Merge pull request #13003 from freqtrade/new_release

New release 2026.3
chore: bump version to 2026.3
2026-03-30 19:11:38 +02:00 · 2026-03-30 06:38:56 +02:00 · 2026-03-30 06:38:42 +02:00 · 2026-03-29 13:52:51 +02:00 · 2026-03-29 13:33:56 +02:00 · 2026-03-29 13:30:26 +02:00
165 changed files with 43224 additions and 38474 deletions
@@ -61,5 +61,7 @@ updates:
  groups:
    actions:
      patterns:
        # Combine updates for github provided actions
        - "actions/*"
    docker:
      patterns:
        - "docker/*"
@@ -2,7 +2,7 @@ name: Binance Leverage tiers update
 on:
  schedule:
-    - cron: "0 3 * * 4"
+    - cron: "25 3 * * 4"
  # on demand
  workflow_dispatch:
@@ -24,12 +24,19 @@ jobs:
      with:
        persist-credentials: false
-    - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
+    - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
      with:
-        python-version: "3.12"
+        python-version: "3.14"
    - name: Install uv
      uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
      with:
        activate-environment: true
        enable-cache: false
        python-version: "3.14"
    - name: Install ccxt
-      run: pip install ccxt
+      run: uv pip install $(grep -E "^ccxt==" requirements.txt) $(grep -E "^orjson==" requirements.txt)
    - name: Run leverage tier update
      env:
@@ -39,7 +46,7 @@ jobs:
      run: python build_helpers/binance_update_lev_tiers.py
-    - uses: peter-evans/create-pull-request@98357b18bf14b5342f975ff684046ec3b2a07725 # v8.0.0
+    - uses: peter-evans/create-pull-request@c0f553fe549906ede9cf27b5156039d195d2ece0 # v8.1.0
      with:
        token: ${{ secrets.REPO_SCOPED_TOKEN }}
        add-paths: freqtrade/exchange/binance_leverage_tiers.json
@@ -48,7 +55,7 @@ jobs:
          Dependencies
        branch: update/binance-leverage-tiers
        title: Update Binance Leverage Tiers
-        commit-message: "chore: update pre-commit hooks"
+        commit-message: "chore: update binance leverage tiers"
        committer: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
        author: Freqtrade Bot <154552126+freqtrade-bot@users.noreply.github.com>
        body: Update binance leverage tiers.
@@ -32,13 +32,13 @@ jobs:
      with:
        persist-credentials: false
-    - name: Set up Python
+    - name: Set up Python 🐍
-      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
+      uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
      with:
        python-version: ${{ matrix.python-version }}
    - name: Install uv
-      uses: astral-sh/setup-uv@61cb8a9741eeb8a550a1b8544337180c0fc8476b # v7.2.0
+      uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
      with:
        activate-environment: true
        enable-cache: true
@@ -55,7 +55,6 @@ jobs:
    - name: Installation (python)
      run: |
        uv pip install --upgrade wheel
        uv pip install -r requirements-dev.txt
        uv pip install -e ft_client/
        uv pip install -e .
@@ -78,7 +77,7 @@ jobs:
      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
      with:
        fail_ci_if_error: true
-        token: ${{ secrets.CODECOV_TOKEN }}
+        token: ${{ secrets.CODECOV_TOKEN }}  # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable.
    - name: Cleanup codecov dirty state files
      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
@@ -137,10 +136,6 @@ jobs:
        freqtrade create-userdir --userdir user_data
        freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
    - name: Sort imports (isort)
      run: |
        isort --check .
    - name: Run Ruff
      run: |
        ruff check --output-format=github
@@ -161,18 +156,18 @@ jobs:
        $PSVersionTable
        Get-PSRepository | Format-List *
        Set-PSRepository psgallery -InstallationPolicy trusted
-        Install-Module -Name Pester -RequiredVersion 5.3.1 -Confirm:$false -Force -SkipPublisherCheck
+        Install-Module -Name Pester -RequiredVersion 5.7.1 -Confirm:$false -Force -SkipPublisherCheck
        $Error.clear()
        Invoke-Pester -Path "tests" -CI
        if ($Error.Length -gt 0) {exit 1}
    - name: Discord notification
-      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
+      uses: sarisia/actions-status-discord@eb045afee445dc055c18d3d90bd0f244fd062708 # v1.16.0
      if: ${{ failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) }}
      with:
-          severity: error
+          color: '#FF0000' # red
-          details: Freqtrade CI failed on ${{ matrix.os }} with Python ${{ matrix.python-version }}!
+          title: Freqtrade CI failed on ${{ matrix.os }} with Python ${{ matrix.python-version }}!
-          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
+          webhook: ${{ secrets.DISCORD_WEBHOOK }}  # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable.
  mypy-version-check:
    name: "Mypy Version Check"
@@ -182,14 +177,20 @@ jobs:
      with:
        persist-credentials: false
-    - name: Set up Python
+    - name: Set up Python 🐍
-      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 #v6.1.0
+      uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 #v6.2.0
      with:
-        python-version: "3.12"
+        python-version: "3.13"
    - name: Install uv
      uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
      with:
        activate-environment: true
        python-version: "3.13"
    - name: pre-commit dependencies
      run: |
-        pip install pyaml
+        uv pip install $(grep -E "^pyyaml==" requirements-dev.txt)
        python build_helpers/pre_commit_update.py
  pre-commit:
@@ -200,9 +201,10 @@ jobs:
      with:
        persist-credentials: false
-    - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
+    - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
      with:
-        python-version: "3.12"
+        python-version: "3.13"
    - uses: pre-commit/action@2c7b3805fd2a0fd8c1884dcaebf91fc102a13ecd # v3.0.1
  docs-check:
@@ -217,51 +219,59 @@ jobs:
      run: |
        ./tests/test_docs.sh
-    - name: Set up Python
+    - name: Set up Python 🐍
-      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
+      uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
      with:
-        python-version: "3.12"
+        python-version: "3.13"
    - name: Install uv
      uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
      with:
        activate-environment: true
        python-version: "3.13"
    - name: Documentation build
      run: |
-        pip install -r docs/requirements-docs.txt
+        uv pip install -r docs/requirements-docs.txt
        mkdocs build
    - name: Discord notification
-      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
+      uses: sarisia/actions-status-discord@eb045afee445dc055c18d3d90bd0f244fd062708 # v1.16.0
      if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
      with:
-          severity: error
+          color: '#FF0000' # red
-          details: Freqtrade doc test failed!
+          title: Freqtrade doc test failed!
-          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
+          webhook: ${{ secrets.DISCORD_WEBHOOK }}  # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable.
  build-linux-online:
    # Run pytest with "live" checks
-    name: "Tests and Linting - Online tests"
+    name: "Online / live tests"
    runs-on: ubuntu-24.04
    strategy:
      matrix:
        python-version: ["3.12"]
    steps:
    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
      with:
        persist-credentials: false
-    - name: Set up Python
+    - name: Set up Python 🐍
-      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
+      uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
      with:
-        python-version: "3.12"
+        python-version: "${{ matrix.python-version }}"
    - name: Install uv
-      uses: astral-sh/setup-uv@61cb8a9741eeb8a550a1b8544337180c0fc8476b # v7.2.0
+      uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
      with:
        activate-environment: true
        enable-cache: true
-        python-version: "3.12"
+        python-version: "${{ matrix.python-version }}"
        cache-dependency-glob: "requirements**.txt"
        cache-suffix: "3.12"
    - name: Installation - *nix
      run: |
        uv pip install --upgrade wheel
        uv pip install -r requirements-dev.txt
        uv pip install -e ft_client/
        uv pip install -e .
@@ -285,22 +295,13 @@ jobs:
    if: github.event_name != 'schedule' && github.repository == 'freqtrade/freqtrade'
    steps:
    - name: Check user permission
      id: check
      continue-on-error: true
      uses: prince-chrismc/check-actor-permissions-action@d504e74ba31658f4cdf4fcfeb509d4c09736d88e # v3.0.2
      with:
        permission: "write"
      env:
        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
    - name: Discord notification
-      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
+      uses: sarisia/actions-status-discord@eb045afee445dc055c18d3d90bd0f244fd062708 # v1.16.0
-      if: steps.check.outputs.permitted == 'true' && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      if: github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false
      with:
-          severity: info
+          color: '#00FF00' # green
-          details: Test Completed!
+          title: Test Completed!
-          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
+          webhook: ${{ secrets.DISCORD_WEBHOOK }}  # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable.
  build:
    if: always()
@@ -312,6 +313,9 @@ jobs:
      pre-commit,
    ]
    runs-on: ubuntu-22.04
    strategy:
      matrix:
        python-version: ["3.13"]
    steps:
@@ -324,18 +328,24 @@ jobs:
      with:
        persist-credentials: false
-    - name: Set up Python
+    - name: Set up Python 🐍
-      uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
+      uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
      with:
-        python-version: "3.12"
+        python-version: "${{ matrix.python-version }}"
    - name: Install uv
      uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
      with:
        activate-environment: true
        python-version: "${{ matrix.python-version }}"
    - name: Build distribution
      run: |
-        pip install -U build
+        uv pip install $(grep -E "^build==" requirements-dev.txt)
        python -m build --sdist --wheel
    - name: Upload artifacts 📦
-      uses: actions/upload-artifact@b7c566a772e6b6bfb58ed0dc250532a479d7789f # v6.1.0
+      uses: actions/upload-artifact@bbbca2ddaa5d8feaa63e36b76fdaad77386f024f # v7.0.0
      with:
        name: freqtrade-build
        path: |
@@ -344,11 +354,10 @@ jobs:
    - name: Build Client distribution
      run: |
        pip install -U build
        python -m build --sdist --wheel ft_client
    - name: Upload artifacts 📦
-      uses: actions/upload-artifact@b7c566a772e6b6bfb58ed0dc250532a479d7789f # v6.1.0
+      uses: actions/upload-artifact@bbbca2ddaa5d8feaa63e36b76fdaad77386f024f # v7.0.0
      with:
        name: freqtrade-client-build
        path: |
@@ -372,7 +381,7 @@ jobs:
        persist-credentials: false
    - name: Download artifact  📦
-      uses: actions/download-artifact@37930b1c2abaa49bbe596cd826c3c89aef350131 # v7.0.0
+      uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
      with:
        pattern: freqtrade*-build
        path: dist
@@ -401,7 +410,7 @@ jobs:
        persist-credentials: false
    - name: Download artifact  📦
-      uses: actions/download-artifact@37930b1c2abaa49bbe596cd826c3c89aef350131 # v7.0.0
+      uses: actions/download-artifact@3e5f45b2cfb9172054b4087a40e8e0b5a5461e7c # v8.0.1
      with:
        pattern: freqtrade*-build
        path: dist
@@ -422,9 +431,9 @@ jobs:
      packages: write # Needed to push package versions
      contents: read
    secrets:
-      DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+      DISCORD_WEBHOOK: ${{ secrets.DISCORD_WEBHOOK }}  # zizmor: ignore[secrets-outside-env] Intentionally not using environment variable.
-      DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+      DOCKERHUB_USERNAME: ${{ secrets.DOCKERHUB_USERNAME }}
-      DISCORD_WEBHOOK: ${{ secrets.DISCORD_WEBHOOK }}
+      DOCKERHUB_TOKEN: ${{ secrets.DOCKERHUB_TOKEN }}
  packages-cleanup:
@@ -27,7 +27,7 @@ jobs:
          persist-credentials: true
      - name: Set up Python
-        uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
+        uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
        with:
          python-version: '3.12'
@@ -31,7 +31,7 @@ jobs:
      with:
        persist-credentials: false
    - name: Login to GitHub Container Registry
-      uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
+      uses: docker/login-action@b45d80f862d83dbcd57f89517bcf500b2ab88fb2 # v4.0.0
      with:
        registry: ghcr.io
        username: ${{ github.actor }}
@@ -3,9 +3,9 @@ name: Docker Build and Deploy
 on:
  workflow_call:
    secrets:
-      DOCKER_PASSWORD:
+      DOCKERHUB_USERNAME:
        required: true
-      DOCKER_USERNAME:
+      DOCKERHUB_TOKEN:
        required: true
      DISCORD_WEBHOOK:
        required: false
@@ -35,6 +35,8 @@ jobs:
    name: "Deploy Docker x64 and armv7l"
    runs-on: ubuntu-22.04
    if: github.repository == 'freqtrade/freqtrade'
    environment:
      name: docker
    steps:
    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
@@ -57,19 +59,19 @@ jobs:
      uses: ./.github/actions/docker-tags
    - name: Login to Docker Hub
-      uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
+      uses: docker/login-action@b45d80f862d83dbcd57f89517bcf500b2ab88fb2 # v4.0.0
      with:
-        username: ${{ secrets.DOCKER_USERNAME }}
+        username: ${{ secrets.DOCKERHUB_USERNAME }}
-        password: ${{ secrets.DOCKER_PASSWORD }}
+        password: ${{ secrets.DOCKERHUB_TOKEN }}
    - name: Set up QEMU
-      uses: docker/setup-qemu-action@c7c53464625b32c7a7e944ae62b3e17d2b600130 # v3.7.0
+      uses: docker/setup-qemu-action@ce360397dd3f832beb865e1373c09c0e9f86d70a # v4.0.0
      with:
        cache-image: false
    - name: Set up Docker Buildx
      id: buildx
-      uses: docker/setup-buildx-action@8d2750c68a42422c14e847fe6c8ac0403b4cbd6f #v3.12.0
+      uses: docker/setup-buildx-action@4d04d5d9486b7bd6fa91e7baf45bbb4f8b9deedd #v4.0.0
    - name: Available platforms
      run: echo ${PLATFORMS}
@@ -168,6 +170,8 @@ jobs:
    # Only run on 64bit machines
    runs-on: [self-hosted, linux, ARM64]
    if: github.repository == 'freqtrade/freqtrade'
    environment:
      name: docker
    steps:
    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
@@ -179,13 +183,13 @@ jobs:
      uses: ./.github/actions/docker-tags
    - name: Login to Docker Hub
-      uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
+      uses: docker/login-action@b45d80f862d83dbcd57f89517bcf500b2ab88fb2 # v4.0.0
      with:
-        username: ${{ secrets.DOCKER_USERNAME }}
+        username: ${{ secrets.DOCKERHUB_USERNAME }}
-        password: ${{ secrets.DOCKER_PASSWORD }}
+        password: ${{ secrets.DOCKERHUB_TOKEN }}
    - name: Login to github
-      uses: docker/login-action@5e57cd118135c172c3672efd75eb46360885c0ef # v3.6.0
+      uses: docker/login-action@b45d80f862d83dbcd57f89517bcf500b2ab88fb2 # v4.0.0
      with:
        registry: ghcr.io
        username: ${{ github.actor }}
@@ -306,9 +310,8 @@ jobs:
        docker image prune -a --force --filter "until=24h"
    - name: Discord notification
-      uses: rjstone/discord-webhook-notify@c2597273488aeda841dd1e891321952b51f7996f #v2.2.1
+      uses: sarisia/actions-status-discord@eb045afee445dc055c18d3d90bd0f244fd062708 # v1.16.0
      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
      with:
-          severity: info
+          title: Deploy Succeeded!
-          details: Deploy Succeeded!
+          webhook: ${{ secrets.DISCORD_WEBHOOK }}
          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
@@ -3,6 +3,7 @@ on:
  push:
    branches:
    - stable
  workflow_dispatch:
 concurrency:
  group: ${{ github.workflow }}
@@ -15,6 +16,8 @@ jobs:
  dockerHubDescription:
    name: "Update Docker Hub Description"
    runs-on: ubuntu-latest
    environment:
      name: docker
    steps:
    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
      with:
@@ -23,6 +26,6 @@ jobs:
    - name: Docker Hub Description
      uses: peter-evans/dockerhub-description@1b9a80c056b620d92cedb9d9b5a223409c68ddfa # v5.0.0
      with:
-        username: ${{ secrets.DOCKER_USERNAME }}
+        username: ${{ secrets.DOCKERHUB_USERNAME }}
-        password: ${{ secrets.DOCKER_PASSWORD }}
+        password: ${{ secrets.DOCKERHUB_TOKEN }}
        repository: freqtradeorg/freqtrade
@@ -17,23 +17,31 @@ jobs:
  auto-update:
    name: Auto-update pre-commit hooks
    runs-on: ubuntu-latest
    environment:
      name: develop
    steps:
    - uses: actions/checkout@de0fac2e4500dabe0009e67214ff5f5447ce83dd # v6.0.2
      with:
        persist-credentials: false
-    - uses: actions/setup-python@83679a892e2d95755f2dac6acb0bfd1e9ac5d548 # v6.1.0
+    - uses: actions/setup-python@a309ff8b426b58ec0e2a45f0f869d46889d02405 # v6.2.0
      with:
-        python-version: "3.12"
+        python-version: "3.13"
    - name: Install uv
      uses: astral-sh/setup-uv@5a095e7a2014a4212f075830d4f7277575a9d098 # v7.3.1
      with:
        activate-environment: true
        python-version: "3.13"
    - name: Install pre-commit
-      run: pip install pre-commit
+      run: uv pip install $(grep -E "^pre-commit==" requirements-dev.txt)
    - name: Run auto-update
      run: pre-commit autoupdate
-    - uses: peter-evans/create-pull-request@98357b18bf14b5342f975ff684046ec3b2a07725 # v8.0.0
+    - uses: peter-evans/create-pull-request@c0f553fe549906ede9cf27b5156039d195d2ece0 # v8.1.0
      with:
        token: ${{ secrets.REPO_SCOPED_TOKEN }}
        add-paths: .pre-commit-config.yaml
@@ -31,4 +31,4 @@ jobs:
          persist-credentials: false
      - name: Run zizmor 🌈
-        uses: zizmorcore/zizmor-action@135698455da5c3b3e55f73f4419e481ab68cdd95 # v0.4.1
+        uses: zizmorcore/zizmor-action@71321a20a9ded102f6e9ce5718a2fcec2c4f70d8 # v0.5.2
@@ -13,12 +13,6 @@ repos:
        pass_filenames: false
        additional_dependencies: ["python-rapidjson", "jsonschema"]
  - repo: https://github.com/pycqa/flake8
    rev: "7.3.0"
    hooks:
      - id: flake8
        additional_dependencies: [Flake8-pyproject]
        # stages: [push]
  - repo: https://github.com/pre-commit/mirrors-mypy
    rev: "v1.19.1"
@@ -29,22 +23,15 @@ repos:
          - types-cachetools==6.2.0.20251022
          - types-filelock==3.2.7
          - types-requests==2.32.4.20260107
-          - types-tabulate==0.9.0.20241207
+          - types-tabulate==0.10.0.20260308
-          - types-python-dateutil==2.9.0.20251115
+          - types-python-dateutil==2.9.0.20260305
-          - scipy-stubs==1.17.0.1
+          - scipy-stubs==1.17.1.2
-          - SQLAlchemy==2.0.45
+          - SQLAlchemy==2.0.48
        # stages: [push]
  - repo: https://github.com/pycqa/isort
    rev: "7.0.0"
    hooks:
      - id: isort
        name: isort (python)
        # stages: [push]
  - repo: https://github.com/charliermarsh/ruff-pre-commit
    # Ruff version.
-    rev: 'v0.14.14'
+    rev: 'v0.15.7'
    hooks:
      - id: ruff
      - id: ruff-format
@@ -75,7 +62,7 @@ repos:
      - id: strip-exif
  - repo: https://github.com/codespell-project/codespell
-    rev: v2.4.1
+    rev: v2.4.2
    hooks:
    - id: codespell
      additional_dependencies:
@@ -83,6 +70,6 @@ repos:
  # Ensure github actions remain safe
  - repo: https://github.com/woodruffw/zizmor-pre-commit
-    rev: v1.22.0
+    rev: v1.23.1
    hooks:
    - id: zizmor
@@ -12,7 +12,8 @@ Few pointers for contributions:
 - Stick to english in both commit messages, PR descriptions and code comments and variable names.
 - New features need to contain unit tests, must pass CI (run pre-commit and pytest to get an early feedback) and should be documented with the introduction PR.
 - PR's can be declared as draft - signaling Work in Progress for Pull Requests (which are not finished). We'll still aim to provide feedback on draft PR's in a timely manner.
- If you're using AI for your PR, please both mention it in the PR description and do a thorough review of the generated code. The final responsibility for the code with the PR author, not with the AI.
+- If you're using AI for your PR, please both mention it in the PR description and do a thorough review of the generated code yourself.  
  The final responsibility for the code with the PR author, not with the AI, which also means that commits must be linked to your (human) account, not some generic AI account.
 If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a Pull Request.
@@ -24,8 +25,7 @@ Best start by reading the [documentation](https://www.freqtrade.io/) to get a fe
 ### 1. Run unit tests
-All unit tests must pass. If a unit test is broken, change your code to 
+All unit tests must pass. If a unit test is broken, change your code to make it pass. It means you have introduced a regression.
 make it pass. It means you have introduced a regression.
 #### Test the whole project
@@ -1,4 +1,4 @@
-FROM python:3.13.11-slim-trixie AS base
+FROM python:3.13.12-slim-trixie AS base
 # Setup env
 ENV LANG=C.UTF-8
@@ -2,8 +2,9 @@
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml)
 [![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
-[![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
+[![codecov](https://codecov.io/gh/freqtrade/freqtrade/branch/develop/graph/badge.svg?token=AD5BG3ATKI)](https://codecov.io/gh/freqtrade/freqtrade)
 [![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
 [![Discord Server](https://img.shields.io/badge/Freqtrade_Discord-4E4E4E?logo=discord)](https://discord.gg/p7nuUNVfP7)
 Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram or webUI. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning.
@@ -24,7 +25,7 @@ hesitate to read the source code and understand the mechanism of this bot.
 ## Supported Exchange marketplaces
-Please read the [exchange-specific notes](docs/exchanges.md) to learn about special configurations that maybe needed for each exchange.
+Please read the [exchange-specific notes](https://www.freqtrade.io/en/stable/exchanges/) to learn about special configurations that maybe needed for each exchange.
 ### Supported Spot Exchanges
@@ -49,8 +50,9 @@ Please read the [exchange-specific notes](docs/exchanges.md) to learn about spec
 - [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
 - [X] [OKX](https://okx.com/)
 - [X] [Bybit](https://bybit.com/)
 - [X] [Kraken](https://www.kraken.com/features/futures)
-Please make sure to read the [exchange specific notes](docs/exchanges.md), as well as the [trading with leverage](docs/leverage.md) documentation before diving in.
+Please make sure to read the [exchange specific notes](https://www.freqtrade.io/en/stable/exchanges/), as well as the [trading with leverage](https://www.freqtrade.io/en/stable/leverage/) documentation before diving in.
 ### Community tested
@@ -142,7 +144,7 @@ options:
 ### Telegram RPC commands
-Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on the [documentation](https://www.freqtrade.io/en/latest/telegram-usage/)
+Telegram is not mandatory. However, this is a great way to control your bot. More details and the full command list on the [documentation](https://www.freqtrade.io/en/stable/telegram-usage/)
 - `/start`: Starts the trader.
 - `/stop`: Stops the trader.
@@ -649,6 +649,7 @@
              "ProducerPairList",
              "RemotePairList",
              "MarketCapPairList",
              "CrossMarketPairList",
              "AgeFilter",
              "DelistFilter",
              "FullTradesFilter",
@@ -1057,7 +1058,8 @@
        },
        "jwt_secret_key": {
          "description": "Secret key for JWT authentication.",
-          "type": "string"
+          "type": "string",
          "default": "somethingRandomSomethingRandom123"
        },
        "CORS_origins": {
          "description": "List of allowed CORS origins.",
@@ -1080,7 +1082,8 @@
        "listen_ip_address",
        "listen_port",
        "username",
-        "password"
+        "password",
        "jwt_secret_key"
      ]
    },
    "db_url": {
@@ -70,7 +70,7 @@
        "listen_ip_address": "127.0.0.1",
        "listen_port": 8080,
        "verbosity": "error",
-        "jwt_secret_key": "somethingrandom",
+        "jwt_secret_key": "somethingRandomSomethingRandom123",
        "CORS_origins": [],
        "username": "freqtrader",
        "password": "SuperSecurePassword"
@@ -177,7 +177,7 @@
        "listen_port": 8080,
        "verbosity": "error",
        "enable_openapi": false,
-        "jwt_secret_key": "somethingrandom",
+        "jwt_secret_key": "somethingRandomSomethingRandom123",
        "CORS_origins": [],
        "username": "freqtrader",
        "password": "SuperSecurePassword",
@@ -215,4 +215,4 @@
    "reduce_df_footprint": false,
    "dataformat_ohlcv": "feather",
    "dataformat_trades": "feather"
-}
+}
@@ -75,7 +75,7 @@
        "listen_ip_address": "127.0.0.1",
        "listen_port": 8080,
        "verbosity": "error",
-        "jwt_secret_key": "somethingrandom",
+        "jwt_secret_key": "somethingRandomSomethingRandom123",
        "CORS_origins": [],
        "username": "freqtrader",
        "password": "SuperSecurePassword"
@@ -73,7 +73,7 @@ services:
    volumes:
      - "./user_data:/freqtrade/user_data"
    # Expose api on port 8080 (localhost only)
-    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
    # before enabling this.
     ports:
     - "127.0.0.1:8080:8080"
@@ -100,7 +100,7 @@ services:
    volumes:
      - "./user_data:/freqtrade/user_data"
    # Expose api on port 8080 (localhost only)
-    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
    # before enabling this.
    ports:
      - "127.0.0.1:8081:8080"
@@ -64,18 +64,15 @@ options:
  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                        Provide a space-separated list of strategies to
                        backtest. Please note that timeframe needs to be set
-                        either in config or via command line. When using this
+                        either in config or via command line.
                        together with `--export trades`, the strategy-name is
                        injected into the filename (so `backtest-data.json`
                        becomes `backtest-data-SampleStrategy.json`
  --export {none,trades,signals}
                        Export backtest results (default: trades).
  --backtest-filename, --export-filename PATH
-                        Use this filename for backtest results.Example:
+                        DEPRECATED: This option is deprecated for backtesting
-                        `--backtest-
+                        and will be removed in a future release. Using a
-                        filename=backtest_results_2020-09-27_16-20-48.json`.
+                        custom filename for backtest results is no longer
-                        Assumes either `user_data/backtest_results/` or
+                        supported. Use `--backtest-directory` to specify the
-                        `--export-directory` as base directory.
+                        directory.
  --backtest-directory, --export-directory PATH
                        Directory to use for backtest results. Example:
                        `--export-directory=user_data/backtest_results/`.
@@ -62,10 +62,7 @@ options:
  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                        Provide a space-separated list of strategies to
                        backtest. Please note that timeframe needs to be set
-                        either in config or via command line. When using this
+                        either in config or via command line.
                        together with `--export trades`, the strategy-name is
                        injected into the filename (so `backtest-data.json`
                        becomes `backtest-data-SampleStrategy.json`
  --export {none,trades,signals}
                        Export backtest results (default: trades).
  --backtest-filename, --export-filename PATH
@@ -10,10 +10,7 @@ options:
  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
                        Provide a space-separated list of strategies to
                        backtest. Please note that timeframe needs to be set
-                        either in config or via command line. When using this
+                        either in config or via command line.
                        together with `--export trades`, the strategy-name is
                        injected into the filename (so `backtest-data.json`
                        becomes `backtest-data-SampleStrategy.json`
  --strategy-path PATH  Specify additional strategy lookup path.
  --recursive-strategy-search
                        Recursively search for a strategy in the strategies
@@ -191,7 +191,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | | **Unfilled timeout**
 | `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
-| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `"minutes"`.* <br> **Datatype:** String
+| `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set `unfilledtimeout.unit` to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `"minutes"`.* <br> **Datatype:** String
 | `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency exit is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
 | | **Pricing**
 | `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#entry-price).<br> *Defaults to `"same"`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
@@ -229,7 +229,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.enable_ws` | Enable the usage of Websockets for the exchange. <br>[More information](#consuming-exchange-websockets).<br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
 | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`*<br> **Datatype:** Boolean
-| `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
+| `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`*<br> **Datatype:** float
 | `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`*<br> **Datatype:** Boolean
 | `exchange.only_from_ccxt` | Prevent data-download from data.binance.vision. Leaving this as false can greatly speed up downloads, but may be problematic if the site is not available.<br>*Defaults to `false`*<br> **Datatype:** Boolean
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
@@ -240,7 +240,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`. <br> **Datatype:** float
-| `telegram.reload` | Allow "reload" buttons on telegram messages. <br>*Defaults to `true`.<br> **Datatype:** boolean
+| `telegram.reload` | Allow "reload" buttons on telegram messages. <br>*Defaults to `true`.*<br> **Datatype:** boolean
 | `telegram.notification_settings.*` | Detailed notification settings. Refer to the [telegram documentation](telegram-usage.md) for details.<br> **Datatype:** dictionary
 | `telegram.allow_custom_messages` | Enable the sending of Telegram messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
 | | **Webhook**
@@ -280,8 +280,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
 | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `feather`*. <br> **Datatype:** String
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `feather`*. <br> **Datatype:** String
-| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing backtesting/hyperopt and in FreqAI). <br> **Datatype:** Boolean. <br> Default: `False`.
+| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing backtesting/hyperopt and in FreqAI). <br> Default: `False`. <br> **Datatype:** Boolean.
-| `log_config` | Dictionary containing the log config for python logging. [more info](advanced-setup.md#advanced-logging) <br> **Datatype:** dict. <br> Default: `FtRichHandler`
+| `log_config` | Dictionary containing the log config for python logging. [more info](advanced-setup.md#advanced-logging) <br> Default: `FtRichHandler` <br> **Datatype:** dict.
 ### Parameters in the strategy
@@ -269,6 +269,8 @@ If `--convert` is also provided, the resample step will happen automatically and
 !!! Note "Kraken user"
    Kraken users should read [this](exchanges.md#historic-kraken-data) before starting to download data.
    Kraken Futures uses standard OHLCV downloads and does not require `--dl-trades`.
 Example call:
 ```bash
@@ -217,6 +217,32 @@ freqtrade download-data --exchange kraken --dl-trades -p BTC/EUR BCH/EUR
    Please pay attention that rateLimit configuration entry holds delay in milliseconds between requests, NOT requests/sec rate.
    So, in order to mitigate Kraken API "Rate limit exceeded" exception, this configuration should be increased, NOT decreased.
 ## Kraken Futures
 Kraken Futures uses the exchange id `krakenfutures` and supports isolated futures mode.
 ```jsonc
 "exchange": {
    "name": "krakenfutures",
    "key": "your_exchange_key",
    "secret": "your_exchange_secret"
 },
 "trading_mode": "futures",
 "margin_mode": "isolated",
 "stake_currency": "USD"
 ```
 !!! Tip "Stoploss on Exchange"
    Kraken Futures supports `stoploss_on_exchange` with both `limit` and `market` stop orders.
    Use `order_types.stoploss_price_type` to select the trigger price source (`mark`, `last`, or `index`).
 !!! Note "Collateral"
    Kraken Futures is USD-settled. Use USD as your stake currency.
 !!! Note "Flex (Multi-collateral) Accounts"
    Kraken Futures flex accounts allow collateral in multiple currencies, while trading remains USD-settled.
    Freqtrade derives the `USD` balance from Kraken margin fields, so keep `stake_currency` set to `USD`.
 ## Kucoin
 Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:
@@ -239,7 +265,7 @@ Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force)
 ### Kucoin Blacklists
-For Kucoin, it is suggested to add `"KCS/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `KCS` on the account or unless you're willing to disable using `KCS` for fees. 
+For Kucoin, it is suggested to add `"KCS/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `KCS` on the account or unless you're willing to disable using `KCS` for fees.
 Kucoin accounts may use `KCS` for fees, and if a trade happens to be on `KCS`, further trades may consume this position and make the initial `KCS` trade unsellable as the expected amount is not there anymore.
 ## HTX
@@ -319,7 +345,6 @@ 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.
 ## Bitmart
 Bitmart requires the API key Memo (the name you give the API key) to go along with the exchange key and secret.
@@ -369,6 +394,11 @@ On startup, freqtrade will set the position mode to "One-way Mode" for the whole
 !!! Tip "Stoploss on Exchange"
    Hyperliquid supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it.
 !!! Warning "Unified accounts"
    Hyperliquid unified accounts are supported - though this relies freqtrade's assumption of "owning" the account, and being the only one trading on it (in this case, extended to both spot and futures).
    We hence recommend the usage of subaccounts where possible, and to avoid manual trading on the same account while the bot is running.
    Freqtrade will attempt to detect the account type on startup - changing the account type mid-trading is not supported and may lead to exceptions and errors.
 Hyperliquid is a Decentralized Exchange (DEX). Decentralized exchanges work a bit different compared to normal exchanges. Instead of authenticating private API calls using an API key, private API calls need to be signed with the private key of your wallet (We recommend using an api Wallet for this, generated either on Hyperliquid or in your wallet of choice).
 This needs to be configured like this:
@@ -424,6 +454,7 @@ Your balance and trades will now be used from your vault / subaccount - and no l
 !!! Note
    You can only use either a vault or a subaccount - not both at the same time.
 ### Historic Hyperliquid data
 The Hyperliquid API does not provide historic data beyond the single call to fetch current data, so downloading data is not possible, as the downloaded data would not constitute proper historic data.
@@ -458,6 +489,8 @@ Replace `"dex_name_1"` and `"dex_name_2"` with the actual names of the HIP-3 DEX
 !!! Note
    HIP-3 DEXes share the same wallet and free amount of collateral as your main Hyperliquid account. Trades on different DEXes will affect your overall account balance and margin.
    The pair name for HIP-3 pairs will be slightly different than non HIP-3 pairs. Please use `list-pairs` subcommand to get the correct pair naming for all pairs for the specified dexes.
 ## Bitvavo
 If your account is required to use an operatorId, you can set it in the configuration file as follows:
@@ -521,5 +554,5 @@ 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. 
+    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`.
@@ -260,6 +260,10 @@ freqtrade trade --config config_examples/config_freqai.example.json --strategy F
    PyTorch dropped support for macOS x64 (intel based Apple devices) in version 2.3. Subsequently, freqtrade also dropped support for PyTorch on this platform.
 !!! Danger "Security notice"
    Loading saved models from disk can cause security issues if using remote model files (files you downloaded from the internet or received from an untrusted source) due to having the necessity to have `weights_only=False`, which can cause security problems.
    As long as you only load models that you have trained yourself, there is no risk.
 ### Structure
 #### Model
@@ -106,6 +106,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `n_epochs`   | The `n_epochs` parameter is a crucial setting in the PyTorch training loop that determines the number of times the entire training dataset will be used to update the model's parameters. An epoch represents one full pass through the entire training dataset. Overrides `n_steps`. Either `n_epochs` or `n_steps` must be set. <br><br> **Datatype:** int. optional. <br> Default: `10`.
 | `n_steps`    | An alternative way of setting `n_epochs` -  the number of training iterations to run. Iteration here refer to the number of times we call `optimizer.step()`. Ignored if `n_epochs` is set. A simplified version of the function: <br><br> n_epochs = n_steps / (n_obs / batch_size) <br><br> The motivation here is that `n_steps` is easier to optimize and keep stable across different n_obs - the number of data points.  <br> <br> **Datatype:** int. optional. <br> Default: `None`.
 | `batch_size` | The size of the batches to use during training. <br><br> **Datatype:** int. <br> Default: `64`.
 | `early_stopping_patience` | Number of epochs with no improvement in validation loss before training is stopped early. This helps prevent overfitting by halting training when the model stops improving. Set to `0` to disable early stopping. Requires a test/validation split (`test_size > 0`). <br><br> **Datatype:** int. <br> Default: `0` (disabled).
 ### Additional parameters
@@ -45,7 +45,7 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
        More details about feature engineering available:
-        https://www.freqtrade.io/en/latest/freqai-feature-engineering
+        https://www.freqtrade.io/en/stable/freqai-feature-engineering
        :param df: strategy dataframe which will receive the targets
        usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"]
@@ -87,6 +87,10 @@ To save the models generated during a particular backtest so that you can start
    To ensure that the model can be reused, freqAI will call your strategy with a dataframe of length 1. 
    If your strategy requires more data than this to generate the same features, you can't reuse backtest predictions for live deployment and need to update your `identifier` for each new backtest.
 !!! Danger "Security notice"
    Loading saved models from disk can cause security issues if using remote model files (files you downloaded from the internet or received from an untrusted source) due to having the necessity to have `weights_only=False`, which can cause security problems.
    As long as you only load models that you have trained yourself, there is no risk.
 ### Backtest live collected predictions
 FreqAI allow you to reuse live historic predictions through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse predictions generated in dry/run for comparison or other study.
@@ -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/stable/freqai/).
 Features include:
@@ -15,7 +15,7 @@ Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - t
 ```jsonc
 {
    //...
-    "jwt_secret_key": "somethingrandom",
+    "jwt_secret_key": "somethingRandomSomethingRandom123",
    "CORS_origins": ["https://frequi.freqtrade.io"],
    //...
 }
@@ -29,7 +29,7 @@ The correct configuration for this case is `http://localhost:8080` - the main pa
 ```jsonc
 {
    //...
-    "jwt_secret_key": "somethingrandom",
+    "jwt_secret_key": "somethingRandomSomethingRandom123",
    "CORS_origins": ["http://localhost:8080"],
    //...
 }
@@ -15,6 +15,7 @@
 | [Hyperliquid](exchanges.md#hyperliquid) | spot | | ❌ (not supported) |
 | [Hyperliquid](exchanges.md#hyperliquid) | futures | isolated, cross | limit |
 | [Kraken](exchanges.md#kraken) | spot | | market, limit |
 | [Kraken](exchanges.md#kraken-futures) | futures | isolated | market, limit |
 | [OKX](exchanges.md#okx) | spot | | limit |
 | [OKX](exchanges.md#okx) | futures | isolated | limit |
 | [Bitvavo](exchanges.md#bitvavo) | spot | | ❌ (not supported) |
@@ -2,11 +2,11 @@
 Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
-In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) and [`PercentChangePairList`](#percent-change-pair-list) Pairlist Handlers).
+In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list), [`CrossMarketPairList`](#crossmarketpairlist), [`MarketCapPairlist`](#marketcappairlist) and [`PercentChangePairList`](#percent-change-pair-list) Pairlist Handlers).
 Additionally, [`AgeFilter`](#agefilter), [`DelistFilter`](#delistfilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
-If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You can define either `StaticPairList`, `VolumePairList`, `ProducerPairList`, `RemotePairList`, `MarketCapPairList` or `PercentChangePairList` as the starting Pairlist Handler.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You can define either `StaticPairList`, `VolumePairList`, `ProducerPairList`, `RemotePairList`, `MarketCapPairList`, `PercentChangePairList` or `CrossMarketPairList` as the starting Pairlist Handler.
 Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
@@ -26,6 +26,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 * [`ProducerPairList`](#producerpairlist)
 * [`RemotePairList`](#remotepairlist)
 * [`MarketCapPairList`](#marketcappairlist)
 * [`CrossMarketPairList`](#crossmarketpairlist)
 * [`AgeFilter`](#agefilter)
 * [`DelistFilter`](#delistfilter)
 * [`FullTradesFilter`](#fulltradesfilter)
@@ -303,6 +304,8 @@ The optional `mode` option specifies if the pairlist should be used as a `blackl
 The optional `processing_mode` option in the RemotePairList configuration determines how the retrieved pairlist is processed. It can have two values: "filter" or "append". The default value is "filter".
 The optional `number_assets` option in the RemotePairList configuration determines how many pairs will be returned if used in whitelist `mode`. By default, all pairs will be returned. In blacklist `mode`, this option will be ignored.
 In "filter" mode, the retrieved pairlist is used as a filter. Only the pairs present in both the original pairlist and the retrieved pairlist are included in the final pairlist. Other pairs are filtered out.
 In "append" mode, the retrieved pairlist is added to the original pairlist. All pairs from both lists are included in the final pairlist without any filtering.
@@ -402,6 +405,12 @@ Coins like 1000PEPE/USDT or KPEPE/USDT:USDT are detected on a best effort basis,
 !!! Danger "Duplicate symbols in coingecko"
    Coingecko often has duplicate symbols, where the same symbol is used for different coins. Freqtrade will use the symbol as is and try to search for it on the exchange. If the symbol exists - it will be used. Freqtrade will however not check if the _intended_ symbol is the one coingecko meant. This can sometimes lead to unexpected results, especially on low volume coins or with meme coin categories.
 #### CrossMarketPairList
 Generate or filter pairs based of their availability on the opposite market.
 The `pairs_exist_on` setting defines whether the pairs should exists on both spot and futures market (`both_markets`) or only exist on the specified trading mode (`current_market_only`). By default, the plugin will be in `both_markets` setting, which means whitelisted pairs have to exists on both spot and futures markets.
 #### AgeFilter
 Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).
@@ -20,15 +20,15 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 ### Common settings to all Protections
-|  Parameter| Description |
+| Parameter | Description |
-|------------|-------------|
+| --------- | ---------- |
-| `method` | Protection name to use. <br> **Datatype:** String, selected from [available Protections](#available-protections)
+| `method` | Protection name to use. <br> **Datatype:** String, selected from [available Protections](#available-protections) |
-| `stop_duration_candles` | For how many candles should the lock be set? <br> **Datatype:** Positive integer (in candles)
+| `stop_duration_candles` | For how many candles should the lock be set? <br> **Datatype:** Positive integer (in candles) |
-| `stop_duration` | how many minutes should protections be locked. <br>Cannot be used together with `stop_duration_candles`. <br> **Datatype:** Float (in minutes)
+| `stop_duration` | how many minutes should protections be locked. <br>Cannot be used together with `stop_duration_candles`. <br> **Datatype:** Float (in minutes) |
-| `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections. <br> **Datatype:** Positive integer (in candles).
+| `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections. <br> **Datatype:** Positive integer (in candles). |
-| `lookback_period` | Only trades that completed after `current_time - lookback_period` will be considered. <br>Cannot be used together with `lookback_period_candles`. <br>This setting may be ignored by some Protections. <br> **Datatype:**  Float (in minutes)
+| `lookback_period` | Only trades that completed after `current_time - lookback_period` will be considered. <br>Cannot be used together with `lookback_period_candles`. <br>This setting may be ignored by some Protections. <br> **Datatype:**  Float (in minutes) |
-| `trade_limit` | Number of trades required at minimum (not used by all Protections). <br> **Datatype:** Positive integer
+| `trade_limit` | Number of trades required at minimum (not used by all Protections). <br> **Datatype:** Positive integer |
-| `unlock_at` | Time when trading will be unlocked regularly (not used by all Protections). <br> **Datatype:** string <br>**Input Format:** "HH:MM" (24-hours)
+| `unlock_at` | Time when trading will be unlocked regularly (not used by all Protections). <br> **Datatype:** string <br>**Input Format:** "HH:MM" (24-hours) |
 !!! Note "Durations"
    Durations (`stop_duration*` and `lookback_period*` can be defined in either minutes or candles).
@@ -69,7 +69,17 @@ def protections(self):
 #### MaxDrawdown
-`MaxDrawdown` uses all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the maximum drawdown. If the drawdown is below `max_allowed_drawdown`, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`) after the last trade - assuming that the bot needs some time to let markets recover.
+The `MaxDrawdown` protection evaluates trades that closed within the current `lookback_period` (or `lookback_period_candles`).  
 It supports 2 calculation modes:
 - `calculation_mode: "ratios"` (default): Legacy approximation based on cumulative profit ratios.
 - `calculation_mode: "equity"`: Standard peak-to-trough drawdown on the account equity curve, using starting balance and cumulative absolute profit.
 With `calculation_mode: "ratios"`, drawdown is derived from cumulative trade profit ratios, not from the account equity curve. This is kept for backward compatibility and can differ from account-level drawdown when position sizing changes over time.
 For new setups, `calculation_mode: "equity"` is recommended. Prefer `calculation_mode: "ratios"` only when you intentionally rely on legacy behavior, especially with fixed stake amount configurations where ratio-based behavior is easier to reason about.
 If the observed drawdown exceeds `max_allowed_drawdown`, trading will stop for `stop_duration` after the last trade - assuming that the bot needs some time to let markets recover.
 The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
@@ -79,6 +89,7 @@ def protections(self):
    return  [
        {
            "method": "MaxDrawdown",
            "calculation_mode": "equity",
            "lookback_period_candles": 48,
            "trade_limit": 20,
            "stop_duration_candles": 12,
@@ -160,6 +171,7 @@ class AwesomeStrategy(IStrategy)
            },
            {
                "method": "MaxDrawdown",
                "calculation_mode": "equity",
                "lookback_period_candles": 48,
                "trade_limit": 20,
                "stop_duration_candles": 4,
@@ -2,7 +2,9 @@
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml/badge.svg?branch=develop)](https://github.com/freqtrade/freqtrade/actions/workflows/ci.yml)
 [![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
-[![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
+[![codecov](https://codecov.io/gh/freqtrade/freqtrade/branch/develop/graph/badge.svg?token=AD5BG3ATKI)](https://codecov.io/gh/freqtrade/freqtrade)
 [![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
 [![Discord Server](https://img.shields.io/badge/Freqtrade_Discord-4E4E4E?logo=discord)](https://discord.gg/p7nuUNVfP7)
 <!-- GitHub action buttons -->
 [:octicons-star-16: Star](https://github.com/freqtrade/freqtrade){ .md-button .md-button--sm }
@@ -60,6 +62,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Hyperliquid](https://hyperliquid.xyz/) (A decentralized exchange, or DEX)
 - [X] [OKX](https://okx.com/)
 - [X] [Kraken](https://www.kraken.com/features/futures)
 Please make sure to read the [exchange specific notes](exchanges.md), as well as the [trading with leverage](leverage.md) documentation before diving in.
@@ -1,7 +1,7 @@
-markdown==3.10
+markdown==3.10.2
 mkdocs==1.6.1
-mkdocs-material==9.7.1
+mkdocs-material==9.7.5
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.20
+pymdown-extensions==10.21
 jinja2==3.1.6
-mike==2.1.3
+mike==2.1.4
@@ -17,7 +17,7 @@ Sample configuration:
        "listen_port": 8080,
        "verbosity": "error",
        "enable_openapi": false,
-        "jwt_secret_key": "somethingrandom",
+        "jwt_secret_key": "somethingRandomSomethingRandom123",
        "CORS_origins": [],
        "username": "Freqtrader",
        "password": "SuperSecret1!",
@@ -56,7 +56,7 @@ secrets.token_hex()
 !!! Danger "Password selection"
    Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
-    Also change `jwt_secret_key` to something random (no need to remember this, but it'll be used to encrypt your session, so it better be something unique!).
+    Also change `jwt_secret_key` to something random (no need to remember this, but it'll be used to encrypt your session, so it better be something unique!). This value should also be 32 characters or longer to be safe.
 ### Configuration with docker
@@ -245,7 +245,7 @@ You would then add that token under `ws_token` in your `api_server` config. Like
    "listen_port": 8080,
    "verbosity": "error",
    "enable_openapi": false,
-    "jwt_secret_key": "somethingrandom",
+    "jwt_secret_key": "somethingRandomSomethingRandom123",
    "CORS_origins": [],
    "username": "Freqtrader",
    "password": "SuperSecret1!",
@@ -104,7 +104,7 @@ WHERE id=31;
 ### Remove trade from the database
 !!! Tip "Use RPC Methods to delete trades"
-    Consider using `/delete <tradeid>` via telegram or rest API. That's the recommended way to deleting trades.
+    Consider using `/delete <tradeid>` via telegram or rest API. That's the recommended way to deleting trades, as it will also remove the corresponding orders and custom data, and it will also trigger the necessary events in the bot to keep everything in sync.
 If you'd still like to remove a trade from the database directly, you can use the below query.
@@ -113,9 +113,14 @@ If you'd still like to remove a trade from the database directly, you can use th
 ```sql
 DELETE FROM trades WHERE id = <tradeid>;
 DELETE FROM orders WHERE ft_trade_id = <tradeid>;
 DELETE FROM trade_custom_data WHERE ft_trade_id = <tradeid>;
 DELETE FROM trades WHERE id = 31;
 DELETE FROM orders WHERE ft_trade_id = 31;
 DELETE FROM trade_custom_data WHERE ft_trade_id = 31;
 ```
 !!! Warning
-    This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.
+    This will remove the specified trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.
@@ -66,9 +66,10 @@ This same logic will reapply a stoploss order on the exchange should you cancel
 ### stoploss_price_type
 !!! Warning "Only applies to futures"
-    `stoploss_price_type` only applies to futures markets (on exchanges where it's available).
+    `stoploss_price_type` only applies to futures markets (on exchanges where it's available).  
    Freqtrade will perform a validation of this setting on startup, failing to start if an invalid setting for your exchange has been selected.
-    Supported price types are gonna differs between each exchanges. Please check with your exchange on which price types it supports.
+    Supported price types are gonna differs between each exchanges. Please check with your exchange on which price types it supports.  
    In spot markets, this setting is ignored and not validated, as most exchanges only support one price type for stoploss orders on spot markets.
 Stoploss on exchange on futures markets can trigger on different price types.
 The naming for these prices in exchange terminology often varies, but is usually something around "last" (or "contract price" ), "mark" and "index".
@@ -33,7 +33,7 @@ class AwesomeStrategy(IStrategy):
                trade_entry_type = trade.get_custom_data(key='entry_type')
                if trade_entry_type is None:
                    trade_entry_type = 'breakout' if 'entry_1' in trade.enter_tag else 'dip'
-                elif fills > 1:
+                elif len(fills) > 1:
                    trade_entry_type = 'buy_up'
                trade.set_custom_data(key='entry_type', value=trade_entry_type)
        return super().bot_loop_start(**kwargs)
@@ -225,7 +225,7 @@ class AwesomeStrategy(IStrategy):
        e.g. returning -0.05 would create a stoploss 5% below current_rate.
        The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.
-        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+        For full documentation please go to https://www.freqtrade.io/en/stable/strategy-advanced/
        When not implemented by a strategy, returns the initial stoploss value.
        Only called when use_custom_stoploss is set to True.
@@ -696,6 +696,9 @@ However, freqtrade also offers a custom callback for both order types, which all
    Backtesting fills orders if their price falls within the candle's low/high range.
    The below callbacks will be called once per (detail) candle for orders that don't fill immediately (which use custom pricing).
 !!! Tip "Replacing orders"
    If you'd like to replace an order with a different price instead of just cancelling it, you might want to look at [`adjust_order_price()`](#adjust-order-price) instead, which will allow you to both cancel the order, as well as replace it with a new price.
 ### Custom order timeout example
 Called for every open order until that order is either filled or cancelled.
@@ -805,7 +808,7 @@ class AwesomeStrategy(IStrategy):
        Timing for this function is critical, so avoid doing heavy computations or
        network requests in this method.
-        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+        For full documentation please go to https://www.freqtrade.io/en/stable/strategy-advanced/
        When not implemented by a strategy, returns True (always confirming).
@@ -853,7 +856,7 @@ class AwesomeStrategy(IStrategy):
        Timing for this function is critical, so avoid doing heavy computations or
        network requests in this method.
-        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+        For full documentation please go to https://www.freqtrade.io/en/stable/strategy-advanced/
        When not implemented by a strategy, returns True (always confirming).
@@ -991,7 +994,7 @@ class DigDeeperStrategy(IStrategy):
        This means extra entry or exit orders with additional fees.
        Only called when `position_adjustment_enable` is set to True.
-        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+        For full documentation please go to https://www.freqtrade.io/en/stable/strategy-advanced/
        When not implemented by a strategy, returns None
@@ -1118,7 +1121,7 @@ class AwesomeStrategy(IStrategy):
        This only executes when a order was already placed, still open (unfilled fully or partially)
        and not timed out on subsequent candles after entry trigger.
-        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-callbacks/
+        For full documentation please go to https://www.freqtrade.io/en/stable/strategy-callbacks/
        When not implemented by a strategy, returns current_order_rate as default.
        If current_order_rate is returned then the existing order is maintained.
@@ -1303,7 +1306,8 @@ Currently two types of annotations are supported, `area` and `line`.
    "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",
    "size": 2, // Optional, line width in pixels. Defaults to 10
-    "symbol": "circle", // Optional, can be "circle", "rect", "roundRect", "triangle", "pin", "arrow", "none".
+    "shape": "circle", // Optional, can be "circle", "rect", "roundRect", "triangle", "pin", "arrow", "none".
    "rotate": 0, // Optional, rotation of the shape/symbol in degrees. Defaults to 0
 }
 ```
@@ -1385,7 +1389,7 @@ 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()
+                price = dataframe.loc[dataframe["date"] == start_dt, "close"].mean()
                    annotations.append(
                        {
                            "type": "area",
@@ -594,9 +594,9 @@ Features will now expand automatically. As such, the expansion loops, as well as
        More details on how these config defined parameters accelerate feature engineering
        in the documentation at:
-        https://www.freqtrade.io/en/latest/freqai-parameter-table/#feature-parameters
+        https://www.freqtrade.io/en/stable/freqai-parameter-table/#feature-parameters
-        https://www.freqtrade.io/en/latest/freqai-feature-engineering/#defining-the-features
+        https://www.freqtrade.io/en/stable/freqai-feature-engineering/#defining-the-features
        :param df: strategy dataframe which will receive the features
        :param period: period of the indicator - usage example:
@@ -657,9 +657,9 @@ Basic features. Make sure to remove the `{pair}` part from your features.
        More details on how these config defined parameters accelerate feature engineering
        in the documentation at:
-        https://www.freqtrade.io/en/latest/freqai-parameter-table/#feature-parameters
+        https://www.freqtrade.io/en/stable/freqai-parameter-table/#feature-parameters
-        https://www.freqtrade.io/en/latest/freqai-feature-engineering/#defining-the-features
+        https://www.freqtrade.io/en/stable/freqai-feature-engineering/#defining-the-features
        :param df: strategy dataframe which will receive the features
        dataframe["%-pct-change"] = dataframe["close"].pct_change()
@@ -690,7 +690,7 @@ Basic features. Make sure to remove the `{pair}` part from your features.
        More details about feature engineering available:
-        https://www.freqtrade.io/en/latest/freqai-feature-engineering
+        https://www.freqtrade.io/en/stable/freqai-feature-engineering
        :param df: strategy dataframe which will receive the features
        usage example: dataframe["%-day_of_week"] = (dataframe["date"].dt.dayofweek + 1) / 7
@@ -713,7 +713,7 @@ Targets now get their own, dedicated method.
        More details about feature engineering available:
-        https://www.freqtrade.io/en/latest/freqai-feature-engineering
+        https://www.freqtrade.io/en/stable/freqai-feature-engineering
        :param df: strategy dataframe which will receive the targets
        usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"]
@@ -416,6 +416,6 @@ Your original strategy will remain available in the `user_data/strategies_orig_u
 !!! Warning "Conversion results"
    Strategy updater will work on a "best effort" approach. Please do your due diligence and verify the results of the conversion.
-    We also recommend to run a python formatter (e.g. `black`) to format results in a sane manner.
+    We also recommend to run a python formatter (e.g. `ruff format`) to format results in a sane manner.
 --8<-- "commands/strategy-updater.md"
@@ -1,6 +1,6 @@
 """Freqtrade bot"""
-__version__ = "2026.2-dev"
+__version__ = "2026.3"
 if "dev" in __version__:
    from pathlib import Path
@@ -215,9 +215,7 @@ AVAILABLE_CLI_OPTIONS = {
        "--strategy-list",
        help="Provide a space-separated list of strategies to backtest. "
        "Please note that timeframe needs to be set either in config "
-        "or via command line. When using this together with `--export trades`, "
+        "or via command line. ",
        "the strategy-name is injected into the filename "
        "(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`",
        nargs="+",
    ),
    "backtest_notes": Arg(
@@ -240,6 +238,14 @@ AVAILABLE_CLI_OPTIONS = {
    "exportfilename": Arg(
        "--backtest-filename",
        "--export-filename",
        fthelp={
            "freqtrade backtesting": (
                "DEPRECATED: This option is deprecated for backtesting and will be removed "
                "in a future release. "
                "Using a custom filename for backtest results is no longer supported. "
                "Use `--backtest-directory` to specify the directory."
            ),
        },
        help="Use this filename for backtest results."
        "Example: `--backtest-filename=backtest_results_2020-09-27_16-20-48.json`. "
        "Assumes either `user_data/backtest_results/` or `--export-directory` as base directory.",
@@ -223,7 +223,7 @@ def start_list_trades_data(args: dict[str, Any]) -> None:
                    end.strftime(DATETIME_PRINT_FORMAT),
                    str(length),
                )
-                for pair, start, end, length in sorted(paircombs1, key=lambda x: (x[0]))
+                for pair, start, end, length in sorted(paircombs1, key=lambda x: x[0])
            ],
            ("Pair", "Type", "From", "To", "Trades"),
            summary=title,
@@ -13,6 +13,8 @@ def start_convert_db(args: dict[str, Any]) -> None:
    from freqtrade.configuration.config_setup import setup_utils_configuration
    from freqtrade.persistence import Order, Trade, init_db
    from freqtrade.persistence.custom_data import _CustomData
    from freqtrade.persistence.key_value_store import _KeyValueStoreModel
    from freqtrade.persistence.migrations import set_sequence_ids
    from freqtrade.persistence.pairlock import PairLock
@@ -25,6 +27,8 @@ def start_convert_db(args: dict[str, Any]) -> None:
    trade_count = 0
    pairlock_count = 0
    kv_count = 0
    custom_data_count = 0
    for trade in Trade.get_trades():
        trade_count += 1
        make_transient(trade)
@@ -41,16 +45,35 @@ def start_convert_db(args: dict[str, Any]) -> None:
        session_target.add(pairlock)
    session_target.commit()
    for kv in _KeyValueStoreModel.session.scalars(select(_KeyValueStoreModel)):
        kv_count += 1
        make_transient(kv)
        session_target.add(kv)
    session_target.commit()
    for cd in _CustomData.session.scalars(select(_CustomData)):
        custom_data_count += 1
        make_transient(cd)
        session_target.add(cd)
    session_target.commit()
    # Update sequences
    max_trade_id = session_target.scalar(select(func.max(Trade.id)))
    max_order_id = session_target.scalar(select(func.max(Order.id)))
    max_pairlock_id = session_target.scalar(select(func.max(PairLock.id)))
    max_kv_id = session_target.scalar(select(func.max(_KeyValueStoreModel.id)))
    max_custom_data_id = session_target.scalar(select(func.max(_CustomData.id)))
    set_sequence_ids(
        session_target.get_bind(),
-        trade_id=max_trade_id,
+        trade_id=(max_trade_id or 0) + 1,
-        order_id=max_order_id,
+        order_id=(max_order_id or 0) + 1,
-        pairlock_id=max_pairlock_id,
+        pairlock_id=(max_pairlock_id or 0) + 1,
        kv_id=(max_kv_id or 0) + 1,
        custom_data_id=(max_custom_data_id or 0) + 1,
    )
-    logger.info(f"Migrated {trade_count} Trades, and {pairlock_count} Pairlocks.")
+    logger.info(
        f"Migrated {trade_count} Trades, {pairlock_count} Pairlocks, "
        f"{kv_count} Key-Value pairs, and {custom_data_count} Custom Data entries."
    )
@@ -4,7 +4,7 @@ import sys
 from typing import Any
 from freqtrade.enums import RunMode
-from freqtrade.exceptions import ConfigurationError, OperationalException
+from freqtrade.exceptions import ConfigurationError, DependencyException, OperationalException
 logger = logging.getLogger(__name__)
@@ -166,7 +166,14 @@ def start_list_strategies(args: dict[str, Any]) -> None:
    strategy_objs = sorted(strategy_objs, key=lambda x: x["name"])
    for obj in strategy_objs:
        if obj["class"]:
-            obj["hyperoptable"] = detect_all_parameters(obj["class"])
+            try:
                obj["hyperoptable"] = detect_all_parameters(obj["class"])
            except DependencyException as e:
                logger.warning(
                    f"Cannot detect hyperoptable parameters for strategy {obj['name']}. Reason: {e}"
                )
                obj["hyperoptable"] = {}
        else:
            obj["hyperoptable"] = {}
@@ -752,6 +752,7 @@ CONF_SCHEMA = {
                "jwt_secret_key": {
                    "description": "Secret key for JWT authentication.",
                    "type": "string",
                    "default": "somethingRandomSomethingRandom123",
                },
                "CORS_origins": {
                    "description": "List of allowed CORS origins.",
@@ -764,7 +765,14 @@ CONF_SCHEMA = {
                    "enum": ["error", "info"],
                },
            },
-            "required": ["enabled", "listen_ip_address", "listen_port", "username", "password"],
+            "required": [
                "enabled",
                "listen_ip_address",
                "listen_port",
                "username",
                "password",
                "jwt_secret_key",
            ],
        },
        # end of RPC section
        "db_url": {
@@ -221,30 +221,30 @@ class Configuration:
                config, argname="exportfilename", logstring="Storing backtest results to {} ..."
            )
            config["exportfilename"] = Path(config["exportfilename"])
-            if config.get("exportdirectory") and Path(config["exportdirectory"]).is_dir():
+            if config.get("exportfilename"):
-                logger.warning(
+                if Path(config["exportfilename"]).is_dir():
-                    "DEPRECATED: Using `--export-filename` with directories is deprecated, "
+                    logger.warning(
-                    "use `--backtest-directory` instead."
+                        "DEPRECATED: Using `--export-filename` with directories is deprecated, "
-                )
+                        "use `--backtest-directory` instead."
-                if config.get("exportdirectory") is None:
+                    )
-                    # Fallback - assign export-directory directly.
+                    if config.get("exportdirectory") is None:
-                    config["exportdirectory"] = config["exportfilename"]
+                        # Fallback - assign export-directory directly.
                        config["exportdirectory"] = config["exportfilename"]
                elif config.get("runmode") == RunMode.BACKTEST:
                    logger.warning(
                        "DEPRECATED: Using `--export-filename` has no impact when backtesting. "
                        "Please use `--notes` to annotate backtest results and "
                        "`--backtest-directory` to specify the output directory. "
                    )
        if not config.get("exportdirectory"):
            config["exportdirectory"] = config["user_data_dir"] / "backtest_results"
-        if not config.get("exportfilename"):
+
-            config["exportfilename"] = None
+        config["exportfilename"] = config.get("exportfilename", None)
        if config.get("exportfilename"):
            # ensure exportfilename is a Path object
            config["exportfilename"] = Path(config["exportfilename"])
        config["exportdirectory"] = Path(config["exportdirectory"])
        if self.args.get("show_sensitive"):
            logger.warning(
                "Sensitive information will be shown in the upcoming output. "
                "Please make sure to never share this output without redacting "
                "the information yourself."
            )
    def _process_optimize_options(self, config: Config) -> None:
        # This will override the strategy configuration
        self._args_to_config(
@@ -312,6 +312,13 @@ class Configuration:
        self._process_datadir_options(config)
        if self.args.get("show_sensitive"):
            logger.warning(
                "Sensitive information will be shown in the upcoming output. "
                "Please make sure to never share this output without redacting "
                "the information yourself."
            )
        self._args_to_config(
            config,
            argname="strategy_list",
@@ -403,7 +410,7 @@ class Configuration:
            ("include_inactive", "Detected --include-inactive-pairs: {}"),
            ("no_parallel_download", "Detected --no-parallel-download: {}"),
            ("download_trades", "Detected --dl-trades: {}"),
-            ("convert_trades", "Detected --convert: {} - Converting Trade data to OHCV {}"),
+            ("convert_trades", "Detected --convert: {} - Converting trade data to OHLCV."),
            ("dataformat_ohlcv", 'Using "{}" to store OHLCV data.'),
            ("dataformat_trades", 'Using "{}" to store trades data.'),
            ("show_timerange", "Detected --show-timerange"),
@@ -61,6 +61,7 @@ AVAILABLE_PAIRLISTS = [
    "ProducerPairList",
    "RemotePairList",
    "MarketCapPairList",
    "CrossMarketPairList",
    "AgeFilter",
    "DelistFilter",
    "FullTradesFilter",
@@ -239,3 +240,6 @@ IntOrInf = float
 EntryExecuteMode = Literal["initial", "pos_adjust", "replace"]
 # Prefixes for low-priced coins like 1000PEPE/USDDT:USDT or KPEPE/USDC (hyperliquid)
 PairPrefixes = ["1000", "1000000", "1M", "K"]
@@ -1,3 +1,4 @@
 from numpy import format_float_positional
 from pandas import DataFrame, Series
@@ -11,7 +12,10 @@ def get_tick_size_over_time(candles: DataFrame) -> Series:
    # count the number of significant digits for the open and close prices
    for col in ["open", "high", "low", "close"]:
        candles[f"{col}_count"] = (
-            candles[col].round(14).apply("{:.15f}".format).str.extract(r"\.(\d*[1-9])")[0].str.len()
+            candles[col]
            .apply(format_float_positional, precision=14, unique=False, fractional=False, trim="-")
            .str.extract(r"\.(\d*[1-9])")[0]
            .str.len()
        )
    candles["max_count"] = candles[["open_count", "close_count", "high_count", "low_count"]].max(
        axis=1
@@ -39,7 +39,11 @@ def ohlcv_to_dataframe(
    df = DataFrame(ohlcv, columns=cols)
    # Floor date to seconds to account for exchange imprecisions
-    df["date"] = to_datetime(df["date"], unit="ms", utc=True).dt.floor("s")
+    from freqtrade.exchange import timeframe_to_floor_freq
    resample_interval = timeframe_to_floor_freq(timeframe)
    df["date"] = to_datetime(df["date"], unit="ms", utc=True).dt.floor(resample_interval)
    # Some exchanges return int values for Volume and even for OHLC.
    # Convert them since TA-LIB indicators used in the strategy assume floats
@@ -59,14 +63,14 @@ def ohlcv_to_dataframe(
 def clean_ohlcv_dataframe(
-    data: DataFrame, timeframe: str, pair: str, *, fill_missing: bool, drop_incomplete: bool
+    dataframe: DataFrame, timeframe: str, pair: str, *, fill_missing: bool, drop_incomplete: bool
 ) -> DataFrame:
    """
    Cleanse a OHLCV dataframe by
      * Grouping it by date (removes duplicate tics)
      * dropping last candles if requested
      * Filling up missing data (if requested)
-    :param data: DataFrame containing candle (OHLCV) data.
+    :param dataframe: DataFrame containing candle (OHLCV) data.
    :param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
    :param pair: Pair this data is for (used to warn if fillup was necessary)
    :param fill_missing: fill up missing candles with 0 candles
@@ -75,7 +79,7 @@ def clean_ohlcv_dataframe(
    :return: DataFrame
    """
    # group by index and aggregate results to eliminate duplicate ticks
-    data = data.groupby(by="date", as_index=False, sort=True).agg(
+    dataframe = dataframe.groupby(by="date", as_index=False, sort=True).agg(
        {
            "open": "first",
            "high": "max",
@@ -86,13 +90,13 @@ def clean_ohlcv_dataframe(
    )
    # eliminate partial candle
    if drop_incomplete:
-        data.drop(data.tail(1).index, inplace=True)
+        dataframe.drop(dataframe.tail(1).index, inplace=True)
        logger.debug("Dropping last candle")
    if fill_missing:
-        return ohlcv_fill_up_missing_data(data, timeframe, pair)
+        return ohlcv_fill_up_missing_data(dataframe, timeframe, pair)
    else:
-        return data
+        return dataframe
 def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
@@ -31,8 +31,8 @@ logger = logging.getLogger(__name__)
 class IDataHandler(ABC):
-    _OHLCV_REGEX = r"^([a-zA-Z_\d-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)"
+    _OHLCV_REGEX = r"^([\w-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)"
-    _TRADES_REGEX = r"^([a-zA-Z_\d-]+)\-(trades)?(?=\.)"
+    _TRADES_REGEX = r"^([\w-]+)\-(trades)?(?=\.)"
    def __init__(self, datadir: Path) -> None:
        self._datadir = datadir
@@ -70,28 +70,6 @@ class IDataHandler(ABC):
            if match and len(match.groups()) > 1
        ]
    @classmethod
    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> list[str]:
        """
        Returns a list of all pairs with ohlcv data available in this datadir
        for the specified timeframe
        :param datadir: Directory to search for ohlcv files
        :param timeframe: Timeframe to search pairs for
        :param candle_type: Any of the enum CandleType (must match trading mode!)
        :return: List of Pairs
        """
        candle = ""
        if candle_type != CandleType.SPOT:
            datadir = datadir.joinpath("futures")
            candle = f"-{candle_type}"
        ext = cls._get_file_extension()
        _tmp = [
            re.search(r"^(\S+)(?=\-" + timeframe + candle + f".{ext})", p.name)
            for p in datadir.glob(f"*{timeframe}{candle}.{ext}")
        ]
        # Check if regex found something and only return these results
        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
    @abstractmethod
    def ohlcv_store(
        self, pair: str, timeframe: str, data: DataFrame, candle_type: CandleType
@@ -358,11 +336,10 @@ class IDataHandler(ABC):
    def rebuild_pair_from_filename(pair: str) -> str:
        """
        Rebuild pair name from filename
-        Assumes a asset name of max. 7 length to also support BTC-PERP and BTC-PERP:USD names.
+        Replaces the first '_' with '/' and the second '_' (if present) with ':'.
        e.g. BTC_USDT -> BTC/USDT, BTC_USDT_USDT -> BTC/USDT:USDT
        """
-        res = re.sub(r"^(([A-Za-z\d]{1,10})|^([A-Za-z\-]{1,6}))(_)", r"\g<1>/", pair, count=1)
+        return pair.replace("_", "/", 1).replace("_", ":", 1)
        res = re.sub("_", ":", res, count=1)
        return res
    def ohlcv_load(
        self,
@@ -296,7 +296,7 @@ def calculate_cagr(days_passed: int, starting_balance: float, final_balance: flo
    :param final_balance: Final balance to calculate CAGR against
    :return: CAGR
    """
-    if final_balance < 0:
+    if (final_balance < 0) or (starting_balance <= 0) or (days_passed <= 0):
        # With leveraged trades, final_balance can become negative.
        return 0
    return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1
@@ -1,7 +1,7 @@
-from enum import Enum
+from enum import StrEnum
-class CandleType(str, Enum):
+class CandleType(StrEnum):
    """Enum to distinguish candle types"""
    SPOT = "spot"
@@ -14,9 +14,6 @@ class CandleType(str, Enum):
    FUNDING_RATE = "funding_rate"
    # BORROW_RATE = "borrow_rate"  # * unimplemented
    def __str__(self):
        return f"{self.name.lower()}"
    @staticmethod
    def from_string(value: str) -> "CandleType":
        if not value:
@@ -1,7 +1,7 @@
-from enum import Enum
+from enum import StrEnum
-class MarginMode(str, Enum):
+class MarginMode(StrEnum):
    """
    Enum to distinguish between
    cross margin/futures margin_mode and
@@ -11,6 +11,3 @@ class MarginMode(str, Enum):
    CROSS = "cross"
    ISOLATED = "isolated"
    NONE = ""
    def __str__(self):
        return f"{self.value.lower()}"
@@ -1,6 +1,6 @@
-from enum import Enum
+from enum import StrEnum
-class OrderTypeValues(str, Enum):
+class OrderTypeValues(StrEnum):
    limit = "limit"
    market = "market"
@@ -1,7 +1,7 @@
-from enum import Enum
+from enum import StrEnum
-class PriceType(str, Enum):
+class PriceType(StrEnum):
    """Enum to distinguish possible trigger prices for stoplosses"""
    LAST = "last"
@@ -1,7 +1,7 @@
-from enum import Enum
+from enum import StrEnum
-class RPCMessageType(str, Enum):
+class RPCMessageType(StrEnum):
    STATUS = "status"
    WARNING = "warning"
    EXCEPTION = "exception"
@@ -25,21 +25,16 @@ class RPCMessageType(str, Enum):
    NEW_CANDLE = "new_candle"
    def __repr__(self):
-        return self.value
+        # TODO: do we still need to overwrite __repr__? Impact needs to be looked at in detail
    def __str__(self):
        return self.value
 # Enum for parsing requests from ws consumers
-class RPCRequestType(str, Enum):
+class RPCRequestType(StrEnum):
    SUBSCRIBE = "subscribe"
    WHITELIST = "whitelist"
    ANALYZED_DF = "analyzed_df"
    def __str__(self):
        return self.value
 NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE)
@@ -1,7 +1,7 @@
-from enum import Enum
+from enum import StrEnum
-class RunMode(str, Enum):
+class RunMode(StrEnum):
    """
    Bot running mode (backtest, hyperopt, ...)
    can be "live", "dry-run", "backtest", "hyperopt".
@@ -1,7 +1,7 @@
-from enum import Enum
+from enum import StrEnum
-class SignalType(Enum):
+class SignalType(StrEnum):
    """
    Enum to distinguish between enter and exit signals
    """
@@ -11,11 +11,8 @@ class SignalType(Enum):
    ENTER_SHORT = "enter_short"
    EXIT_SHORT = "exit_short"
    def __str__(self):
        return f"{self.name.lower()}"
-
+class SignalTagType(StrEnum):
 class SignalTagType(Enum):
    """
    Enum for signal columns
    """
@@ -23,13 +20,7 @@ class SignalTagType(Enum):
    ENTER_TAG = "enter_tag"
    EXIT_TAG = "exit_tag"
    def __str__(self):
        return f"{self.name.lower()}"
-
+class SignalDirection(StrEnum):
 class SignalDirection(str, Enum):
    LONG = "long"
    SHORT = "short"
    def __str__(self):
        return f"{self.name.lower()}"
@@ -1,7 +1,7 @@
-from enum import Enum
+from enum import StrEnum
-class TradingMode(str, Enum):
+class TradingMode(StrEnum):
    """
    Enum to distinguish between
    spot, margin, futures or any other trading method
@@ -10,6 +10,3 @@ class TradingMode(str, Enum):
    SPOT = "spot"
    MARGIN = "margin"
    FUTURES = "futures"
    def __str__(self):
        return f"{self.name.lower()}"
@@ -30,6 +30,7 @@ from freqtrade.exchange.exchange_utils import (
    validate_exchange,
 )
 from freqtrade.exchange.exchange_utils_timeframe import (
    timeframe_to_floor_freq,
    timeframe_to_minutes,
    timeframe_to_msecs,
    timeframe_to_next_date,
@@ -43,6 +44,7 @@ from freqtrade.exchange.htx import Htx
 from freqtrade.exchange.hyperliquid import Hyperliquid
 from freqtrade.exchange.idex import Idex
 from freqtrade.exchange.kraken import Kraken
 from freqtrade.exchange.krakenfutures import Krakenfutures
 from freqtrade.exchange.kucoin import Kucoin
 from freqtrade.exchange.lbank import Lbank
 from freqtrade.exchange.luno import Luno
@@ -48,6 +48,7 @@ class Binance(Exchange):
        "has_delisting": True,
    }
    _ft_has_futures: FtHas = {
        "ohlcv_candle_limit": 499,
        "funding_fee_candle_limit": 1000,
        "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
        "stoploss_blocks_assets": False,  # Stoploss orders do not block assets
@@ -4,7 +4,7 @@ from datetime import datetime, timedelta
 import ccxt
 from freqtrade.constants import BuySell
-from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
+from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import (
    DDosProtection,
    OperationalException,
@@ -34,6 +34,11 @@ class Bitget(Exchange):
        "stoploss_query_requires_stop_flag": True,
        "ohlcv_candle_limit": 200,  # 200 for historical candles, 1000 for recent ones.
        "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
        "stop_price_type_field": "triggerType",
        "stop_price_type_value_mapping": {
            PriceType.LAST: "fill_price",
            PriceType.MARK: "mark_price",
        },
    }
    _ft_has_futures: FtHas = {
        "funding_fee_candle_limit": 100,
@@ -39,7 +39,6 @@ BAD_EXCHANGES = {
    "bitmex": "Various reasons",
    "probit": "Requires additional, regular calls to `signIn()`",
    "poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders",
    "krakenfutures": "Unsupported futures exchange",
    "kucoinfutures": "Unsupported futures exchange",
    "poloniexfutures": "Unsupported futures exchange",
    "binancecoinm": "Unsupported futures exchange",
@@ -63,6 +62,7 @@ SUPPORTED_EXCHANGES = [
    "htx",
    "hyperliquid",
    "kraken",
    "krakenfutures",
    "okx",
    "myokx",
 ]
@@ -106,6 +106,7 @@ from freqtrade.misc import (
    file_dump_json,
    file_load_json,
    safe_value_fallback,
    safe_value_nested,
 )
 from freqtrade.util import FtTTLCache, PeriodicCache, dt_from_ts, dt_now
 from freqtrade.util.datetime_helpers import dt_humanize_delta, dt_ts, format_ms_time
@@ -207,7 +208,7 @@ class Exchange:
            self._config.get("trading_mode", self._supported_trading_mode_margin_pairs[0][0])
        )
        self.margin_mode: MarginMode = MarginMode(
-            MarginMode(self._config.get("margin_mode"))
+            self._config["margin_mode"]
            if self._config.get("margin_mode")
            else self._supported_trading_mode_margin_pairs[0][1]
        )
@@ -313,10 +314,19 @@ class Exchange:
        if self._exchange_ws:
            self._exchange_ws.cleanup()
        logger.debug("Exchange object destroyed, closing async loop")
        try:
            generic_loop = asyncio.get_running_loop()
        except RuntimeError:
            generic_loop = None
        loop_running = (getattr(self, "loop", None) and self.loop.is_running()) or (
            generic_loop is not None and generic_loop.is_running()
        )
        if (
            getattr(self, "_api_async", None)
            and inspect.iscoroutinefunction(self._api_async.close)
            and self._api_async.session
            and not loop_running
        ):
            logger.debug("Closing async ccxt session.")
            self.loop.run_until_complete(self._api_async.close())
@@ -324,6 +334,7 @@ class Exchange:
            self._ws_async
            and inspect.iscoroutinefunction(self._ws_async.close)
            and self._ws_async.session
            and not loop_running
        ):
            logger.debug("Closing ws ccxt session.")
            self.loop.run_until_complete(self._ws_async.close())
@@ -814,7 +825,8 @@ class Exchange:
                and order_types["stoploss_price_type"] not in price_mapping
            ):
                raise ConfigurationError(
-                    f"On exchange stoploss price type is not supported for {self.name}."
+                    f"On exchange stoploss price type '{order_types['stoploss_price_type']}' "
                    f"is not supported for {self.name}."
                )
    def validate_pricing(self, pricing: dict) -> None:
@@ -982,12 +994,12 @@ class Exchange:
             swap.linear.fetchOHLCV.limit
        """
        feat = (
-            self._api_async.features.get("spot", {})
+            safe_value_nested(self._api_async.features, "spot", {})
            if market_type == "spot"
-            else self._api_async.features.get("swap", {}).get("linear", {})
+            else safe_value_nested(self._api_async.features, "swap.linear", {})
        )
-        return feat.get(endpoint, {}).get(attribute, default)
+        return safe_value_nested(feat, f"{endpoint}.{attribute}", default)
    def get_precision_amount(self, pair: str) -> float | None:
        """
@@ -1156,7 +1168,7 @@ class Exchange:
        orderbook: OrderBook | None = None
        if self.exchange_has("fetchL2OrderBook"):
            orderbook = self.fetch_l2_order_book(pair, 20)
-        if ordertype == "limit" and orderbook:
+        if not stop_loss and ordertype == "limit" and orderbook:
            # Allow a 1% price difference
            allowed_diff = 0.01
            if self._dry_is_price_crossed(pair, side, rate, orderbook, allowed_diff):
@@ -1293,6 +1305,7 @@ class Exchange:
        Check dry-run limit order fill and update fee (if it filled).
        """
        if order["status"] != "closed" and order.get("ft_order_type") == "stoploss":
            # Stoploss branch
            pair = order["symbol"]
            if not orderbook and self.exchange_has("fetchL2OrderBook"):
                orderbook = self.fetch_l2_order_book(pair, 20)
@@ -1300,6 +1313,11 @@ class Exchange:
            crossed = self._dry_is_price_crossed(
                pair, order["side"], price, orderbook, is_stop=True
            )
            if crossed and immediate:
                raise InvalidOrderException(
                    "Could not create dry stoploss order. Stoploss would trigger immediately."
                )
            if crossed:
                average = self.get_dry_market_fill_price(
                    pair,
@@ -1879,9 +1897,12 @@ class Exchange:
        orders = []
        if self.exchange_has("fetchClosedOrders"):
            orders = self._api.fetch_closed_orders(pair, since=since_ms)
-            if self.exchange_has("fetchOpenOrders"):
+        if self.exchange_has("fetchCanceledOrders"):
-                orders_open = self._api.fetch_open_orders(pair, since=since_ms)
+            orders_canceled = self._api.fetch_canceled_orders(pair, since=since_ms)
-                orders.extend(orders_open)
+            orders.extend(orders_canceled)
        if self.exchange_has("fetchOpenOrders"):
            orders_open = self._api.fetch_open_orders(pair, since=since_ms)
            orders.extend(orders_open)
        return orders
    @retrier(retries=0)
@@ -3914,7 +3935,6 @@ class Exchange:
        is_short: bool,
        open_date: datetime,
        close_date: datetime,
        time_in_ratio: float | None = None,
    ) -> float:
        """
        calculates the sum of all funding fees that occurred for a pair during a futures trade
@@ -3924,7 +3944,6 @@ class Exchange:
        :param is_short: trade direction
        :param open_date: The date and time that the trade started
        :param close_date: The date and time that the trade ended
        :param time_in_ratio: Not used by most exchange classes
        """
        fees: float = 0
@@ -29,6 +29,21 @@ def timeframe_to_msecs(timeframe: str) -> int:
    return ccxt.Exchange.parse_timeframe(timeframe) * 1000
 def timeframe_to_floor_freq(timeframe: str) -> str:
    """
    Translates the timeframe interval value written in the human readable
    form ('1m', '5m', '1h', '1d', '1w', etc.) to the desired floor frequency used by pandas
        ("1m", "5m", "1h", "1d", "1w", etc.).
        Will use minute for most higher timeframes.
    """
    timeframe_seconds = timeframe_to_seconds(timeframe)
    timeframe_minutes = timeframe_seconds // 60
    if timeframe_minutes <= 1:
        return "1s"
    else:
        return "1min"
 def timeframe_to_resample_freq(timeframe: str) -> str:
    """
    Translates the timeframe interval value written in the human readable
@@ -5,11 +5,20 @@ from copy import deepcopy
 from datetime import datetime
 from typing import Any
 import ccxt
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
 from freqtrade.enums.runmode import NON_UTIL_MODES
-from freqtrade.exceptions import ConfigurationError, ExchangeError, OperationalException
+from freqtrade.exceptions import (
    ConfigurationError,
    DDosProtection,
    ExchangeError,
    OperationalException,
    TemporaryError,
 )
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
 from freqtrade.exchange.exchange_types import CcxtBalances, CcxtOrder, CcxtPosition, FtHas
 from freqtrade.util.datetime_helpers import dt_from_ts
@@ -22,6 +31,8 @@ class Hyperliquid(Exchange):
    Contains adjustments needed for Freqtrade to work with this exchange.
    """
    unified_account = False
    _ft_has: FtHas = {
        "ohlcv_has_history": False,
        "l2_limit_range": [20],
@@ -58,6 +69,38 @@ class Hyperliquid(Exchange):
        config.update(super()._ccxt_config)
        return config
    @retrier
    def additional_exchange_init(self) -> None:
        """
        Additional exchange initialization logic.
        .api will be available at this point.
        Query User account Account Type to determine unified account status
        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#query-a-users-abstraction-state
        """
        try:
            if self.trading_mode == TradingMode.FUTURES and not self._config["dry_run"]:
                # Determine account status
                # Unified accounts must use the spot endpoint for balances
                request = {
                    "type": "userAbstraction",
                    "user": self._api.walletAddress,
                }
                response = self._api.publicPostInfo(request)
                self.unified_account = response in ('"unifiedAccount"', '"portfolioMargin"')
                if self.unified_account:
                    logger.info("Unified Hyperliquid account detected.")
        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 _get_configured_hip3_dexes(self) -> list[str]:
        """Get list of configured HIP-3 DEXes."""
        return self._config.get("exchange", {}).get("hip3_dexes", [])
@@ -122,28 +165,33 @@ class Hyperliquid(Exchange):
        This override is not absolutely necessary and is only there for correct used / total values
        which are however not used by Freqtrade in futures mode at the moment.
        """
-        balances = super().get_balances()
+        params = params or {}
-        dexes = self._get_configured_hip3_dexes()
+        if self.unified_account:
-        for dex in dexes:
+            params["type"] = "spot"
-            try:
+        balances = super().get_balances(params)
-                dex_balance = super().get_balances(params={"dex": dex})
+        if not self.unified_account:
            # In unified accounts, the balance already includes all DEXes
            dexes = self._get_configured_hip3_dexes()
            for dex in dexes:
                try:
                    dex_balance = super().get_balances(params={"dex": dex})
-                for currency, amount_info in dex_balance.items():
+                    for currency, amount_info in dex_balance.items():
-                    if currency in ["info", "free", "used", "total", "datetime", "timestamp"]:
+                        if currency in ["info", "free", "used", "total", "datetime", "timestamp"]:
-                        continue
+                            continue
-                    if currency not in balances:
+                        if currency not in balances:
-                        balances[currency] = amount_info
+                            balances[currency] = amount_info
-                    else:
+                        else:
-                        balances[currency]["free"] += amount_info["free"]
+                            balances[currency]["free"] += amount_info["free"]
-                        balances[currency]["used"] += amount_info["used"]
+                            balances[currency]["used"] += amount_info["used"]
-                        balances[currency]["total"] += amount_info["total"]
+                            balances[currency]["total"] += amount_info["total"]
-            except Exception as e:
+                except Exception as e:
-                logger.error(f"Could not fetch balance for HIP-3 DEX '{dex}': {e}")
+                    logger.error(f"Could not fetch balance for HIP-3 DEX '{dex}': {e}")
-        if dexes:
+            if dexes:
-            self._log_exchange_response("fetch_balance", balances, add_info="combined")
+                self._log_exchange_response("fetch_balance", balances, add_info="combined")
        return balances
    def fetch_positions(
@@ -1,11 +1,9 @@
 """Kraken exchange subclass"""
 import logging
 from datetime import datetime
 from typing import Any
 import ccxt
 from pandas import DataFrame
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
@@ -40,7 +38,6 @@ class Kraken(Exchange):
    _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
        (TradingMode.SPOT, MarginMode.NONE),
        # (TradingMode.MARGIN, MarginMode.CROSS),
        # (TradingMode.FUTURES, MarginMode.CROSS)
    ]
    def market_is_tradable(self, market: dict[str, Any]) -> bool:
@@ -114,18 +111,6 @@ class Kraken(Exchange):
        except ccxt.BaseError as e:
            raise OperationalException(e) from e
    def _set_leverage(
        self,
        leverage: float,
        pair: str | None = None,
        accept_fail: bool = False,
    ):
        """
        Kraken set's the leverage as an option in the order object, so we need to
        add it to params
        """
        return
    def _get_params(
        self,
        side: BuySell,
@@ -148,41 +133,6 @@ class Kraken(Exchange):
            params["postOnly"] = True
        return params
    def calculate_funding_fees(
        self,
        df: DataFrame,
        amount: float,
        is_short: bool,
        open_date: datetime,
        close_date: datetime,
        time_in_ratio: float | None = None,
    ) -> float:
        """
        # ! This method will always error when run by Freqtrade because time_in_ratio is never
        # ! passed to _get_funding_fee. For kraken futures to work in dry run and backtesting
        # ! functionality must be added that passes the parameter time_in_ratio to
        # ! _get_funding_fee when using Kraken
        calculates the sum of all funding fees that occurred for a pair during a futures trade
        :param df: Dataframe containing combined funding and mark rates
                   as `open_fund` and `open_mark`.
        :param amount: The quantity of the trade
        :param is_short: trade direction
        :param open_date: The date and time that the trade started
        :param close_date: The date and time that the trade ended
        :param time_in_ratio: Not used by most exchange classes
        """
        if not time_in_ratio:
            raise OperationalException(
                f"time_in_ratio is required for {self.name}._get_funding_fee"
            )
        fees: float = 0
        if not df.empty:
            df = df[(df["date"] >= open_date) & (df["date"] <= close_date)]
            fees = sum(df["open_fund"] * df["open_mark"] * amount * time_in_ratio)
        return fees if is_short else -fees
    def _get_trade_pagination_next_value(self, trades: list[dict]):
        """
        Extract pagination id for the next "from_id" value
@@ -0,0 +1,300 @@
 """Kraken Futures exchange subclass"""
 import logging
 from datetime import datetime
 from typing import Any
 import ccxt
 from freqtrade.enums import MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import (
    DDosProtection,
    ExchangeError,
    InvalidOrderException,
    OperationalException,
    TemporaryError,
 )
 from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
 from freqtrade.exchange.exchange import Exchange
 from freqtrade.exchange.exchange_types import CcxtBalances, CcxtOrder, FtHas
 from freqtrade.misc import safe_value_nested
 from freqtrade.util.datetime_helpers import dt_from_ts
 logger = logging.getLogger(__name__)
 class Krakenfutures(Exchange):
    """Kraken Futures exchange class.
    Contains adjustments needed for Freqtrade to work with this exchange.
    Key differences from spot Kraken:
    - Stop orders use triggerPrice/triggerSignal instead of stopPrice
    - Flex (multi-collateral) accounts need USD balance synthesis
    """
    _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
        (TradingMode.FUTURES, MarginMode.ISOLATED),
    ]
    _ft_has: FtHas = {
        "tickers_have_quoteVolume": False,
        "stoploss_on_exchange": True,
        "stoploss_order_types": {
            "limit": "limit",
            "market": "market",
        },
        "stoploss_query_requires_stop_flag": True,
        "stop_price_param": "triggerPrice",
        "stop_price_prop": "stopPrice",
        "stop_price_type_field": "triggerSignal",
        "stop_price_type_value_mapping": {
            PriceType.LAST: "last",
            PriceType.MARK: "mark",
            PriceType.INDEX: "index",
        },
        "exchange_has_overrides": {"fetchOrders": False},
    }
    @retrier
    def get_balances(self, params: dict | None = None) -> CcxtBalances:
        """
        Fetch balances with USD synthesis for flex (multi-collateral) accounts.
        Kraken Futures flex accounts hold multiple currencies as collateral.
        CCXT returns per-currency balances but doesn't expose margin values
        as a USD balance. This override synthesizes a USD entry from flex account data
        when stake_currency is USD.
        Field mapping (margin-centric for internal consistency):
        - free: availableMargin (margin available for new positions)
        - total: marginEquity (haircut-adjusted collateral + unrealized P&L)
        - used: total - free (margin currently in use)
        Fallback chain for total: marginEquity -> portfolioValue -> balanceValue
        """
        try:
            balances = self._api.fetch_balance(params or {})
            # Only synthesize USD if stake_currency is USD
            stake = str(self._config.get("stake_currency", "")).upper()
            if stake == "USD":
                # Only synthesize if USD stake - flex only applies for these currencies.
                # For flex accounts, synthesize USD balance from margin values
                info = balances.get("info", {})
                accounts = info.get("accounts", {}) if isinstance(info, dict) else {}
                flex = accounts.get("flex", {}) if isinstance(accounts, dict) else {}
                if flex:
                    usd_free = self._safe_float(flex.get("availableMargin"))
                    # Prefer marginEquity for consistency (same basis as availableMargin)
                    raw_total = (
                        flex.get("marginEquity")
                        or flex.get("portfolioValue")
                        or flex.get("balanceValue")
                    )
                    usd_total = self._safe_float(raw_total)
                    if usd_free is not None or usd_total is not None:
                        # Use available value for both if only one is present
                        usd_free_value = usd_free if usd_free is not None else usd_total
                        usd_total_value = usd_total if usd_total is not None else usd_free
                        if usd_free_value is not None and usd_total_value is not None:
                            usd_used = max(0.0, usd_total_value - usd_free_value)
                            balances["USD"] = {
                                "free": usd_free_value,
                                "used": usd_used,
                                "total": usd_total_value,
                            }
            # Remove additional info from ccxt results (same as base class)
            balances.pop("info", None)
            balances.pop("free", None)
            balances.pop("total", None)
            balances.pop("used", None)
            self._log_exchange_response("fetch_balance", balances, add_info=params)
            return balances
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f"Could not get balance due to {e.__class__.__name__}. Message: {e}"
            ) from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e
    @staticmethod
    def _safe_float(value: Any) -> float | None:
        """Convert value to float, returning None if conversion fails."""
        if value is None:
            return None
        try:
            return float(value)
        except (ValueError, TypeError):
            return None
    def _order_contracts_to_amount(self, order: CcxtOrder) -> CcxtOrder:
        """Normalize order and apply Kraken Futures-specific order corrections."""
        order = super()._order_contracts_to_amount(order)
        return self._adjust_krakenfutures_order(order)
    def _adjust_krakenfutures_order(self, order: CcxtOrder) -> CcxtOrder:
        """Apply Kraken Futures-specific order corrections.
        For filled terminal orders, always fetch trades and compute VWAP because
        CCXT's average is still unreliable.
        See: https://github.com/ccxt/ccxt/issues/27996
        """
        if order.get("status") == "canceled" and order.get("filled") is None:
            # Workaround for missing filled parsing - https://github.com/ccxt/ccxt/issues/28210
            order["filled"] = safe_value_nested(order, "info.order.filled", default_value=None)
        filled = self._safe_float(order.get("filled")) or 0.0
        if order.get("status") in ("canceled", "closed") and filled > 0:
            # Compute VWAP and cost for filled orders.
            trades = self.get_trades_for_order(
                order["id"], order["symbol"], since=dt_from_ts(order["timestamp"])
            )
            if trades:
                total_amount = sum(t["amount"] for t in trades)
                if total_amount:
                    # Compute VWAP
                    order["average"] = sum(t["price"] * t["amount"] for t in trades) / total_amount
                    trade_costs = [t["cost"] for t in trades if t.get("cost") is not None]
                    if trade_costs:
                        order["cost"] = sum(trade_costs)
        return order
    def get_trades_for_order(
        self, order_id: str, pair: str, since: datetime, params: dict | None = None
    ) -> list:
        """Fetch trades and enrich with calculated fees.
        Kraken Futures' /fills endpoint does not include fee amounts — only
        fillType (maker/taker). This enriches each trade with a calculated fee
        using the market's fee schedule so Freqtrade's fee detection works.
        """
        trades = super().get_trades_for_order(order_id, pair, since, params)
        for trade in trades:
            if trade.get("fee") is None or trade["fee"].get("cost") is None:
                taker_or_maker = trade.get("takerOrMaker", "taker")
                symbol = trade.get("symbol", pair)
                market = self.markets.get(symbol, {})
                fee_rate = market.get(taker_or_maker, market.get("taker", 0.0005))
                cost = trade.get("cost")
                if cost is not None and fee_rate is not None:
                    trade["fee"] = {
                        "cost": cost * fee_rate,
                        "currency": market.get("quote", "USD"),
                        "rate": fee_rate,
                    }
        return trades
    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
    def fetch_order(
        self, order_id: str, pair: str, params: dict[str, Any] | None = None
    ) -> CcxtOrder:
        """Fetch order with direct CCXT call and fallback to history endpoints."""
        if self._config.get("dry_run"):
            return self.fetch_dry_run_order(order_id)
        params = params or {}
        status_params = {k: v for k, v in params.items() if k not in ("trigger", "stop")}
        try:
            order = self._api.fetch_order(order_id, pair, params=status_params)
            self._log_exchange_response("fetch_order", order)
            return self._order_contracts_to_amount(order)
        except ccxt.OrderNotFound:
            # Expected for older Kraken Futures orders not visible in orders/status.
            pass
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except ccxt.InvalidOrder as e:
            msg = f"Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}"
            raise InvalidOrderException(msg) from e
        except (ccxt.OperationFailed, ccxt.ExchangeError):
            # Fallback to history endpoints for temporary/status endpoint gaps.
            pass
        except ccxt.BaseError as e:
            raise OperationalException(e) from e
        order = self._fetch_order_fallback(order_id, pair, params)
        if order is not None:
            return order
        # Order not in status, open, closed, or canceled endpoints - genuinely gone.
        # Raise non-retrying InvalidOrderException (Kraken has limited history retention).
        raise InvalidOrderException(
            f"Order not found in any endpoint (pair: {pair} id: {order_id})"
        )
    def _fetch_order_fallback(
        self, order_id: str, pair: str, params: dict[str, Any]
    ) -> CcxtOrder | None:
        """Search open, closed, and canceled order endpoints for order_id.
        Kraken Futures' orders/status endpoint only returns currently open orders.
        Older orders require querying history endpoints (closed/canceled).
        For stoploss (trigger) orders, the caller should pass stop=True in params
        (handled automatically via stoploss_query_requires_stop_flag in _ft_has)
        so that closed/canceled queries hit the trigger history endpoint.
        """
        order_id_str = str(order_id)
        # Open orders include triggers by default. Avoid passing trigger/stop flags
        # to prevent endpoint/filter mismatches.
        open_params = {k: v for k, v in params.items() if k not in ("trigger", "stop")}
        order = self._find_order_in_list(
            self._api.fetch_open_orders, pair, open_params, order_id_str
        )
        if order is not None:
            return order
        # Closed/canceled: pass params through (including stop=True for stoploss orders,
        # which CCXT maps to the trigger history endpoint).
        for fetch_fn in (self._api.fetch_closed_orders, self._api.fetch_canceled_orders):
            order = self._find_order_in_list(fetch_fn, pair, params, order_id_str)
            if order is not None:
                return order
        return None
    def _find_order_in_list(
        self,
        fetch_fn,
        symbol: str | None,
        params: dict[str, Any],
        order_id_str: str,
    ) -> CcxtOrder | None:
        """Fetch orders and return matching order_id, or None."""
        try:
            orders = fetch_fn(symbol, params=params) or []
            self._log_exchange_response(fetch_fn.__name__, orders)
            for order in orders:
                if str(order.get("id")) == order_id_str:
                    self._log_exchange_response("fetch_order_fallback", order)
                    return self._order_contracts_to_amount(order)
        except (ccxt.OrderNotFound, ccxt.InvalidOrder) as e:
            logger.debug(f"{fetch_fn.__name__} failed: {e}")
            return None
        except ccxt.DDoSProtection as e:
            raise DDosProtection(e) from e
        except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
            raise TemporaryError(
                f"Could not get order due to {e.__class__.__name__}. Message: {e}"
            ) from e
        except ccxt.BaseError as e:
            raise OperationalException(e) from e
        return None
    def get_funding_fees(self, pair: str, amount: float, is_short: bool, open_date) -> float:
        """Fetch funding fees, returning 0.0 if retrieval fails."""
        if self.trading_mode == TradingMode.FUTURES:
            try:
                return self._fetch_and_calculate_funding_fees(pair, amount, is_short, open_date)
            except ExchangeError:
                logger.warning(f"Could not update funding fees for {pair}.")
        return 0.0
@@ -446,7 +446,7 @@ class FreqaiDataDrawer:
        model_folders = [x for x in self.full_path.iterdir() if x.is_dir()]
-        pattern = re.compile(r"sub-train-(\w+)_(\d{10})")
+        pattern = re.compile(r"^sub-train-(.+)_(\d{10})$")
        delete_dict: dict[str, Any] = {}
@@ -614,9 +614,13 @@ class FreqaiDataDrawer:
        elif self.model_type == "pytorch":
            import torch
-            zipfile = torch.load(dk.data_path / f"{dk.model_filename}_model.zip")
+            zipfile = torch.load(
-            model = zipfile["pytrainer"]
+                dk.data_path / f"{dk.model_filename}_model.zip",
-            model = model.load_from_checkpoint(zipfile)
+                weights_only=False,
            )
            # weights_only is necessary due to pytrainer being a serialized python object.
            _trainer = zipfile["pytrainer"]
            model = _trainer.load_from_checkpoint(zipfile)
        if not model:
            raise OperationalException(
@@ -428,22 +428,28 @@ class FreqaiDataKitchen:
        Get backtest prediction from current backtest period
        """
-        append_df = DataFrame()
+        # Build dict first and construct DataFrame once to avoid
        # column-by-column assignment which causes DataFrame fragmentation
        # and PerformanceWarning on large prediction sets.
        append_dict: dict[str, Any] = {}
        for label in predictions.columns:
-            append_df[label] = predictions[label]
+            append_dict[label] = predictions[label]
-            if append_df[label].dtype == object:
+            if predictions[label].dtype == object:
                continue
-            if "labels_mean" in self.data:
+            if "labels_mean" in self.data and label in self.data["labels_mean"]:
-                append_df[f"{label}_mean"] = self.data["labels_mean"][label]
+                append_dict[f"{label}_mean"] = self.data["labels_mean"][label]
-            if "labels_std" in self.data:
+            if "labels_std" in self.data and label in self.data["labels_std"]:
-                append_df[f"{label}_std"] = self.data["labels_std"][label]
+                append_dict[f"{label}_std"] = self.data["labels_std"][label]
        for extra_col in self.data["extra_returns_per_train"]:
-            append_df[f"{extra_col}"] = self.data["extra_returns_per_train"][extra_col]
+            append_dict[f"{extra_col}"] = self.data["extra_returns_per_train"][extra_col]
-        append_df["do_predict"] = do_predict
+        append_dict["do_predict"] = do_predict
        if self.freqai_config["feature_parameters"].get("DI_threshold", 0) > 0:
-            append_df["DI_values"] = self.DI_values
+            append_dict["DI_values"] = self.DI_values
        append_df = DataFrame(append_dict)
        user_cols = [col for col in dataframe_backtest.columns if col.startswith("%%")]
        cols = ["date"]
@@ -63,6 +63,11 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
        self.tb_logger = tb_logger
        self.test_batch_counter = 0
        # Early stopping parameters
        self.early_stopping_patience: int = kwargs.get("early_stopping_patience", 0)
        self.best_val_loss: float = float("inf")
        self.patience_counter: int = 0
    def fit(self, data_dictionary: dict[str, pd.DataFrame], splits: list[str]):
        """
        :param data_dictionary: the dictionary constructed by DataHandler to hold
@@ -99,15 +104,40 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
            # evaluation
            if "test" in splits:
-                self.estimate_loss(data_loaders_dictionary, "test")
+                val_loss = self.estimate_loss(data_loaders_dictionary, "test")
                # Early stopping check
                if self.early_stopping_patience > 0 and val_loss is not None:
                    if val_loss < self.best_val_loss:
                        self.best_val_loss = val_loss
                        self.patience_counter = 0
                    else:
                        self.patience_counter += 1
                        if self.patience_counter >= self.early_stopping_patience:
                            logger.info(
                                f"Early stopping triggered after {self.patience_counter} "
                                f"epochs without improvement. "
                                f"Best val_loss: {self.best_val_loss:.6f}"
                            )
                            break
    @torch.no_grad()
    def estimate_loss(
        self,
        data_loader_dictionary: dict[str, DataLoader],
        split: str,
-    ) -> None:
+    ) -> float | None:
        """
        Estimate loss on a data split.
        :param data_loader_dictionary: dictionary of data loaders.
        :param split: split to estimate loss on (e.g. "test").
        :return: average loss over all batches, or None if no batches.
        """
        self.model.eval()
        total_loss = 0.0
        num_batches = 0
        for _, batch_data in enumerate(data_loader_dictionary[split]):
            xb, yb = batch_data
            xb = xb.to(self.device)
@@ -115,11 +145,17 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
            yb_pred = self.model(xb)
            loss = self.criterion(yb_pred, yb)
            total_loss += loss.item()
            num_batches += 1
            self.tb_logger.log_scalar(f"{split}_loss", loss.item(), self.test_batch_counter)
            self.test_batch_counter += 1
        self.model.train()
        if num_batches > 0:
            return total_loss / num_batches
        return None
    def create_data_loaders_dictionary(
        self, data_dictionary: dict[str, pd.DataFrame], splits: list[str]
    ) -> dict[str, DataLoader]:
@@ -179,16 +215,12 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
            path,
        )
    def load(self, path: Path):
        checkpoint = torch.load(path)
        return self.load_from_checkpoint(checkpoint)
    def load_from_checkpoint(self, checkpoint: dict):
        """
        when using continual_learning, DataDrawer will load the dictionary
        (containing state dicts and model_meta_data) by calling torch.load(path).
        you can access this dict from any class that inherits IFreqaiModel by calling
-        get_init_model method.
+        the get_init_model method.
        """
        self.model.load_state_dict(checkpoint["model_state_dict"])
        self.optimizer.load_state_dict(checkpoint["optimizer_state_dict"])
@@ -555,7 +555,7 @@ class FreqtradeBot(LoggingMixin):
                    if trade.base_currency
                    else 0
                )
-                if total < trade.amount:
+                if total < trade.amount or (total == 0 and trade.amount == 0):
                    if trade.fully_canceled_entry_order_count == len(trade.orders):
                        logger.warning(
                            f"Trade only had fully canceled entry orders. "
@@ -2421,7 +2421,10 @@ class FreqtradeBot(LoggingMixin):
    def handle_protections(self, pair: str, side: LongShort) -> None:
        # Lock pair for one candle to prevent immediate re-entries
        self.strategy.lock_pair(pair, datetime.now(UTC), reason="Auto lock", side=side)
-        prot_trig = self.protections.stop_per_pair(pair, side=side)
+        starting_balance = self.wallets.get_starting_balance()
        prot_trig = self.protections.stop_per_pair(
            pair, side=side, starting_balance=starting_balance
        )
        if prot_trig:
            msg: RPCProtectionMsg = {
                "type": RPCMessageType.PROTECTION_TRIGGER,
@@ -2430,7 +2433,7 @@ class FreqtradeBot(LoggingMixin):
            }
            self.rpc.send_msg(msg)
-        prot_trig_glb = self.protections.global_stop(side=side)
+        prot_trig_glb = self.protections.global_stop(side=side, starting_balance=starting_balance)
        if prot_trig_glb:
            msg = {
                "type": RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
@@ -34,6 +34,7 @@ class PointAnnotationType(_BaseAnnotationType, total=False):
    y: float
    size: int
    shape: Literal["circle", "rect", "roundRect", "triangle", "pin", "arrow", "none"]
    rotate: int
 AnnotationType = AreaAnnotationType | LineAnnotationType | PointAnnotationType
@@ -6,7 +6,6 @@ Read the documentation to know what cli arguments you need.
 import logging
 import sys
 from typing import Any
 # check min. python version
@@ -35,7 +34,7 @@ def main(sysargv: list[str] | None = None) -> None:
    :return: None
    """
-    return_code: Any = 1
+    return_code: int | None = None
    try:
        setup_logging_pre()
        asyncio_setup()
@@ -62,11 +61,9 @@ def main(sysargv: list[str] | None = None) -> None:
                "`freqtrade --help` or `freqtrade <command> --help`."
            )
    except SystemExit as e:  # pragma: no cover
        return_code = e
    except KeyboardInterrupt:
        logger.info("SIGINT received, aborting ...")
-        return_code = 0
+        return_code = 130
    except ConfigurationError as e:
        logger.error(
            f"Configuration error: {e}\n"
@@ -77,6 +74,7 @@ def main(sysargv: list[str] | None = None) -> None:
        return_code = 2
    except Exception:
        logger.exception("Fatal exception!")
        return_code = 1
    finally:
        sys.exit(return_code)
@@ -84,7 +84,12 @@ def file_load_json(file: Path):
 def is_file_in_dir(file: Path, directory: Path) -> bool:
    """
-    Helper function to check if file is in directory.
+    Helper function to check if file is directly within a directory.
    :param file: File to check
    :param directory: Directory to check against
        When used in the API, this parameter cannot be user controlled (outside of the config)
        to avoid security issues.
    :return: True if file is directly within directory, False otherwise
    """
    return file.is_file() and file.parent.samefile(directory)
@@ -125,6 +130,27 @@ def round_dict(d, n):
 DictMap = dict[str, Any] | Mapping[str, Any]
 def safe_value_nested(obj: DictMap, keys: str, default_value=None):
    """
    Search a nested dict for a value.
    :param obj: dict to search in
    :param keys: dot separated keys to search for
    :param default_value: value to return if the key is not found or value is None
    :return: value found in dict or default_value
     Sample:
    >>> d = { 'first' : { 'rows' : { 'pass' : 'dog', 'number' : '1' } } }
    >>> safe_value_nested(d, "first.rows.pass") == "dog"
    True
    """
    nested_obj = obj
    for key in keys.split("."):
        if isinstance(nested_obj, Mapping) and key in nested_obj and nested_obj[key] is not None:
            nested_obj = nested_obj[key]
        else:
            return default_value
    return nested_obj
 def safe_value_fallback(obj: DictMap, key1: str, key2: str | None = None, default_value=None):
    """
    Search a value in obj, return this if it's not None.
@@ -210,12 +236,12 @@ def remove_entry_exit_signals(dataframe: pd.DataFrame):
    :param dataframe: The DataFrame to remove signals from
    """
-    dataframe[SignalType.ENTER_LONG.value] = 0
+    dataframe[SignalType.ENTER_LONG] = 0
-    dataframe[SignalType.EXIT_LONG.value] = 0
+    dataframe[SignalType.EXIT_LONG] = 0
-    dataframe[SignalType.ENTER_SHORT.value] = 0
+    dataframe[SignalType.ENTER_SHORT] = 0
-    dataframe[SignalType.EXIT_SHORT.value] = 0
+    dataframe[SignalType.EXIT_SHORT] = 0
-    dataframe[SignalTagType.ENTER_TAG.value] = None
+    dataframe[SignalTagType.ENTER_TAG] = None
-    dataframe[SignalTagType.EXIT_TAG.value] = None
+    dataframe[SignalTagType.EXIT_TAG] = None
    return dataframe
@@ -136,6 +136,7 @@ class Backtesting:
            "exited": {},
        }
        self.rejected_dict: dict[str, list] = {}
        self.starting_balance: float = 0.0
        self._exchange_name = self.config["exchange"]["name"]
        self.__initial_backtest = exchange is None
@@ -277,6 +278,7 @@ class Backtesting:
        self.reset_backtest(False)
        self.wallets = Wallets(self.config, self.exchange, is_backtest=True)
        self.starting_balance = self.wallets.get_starting_balance()
        self.progress = BTProgress()
        self.abort = False
@@ -846,9 +848,7 @@ class Backtesting:
                        exit_tag=exit_reason,
                    )
                    if rate is not None and rate != close_rate:
-                        close_rate = price_to_precision(
+                        close_rate = rate
                            rate, trade.price_precision, trade.precision_mode_price
                        )
                    # We can't place orders lower than current low.
                    # freqtrade does not support this in live, and the order would fill immediately
                    if trade.is_short:
@@ -890,6 +890,9 @@ class Backtesting:
        self.order_id_counter += 1
        exit_candle_time = sell_row[DATE_IDX].to_pydatetime()
        order_type = self.strategy.order_types["exit"]
        close_rate = price_to_precision(
            close_rate, trade.price_precision, trade.precision_mode_price
        )
        # amount = amount or trade.amount
        amount = amount_to_contract_precision(
            amount or trade.amount, trade.amount_precision, self.precision_mode, trade.contract_size
@@ -1271,8 +1274,8 @@ class Backtesting:
    def run_protections(self, pair: str, current_time: datetime, side: LongShort):
        if self.enable_protections:
-            self.protections.stop_per_pair(pair, current_time, side)
+            self.protections.stop_per_pair(pair, current_time, side, self.starting_balance)
-            self.protections.global_stop(current_time, side)
+            self.protections.global_stop(current_time, side, self.starting_balance)
    def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: tuple) -> bool:
        """
@@ -1,5 +1,5 @@
 from datetime import UTC, datetime
-from enum import Enum
+from enum import StrEnum
 from typing import ClassVar, Literal
 from sqlalchemy import String
@@ -11,7 +11,7 @@ from freqtrade.persistence.base import ModelBase, SessionType
 ValueTypes = str | datetime | float | int
-class ValueTypesEnum(str, Enum):
+class ValueTypesEnum(StrEnum):
    STRING = "str"
    DATETIME = "datetime"
    FLOAT = "float"
@@ -30,25 +30,39 @@ def get_backup_name(tabs: list[str], backup_prefix: str):
    return table_back_name
-def get_last_sequence_ids(engine, trade_back_name: str, order_back_name: str):
+def get_last_sequence_ids(engine, sequence_name: str, table_back_name: str) -> int | None:
-    order_id: int | None = None
+    last_id: int | None = None
    trade_id: int | None = None
    if engine.name == "postgresql":
        with engine.begin() as connection:
-            trade_id = connection.execute(text("select nextval('trades_id_seq')")).fetchone()[0]
+            last_id = connection.execute(text(f"select nextval('{sequence_name}')")).fetchone()[0]
            order_id = connection.execute(text("select nextval('orders_id_seq')")).fetchone()[0]
        with engine.begin() as connection:
            connection.execute(
-                text(f"ALTER SEQUENCE orders_id_seq rename to {order_back_name}_id_seq_bak")
+                text(f"ALTER SEQUENCE {sequence_name} rename to {table_back_name}_id_seq_bak")
            )
-            connection.execute(
+
-                text(f"ALTER SEQUENCE trades_id_seq rename to {trade_back_name}_id_seq_bak")
+    return last_id
            )
    return order_id, trade_id
-def set_sequence_ids(engine, order_id, trade_id, pairlock_id=None):
+def set_sequence_ids(
    engine,
    order_id: int | None = None,
    trade_id: int | None = None,
    pairlock_id: int | None = None,
    kv_id: int | None = None,
    custom_data_id: int | None = None,
 ):
    """
    Set sequence ids to the given values.
    The id's given should be the next id to use, so the current max id + 1 - or current id
    if using nextval before migration.
    :param engine: SQLAlchemy engine
    :param order_id: value to set for orders_id_seq (optional)
    :param trade_id: value to set for trades_id_seq (optional)
    :param pairlock_id: value to set for pairlocks_id_seq (optional)
    :param kv_id: value to set for KeyValueStore_id_seq (optional)
    :param custom_data_id: value to set for trade_custom_data_id_seq (optional)
    """
    if engine.name == "postgresql":
        with engine.begin() as connection:
            if order_id:
@@ -59,6 +73,14 @@ def set_sequence_ids(engine, order_id, trade_id, pairlock_id=None):
                connection.execute(
                    text(f"ALTER SEQUENCE pairlocks_id_seq RESTART WITH {pairlock_id}")
                )
            if kv_id:
                connection.execute(
                    text(f'ALTER SEQUENCE "KeyValueStore_id_seq" RESTART WITH {kv_id}')
                )
            if custom_data_id:
                connection.execute(
                    text(f"ALTER SEQUENCE trade_custom_data_id_seq RESTART WITH {custom_data_id}")
                )
 def drop_index_on_table(engine, inspector, table_bak_name):
@@ -157,7 +179,8 @@ def migrate_trades_and_orders_table(
    drop_index_on_table(engine, inspector, trade_back_name)
-    order_id, trade_id = get_last_sequence_ids(engine, trade_back_name, order_back_name)
+    order_id = get_last_sequence_ids(engine, "order_id_seq", order_back_name)
    trade_id = get_last_sequence_ids(engine, "trades_id_seq", trade_back_name)
    drop_orders_table(engine, order_back_name)
@@ -269,6 +292,7 @@ def migrate_pairlocks_table(decl_base, inspector, engine, pairlock_back_name: st
        connection.execute(text(f"alter table pairlocks rename to {pairlock_back_name}"))
    drop_index_on_table(engine, inspector, pairlock_back_name)
    pairlock_id = get_last_sequence_ids(engine, "pairlocks_id_seq", pairlock_back_name)
    side = get_column_def(cols, "side", "'*'")
@@ -288,6 +312,8 @@ def migrate_pairlocks_table(decl_base, inspector, engine, pairlock_back_name: st
            )
        )
    set_sequence_ids(engine, pairlock_id=pairlock_id)
 def set_sqlite_to_wal(engine):
    if engine.name == "sqlite" and str(engine.url) != "sqlite://":
@@ -86,7 +86,7 @@ class PairLocks:
                lock
                for lock in PairLocks.locks
                if (
-                    lock.lock_end_time >= now
+                    lock.lock_end_time > now
                    and lock.active is True
                    and (pair is None or lock.pair == pair)
                    and (side is None or lock.side == "*" or lock.side == side)
@@ -261,10 +261,12 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
    if trades is not None and len(trades) > 0:
        # Create description for exit summarizing the trade
        trades["desc"] = trades.apply(
-            lambda row: f"{row['profit_ratio']:.2%}, "
+            lambda row: (
-            + (f"{row['enter_tag']}, " if row["enter_tag"] is not None else "")
+                f"{row['profit_ratio']:.2%}, "
-            + f"{row['exit_reason']}, "
+                + (f"{row['enter_tag']}, " if row["enter_tag"] is not None else "")
-            + f"{row['trade_duration']} min",
+                + f"{row['exit_reason']}, "
                + f"{row['trade_duration']} min"
            ),
            axis=1,
        )
        trade_entries = go.Scatter(
@@ -51,15 +51,6 @@ class AgeFilter(IPairList):
                f"({candle_limit})"
            )
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
@@ -0,0 +1,133 @@
 """Cross Market pair list filter"""
 import logging
 from freqtrade.constants import PairPrefixes
 from freqtrade.exchange.exchange_types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
 from freqtrade.util import FtTTLCache
 logger = logging.getLogger(__name__)
 class CrossMarketPairList(IPairList):
    is_pairlist_generator = True
    supports_backtesting = SupportsBacktesting.BIASED
    def __init__(self, *args, **kwargs) -> None:
        super().__init__(*args, **kwargs)
        self._pairs_exist_on: str = self._pairlistconfig.get("pairs_exist_on", "both_markets")
        self._stake_currency: str = self._config["stake_currency"]
        self._target_mode = "spot" if self._config["trading_mode"] == "futures" else "futures"
        self._refresh_period = self._pairlistconfig.get("refresh_period", 1800)
        self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
        """
        pairs_exist_on = self._pairs_exist_on
        msg = f"{self.name} - Pairs that exists on {pairs_exist_on.capitalize()}."
        return msg
    @staticmethod
    def description() -> str:
        return "Filter pairs if they exist or not on another market."
    @staticmethod
    def available_parameters() -> dict[str, PairlistParameter]:
        return {
            "pairs_exist_on": {
                "type": "option",
                "default": "both_markets",
                "options": ["current_market_only", "both_markets"],
                "description": "Mode of operation",
                "help": "Mode of operation (current_market_only/both_markets)",
            },
            **IPairList.refresh_period_parameter(),
        }
    def get_base_list(self) -> list[str]:
        target_mode = self._target_mode
        spot_only = True if target_mode == "spot" else False
        futures_only = True if target_mode == "futures" else False
        bases = [
            v.get("base", "")
            for _, v in self._exchange.get_markets(
                quote_currencies=[self._stake_currency],
                tradable_only=False,
                active_only=True,
                spot_only=spot_only,
                futures_only=futures_only,
            ).items()
        ]
        return bases
    def gen_pairlist(self, tickers: Tickers) -> list[str]:
        """
        Generate the pairlist
        :param tickers: Tickers (from exchange.get_tickers). May be cached.
        :return: List of pairs
        """
        # Generate dynamic whitelist
        # Must always run if this pairlist is the first in the list.
        pairlist = self._pair_cache.get("pairlist")
        if pairlist:
            # Item found - no refresh necessary
            return pairlist.copy()
        else:
            # Use fresh pairlist
            # Check if pair quote currency equals to the stake currency.
            _pairlist = [
                k
                for k in self._exchange.get_markets(
                    quote_currencies=[self._stake_currency], tradable_only=True, active_only=True
                ).keys()
            ]
            _pairlist = self.verify_blacklist(_pairlist, logger.info)
            pairlist = self.filter_pairlist(_pairlist, tickers)
            self._pair_cache["pairlist"] = pairlist.copy()
        return pairlist
    def filter_pairlist(self, pairlist: list[str], tickers: Tickers) -> list[str]:
        bases = self.get_base_list()
        pairs_exist_on = self._pairs_exist_on
        is_whitelist_mode = pairs_exist_on == "both_markets"
        whitelisted_pairlist: list[str] = []
        filtered_pairlist = pairlist.copy()
        for pair in pairlist:
            base = self._exchange.get_pair_base_currency(pair)
            if not base:
                self.log_once(
                    f"Unable to get base currency for pair {pair}, skipping it.", logger.warning
                )
                filtered_pairlist.remove(pair)
                continue
            found_in_bases = base in bases
            if not found_in_bases:
                for prefix in PairPrefixes:
                    # Check in case of PEPE needs to be changed into 1000PEPE for example
                    test_prefix = f"{prefix}{base}"
                    found_in_bases = test_prefix in bases
                    if found_in_bases:
                        break
                    # Avoid false positive since there are KAVA and AVA pairs, which aren't related
                    if prefix != "K":
                        # Check in case of 1000PEPE needs to be changed into PEPE for example
                        if base.startswith(prefix):
                            temp_base = base.removeprefix(prefix)
                            found_in_bases = temp_base in bases
                            if found_in_bases:
                                break
            if found_in_bases:
                whitelisted_pairlist.append(pair)
                filtered_pairlist.remove(pair)
        return whitelisted_pairlist if is_whitelist_mode else filtered_pairlist
@@ -28,15 +28,6 @@ class DelistFilter(IPairList):
                "DelistFilter doesn't support this exchange and trading mode combination.",
            )
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
@@ -15,15 +15,6 @@ logger = logging.getLogger(__name__)
 class FullTradesFilter(IPairList):
    supports_backtesting = SupportsBacktesting.NO_ACTION
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty List is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short allowlist method description - used for startup-messages
@@ -5,7 +5,7 @@ PairList Handler base class
 import logging
 from abc import ABC, abstractmethod
 from copy import deepcopy
-from enum import Enum
+from enum import StrEnum
 from typing import Any, Literal, TypedDict
 from freqtrade.constants import Config
@@ -58,7 +58,7 @@ PairlistParameter = (
 )
-class SupportsBacktesting(str, Enum):
+class SupportsBacktesting(StrEnum):
    """
    Enum to indicate if a Pairlist Handler supports backtesting.
    """
@@ -107,7 +107,6 @@ class IPairList(LoggingMixin, ABC):
        return self.__class__.__name__
    @property
    @abstractmethod
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
@@ -7,6 +7,7 @@ Provides dynamic pair list based on Market Cap
 import logging
 import math
 from freqtrade.constants import PairPrefixes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange_types import Tickers
 from freqtrade.plugins.pairlist.IPairList import IPairList, PairlistParameter, SupportsBacktesting
@@ -64,15 +65,6 @@ class MarketCapPairList(IPairList):
                "Please ensure this value is necessary for your use case.",
            )
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
@@ -162,9 +154,6 @@ class MarketCapPairList(IPairList):
        return pairlist
    # Prefixes to test to discover coins like 1000PEPE/USDDT:USDT or KPEPE/USDC (hyperliquid)
    prefixes = ("1000", "K")
    def resolve_marketcap_pair(
        self,
        pair: str,
@@ -179,7 +168,7 @@ class MarketCapPairList(IPairList):
            return pair
        if pair not in markets:
-            for prefix in self.prefixes:
+            for prefix in PairPrefixes:
                test_prefix = f"{prefix}{pair}"
                if test_prefix in pairlist:
@@ -24,15 +24,6 @@ class OffsetFilter(IPairList):
        if self._offset < 0:
            raise OperationalException("OffsetFilter requires offset to be >= 0")
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
@@ -25,15 +25,6 @@ class PerformanceFilter(IPairList):
        self._minutes = self._pairlistconfig.get("minutes", 0)
        self._min_profit = self._pairlistconfig.get("min_profit")
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty List is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short allowlist method description - used for startup-messages
@@ -42,15 +42,6 @@ class ProducerPairList(IPairList):
                "ProducerPairList requires external_message_consumer to be enabled."
            )
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
@@ -31,12 +31,6 @@ class RemotePairList(IPairList):
    def __init__(self, *args, **kwargs) -> None:
        super().__init__(*args, **kwargs)
        if "number_assets" not in self._pairlistconfig:
            raise OperationalException(
                "`number_assets` not specified. Please check your configuration "
                'for "pairlist.config.number_assets"'
            )
        if "pairlist_url" not in self._pairlistconfig:
            raise OperationalException(
                "`pairlist_url` not specified. Please check your configuration "
@@ -45,7 +39,7 @@ class RemotePairList(IPairList):
        self._mode = self._pairlistconfig.get("mode", "whitelist")
        self._processing_mode = self._pairlistconfig.get("processing_mode", "filter")
-        self._number_pairs = self._pairlistconfig["number_assets"]
+        self._number_pairs: int | None = self._pairlistconfig.get("number_assets", None)
        self._refresh_period: int = self._pairlistconfig.get("refresh_period", 1800)
        self._keep_pairlist_on_failure = self._pairlistconfig.get("keep_pairlist_on_failure", True)
        self._pair_cache: FtTTLCache = FtTTLCache(maxsize=1, ttl=self._refresh_period)
@@ -72,20 +66,11 @@ class RemotePairList(IPairList):
                "position of your pairlist."
            )
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
        """
-        return f"{self.name} - {self._pairlistconfig['number_assets']} pairs from RemotePairlist."
+        return f"{self.name} - {self._number_pairs or 'all'} pairs from RemotePairlist."
    @staticmethod
    def description() -> str:
@@ -102,7 +87,7 @@ class RemotePairList(IPairList):
            },
            "number_assets": {
                "type": "number",
-                "default": 30,
+                "default": None,
                "description": "Number of assets",
                "help": "Number of assets to use from the pairlist.",
            },
@@ -257,7 +242,8 @@ class RemotePairList(IPairList):
        pairlist = expand_pairlist(pairlist, list(self._exchange.get_markets().keys()))
        pairlist = self._whitelist_for_active_markets(pairlist)
-        pairlist = pairlist[: self._number_pairs]
+        if self._number_pairs and (self._mode == "whitelist"):
            pairlist = pairlist[: self._number_pairs]
        if pairlist:
            self._pair_cache["pairlist"] = pairlist.copy()
@@ -314,5 +300,6 @@ class RemotePairList(IPairList):
            if filtered:
                self.log_once(f"Blacklist - Filtered out pairs: {filtered}", logger.info)
-        merged_list = merged_list[: self._number_pairs]
+        if self._number_pairs and (self._mode == "whitelist"):
            merged_list = merged_list[: self._number_pairs]
        return merged_list
@@ -39,15 +39,6 @@ class ShuffleFilter(IPairList):
            maxsize=1000, ttl=timeframe_to_seconds(self._config["timeframe"])
        )
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
@@ -28,15 +28,6 @@ class StaticPairList(IPairList):
        # Pair cache - only used for optimize modes
        self._bt_pair_cache: LRUCache = LRUCache(maxsize=1)
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty Dict is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
@@ -53,15 +53,6 @@ class VolatilityFilter(IPairList):
                "either None (undefined), 'asc' or 'desc'"
            )
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty List is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
@@ -28,7 +28,11 @@ def expand_pairlist(
                raise ValueError(f"Wildcard error in {pair_wc}, {err}")
        # Remove wildcard pairs that didn't have a match.
-        result = [element for element in result if re.fullmatch(r"^[A-Za-z0-9:/-]+$", element)]
+        result = [
            element
            for element in result
            if re.fullmatch(r"^[\w:/-]+$", element) and "_" not in element
        ]
    else:
        for pair_wc in wildcardpl:
@@ -47,15 +47,6 @@ class RangeStabilityFilter(IPairList):
                "either None (undefined), 'asc' or 'desc'"
            )
    @property
    def needstickers(self) -> bool:
        """
        Boolean property defining if tickers are necessary.
        If no Pairlist requires tickers, an empty List is passed
        as tickers argument to filter_pairlist
        """
        return False
    def short_desc(self) -> str:
        """
        Short whitelist method description - used for startup-messages
--- a/Show More
+++ b/Show More