loss. |
+| `stoploss_last_update_utc` | datetime | Timestamp of the last stoploss on exchange order update. |
+| `stoploss_or_liquidation` | float | Returns the more restrictive of stoploss or liquidation price and corresponds to the price a stoploss would trigger at. |
+
+### Futures/Margin trading attributes
+
+|  Attribute | DataType | Description |
+|------------|-------------|-------------|
+| `liquidation_price` | float | Liquidation price for leveraged trades. |
+| `interest_rate` | float | Interest rate for margin trades. |
+| `funding_fees` | float | Total funding fees for futures trades. |
 
 ## Class methods
 
@@ -102,6 +143,10 @@ from freqtrade.persistence import Trade
 profit = Trade.total_open_trades_stakes()
 ```
 
+## Class methods not supported in backtesting/hyperopt
+
+The following class methods are not supported in backtesting/hyperopt mode.
+
 ### get_overall_performance
 
 Retrieve the overall performance - similar to the `/performance` telegram command.
@@ -120,6 +165,17 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
 {"pair": "ETH/BTC", "profit": 0.015, "count": 5}
 ```
 
+### get_trading_volume
+
+Get total trading volume based on orders.
+
+``` python
+from freqtrade.persistence import Trade
+
+# ...
+volume = Trade.get_trading_volume()
+```
+
 ## Order Object
 
 An `Order` object represents an order on the exchange (or a simulated order in dry-run mode).
@@ -135,6 +191,10 @@ Most properties here can be None as they are dependent on the exchange response.
 | `trade` | Trade | Trade object this order is attached to |
 | `ft_pair` | string | Pair this order is for |
 | `ft_is_open` | boolean | is the order still open? |
+| `ft_order_side` | string | Order side ('buy', 'sell', or 'stoploss') |
+| `ft_cancel_reason` | string | Reason why the order was canceled |
+| `ft_order_tag` | string | Custom order tag |
+| `order_id` | string | Exchange order ID |
 | `order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss |
 | `status` | string | Status as defined by [ccxt's order structure](https://docs.ccxt.com/#/README?id=order-structure). Usually open, closed, expired, canceled or rejected |
 | `side` | string | buy or sell |
@@ -143,12 +203,20 @@ Most properties here can be None as they are dependent on the exchange response.
 | `amount` | float | Amount in base currency |
 | `filled` | float | Filled amount (in base currency) (use `safe_filled` instead) |
 | `safe_filled` | float | Filled amount (in base currency) - guaranteed to not be None |
+| `safe_amount` | float | Amount - falls back to ft_amount if None |
+| `safe_price` | float | Price - falls back through average, price, stop_price, ft_price |
+| `safe_placement_price` | float | Price at which the order was placed |
 | `remaining` | float | Remaining amount (use `safe_remaining` instead) |
 | `safe_remaining` | float | Remaining amount - either taken from the exchange or calculated. |
-| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*) |
-| `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.* |
-| `stake_amount_filled` | float | Filled Stake amount used for this order. *Added in 2024.11.* |
+| `safe_cost` | float | Cost of the order - guaranteed to not be None |
+| `safe_fee_base` | float | Fee in base currency - guaranteed to not be None |
+| `safe_amount_after_fee` | float | Amount after deducting fees |
+| `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures trading, may contain the cost with or without leverage and may be in contracts.*) |
+| `stop_price` | float | Stop price for stop orders. Empty for non-stoploss orders. |
+| `stake_amount` | float | Stake amount used for this order. |
+| `stake_amount_filled` | float | Filled Stake amount used for this order. |
 | `order_date` | datetime | Order creation date **use `order_date_utc` instead** |
 | `order_date_utc` | datetime | Order creation date (in UTC) |
-| `order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead** |
-| `order_fill_date_utc` | datetime | Order fill date |
+| `order_filled_date` | datetime |  Order fill date **use `order_filled_utc` instead** |
+| `order_filled_utc` | datetime | Order fill date |
+| `order_update_date` | datetime | Last order update date |

freqtrade/__init__.py

@@ -1,6 +1,6 @@
 """Freqtrade bot"""
 
-__version__ = "2025.9.1"
+__version__ = "2025.10"
 
 if "dev" in __version__:
     from pathlib import Path

freqtrade/commands/arguments.py

@@ -64,7 +64,6 @@ ARGS_BACKTEST = [
 
 ARGS_HYPEROPT = [
     *ARGS_COMMON_OPTIMIZE,
-    "hyperopt",
     "hyperopt_path",
     "position_stacking",
     "enable_protections",

freqtrade/commands/cli_options.py

@@ -2,7 +2,7 @@
 Definition of cli arguments used in arguments.py
 """
 
-from argparse import SUPPRESS, ArgumentTypeError
+from argparse import ArgumentTypeError
 
 from freqtrade import constants
 from freqtrade.constants import HYPEROPT_LOSS_BUILTIN
@@ -245,7 +245,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "backtest_breakdown": Arg(
         "--breakdown",
-        help="Show backtesting breakdown per [day, week, month, year].",
+        help="Show backtesting breakdown per [day, week, month, year, weekday].",
         nargs="+",
         choices=constants.BACKTEST_BREAKDOWNS,
     ),
@@ -256,12 +256,6 @@ AVAILABLE_CLI_OPTIONS = {
         choices=constants.BACKTEST_CACHE_AGE,
     ),
     # Hyperopt
-    "hyperopt": Arg(
-        "--hyperopt",
-        help=SUPPRESS,
-        metavar="NAME",
-        required=False,
-    ),
     "hyperopt_path": Arg(
         "--hyperopt-path",
         help="Specify additional lookup path for Hyperopt Loss functions.",

freqtrade/config_schema/config_schema.py

@@ -1142,6 +1142,15 @@ CONF_SCHEMA = {
                     "type": "boolean",
                     "default": False,
                 },
+                "override_exchange_check": {
+                    "description": (
+                        "Override the exchange check to force FreqAI to use exchanges "
+                        "that may not have enough historic data. Turn this to True if "
+                        "you know your FreqAI model and strategy do not require historical data."
+                    ),
+                    "type": "boolean",
+                    "default": False,
+                },
                 "feature_parameters": {
                     "description": "The parameters used to engineer the feature set",
                     "type": "object",

freqtrade/configuration/configuration.py

@@ -12,7 +12,7 @@ from typing import Any
 from freqtrade import constants
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
-from freqtrade.configuration.environment_vars import enironment_vars_to_dict
+from freqtrade.configuration.environment_vars import environment_vars_to_dict
 from freqtrade.configuration.load_config import load_file, load_from_files
 from freqtrade.constants import Config
 from freqtrade.enums import (
@@ -80,7 +80,7 @@ class Configuration:
         from freqtrade.commands.arguments import NO_CONF_ALLOWED
 
         if self.args.get("command") not in NO_CONF_ALLOWED:
-            env_data = enironment_vars_to_dict()
+            env_data = environment_vars_to_dict()
             config = deep_merge_dicts(env_data, config)
 
         # Normalize config
@@ -336,7 +336,6 @@ class Configuration:
         # Hyperopt section
 
         configurations = [
-            ("hyperopt", "Using Hyperopt class name: {}"),
             ("hyperopt_path", "Using additional Hyperopt lookup path: {}"),
             ("hyperoptexportfilename", "Using hyperopt file: {}"),
             ("lookahead_analysis_exportfilename", "Saving lookahead analysis results into {} ..."),

freqtrade/configuration/environment_vars.py

@@ -73,7 +73,7 @@ def _flat_vars_to_nested_dict(env_dict: dict[str, Any], prefix: str) -> dict[str
     return relevant_vars
 
 
-def enironment_vars_to_dict() -> dict[str, Any]:
+def environment_vars_to_dict() -> dict[str, Any]:
     """
     Read environment variables and return a nested dict for relevant variables
     Relevant variables must follow the FREQTRADE__{section}__{key} pattern

freqtrade/constants.py

@@ -61,7 +61,7 @@ AVAILABLE_PAIRLISTS = [
     "VolatilityFilter",
 ]
 AVAILABLE_DATAHANDLERS = ["json", "jsongz", "feather", "parquet"]
-BACKTEST_BREAKDOWNS = ["day", "week", "month", "year"]
+BACKTEST_BREAKDOWNS = ["day", "week", "month", "year", "weekday"]
 BACKTEST_CACHE_AGE = ["none", "day", "week", "month"]
 BACKTEST_CACHE_DEFAULT = "day"
 DRY_RUN_WALLET = 1000

freqtrade/data/btanalysis/bt_fileutils.py

@@ -511,8 +511,8 @@ def trade_list_to_dataframe(trades: list[Trade] | list[LocalTrade]) -> pd.DataFr
     """
     df = pd.DataFrame.from_records([t.to_json(True) for t in trades], columns=BT_DATA_COLUMNS)
     if len(df) > 0:
-        df["close_date"] = pd.to_datetime(df["close_date"], utc=True)
-        df["open_date"] = pd.to_datetime(df["open_date"], utc=True)
+        df["close_date"] = pd.to_datetime(df["close_timestamp"], unit="ms", utc=True)
+        df["open_date"] = pd.to_datetime(df["open_timestamp"], unit="ms", utc=True)
         df["close_rate"] = df["close_rate"].astype("float64")
     return df
 

freqtrade/exchange/__init__.py

@@ -11,6 +11,7 @@ from freqtrade.exchange.bitmart import Bitmart
 from freqtrade.exchange.bitpanda import Bitpanda
 from freqtrade.exchange.bitvavo import Bitvavo
 from freqtrade.exchange.bybit import Bybit
+from freqtrade.exchange.coinex import Coinex
 from freqtrade.exchange.cryptocom import Cryptocom
 from freqtrade.exchange.exchange_utils import (
     ROUND_DOWN,
@@ -46,4 +47,4 @@ from freqtrade.exchange.kucoin import Kucoin
 from freqtrade.exchange.lbank import Lbank
 from freqtrade.exchange.luno import Luno
 from freqtrade.exchange.modetrade import Modetrade
-from freqtrade.exchange.okx import MyOkx, Okx
+from freqtrade.exchange.okx import Myokx, Okx, Okxus

freqtrade/exchange/binance.py

@@ -28,6 +28,10 @@ logger = logging.getLogger(__name__)
 
 
 class Binance(Exchange):
+    """Binance exchange class.
+    Contains adjustments needed for Freqtrade to work with this exchange.
+    """
+
     _ft_has: FtHas = {
         "stoploss_on_exchange": True,
         "stop_price_param": "stopPrice",

freqtrade/exchange/bitget.py

@@ -3,7 +3,8 @@ from datetime import timedelta
 
 import ccxt
 
-from freqtrade.enums import CandleType
+from freqtrade.constants import BuySell
+from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import (
     DDosProtection,
     OperationalException,
@@ -20,27 +21,30 @@ logger = logging.getLogger(__name__)
 
 
 class Bitget(Exchange):
-    """
-    Bitget 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.
+    """Bitget exchange class.
+    Contains adjustments needed for Freqtrade to work with this exchange.
     """
 
     _ft_has: FtHas = {
         "stoploss_on_exchange": True,
         "stop_price_param": "stopPrice",
         "stop_price_prop": "stopPrice",
+        "stoploss_blocks_assets": False,  # Stoploss orders do not block assets
         "stoploss_order_types": {"limit": "limit", "market": "market"},
         "ohlcv_candle_limit": 200,  # 200 for historical candles, 1000 for recent ones.
         "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
     }
     _ft_has_futures: FtHas = {
         "mark_ohlcv_timeframe": "4h",
+        "funding_fee_candle_limit": 100,
     }
 
+    _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
+        (TradingMode.SPOT, MarginMode.NONE),
+        (TradingMode.FUTURES, MarginMode.ISOLATED),
+        # (TradingMode.FUTURES, MarginMode.CROSS),
+    ]
+
     def ohlcv_candle_limit(
         self, timeframe: str, candle_type: CandleType, since_ms: int | None = None
     ) -> int:
@@ -126,3 +130,109 @@ class Bitget(Exchange):
 
     def cancel_stoploss_order(self, order_id: str, pair: str, params: dict | None = None) -> dict:
         return self.cancel_order(order_id=order_id, pair=pair, params={"stop": True})
+
+    @retrier
+    def additional_exchange_init(self) -> None:
+        """
+        Additional exchange initialization logic.
+        .api will be available at this point.
+        Must be overridden in child methods if required.
+        """
+        try:
+            if not self._config["dry_run"]:
+                if self.trading_mode == TradingMode.FUTURES:
+                    position_mode = self._api.set_position_mode(False)
+                    self._log_exchange_response("set_position_mode", position_mode)
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f"Error in additional_exchange_init due to {e.__class__.__name__}. Message: {e}"
+            ) from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
+        if self.trading_mode != TradingMode.SPOT:
+            # Explicitly setting margin_mode is not necessary as marginMode can be set per order.
+            # self.set_margin_mode(pair, self.margin_mode, accept_fail)
+            self._set_leverage(leverage, pair, accept_fail)
+
+    def _get_params(
+        self,
+        side: BuySell,
+        ordertype: str,
+        leverage: float,
+        reduceOnly: bool,
+        time_in_force: str = "GTC",
+    ) -> dict:
+        params = super()._get_params(
+            side=side,
+            ordertype=ordertype,
+            leverage=leverage,
+            reduceOnly=reduceOnly,
+            time_in_force=time_in_force,
+        )
+        if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
+            params["marginMode"] = self.margin_mode.value.lower()
+        return params
+
+    def dry_run_liquidation_price(
+        self,
+        pair: str,
+        open_rate: float,
+        is_short: bool,
+        amount: float,
+        stake_amount: float,
+        leverage: float,
+        wallet_balance: float,
+        open_trades: list,
+    ) -> float | None:
+        """
+        Important: Must be fetching data from cached values as this is used by backtesting!
+
+
+        https://www.bitget.com/support/articles/12560603808759
+        MMR: Maintenance margin rate of the trading pair.
+
+        CoinMainIndexPrice: The index price for Coin-M futures. For USDT-M futures,
+                            the index price is: 1.
+
+        TakerFeeRatio: The fee rate applied when placing taker orders.
+
+        Position direction: The current position direction of the trading pair.
+                        1 indicates a long position, and -1 indicates a short position.
+
+        Formula:
+
+        Estimated liquidation price = [
+            position margin - position size x average entry price x position direction
+        ] ÷ [position size x (MMR + TakerFeeRatio - position direction)]
+
+        :param pair: Pair to calculate liquidation price for
+        :param open_rate: Entry price of position
+        :param is_short: True if the trade is a short, false otherwise
+        :param amount: Absolute value of position size incl. leverage (in base currency)
+        :param stake_amount: Stake amount - Collateral in settle currency.
+        :param leverage: Leverage used for this position.
+        :param wallet_balance: Amount of margin_mode in the wallet being used to trade
+            Cross-Margin Mode: crossWalletBalance
+            Isolated-Margin Mode: isolatedWalletBalance
+        :param open_trades: List of other open trades in the same wallet
+        """
+        market = self.markets[pair]
+        taker_fee_rate = market["taker"] or self._api.describe().get("fees", {}).get(
+            "trading", {}
+        ).get("taker", 0.001)
+        mm_ratio, _ = self.get_maintenance_ratio_and_amt(pair, stake_amount)
+
+        if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:
+            position_direction = -1 if is_short else 1
+
+            return (wallet_balance - (amount * open_rate * position_direction)) / (
+                amount * (mm_ratio + taker_fee_rate - position_direction)
+            )
+        else:
+            raise OperationalException(
+                "Freqtrade currently only supports isolated futures for bitget"
+            )

freqtrade/exchange/bybit.py

@@ -16,13 +16,8 @@ logger = logging.getLogger(__name__)
 
 
 class Bybit(Exchange):
-    """
-    Bybit 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.
+    """Bybit exchange class.
+    Contains adjustments needed for Freqtrade to work with this exchange.
     """
 
     unified_account = False

freqtrade/exchange/coinex.py

@@ -0,0 +1,24 @@
+import logging
+
+from freqtrade.exchange import Exchange
+from freqtrade.exchange.exchange_types import FtHas
+
+
+logger = logging.getLogger(__name__)
+
+
+class Coinex(Exchange):
+    """
+    CoinEx 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: FtHas = {
+        "l2_limit_range": [5, 10, 20, 50],
+        "tickers_have_bid_ask": False,
+        "tickers_have_quoteVolume": False,
+    }

freqtrade/exchange/common.py

@@ -48,7 +48,6 @@ MAP_EXCHANGE_CHILDCLASS = {
     "binanceus": "binance",
     "binanceusdm": "binance",
     "okex": "okx",
-    "okxus": "okx",
     "gateio": "gate",
     "huboi": "htx",
 }
@@ -57,6 +56,7 @@ SUPPORTED_EXCHANGES = [
     "binance",
     "bingx",
     "bitmart",
+    "bitget",
     "bybit",
     "gate",
     "htx",
@@ -96,7 +96,6 @@ EXCHANGE_HAS_OPTIONAL = [
     # 'fetchPositions',  # Futures trading
     # 'fetchLeverageTiers',  # Futures initialization
     # 'fetchMarketLeverageTiers',  # Futures initialization
-    # 'fetchOpenOrder', 'fetchClosedOrder',  # replacement for fetchOrder
     # 'fetchOpenOrders', 'fetchClosedOrders',  # 'fetchOrders',  # Refinding balance...
     # ccxt.pro
     "watchOHLCV",

freqtrade/exchange/exchange.py

@@ -300,7 +300,7 @@ class Exchange:
 
         if self.trading_mode != TradingMode.SPOT and load_leverage_tiers:
             self.fill_leverage_tiers()
-        self.additional_exchange_init()
+        self.ft_additional_exchange_init()
 
     def __del__(self):
         """
@@ -455,6 +455,12 @@ class Exchange:
         """
         return self._api.precisionMode
 
+    def ft_additional_exchange_init(self) -> None:
+        """
+        Wrapper around additional_exchange_init to simplify testing
+        """
+        self.additional_exchange_init()
+
     def additional_exchange_init(self) -> None:
         """
         Additional exchange initialization logic.
@@ -832,10 +838,16 @@ class Exchange:
 
     def validate_freqai(self, config: Config) -> None:
         freqai_enabled = config.get("freqai", {}).get("enabled", False)
-        if freqai_enabled and not self._ft_has["ohlcv_has_history"]:
+        override = config.get("freqai", {}).get("override_exchange_checks", False)
+        if not override and freqai_enabled and not self._ft_has["ohlcv_has_history"]:
             raise ConfigurationError(
                 f"Historic OHLCV data not available for {self.name}. Can't use freqAI."
             )
+        elif override and freqai_enabled and not self._ft_has["ohlcv_has_history"]:
+            logger.warning(
+                "Overriding exchange checks for freqAI. Make sure that your exchange supports "
+                "fetching historic OHLCV data, otherwise freqAI will not work."
+            )
 
     def validate_required_startup_candles(self, startup_candles: int, timeframe: str) -> int:
         """
@@ -3873,7 +3885,10 @@ class Exchange:
         """
 
         market = self.markets[pair]
-        taker_fee_rate = market["taker"]
+        # default to some default fee if not available from exchange
+        taker_fee_rate = market["taker"] or self._api.describe().get("fees", {}).get(
+            "trading", {}
+        ).get("taker", 0.001)
         mm_ratio, _ = self.get_maintenance_ratio_and_amt(pair, stake_amount)
 
         if self.trading_mode == TradingMode.FUTURES and self.margin_mode == MarginMode.ISOLATED:

freqtrade/exchange/gate.py

@@ -18,13 +18,8 @@ logger = logging.getLogger(__name__)
 
 
 class Gate(Exchange):
-    """
-    Gate.io 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.
+    """Gate.io exchange class.
+    Contains adjustments needed for Freqtrade to work with this exchange.
     """
 
     unified_account = False

freqtrade/exchange/htx.py

@@ -11,9 +11,8 @@ logger = logging.getLogger(__name__)
 
 
 class Htx(Exchange):
-    """
-    HTX exchange class. Contains adjustments needed for Freqtrade to work
-    with this exchange.
+    """HTX exchange class.
+    Contains adjustments needed for Freqtrade to work with this exchange.
     """
 
     _ft_has: FtHas = {

freqtrade/exchange/hyperliquid.py

@@ -44,6 +44,7 @@ class Hyperliquid(Exchange):
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
         (TradingMode.SPOT, MarginMode.NONE),
         (TradingMode.FUTURES, MarginMode.ISOLATED),
+        (TradingMode.FUTURES, MarginMode.CROSS),
     ]
 
     @property
@@ -99,7 +100,6 @@ class Hyperliquid(Exchange):
                    'SOL/USDC:USDC': 43}}
         """
         # Defining/renaming variables to match the documentation
-        isolated_margin = wallet_balance
         position_size = amount
         price = open_rate
         position_value = price * position_size
@@ -117,8 +117,14 @@ class Hyperliquid(Exchange):
         #       3. Divide this by 2
         maintenance_margin_required = position_value / max_leverage / 2
 
-        # Docs: margin_available (isolated) = isolated_margin - maintenance_margin_required
-        margin_available = isolated_margin - maintenance_margin_required
+        if self.margin_mode == MarginMode.ISOLATED:
+            # Docs: margin_available (isolated) = isolated_margin - maintenance_margin_required
+            margin_available = stake_amount - maintenance_margin_required
+        elif self.margin_mode == MarginMode.CROSS:
+            # Docs: margin_available (cross) = account_value - maintenance_margin_required
+            margin_available = wallet_balance - maintenance_margin_required
+        else:
+            raise OperationalException("Unsupported margin mode for liquidation price calculation")
 
         # Docs: The maintenance margin is half of the initial margin at max leverage
         # The docs don't explicitly specify maintenance leverage, but this works.

freqtrade/exchange/kraken.py

@@ -19,6 +19,10 @@ logger = logging.getLogger(__name__)
 
 
 class Kraken(Exchange):
+    """Kraken exchange class.
+    Contains adjustments needed for Freqtrade to work with this exchange.
+    """
+
     _params: dict = {"trading_agreement": "agree"}
     _ft_has: FtHas = {
         "stoploss_on_exchange": True,

freqtrade/exchange/okx.py

@@ -11,7 +11,7 @@ from freqtrade.exceptions import (
     RetryableOrderError,
     TemporaryError,
 )
-from freqtrade.exchange import Exchange, date_minus_candles
+from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import API_RETRY_COUNT, retrier
 from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
 from freqtrade.misc import safe_value_fallback2
@@ -80,11 +80,6 @@ class Okx(Exchange):
         if candle_type in (CandleType.FUTURES, CandleType.SPOT):
             return 300
 
-        if candle_type in (CandleType.MARK, CandleType.PREMIUMINDEX) and (
-            not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000)
-        ):
-            return 300
-
         return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
 
     @retrier
@@ -296,12 +291,21 @@ class Okx(Exchange):
         return orders
 
 
-class MyOkx(Okx):
-    """
-    MyOkx exchange class.
+class Myokx(Okx):
+    """MyOkx exchange class.
     Minimal adjustment to disable futures trading for the EU subsidiary of Okx
     """
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
         (TradingMode.SPOT, MarginMode.NONE),
     ]
+
+
+class Okxus(Okx):
+    """Okxus exchange class.
+    Minimal adjustment to disable futures trading for the US subsidiary of Okx
+    """
+
+    _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
+        (TradingMode.SPOT, MarginMode.NONE),
+    ]

freqtrade/freqtradebot.py

@@ -1617,7 +1617,9 @@ class FreqtradeBot(LoggingMixin):
                         f"Emergency exiting trade {trade}, as the exit order "
                         f"timed out {max_timeouts} times. force selling {order['amount']}."
                     )
-                    self.emergency_exit(trade, order["price"], order["amount"])
+                    # Trade.session.refresh(order_obj)
+
+                    self.emergency_exit(trade, order["price"], order_obj.safe_remaining)
             return canceled
 
     def emergency_exit(

freqtrade/ft_types/plot_annotation_type.py

@@ -5,8 +5,7 @@ from pydantic import TypeAdapter
 from typing_extensions import TypedDict
 
 
-class AnnotationType(TypedDict, total=False):
-    type: Required[Literal["area"]]
+class _BaseAnnotationType(TypedDict, total=False):
     start: str | datetime
     end: str | datetime
     y_start: float
@@ -16,4 +15,16 @@ class AnnotationType(TypedDict, total=False):
     z_level: int
 
 
-AnnotationTypeTA = TypeAdapter(AnnotationType)
+class AreaAnnotationType(_BaseAnnotationType, total=False):
+    type: Required[Literal["area"]]
+
+
+class LineAnnotationType(_BaseAnnotationType, total=False):
+    type: Required[Literal["line"]]
+    width: int
+    line_style: Literal["solid", "dashed", "dotted"]
+
+
+AnnotationType = AreaAnnotationType | LineAnnotationType
+
+AnnotationTypeTA: TypeAdapter[AnnotationType] = TypeAdapter(AnnotationType)

freqtrade/loggers/__init__.py

@@ -92,9 +92,11 @@ def _set_log_levels(
 
     # Set default levels for third party libraries
     third_party_loggers = {
-        "freqtrade": logging.INFO if verbosity <= 1 else logging.DEBUG,
+        "freqtrade": logging.INFO if verbosity < 1 else logging.DEBUG,
+        "freqtrade.exchange.exchange_ws": logging.INFO if verbosity <= 1 else logging.DEBUG,
         "requests": logging.INFO if verbosity <= 1 else logging.DEBUG,
         "urllib3": logging.INFO if verbosity <= 1 else logging.DEBUG,
+        "asyncio": logging.INFO if verbosity <= 1 else logging.DEBUG,
         "httpcore": logging.INFO if verbosity <= 1 else logging.DEBUG,
         "ccxt.base.exchange": logging.INFO if verbosity <= 2 else logging.DEBUG,
         "telegram": logging.INFO,

freqtrade/main.py

@@ -18,7 +18,12 @@ from freqtrade.commands import Arguments
 from freqtrade.constants import DOCS_LINK
 from freqtrade.exceptions import ConfigurationError, FreqtradeException, OperationalException
 from freqtrade.loggers import setup_logging_pre
-from freqtrade.system import asyncio_setup, gc_set_threshold, print_version_info
+from freqtrade.system import (
+    asyncio_setup,
+    gc_set_threshold,
+    print_version_info,
+    set_mp_start_method,
+)
 
 
 logger = logging.getLogger("freqtrade")
@@ -44,6 +49,7 @@ def main(sysargv: list[str] | None = None) -> None:
         elif "func" in args:
             logger.info(f"freqtrade {__version__}")
             gc_set_threshold()
+            set_mp_start_method()
             return_code = args["func"](args)
         else:
             # No subcommand was issued.

freqtrade/misc.py

@@ -51,7 +51,7 @@ def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool =
         with filename.open("w") as fp:
             dump_json_to_file(fp, data)
 
-    logger.debug(f'done json to "{filename}"')
+    logger.debug(f'done writing json to "{filename}"')
 
 
 def json_load(datafile: TextIO) -> Any:

freqtrade/optimize/analysis/recursive.py

@@ -8,6 +8,7 @@ from typing import Any
 
 from pandas import DataFrame
 
+from freqtrade.exceptions import ConfigurationError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.loggers.set_log_levels import (
     reduce_verbosity_for_bias_tester,
@@ -152,6 +153,13 @@ class RecursiveAnalysis(BaseAnalysis):
         strat = backtesting.strategy
         self._strat_scc = strat.startup_candle_count
 
+        if self._strat_scc < 1:
+            raise ConfigurationError(
+                f"The strategy defines invalid startup candle count of {self._strat_scc}. "
+                f"This will lead to recursive issues on some indicators. "
+                f"Please define a proper startup_candle_count in the strategy."
+            )
+
         if self._strat_scc not in self._startup_candle:
             self._startup_candle.append(self._strat_scc)
         self._startup_candle.sort()

freqtrade/optimize/backtesting.py

@@ -273,7 +273,7 @@ class Backtesting:
         self.futures_data: dict[str, DataFrame] = {}
 
     def init_backtest(self):
-        self.prepare_backtest(False)
+        self.reset_backtest(False)
 
         self.wallets = Wallets(self.config, self.exchange, is_backtest=True)
 
@@ -427,7 +427,7 @@ class Backtesting:
     def disable_database_use(self):
         disable_database_use(self.timeframe)
 
-    def prepare_backtest(self, enable_protections):
+    def reset_backtest(self, enable_protections: bool = False):
         """
         Backtesting setup method - called once for every call to "backtest()".
         """
@@ -1692,7 +1692,7 @@ class Backtesting:
         :param end_date: backtesting timerange end datetime
         :return: DataFrame with trades (results of backtesting)
         """
-        self.prepare_backtest(self.enable_protections)
+        self.reset_backtest(self.enable_protections)
         # Ensure wallets are up-to-date (important for --strategy-list)
         self.wallets.update()
         # Use dict of lists with data for performance

freqtrade/optimize/hyperopt/hyperopt.py

@@ -9,7 +9,6 @@ import logging
 import random
 from datetime import datetime
 from math import ceil
-from multiprocessing import Manager
 from pathlib import Path
 from typing import Any
 
@@ -19,9 +18,7 @@ from optuna.trial import FrozenTrial, Trial, TrialState
 
 from freqtrade.constants import FTHYPT_FILEVERSION, LAST_BT_RESULT_FN, Config
 from freqtrade.enums import HyperoptState
-from freqtrade.exceptions import OperationalException
 from freqtrade.misc import file_dump_json, plural
-from freqtrade.optimize.hyperopt.hyperopt_logger import logging_mp_handle, logging_mp_setup
 from freqtrade.optimize.hyperopt.hyperopt_optimizer import INITIAL_POINTS, HyperOptimizer
 from freqtrade.optimize.hyperopt.hyperopt_output import HyperoptOutput
 from freqtrade.optimize.hyperopt_tools import (
@@ -35,9 +32,6 @@ from freqtrade.util import get_progress_tracker
 logger = logging.getLogger(__name__)
 
 
-log_queue: Any
-
-
 class Hyperopt:
     """
     Hyperopt class, this class contains all the logic to run a hyperopt simulation
@@ -55,12 +49,6 @@ class Hyperopt:
         self.analyze_per_epoch = self.config.get("analyze_per_epoch", False)
         HyperoptStateContainer.set_state(HyperoptState.STARTUP)
 
-        if self.config.get("hyperopt"):
-            raise OperationalException(
-                "Using separate Hyperopt files has been removed in 2021.9. Please convert "
-                "your existing Hyperopt file to the new Hyperoptable strategy interface"
-            )
-
         time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
         strategy = str(self.config["strategy"])
         self.results_file: Path = (
@@ -149,15 +137,7 @@ class Hyperopt:
     def run_optimizer_parallel(self, parallel: Parallel, asked: list[list]) -> list[dict[str, Any]]:
         """Start optimizer in a parallel way"""
 
-        def optimizer_wrapper(*args, **kwargs):
-            # global log queue. This must happen in the file that initializes Parallel
-            logging_mp_setup(
-                log_queue, logging.INFO if self.config["verbosity"] < 1 else logging.DEBUG
-            )
-
-            return self.hyperopter.generate_optimizer_wrapped(*args, **kwargs)
-
-        return parallel(optimizer_wrapper(v) for v in asked)
+        return parallel(self.hyperopter.generate_optimizer_wrapped(v) for v in asked)
 
     def _set_random_state(self, random_state: int | None) -> int:
         return random_state or random.randint(1, 2**16 - 1)  # noqa: S311
@@ -236,15 +216,6 @@ class Hyperopt:
 
         self._save_result(val)
 
-    def _setup_logging_mp_workaround(self) -> None:
-        """
-        Workaround for logging in child processes.
-        local_queue must be a global in the file that initializes Parallel.
-        """
-        global log_queue
-        m = Manager()
-        log_queue = m.Queue()
-
     def start(self) -> None:
         self.random_state = self._set_random_state(self.config.get("hyperopt_random_state"))
         logger.info(f"Using optimizer random state: {self.random_state}")
@@ -257,7 +228,6 @@ class Hyperopt:
         logger.info(f"Number of parallel jobs set as: {config_jobs}")
 
         self.opt = self.hyperopter.get_optimizer(self.random_state)
-        self._setup_logging_mp_workaround()
         try:
             with Parallel(n_jobs=config_jobs) as parallel:
                 jobs = parallel._effective_n_jobs()
@@ -307,7 +277,7 @@ class Hyperopt:
 
                             self.evaluate_result(val, current, is_random[j])
                             pbar.update(task, advance=1)
-                        logging_mp_handle(log_queue)
+                        self.hyperopter.handle_mp_logging()
                         gc.collect()
 
                         if (

freqtrade/optimize/hyperopt/hyperopt_optimizer.py

@@ -7,6 +7,7 @@ import logging
 import sys
 import warnings
 from datetime import UTC, datetime
+from multiprocessing import Manager
 from pathlib import Path
 from typing import Any
 
@@ -29,6 +30,7 @@ from freqtrade.optimize.backtesting import Backtesting
 
 # Import IHyperOptLoss to allow unpickling classes from these modules
 from freqtrade.optimize.hyperopt.hyperopt_auto import HyperOptAuto
+from freqtrade.optimize.hyperopt.hyperopt_logger import logging_mp_handle, logging_mp_setup
 from freqtrade.optimize.hyperopt_loss.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.optimize.hyperopt_tools import HyperoptStateContainer, HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
@@ -58,6 +60,8 @@ optuna_samplers_dict = {
     "QMCSampler": optuna.samplers.QMCSampler,
 }
 
+log_queue: Any
+
 
 class HyperOptimizer:
     """
@@ -85,13 +89,7 @@ class HyperOptimizer:
         self.custom_hyperopt: HyperOptAuto
         self.analyze_per_epoch = self.config.get("analyze_per_epoch", False)
 
-        if not self.config.get("hyperopt"):
-            self.custom_hyperopt = HyperOptAuto(self.config)
-        else:
-            raise OperationalException(
-                "Using separate Hyperopt files has been removed in 2021.9. Please convert "
-                "your existing Hyperopt file to the new Hyperoptable strategy interface"
-            )
+        self.custom_hyperopt = HyperOptAuto(self.config)
 
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
@@ -113,6 +111,24 @@ class HyperOptimizer:
         if HyperoptTools.has_space(self.config, "sell"):
             # Make sure use_exit_signal is enabled
             self.config["use_exit_signal"] = True
+        self._setup_logging_mp_workaround()
+
+    def _setup_logging_mp_workaround(self) -> None:
+        """
+        Workaround for logging in child processes.
+        local_queue must be a global and passed to the child process via inheritance.
+        """
+        global log_queue
+        m = Manager()
+        log_queue = m.Queue()
+        logger.info(f"manager queue {type(log_queue)}")
+
+    def handle_mp_logging(self) -> None:
+        """
+        Handle logging from child processes.
+        Must be called in the parent process to handle log messages from the child process.
+        """
+        logging_mp_handle(log_queue)
 
     def prepare_hyperopt(self) -> None:
         # Initialize spaces ...
@@ -264,6 +280,7 @@ class HyperOptimizer:
     @delayed
     @wrap_non_picklable_objects
     def generate_optimizer_wrapped(self, params_dict: dict[str, Any]) -> dict[str, Any]:
+        logging_mp_setup(log_queue, logging.INFO if self.config["verbosity"] < 1 else logging.DEBUG)
         return self.generate_optimizer(params_dict)
 
     def generate_optimizer(self, params_dict: dict[str, Any]) -> dict[str, Any]:

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -256,40 +256,66 @@ def _get_resample_from_period(period: str) -> str:
         return "1ME"
     if period == "year":
         return "1YE"
+    if period == "weekday":
+        # Required to pass the test
+        return "weekday"
     raise ValueError(f"Period {period} is not supported.")
 
 
+def _calculate_stats_for_period(data: DataFrame) -> dict[str, Any]:
+    profit_abs = data["profit_abs"].sum().round(10)
+    wins = sum(data["profit_abs"] > 0)
+    draws = sum(data["profit_abs"] == 0)
+    losses = sum(data["profit_abs"] < 0)
+    trades = wins + draws + losses
+    winning_profit = data.loc[data["profit_abs"] > 0, "profit_abs"].sum()
+    losing_profit = data.loc[data["profit_abs"] < 0, "profit_abs"].sum()
+    profit_factor = winning_profit / abs(losing_profit) if losing_profit else 0.0
+
+    return {
+        "profit_abs": profit_abs,
+        "wins": wins,
+        "draws": draws,
+        "losses": losses,
+        "trades": trades,
+        "profit_factor": round(profit_factor, 8),
+    }
+
+
 def generate_periodic_breakdown_stats(
     trade_list: list | DataFrame, period: str
 ) -> list[dict[str, Any]]:
     results = trade_list if not isinstance(trade_list, list) else DataFrame.from_records(trade_list)
     if len(results) == 0:
         return []
+
     results["close_date"] = to_datetime(results["close_date"], utc=True)
-    resample_period = _get_resample_from_period(period)
-    resampled = results.resample(resample_period, on="close_date")
-    stats = []
-    for name, day in resampled:
-        profit_abs = day["profit_abs"].sum().round(10)
-        wins = sum(day["profit_abs"] > 0)
-        draws = sum(day["profit_abs"] == 0)
-        losses = sum(day["profit_abs"] < 0)
-        trades = wins + draws + losses
-        winning_profit = day.loc[day["profit_abs"] > 0, "profit_abs"].sum()
-        losing_profit = day.loc[day["profit_abs"] < 0, "profit_abs"].sum()
-        profit_factor = winning_profit / abs(losing_profit) if losing_profit else 0.0
-        stats.append(
-            {
-                "date": name.strftime("%d/%m/%Y"),
-                "date_ts": int(name.to_pydatetime().timestamp() * 1000),
-                "profit_abs": profit_abs,
-                "wins": wins,
-                "draws": draws,
-                "losses": losses,
-                "trades": trades,
-                "profit_factor": round(profit_factor, 8),
-            }
-        )
+
+    if period == "weekday":
+        day_names = ["Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday", "Sunday"]
+        results["weekday"] = results["close_date"].dt.dayofweek
+
+        stats = []
+        for day_num in range(7):
+            day_data = results[results["weekday"] == day_num]
+            if len(day_data) > 0:
+                period_stats = _calculate_stats_for_period(day_data)
+                stats.append({"date": day_names[day_num], "date_ts": day_num, **period_stats})
+    else:
+        resample_period = _get_resample_from_period(period)
+        resampled = results.resample(resample_period, on="close_date")
+
+        stats = []
+        for name, period_data in resampled:
+            period_stats = _calculate_stats_for_period(period_data)
+            stats.append(
+                {
+                    "date": name.strftime("%d/%m/%Y"),
+                    "date_ts": int(name.to_pydatetime().timestamp() * 1000),
+                    **period_stats,
+                }
+            )
+
     return stats
 
 

freqtrade/resolvers/iresolver.py

@@ -86,13 +86,13 @@ class IResolver:
              Tuple format: [Object, source]
         """
 
-        # Generate spec based on absolute path
-        # Pass object_name as first argument to have logging print a reasonable name.
         with PathModifier(module_path.parent):
             module_name = module_path.stem or ""
+            # Generate spec based on absolute path
+            # Pass object_name as first argument to have logging print a reasonable name.
             spec = importlib.util.spec_from_file_location(module_name, str(module_path))
             if not spec:
-                return iter([None])
+                return iter([])
 
             module = importlib.util.module_from_spec(spec)
             try:
@@ -149,9 +149,7 @@ class IResolver:
                 continue
             module_path = entry.resolve()
 
-            obj = next(cls._get_valid_object(module_path, object_name), None)
-
-            if obj:
+            if obj := next(cls._get_valid_object(module_path, object_name), None):
                 obj[0].__file__ = str(entry)
                 if add_source:
                     obj[0].__source__ = obj[1]
@@ -164,6 +162,10 @@ class IResolver:
     ) -> Any | None:
         """
         Try to load object from path list.
+        :param paths: list of absolute paths to search
+        :param object_name: name of the module to import
+        :param add_source: add the source code as __source__ attribute to theloaded object.
+        :param kwargs: keyword arguments to pass to the object constructor
         """
 
         for _path in paths:

freqtrade/resolvers/strategy_resolver.py

@@ -150,7 +150,9 @@ class StrategyResolver(IResolver):
         # Ensure necessary migrations are performed first.
         validate_migrated_strategy_settings(strategy.config)
 
-        if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
+        if not strategy.order_types or not all(
+            k in strategy.order_types for k in REQUIRED_ORDERTYPES
+        ):
             raise ImportError(
                 f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                 f"Order-types mapping is incomplete."

freqtrade/rpc/api_server/api_backtest.py

@@ -116,7 +116,7 @@ def __run_backtest_bg(btconfig: Config):
                 )
                 ApiBG.bt["bt"].results["metadata"][strategy_name]["filename"] = str(fn.stem)
                 ApiBG.bt["bt"].results["metadata"][strategy_name]["strategy"] = strategy_name
-
+        ApiBG.bt["bt"].reset_backtest()
         logger.info("Backtest finished.")
 
     except ConfigurationError as e:

freqtrade/rpc/rpc.py

@@ -1009,12 +1009,16 @@ class RPC:
                 return {"result": "Created exit orders for all open trades."}
 
             # Query for trade
-            trade = Trade.get_trades(
-                trade_filter=[
-                    Trade.id == trade_id,
-                    Trade.is_open.is_(True),
-                ]
-            ).first()
+            trade = (
+                Trade.get_trades(
+                    trade_filter=[
+                        Trade.id == int(trade_id),
+                        Trade.is_open.is_(True),
+                    ]
+                ).first()
+                if trade_id.isdigit()
+                else None
+            )
             if not trade:
                 logger.warning("force_exit: Invalid argument received")
                 raise RPCException("invalid argument")
@@ -1557,69 +1561,76 @@ class RPC:
         selected_cols: list[str] | None,
         live: bool,
     ) -> dict[str, Any]:
+        """
+        Analyzed dataframe in Dict form, with full history loading and strategy analysis.
+        Loads the full history from disk or exchange, and runs the strategy analysis on it.
+        Should only be used in webserver mode, as it can interfere with a running bot.
+        """
         timerange_parsed = TimeRange.parse_timerange(config.get("timerange"))
 
         from freqtrade.data.converter import trim_dataframe
         from freqtrade.data.dataprovider import DataProvider
+        from freqtrade.persistence.usedb_context import FtNoDBContext
         from freqtrade.resolvers.strategy_resolver import StrategyResolver
 
-        strategy_name = ""
-        startup_candles = 0
-        if config.get("strategy"):
-            strategy = StrategyResolver.load_strategy(config)
-            startup_candles = strategy.startup_candle_count
-            strategy_name = strategy.get_strategy_name()
+        with FtNoDBContext():
+            strategy_name = ""
+            startup_candles = 0
+            if config.get("strategy"):
+                strategy = StrategyResolver.load_strategy(config)
+                startup_candles = strategy.startup_candle_count
+                strategy_name = strategy.get_strategy_name()
 
-        if live:
-            data = exchange.get_historic_ohlcv(
-                pair=pair,
-                timeframe=timeframe,
-                since_ms=timerange_parsed.startts * 1000
-                if timerange_parsed.startts
-                else dt_ts(dt_now() - timedelta(days=30)),
-                is_new_pair=True,  # history is never available - so always treat as new pair
-                candle_type=config.get("candle_type_def", CandleType.SPOT),
-                until_ms=timerange_parsed.stopts,
-            )
-        else:
-            _data = load_data(
-                datadir=config["datadir"],
-                pairs=[pair],
-                timeframe=timeframe,
-                timerange=timerange_parsed,
-                data_format=config["dataformat_ohlcv"],
-                candle_type=config.get("candle_type_def", CandleType.SPOT),
-                startup_candles=startup_candles,
-            )
-            if pair not in _data:
-                raise RPCException(
-                    f"No data for {pair}, {timeframe} in {config.get('timerange')} found."
+            if live:
+                data = exchange.get_historic_ohlcv(
+                    pair=pair,
+                    timeframe=timeframe,
+                    since_ms=timerange_parsed.startts * 1000
+                    if timerange_parsed.startts
+                    else dt_ts(dt_now() - timedelta(days=30)),
+                    is_new_pair=True,  # history is never available - so always treat as new pair
+                    candle_type=config.get("candle_type_def", CandleType.SPOT),
+                    until_ms=timerange_parsed.stopts,
                 )
-            data = _data[pair]
+            else:
+                _data = load_data(
+                    datadir=config["datadir"],
+                    pairs=[pair],
+                    timeframe=timeframe,
+                    timerange=timerange_parsed,
+                    data_format=config["dataformat_ohlcv"],
+                    candle_type=config.get("candle_type_def", CandleType.SPOT),
+                    startup_candles=startup_candles,
+                )
+                if pair not in _data:
+                    raise RPCException(
+                        f"No data for {pair}, {timeframe} in {config.get('timerange')} found."
+                    )
+                data = _data[pair]
 
-        annotations = []
-        if config.get("strategy"):
-            strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
-            strategy.ft_bot_start()
+            annotations = []
+            if config.get("strategy"):
+                strategy.dp = DataProvider(config, exchange=exchange, pairlists=None)
+                strategy.ft_bot_start()
 
-            df_analyzed = strategy.analyze_ticker(data, {"pair": pair})
-            df_analyzed = trim_dataframe(
-                df_analyzed, timerange_parsed, startup_candles=startup_candles
+                df_analyzed = strategy.analyze_ticker(data, {"pair": pair})
+                df_analyzed = trim_dataframe(
+                    df_analyzed, timerange_parsed, startup_candles=startup_candles
+                )
+                annotations = strategy.ft_plot_annotations(pair=pair, dataframe=df_analyzed)
+
+            else:
+                df_analyzed = data
+
+            return RPC._convert_dataframe_to_dict(
+                strategy_name,
+                pair,
+                timeframe,
+                df_analyzed.copy(),
+                dt_now(),
+                selected_cols,
+                annotations,
             )
-            annotations = strategy.ft_plot_annotations(pair=pair, dataframe=df_analyzed)
-
-        else:
-            df_analyzed = data
-
-        return RPC._convert_dataframe_to_dict(
-            strategy_name,
-            pair,
-            timeframe,
-            df_analyzed.copy(),
-            dt_now(),
-            selected_cols,
-            annotations,
-        )
 
     def _rpc_plot_config(self) -> dict[str, Any]:
         if (

freqtrade/rpc/telegram.py

@@ -1455,7 +1455,11 @@ class Telegram(RPCHandler):
                     await query.answer()
                     await query.edit_message_text(text="Force exit canceled.")
                     return
-                trade: Trade | None = Trade.get_trades(trade_filter=Trade.id == trade_id).first()
+                trade: Trade | None = (
+                    Trade.get_trades(trade_filter=Trade.id == int(trade_id)).first()
+                    if trade_id.isdigit()
+                    else None
+                )
                 await query.answer()
                 if trade:
                     await query.edit_message_text(

freqtrade/strategy/strategy_helper.py

@@ -92,6 +92,21 @@ def merge_informative_pair(
             right_on=date_merge,
             how="left",
         )
+
+        if len(dataframe) > 1 and len(informative) > 0 and pd.isnull(dataframe.at[0, date_merge]):
+            # If the start dates of the dataframes are not aligned, the first rows will be NaN
+            # We can fill these with the last available informative candle before the start date
+            # while still avoiding lookahead bias - as only past data is used.
+            first_valid_idx = dataframe[date_merge].first_valid_index()
+            if first_valid_idx:
+                first_valid_date_merge = dataframe.at[first_valid_idx, date_merge]
+                matching_informative_raws = informative[
+                    informative[date_merge] < first_valid_date_merge
+                ]
+                if not matching_informative_raws.empty:
+                    dataframe.loc[: first_valid_idx - 1] = dataframe.loc[
+                        : first_valid_idx - 1
+                    ].fillna(matching_informative_raws.iloc[-1])
     else:
         dataframe = pd.merge(
             dataframe, informative, left_on="date", right_on=date_merge, how="left"

freqtrade/strategy/strategy_wrapper.py

@@ -13,6 +13,21 @@ logger = logging.getLogger(__name__)
 F = TypeVar("F", bound=Callable[..., Any])
 
 
+def __format_traceback(error: Exception) -> str:
+    """Format the traceback of an exception into a formatted string."""
+    tb = error.__traceback__
+    try:
+        while tb:
+            if tb.tb_frame.f_code.co_filename == __file__:
+                # Skip frames from this file
+                tb = tb.tb_next
+                continue
+            return f"{tb.tb_frame.f_code.co_qualname}:{tb.tb_lineno}"
+    except Exception:
+        return "<unavailable>"
+    return ""
+
+
 def strategy_safe_wrapper(f: F, message: str = "", default_retval=None, supress_error=False) -> F:
     """
     Wrapper around user-provided methods and functions.
@@ -30,12 +45,17 @@ def strategy_safe_wrapper(f: F, message: str = "", default_retval=None, supress_
                     kwargs["trade"] = deepcopy(kwargs["trade"])
             return f(*args, **kwargs)
         except ValueError as error:
-            logger.warning(f"{message}Strategy caused the following exception: {error}{f}")
+            traceback = __format_traceback(error)
+            name = f.__name__ if hasattr(f, "__name__") else str(f)
+            logger.warning(
+                f"{message}Strategy caused the following exception: {repr(error)} in "
+                f"{traceback}, calling {name}",
+            )
             if default_retval is None and not supress_error:
                 raise StrategyError(str(error)) from error
             return default_retval
         except Exception as error:
-            logger.exception(f"{message}Unexpected error {error} calling {f}")
+            logger.exception(f"{message}Unexpected error {repr(error)} calling {f}")
             if default_retval is None and not supress_error:
                 raise StrategyError(str(error)) from error
             return default_retval

freqtrade/strategy/strategyupdater.py

@@ -46,6 +46,7 @@ class StrategyUpdater:
             "aliases": set(),
             "replacements": [
                 ("NaN", "nan"),
+                ("NAN", "nan"),
             ],
         }
     }

freqtrade/system/__init__.py

@@ -2,7 +2,8 @@
 
 from freqtrade.system.asyncio_config import asyncio_setup
 from freqtrade.system.gc_setup import gc_set_threshold
+from freqtrade.system.set_mp_start_method import set_mp_start_method
 from freqtrade.system.version_info import print_version_info
 
 
-__all__ = ["asyncio_setup", "gc_set_threshold", "print_version_info"]
+__all__ = ["asyncio_setup", "gc_set_threshold", "print_version_info", "set_mp_start_method"]

freqtrade/system/set_mp_start_method.py

@@ -0,0 +1,14 @@
+from multiprocessing import get_all_start_methods, get_start_method, set_start_method
+
+
+def set_mp_start_method():
+    """
+    Set multiprocessing start method to not be fork.
+    forkserver will become the default in 3.14 - and is deprecated in 3.13
+    """
+    try:
+        sms = get_all_start_methods()
+        if "forkserver" in sms and get_start_method(True) is None:
+            set_start_method("forkserver")
+    except RuntimeError:
+        pass

freqtrade/wallets.py

@@ -382,7 +382,7 @@ class Wallets:
         max_stake_amount: float,
         trade_amount: float | None,
     ):
-        if not stake_amount:
+        if not stake_amount or isinstance(stake_amount, str) or stake_amount <= 0:
             self._local_log(
                 f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.",
                 level="debug",

ft_client/freqtrade_client/__init__.py

@@ -1,7 +1,7 @@
 from freqtrade_client.ft_rest_client import FtRestClient
 
 
-__version__ = "2025.9.1"
+__version__ = "2025.10"
 
 if "dev" in __version__:
     from pathlib import Path

ft_client/freqtrade_client/ft_rest_client.py

@@ -443,13 +443,13 @@ class FtRestClient:
         """Return available pair (backtest data) based on timeframe / stake_currency selection
 
         :param timeframe: Only pairs with this timeframe available.
-        :param stake_currency: Only pairs that include this timeframe
+        :param stake_currency: Only pairs that include this stake currency.
         :return: json object
         """
         return self._get(
             "available_pairs",
             params={
-                "stake_currency": stake_currency if timeframe else "",
+                "stake_currency": stake_currency if stake_currency else "",
                 "timeframe": timeframe if timeframe else "",
             },
         )

ft_client/requirements.txt

@@ -1,3 +1,3 @@
 # Requirements for freqtrade client library
 requests==2.32.5
-python-rapidjson==1.21
+python-rapidjson==1.22

pyproject.toml

@@ -85,17 +85,17 @@ hyperopt = [
 freqai = [
   "scikit-learn",
   "joblib",
-  'catboost; platform_machine != "aarch64"',
+  "catboost; platform_machine != 'arm'",
   "lightgbm",
   "xgboost",
   "tensorboard",
   "datasieve>=0.1.5",
 ]
 freqai_rl = [
-  "torch",
+  "torch; sys_platform != 'darwin' or platform_machine != 'x86_64'",
   "gymnasium",
-  "stable-baselines3",
-  "sb3-contrib",
+  "stable-baselines3; sys_platform != 'darwin' or platform_machine != 'x86_64'",
+  "sb3-contrib; sys_platform != 'darwin' or platform_machine != 'x86_64'",
   "tqdm",
 ]
 develop = [

requirements-dev.txt

@@ -6,7 +6,7 @@
 -r requirements-freqai-rl.txt
 -r docs/requirements-docs.txt
 
-ruff==0.13.1
+ruff==0.14.1
 mypy==1.18.2
 pre-commit==4.3.0
 pytest==8.4.2
@@ -16,7 +16,7 @@ pytest-mock==3.15.1
 pytest-random-order==1.2.0
 pytest-timeout==2.4.0
 pytest-xdist==3.8.0
-isort==6.0.1
+isort==7.0.0
 # For datetime mocking
 time-machine==2.19.0
 
@@ -24,9 +24,9 @@ time-machine==2.19.0
 nbconvert==7.16.6
 
 # mypy types
-scipy-stubs==1.16.2.0  # keep in sync with `scipy` in `requirements-hyperopt.txt`
-types-cachetools==6.2.0.20250827
+scipy-stubs==1.16.2.4  # keep in sync with `scipy` in `requirements-hyperopt.txt`
+types-cachetools==6.2.0.20251022
 types-filelock==3.2.7
 types-requests==2.32.4.20250913
 types-tabulate==0.9.0.20241207
-types-python-dateutil==2.9.0.20250822
+types-python-dateutil==2.9.0.20251008

requirements-freqai-rl.txt

@@ -2,10 +2,10 @@
 -r requirements-freqai.txt
 
 # Required for freqai-rl
-torch==2.8.0; sys_platform != 'darwin' or platform_machine != 'x86_64'
-gymnasium==0.29.1
+torch==2.9.0; sys_platform != 'darwin' or platform_machine != 'x86_64'
+gymnasium==1.2.1
 # SB3 >=2.5.0 depends on torch 2.3.0 - which implies it dropped support x86 macos
 stable_baselines3==2.7.0; sys_platform != 'darwin' or platform_machine != 'x86_64'
-sb3_contrib>=2.2.1
+sb3_contrib>=2.2.1; sys_platform != 'darwin' or platform_machine != 'x86_64'
 # Progress bar for stable-baselines3 and sb3-contrib
 tqdm==4.67.1

requirements-freqai.txt

@@ -7,6 +7,6 @@ scikit-learn==1.7.2
 joblib==1.5.2
 catboost==1.2.8; 'arm' not in platform_machine
 lightgbm==4.6.0
-xgboost==3.0.5
+xgboost==3.1.1
 tensorboard==2.20.0
 datasieve==0.1.9

requirements-hyperopt.txt

@@ -4,6 +4,6 @@
 # Required for hyperopt
 scipy==1.16.2
 scikit-learn==1.7.2
-filelock==3.19.1
+filelock==3.20.0
 optuna==4.5.0
 cmaes==0.12.0

requirements-plot.txt

@@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==6.3.0
+plotly==6.3.1

requirements.txt

@@ -1,36 +1,36 @@
-numpy==2.3.3
-pandas==2.3.2
+numpy==2.3.4
+pandas==2.3.3
 bottleneck==1.6.0
-numexpr==2.12.1
+numexpr==2.14.1
 # Indicator libraries
 ft-pandas-ta==0.3.16
-ta-lib==0.6.7
+ta-lib==0.6.8
 technical==1.5.3
 
-ccxt==4.5.7
-cryptography==46.0.1
-aiohttp==3.12.15
-SQLAlchemy==2.0.43
-python-telegram-bot==22.4
+ccxt==4.5.12
+cryptography==46.0.3
+aiohttp==3.13.1
+SQLAlchemy==2.0.44
+python-telegram-bot==22.5
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
 httpx>=0.24.1
-humanize==4.13.0
-cachetools==6.2.0
+humanize==4.14.0
+cachetools==6.2.1
 requests==2.32.5
 urllib3==2.5.0
-certifi==2025.8.3
+certifi==2025.10.5
 jsonschema==4.25.1
 tabulate==0.9.0
 pycoingecko==3.2.0
 jinja2==3.1.6
 joblib==1.5.2
-rich==14.1.0
+rich==14.2.0
 pyarrow==21.0.0; platform_machine != 'armv7l' and platform_machine != "aarch64"
 # TODO: downgrade for aarch64 until https://github.com/apache/arrow/issues/47229 is resolved
 pyarrow==20.0.0;  platform_machine == "aarch64"
 
 # Load ticker files 30% faster
-python-rapidjson==1.21
+python-rapidjson==1.22
 # Properly format api responses
 orjson==3.11.3
 
@@ -38,12 +38,12 @@ orjson==3.11.3
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.117.1
-pydantic==2.11.9
-uvicorn==0.36.0
+fastapi==0.119.1
+pydantic==2.12.3
+uvicorn==0.38.0
 pyjwt==2.10.1
-aiofiles==24.1.0
-psutil==7.1.0
+aiofiles==25.1.0
+psutil==7.1.1
 
 # Building config files interactively
 questionary==2.1.1

setup.sh

@@ -6,6 +6,7 @@ function echo_block() {
     echo $1
     echo "----------------------------"
 }
+UV=false
 
 function check_installed_pip() {
    ${PYTHON} -m pip > /dev/null
@@ -24,6 +25,13 @@ function check_installed_python() {
         echo "You can do this by running 'deactivate'."
         exit 2
     fi
+    if [ -x "$(command -v uv)" ]; then
+        echo "uv detected — using it instead of pip for faster installation."
+        PIP="uv pip"
+        PYTHON="python3.13"
+        UV=true
+        return
+    fi
 
     for v in 13 12 11
     do
@@ -32,6 +40,7 @@ function check_installed_python() {
         if [ $? -eq 0 ]; then
             echo "using ${PYTHON}"
             check_installed_pip
+            PIP="${PYTHON} -m pip"
             return
         fi
     done
@@ -49,7 +58,7 @@ function updateenv() {
     source .venv/bin/activate
     SYS_ARCH=$(uname -m)
     echo "pip install in-progress. Please wait..."
-    ${PYTHON} -m pip install --upgrade pip wheel setuptools
+    ${PIP} install --upgrade pip wheel setuptools
     REQUIREMENTS_HYPEROPT=""
     REQUIREMENTS_PLOT=""
     REQUIREMENTS_FREQAI=""
@@ -70,7 +79,7 @@ function updateenv() {
         fi
         if [ "${SYS_ARCH}" == "armv7l" ] || [ "${SYS_ARCH}" == "armv6l" ]; then
             echo "Detected Raspberry, installing cython, skipping hyperopt installation."
-            ${PYTHON} -m pip install --upgrade cython
+            ${PIP} install --upgrade cython
         else
             # Is not Raspberry
             read -p "Do you want to install hyperopt dependencies [y/N]? "
@@ -92,12 +101,12 @@ function updateenv() {
         fi
     fi
 
-    ${PYTHON} -m pip install --upgrade -r ${REQUIREMENTS} ${REQUIREMENTS_HYPEROPT} ${REQUIREMENTS_PLOT} ${REQUIREMENTS_FREQAI} ${REQUIREMENTS_FREQAI_RL}
+    ${PIP} install --upgrade -r ${REQUIREMENTS} ${REQUIREMENTS_HYPEROPT} ${REQUIREMENTS_PLOT} ${REQUIREMENTS_FREQAI} ${REQUIREMENTS_FREQAI_RL}
     if [ $? -ne 0 ]; then
         echo "Failed installing dependencies"
         exit 1
     fi
-    ${PYTHON} -m pip install -e .
+    ${PIP} install -e .
     if [ $? -ne 0 ]; then
         echo "Failed installing Freqtrade"
         exit 1
@@ -179,7 +188,12 @@ function recreate_environments() {
     fi
 
     echo
-    ${PYTHON} -m venv .venv
+    if [ "$UV" = true ] ; then
+        echo "- Creating new virtual environment with uv"
+        uv venv .venv --python=${PYTHON}
+    else
+        ${PYTHON} -m venv .venv
+    fi
     if [ $? -ne 0 ]; then
         echo "Could not create virtual environment. Leaving now"
         exit 1
@@ -252,7 +266,7 @@ function install() {
 
 function plot() {
     echo_block "Installing dependencies for Plotting scripts"
-    ${PYTHON} -m pip install plotly --upgrade
+    ${PIP} install plotly --upgrade
 }
 
 function help() {

tests/commands/test_startup_time.py

@@ -4,7 +4,7 @@ import time
 from tests.conftest import is_arm, is_mac
 
 
-MAXIMUM_STARTUP_TIME = 0.7 if is_mac() and not is_arm() else 0.5
+MAXIMUM_STARTUP_TIME = 0.7 if is_mac() and not is_arm(True) else 0.5
 
 
 def test_startup_time():

tests/conftest.py

@@ -21,6 +21,7 @@ from freqtrade.exchange import Exchange, timeframe_to_minutes, timeframe_to_seco
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import LocalTrade, Order, Trade, init_db
 from freqtrade.resolvers import ExchangeResolver
+from freqtrade.system import set_mp_start_method
 from freqtrade.util import dt_now, dt_ts
 from freqtrade.worker import Worker
 from tests.conftest_trades import (
@@ -500,9 +501,20 @@ def patch_gc(mocker) -> None:
     mocker.patch("freqtrade.main.gc_set_threshold")
 
 
-def is_arm() -> bool:
+@pytest.fixture(scope="session", autouse=True)
+def fixture_set_mp_start_method():
+    """
+    Patch multiprocessing start mode globally
+    Auto-used, runs once per session.
+    """
+    set_mp_start_method()
+
+
+def is_arm(include_aarch64: bool = False) -> bool:
     machine = platform.machine()
-    return "arm" in machine or "aarch64" in machine
+    if include_aarch64:
+        return "aarch64" in machine or "arm" in machine
+    return "arm" in machine
 
 
 def is_mac() -> bool:

tests/exchange/test_bitget.py

@@ -1,10 +1,10 @@
 from datetime import timedelta
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
-from freqtrade.enums import CandleType
-from freqtrade.exceptions import RetryableOrderError
+from freqtrade.enums import CandleType, MarginMode, TradingMode
+from freqtrade.exceptions import OperationalException, RetryableOrderError
 from freqtrade.exchange.common import API_RETRY_COUNT
 from freqtrade.util import dt_now, dt_ts
 from tests.conftest import EXMS, get_patched_exchange
@@ -120,3 +120,76 @@ def test_bitget_ohlcv_candle_limit(mocker, default_conf_usdt):
         assert exch.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == length
         assert exch.ohlcv_candle_limit(timeframe, CandleType.MARK, start_time) == length
         assert exch.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 200
+
+
+def test_additional_exchange_init_bitget(default_conf, mocker):
+    default_conf["dry_run"] = False
+    default_conf["trading_mode"] = TradingMode.FUTURES
+    default_conf["margin_mode"] = MarginMode.ISOLATED
+    api_mock = MagicMock()
+    api_mock.set_position_mode = MagicMock(return_value={})
+
+    get_patched_exchange(mocker, default_conf, exchange="bitget", api_mock=api_mock)
+    assert api_mock.set_position_mode.call_count == 1
+
+    ccxt_exceptionhandlers(
+        mocker, default_conf, api_mock, "bitget", "additional_exchange_init", "set_position_mode"
+    )
+
+
+def test_dry_run_liquidation_price_cross_bitget(default_conf, mocker):
+    default_conf["dry_run"] = True
+    default_conf["trading_mode"] = TradingMode.FUTURES
+    default_conf["margin_mode"] = MarginMode.CROSS
+    api_mock = MagicMock()
+    mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", MagicMock(return_value=(0.005, 0.0)))
+    exchange = get_patched_exchange(mocker, default_conf, exchange="bitget", api_mock=api_mock)
+
+    with pytest.raises(
+        OperationalException, match="Freqtrade currently only supports isolated futures for bitget"
+    ):
+        exchange.dry_run_liquidation_price(
+            "ETH/USDT:USDT",
+            100_000,
+            False,
+            0.1,
+            100,
+            10,
+            100,
+            [],
+        )
+
+
+def test__lev_prep_bitget(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.set_margin_mode = MagicMock()
+    api_mock.set_leverage = MagicMock()
+    type(api_mock).has = PropertyMock(return_value={"setMarginMode": True, "setLeverage": True})
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="bitget")
+    exchange._lev_prep("BTC/USDC:USDC", 3.2, "buy")
+
+    assert api_mock.set_margin_mode.call_count == 0
+    assert api_mock.set_leverage.call_count == 0
+
+    # test in futures mode
+    api_mock.set_margin_mode.reset_mock()
+    api_mock.set_leverage.reset_mock()
+    default_conf["dry_run"] = False
+
+    default_conf["trading_mode"] = "futures"
+    default_conf["margin_mode"] = "isolated"
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="bitget")
+    exchange._lev_prep("BTC/USDC:USDC", 3.2, "buy")
+
+    assert api_mock.set_margin_mode.call_count == 0
+    assert api_mock.set_leverage.call_count == 1
+    api_mock.set_leverage.assert_called_with(symbol="BTC/USDC:USDC", leverage=3.2)
+
+    api_mock.reset_mock()
+
+    exchange._lev_prep("BTC/USDC:USDC", 19.99, "sell")
+
+    assert api_mock.set_margin_mode.call_count == 0
+    assert api_mock.set_leverage.call_count == 1
+    api_mock.set_leverage.assert_called_with(symbol="BTC/USDC:USDC", leverage=19.99)

tests/exchange/test_exchange.py

@@ -170,7 +170,7 @@ def test_init(default_conf, mocker, caplog):
 def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     mocker.patch(f"{EXMS}.reload_markets")
     mocker.patch(f"{EXMS}.validate_stakecurrency")
-    aei_mock = mocker.patch(f"{EXMS}.additional_exchange_init")
+    aei_mock = mocker.patch(f"{EXMS}.ft_additional_exchange_init")
 
     caplog.set_level(logging.INFO)
     conf = copy.deepcopy(default_conf)
@@ -2176,10 +2176,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
     since = date_minus_candles("5m", candle_limit)
     ret = exchange.get_historic_ohlcv(pair, "5m", dt_ts(since), candle_type=candle_type)
 
-    if exchange_name == "okx" and candle_type == "mark":
-        expected = 4
-    else:
-        expected = 2
+    expected = 2
     assert exchange._async_get_candle_history.call_count == expected
     # Returns twice the above OHLCV data after truncating the open candle.
     assert len(ret) == expected
@@ -5942,29 +5939,32 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
     assert exchange.get_max_leverage("TIA/USDT:USDT", 130.008) == 40
 
 
-@pytest.mark.parametrize("exchange_name", ["binance", "kraken", "gate", "okx", "bybit"])
-def test__get_params(mocker, default_conf, exchange_name):
+@pytest.mark.parametrize(
+    "exchange_name, add_params_spot, add_params_futures",
+    [
+        ("binance", {}, {}),
+        ("kraken", {}, {"leverage": 3.0}),
+        ("gate", {}, {}),
+        ("okx", {}, {"tdMode": "isolated", "posSide": "net"}),
+        ("bybit", {}, {"position_idx": 0}),
+        ("bitget", {}, {"marginMode": "isolated"}),
+    ],
+)
+def test__get_params(mocker, default_conf, exchange_name, add_params_spot, add_params_futures):
     api_mock = MagicMock()
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange._params = {"test": True}
 
     params1 = {"test": True}
-    params2 = {
+    params1.update(add_params_spot)
+
+    params_fut = {
         "test": True,
         "timeInForce": "IOC",
         "reduceOnly": True,
     }
-
-    if exchange_name == "kraken":
-        params2["leverage"] = 3.0
-
-    if exchange_name == "okx":
-        params2["tdMode"] = "isolated"
-        params2["posSide"] = "net"
-
-    if exchange_name == "bybit":
-        params2["position_idx"] = 0
+    params_fut.update(add_params_futures)
 
     assert (
         exchange._get_params(
@@ -6012,7 +6012,7 @@ def test__get_params(mocker, default_conf, exchange_name):
             time_in_force="IOC",
             leverage=3.0,
         )
-        == params2
+        == params_fut
     )
 
 

tests/exchange/test_hyperliquid.py

@@ -6,7 +6,8 @@ import pytest
 from tests.conftest import EXMS, get_mock_coro, get_patched_exchange
 
 
-def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker):
+@pytest.mark.parametrize("margin_mode", ["isolated", "cross"])
+def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker, margin_mode):
     # test if liq price calculated by dry_run_liquidation_price() is close to ccxt liq price
     # testing different pairs with large/small prices, different leverages, long, short
     markets = {
@@ -281,7 +282,7 @@ def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker):
 
     api_mock = MagicMock()
     default_conf["trading_mode"] = "futures"
-    default_conf["margin_mode"] = "isolated"
+    default_conf["margin_mode"] = margin_mode
     default_conf["stake_currency"] = "USDC"
     api_mock.load_markets = get_mock_coro()
     api_mock.markets = markets
@@ -299,11 +300,32 @@ def test_hyperliquid_dry_run_liquidation_price(default_conf, mocker):
             position["contracts"],
             position["collateral"],
             position["leverage"],
-            position["collateral"],
-            [],
+            # isolated doesn't use wallet-balance
+            wallet_balance=0.0 if margin_mode == "isolated" else position["collateral"],
+            open_trades=[],
         )
+        # Assume full position size is the wallet balance
         assert pytest.approx(liq_price_returned, rel=0.0001) == liq_price_calculated
 
+        if margin_mode == "cross":
+            # test with larger wallet balance
+            liq_price_calculated_cross = exchange.dry_run_liquidation_price(
+                position["symbol"],
+                position["entryPrice"],
+                is_short,
+                position["contracts"],
+                position["collateral"],
+                position["leverage"],
+                wallet_balance=position["collateral"] * 2,
+                open_trades=[],
+            )
+            # Assume full position size is the wallet balance
+            # This
+            if position["side"] == "long":
+                assert liq_price_returned > liq_price_calculated_cross < position["entryPrice"]
+            else:
+                assert liq_price_returned < liq_price_calculated_cross > position["entryPrice"]
+
 
 def test_hyperliquid_get_funding_fees(default_conf, mocker):
     now = datetime.now(UTC)

tests/exchange/test_okx.py

@@ -20,7 +20,7 @@ def test_okx_ohlcv_candle_limit(default_conf, mocker):
     for timeframe in timeframes:
         assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == 300
         assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES) == 300
-        assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 300
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 100
         assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE) == 100
 
         assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 300
@@ -36,7 +36,7 @@ def test_okx_ohlcv_candle_limit(default_conf, mocker):
 
         assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300
         assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300
-        assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, one_call) == 300
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, one_call) == 100
 
         one_call = int(
             (

tests/exchange_online/conftest.py

@@ -153,6 +153,8 @@ EXCHANGES = {
                     "ADA.F": {"balance": "2.00000000", "hold_trade": "0.00000000"},
                     "XBT": {"balance": "0.00060000", "hold_trade": "0.00000000"},
                     "XBT.F": {"balance": "0.00100000", "hold_trade": "0.00000000"},
+                    "ZEUR": {"balance": "1000.00000000", "hold_trade": "0.00000000"},
+                    "ZUSD": {"balance": "1000.00000000", "hold_trade": "0.00000000"},
                 }
             },
             "expected": {
@@ -161,6 +163,8 @@ EXCHANGES = {
                 "BTC": {"free": 0.0006, "total": 0.0006, "used": 0.0},
                 # XBT.F should be mapped to BTC.F
                 "BTC.F": {"free": 0.001, "total": 0.001, "used": 0.0},
+                "EUR": {"free": 1000.0, "total": 1000.0, "used": 0.0},
+                "USD": {"free": 1000.0, "total": 1000.0, "used": 0.0},
             },
         },
     },
@@ -418,6 +422,18 @@ EXCHANGES = {
         "hasQuoteVolume": True,
         "timeframe": "1h",
         "candle_count": 1000,
+        "futures": True,
+        "futures_pair": "BTC/USDT:USDT",
+        "leverage_tiers_public": True,
+        "leverage_in_spot_market": True,
+    },
+    "coinex": {
+        "pair": "BTC/USDT",
+        "stake_currency": "USDT",
+        "hasQuoteVolume": False,
+        "timeframe": "1h",
+        "candle_count": 1000,
+        "orderbook_max_entries": 50,
     },
     # TODO: re-enable htx once certificates work again
     # "htx": {
@@ -569,10 +585,7 @@ def get_futures_exchange(exchange_name, exchange_conf, class_mocker):
 
         class_mocker.patch("freqtrade.exchange.binance.Binance.fill_leverage_tiers")
         class_mocker.patch(f"{EXMS}.fetch_trading_fees")
-        class_mocker.patch("freqtrade.exchange.okx.Okx.additional_exchange_init")
-        class_mocker.patch("freqtrade.exchange.binance.Binance.additional_exchange_init")
-        class_mocker.patch("freqtrade.exchange.bybit.Bybit.additional_exchange_init")
-        class_mocker.patch("freqtrade.exchange.gate.Gate.additional_exchange_init")
+        class_mocker.patch(f"{EXMS}.ft_additional_exchange_init")
         class_mocker.patch(f"{EXMS}.load_cached_leverage_tiers", return_value=None)
         class_mocker.patch(f"{EXMS}.cache_leverage_tiers")
 
@@ -581,7 +594,7 @@ def get_futures_exchange(exchange_name, exchange_conf, class_mocker):
 
 @pytest.fixture(params=EXCHANGES, scope="class")
 def exchange(request, exchange_conf, class_mocker):
-    class_mocker.patch("freqtrade.exchange.bybit.Bybit.additional_exchange_init")
+    class_mocker.patch(f"{EXMS}.ft_additional_exchange_init")
     exchange, name = get_exchange(request.param, exchange_conf)
     yield exchange, name
     exchange.close()

tests/freqai/test_freqai_interface.py

@@ -143,6 +143,7 @@ def test_extract_data_and_train_model_Standard(
         ("CatboostClassifierMultiTarget", "freqai_test_multimodel_classifier_strat"),
     ],
 )
+@pytest.mark.filterwarnings(r"ignore:.*__sklearn_tags__.*:DeprecationWarning")
 def test_extract_data_and_train_model_MultiTargets(mocker, freqai_conf, model, strat):
     can_run_model(model)
 

tests/freqtradebot/test_freqtradebot.py

@@ -2267,6 +2267,18 @@ def test_manage_open_orders_exit_usercustom(
     freqtrade.manage_open_orders()
     assert log_has_re("Emergency exiting trade.*", caplog)
     assert et_mock.call_count == 1
+    # Full exit
+    assert et_mock.call_args_list[0][1]["sub_trade_amt"] == 30
+
+    et_mock.reset_mock()
+
+    # Full partially filled order
+    # Only places the order for the remaining amount
+    limit_sell_order_old["remaining"] = open_trade_usdt.amount - 10
+    freqtrade.manage_open_orders()
+    assert log_has_re("Emergency exiting trade.*", caplog)
+    assert et_mock.call_count == 1
+    assert et_mock.call_args_list[0][1]["sub_trade_amt"] == 20.0
 
 
 @pytest.mark.parametrize("is_short", [False, True])

tests/optimize/test_backtest_detail.py

@@ -18,7 +18,7 @@ from tests.optimize import (
 )
 
 
-# Test 0: Sell with signal sell in candle 3
+# Test 0: exit with exit signal in candle 3
 # Test with Stop-loss at 1%
 tc0 = BTContainer(
     data=[
@@ -279,7 +279,7 @@ tc12 = BTContainer(
     trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)],
 )
 
-# Test 13: Buy and sell ROI on same candle
+# Test 13: Enter and exit ROI on same candle
 # stop-loss: 10% (should not apply), ROI: 1%
 tc13 = BTContainer(
     data=[
@@ -296,7 +296,7 @@ tc13 = BTContainer(
     trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)],
 )
 
-# Test 14 - Buy and Stoploss on same candle
+# Test 14 - Enter and Stoploss on same candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc14 = BTContainer(
     data=[
@@ -314,7 +314,7 @@ tc14 = BTContainer(
 )
 
 
-# Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
+# Test 15 - Enter and ROI on same candle, followed by entry and Stoploss on next candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc15 = BTContainer(
     data=[
@@ -334,8 +334,8 @@ tc15 = BTContainer(
     ],
 )
 
-# Test 16: Buy, hold for 65 min, then forceexit using roi=-1
-# Causes negative profit even though sell-reason is ROI.
+# Test 16: Enter, hold for 65 min, then forceexit using roi=-1
+# Causes negative profit even though exit-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(
     data=[
@@ -353,10 +353,10 @@ tc16 = BTContainer(
     trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)],
 )
 
-# Test 17: Buy, hold for 120 mins, then forceexit using roi=-1
-# Causes negative profit even though sell-reason is ROI.
+# Test 17: Enter, hold for 120 mins, then forceexit using roi=-1
+# Causes negative profit even though exit-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
-# Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
+# Uses open as exit-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
@@ -374,16 +374,16 @@ tc17 = BTContainer(
 )
 
 
-# Test 18: Buy, hold for 120 mins, then drop ROI to 1%, causing a sell in candle 3.
+# Test 18: Enter, hold for 120 mins, then drop ROI to 1%, causing an exit in candle 3.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
-# uses open_rate as sell-price
+# uses open_rate as exit price
 tc18 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
         [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
         [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-        [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
+        [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Exit on ROI (exits on open)
         [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
         [5, 4950, 4975, 4925, 4950, 6172, 0, 0],
     ],
@@ -393,16 +393,16 @@ tc18 = BTContainer(
     trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)],
 )
 
-# Test 19: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
+# Test 19: Enter, hold for 119 mins, then drop ROI to 1%, causing an exit in candle 3.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
-# uses calculated ROI (1%) as sell rate, otherwise identical to tc18
+# uses calculated ROI (1%) as exit rate, otherwise identical to tc18
 tc19 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
         [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
         [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-        [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+        [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Exit on ROI
         [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
         [5, 4550, 4975, 4550, 4950, 6172, 0, 0],
     ],
@@ -412,16 +412,16 @@ tc19 = BTContainer(
     trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)],
 )
 
-# Test 20: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
+# Test 20: Enter, hold for 119 mins, then drop ROI to 1%, causing an exit in candle 3.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
-# uses calculated ROI (1%) as sell rate, otherwise identical to tc18
+# uses calculated ROI (1%) as exit rate, otherwise identical to tc18
 tc20 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
         [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
         [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
-        [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
+        [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Exit on ROI
         [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
         [5, 4925, 4975, 4925, 4950, 6172, 0, 0],
     ],
@@ -434,7 +434,7 @@ tc20 = BTContainer(
 # Test 21: trailing_stop ROI collision.
 # Roi should trigger before Trailing stop - otherwise Trailing stop profits can be > ROI
 # which cannot happen in reality
-# stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
+# stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the exit candle
 tc21 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
@@ -501,10 +501,10 @@ tc23 = BTContainer(
 
 # Test 24: trailing_stop Raises in candle 2 (does not trigger)
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
-# ROI is changed after this to 4%, dropping ROI below trailing_stop_positive, causing a sell
+# ROI is changed after this to 4%, dropping ROI below trailing_stop_positive, causing an exit
 # in the candle after the raised stoploss candle with ROI reason.
 # Stoploss would trigger in this candle too, but it's no longer relevant.
-# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
+# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the exit)
 tc24 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
@@ -524,16 +524,16 @@ tc24 = BTContainer(
     trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)],
 )
 
-# Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
+# Test 25: Exit with exit signal in candle 3 (stoploss also triggers on this candle)
 # Stoploss at 1%.
-# Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
+# Stoploss wins over exit-signal (because exit-signal is acted on in the next candle)
 tc25 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
         [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
         [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
-        [3, 5010, 5010, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
+        [3, 5010, 5010, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + exit-signal
         [4, 5010, 5010, 4977, 4995, 6172, 0, 0],
         [5, 4995, 4995, 4950, 4950, 6172, 0, 0],
     ],
@@ -544,9 +544,9 @@ tc25 = BTContainer(
     trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)],
 )
 
-# Test 26: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
+# Test 26: Exit with exit signal in candle 3 (stoploss also triggers on this candle)
 # Stoploss at 1%.
-# Sell-signal wins over stoploss
+# Exit-signal wins over stoploss
 tc26 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
@@ -554,7 +554,7 @@ tc26 = BTContainer(
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
         [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
         [3, 5010, 5010, 4986, 5010, 6172, 0, 1],
-        [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+        [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + exit-signal acted on
         [5, 4995, 4995, 4950, 4950, 6172, 0, 0],
     ],
     stop_loss=-0.01,
@@ -565,9 +565,9 @@ tc26 = BTContainer(
 )
 
 # Test 27: (copy of test26 with leverage)
-# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
+# Exit with exit signal in candle 3 (stoploss also triggers on this candle)
 # Stoploss at 1%.
-# Sell-signal wins over stoploss
+# exit-signal wins over stoploss
 tc27 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
@@ -575,7 +575,7 @@ tc27 = BTContainer(
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
         [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
         [3, 5010, 5010, 4986, 5010, 6172, 0, 1],
-        [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+        [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + exit-signal acted on
         [5, 4995, 4995, 4950, 4950, 6172, 0, 0],
     ],
     stop_loss=-0.05,
@@ -587,9 +587,9 @@ tc27 = BTContainer(
 )
 
 # Test 28: (copy of test26 with leverage and as short)
-# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
+# Exit with exit signal in candle 3 (stoploss also triggers on this candle)
 # Stoploss at 1%.
-# Sell-signal wins over stoploss
+# Exit-signal wins over stoploss
 tc28 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
@@ -597,7 +597,7 @@ tc28 = BTContainer(
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0, 0, 0],  # enter trade (signal on last candle)
         [2, 4987, 5012, 4986, 4986, 6172, 0, 0, 0, 0],
         [3, 5010, 5010, 4986, 5010, 6172, 0, 0, 0, 1],
-        [4, 4990, 5010, 4855, 4995, 6172, 0, 0, 0, 0],  # Triggers stoploss + sellsignal acted on
+        [4, 4990, 5010, 4855, 4995, 6172, 0, 0, 0, 0],  # Triggers stoploss + exit-signal acted on
         [5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0],
     ],
     stop_loss=-0.05,
@@ -607,16 +607,16 @@ tc28 = BTContainer(
     leverage=5.0,
     trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=True)],
 )
-# Test 29: Sell with signal sell in candle 3 (ROI at signal candle)
+# Test 29: Exit with exit signal in candle 3 (ROI at signal candle)
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
-# Sell-signal wins over stoploss
+# Exit-signal wins over stoploss
 tc29 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
         [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
         [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
-        [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, sell-signal
+        [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, exit-signal
         [4, 5010, 5010, 4855, 4995, 6172, 0, 0],
         [5, 4995, 4995, 4950, 4950, 6172, 0, 0],
     ],
@@ -627,16 +627,16 @@ tc29 = BTContainer(
     trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)],
 )
 
-# Test 30: Sell with signal sell in candle 3 (ROI at signal candle)
-# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
+# Test 30: Exit with exit signal in candle 3 (ROI at signal candle)
+# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over exit-signal
 tc30 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
         [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
         [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
         [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
-        [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
-        [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
+        [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # exit-signal
+        [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, exit-signal acted on
         [5, 4995, 4995, 4950, 4950, 6172, 0, 0],
     ],
     stop_loss=-0.10,
@@ -888,7 +888,7 @@ tc41 = BTContainer(
 
 # Test 42: Custom-entry-price around candle low
 # Would cause immediate ROI exit, but since the trade was entered
-# below open, we treat this as cheating, and delay the sell by 1 candle.
+# below open, we treat this as cheating, and delay the exit by 1 candle.
 # details: https://github.com/freqtrade/freqtrade/issues/6261
 tc42 = BTContainer(
     data=[
@@ -945,7 +945,7 @@ tc44 = BTContainer(
 )
 
 # Test 45: Custom exit price above all candles
-# causes sell signal timeout
+# causes exit signal timeout
 tc45 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT
@@ -964,7 +964,7 @@ tc45 = BTContainer(
 )
 
 # Test 46: (Short of tc45) Custom short exit price above below candles
-# causes sell signal timeout
+# causes exit signal timeout
 tc46 = BTContainer(
     data=[
         # D   O     H     L     C    V    EL XL ES Xs  BT

tests/optimize/test_hyperopt.py

@@ -236,28 +236,6 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
         start_hyperopt(pargs)
 
 
-def test_start_no_hyperopt_allowed(mocker, hyperopt_conf, caplog) -> None:
-    start_mock = MagicMock()
-    patched_configuration_load_config_file(mocker, hyperopt_conf)
-    mocker.patch("freqtrade.optimize.hyperopt.Hyperopt.start", start_mock)
-    patch_exchange(mocker)
-
-    args = [
-        "hyperopt",
-        "--config",
-        "config.json",
-        "--hyperopt",
-        "HyperoptTestSepFile",
-        "--hyperopt-loss",
-        "SharpeHyperOptLossDaily",
-        "--epochs",
-        "5",
-    ]
-    pargs = get_args(args)
-    with pytest.raises(OperationalException, match=r"Using separate Hyperopt files has been.*"):
-        start_hyperopt(pargs)
-
-
 def test_start_no_data(mocker, hyperopt_conf, tmp_path) -> None:
     hyperopt_conf["user_data_dir"] = tmp_path
     patched_configuration_load_config_file(mocker, hyperopt_conf)
@@ -708,7 +686,7 @@ def test_print_json_spaces_all(mocker, hyperopt_conf, capsys) -> None:
 
     hyperopt_conf.update(
         {
-            "spaces": "all",
+            "spaces": ["all"],
             "hyperopt_jobs": 1,
             "print_json": True,
         }
@@ -824,7 +802,7 @@ def test_print_json_spaces_roi_stoploss(mocker, hyperopt_conf, capsys) -> None:
 
     hyperopt_conf.update(
         {
-            "spaces": "roi stoploss",
+            "spaces": ["roi", "stoploss"],
             "hyperopt_jobs": 1,
             "print_json": True,
         }
@@ -876,7 +854,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     )
     patch_exchange(mocker)
 
-    hyperopt_conf.update({"spaces": "roi stoploss"})
+    hyperopt_conf.update({"spaces": ["roi", "stoploss"]})
 
     hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
@@ -915,7 +893,7 @@ def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
 
     hyperopt_conf.update(
         {
-            "spaces": "all",
+            "spaces": ["all"],
         }
     )
 
@@ -969,7 +947,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     )
     patch_exchange(mocker)
 
-    hyperopt_conf.update({"spaces": "buy"})
+    hyperopt_conf.update({"spaces": ["buy"]})
 
     hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
@@ -1025,7 +1003,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
 
     hyperopt_conf.update(
         {
-            "spaces": "sell",
+            "spaces": ["sell"],
         }
     )
 
@@ -1076,7 +1054,7 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None:
 
     patch_exchange(mocker)
 
-    hyperopt_conf.update({"spaces": space})
+    hyperopt_conf.update({"spaces": [space]})
 
     hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.hyperopter.backtesting.strategy.advise_all_indicators = MagicMock()
@@ -1132,7 +1110,9 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None
 
 
 @pytest.mark.filterwarnings("ignore::DeprecationWarning")
-def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path, fee) -> None:
+def test_in_strategy_auto_hyperopt_with_parallel(
+    mocker, hyperopt_conf, tmp_path, fee, caplog
+) -> None:
     mocker.patch(f"{EXMS}.validate_config", MagicMock())
     mocker.patch(f"{EXMS}.get_fee", fee)
     mocker.patch(f"{EXMS}.reload_markets")
@@ -1175,6 +1155,8 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path
     assert len(list(buy_rsi_range)) == 51
 
     hyperopt.start()
+    # Test logs from parallel workers are shown.
+    assert log_has("Test: Bot loop started", caplog)
 
 
 def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmp_path, fee) -> None:

tests/optimize/test_optimize_reports.py

@@ -634,11 +634,30 @@ def test_generate_periodic_breakdown_stats(testdatadir):
     res = generate_periodic_breakdown_stats([], "day")
     assert res == []
 
+    # Test weekday
+    reswd = generate_periodic_breakdown_stats(bt_data, "weekday")
+    assert isinstance(reswd, list)
+    assert len(reswd) == 7
+    assert reswd[0]["date"] == "Monday"
+    assert reswd[0]["date_ts"] == 0
+    assert reswd[1]["date"] == "Tuesday"
+    assert reswd[2]["date"] == "Wednesday"
+    assert reswd[3]["date"] == "Thursday"
+    assert reswd[4]["date"] == "Friday"
+    assert reswd[5]["date"] == "Saturday"
+    assert reswd[6]["date"] == "Sunday"
+    monday = reswd[0]
+    assert "draws" in monday
+    assert "losses" in monday
+    assert "wins" in monday
+    assert "profit_abs" in monday
+
 
 def test__get_resample_from_period():
     assert _get_resample_from_period("day") == "1d"
     assert _get_resample_from_period("week") == "1W-MON"
     assert _get_resample_from_period("month") == "1ME"
+    assert _get_resample_from_period("weekday") == "weekday"
     with pytest.raises(ValueError, match=r"Period noooo is not supported."):
         _get_resample_from_period("noooo")
 

tests/persistence/test_migrations.py

@@ -441,7 +441,8 @@ def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
     "dialect",
     [
         "sqlite",
-        "postgresql",
+        "postgresql",  # test for psycopg2 compat
+        "postgresql.psycopg",  # test for psycopg3 compat
         "mysql",
         "oracle",
         "mssql",

tests/rpc/test_rpc.py

@@ -848,11 +848,11 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
 
     freqtradebot.state = State.STOPPED
     with pytest.raises(RPCException, match=r".*trader is not running*"):
-        rpc._rpc_force_exit(None)
+        rpc._rpc_force_exit("22222")
 
     freqtradebot.state = State.RUNNING
     with pytest.raises(RPCException, match=r".*invalid argument*"):
-        rpc._rpc_force_exit(None)
+        rpc._rpc_force_exit("22222")
 
     msg = rpc._rpc_force_exit("all")
     assert msg == {"result": "Created exit orders for all open trades."}
@@ -867,7 +867,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
 
     freqtradebot.state = State.STOPPED
     with pytest.raises(RPCException, match=r".*trader is not running*"):
-        rpc._rpc_force_exit(None)
+        rpc._rpc_force_exit("22222")
 
     with pytest.raises(RPCException, match=r".*trader is not running*"):
         rpc._rpc_force_exit("all")

tests/rpc/test_rpc_apiserver.py

@@ -5,6 +5,7 @@ Unit test file for rpc/api_server.py
 import asyncio
 import logging
 import time
+from copy import deepcopy
 from datetime import UTC, datetime, timedelta
 from pathlib import Path
 from unittest.mock import ANY, MagicMock, PropertyMock
@@ -1860,7 +1861,42 @@ def test_api_forceexit(botclient, mocker, ticker, fee, markets):
     assert trade.is_open is False
 
 
-def test_api_pair_candles(botclient, ohlcv_history):
+def gen_annotation_params():
+    area_annotation = {
+        "type": "area",
+        "start": "2024-01-01 15:00:00",
+        "end": "2024-01-01 16:00:00",
+        "y_start": 94000.2,
+        "y_end": 98000,
+        "color": "",
+        "label": "some label",
+    }
+    line_annotation = {
+        "type": "line",
+        "start": "2024-01-01 15:00:00",
+        "end": "2024-01-01 16:00:00",
+        "y_start": 99000.2,
+        "y_end": 98000,
+        "color": "",
+        "label": "some label",
+        "width": 2,
+        "line_style": "dashed",
+    }
+
+    line_wrong = deepcopy(line_annotation)
+    line_wrong["line_style"] = "dashed2222"
+    return [
+        ([area_annotation], [area_annotation]),  # Only area
+        ([line_annotation], [line_annotation]),  # Only line
+        ([area_annotation, line_annotation], [area_annotation, line_annotation]),  # Both together
+        ([], []),  # Empty
+        ([line_wrong], []),  # Invalid line
+        ([area_annotation, line_wrong], [area_annotation]),  # Invalid line
+    ]
+
+
+@pytest.mark.parametrize("annotations,expected", gen_annotation_params())
+def test_api_pair_candles(botclient, ohlcv_history, annotations, expected):
     ftbot, client = botclient
     timeframe = "5m"
     amount = 3
@@ -1892,18 +1928,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
     ohlcv_history["exit_short"] = 0
 
     ftbot.dataprovider._set_cached_df("XRP/BTC", timeframe, ohlcv_history, CandleType.SPOT)
-    fake_plot_annotations = [
-        {
-            "type": "area",
-            "start": "2024-01-01 15:00:00",
-            "end": "2024-01-01 16:00:00",
-            "y_start": 94000.2,
-            "y_end": 98000,
-            "color": "",
-            "label": "some label",
-        }
-    ]
-    plot_annotations_mock = MagicMock(return_value=fake_plot_annotations)
+    plot_annotations_mock = MagicMock(return_value=annotations)
     ftbot.strategy.plot_annotations = plot_annotations_mock
     for call in ("get", "post"):
         plot_annotations_mock.reset_mock()
@@ -1936,7 +1961,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
         assert resp["data_start_ts"] == 1511686200000
         assert resp["data_stop"] == "2017-11-26 09:00:00+00:00"
         assert resp["data_stop_ts"] == 1511686800000
-        assert resp["annotations"] == fake_plot_annotations
+        assert resp["annotations"] == expected
         assert plot_annotations_mock.call_count == 1
         assert isinstance(resp["columns"], list)
         base_cols = {

tests/strategy/strats/hyperoptable_strategy.py

@@ -1,5 +1,7 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
+import logging
+
 from pandas import DataFrame
 from strategy_test_v3 import StrategyTestV3
 
@@ -7,6 +9,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
 
 
+logger = logging.getLogger(__name__)
+
+
 class HyperoptableStrategy(StrategyTestV3):
     """
     Default Strategy provided by freqtrade bot.
@@ -16,6 +21,7 @@ class HyperoptableStrategy(StrategyTestV3):
     for samples and inspiration.
     """
 
+    INTERFACE_VERSION = 3
     buy_params = {
         "buy_rsi": 35,
         # Intentionally not specified, so "default" is tested
@@ -54,34 +60,13 @@ class HyperoptableStrategy(StrategyTestV3):
 
     def bot_loop_start(self, **kwargs):
         self.bot_loop_started = True
+        logger.info("Test: Bot loop started")
 
     def bot_start(self, **kwargs) -> None:
-        """
-        Parameters can also be defined here ...
-        """
         self.bot_started = True
         self.buy_rsi = IntParameter([0, 50], default=30, space="buy")
 
-    def informative_pairs(self):
-        """
-        Define additional, informative pair/interval combinations to be cached from the exchange.
-        These pair/interval combinations are non-tradeable, unless they are part
-        of the whitelist as well.
-        For more information, please consult the documentation
-        :return: List of tuples in the format (pair, interval)
-            Sample: return [("ETH/USDT", "5m"),
-                            ("BTC/USDT", "15m"),
-                            ]
-        """
-        return []
-
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Based on TA indicators, populates the buy signal for the given dataframe
-        :param dataframe: DataFrame
-        :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
-        """
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe.loc[
             (
                 (dataframe["rsi"] < self.buy_rsi.value)
@@ -90,18 +75,12 @@ class HyperoptableStrategy(StrategyTestV3):
                 & (dataframe["plus_di"] > self.buy_plusdi.value)
             )
             | ((dataframe["adx"] > 65) & (dataframe["plus_di"] > self.buy_plusdi.value)),
-            "buy",
+            "enter_long",
         ] = 1
 
         return dataframe
 
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Based on TA indicators, populates the sell signal for the given dataframe
-        :param dataframe: DataFrame
-        :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with sell column
-        """
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe.loc[
             (
                 (
@@ -112,6 +91,6 @@ class HyperoptableStrategy(StrategyTestV3):
                 & (dataframe["minus_di"] > 0)
             )
             | ((dataframe["adx"] > 70) & (dataframe["minus_di"] > self.sell_minusdi.value)),
-            "sell",
+            "exit_long",
         ] = 1
         return dataframe

tests/strategy/test_interface.py

@@ -147,14 +147,14 @@ def test_get_signal_exception_valueerror(mocker, caplog, ohlcv_history):
     mocker.patch.object(_STRATEGY.dp, "ohlcv", return_value=ohlcv_history)
     mocker.patch.object(_STRATEGY, "_analyze_ticker_internal", side_effect=ValueError("xyz"))
     _STRATEGY.analyze_pair("foo")
-    assert log_has_re(r"Strategy caused the following exception: xyz.*", caplog)
+    assert log_has_re(r"Strategy caused the following exception: ValueError\('xyz'\).*", caplog)
     caplog.clear()
 
     mocker.patch.object(
         _STRATEGY, "analyze_ticker", side_effect=Exception("invalid ticker history ")
     )
     _STRATEGY.analyze_pair("foo")
-    assert log_has_re(r"Strategy caused the following exception: xyz.*", caplog)
+    assert log_has_re(r"Strategy caused the following exception: ValueError\('xyz'\).*", caplog)
 
 
 def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):

tests/strategy/test_strategy_helpers.py

@@ -34,7 +34,8 @@ def test_merge_informative_pair():
     assert "volume_1h" in result.columns
     assert result["volume"].equals(data["volume"])
 
-    # First 3 rows are empty
+    # First 3 rows are empty.
+    # Pre-fillup doesn't happen as there is no prior candlw in the informative dataframe
     assert result.iloc[0]["date_1h"] is pd.NaT
     assert result.iloc[1]["date_1h"] is pd.NaT
     assert result.iloc[2]["date_1h"] is pd.NaT
@@ -109,13 +110,37 @@ def test_merge_informative_pair_monthly():
     # Candle is empty, as the start-date did fail.
     candle3 = result.loc[(result["date"] == "2022-11-30T22:00:00.000Z")]
     assert candle3.iloc[0]["date"] == pd.Timestamp("2022-11-30T22:00:00.000Z")
-    assert candle3.iloc[0]["date_1M"] is pd.NaT
+    # Merged on prior month
+    assert candle3.iloc[0]["date_1M"] == pd.Timestamp("2022-10-01T00:00:00.000Z")
 
     # First candle with 1M data merged.
     candle4 = result.loc[(result["date"] == "2022-11-30T23:00:00.000Z")]
     assert candle4.iloc[0]["date"] == pd.Timestamp("2022-11-30T23:00:00.000Z")
     assert candle4.iloc[0]["date_1M"] == pd.Timestamp("2022-11-01T00:00:00.000Z")
 
+    # Very first candle in the result dataframe
+    # Merged the latest informative candle before the start-date
+    candle5 = result.iloc[0]
+    assert candle5["date"] == pd.Timestamp("2022-11-28T00:00:00.000Z")
+    assert candle5["date_1M"] == pd.Timestamp("2022-10-01T00:00:00.000Z")
+
+
+def test_merge_informative_pair_no_overlap():
+    # Covers roughly a day
+    data = generate_test_data("1m", 1440, "2022-11-28")
+    # Data stops WAY before the main data starts
+    informative = generate_test_data("1h", 40, "2022-11-01")
+
+    result = merge_informative_pair(data, informative, "1m", "1h", ffill=True)
+
+    assert isinstance(result, pd.DataFrame)
+    assert len(result) == len(data)
+    assert "date" in result.columns
+    assert result["date"].equals(data["date"])
+    assert "date_1h" in result.columns
+    # If there's no overlap, forward filling should not fill anything
+    assert result["date_1h"].isnull().all()
+
 
 def test_merge_informative_pair_same():
     data = generate_test_data("15m", 40)