Merge branch 'develop' into feature_keyval_storage

tests/conftest_trades.py

@@ -29,6 +29,7 @@ def mock_order_1(is_short: bool):
         'average': 0.123,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -65,6 +66,7 @@ def mock_order_2(is_short: bool):
         'price': 0.123,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -79,6 +81,7 @@ def mock_order_2_sell(is_short: bool):
         'price': 0.128,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -126,6 +129,7 @@ def mock_order_3(is_short: bool):
         'price': 0.05,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -141,6 +145,7 @@ def mock_order_3_sell(is_short: bool):
         'average': 0.06,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -186,6 +191,7 @@ def mock_order_4(is_short: bool):
         'price': 0.123,
         'amount': 123.0,
         'filled': 0.0,
+        'cost': 15.129,
         'remaining': 123.0,
     }
 
@@ -225,6 +231,7 @@ def mock_order_5(is_short: bool):
         'price': 0.123,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -239,6 +246,7 @@ def mock_order_5_stoploss(is_short: bool):
         'price': 0.123,
         'amount': 123.0,
         'filled': 0.0,
+        'cost': 0.0,
         'remaining': 123.0,
     }
 
@@ -281,6 +289,7 @@ def mock_order_6(is_short: bool):
         'price': 0.15,
         'amount': 2.0,
         'filled': 2.0,
+        'cost': 0.3,
         'remaining': 0.0,
     }
 
@@ -295,6 +304,7 @@ def mock_order_6_sell(is_short: bool):
         'price': 0.15 if is_short else 0.20,
         'amount': 2.0,
         'filled': 0.0,
+        'cost': 0.0,
         'remaining': 2.0,
     }
 
@@ -337,6 +347,7 @@ def short_order():
         'price': 0.123,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -351,6 +362,7 @@ def exit_short_order():
         'price': 0.128,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.744,
         'remaining': 0.0,
     }
 
@@ -424,6 +436,7 @@ def leverage_order():
         'amount': 123.0,
         'filled': 123.0,
         'remaining': 0.0,
+        'cost': 15.129,
         'leverage': 5.0
     }
 
@@ -439,6 +452,7 @@ def leverage_order_sell():
         'amount': 123.0,
         'filled': 123.0,
         'remaining': 0.0,
+        'cost': 15.744,
         'leverage': 5.0
     }
 

tests/data/test_entryexitanalysis.py

@@ -0,0 +1,191 @@
+import logging
+from unittest.mock import MagicMock, PropertyMock
+
+import pandas as pd
+import pytest
+
+from freqtrade.commands.analyze_commands import start_analysis_entries_exits
+from freqtrade.commands.optimize_commands import start_backtesting
+from freqtrade.enums import ExitType
+from freqtrade.optimize.backtesting import Backtesting
+from tests.conftest import get_args, patch_exchange, patched_configuration_load_config_file
+
+
+@pytest.fixture(autouse=True)
+def entryexitanalysis_cleanup() -> None:
+    yield None
+
+    Backtesting.cleanup()
+
+
+def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmpdir, capsys):
+    caplog.set_level(logging.INFO)
+
+    default_conf.update({
+        "use_exit_signal": True,
+        "exit_profit_only": False,
+        "exit_profit_offset": 0.0,
+        "ignore_roi_if_entry_signal": False,
+    })
+    patch_exchange(mocker)
+    result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC', 'ETH/BTC', 'LTC/BTC'],
+                            'profit_ratio': [0.025, 0.05, -0.1, -0.05],
+                            'profit_abs': [0.5, 2.0, -4.0, -2.0],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00',
+                                                         '2018-01-30 08:10:00',
+                                                         '2018-01-31 13:30:00', ], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00',
+                                                          '2018-01-30 09:10:00',
+                                                          '2018-01-31 15:00:00', ], utc=True),
+                            'trade_duration': [235, 40, 60, 90],
+                            'is_open': [False, False, False, False],
+                            'stake_amount': [0.01, 0.01, 0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485, 0.10302485, 0.10302485],
+                            'close_rate': [0.104969, 0.103541, 0.102041, 0.102541],
+                            "is_short": [False, False, False, False],
+                            'enter_tag': ["enter_tag_long_a",
+                                          "enter_tag_long_b",
+                                          "enter_tag_long_a",
+                                          "enter_tag_long_b"],
+                            'exit_reason': [ExitType.ROI,
+                                            ExitType.EXIT_SIGNAL,
+                                            ExitType.STOP_LOSS,
+                                            ExitType.TRAILING_STOP_LOSS]
+                            })
+
+    backtestmock = MagicMock(side_effect=[
+        {
+            'results': result1,
+            'config': default_conf,
+            'locks': [],
+            'rejected_signals': 20,
+            'timedout_entry_orders': 0,
+            'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
+            'final_balance': 1000,
+        }
+    ])
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['ETH/BTC', 'LTC/BTC', 'DASH/BTC']))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--user-data-dir', str(tmpdir),
+        '--timeframe', '5m',
+        '--timerange', '1515560100-1517287800',
+        '--export', 'signals',
+        '--cache', 'none',
+    ]
+    args = get_args(args)
+    start_backtesting(args)
+
+    captured = capsys.readouterr()
+    assert 'BACKTESTING REPORT' in captured.out
+    assert 'EXIT REASON STATS' in captured.out
+    assert 'LEFT OPEN TRADES REPORT' in captured.out
+
+    base_args = [
+        'backtesting-analysis',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--user-data-dir', str(tmpdir),
+    ]
+
+    # test group 0 and indicator list
+    args = get_args(base_args +
+                    ['--analysis-groups', "0",
+                     '--indicator-list', "close", "rsi", "profit_abs"]
+                    )
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'LTC/BTC' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert '0.5' in captured.out
+    assert '-4' in captured.out
+    assert '-2' in captured.out
+    assert '-3.5' in captured.out
+    assert '50' in captured.out
+    assert '0' in captured.out
+    assert '0.01616' in captured.out
+    assert '34.049' in captured.out
+    assert '0.104104' in captured.out
+    assert '47.0996' in captured.out
+
+    # test group 1
+    args = get_args(base_args + ['--analysis-groups', "1"])
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-3.5' in captured.out
+    assert '-1.75' in captured.out
+    assert '-7.5' in captured.out
+    assert '-3.75' in captured.out
+    assert '0' in captured.out
+
+    # test group 2
+    args = get_args(base_args + ['--analysis-groups', "2"])
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-10' in captured.out
+    assert '-5' in captured.out
+    assert '2.5' in captured.out
+
+    # test group 3
+    args = get_args(base_args + ['--analysis-groups', "3"])
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'LTC/BTC' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-7.5' in captured.out
+    assert '-3.75' in captured.out
+    assert '-1.75' in captured.out
+    assert '0' in captured.out
+    assert '2' in captured.out
+
+    # test group 4
+    args = get_args(base_args + ['--analysis-groups', "4"])
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'LTC/BTC' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-10' in captured.out
+    assert '-5' in captured.out
+    assert '-4' in captured.out
+    assert '0.5' in captured.out
+    assert '1' in captured.out
+    assert '2.5' in captured.out

tests/exchange/test_gateio.py

@@ -33,6 +33,12 @@ def test_validate_order_types_gateio(default_conf, mocker):
                        match=r'Exchange .* does not support market orders.'):
         ExchangeResolver.load_exchange('gateio', default_conf, True)
 
+    # market-orders supported on futures markets.
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
+    ex = ExchangeResolver.load_exchange('gateio', default_conf, True)
+    assert ex
+
 
 @pytest.mark.usefixtures("init_persistence")
 def test_fetch_stoploss_order_gateio(default_conf, mocker):

tests/optimize/test_backtest_detail.py

@@ -7,6 +7,7 @@ import pytest
 from freqtrade.data.history import get_timerange
 from freqtrade.enums import ExitType
 from freqtrade.optimize.backtesting import Backtesting
+from freqtrade.persistence.trade_model import LocalTrade
 from tests.conftest import patch_exchange
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
                             _get_frame_time_from_offset, tests_timeframe)
@@ -964,5 +965,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
         assert res.is_short == trade.is_short
+    assert len(LocalTrade.trades) == len(data.trades)
+    assert len(LocalTrade.trades_open) == 0
     backtesting.cleanup()
     del backtesting

tests/optimize/test_optimize_reports.py

@@ -171,7 +171,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
     _backup_file(filename_last, copy_file=True)
     assert not filename.is_file()
 
-    store_backtest_stats(filename, stats)
+    store_backtest_stats(filename, stats, '2022_01_01_15_05_13')
 
     # get real Filename (it's btresult-<date>.json)
     last_fn = get_latest_backtest_filename(filename_last.parent)
@@ -194,7 +194,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 
     dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.file_dump_json')
 
-    store_backtest_stats(testdatadir, {'metadata': {}})
+    store_backtest_stats(testdatadir, {'metadata': {}}, '2022_01_01_15_05_13')
 
     assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -202,7 +202,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 
     dump_mock.reset_mock()
     filename = testdatadir / 'testresult.json'
-    store_backtest_stats(filename, {'metadata': {}})
+    store_backtest_stats(filename, {'metadata': {}}, '2022_01_01_15_05_13')
     assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     # result will be testdatadir / testresult-<timestamp>.json
@@ -216,7 +216,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
 
     # mock directory exporting
-    store_backtest_signal_candles(testdatadir, candle_dict)
+    store_backtest_signal_candles(testdatadir, candle_dict, '2022_01_01_15_05_13')
 
     assert dump_mock.call_count == 1
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -225,7 +225,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     dump_mock.reset_mock()
     # mock file exporting
     filename = Path(testdatadir / 'testresult')
-    store_backtest_signal_candles(filename, candle_dict)
+    store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13')
     assert dump_mock.call_count == 1
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     # result will be testdatadir / testresult-<timestamp>_signals.pkl
@@ -238,7 +238,7 @@ def test_write_read_backtest_candles(tmpdir):
     candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
 
     # test directory exporting
-    stored_file = store_backtest_signal_candles(Path(tmpdir), candle_dict)
+    stored_file = store_backtest_signal_candles(Path(tmpdir), candle_dict, '2022_01_01_15_05_13')
     scp = open(stored_file, "rb")
     pickled_signal_candles = joblib.load(scp)
     scp.close()
@@ -252,7 +252,7 @@ def test_write_read_backtest_candles(tmpdir):
 
     # test file exporting
     filename = Path(tmpdir / 'testresult')
-    stored_file = store_backtest_signal_candles(filename, candle_dict)
+    stored_file = store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13')
     scp = open(stored_file, "rb")
     pickled_signal_candles = joblib.load(scp)
     scp.close()

tests/rpc/test_rpc_apiserver.py

@@ -724,7 +724,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_fiat': -83.19455985, 'profit_closed_ratio_mean': -0.0075,
          'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
          'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
-         'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2}
+         'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2,
+         'profit_factor': 0.0, 'trading_volume': 91.074,
+         }
     ),
     (
         False,
@@ -737,7 +739,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_fiat': 9.124559849999999, 'profit_closed_ratio_mean': 0.0075,
          'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
          'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
-         'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0}
+         'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0,
+         'profit_factor': None, 'trading_volume': 91.074,
+         }
     ),
     (
         None,
@@ -750,7 +754,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_fiat': -67.02260985, 'profit_closed_ratio_mean': 0.0025,
          'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
          'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
-         'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1}
+         'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1,
+         'profit_factor': 0.02775724835771106, 'trading_volume': 91.074,
+         }
     )
 ])
 def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected):
@@ -803,6 +809,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
         'closed_trade_count': 2,
         'winning_trades': expected['winning_trades'],
         'losing_trades': expected['losing_trades'],
+        'profit_factor': expected['profit_factor'],
+        'max_drawdown': ANY,
+        'max_drawdown_abs': ANY,
+        'trading_volume': expected['trading_volume'],
     }
 
 
@@ -852,8 +862,8 @@ def test_api_performance(botclient, fee):
         close_rate=0.265441,
 
     )
-    trade.close_profit = trade.calc_profit_ratio()
-    trade.close_profit_abs = trade.calc_profit()
+    trade.close_profit = trade.calc_profit_ratio(trade.close_rate)
+    trade.close_profit_abs = trade.calc_profit(trade.close_rate)
     Trade.query.session.add(trade)
 
     trade = Trade(
@@ -868,8 +878,8 @@ def test_api_performance(botclient, fee):
         fee_open=fee.return_value,
         close_rate=0.391
     )
-    trade.close_profit = trade.calc_profit_ratio()
-    trade.close_profit_abs = trade.calc_profit()
+    trade.close_profit = trade.calc_profit_ratio(trade.close_rate)
+    trade.close_profit_abs = trade.calc_profit(trade.close_rate)
 
     Trade.query.session.add(trade)
     Trade.commit()
@@ -1384,12 +1394,14 @@ def test_api_strategies(botclient):
     rc = client_get(client, f"{BASE_URI}/strategies")
 
     assert_response(rc)
+
     assert rc.json() == {'strategies': [
         'HyperoptableStrategy',
         'InformativeDecoratorTest',
         'StrategyTestV2',
         'StrategyTestV3',
-        'StrategyTestV3Futures',
+        'StrategyTestV3Analysis',
+        'StrategyTestV3Futures'
     ]}
 
 

tests/rpc/test_rpc_telegram.py

@@ -704,11 +704,13 @@ def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, f
     assert '∙ `6.253 USD`' in msg_mock.call_args_list[-1][0][0]
 
     assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]
+    assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0]
+    assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0]
+    assert '*Trading volume:* `60 USDT`' in msg_mock.call_args_list[-1][0][0]
 
 
 @pytest.mark.parametrize('is_short', [True, False])
-def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
-                        limit_buy_order, limit_sell_order, mocker, is_short) -> None:
+def test_telegram_stats(default_conf, update, ticker, fee, mocker, is_short) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -1680,7 +1682,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
 
     assert msg_mock.call_args[0][0] == (
-        f'\N{LARGE BLUE CIRCLE} *Binance:* {enter} ETH/BTC (#1)\n'
+        f'\N{LARGE BLUE CIRCLE} *Binance (dry):* {enter} ETH/BTC (#1)\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Amount:* `1333.33333333`\n'
         f'{leverage_text}'
@@ -1720,7 +1722,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, en
         'pair': 'ETH/BTC',
         'reason': CANCEL_REASON['TIMEOUT']
     })
-    assert (msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Binance:* '
+    assert (msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Binance (dry):* '
             'Cancelling enter Order for ETH/BTC (#1). '
             'Reason: cancelled due to timeout.')
 
@@ -1782,7 +1784,7 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
     })
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage != 1.0 else ''
     assert msg_mock.call_args[0][0] == (
-        f'\N{CHECK MARK} *Binance:* {entered}ed ETH/BTC (#1)\n'
+        f'\N{CHECK MARK} *Binance (dry):* {entered}ed ETH/BTC (#1)\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Amount:* `1333.33333333`\n'
         f"{leverage_text}"
@@ -1820,7 +1822,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n'
+        '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
         '*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
         '*Enter Tag:* `buy_signal1`\n'
         '*Exit Reason:* `stop_loss`\n'
@@ -1854,7 +1856,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n'
+        '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
         '*Unrealized Profit:* `-57.41%`\n'
         '*Enter Tag:* `buy_signal1`\n'
         '*Exit Reason:* `stop_loss`\n'
@@ -1883,10 +1885,12 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'reason': 'Cancelled on exchange'
     })
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Cancelling exit Order for KEY/ETH (#1).'
+        '\N{WARNING SIGN} *Binance (dry):* Cancelling exit Order for KEY/ETH (#1).'
         ' Reason: Cancelled on exchange.')
 
     msg_mock.reset_mock()
+    # Test with live mode (no dry appendix)
+    telegram._config['dry_run'] = False
     telegram.send_msg({
         'type': RPCMessageType.EXIT_CANCEL,
         'trade_id': 1,
@@ -1935,7 +1939,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
 
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Exited KEY/ETH (#1)\n'
+        '\N{WARNING SIGN} *Binance (dry):* Exited KEY/ETH (#1)\n'
         '*Profit:* `-57.41%`\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Exit Reason:* `stop_loss`\n'
@@ -1991,6 +1995,7 @@ def test_send_msg_unknown_type(default_conf, mocker) -> None:
 def test_send_msg_buy_notification_no_fiat(
         default_conf, mocker, message_type, enter, enter_signal, leverage) -> None:
     del default_conf['fiat_display_currency']
+    default_conf['dry_run'] = False
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
 
     telegram.send_msg({
@@ -2060,7 +2065,7 @@ def test_send_msg_sell_notification_no_fiat(
 
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n'
+        '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
         '*Unrealized Profit:* `-57.41%`\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Exit Reason:* `stop_loss`\n'

tests/strategy/strats/strategy_test_v3_analysis.py

@@ -0,0 +1,175 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+import talib.abstract as ta
+from pandas import DataFrame
+
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
+                                RealParameter)
+
+
+class StrategyTestV3Analysis(IStrategy):
+    """
+    Strategy used by tests freqtrade bot.
+    Please do not modify this strategy, it's  intended for internal use only.
+    Please look at the SampleStrategy in the user_data/strategy directory
+    or strategy repository https://github.com/freqtrade/freqtrade-strategies
+    for samples and inspiration.
+    """
+    INTERFACE_VERSION = 3
+
+    # Minimal ROI designed for the strategy
+    minimal_roi = {
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    stoploss = -0.10
+
+    # Optimal timeframe for the strategy
+    timeframe = '5m'
+
+    # Optional order type mapping
+    order_types = {
+        'entry': 'limit',
+        'exit': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
+    }
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 20
+
+    # Optional time in force for orders
+    order_time_in_force = {
+        'entry': 'gtc',
+        'exit': 'gtc',
+    }
+
+    buy_params = {
+        'buy_rsi': 35,
+        # Intentionally not specified, so "default" is tested
+        # 'buy_plusdi': 0.4
+    }
+
+    sell_params = {
+        'sell_rsi': 74,
+        'sell_minusdi': 0.4
+    }
+
+    buy_rsi = IntParameter([0, 50], default=30, space='buy')
+    buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
+    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
+    sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
+                                    load=False)
+    protection_enabled = BooleanParameter(default=True)
+    protection_cooldown_lookback = IntParameter([0, 50], default=30)
+
+    # TODO: Can this work with protection tests? (replace HyperoptableStrategy implicitly ... )
+    # @property
+    # def protections(self):
+    #     prot = []
+    #     if self.protection_enabled.value:
+    #         prot.append({
+    #             "method": "CooldownPeriod",
+    #             "stop_duration_candles": self.protection_cooldown_lookback.value
+    #         })
+    #     return prot
+
+    bot_started = False
+
+    def bot_start(self):
+        self.bot_started = True
+
+    def informative_pairs(self):
+
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        # Momentum Indicator
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # Minus Directional Indicator / Movement
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # Plus Directional Indicator / Movement
+        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # Stoch fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # Bollinger bands
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe['bb_lowerband'] = bollinger['lower']
+        dataframe['bb_middleband'] = bollinger['mid']
+        dataframe['bb_upperband'] = bollinger['upper']
+
+        # EMA - Exponential Moving Average
+        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (dataframe['rsi'] < self.buy_rsi.value) &
+                (dataframe['fastd'] < 35) &
+                (dataframe['adx'] > 30) &
+                (dataframe['plus_di'] > self.buy_plusdi.value)
+            ) |
+            (
+                (dataframe['adx'] > 65) &
+                (dataframe['plus_di'] > self.buy_plusdi.value)
+            ),
+            ['enter_long', 'enter_tag']] = 1, 'enter_tag_long'
+
+        dataframe.loc[
+            (
+                qtpylib.crossed_below(dataframe['rsi'], self.sell_rsi.value)
+            ),
+            ['enter_short', 'enter_tag']] = 1, 'enter_tag_short'
+
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            (
+                (
+                    (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) |
+                    (qtpylib.crossed_above(dataframe['fastd'], 70))
+                ) &
+                (dataframe['adx'] > 10) &
+                (dataframe['minus_di'] > 0)
+            ) |
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['minus_di'] > self.sell_minusdi.value)
+            ),
+            ['exit_long', 'exit_tag']] = 1, 'exit_tag_long'
+
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)
+            ),
+            ['exit_long', 'exit_tag']] = 1, 'exit_tag_short'
+
+        return dataframe

tests/strategy/test_strategy_loading.py

@@ -34,7 +34,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 5
+    assert len(strategies) == 6
     assert isinstance(strategies[0], dict)
 
 
@@ -42,10 +42,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 6
+    assert len(strategies) == 7
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 5
+    assert len([x for x in strategies if x['class'] is not None]) == 6
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 

tests/test_freqtradebot.py

@@ -2151,7 +2151,7 @@ def test_handle_trade(
 
     assert trade.close_rate == 2.0 if is_short else 2.2
     assert trade.close_profit == close_profit
-    assert trade.calc_profit() == 5.685
+    assert trade.calc_profit(trade.close_rate) == 5.685
     assert trade.close_date is not None
     assert trade.exit_reason == 'sell_signal1'
 

tests/test_persistence.py

@@ -606,9 +606,9 @@ def test_calc_open_close_trade_price(
     trade.close_rate = 2.2
     trade.recalc_open_trade_value()
     assert isclose(trade._calc_open_trade_value(), open_value)
-    assert isclose(trade.calc_close_trade_value(), close_value)
-    assert isclose(trade.calc_profit(), round(profit, 8))
-    assert pytest.approx(trade.calc_profit_ratio()) == profit_ratio
+    assert isclose(trade.calc_close_trade_value(trade.close_rate), close_value)
+    assert isclose(trade.calc_profit(trade.close_rate), round(profit, 8))
+    assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -660,7 +660,7 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
     trade.open_order_id = 'something'
     oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.update_trade(oobj)
-    assert trade.calc_close_trade_value() == 0.0
+    assert trade.calc_close_trade_value(trade.close_rate) == 0.0
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -813,7 +813,7 @@ def test_calc_close_trade_price(
         funding_fees=funding_fees
     )
     trade.open_order_id = 'close_trade'
-    assert round(trade.calc_close_trade_value(rate=close_rate, fee=fee_rate), 8) == result
+    assert round(trade.calc_close_trade_value(rate=close_rate), 8) == result
 
 
 @pytest.mark.parametrize(
@@ -884,6 +884,17 @@ def test_calc_close_trade_price(
         ('binance', False, 3, 2.2, 0.0025, 4.684999, 0.23366583, futures, -1),
         ('binance', True, 1, 2.2, 0.0025, -7.315, -0.12222222, futures, -1),
         ('binance', True, 3, 2.2, 0.0025, -7.315, -0.36666666, futures, -1),
+
+        # FUTURES, funding_fee=0
+        ('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309, futures, 0),
+        ('binance', False, 3, 2.1, 0.0025, 2.6925, 0.13428928, futures, 0),
+        ('binance', True, 1, 2.1, 0.0025, -3.3074999, -0.05526316, futures, 0),
+        ('binance', True, 3, 2.1, 0.0025, -3.3074999, -0.16578947, futures, 0),
+
+        ('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815, futures, 0),
+        ('binance', False, 3, 1.9, 0.0025, -3.2925, -0.16421446, futures, 0),
+        ('binance', True, 1, 1.9, 0.0025, 2.7075, 0.0452381, futures, 0),
+        ('binance', True, 3, 1.9, 0.0025, 2.7075, 0.13571429, futures, 0),
     ])
 @pytest.mark.usefixtures("init_persistence")
 def test_calc_profit(
@@ -2258,6 +2269,7 @@ def test_Trade_object_idem():
         'get_exit_reason_performance',
         'get_enter_tag_performance',
         'get_mix_tag_performance',
+        'get_trading_volume',
 
     )