Merge pull request #2070 from freqtrade/new_release

New release 2019.7

.travis.yml

@@ -19,7 +19,6 @@ addons:
 install:
 - cd build_helpers && ./install_ta-lib.sh; cd ..
 - export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
-- pip install --upgrade pytest-random-order
 - pip install -r requirements-dev.txt
 - pip install -e .
 jobs:
@@ -27,17 +26,17 @@ jobs:
   include:
     - stage: tests
       script:
-      - pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
+      - pytest --random-order --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
       # Allow failure for coveralls
       - coveralls || true
       name: pytest
     - script:
       - cp config.json.example config.json
-      - python freqtrade --datadir freqtrade/tests/testdata backtesting
+      - freqtrade --datadir freqtrade/tests/testdata backtesting
       name: backtest
     - script:
       - cp config.json.example config.json
-      - python freqtrade --datadir freqtrade/tests/testdata hyperopt -e 5
+      - freqtrade --datadir freqtrade/tests/testdata hyperopt -e 5
       name: hyperopt
     - script: flake8 freqtrade scripts
       name: flake8
@@ -56,4 +55,4 @@ notifications:
 cache:
   pip: True
   directories:
-    - /usr/local/lib
+    - /usr/local/lib/

bin/freqtrade

@@ -3,9 +3,7 @@
 import sys
 import warnings
 
-from freqtrade.main import main, set_loggers
+from freqtrade.main import main
-
-set_loggers()
 
 warnings.warn(
     "Deprecated - To continue to run the bot like this, please run `pip install -e .` again.",

config_full.json.example

@@ -123,5 +123,5 @@
         "process_throttle_secs": 5
     },
     "strategy": "DefaultStrategy",
-    "strategy_path": "/some/folder/"
+    "strategy_path": "user_data/strategies/"
 }

docs/backtesting.md

@@ -13,7 +13,7 @@ Backtesting will use the crypto-currencies (pair) from your config file
 and load static tickers located in
 [/freqtrade/tests/testdata](https://github.com/freqtrade/freqtrade/tree/develop/freqtrade/tests/testdata).
 If the 5 min and 1 min ticker for the crypto-currencies to test is not
-already in the `testdata` folder, backtesting will download them
+already in the `testdata` directory, backtesting will download them
 automatically. Testdata files will not be updated until you specify it.
 
 The result of backtesting will confirm you if your bot has better odds of making a profit than a loss.
@@ -24,37 +24,37 @@ The backtesting is very easy with freqtrade.
 #### With 5 min tickers (Per default)
 
 ```bash
-python3 freqtrade backtesting
+freqtrade backtesting
 ```
 
 #### With 1 min tickers
 
 ```bash
-python3 freqtrade backtesting --ticker-interval 1m
+freqtrade backtesting --ticker-interval 1m
 ```
 
 #### Update cached pairs with the latest data
 
 ```bash
-python3 freqtrade backtesting --refresh-pairs-cached
+freqtrade backtesting --refresh-pairs-cached
 ```
 
 #### With live data (do not alter your testdata files)
 
 ```bash
-python3 freqtrade backtesting --live
+freqtrade backtesting --live
 ```
 
 #### Using a different on-disk ticker-data source
 
 ```bash
-python3 freqtrade backtesting --datadir freqtrade/tests/testdata-20180101
+freqtrade backtesting --datadir freqtrade/tests/testdata-20180101
 ```
 
 #### With a (custom) strategy file
 
 ```bash
-python3 freqtrade -s TestStrategy backtesting
+freqtrade -s TestStrategy backtesting
 ```
 
 Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory
@@ -62,15 +62,15 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
 #### Exporting trades to file
 
 ```bash
-python3 freqtrade backtesting --export trades
+freqtrade backtesting --export trades
 ```
 
-The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts folder.
+The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
 
 #### Exporting trades to file specifying a custom filename
 
 ```bash
-python3 freqtrade backtesting --export trades --export-filename=backtest_teststrategy.json
+freqtrade backtesting --export trades --export-filename=backtest_teststrategy.json
 ```
 
 #### Running backtest with smaller testset
@@ -81,7 +81,7 @@ you want to use. The last N ticks/timeframes will be used.
 Example:
 
 ```bash
-python3 freqtrade backtesting --timerange=-200
+freqtrade backtesting --timerange=-200
 ```
 
 #### Advanced use of timerange
@@ -107,7 +107,7 @@ To download new set of backtesting ticker data, you can use a download script.
 
 If you are using Binance for example:
 
-- create a folder `user_data/data/binance` and copy `pairs.json` in that folder.
+- create a directory `user_data/data/binance` and copy `pairs.json` in that directory.
 - update the `pairs.json` to contain the currency pairs you are interested in.
 
 ```bash
@@ -123,9 +123,9 @@ python scripts/download_backtest_data.py --exchange binance
 
 This will download ticker data for all the currency pairs you defined in `pairs.json`.
 
-- To use a different folder than the exchange specific default, use `--datadir user_data/data/some_directory`.
+- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
 - To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
-- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`.
+- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
 - To download ticker data for only 10 days, use `--days 10`.
 - Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
 - To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with other options.
@@ -231,7 +231,7 @@ To backtest multiple strategies, a list of Strategies can be provided.
 This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple
 strategies you'd like to compare, this should give a nice runtime boost.
 
-All listed Strategies need to be in the same folder.
+All listed Strategies need to be in the same directory.
 
 ``` bash
 freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades

docs/bot-usage.md

@@ -2,13 +2,16 @@
 
 This page explains the different parameters of the bot and how to run it.
 
+!Note:
+    If you've used `setup.sh`, don't forget to activate your virtual environment (`source .env/bin/activate`) before running freqtrade commands.
+
 
 ## Bot commands
 
 ```
 usage: freqtrade [-h] [-v] [--logfile FILE] [--version] [-c PATH] [-d PATH]
-                 [-s NAME] [--strategy-path PATH] [--dynamic-whitelist [INT]]
+                 [-s NAME] [--strategy-path PATH] [--db-url PATH]
-                 [--db-url PATH] [--sd-notify]
+                 [--sd-notify]
                  {backtesting,edge,hyperopt} ...
 
 Free, open source crypto trading bot
@@ -23,7 +26,7 @@ optional arguments:
   -h, --help            show this help message and exit
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   --logfile FILE        Log to the file specified
-  --version             show program's version number and exit
+  -V, --version         show program's version number and exit
   -c PATH, --config PATH
                         Specify configuration file (default: None). Multiple
                         --config options may be used. Can be set to '-' to
@@ -34,9 +37,6 @@ optional arguments:
                         Specify strategy class name (default:
                         DefaultStrategy).
   --strategy-path PATH  Specify additional strategy lookup path.
-  --dynamic-whitelist [INT]
-                        Dynamically generate and update whitelist based on 24h
-                        BaseVolume (default: 20). DEPRECATED.
   --db-url PATH         Override trades database URL, this is useful if
                         dry_run is enabled or in custom deployments (default:
                         None).
@@ -49,7 +49,7 @@ The bot allows you to select which configuration file you want to use. Per
 default, the bot will load the file `./config.json`
 
 ```bash
-python3 freqtrade -c path/far/far/away/config.json
+freqtrade -c path/far/far/away/config.json
 ```
 
 ### How to use multiple configuration files?
@@ -65,13 +65,13 @@ empty key and secrete values while running in the Dry Mode (which does not actua
 require them):
 
 ```bash
-python3 freqtrade -c ./config.json
+freqtrade -c ./config.json
 ```
 
 and specify both configuration files when running in the normal Live Trade Mode:
 
 ```bash
-python3 freqtrade -c ./config.json -c path/to/secrets/keys.config.json
+freqtrade -c ./config.json -c path/to/secrets/keys.config.json
 ```
 
 This could help you hide your private Exchange key and Exchange secrete on you local machine
@@ -97,7 +97,7 @@ In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
 a strategy class called `AwesomeStrategy` to load it:
 
 ```bash
-python3 freqtrade --strategy AwesomeStrategy
+freqtrade --strategy AwesomeStrategy
 ```
 
 If the bot does not find your strategy file, it will display in an error
@@ -109,27 +109,16 @@ Learn more about strategy file in
 ### How to use **--strategy-path**?
 
 This parameter allows you to add an additional strategy lookup path, which gets
-checked before the default locations (The passed path must be a folder!):
+checked before the default locations (The passed path must be a directory!):
 ```bash
-python3 freqtrade --strategy AwesomeStrategy --strategy-path /some/folder
+freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
 ```
 
 #### How to install a strategy?
 
-This is very simple. Copy paste your strategy file into the folder
+This is very simple. Copy paste your strategy file into the directory
 `user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
 
-### How to use **--dynamic-whitelist**?
-
-!!! danger "DEPRECATED"
-    This command line option is deprecated. Please move your configurations using it
-to the configurations that utilize the `StaticPairList` or `VolumePairList` methods set
-in the configuration file
-as outlined [here](configuration/#dynamic-pairlists)
-
-Description of this deprecated feature was moved to [here](deprecated.md).
-Please no longer use it.
-
 ### How to use **--db-url**?
 
 When you run the bot in Dry-run mode, per default no transactions are
@@ -138,7 +127,7 @@ using `--db-url`. This can also be used to specify a custom database
 in production mode. Example command:
 
 ```bash
-python3 freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
+freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
 ```
 
 ## Backtesting commands
@@ -213,19 +202,23 @@ to find optimal parameter values for your stategy.
 
 ```
 usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
-                        [--max_open_trades MAX_OPEN_TRADES]
+                          [--max_open_trades INT]
-                        [--stake_amount STAKE_AMOUNT] [-r]
+                          [--stake_amount STAKE_AMOUNT] [-r]
-                        [--customhyperopt NAME] [--eps] [--dmmp] [-e INT]
+                          [--customhyperopt NAME] [--hyperopt-path PATH]
-                        [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
+                          [--eps] [-e INT]
-                        [--print-all] [-j JOBS]
+                          [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
+                          [--dmmp] [--print-all] [-j JOBS]
+                          [--random-state INT] [--min-trades INT] [--continue]
+                          [--hyperopt-loss NAME]
 
 optional arguments:
   -h, --help            show this help message and exit
   -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-                        Specify ticker interval (1m, 5m, 30m, 1h, 1d).
+                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
+                        `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  --max_open_trades MAX_OPEN_TRADES
+  --max_open_trades INT
                         Specify max_open_trades to use.
   --stake_amount STAKE_AMOUNT
                         Specify stake_amount.
@@ -235,18 +228,20 @@ optional arguments:
                         run your optimization commands with up-to-date data.
   --customhyperopt NAME
                         Specify hyperopt class name (default:
-                        DefaultHyperOpts).
+                        `DefaultHyperOpts`).
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopts and
+                        Hyperopt Loss functions.
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
+  -e INT, --epochs INT  Specify number of epochs (default: 100).
+  -s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
+                        Specify which parameters to hyperopt. Space-separated
+                        list. Default: `all`.
   --dmmp, --disable-max-market-positions
                         Disable applying `max_open_trades` during backtest
                         (same as setting `max_open_trades` to a very high
                         number).
-  -e INT, --epochs INT  Specify number of epochs (default: 100).
-  -s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...], --spaces {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]
-                        Specify which parameters to hyperopt. Space separate
-                        list. Default: all.
   --print-all           Print all results, not only the best ones.
   -j JOBS, --job-workers JOBS
                         The number of concurrently running jobs for
@@ -254,6 +249,19 @@ optional arguments:
                         (default), all CPUs are used, for -2, all CPUs but one
                         are used, etc. If 1 is given, no parallel computing
                         code is used at all.
+  --random-state INT    Set random state to some positive integer for
+                        reproducible hyperopt results.
+  --min-trades INT      Set minimal desired number of trades for evaluations
+                        in the hyperopt optimization path (default: 1).
+  --continue            Continue hyperopt from previous runs. By default,
+                        temporary files will be removed and hyperopt will
+                        start from scratch.
+  --hyperopt-loss       NAME
+                        Specify the class name of the hyperopt loss function
+                        class (IHyperOptLoss). Different functions can
+                        generate completely different results, since the
+                        target for optimization is different. (default:
+                        `DefaultHyperOptLoss`).
 ```
 
 ## Edge commands
@@ -289,11 +297,6 @@ optional arguments:
 
 To understand edge and how to read the results, please read the [edge documentation](edge.md).
 
-## A parameter missing in the configuration?
-
-All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
-in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84)
-
 ## Next step
 
 The optimal strategy of the bot will change with time depending of the market trends. The next step is to

docs/configuration.md

@@ -44,8 +44,8 @@ Mandatory Parameters are marked as **Required**.
 | `exchange.sandbox` | false | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
 | `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode.
 | `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode.
-| `exchange.pair_whitelist` | [] | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
+| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
-| `exchange.pair_blacklist` | [] | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
+| `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
 | `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
 | `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
 | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
@@ -53,7 +53,7 @@ Mandatory Parameters are marked as **Required**.
 | `experimental.use_sell_signal` | false | Use your sell strategy in addition of the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
 | `experimental.sell_profit_only` | false | Waits until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
 | `experimental.ignore_roi_if_buy_signal` | false | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
-| `pairlist.method` | StaticPairList | Use Static whitelist. [More information below](#dynamic-pairlists).
+| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
 | `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
 | `telegram.enabled` | true | **Required.** Enable or not the usage of Telegram.
 | `telegram.token` | token | Your Telegram bot token. Only required if `telegram.enabled` is `true`.
@@ -67,7 +67,7 @@ Mandatory Parameters are marked as **Required**.
 | `initial_state` | running | Defines the initial application state. More information below.
 | `forcebuy_enable` | false | Enables the RPC Commands to force a buy. More information below.
 | `strategy` | DefaultStrategy | Defines Strategy class to use.
-| `strategy_path` | null | Adds an additional strategy lookup path (must be a folder).
+| `strategy_path` | null | Adds an additional strategy lookup path (must be a directory).
 | `internals.process_throttle_secs` | 5 | **Required.** Set the process throttle. Value in second.
 | `internals.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
 | `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
@@ -380,8 +380,6 @@ section of the configuration.
 * `StaticPairList`
   * It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
 * `VolumePairList`
-  * Formerly available as `--dynamic-whitelist [<number_assets>]`. This command line
-option is deprecated and should no longer be used.
   * It selects `number_assets` top pairs based on `sort_key`, which can be one of
 `askVolume`, `bidVolume` and `quoteVolume`, defaults to `quoteVolume`.
   * There is a possibility to filter low-value coins that would not allow setting a stop loss

docs/deprecated.md

@@ -4,28 +4,16 @@ This page contains description of the command line arguments, configuration para
 and the bot features that were declared as DEPRECATED by the bot development team
 and are no longer supported. Please avoid their usage in your configuration.
 
+### the `--live` command line option
+
+`--live` in the context of backtesting allows to download the latest tick data for backtesting.
+Since this only downloads one set of data (by default 500 candles) - this is not really suitable for extendet backtesting, and has therefore been deprecated.
+
+This command was deprecated in `2019.6-dev` and will be removed after the next release.
+
+## Removed features
+
 ### The **--dynamic-whitelist** command line option
 
-Per default `--dynamic-whitelist` will retrieve the 20 currencies based
+This command line option was deprecated in 2018 and removed freqtrade 2019.6-dev (develop branch)
-on BaseVolume. This value can be changed when you run the script.
+and in freqtrade 2019.7 (master branch).
-
-**By Default**
-Get the 20 currencies based on BaseVolume.
-
-```bash
-python3 freqtrade --dynamic-whitelist
-```
-
-**Customize the number of currencies to retrieve**
-Get the 30 currencies based on BaseVolume.
-
-```bash
-python3 freqtrade --dynamic-whitelist 30
-```
-
-**Exception**
-`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
-negative value (e.g -2), `--dynamic-whitelist` will use the default
-value (20).
-
-

docs/developer.md

@@ -130,7 +130,7 @@ If the day shows the same day, then the last candle can be assumed as incomplete
 
 This part of the documentation is aimed at maintainers, and shows how to create a release.
 
-### create release branch
+### Create release branch
 
 ``` bash
 # make sure you're in develop branch
@@ -140,11 +140,14 @@ git checkout develop
 git checkout -b new_release
 ```
 
-* Edit `freqtrade/__init__.py` and add the desired version (for example `0.18.0`)
+* Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7-1` should we need to do a second release that month.
 * Commit this part
 * push that branch to the remote and create a PR against the master branch
 
-### create changelog from git commits
+### Create changelog from git commits
+
+!!! Note
+    Make sure that both master and develop are up-todate!.
 
 ``` bash
 # Needs to be done before merging / pulling that branch.
@@ -160,5 +163,5 @@ git log --oneline --no-decorate --no-merges master..develop
 
 ### After-release
 
-* Update version in develop to next valid version and postfix that with `-dev` (`0.18.0 -> 0.18.1-dev`).
+* Update version in develop by postfixing that with `-dev` (`2019.6 -> 2019.6-dev`).
 * Create a PR against develop to update that branch.

docs/docker.md

@@ -140,7 +140,7 @@ To run a restartable instance in the background (feel free to place your configu
 
 #### Move your config file and database
 
-The following will assume that you place your configuration / database files to `~/.freqtrade`, which is a hidden folder in your home directory. Feel free to use a different folder and replace the folder in the upcomming commands.
+The following will assume that you place your configuration / database files to `~/.freqtrade`, which is a hidden directory in your home directory. Feel free to use a different directory and replace the directory in the upcomming commands.
 
 ```bash
 mkdir ~/.freqtrade

docs/edge.md

@@ -3,7 +3,7 @@
 This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.
 
 !!! Warning
-    Edge positioning is not compatible with dynamic whitelist. If enabled, it overrides the dynamic whitelist option.
+    Edge positioning is not compatible with dynamic (volume-based) whitelist.
 
 !!! Note
     Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.
@@ -209,7 +209,7 @@ Edge will remove sudden pumps in a given market while going through historical d
 You can run Edge independently in order to see in details the result. Here is an example:
 
 ```bash
-python3 freqtrade edge
+freqtrade edge
 ```
 
 An example of its output:
@@ -235,19 +235,19 @@ An example of its output:
 ### Update cached pairs with the latest data
 
 ```bash
-python3 freqtrade edge --refresh-pairs-cached
+freqtrade edge --refresh-pairs-cached
 ```
 
 ### Precising stoploss range
 
 ```bash
-python3 freqtrade edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
+freqtrade edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
 ```
 
 ### Advanced use of timerange
 
 ```bash
-python3 freqtrade edge --timerange=20181110-20181113
+freqtrade edge --timerange=20181110-20181113
 ```
 
 Doing `--timerange=-200` will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.

docs/faq.md

@@ -1,14 +1,25 @@
 # Freqtrade FAQ
 
-### Freqtrade commons
+## Freqtrade common issues
 
-#### I have waited 5 minutes, why hasn't the bot made any trades yet?!
+### The bot does not start
+
+Running the bot with `freqtrade --config config.json` does show the output `freqtrade: command not found`.
+
+This could have the following reasons:
+
+* The virtual environment is not active
+  * run `source .env/bin/activate` to activate the virtual environment
+* The installation did not work correctly.
+  * Please check the [Installation documentation](installation.md).
+
+### I have waited 5 minutes, why hasn't the bot made any trades yet?!
 
 Depending on the buy strategy, the amount of whitelisted coins, the
 situation of the market etc, it can take up to hours to find good entry
 position for a trade. Be patient!
 
-#### I have made 12 trades already, why is my total profit negative?!
+### I have made 12 trades already, why is my total profit negative?!
 
 I understand your disappointment but unfortunately 12 trades is just
 not enough to say anything. If you run backtesting, you can see that our
@@ -19,24 +30,24 @@ of course constantly aim to improve the bot but it will _always_ be a
 gamble, which should leave you with modest wins on monthly basis but
 you can't say much from few trades.
 
-#### I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
+### I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
 
 Not quite. Trades are persisted to a database but the configuration is
 currently only read when the bot is killed and restarted. `/stop` more
 like pauses. You can stop your bot, adjust settings and start it again.
 
-#### I want to improve the bot with a new strategy
+### I want to improve the bot with a new strategy
 
 That's great. We have a nice backtesting and hyperoptimizing setup. See
 the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-commands).
 
-#### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
+### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
 
 You can use the `/forcesell all` command from Telegram.
 
-### Hyperopt module
+## Hyperopt module
 
-#### How many epoch do I need to get a good Hyperopt result?
+### How many epoch do I need to get a good Hyperopt result?
 
 Per default Hyperopts without `-e` or `--epochs` parameter will only
 run 100 epochs, means 100 evals of your triggers, guards, ... Too few
@@ -47,16 +58,16 @@ compute.
 We recommend you to run it at least 10.000 epochs:
 
 ```bash
-python3 freqtrade hyperopt -e 10000
+freqtrade hyperopt -e 10000
 ```
 
 or if you want intermediate result to see
 
 ```bash
-for i in {1..100}; do python3 freqtrade hyperopt -e 100; done
+for i in {1..100}; do freqtrade hyperopt -e 100; done
 ```
 
-#### Why it is so long to run hyperopt?
+### Why it is so long to run hyperopt?
 
 Finding a great Hyperopt results takes time.
 
@@ -74,13 +85,14 @@ already 8\*10^9\*10 evaluations. A roughly total of 80 billion evals.
 Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th
 of the search space.
 
-### Edge module
+## Edge module
 
-#### Edge implements interesting approach for controlling position size, is there any theory behind it?
+### Edge implements interesting approach for controlling position size, is there any theory behind it?
 
 The Edge module is mostly a result of brainstorming of [@mishaker](https://github.com/mishaker) and [@creslinux](https://github.com/creslinux) freqtrade team members.
 
 You can find further info on expectancy, winrate, risk management and position size in the following sources:
+
 - https://www.tradeciety.com/ultimate-math-guide-for-traders/
 - http://www.vantharp.com/tharp-concepts/expectancy.asp
 - https://samuraitradingacademy.com/trading-expectancy/

docs/hyperopt.md

@@ -34,7 +34,7 @@ Depending on the space you want to optimize, only some of the below are required
 
 ### 1. Install a Custom Hyperopt File
 
-Put your hyperopt file into the folder`user_data/hyperopts`.
+Put your hyperopt file into the directory `user_data/hyperopts`.
 
 Let assume you want a hyperopt file `awesome_hyperopt.py`:  
 Copy the file `user_data/hyperopts/sample_hyperopt.py` into `user_data/hyperopts/awesome_hyperopt.py`
@@ -144,21 +144,90 @@ it will end with telling you which paramter combination produced the best profit
 
 The search for best parameters starts with a few random combinations and then uses a
 regressor algorithm (currently ExtraTreesRegressor) to quickly find a parameter combination
-that minimizes the value of the objective function `calculate_loss` in `hyperopt.py`.
+that minimizes the value of the [loss function](#loss-functions).
 
 The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
 When you want to test an indicator that isn't used by the bot currently, remember to
 add it to the `populate_indicators()` method in `hyperopt.py`.
 
+## Loss-functions
+
+Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.
+
+By default, FreqTrade uses a loss function, which has been with freqtrade since the beginning and optimizes mostly for short trade duration and avoiding losses.
+
+A different loss function can be specified by using the `--hyperopt-loss <Class-name>` argument.
+This class should be in its own file within the `user_data/hyperopts/` directory.
+
+Currently, the following loss functions are builtin: `DefaultHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function), `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on the trade returns) and `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration).
+
+### Creating and using a custom loss function
+
+To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
+For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this fuction is being used.
+
+A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_loss.py)
+
+``` python
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+TARGET_TRADES = 600
+EXPECTED_MAX_PROFIT = 3.0
+MAX_ACCEPTED_TRADE_DURATION = 300
+
+class SuperDuperHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the default loss function for hyperopt
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results
+        This is the legacy algorithm (used until now in freqtrade).
+        Weights are distributed as follows:
+        * 0.4 to trade duration
+        * 0.25: Avoiding trade loss
+        * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
+        """
+        total_profit = results.profit_percent.sum()
+        trade_duration = results.trade_duration.mean()
+
+        trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
+        profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
+        duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
+        result = trade_loss + profit_loss + duration_loss
+        return result
+```
+
+Currently, the arguments are:
+
+* `results`: DataFrame containing the result  
+    The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):  
+    `pair, profit_percent, profit_abs, open_time, close_time, open_index, close_index, trade_duration, open_at_end, open_rate, close_rate, sell_reason`
+* `trade_count`: Amount of trades (identical to `len(results)`)
+* `min_date`: Start date of the hyperopting TimeFrame
+* `min_date`: End date of the hyperopting TimeFrame
+
+This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
+
+!!! Note
+    This function is called once per iteration - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
+
+!!! Note
+    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
+
 ## Execute Hyperopt
 
 Once you have updated your hyperopt configuration you can run it.
-Because hyperopt tries a lot of combinations to find the best parameters it will take time you will have the result (more than 30 mins).
+Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result. More time usually results in better results.
 
 We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
 
 ```bash
-python3 freqtrade -c config.json hyperopt --customhyperopt <hyperoptname> -e 5000 --spaces all
+freqtrade -c config.json hyperopt --customhyperopt <hyperoptname> -e 5000 --spaces all
 ```
 
 Use  `<hyperoptname>` as the name of the custom hyperopt used.
@@ -168,8 +237,11 @@ running at least several thousand evaluations.
 
 The `--spaces all` flag determines that all possible parameters should be optimized. Possibilities are listed below.
 
+!!! Note
+    By default, hyperopt will erase previous results and start from scratch. Continuation can be archived by using `--continue`.
+
 !!! Warning
-    When switching parameters or changing configuration options, the file `user_data/hyperopt_results.pickle` should be removed. It's used to be able to continue interrupted calculations, but does not detect changes to settings or the hyperopt file.
+    When switching parameters or changing configuration options, make sure to not use the argument `--continue` so temporary results can be removed.
 
 ### Execute Hyperopt with Different Ticker-Data Source
 
@@ -179,12 +251,11 @@ use data from directory `user_data/data`.
 
 ### Running Hyperopt with Smaller Testset
 
-Use the `--timerange` argument to change how much of the testset
+Use the `--timerange` argument to change how much of the testset you want to use.
-you want to use. The last N ticks/timeframes will be used.
+For example, to use one month of data, pass the following parameter to the hyperopt call:
-Example:
 
 ```bash
-python3 freqtrade hyperopt --timerange -200
+freqtrade hyperopt --timerange 20180401-20180501
 ```
 
 ### Running Hyperopt with Smaller Search Space
@@ -197,12 +268,33 @@ new buy strategy you have.
 
 Legal values are:
 
-- `all`: optimize everything
+* `all`: optimize everything
-- `buy`: just search for a new buy strategy
+* `buy`: just search for a new buy strategy
-- `sell`: just search for a new sell strategy
+* `sell`: just search for a new sell strategy
-- `roi`: just optimize the minimal profit table for your strategy
+* `roi`: just optimize the minimal profit table for your strategy
-- `stoploss`: search for the best stoploss value
+* `stoploss`: search for the best stoploss value
-- space-separated list of any of the above values for example `--spaces roi stoploss`
+* space-separated list of any of the above values for example `--spaces roi stoploss`
+
+### Position stacking and disabling max market positions
+
+In some situations, you may need to run Hyperopt (and Backtesting) with the 
+`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
+
+By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
+open trade is allowed for every traded pair. The total number of trades open for all pairs 
+is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
+some potential trades to be hidden (or masked) by previosly open trades.
+
+The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
+while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades` 
+during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
+number).
+
+!!! Note
+    Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
+
+You can also enable position stacking in the configuration file by explicitly setting 
+`"position_stacking"=true`.
 
 ## Understand the Hyperopt Result
 
@@ -231,7 +323,7 @@ method, what those values match to.
 
 So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
 
-```
+``` python
 (dataframe['rsi'] < 29.0)
 ```
 
@@ -288,19 +380,11 @@ This would translate to the following ROI table:
     }
 ```
 
-### Validate backtest result
+### Validate backtesting results
 
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
-To archive the same results (number of trades, ...) than during hyperopt, please use the command line flags `--disable-max-market-positions` and `--enable-position-stacking` for backtesting.
 
-This configuration is the default in hyperopt for performance reasons.
+To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same set of arguments `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
-
-You can overwrite position stacking in the configuration by explicitly setting `"position_stacking"=false` or by changing the relevant line in your hyperopt file [here](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L191).
-
-Enabling the market-position for hyperopt is currently not possible.
-
-!!! Note
-    Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
 
 ## Next Step
 

docs/installation.md

@@ -4,12 +4,22 @@ This page explains how to prepare your environment for running the bot.
 
 ## Prerequisite
 
+### Requirements
+
+Click each one for install guide:
+
+* [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
+* [pip](https://pip.pypa.io/en/stable/installing/)
+* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
+* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
+* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions below)
+
+### API keys
+
 Before running your bot in production you will need to setup few
 external API. In production mode, the bot will require valid Exchange API
 credentials. We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot) (optional but recommended).
 
-- [Setup your exchange account](#setup-your-exchange-account)
-
 ### Setup your exchange account
 
 You will need to create API Keys (Usually you get `key` and `secret`) from the Exchange website and insert this into the appropriate fields in the configuration or when asked by the installation script.
@@ -18,6 +28,9 @@ You will need to create API Keys (Usually you get `key` and `secret`) from the E
 
 Freqtrade provides a Linux/MacOS script to install all dependencies and help you to configure the bot.
 
+!!! Note
+    Python3.6 or higher and the corresponding pip are assumed to be available. The install-script will warn and stop if that's not the case.
+
 ```bash
 git clone git@github.com:freqtrade/freqtrade.git
 cd freqtrade
@@ -30,7 +43,7 @@ git checkout develop
 
 ## Easy Installation - Linux Script
 
-If you are on Debian, Ubuntu or MacOS a freqtrade provides a script to Install, Update, Configure, and Reset your bot.
+If you are on Debian, Ubuntu or MacOS freqtrade provides a script to Install, Update, Configure, and Reset your bot.
 
 ```bash
 $ ./setup.sh
@@ -45,7 +58,7 @@ usage:
 
 This script will install everything you need to run the bot:
 
-* Mandatory software as: `Python3`, `ta-lib`, `wget`
+* Mandatory software as: `ta-lib`
 * Setup your virtualenv
 * Configure your `config.json` file
 
@@ -70,24 +83,16 @@ Config parameter is a `config.json` configurator. This script will ask you quest
 We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windows. These are guidelines and your success may vary with other distros.
 OS Specific steps are listed first, the [Common](#common) section below is necessary for all systems.
 
-### Requirements
+!!! Note
-
+    Python3.6 or higher and the corresponding pip are assumed to be available.
-Click each one for install guide:
-
-* [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
-* [pip](https://pip.pypa.io/en/stable/installing/)
-* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
-* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
-* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
 
 ### Linux - Ubuntu 16.04
 
-#### Install Python 3.6, Git, and wget
+#### Install necessary dependencies
 
 ```bash
-sudo add-apt-repository ppa:jonathonf/python-3.6
 sudo apt-get update
-sudo apt-get install python3.6 python3.6-venv python3.6-dev build-essential autoconf libtool pkg-config make wget git
+sudo apt-get install build-essential git
 ```
 
 #### Raspberry Pi / Raspbian
@@ -111,14 +116,6 @@ python3 -m pip install -r requirements-common.txt
 python3 -m pip install -e .
 ```
 
-### MacOS
-
-#### Install Python 3.6, git and wget
-
-```bash
-brew install python3 git wget
-```
-
 ### Common
 
 #### 1. Install TA-Lib
@@ -159,7 +156,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 ```
 
-Optionally checkout the stable/master branch:
+Optionally checkout the master branch to get the latest stable release:
 
 ```bash
 git checkout master
@@ -177,9 +174,9 @@ cp config.json.example config.json
 #### 5. Install python dependencies
 
 ``` bash
-pip3 install --upgrade pip
+python3 -m pip install --upgrade pip
-pip3 install -r requirements.txt
+python3 -m pip install -r requirements.txt
-pip3 install -e .
+python3 -m pip install -e .
 ```
 
 #### 6. Run the Bot
@@ -187,7 +184,7 @@ pip3 install -e .
 If this is the first time you run the bot, ensure you are running it in Dry-run `"dry_run": true,` otherwise it will start to buy and sell coins.
 
 ```bash
-python3.6 freqtrade -c config.json
+freqtrade -c config.json
 ```
 
 *Note*: If you run the bot on a server, you should consider using [Docker](docker.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
@@ -218,7 +215,7 @@ The `freqtrade.service.watchdog` file contains an example of the service unit co
 as the watchdog.
 
 !!! Note
-  The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.
+    The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.
 
 ------
 
@@ -237,8 +234,6 @@ If that is not available on your system, feel free to try the instructions below
 git clone https://github.com/freqtrade/freqtrade.git
 ```
 
-copy paste `config.json` to ``\path\freqtrade-develop\freqtrade`
-
 #### Install ta-lib
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).

docs/rest-api.md

@@ -16,10 +16,10 @@ Sample configuration:
     },
 ```
 
-!!! Danger: Security warning
+!!! Danger Security warning
   By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot.
 
-!!! Danger: Password selection
+!!! Danger Password selection
   Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
 
 You can then access the API by going to `http://127.0.0.1:8080/api/v1/version` to check if the API is running correctly.
@@ -62,7 +62,7 @@ docker run -d \
 ```
 
 !!! Danger "Security warning"
-  By using `-p 8080:8080` the API is available to everyone connecting to the server under the correct port, so others may be able to control your bot.
+    By using `-p 8080:8080` the API is available to everyone connecting to the server under the correct port, so others may be able to control your bot.
 
 ## Consuming the API
 

docs/strategy-customization.md

@@ -5,8 +5,7 @@ indicators.
 
 ## Install a custom strategy file
 
-This is very simple. Copy paste your strategy file into the folder
+This is very simple. Copy paste your strategy file into the directory `user_data/strategies`.
-`user_data/strategies`.
 
 Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
 
@@ -14,7 +13,7 @@ Let assume you have a class called `AwesomeStrategy` in the file `awesome-strate
 2. Start the bot with the param `--strategy AwesomeStrategy` (the parameter is the class name)
 
 ```bash
-python3 freqtrade --strategy AwesomeStrategy
+freqtrade --strategy AwesomeStrategy
 ```
 
 ## Change your strategy
@@ -22,7 +21,7 @@ python3 freqtrade --strategy AwesomeStrategy
 The bot includes a default strategy file. However, we recommend you to
 use your own file to not have to lose your parameters every time the default
 strategy file will be updated on Github. Put your custom strategy file
-into the folder `user_data/strategies`.
+into the directory `user_data/strategies`.
 
 Best copy the test-strategy and modify this copy to avoid having bot-updates override your changes.
 `cp  user_data/strategies/test_strategy.py user_data/strategies/awesome-strategy.py`
@@ -41,7 +40,7 @@ The bot also include a sample strategy called `TestStrategy` you can update: `us
 You can test it with the parameter: `--strategy TestStrategy`
 
 ```bash
-python3 freqtrade --strategy AwesomeStrategy
+freqtrade --strategy AwesomeStrategy
 ```
 
 **For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
@@ -398,10 +397,10 @@ The default buy strategy is located in the file
 
 ### Specify custom strategy location
 
-If you want to use a strategy from a different folder you can pass `--strategy-path`
+If you want to use a strategy from a different directory you can pass `--strategy-path`
 
 ```bash
-python3 freqtrade --strategy AwesomeStrategy --strategy-path /some/folder
+freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
 ```
 
 ### Further strategy ideas

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ FreqTrade bot """
-__version__ = '2019.6'
+__version__ = '2019.7'
 
 
 class DependencyException(Exception):

freqtrade/arguments.py

@@ -1,526 +0,0 @@
-"""
-This module contains the argument manager class
-"""
-
-import argparse
-import os
-import re
-from typing import List, NamedTuple, Optional
-import arrow
-from freqtrade import __version__, constants
-
-
-class TimeRange(NamedTuple):
-    """
-    NamedTuple Defining timerange inputs.
-    [start/stop]type defines if [start/stop]ts shall be used.
-    if *type is none, don't use corresponding startvalue.
-    """
-    starttype: Optional[str] = None
-    stoptype: Optional[str] = None
-    startts: int = 0
-    stopts: int = 0
-
-
-class Arguments(object):
-    """
-    Arguments Class. Manage the arguments received by the cli
-    """
-
-    def __init__(self, args: Optional[List[str]], description: str) -> None:
-        self.args = args
-        self.parsed_arg: Optional[argparse.Namespace] = None
-        self.parser = argparse.ArgumentParser(description=description)
-
-    def _load_args(self) -> None:
-        self.common_options()
-        self.main_options()
-        self._build_subcommands()
-
-    def get_parsed_arg(self) -> argparse.Namespace:
-        """
-        Return the list of arguments
-        :return: List[str] List of arguments
-        """
-        if self.parsed_arg is None:
-            self._load_args()
-            self.parsed_arg = self.parse_args()
-
-        return self.parsed_arg
-
-    def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
-        """
-        Parses given arguments and returns an argparse Namespace instance.
-        """
-        parsed_arg = self.parser.parse_args(self.args)
-
-        # Workaround issue in argparse with action='append' and default value
-        # (see https://bugs.python.org/issue16399)
-        if not no_default_config and parsed_arg.config is None:
-            parsed_arg.config = [constants.DEFAULT_CONFIG]
-
-        return parsed_arg
-
-    def common_options(self) -> None:
-        """
-        Parses arguments that are common for the main Freqtrade, all subcommands and scripts.
-        """
-        parser = self.parser
-
-        parser.add_argument(
-            '-v', '--verbose',
-            help='Verbose mode (-vv for more, -vvv to get all messages).',
-            action='count',
-            dest='loglevel',
-            default=0,
-        )
-        parser.add_argument(
-            '--logfile',
-            help='Log to the file specified.',
-            dest='logfile',
-            metavar='FILE',
-        )
-        parser.add_argument(
-            '--version',
-            action='version',
-            version=f'%(prog)s {__version__}'
-        )
-        parser.add_argument(
-            '-c', '--config',
-            help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
-                 f'Multiple --config options may be used. '
-                 f'Can be set to `-` to read config from stdin.',
-            dest='config',
-            action='append',
-            metavar='PATH',
-        )
-        parser.add_argument(
-            '-d', '--datadir',
-            help='Path to backtest data.',
-            dest='datadir',
-            metavar='PATH',
-        )
-
-    def main_options(self) -> None:
-        """
-        Parses arguments for the main Freqtrade.
-        """
-        parser = self.parser
-
-        parser.add_argument(
-            '-s', '--strategy',
-            help='Specify strategy class name (default: `%(default)s`).',
-            dest='strategy',
-            default='DefaultStrategy',
-            metavar='NAME',
-        )
-        parser.add_argument(
-            '--strategy-path',
-            help='Specify additional strategy lookup path.',
-            dest='strategy_path',
-            metavar='PATH',
-        )
-        parser.add_argument(
-            '--dynamic-whitelist',
-            help='Dynamically generate and update whitelist '
-                 'based on 24h BaseVolume (default: %(const)s). '
-                 'DEPRECATED.',
-            dest='dynamic_whitelist',
-            const=constants.DYNAMIC_WHITELIST,
-            type=int,
-            metavar='INT',
-            nargs='?',
-        )
-        parser.add_argument(
-            '--db-url',
-            help=f'Override trades database URL, this is useful in custom deployments '
-                 f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
-                 f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
-            dest='db_url',
-            metavar='PATH',
-        )
-        parser.add_argument(
-            '--sd-notify',
-            help='Notify systemd service manager.',
-            action='store_true',
-            dest='sd_notify',
-        )
-
-    def common_optimize_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses arguments common for Backtesting, Edge and Hyperopt modules.
-        :param parser:
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '-i', '--ticker-interval',
-            help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
-            dest='ticker_interval',
-        )
-        parser.add_argument(
-            '--timerange',
-            help='Specify what timerange of data to use.',
-            dest='timerange',
-        )
-        parser.add_argument(
-            '--max_open_trades',
-            help='Specify max_open_trades to use.',
-            type=int,
-            dest='max_open_trades',
-        )
-        parser.add_argument(
-            '--stake_amount',
-            help='Specify stake_amount.',
-            type=float,
-            dest='stake_amount',
-        )
-        parser.add_argument(
-            '-r', '--refresh-pairs-cached',
-            help='Refresh the pairs files in tests/testdata with the latest data from the '
-                 'exchange. Use it if you want to run your optimization commands with '
-                 'up-to-date data.',
-            action='store_true',
-            dest='refresh_pairs',
-        )
-
-    def backtesting_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses given arguments for Backtesting module.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '--eps', '--enable-position-stacking',
-            help='Allow buying the same pair multiple times (position stacking).',
-            action='store_true',
-            dest='position_stacking',
-            default=False
-        )
-        parser.add_argument(
-            '--dmmp', '--disable-max-market-positions',
-            help='Disable applying `max_open_trades` during backtest '
-                 '(same as setting `max_open_trades` to a very high number).',
-            action='store_false',
-            dest='use_max_market_positions',
-            default=True
-        )
-        parser.add_argument(
-            '-l', '--live',
-            help='Use live data.',
-            action='store_true',
-            dest='live',
-        )
-        parser.add_argument(
-            '--strategy-list',
-            help='Provide a comma-separated list of strategies to backtest. '
-                 'Please note that ticker-interval needs to be set either in config '
-                 'or via command line. When using this together with `--export trades`, '
-                 'the strategy-name is injected into the filename '
-                 '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
-            nargs='+',
-            dest='strategy_list',
-        )
-        parser.add_argument(
-            '--export',
-            help='Export backtest results, argument are: trades. '
-                 'Example: `--export=trades`',
-            dest='export',
-        )
-        parser.add_argument(
-            '--export-filename',
-            help='Save backtest results to the file with this filename (default: `%(default)s`). '
-                 'Requires `--export` to be set as well. '
-                 'Example: `--export-filename=user_data/backtest_data/backtest_today.json`',
-            default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
-            dest='exportfilename',
-            metavar='PATH',
-        )
-
-    def edge_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses given arguments for Edge module.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '--stoplosses',
-            help='Defines a range of stoploss values against which edge will assess the strategy. '
-                 'The format is "min,max,step" (without any space). '
-                 'Example: `--stoplosses=-0.01,-0.1,-0.001`',
-            dest='stoploss_range',
-        )
-
-    def hyperopt_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses given arguments for Hyperopt module.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '--customhyperopt',
-            help='Specify hyperopt class name (default: `%(default)s`).',
-            dest='hyperopt',
-            default=constants.DEFAULT_HYPEROPT,
-            metavar='NAME',
-        )
-        parser.add_argument(
-            '--eps', '--enable-position-stacking',
-            help='Allow buying the same pair multiple times (position stacking).',
-            action='store_true',
-            dest='position_stacking',
-            default=False
-        )
-        parser.add_argument(
-            '--dmmp', '--disable-max-market-positions',
-            help='Disable applying `max_open_trades` during backtest '
-                 '(same as setting `max_open_trades` to a very high number).',
-            action='store_false',
-            dest='use_max_market_positions',
-            default=True
-        )
-        parser.add_argument(
-            '-e', '--epochs',
-            help='Specify number of epochs (default: %(default)d).',
-            dest='epochs',
-            default=constants.HYPEROPT_EPOCH,
-            type=int,
-            metavar='INT',
-        )
-        parser.add_argument(
-            '-s', '--spaces',
-            help='Specify which parameters to hyperopt. Space-separated list. '
-                 'Default: `%(default)s`.',
-            choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
-            default='all',
-            nargs='+',
-            dest='spaces',
-        )
-        parser.add_argument(
-            '--print-all',
-            help='Print all results, not only the best ones.',
-            action='store_true',
-            dest='print_all',
-            default=False
-        )
-        parser.add_argument(
-            '-j', '--job-workers',
-            help='The number of concurrently running jobs for hyperoptimization '
-                 '(hyperopt worker processes). '
-                 'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
-                 'If 1 is given, no parallel computing code is used at all.',
-            dest='hyperopt_jobs',
-            default=-1,
-            type=int,
-            metavar='JOBS',
-        )
-        parser.add_argument(
-            '--random-state',
-            help='Set random state to some positive integer for reproducible hyperopt results.',
-            dest='hyperopt_random_state',
-            type=Arguments.check_int_positive,
-            metavar='INT',
-        )
-        parser.add_argument(
-            '--min-trades',
-            help="Set minimal desired number of trades for evaluations in the hyperopt "
-                 "optimization path (default: 1).",
-            dest='hyperopt_min_trades',
-            default=1,
-            type=Arguments.check_int_positive,
-            metavar='INT',
-        )
-
-    def list_exchanges_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses given arguments for the list-exchanges command.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '-1', '--one-column',
-            help='Print exchanges in one column.',
-            action='store_true',
-            dest='print_one_column',
-        )
-
-    def _build_subcommands(self) -> None:
-        """
-        Builds and attaches all subcommands.
-        :return: None
-        """
-        from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
-        from freqtrade.utils import start_list_exchanges
-
-        subparsers = self.parser.add_subparsers(dest='subparser')
-
-        # Add backtesting subcommand
-        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
-        backtesting_cmd.set_defaults(func=start_backtesting)
-        self.common_optimize_options(backtesting_cmd)
-        self.backtesting_options(backtesting_cmd)
-
-        # Add edge subcommand
-        edge_cmd = subparsers.add_parser('edge', help='Edge module.')
-        edge_cmd.set_defaults(func=start_edge)
-        self.common_optimize_options(edge_cmd)
-        self.edge_options(edge_cmd)
-
-        # Add hyperopt subcommand
-        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
-        hyperopt_cmd.set_defaults(func=start_hyperopt)
-        self.common_optimize_options(hyperopt_cmd)
-        self.hyperopt_options(hyperopt_cmd)
-
-        # Add list-exchanges subcommand
-        list_exchanges_cmd = subparsers.add_parser(
-            'list-exchanges',
-            help='Print available exchanges.'
-        )
-        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
-        self.list_exchanges_options(list_exchanges_cmd)
-
-    @staticmethod
-    def parse_timerange(text: Optional[str]) -> TimeRange:
-        """
-        Parse the value of the argument --timerange to determine what is the range desired
-        :param text: value from --timerange
-        :return: Start and End range period
-        """
-        if text is None:
-            return TimeRange(None, None, 0, 0)
-        syntax = [(r'^-(\d{8})$', (None, 'date')),
-                  (r'^(\d{8})-$', ('date', None)),
-                  (r'^(\d{8})-(\d{8})$', ('date', 'date')),
-                  (r'^-(\d{10})$', (None, 'date')),
-                  (r'^(\d{10})-$', ('date', None)),
-                  (r'^(\d{10})-(\d{10})$', ('date', 'date')),
-                  (r'^(-\d+)$', (None, 'line')),
-                  (r'^(\d+)-$', ('line', None)),
-                  (r'^(\d+)-(\d+)$', ('index', 'index'))]
-        for rex, stype in syntax:
-            # Apply the regular expression to text
-            match = re.match(rex, text)
-            if match:  # Regex has matched
-                rvals = match.groups()
-                index = 0
-                start: int = 0
-                stop: int = 0
-                if stype[0]:
-                    starts = rvals[index]
-                    if stype[0] == 'date' and len(starts) == 8:
-                        start = arrow.get(starts, 'YYYYMMDD').timestamp
-                    else:
-                        start = int(starts)
-                    index += 1
-                if stype[1]:
-                    stops = rvals[index]
-                    if stype[1] == 'date' and len(stops) == 8:
-                        stop = arrow.get(stops, 'YYYYMMDD').timestamp
-                    else:
-                        stop = int(stops)
-                return TimeRange(stype[0], stype[1], start, stop)
-        raise Exception('Incorrect syntax for timerange "%s"' % text)
-
-    @staticmethod
-    def check_int_positive(value: str) -> int:
-        try:
-            uint = int(value)
-            if uint <= 0:
-                raise ValueError
-        except ValueError:
-            raise argparse.ArgumentTypeError(
-                f"{value} is invalid for this parameter, should be a positive integer value"
-            )
-        return uint
-
-    def common_scripts_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses arguments common for scripts.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '-p', '--pairs',
-            help='Show profits for only these pairs. Pairs are comma-separated.',
-            dest='pairs',
-        )
-
-    def download_data_options(self) -> None:
-        """
-        Parses given arguments for testdata download script
-        """
-        parser = self.parser
-
-        parser.add_argument(
-            '--pairs-file',
-            help='File containing a list of pairs to download.',
-            dest='pairs_file',
-            metavar='FILE',
-        )
-        parser.add_argument(
-            '--days',
-            help='Download data for given number of days.',
-            dest='days',
-            type=Arguments.check_int_positive,
-            metavar='INT',
-        )
-        parser.add_argument(
-            '--exchange',
-            help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
-                 f'Only valid if no config is provided.',
-            dest='exchange',
-        )
-        parser.add_argument(
-            '-t', '--timeframes',
-            help=f'Specify which tickers to download. Space-separated list. '
-                 f'Default: `{constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}`.',
-            choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
-                     '6h', '8h', '12h', '1d', '3d', '1w'],
-            nargs='+',
-            dest='timeframes',
-        )
-        parser.add_argument(
-            '--erase',
-            help='Clean all existing data for the selected exchange/pairs/timeframes.',
-            dest='erase',
-            action='store_true'
-        )
-
-    def plot_dataframe_options(self) -> None:
-        """
-        Parses given arguments for plot dataframe script
-        """
-        parser = self.parser
-
-        parser.add_argument(
-            '--indicators1',
-            help='Set indicators from your strategy you want in the first row of the graph. '
-                 'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.',
-            default='sma,ema3,ema5',
-            dest='indicators1',
-        )
-
-        parser.add_argument(
-            '--indicators2',
-            help='Set indicators from your strategy you want in the third row of the graph. '
-                 'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.',
-            default='macd,macdsignal',
-            dest='indicators2',
-        )
-        parser.add_argument(
-            '--plot-limit',
-            help='Specify tick limit for plotting. Notice: too high values cause huge files. '
-                 'Default: %(default)s.',
-            dest='plot_limit',
-            default=750,
-            type=int,
-        )
-        parser.add_argument(
-            '--trade-source',
-            help='Specify the source for trades (Can be DB or file (backtest file)) '
-                 'Default: %(default)s',
-            dest='trade_source',
-            default="file",
-            choices=["DB", "file"]
-        )

freqtrade/configuration/__init__.py

@@ -0,0 +1,2 @@
+from freqtrade.configuration.arguments import Arguments, TimeRange  # noqa: F401
+from freqtrade.configuration.configuration import Configuration  # noqa: F401

freqtrade/configuration/arguments.py

@@ -0,0 +1,176 @@
+"""
+This module contains the argument manager class
+"""
+import argparse
+import re
+from typing import List, NamedTuple, Optional
+
+import arrow
+from freqtrade.configuration.cli_options import AVAILABLE_CLI_OPTIONS
+from freqtrade import constants
+
+ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir"]
+
+ARGS_STRATEGY = ["strategy", "strategy_path"]
+
+ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"]
+
+ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
+                        "max_open_trades", "stake_amount", "refresh_pairs"]
+
+ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
+                                        "live", "strategy_list", "export", "exportfilename"]
+
+ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
+                                        "position_stacking", "epochs", "spaces",
+                                        "use_max_market_positions", "print_all", "hyperopt_jobs",
+                                        "hyperopt_random_state", "hyperopt_min_trades",
+                                        "hyperopt_continue", "hyperopt_loss"]
+
+ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
+
+ARGS_LIST_EXCHANGES = ["print_one_column"]
+
+ARGS_DOWNLOADER = ARGS_COMMON + ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
+
+ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
+                       ["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
+                        "trade_source", "export", "exportfilename", "timerange",
+                        "refresh_pairs", "live"])
+
+ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY +
+                    ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"])
+
+
+class TimeRange(NamedTuple):
+    """
+    NamedTuple defining timerange inputs.
+    [start/stop]type defines if [start/stop]ts shall be used.
+    if *type is None, don't use corresponding startvalue.
+    """
+    starttype: Optional[str] = None
+    stoptype: Optional[str] = None
+    startts: int = 0
+    stopts: int = 0
+
+
+class Arguments(object):
+    """
+    Arguments Class. Manage the arguments received by the cli
+    """
+    def __init__(self, args: Optional[List[str]], description: str,
+                 no_default_config: bool = False) -> None:
+        self.args = args
+        self._parsed_arg: Optional[argparse.Namespace] = None
+        self.parser = argparse.ArgumentParser(description=description)
+        self._no_default_config = no_default_config
+
+    def _load_args(self) -> None:
+        self._build_args(optionlist=ARGS_MAIN)
+        self._build_subcommands()
+
+    def get_parsed_arg(self) -> argparse.Namespace:
+        """
+        Return the list of arguments
+        :return: List[str] List of arguments
+        """
+        if self._parsed_arg is None:
+            self._load_args()
+            self._parsed_arg = self._parse_args()
+
+        return self._parsed_arg
+
+    def _parse_args(self) -> argparse.Namespace:
+        """
+        Parses given arguments and returns an argparse Namespace instance.
+        """
+        parsed_arg = self.parser.parse_args(self.args)
+
+        # Workaround issue in argparse with action='append' and default value
+        # (see https://bugs.python.org/issue16399)
+        if not self._no_default_config and parsed_arg.config is None:
+            parsed_arg.config = [constants.DEFAULT_CONFIG]
+
+        return parsed_arg
+
+    def _build_args(self, optionlist, parser=None):
+        parser = parser or self.parser
+
+        for val in optionlist:
+            opt = AVAILABLE_CLI_OPTIONS[val]
+            parser.add_argument(*opt.cli, dest=val, **opt.kwargs)
+
+    def _build_subcommands(self) -> None:
+        """
+        Builds and attaches all subcommands.
+        :return: None
+        """
+        from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
+        from freqtrade.utils import start_list_exchanges
+
+        subparsers = self.parser.add_subparsers(dest='subparser')
+
+        # Add backtesting subcommand
+        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
+        backtesting_cmd.set_defaults(func=start_backtesting)
+        self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
+
+        # Add edge subcommand
+        edge_cmd = subparsers.add_parser('edge', help='Edge module.')
+        edge_cmd.set_defaults(func=start_edge)
+        self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
+
+        # Add hyperopt subcommand
+        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
+        hyperopt_cmd.set_defaults(func=start_hyperopt)
+        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
+
+        # Add list-exchanges subcommand
+        list_exchanges_cmd = subparsers.add_parser(
+            'list-exchanges',
+            help='Print available exchanges.'
+        )
+        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
+        self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
+
+    @staticmethod
+    def parse_timerange(text: Optional[str]) -> TimeRange:
+        """
+        Parse the value of the argument --timerange to determine what is the range desired
+        :param text: value from --timerange
+        :return: Start and End range period
+        """
+        if text is None:
+            return TimeRange(None, None, 0, 0)
+        syntax = [(r'^-(\d{8})$', (None, 'date')),
+                  (r'^(\d{8})-$', ('date', None)),
+                  (r'^(\d{8})-(\d{8})$', ('date', 'date')),
+                  (r'^-(\d{10})$', (None, 'date')),
+                  (r'^(\d{10})-$', ('date', None)),
+                  (r'^(\d{10})-(\d{10})$', ('date', 'date')),
+                  (r'^(-\d+)$', (None, 'line')),
+                  (r'^(\d+)-$', ('line', None)),
+                  (r'^(\d+)-(\d+)$', ('index', 'index'))]
+        for rex, stype in syntax:
+            # Apply the regular expression to text
+            match = re.match(rex, text)
+            if match:  # Regex has matched
+                rvals = match.groups()
+                index = 0
+                start: int = 0
+                stop: int = 0
+                if stype[0]:
+                    starts = rvals[index]
+                    if stype[0] == 'date' and len(starts) == 8:
+                        start = arrow.get(starts, 'YYYYMMDD').timestamp
+                    else:
+                        start = int(starts)
+                    index += 1
+                if stype[1]:
+                    stops = rvals[index]
+                    if stype[1] == 'date' and len(stops) == 8:
+                        stop = arrow.get(stops, 'YYYYMMDD').timestamp
+                    else:
+                        stop = int(stops)
+                return TimeRange(stype[0], stype[1], start, stop)
+        raise Exception('Incorrect syntax for timerange "%s"' % text)

freqtrade/configuration/check_exchange.py

@@ -0,0 +1,48 @@
+import logging
+from typing import Any, Dict
+
+from freqtrade import OperationalException
+from freqtrade.exchange import (is_exchange_bad, is_exchange_available,
+                                is_exchange_officially_supported, available_exchanges)
+
+
+logger = logging.getLogger(__name__)
+
+
+def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
+    """
+    Check if the exchange name in the config file is supported by Freqtrade
+    :param check_for_bad: if True, check the exchange against the list of known 'bad'
+                          exchanges
+    :return: False if exchange is 'bad', i.e. is known to work with the bot with
+             critical issues or does not work at all, crashes, etc. True otherwise.
+             raises an exception if the exchange if not supported by ccxt
+             and thus is not known for the Freqtrade at all.
+    """
+    logger.info("Checking exchange...")
+
+    exchange = config.get('exchange', {}).get('name').lower()
+    if not is_exchange_available(exchange):
+        raise OperationalException(
+                f'Exchange "{exchange}" is not supported by ccxt '
+                f'and therefore not available for the bot.\n'
+                f'The following exchanges are supported by ccxt: '
+                f'{", ".join(available_exchanges())}'
+        )
+
+    if check_for_bad and is_exchange_bad(exchange):
+        logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. '
+                       f'Use it only for development and testing purposes.')
+        return False
+
+    if is_exchange_officially_supported(exchange):
+        logger.info(f'Exchange "{exchange}" is officially supported '
+                    f'by the Freqtrade development team.')
+    else:
+        logger.warning(f'Exchange "{exchange}" is supported by ccxt '
+                       f'and therefore available for the bot but not officially supported '
+                       f'by the Freqtrade development team. '
+                       f'It may work flawlessly (please report back) or have serious issues. '
+                       f'Use it at your own discretion.')
+
+    return True

freqtrade/configuration/cli_options.py

@@ -0,0 +1,302 @@
+"""
+Definition of cli arguments used in arguments.py
+"""
+import argparse
+import os
+
+from freqtrade import __version__, constants
+
+
+def check_int_positive(value: str) -> int:
+    try:
+        uint = int(value)
+        if uint <= 0:
+            raise ValueError
+    except ValueError:
+        raise argparse.ArgumentTypeError(
+            f"{value} is invalid for this parameter, should be a positive integer value"
+        )
+    return uint
+
+
+class Arg:
+    # Optional CLI arguments
+    def __init__(self, *args, **kwargs):
+        self.cli = args
+        self.kwargs = kwargs
+
+
+# List of available command line options
+AVAILABLE_CLI_OPTIONS = {
+    # Common options
+    "verbosity": Arg(
+        '-v', '--verbose',
+        help='Verbose mode (-vv for more, -vvv to get all messages).',
+        action='count',
+        default=0,
+    ),
+    "logfile": Arg(
+        '--logfile',
+        help='Log to the file specified.',
+        metavar='FILE',
+    ),
+    "version": Arg(
+        '-V', '--version',
+        action='version',
+        version=f'%(prog)s {__version__}',
+    ),
+    "config": Arg(
+        '-c', '--config',
+        help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
+        f'Multiple --config options may be used. '
+        f'Can be set to `-` to read config from stdin.',
+        action='append',
+        metavar='PATH',
+    ),
+    "datadir": Arg(
+        '-d', '--datadir',
+        help='Path to backtest data.',
+        metavar='PATH',
+    ),
+    # Main options
+    "strategy": Arg(
+        '-s', '--strategy',
+        help='Specify strategy class name (default: `%(default)s`).',
+        metavar='NAME',
+        default='DefaultStrategy',
+    ),
+    "strategy_path": Arg(
+        '--strategy-path',
+        help='Specify additional strategy lookup path.',
+        metavar='PATH',
+    ),
+    "db_url": Arg(
+        '--db-url',
+        help=f'Override trades database URL, this is useful in custom deployments '
+        f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
+        f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
+        metavar='PATH',
+    ),
+    "sd_notify": Arg(
+        '--sd-notify',
+        help='Notify systemd service manager.',
+        action='store_true',
+    ),
+    # Optimize common
+    "ticker_interval": Arg(
+        '-i', '--ticker-interval',
+        help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
+    ),
+    "timerange": Arg(
+        '--timerange',
+        help='Specify what timerange of data to use.',
+    ),
+    "max_open_trades": Arg(
+        '--max_open_trades',
+        help='Specify max_open_trades to use.',
+        type=int,
+        metavar='INT',
+    ),
+    "stake_amount": Arg(
+        '--stake_amount',
+        help='Specify stake_amount.',
+        type=float,
+    ),
+    "refresh_pairs": Arg(
+        '-r', '--refresh-pairs-cached',
+        help='Refresh the pairs files in tests/testdata with the latest data from the '
+        'exchange. Use it if you want to run your optimization commands with '
+        'up-to-date data.',
+        action='store_true',
+    ),
+    # Backtesting
+    "position_stacking": Arg(
+        '--eps', '--enable-position-stacking',
+        help='Allow buying the same pair multiple times (position stacking).',
+        action='store_true',
+        default=False,
+    ),
+    "use_max_market_positions": Arg(
+        '--dmmp', '--disable-max-market-positions',
+        help='Disable applying `max_open_trades` during backtest '
+        '(same as setting `max_open_trades` to a very high number).',
+        action='store_false',
+        default=True,
+    ),
+    "live": Arg(
+        '-l', '--live',
+        help='Use live data.',
+        action='store_true',
+    ),
+    "strategy_list": Arg(
+        '--strategy-list',
+        help='Provide a comma-separated list of strategies to backtest. '
+        'Please note that ticker-interval needs to be set either in config '
+        'or via command line. When using this together with `--export trades`, '
+        'the strategy-name is injected into the filename '
+        '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
+        nargs='+',
+    ),
+    "export": Arg(
+        '--export',
+        help='Export backtest results, argument are: trades. '
+        'Example: `--export=trades`',
+    ),
+    "exportfilename": Arg(
+        '--export-filename',
+        help='Save backtest results to the file with this filename (default: `%(default)s`). '
+        'Requires `--export` to be set as well. '
+        'Example: `--export-filename=user_data/backtest_data/backtest_today.json`',
+        metavar='PATH',
+        default=os.path.join('user_data', 'backtest_data',
+                             'backtest-result.json'),
+    ),
+    # Edge
+    "stoploss_range": Arg(
+        '--stoplosses',
+        help='Defines a range of stoploss values against which edge will assess the strategy. '
+        'The format is "min,max,step" (without any space). '
+        'Example: `--stoplosses=-0.01,-0.1,-0.001`',
+    ),
+    # Hyperopt
+    "hyperopt": Arg(
+        '--customhyperopt',
+        help='Specify hyperopt class name (default: `%(default)s`).',
+        metavar='NAME',
+        default=constants.DEFAULT_HYPEROPT,
+    ),
+    "hyperopt_path": Arg(
+        '--hyperopt-path',
+        help='Specify additional lookup path for Hyperopts and Hyperopt Loss functions.',
+        metavar='PATH',
+    ),
+    "epochs": Arg(
+        '-e', '--epochs',
+        help='Specify number of epochs (default: %(default)d).',
+        type=check_int_positive,
+        metavar='INT',
+        default=constants.HYPEROPT_EPOCH,
+    ),
+    "spaces": Arg(
+        '-s', '--spaces',
+        help='Specify which parameters to hyperopt. Space-separated list. '
+        'Default: `%(default)s`.',
+        choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
+        nargs='+',
+        default='all',
+    ),
+    "print_all": Arg(
+        '--print-all',
+        help='Print all results, not only the best ones.',
+        action='store_true',
+        default=False,
+    ),
+    "hyperopt_jobs": Arg(
+        '-j', '--job-workers',
+        help='The number of concurrently running jobs for hyperoptimization '
+        '(hyperopt worker processes). '
+        'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
+        'If 1 is given, no parallel computing code is used at all.',
+        type=int,
+        metavar='JOBS',
+        default=-1,
+    ),
+    "hyperopt_random_state": Arg(
+        '--random-state',
+        help='Set random state to some positive integer for reproducible hyperopt results.',
+        type=check_int_positive,
+        metavar='INT',
+    ),
+    "hyperopt_min_trades": Arg(
+        '--min-trades',
+        help="Set minimal desired number of trades for evaluations in the hyperopt "
+        "optimization path (default: 1).",
+        type=check_int_positive,
+        metavar='INT',
+        default=1,
+    ),
+    "hyperopt_continue": Arg(
+        "--continue",
+        help="Continue hyperopt from previous runs. "
+        "By default, temporary files will be removed and hyperopt will start from scratch.",
+        default=False,
+        action='store_true',
+    ),
+    "hyperopt_loss": Arg(
+        '--hyperopt-loss',
+        help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
+        'Different functions can generate completely different results, '
+        'since the target for optimization is different. (default: `%(default)s`).',
+        metavar='NAME',
+        default=constants.DEFAULT_HYPEROPT_LOSS,
+    ),
+    # List exchanges
+    "print_one_column": Arg(
+        '-1', '--one-column',
+        help='Print exchanges in one column.',
+        action='store_true',
+    ),
+    # Script options
+    "pairs": Arg(
+        '-p', '--pairs',
+        help='Show profits for only these pairs. Pairs are comma-separated.',
+    ),
+    # Download data
+    "pairs_file": Arg(
+        '--pairs-file',
+        help='File containing a list of pairs to download.',
+        metavar='FILE',
+    ),
+    "days": Arg(
+        '--days',
+        help='Download data for given number of days.',
+        type=check_int_positive,
+        metavar='INT',
+    ),
+    "exchange": Arg(
+        '--exchange',
+        help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
+        f'Only valid if no config is provided.',
+    ),
+    "timeframes": Arg(
+        '-t', '--timeframes',
+        help=f'Specify which tickers to download. Space-separated list. '
+        f'Default: `{constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}`.',
+        choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
+                 '6h', '8h', '12h', '1d', '3d', '1w'],
+        nargs='+',
+    ),
+    "erase": Arg(
+        '--erase',
+        help='Clean all existing data for the selected exchange/pairs/timeframes.',
+        action='store_true',
+    ),
+    # Plot dataframe
+    "indicators1": Arg(
+        '--indicators1',
+        help='Set indicators from your strategy you want in the first row of the graph. '
+        'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.',
+        default='sma,ema3,ema5',
+    ),
+    "indicators2": Arg(
+        '--indicators2',
+        help='Set indicators from your strategy you want in the third row of the graph. '
+        'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.',
+        default='macd,macdsignal',
+    ),
+    "plot_limit": Arg(
+        '--plot-limit',
+        help='Specify tick limit for plotting. Notice: too high values cause huge files. '
+        'Default: %(default)s.',
+        type=check_int_positive,
+        metavar='INT',
+        default=750,
+    ),
+    "trade_source": Arg(
+        '--trade-source',
+        help='Specify the source for trades (Can be DB or file (backtest file)) '
+        'Default: %(default)s',
+        choices=["DB", "file"],
+        default="file",
+    ),
+}

freqtrade/configuration/configuration.py

@@ -3,62 +3,22 @@ This module contains the configuration class
 """
 import json
 import logging
-import os
 import sys
+import warnings
 from argparse import Namespace
-from logging.handlers import RotatingFileHandler
+from typing import Any, Callable, Dict, Optional
-from typing import Any, Callable, Dict, List, Optional
-
-from jsonschema import Draft4Validator, validators
-from jsonschema.exceptions import ValidationError, best_match
 
 from freqtrade import OperationalException, constants
-from freqtrade.exchange import (is_exchange_bad, is_exchange_available,
+from freqtrade.configuration.check_exchange import check_exchange
-                                is_exchange_officially_supported, available_exchanges)
+from freqtrade.configuration.create_datadir import create_datadir
+from freqtrade.configuration.json_schema import validate_config_schema
+from freqtrade.loggers import setup_logging
 from freqtrade.misc import deep_merge_dicts
 from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
 
 
-def set_loggers(log_level: int = 0) -> None:
-    """
-    Set the logger level for Third party libs
-    :return: None
-    """
-
-    logging.getLogger('requests').setLevel(logging.INFO if log_level <= 1 else logging.DEBUG)
-    logging.getLogger("urllib3").setLevel(logging.INFO if log_level <= 1 else logging.DEBUG)
-    logging.getLogger('ccxt.base.exchange').setLevel(
-        logging.INFO if log_level <= 2 else logging.DEBUG)
-    logging.getLogger('telegram').setLevel(logging.INFO)
-
-
-def _extend_validator(validator_class):
-    """
-    Extended validator for the Freqtrade configuration JSON Schema.
-    Currently it only handles defaults for subschemas.
-    """
-    validate_properties = validator_class.VALIDATORS['properties']
-
-    def set_defaults(validator, properties, instance, schema):
-        for prop, subschema in properties.items():
-            if 'default' in subschema:
-                instance.setdefault(prop, subschema['default'])
-
-        for error in validate_properties(
-            validator, properties, instance, schema,
-        ):
-            yield error
-
-    return validators.extend(
-        validator_class, {'properties': set_defaults}
-    )
-
-
-FreqtradeValidator = _extend_validator(Draft4Validator)
-
-
 class Configuration(object):
     """
     Class to read and init the bot configuration
@@ -70,49 +30,30 @@ class Configuration(object):
         self.config: Optional[Dict[str, Any]] = None
         self.runmode = runmode
 
-    def load_config(self) -> Dict[str, Any]:
+    def get_config(self) -> Dict[str, Any]:
         """
-        Extract information for sys.argv and load the bot configuration
+        Return the config. Use this method to get the bot config
-        :return: Configuration dictionary
+        :return: Dict: Bot config
+        """
+        if self.config is None:
+            self.config = self.load_config()
+
+        return self.config
+
+    def _load_config_files(self) -> Dict[str, Any]:
+        """
+        Iterate through the config files passed in the args,
+        loading all of them and merging their contents.
         """
         config: Dict[str, Any] = {}
-        # Now expecting a list of config filenames here, not a string
+
+        # We expect here a list of config filenames
         for path in self.args.config:
             logger.info('Using config: %s ...', path)
 
             # Merge config options, overwriting old values
             config = deep_merge_dicts(self._load_config_file(path), config)
 
-        if 'internals' not in config:
-            config['internals'] = {}
-
-        logger.info('Validating configuration ...')
-        self._validate_config_schema(config)
-        self._validate_config_consistency(config)
-
-        # Set strategy if not specified in config and or if it's non default
-        if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
-            config.update({'strategy': self.args.strategy})
-
-        if self.args.strategy_path:
-            config.update({'strategy_path': self.args.strategy_path})
-
-        # Load Common configuration
-        config = self._load_common_config(config)
-
-        # Load Optimize configurations
-        config = self._load_optimize_config(config)
-
-        # Add plotting options if available
-        config = self._load_plot_config(config)
-
-        # Set runmode
-        if not self.runmode:
-            # Handle real mode, infer dry/live from config
-            self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
-
-        config.update({'runmode': self.runmode})
-
         return config
 
     def _load_config_file(self, path: str) -> Dict[str, Any]:
@@ -124,69 +65,80 @@ class Configuration(object):
         try:
             # Read config from stdin if requested in the options
             with open(path) if path != '-' else sys.stdin as file:
-                conf = json.load(file)
+                config = json.load(file)
         except FileNotFoundError:
             raise OperationalException(
                 f'Config file "{path}" not found!'
                 ' Please create a config file or check whether it exists.')
 
-        return conf
+        return config
 
-    def _load_logging_config(self, config: Dict[str, Any]) -> None:
+    def _normalize_config(self, config: Dict[str, Any]) -> None:
+        """
+        Make config more canonical -- i.e. for example add missing parts that we expect
+        to be normally in it...
+        """
+        if 'internals' not in config:
+            config['internals'] = {}
+
+    def load_config(self) -> Dict[str, Any]:
+        """
+        Extract information for sys.argv and load the bot configuration
+        :return: Configuration dictionary
+        """
+        # Load all configs
+        config: Dict[str, Any] = self._load_config_files()
+
+        # Make resulting config more canonical
+        self._normalize_config(config)
+
+        logger.info('Validating configuration ...')
+        validate_config_schema(config)
+
+        self._validate_config_consistency(config)
+
+        self._process_common_options(config)
+
+        self._process_optimize_options(config)
+
+        self._process_plot_options(config)
+
+        self._process_runmode(config)
+
+        return config
+
+    def _process_logging_options(self, config: Dict[str, Any]) -> None:
         """
         Extract information for sys.argv and load logging configuration:
-        the --loglevel, --logfile options
+        the -v/--verbose, --logfile options
         """
         # Log level
-        if 'loglevel' in self.args and self.args.loglevel:
+        if 'verbosity' in self.args and self.args.verbosity:
-            config.update({'verbosity': self.args.loglevel})
+            config.update({'verbosity': self.args.verbosity})
         else:
             config.update({'verbosity': 0})
 
-        # Log to stdout, not stderr
-        log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stdout)]
         if 'logfile' in self.args and self.args.logfile:
             config.update({'logfile': self.args.logfile})
 
-        # Allow setting this as either configuration or argument
+        setup_logging(config)
-        if 'logfile' in config:
-            log_handlers.append(RotatingFileHandler(config['logfile'],
-                                                    maxBytes=1024 * 1024,  # 1Mb
-                                                    backupCount=10))
 
-        logging.basicConfig(
+    def _process_strategy_options(self, config: Dict[str, Any]) -> None:
-            level=logging.INFO if config['verbosity'] < 1 else logging.DEBUG,
-            format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
-            handlers=log_handlers
-        )
-        set_loggers(config['verbosity'])
-        logger.info('Verbosity set to %s', config['verbosity'])
 
-    def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
+        # Set strategy if not specified in config and or if it's non default
-        """
+        if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
-        Extract information for sys.argv and load common configuration
+            config.update({'strategy': self.args.strategy})
-        :return: configuration as dictionary
-        """
-        self._load_logging_config(config)
 
-        # Support for sd_notify
+        self._args_to_config(config, argname='strategy_path',
-        if self.args.sd_notify:
+                             logstring='Using additional Strategy lookup path: {}')
-            config['internals'].update({'sd_notify': True})
 
-        # Add dynamic_whitelist if found
+    def _process_common_options(self, config: Dict[str, Any]) -> None:
-        if 'dynamic_whitelist' in self.args and self.args.dynamic_whitelist:
-            # Update to volumePairList (the previous default)
-            config['pairlist'] = {'method': 'VolumePairList',
-                                  'config': {'number_assets': self.args.dynamic_whitelist}
-                                  }
-            logger.warning(
-                'Parameter --dynamic-whitelist has been deprecated, '
-                'and will be completely replaced by the whitelist dict in the future. '
-                'For now: using dynamically generated whitelist based on VolumePairList. '
-                '(not applicable with Backtesting and Hyperopt)'
-            )
 
-        if self.args.db_url and self.args.db_url != constants.DEFAULT_DB_PROD_URL:
+        self._process_logging_options(config)
+        self._process_strategy_options(config)
+
+        if ('db_url' in self.args and self.args.db_url and
+                self.args.db_url != constants.DEFAULT_DB_PROD_URL):
             config.update({'db_url': self.args.db_url})
             logger.info('Parameter --db-url detected ...')
 
@@ -200,6 +152,8 @@ class Configuration(object):
                 config['db_url'] = constants.DEFAULT_DB_PROD_URL
             logger.info('Dry run is disabled')
 
+        logger.info(f'Using DB: "{config["db_url"]}"')
+
         if config.get('forcebuy_enable', False):
             logger.warning('`forcebuy` RPC message enabled.')
 
@@ -207,59 +161,25 @@ class Configuration(object):
         if config.get('max_open_trades') == -1:
             config['max_open_trades'] = float('inf')
 
-        logger.info(f'Using DB: "{config["db_url"]}"')
+        # Support for sd_notify
+        if 'sd_notify' in self.args and self.args.sd_notify:
+            config['internals'].update({'sd_notify': True})
 
         # Check if the exchange set by the user is supported
-        self.check_exchange(config)
+        check_exchange(config)
 
-        return config
+    def _process_datadir_options(self, config: Dict[str, Any]) -> None:
-
-    def _create_datadir(self, config: Dict[str, Any], datadir: Optional[str] = None) -> str:
-        if not datadir:
-            # set datadir
-            exchange_name = config.get('exchange', {}).get('name').lower()
-            datadir = os.path.join('user_data', 'data', exchange_name)
-
-        if not os.path.isdir(datadir):
-            os.makedirs(datadir)
-            logger.info(f'Created data directory: {datadir}')
-        return datadir
-
-    def _args_to_config(self, config: Dict[str, Any], argname: str,
-                        logstring: str, logfun: Optional[Callable] = None) -> None:
-        """
-        :param config: Configuration dictionary
-        :param argname: Argumentname in self.args - will be copied to config dict.
-        :param logstring: Logging String
-        :param logfun: logfun is applied to the configuration entry before passing
-                        that entry to the log string using .format().
-                        sample: logfun=len (prints the length of the found
-                        configuration instead of the content)
-        """
-        if argname in self.args and getattr(self.args, argname):
-
-            config.update({argname: getattr(self.args, argname)})
-            if logfun:
-                logger.info(logstring.format(logfun(config[argname])))
-            else:
-                logger.info(logstring.format(config[argname]))
-
-    def _load_datadir_config(self, config: Dict[str, Any]) -> None:
         """
         Extract information for sys.argv and load datadir configuration:
         the --datadir option
         """
         if 'datadir' in self.args and self.args.datadir:
-            config.update({'datadir': self._create_datadir(config, self.args.datadir)})
+            config.update({'datadir': create_datadir(config, self.args.datadir)})
         else:
-            config.update({'datadir': self._create_datadir(config, None)})
+            config.update({'datadir': create_datadir(config, None)})
-        logger.info('Using data folder: %s ...', config.get('datadir'))
+        logger.info('Using data directory: %s ...', config.get('datadir'))
 
-    def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
+    def _process_optimize_options(self, config: Dict[str, Any]) -> None:
-        """
-        Extract information for sys.argv and load Optimize configuration
-        :return: configuration as dictionary
-        """
 
         # This will override the strategy configuration
         self._args_to_config(config, argname='ticker_interval',
@@ -267,7 +187,8 @@ class Configuration(object):
                              'Using ticker_interval: {} ...')
 
         self._args_to_config(config, argname='live',
-                             logstring='Parameter -l/--live detected ...')
+                             logstring='Parameter -l/--live detected ...',
+                             deprecated_msg='--live will be removed soon.')
 
         self._args_to_config(config, argname='position_stacking',
                              logstring='Parameter --enable-position-stacking detected ...')
@@ -290,7 +211,7 @@ class Configuration(object):
         self._args_to_config(config, argname='timerange',
                              logstring='Parameter --timerange detected: {} ...')
 
-        self._load_datadir_config(config)
+        self._process_datadir_options(config)
 
         self._args_to_config(config, argname='refresh_pairs',
                              logstring='Parameter -r/--refresh-pairs-cached detected ...')
@@ -319,6 +240,9 @@ class Configuration(object):
         self._args_to_config(config, argname='hyperopt',
                              logstring='Using Hyperopt file {}')
 
+        self._args_to_config(config, argname='hyperopt_path',
+                             logstring='Using additional Hyperopt lookup path: {}')
+
         self._args_to_config(config, argname='epochs',
                              logstring='Parameter --epochs detected ... '
                              'Will run Hyperopt with for {} epochs ...'
@@ -339,13 +263,13 @@ class Configuration(object):
         self._args_to_config(config, argname='hyperopt_min_trades',
                              logstring='Parameter --min-trades detected: {}')
 
-        return config
+        self._args_to_config(config, argname='hyperopt_continue',
+                             logstring='Hyperopt continue: {}')
 
-    def _load_plot_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
+        self._args_to_config(config, argname='hyperopt_loss',
-        """
+                             logstring='Using loss function: {}')
-        Extract information for sys.argv Plotting configuration
+
-        :return: configuration as dictionary
+    def _process_plot_options(self, config: Dict[str, Any]) -> None:
-        """
 
         self._args_to_config(config, argname='pairs',
                              logstring='Using pairs {}')
@@ -360,25 +284,15 @@ class Configuration(object):
                              logstring='Limiting plot to: {}')
         self._args_to_config(config, argname='trade_source',
                              logstring='Using trades from: {}')
-        return config
 
-    def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]:
+    def _process_runmode(self, config: Dict[str, Any]) -> None:
-        """
+
-        Validate the configuration follow the Config Schema
+        if not self.runmode:
-        :param conf: Config in JSON format
+            # Handle real mode, infer dry/live from config
-        :return: Returns the config if valid, otherwise throw an exception
+            self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
-        """
+            logger.info("Runmode set to {self.runmode}.")
-        try:
+
-            FreqtradeValidator(constants.CONF_SCHEMA).validate(conf)
+        config.update({'runmode': self.runmode})
-            return conf
-        except ValidationError as exception:
-            logger.critical(
-                'Invalid configuration. See config.json.example. Reason: %s',
-                exception
-            )
-            raise ValidationError(
-                best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
-            )
 
     def _validate_config_consistency(self, conf: Dict[str, Any]) -> None:
         """
@@ -386,11 +300,11 @@ class Configuration(object):
         :param conf: Config in JSON format
         :return: Returns None if everything is ok, otherwise throw an OperationalException
         """
-
         # validating trailing stoploss
         self._validate_trailing_stoploss(conf)
 
     def _validate_trailing_stoploss(self, conf: Dict[str, Any]) -> None:
+
         # Skip if trailing stoploss is not activated
         if not conf.get('trailing_stop', False):
             return
@@ -409,50 +323,24 @@ class Configuration(object):
                 f'The config trailing_stop_positive_offset needs '
                 'to be greater than trailing_stop_positive_offset in your config.')
 
-    def get_config(self) -> Dict[str, Any]:
+    def _args_to_config(self, config: Dict[str, Any], argname: str,
+                        logstring: str, logfun: Optional[Callable] = None,
+                        deprecated_msg: Optional[str] = None) -> None:
         """
-        Return the config. Use this method to get the bot config
+        :param config: Configuration dictionary
-        :return: Dict: Bot config
+        :param argname: Argumentname in self.args - will be copied to config dict.
+        :param logstring: Logging String
+        :param logfun: logfun is applied to the configuration entry before passing
+                        that entry to the log string using .format().
+                        sample: logfun=len (prints the length of the found
+                        configuration instead of the content)
         """
-        if self.config is None:
+        if argname in self.args and getattr(self.args, argname):
-            self.config = self.load_config()
 
-        return self.config
+            config.update({argname: getattr(self.args, argname)})
-
+            if logfun:
-    def check_exchange(self, config: Dict[str, Any], check_for_bad: bool = True) -> bool:
+                logger.info(logstring.format(logfun(config[argname])))
-        """
+            else:
-        Check if the exchange name in the config file is supported by Freqtrade
+                logger.info(logstring.format(config[argname]))
-        :param check_for_bad: if True, check the exchange against the list of known 'bad'
+            if deprecated_msg:
-                              exchanges
+                warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
-        :return: False if exchange is 'bad', i.e. is known to work with the bot with
-                 critical issues or does not work at all, crashes, etc. True otherwise.
-                 raises an exception if the exchange if not supported by ccxt
-                 and thus is not known for the Freqtrade at all.
-        """
-        logger.info("Checking exchange...")
-
-        exchange = config.get('exchange', {}).get('name').lower()
-        if not is_exchange_available(exchange):
-            raise OperationalException(
-                    f'Exchange "{exchange}" is not supported by ccxt '
-                    f'and therefore not available for the bot.\n'
-                    f'The following exchanges are supported by ccxt: '
-                    f'{", ".join(available_exchanges())}'
-            )
-
-        if check_for_bad and is_exchange_bad(exchange):
-            logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. '
-                           f'Use it only for development and testing purposes.')
-            return False
-
-        if is_exchange_officially_supported(exchange):
-            logger.info(f'Exchange "{exchange}" is officially supported '
-                        f'by the Freqtrade development team.')
-        else:
-            logger.warning(f'Exchange "{exchange}" is supported by ccxt '
-                           f'and therefore available for the bot but not officially supported '
-                           f'by the Freqtrade development team. '
-                           f'It may work flawlessly (please report back) or have serious issues. '
-                           f'Use it at your own discretion.')
-
-        return True

freqtrade/configuration/create_datadir.py

@@ -0,0 +1,20 @@
+import logging
+from typing import Any, Dict, Optional
+from pathlib import Path
+
+
+logger = logging.getLogger(__name__)
+
+
+def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> str:
+
+    folder = Path(datadir) if datadir else Path('user_data/data')
+    if not datadir:
+        # set datadir
+        exchange_name = config.get('exchange', {}).get('name').lower()
+        folder = folder.joinpath(exchange_name)
+
+    if not folder.is_dir():
+        folder.mkdir(parents=True)
+        logger.info(f'Created data directory: {datadir}')
+    return str(folder)

freqtrade/configuration/json_schema.py

@@ -0,0 +1,53 @@
+import logging
+from typing import Any, Dict
+
+from jsonschema import Draft4Validator, validators
+from jsonschema.exceptions import ValidationError, best_match
+
+from freqtrade import constants
+
+
+logger = logging.getLogger(__name__)
+
+
+def _extend_validator(validator_class):
+    """
+    Extended validator for the Freqtrade configuration JSON Schema.
+    Currently it only handles defaults for subschemas.
+    """
+    validate_properties = validator_class.VALIDATORS['properties']
+
+    def set_defaults(validator, properties, instance, schema):
+        for prop, subschema in properties.items():
+            if 'default' in subschema:
+                instance.setdefault(prop, subschema['default'])
+
+        for error in validate_properties(
+            validator, properties, instance, schema,
+        ):
+            yield error
+
+    return validators.extend(
+        validator_class, {'properties': set_defaults}
+    )
+
+
+FreqtradeValidator = _extend_validator(Draft4Validator)
+
+
+def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
+    """
+    Validate the configuration follow the Config Schema
+    :param conf: Config in JSON format
+    :return: Returns the config if valid, otherwise throw an exception
+    """
+    try:
+        FreqtradeValidator(constants.CONF_SCHEMA).validate(conf)
+        return conf
+    except ValidationError as e:
+        logger.critical(
+            f"Invalid configuration. See config.json.example. Reason: {e}"
+        )
+        raise ValidationError(
+            best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
+        )

freqtrade/constants.py

@@ -12,6 +12,7 @@ HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
 DEFAULT_STRATEGY = 'DefaultStrategy'
 DEFAULT_HYPEROPT = 'DefaultHyperOpts'
+DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'

freqtrade/data/btanalysis.py

@@ -3,6 +3,7 @@ Helpers when analyzing backtest data
 """
 import logging
 from pathlib import Path
+from typing import Dict
 
 import numpy as np
 import pandas as pd
@@ -66,7 +67,6 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
     dates = pd.Series(pd.concat(dates).values, name='date')
     df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
 
-    df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"})
     df2 = pd.concat([dates, df2], axis=1)
     df2 = df2.set_index('date')
     df_final = df2.resample(freq)[['pair']].count()
@@ -101,6 +101,18 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
+def load_trades(config) -> pd.DataFrame:
+    """
+    Based on configuration option "trade_source":
+    * loads data from DB (using `db_url`)
+    * loads data from backtestfile (using `exportfilename`)
+    """
+    if config["trade_source"] == "DB":
+        return load_trades_from_db(config["db_url"])
+    elif config["trade_source"] == "file":
+        return load_backtest_data(Path(config["exportfilename"]))
+
+
 def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
     """
     Compare trades and backtested pair DataFrames to get trades performed on backtested period
@@ -109,3 +121,34 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> p
     trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
                         (trades['close_time'] <= dataframe.iloc[-1]['date'])]
     return trades
+
+
+def combine_tickers_with_mean(tickers: Dict[str, pd.DataFrame], column: str = "close"):
+    """
+    Combine multiple dataframes "column"
+    :param tickers: Dict of Dataframes, dict key should be pair.
+    :param column: Column in the original dataframes to use
+    :return: DataFrame with the column renamed to the dict key, and a column
+        named mean, containing the mean of all pairs.
+    """
+    df_comb = pd.concat([tickers[pair].set_index('date').rename(
+        {column: pair}, axis=1)[pair] for pair in tickers], axis=1)
+
+    df_comb['mean'] = df_comb.mean(axis=1)
+
+    return df_comb
+
+
+def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str) -> pd.DataFrame:
+    """
+    Adds a column `col_name` with the cumulative profit for the given trades array.
+    :param df: DataFrame with date index
+    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :return: Returns df with one additional column, col_name, containing the cumulative profit.
+    """
+    df[col_name] = trades.set_index('close_time')['profitperc'].cumsum()
+    # Set first value to 0
+    df.loc[df.iloc[0].name, col_name] = 0
+    # FFill to get continuous
+    df[col_name] = df[col_name].ffill()
+    return df

freqtrade/data/dataprovider.py

@@ -17,7 +17,7 @@ from freqtrade.state import RunMode
 logger = logging.getLogger(__name__)
 
 
-class DataProvider(object):
+class DataProvider():
 
     def __init__(self, config: dict, exchange: Exchange) -> None:
         self._config = config
@@ -81,11 +81,14 @@ class DataProvider(object):
         # TODO: Implement me
         pass
 
-    def orderbook(self, pair: str, max: int):
+    def orderbook(self, pair: str, maximum: int):
         """
         return latest orderbook data
+        :param pair: pair to get the data for
+        :param maximum: Maximum number of orderbook entries to query
+        :return: dict including bids/asks with a total of `maximum` entries.
         """
-        return self._exchange.get_order_book(pair, max)
+        return self._exchange.get_order_book(pair, maximum)
 
     @property
     def runmode(self) -> RunMode:

freqtrade/data/history.py

@@ -16,7 +16,7 @@ import arrow
 from pandas import DataFrame
 
 from freqtrade import OperationalException, misc
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.exchange import Exchange, timeframe_to_minutes
 

freqtrade/edge/__init__.py

@@ -10,8 +10,7 @@ import utils_find_1st as utf1st
 from pandas import DataFrame
 
 from freqtrade import constants, OperationalException
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments, TimeRange
-from freqtrade.arguments import TimeRange
 from freqtrade.data import history
 from freqtrade.strategy.interface import SellType
 

freqtrade/exchange/exchange.py

@@ -85,6 +85,9 @@ class Exchange(object):
         it does basic validation whether the specified exchange and pairs are valid.
         :return: None
         """
+        self._api: ccxt.Exchange = None
+        self._api_async: ccxt_async.Exchange = None
+
         self._config.update(config)
 
         self._cached_ticker: Dict[str, Any] = {}
@@ -117,9 +120,9 @@ class Exchange(object):
         self._ohlcv_partial_candle = self._ft_has['ohlcv_partial_candle']
 
         # Initialize ccxt objects
-        self._api: ccxt.Exchange = self._init_ccxt(
+        self._api = self._init_ccxt(
             exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
-        self._api_async: ccxt_async.Exchange = self._init_ccxt(
+        self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=exchange_config.get('ccxt_async_config'))
 
         logger.info('Using Exchange "%s"', self.name)
@@ -171,8 +174,10 @@ class Exchange(object):
         try:
 
             api = getattr(ccxt_module, name.lower())(ex_config)
-        except (KeyError, AttributeError):
+        except (KeyError, AttributeError) as e:
-            raise OperationalException(f'Exchange {name} is not supported')
+            raise OperationalException(f'Exchange {name} is not supported') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(f"Initialization of ccxt failed. Reason: {e}") from e
 
         self.set_sandbox(api, exchange_config, name)
 
@@ -265,10 +270,28 @@ class Exchange(object):
                     f'Pair {pair} is not available on {self.name}. '
                     f'Please remove {pair} from your whitelist.')
 
+    def get_valid_pair_combination(self, curr_1, curr_2) -> str:
+        """
+        Get valid pair combination of curr_1 and curr_2 by trying both combinations.
+        """
+        for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]:
+            if pair in self.markets and self.markets[pair].get('active'):
+                return pair
+        raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
+
     def validate_timeframes(self, timeframe: List[str]) -> None:
         """
         Checks if ticker interval from config is a supported timeframe on the exchange
         """
+        if not hasattr(self._api, "timeframes") or self._api.timeframes is None:
+            # If timeframes attribute is missing (or is None), the exchange probably
+            # has no fetchOHLCV method.
+            # Therefore we also show that.
+            raise OperationalException(
+                f"The ccxt library does not provide the list of timeframes "
+                f"for the exchange \"{self.name}\" and this exchange "
+                f"is therefore not supported. ccxt fetchOHLCV: {self.exchange_has('fetchOHLCV')}")
+
         timeframes = self._api.timeframes
         if timeframe not in timeframes:
             raise OperationalException(
@@ -364,7 +387,9 @@ class Exchange(object):
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.symbol_amount_prec(pair, amount)
-            rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
+            needs_price = (ordertype != 'market'
+                           or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
+            rate = self.symbol_price_prec(pair, rate) if needs_price else None
 
             return self._api.create_order(pair, ordertype, side,
                                           amount, rate, params)
@@ -372,18 +397,18 @@ class Exchange(object):
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
                 f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
+                f'Tried to {side} amount {amount} at rate {rate} (total {rate * amount}).'
-                f'Message: {e}')
+                f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise DependencyException(
                 f'Could not create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
+                f'Tried to {side} amount {amount} at rate {rate} (total {rate * amount}).'
-                f'Message: {e}')
+                f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}')
+                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     def buy(self, pair: str, ordertype: str, amount: float,
             rate: float, time_in_force) -> Dict:
@@ -468,9 +493,9 @@ class Exchange(object):
             return balances
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get balance due to {e.__class__.__name__}. Message: {e}')
+                f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_tickers(self) -> Dict:
@@ -479,18 +504,18 @@ class Exchange(object):
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch.'
-                f'Message: {e}')
+                f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not load tickers due to {e.__class__.__name__}. Message: {e}')
+                f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
         if refresh or pair not in self._cached_ticker.keys():
             try:
-                if pair not in self._api.markets:
+                if pair not in self._api.markets or not self._api.markets[pair].get('active'):
                     raise DependencyException(f"Pair {pair} not available")
                 data = self._api.fetch_ticker(pair)
                 try:
@@ -503,9 +528,9 @@ class Exchange(object):
                 return data
             except (ccxt.NetworkError, ccxt.ExchangeError) as e:
                 raise TemporaryError(
-                    f'Could not load ticker due to {e.__class__.__name__}. Message: {e}')
+                    f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
             except ccxt.BaseError as e:
-                raise OperationalException(e)
+                raise OperationalException(e) from e
         else:
             logger.info("returning cached ticker-data for %s", pair)
             return self._cached_ticker[pair]
@@ -626,12 +651,12 @@ class Exchange(object):
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical candlestick data.'
-                f'Message: {e}')
+                f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
+            raise TemporaryError(f'Could not load ticker history due to {e.__class__.__name__}. '
-                f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
+                                 f'Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
+            raise OperationalException(f'Could not fetch ticker data. Msg: {e}') from e
 
     @retrier
     def cancel_order(self, order_id: str, pair: str) -> None:
@@ -642,12 +667,12 @@ class Exchange(object):
             return self._api.cancel_order(order_id, pair)
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Could not cancel order. Message: {e}')
+                f'Could not cancel order. Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}')
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_order(self, order_id: str, pair: str) -> Dict:
@@ -658,12 +683,12 @@ class Exchange(object):
             return self._api.fetch_order(order_id, pair)
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Tried to get an invalid order (id: {order_id}). Message: {e}')
+                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get order due to {e.__class__.__name__}. Message: {e}')
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_order_book(self, pair: str, limit: int = 100) -> dict:
@@ -679,12 +704,12 @@ class Exchange(object):
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching order book.'
-                f'Message: {e}')
+                f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get order book due to {e.__class__.__name__}. Message: {e}')
+                f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
@@ -701,9 +726,9 @@ class Exchange(object):
 
         except ccxt.NetworkError as e:
             raise TemporaryError(
-                f'Could not get trades due to networking error. Message: {e}')
+                f'Could not get trades due to networking error. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1,
@@ -717,13 +742,13 @@ class Exchange(object):
                                            price=price, takerOrMaker=taker_or_maker)['rate']
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
+                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
 
 def is_exchange_bad(exchange: str) -> bool:
-    return exchange in ['bitmex']
+    return exchange in ['bitmex', 'bitstamp']
 
 
 def is_exchange_available(exchange: str, ccxt_module=None) -> bool:

freqtrade/freqtradebot.py

@@ -478,8 +478,11 @@ class FreqtradeBot(object):
             return order_amount
 
         # use fee from order-dict if possible
-        if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}):
+        if ('fee' in order and order['fee'] is not None and
-            if trade.pair.startswith(order['fee']['currency']):
+                (order['fee'].keys() >= {'currency', 'cost'})):
+            if (order['fee']['currency'] is not None and
+                    order['fee']['cost'] is not None and
+                    trade.pair.startswith(order['fee']['currency'])):
                 new_amount = order_amount - order['fee']['cost']
                 logger.info("Applying fee on amount for %s (from %s to %s) from Order",
                             trade, order['amount'], new_amount)
@@ -496,9 +499,12 @@ class FreqtradeBot(object):
         fee_abs = 0
         for exectrade in trades:
             amount += exectrade['amount']
-            if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}):
+            if ("fee" in exectrade and exectrade['fee'] is not None and
+                    (exectrade['fee'].keys() >= {'currency', 'cost'})):
                 # only applies if fee is in quote currency!
-                if trade.pair.startswith(exectrade['fee']['currency']):
+                if (exectrade['fee']['currency'] is not None and
+                        exectrade['fee']['cost'] is not None and
+                        trade.pair.startswith(exectrade['fee']['currency'])):
                     fee_abs += exectrade['fee']['cost']
 
         if amount != order_amount:
@@ -518,7 +524,11 @@ class FreqtradeBot(object):
         if trade.open_order_id:
             # Update trade with order values
             logger.info('Found open order for %s', trade)
-            order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
+            try:
+                order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
+            except InvalidOrderException as exception:
+                logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
+                return
             # Try update amount (binance-fix)
             try:
                 new_amount = self.get_real_amount(trade, order)
@@ -586,13 +596,13 @@ class FreqtradeBot(object):
                 logger.info('  order book asks top %s: %0.8f', i, order_book_rate)
                 sell_rate = order_book_rate
 
-                if self.check_sell(trade, sell_rate, buy, sell):
+                if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True
 
         else:
             logger.debug('checking sell')
             sell_rate = self.get_sell_rate(trade.pair, True)
-            if self.check_sell(trade, sell_rate, buy, sell):
+            if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                 return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -662,7 +672,7 @@ class FreqtradeBot(object):
         if stoploss_order and stoploss_order['status'] == 'closed':
             trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
             trade.update(stoploss_order)
-            self.notify_sell(trade)
+            self._notify_sell(trade)
             return True
 
         # Finally we check if stoploss on exchange should be moved up because of trailing.
@@ -707,13 +717,15 @@ class FreqtradeBot(object):
                     logger.exception(f"Could create trailing stoploss order "
                                      f"for pair {trade.pair}.")
 
-    def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
+    def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
-        if self.edge:
+                                buy: bool, sell: bool) -> bool:
-            stoploss = self.edge.stoploss(trade.pair)
+        """
-            should_sell = self.strategy.should_sell(
+        Check and execute sell
-                trade, sell_rate, datetime.utcnow(), buy, sell, force_stoploss=stoploss)
+        """
-        else:
+        should_sell = self.strategy.should_sell(
-            should_sell = self.strategy.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell)
+                trade, sell_rate, datetime.utcnow(), buy, sell,
+                force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
+        )
 
         if should_sell.sell_flag:
             self.execute_sell(trade, sell_rate, should_sell.sell_type)
@@ -741,7 +753,7 @@ class FreqtradeBot(object):
                 if not trade.open_order_id:
                     continue
                 order = self.exchange.get_order(trade.open_order_id, trade.pair)
-            except (RequestException, DependencyException):
+            except (RequestException, DependencyException, InvalidOrderException):
                 logger.info(
                     'Cannot query order for %s due to %s',
                     trade,
@@ -867,9 +879,9 @@ class FreqtradeBot(object):
         trade.close_rate_requested = limit
         trade.sell_reason = sell_reason.value
         Trade.session.flush()
-        self.notify_sell(trade)
+        self._notify_sell(trade)
 
-    def notify_sell(self, trade: Trade):
+    def _notify_sell(self, trade: Trade):
         """
         Sends rpc notification when a sell occured.
         """

freqtrade/loggers.py

@@ -0,0 +1,50 @@
+import logging
+import sys
+
+from logging.handlers import RotatingFileHandler
+from typing import Any, Dict, List
+
+
+logger = logging.getLogger(__name__)
+
+
+def _set_loggers(verbosity: int = 0) -> None:
+    """
+    Set the logging level for third party libraries
+    :return: None
+    """
+
+    logging.getLogger('requests').setLevel(
+            logging.INFO if verbosity <= 1 else logging.DEBUG
+    )
+    logging.getLogger("urllib3").setLevel(
+            logging.INFO if verbosity <= 1 else logging.DEBUG
+    )
+    logging.getLogger('ccxt.base.exchange').setLevel(
+            logging.INFO if verbosity <= 2 else logging.DEBUG
+    )
+    logging.getLogger('telegram').setLevel(logging.INFO)
+
+
+def setup_logging(config: Dict[str, Any]) -> None:
+    """
+    Process -v/--verbose, --logfile options
+    """
+    # Log level
+    verbosity = config['verbosity']
+
+    # Log to stdout, not stderr
+    log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stdout)]
+
+    if config.get('logfile'):
+        log_handlers.append(RotatingFileHandler(config['logfile'],
+                                                maxBytes=1024 * 1024,  # 1Mb
+                                                backupCount=10))
+
+    logging.basicConfig(
+        level=logging.INFO if verbosity < 1 else logging.DEBUG,
+        format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
+        handlers=log_handlers
+    )
+    _set_loggers(verbosity)
+    logger.info('Verbosity set to %s', verbosity)

freqtrade/main.py

@@ -15,8 +15,7 @@ from argparse import Namespace
 from typing import Any, List
 
 from freqtrade import OperationalException
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
-from freqtrade.configuration import set_loggers
 from freqtrade.worker import Worker
 
 
@@ -32,8 +31,6 @@ def main(sysargv: List[str] = None) -> None:
     return_code: Any = 1
     worker = None
     try:
-        set_loggers()
-
         arguments = Arguments(
             sysargv,
             'Free, open source crypto trading bot'

freqtrade/misc.py

@@ -5,10 +5,8 @@ import gzip
 import logging
 import re
 from datetime import datetime
-from typing import Dict
 
 import numpy as np
-from pandas import DataFrame
 import rapidjson
 
 
@@ -41,24 +39,6 @@ def datesarray_to_datetimearray(dates: np.ndarray) -> np.ndarray:
     return dates.dt.to_pydatetime()
 
 
-def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray:
-    """
-    Return dates from Dataframe
-    :param dfs: Dict with format pair: pair_data
-    :return: List of dates
-    """
-    alldates = {}
-    for pair, pair_data in dfs.items():
-        dates = datesarray_to_datetimearray(pair_data['date'])
-        for date in dates:
-            alldates[date] = 1
-    lst = []
-    for date, _ in alldates.items():
-        lst.append(date)
-    arr = np.array(lst)
-    return np.sort(arr, axis=0)
-
-
 def file_dump_json(filename, data, is_zip=False) -> None:
     """
     Dump JSON data into a file

freqtrade/optimize/backtesting.py

@@ -12,7 +12,7 @@ from typing import Any, Dict, List, NamedTuple, Optional
 from pandas import DataFrame
 from tabulate import tabulate
 
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
 from freqtrade.data import history
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exchange import timeframe_to_minutes
@@ -252,22 +252,20 @@ class Backtesting(object):
             sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, sell_row.buy,
                                              sell_row.sell, low=sell_row.low, high=sell_row.high)
             if sell.sell_flag:
-
                 trade_dur = int((sell_row.date - buy_row.date).total_seconds() // 60)
                 # Special handling if high or low hit STOP_LOSS or ROI
                 if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
                     # Set close_rate to stoploss
                     closerate = trade.stop_loss
                 elif sell.sell_type == (SellType.ROI):
-                    # get next entry in min_roi > to trade duration
+                    roi = self.strategy.min_roi_reached_entry(trade_dur)
-                    # Interface.py skips on trade_duration <= duration
+                    if roi is not None:
-                    roi_entry = max(list(filter(lambda x: trade_dur >= x,
+                        # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
-                                                self.strategy.minimal_roi.keys())))
+                        closerate = - (trade.open_rate * roi + trade.open_rate *
-                    roi = self.strategy.minimal_roi[roi_entry]
+                                       (1 + trade.fee_open)) / (trade.fee_close - 1)
-
+                    else:
-                    # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
+                        # This should not be reached...
-                    closerate = - (trade.open_rate * roi + trade.open_rate *
+                        closerate = sell_row.open
-                                   (1 + trade.fee_open)) / (trade.fee_close - 1)
                 else:
                     closerate = sell_row.open
 
@@ -321,6 +319,9 @@ class Backtesting(object):
             position_stacking: do we allow position stacking? (default: False)
         :return: DataFrame
         """
+        # Arguments are long and noisy, so this is commented out.
+        # Uncomment if you need to debug the backtest() method.
+#        logger.debug(f"Start backtest, args: {args}")
         processed = args['processed']
         stake_amount = args['stake_amount']
         max_open_trades = args.get('max_open_trades', 0)

freqtrade/optimize/default_hyperopt.py

@@ -1,17 +1,15 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
+from functools import reduce
+from typing import Any, Callable, Dict, List
+
 import talib.abstract as ta
 from pandas import DataFrame
-from typing import Dict, Any, Callable, List
-from functools import reduce
-
 from skopt.space import Categorical, Dimension, Integer, Real
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
-class_name = 'DefaultHyperOpts'
-
 
 class DefaultHyperOpts(IHyperOpt):
     """

freqtrade/optimize/default_hyperopt_loss.py

@@ -0,0 +1,52 @@
+"""
+DefaultHyperOptLoss
+This module defines the default HyperoptLoss class which is being used for
+Hyperoptimization.
+"""
+from math import exp
+
+from pandas import DataFrame
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+# Set TARGET_TRADES to suit your number concurrent trades so its realistic
+# to the number of days
+TARGET_TRADES = 600
+
+# This is assumed to be expected avg profit * expected trade count.
+# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
+# expected max profit = 3.85
+# Check that the reported Σ% values do not exceed this!
+# Note, this is ratio. 3.85 stated above means 385Σ%.
+EXPECTED_MAX_PROFIT = 3.0
+
+# Max average trade duration in minutes.
+# If eval ends with higher value, we consider it a failed eval.
+MAX_ACCEPTED_TRADE_DURATION = 300
+
+
+class DefaultHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the default loss function for hyperopt
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results
+        This is the Default algorithm
+        Weights are distributed as follows:
+        * 0.4 to trade duration
+        * 0.25: Avoiding trade loss
+        * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
+        """
+        total_profit = results.profit_percent.sum()
+        trade_duration = results.trade_duration.mean()
+
+        trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
+        profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
+        duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
+        result = trade_loss + profit_loss + duration_loss
+        return result

freqtrade/optimize/edge_cli.py

@@ -9,7 +9,7 @@ from tabulate import tabulate
 from freqtrade import constants
 from freqtrade.edge import Edge
 
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
 from freqtrade.exchange import Exchange
 from freqtrade.resolvers import StrategyResolver
 

freqtrade/optimize/hyperopt.py

@@ -7,7 +7,7 @@ This module contains the hyperopt logic
 import logging
 import os
 import sys
-from math import exp
+
 from operator import itemgetter
 from pathlib import Path
 from pprint import pprint
@@ -18,10 +18,12 @@ from pandas import DataFrame
 from skopt import Optimizer
 from skopt.space import Dimension
 
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
 from freqtrade.data.history import load_data, get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
-from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
+# Import IHyperOptLoss to allow users import from this file
+from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F4
+from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver
 
 
 logger = logging.getLogger(__name__)
@@ -46,27 +48,46 @@ class Hyperopt(Backtesting):
         super().__init__(config)
         self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
 
-        # set TARGET_TRADES to suit your number concurrent trades so its realistic
+        self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
-        # to the number of days
+        self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
-        self.target_trades = 600
+
         self.total_tries = config.get('epochs', 0)
         self.current_best_loss = 100
 
-        # max average trade duration in minutes
+        if not self.config.get('hyperopt_continue'):
-        # if eval ends with higher value, we consider it a failed eval
+            self.clean_hyperopt()
-        self.max_accepted_trade_duration = 300
+        else:
-
+            logger.info("Continuing on previous hyperopt results.")
-        # This is assumed to be expected avg profit * expected trade count.
-        # For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
-        # self.expected_max_profit = 3.85
-        # Check that the reported Σ% values do not exceed this!
-        # Note, this is ratio. 3.85 stated above means 385Σ%.
-        self.expected_max_profit = 3.0
 
         # Previous evaluations
         self.trials_file = TRIALSDATA_PICKLE
         self.trials: List = []
 
+        # Populate functions here (hasattr is slow so should not be run during "regular" operations)
+        if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
+            self.advise_buy = self.custom_hyperopt.populate_buy_trend  # type: ignore
+
+        if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
+            self.advise_sell = self.custom_hyperopt.populate_sell_trend  # type: ignore
+
+            # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
+        if self.config.get('use_max_market_positions', True):
+            self.max_open_trades = self.config['max_open_trades']
+        else:
+            logger.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
+            self.max_open_trades = 0
+        self.position_stacking = self.config.get('position_stacking', False),
+
+    def clean_hyperopt(self):
+        """
+        Remove hyperopt pickle files to restart hyperopt.
+        """
+        for f in [TICKERDATA_PICKLE, TRIALSDATA_PICKLE]:
+            p = Path(f)
+            if p.is_file():
+                logger.info(f"Removing `{p}`.")
+                p.unlink()
+
     def get_args(self, params):
         dimensions = self.hyperopt_space()
         # Ensure the number of dimensions match
@@ -134,16 +155,6 @@ class Hyperopt(Backtesting):
             print('.', end='')
             sys.stdout.flush()
 
-    def calculate_loss(self, total_profit: float, trade_count: int, trade_duration: float) -> float:
-        """
-        Objective function, returns smaller number for more optimal results
-        """
-        trade_loss = 1 - 0.25 * exp(-(trade_count - self.target_trades) ** 2 / 10 ** 5.8)
-        profit_loss = max(0, 1 - total_profit / self.expected_max_profit)
-        duration_loss = 0.4 * min(trade_duration / self.max_accepted_trade_duration, 1)
-        result = trade_loss + profit_loss + duration_loss
-        return result
-
     def has_space(self, space: str) -> bool:
         """
         Tell if a space value is contained in the configuration
@@ -172,39 +183,40 @@ class Hyperopt(Backtesting):
         return spaces
 
     def generate_optimizer(self, _params: Dict) -> Dict:
+        """
+        Used Optimize function. Called once per epoch to optimize whatever is configured.
+        Keep this function as optimized as possible!
+        """
         params = self.get_args(_params)
         if self.has_space('roi'):
             self.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
 
         if self.has_space('buy'):
             self.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
-        elif hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-            self.advise_buy = self.custom_hyperopt.populate_buy_trend  # type: ignore
 
         if self.has_space('sell'):
             self.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
-        elif hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-            self.advise_sell = self.custom_hyperopt.populate_sell_trend  # type: ignore
 
         if self.has_space('stoploss'):
             self.strategy.stoploss = params['stoploss']
 
         processed = load(TICKERDATA_PICKLE)
+
         min_date, max_date = get_timeframe(processed)
+
         results = self.backtest(
             {
                 'stake_amount': self.config['stake_amount'],
                 'processed': processed,
-                'position_stacking': self.config.get('position_stacking', True),
+                'max_open_trades': self.max_open_trades,
+                'position_stacking': self.position_stacking,
                 'start_date': min_date,
                 'end_date': max_date,
             }
         )
         result_explanation = self.format_results(results)
 
-        total_profit = results.profit_percent.sum()
         trade_count = len(results.index)
-        trade_duration = results.trade_duration.mean()
 
         # If this evaluation contains too short amount of trades to be
         # interesting -- consider it as 'bad' (assigned max. loss value)
@@ -217,7 +229,8 @@ class Hyperopt(Backtesting):
                 'result': result_explanation,
             }
 
-        loss = self.calculate_loss(total_profit, trade_count, trade_duration)
+        loss = self.calculate_loss(results=results, trade_count=trade_count,
+                                   min_date=min_date.datetime, max_date=max_date.datetime)
 
         return {
             'loss': loss,
@@ -288,9 +301,8 @@ class Hyperopt(Backtesting):
             (max_date - min_date).days
         )
 
-        if self.has_space('buy') or self.has_space('sell'):
+        self.strategy.advise_indicators = \
-            self.strategy.advise_indicators = \
+            self.custom_hyperopt.populate_indicators  # type: ignore
-                self.custom_hyperopt.populate_indicators  # type: ignore
 
         preprocessed = self.strategy.tickerdata_to_dataframe(data)
 

freqtrade/optimize/hyperopt_loss_interface.py

@@ -0,0 +1,25 @@
+"""
+IHyperOptLoss interface
+This module defines the interface for the loss-function for hyperopts
+"""
+
+from abc import ABC, abstractmethod
+from datetime import datetime
+
+from pandas import DataFrame
+
+
+class IHyperOptLoss(ABC):
+    """
+    Interface for freqtrade hyperopts Loss functions.
+    Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
+    """
+    ticker_interval: str
+
+    @staticmethod
+    @abstractmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime, *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results
+        """

freqtrade/optimize/hyperopt_loss_onlyprofit.py

@@ -0,0 +1,38 @@
+"""
+OnlyProfitHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from pandas import DataFrame
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+# This is assumed to be expected avg profit * expected trade count.
+# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
+# expected max profit = 3.85
+#
+# Note, this is ratio. 3.85 stated above means 385Σ%, 3.0 means 300Σ%.
+#
+# In this implementation it's only used in calculation of the resulting value
+# of the objective function as a normalization coefficient and does not
+# represent any limit for profits as in the Freqtrade legacy default loss function.
+EXPECTED_MAX_PROFIT = 3.0
+
+
+class OnlyProfitHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation takes only profit into account.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results.
+        """
+        total_profit = results.profit_percent.sum()
+        return 1 - total_profit / EXPECTED_MAX_PROFIT

freqtrade/optimize/hyperopt_loss_sharpe.py

@@ -0,0 +1,45 @@
+"""
+SharpeHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from datetime import datetime
+
+from pandas import DataFrame
+import numpy as np
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+class SharpeHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation uses the Sharpe Ratio calculation.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for more optimal results.
+
+        Uses Sharpe Ratio calculation.
+        """
+        total_profit = results.profit_percent
+        days_period = (max_date - min_date).days
+
+        # adding slippage of 0.1% per trade
+        total_profit = total_profit - 0.0005
+        expected_yearly_return = total_profit.sum() / days_period
+
+        if (np.std(total_profit) != 0.):
+            sharp_ratio = expected_yearly_return / np.std(total_profit) * np.sqrt(365)
+        else:
+            # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
+            sharp_ratio = 20.
+
+        # print(expected_yearly_return, np.std(total_profit), sharp_ratio)
+        return -sharp_ratio

freqtrade/plot/plotting.py

@@ -1,22 +1,68 @@
 import logging
-from typing import List
+from pathlib import Path
+from typing import Dict, List, Optional
 
 import pandas as pd
-from pathlib import Path
+
+from freqtrade.configuration import Arguments
+from freqtrade.data import history
+from freqtrade.data.btanalysis import (combine_tickers_with_mean,
+                                       create_cum_profit, load_trades)
+from freqtrade.exchange import Exchange
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 
 logger = logging.getLogger(__name__)
 
 
 try:
-    from plotly import tools
+    from plotly.subplots import make_subplots
     from plotly.offline import plot
-    import plotly.graph_objs as go
+    import plotly.graph_objects as go
 except ImportError:
     logger.exception("Module plotly not found \n Please install using `pip install plotly`")
     exit(1)
 
 
-def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots:
+def init_plotscript(config):
+    """
+    Initialize objects needed for plotting
+    :return: Dict with tickers, trades, pairs and strategy
+    """
+    exchange: Optional[Exchange] = None
+
+    # Exchange is only needed when downloading data!
+    if config.get("live", False) or config.get("refresh_pairs", False):
+        exchange = ExchangeResolver(config.get('exchange', {}).get('name'),
+                                    config).exchange
+
+    strategy = StrategyResolver(config).strategy
+    if "pairs" in config:
+        pairs = config["pairs"].split(',')
+    else:
+        pairs = config["exchange"]["pair_whitelist"]
+
+    # Set timerange to use
+    timerange = Arguments.parse_timerange(config.get("timerange"))
+
+    tickers = history.load_data(
+        datadir=Path(str(config.get("datadir"))),
+        pairs=pairs,
+        ticker_interval=config['ticker_interval'],
+        refresh_pairs=config.get('refresh_pairs', False),
+        timerange=timerange,
+        exchange=exchange,
+        live=config.get("live", False),
+    )
+
+    trades = load_trades(config)
+    return {"tickers": tickers,
+            "trades": trades,
+            "pairs": pairs,
+            "strategy": strategy,
+            }
+
+
+def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
     """
     Generator all the indicator selected by the user for a specific row
     :param fig: Plot figure to append to
@@ -33,7 +79,7 @@ def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.m
                 mode='lines',
                 name=indicator
             )
-            fig.append_trace(scattergl, row, 1)
+            fig.add_trace(scattergl, row, 1)
         else:
             logger.info(
                 'Indicator "%s" ignored. Reason: This indicator is not found '
@@ -44,9 +90,29 @@ def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.m
     return fig
 
 
-def plot_trades(fig, trades: pd.DataFrame):
+def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
     """
-    Plot trades to "fig"
+    Add profit-plot
+    :param fig: Plot figure to append to
+    :param row: row number for this plot
+    :param data: candlestick DataFrame
+    :param column: Column to use for plot
+    :param name: Name to use
+    :return: fig with added profit plot
+    """
+    profit = go.Scattergl(
+        x=data.index,
+        y=data[column],
+        name=name,
+    )
+    fig.add_trace(profit, row, 1)
+
+    return fig
+
+
+def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
+    """
+    Add trades to "fig"
     """
     # Trades can be empty
     if trades is not None and len(trades) > 0:
@@ -79,20 +145,16 @@ def plot_trades(fig, trades: pd.DataFrame):
                 color='red'
             )
         )
-        fig.append_trace(trade_buys, 1, 1)
+        fig.add_trace(trade_buys, 1, 1)
-        fig.append_trace(trade_sells, 1, 1)
+        fig.add_trace(trade_sells, 1, 1)
     else:
         logger.warning("No trades found.")
     return fig
 
 
-def generate_graph(
+def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None,
-    pair: str,
+                               indicators1: List[str] = [],
-    data: pd.DataFrame,
+                               indicators2: List[str] = [],) -> go.Figure:
-    trades: pd.DataFrame = None,
-    indicators1: List[str] = [],
-    indicators2: List[str] = [],
-) -> go.Figure:
     """
     Generate the graph from the data generated by Backtesting or from DB
     Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
@@ -105,7 +167,7 @@ def generate_graph(
     """
 
     # Define the graph
-    fig = tools.make_subplots(
+    fig = make_subplots(
         rows=3,
         cols=1,
         shared_xaxes=True,
@@ -127,7 +189,7 @@ def generate_graph(
         close=data.close,
         name='Price'
     )
-    fig.append_trace(candles, 1, 1)
+    fig.add_trace(candles, 1, 1)
 
     if 'buy' in data.columns:
         df_buy = data[data['buy'] == 1]
@@ -144,7 +206,7 @@ def generate_graph(
                     color='green',
                 )
             )
-            fig.append_trace(buys, 1, 1)
+            fig.add_trace(buys, 1, 1)
         else:
             logger.warning("No buy-signals found.")
 
@@ -163,7 +225,7 @@ def generate_graph(
                     color='red',
                 )
             )
-            fig.append_trace(sells, 1, 1)
+            fig.add_trace(sells, 1, 1)
         else:
             logger.warning("No sell-signals found.")
 
@@ -182,11 +244,11 @@ def generate_graph(
             fillcolor="rgba(0,176,246,0.2)",
             line={'color': 'rgba(255,255,255,0)'},
         )
-        fig.append_trace(bb_lower, 1, 1)
+        fig.add_trace(bb_lower, 1, 1)
-        fig.append_trace(bb_upper, 1, 1)
+        fig.add_trace(bb_upper, 1, 1)
 
     # Add indicators to main plot
-    fig = generate_row(fig=fig, row=1, indicators=indicators1, data=data)
+    fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data)
 
     fig = plot_trades(fig, trades)
 
@@ -196,15 +258,57 @@ def generate_graph(
         y=data['volume'],
         name='Volume'
     )
-    fig.append_trace(volume, 2, 1)
+    fig.add_trace(volume, 2, 1)
 
     # Add indicators to seperate row
-    fig = generate_row(fig=fig, row=3, indicators=indicators2, data=data)
+    fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data)
 
     return fig
 
 
-def generate_plot_file(fig, pair, ticker_interval) -> None:
+def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
+                          trades: pd.DataFrame) -> go.Figure:
+    # Combine close-values for all pairs, rename columns to "pair"
+    df_comb = combine_tickers_with_mean(tickers, "close")
+
+    # Add combined cumulative profit
+    df_comb = create_cum_profit(df_comb, trades, 'cum_profit')
+
+    # Plot the pairs average close prices, and total profit growth
+    avgclose = go.Scattergl(
+        x=df_comb.index,
+        y=df_comb['mean'],
+        name='Avg close price',
+    )
+
+    fig = make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
+    fig['layout'].update(title="Profit plot")
+
+    fig.add_trace(avgclose, 1, 1)
+    fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
+
+    for pair in pairs:
+        profit_col = f'cum_profit_{pair}'
+        df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col)
+
+        fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
+
+    return fig
+
+
+def generate_plot_filename(pair, ticker_interval) -> str:
+    """
+    Generate filenames per pair/ticker_interval to be used for storing plots
+    """
+    pair_name = pair.replace("/", "_")
+    file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
+
+    logger.info('Generate plot file for %s', pair)
+
+    return file_name
+
+
+def store_plot_file(fig, filename: str, auto_open: bool = False) -> None:
     """
     Generate a plot html file from pre populated fig plotly object
     :param fig: Plotly Figure to plot
@@ -212,12 +316,8 @@ def generate_plot_file(fig, pair, ticker_interval) -> None:
     :param ticker_interval: Used as part of the filename
     :return: None
     """
-    logger.info('Generate plot file for %s', pair)
-
-    pair_name = pair.replace("/", "_")
-    file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
 
     Path("user_data/plots").mkdir(parents=True, exist_ok=True)
 
-    plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)),
+    plot(fig, filename=str(Path('user_data/plots').joinpath(filename)),
-         auto_open=False)
+         auto_open=auto_open)

freqtrade/resolvers/exchange_resolver.py

@@ -28,6 +28,7 @@ class ExchangeResolver(IResolver):
         except ImportError:
             logger.info(
                 f"No {exchange_name} specific subclass found. Using the generic class instead.")
+        if not hasattr(self, "exchange"):
             self.exchange = Exchange(config)
 
     def _load_exchange(
@@ -44,13 +45,13 @@ class ExchangeResolver(IResolver):
 
             exchange = ex_class(kwargs['config'])
             if exchange:
-                logger.info("Using resolved exchange %s", exchange_name)
+                logger.info(f"Using resolved exchange '{exchange_name}'...")
                 return exchange
         except AttributeError:
             # Pass and raise ImportError instead
             pass
 
         raise ImportError(
-            "Impossible to load Exchange '{}'. This class does not exist"
+            f"Impossible to load Exchange '{exchange_name}'. This class does not exist "
-            " or contains Python code errors".format(exchange_name)
+            "or contains Python code errors."
         )

freqtrade/resolvers/hyperopt_resolver.py

@@ -7,8 +7,10 @@ import logging
 from pathlib import Path
 from typing import Optional, Dict
 
-from freqtrade.constants import DEFAULT_HYPEROPT
+from freqtrade import OperationalException
+from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
+from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
 
 logger = logging.getLogger(__name__)
@@ -21,12 +23,11 @@ class HyperOptResolver(IResolver):
 
     __slots__ = ['hyperopt']
 
-    def __init__(self, config: Optional[Dict] = None) -> None:
+    def __init__(self, config: Dict) -> None:
         """
         Load the custom class from config parameter
-        :param config: configuration dictionary or None
+        :param config: configuration dictionary
         """
-        config = config or {}
 
         # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
         hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
@@ -53,25 +54,75 @@ class HyperOptResolver(IResolver):
         current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
         abs_paths = [
-            current_path.parent.parent.joinpath('user_data/hyperopts'),
+            Path.cwd().joinpath('user_data/hyperopts'),
             current_path,
         ]
 
         if extra_dir:
             # Add extra hyperopt directory on top of search paths
-            abs_paths.insert(0, Path(extra_dir))
+            abs_paths.insert(0, Path(extra_dir).resolve())
 
-        for _path in abs_paths:
+        hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt,
-            try:
+                                     object_name=hyperopt_name)
-                hyperopt = self._search_object(directory=_path, object_type=IHyperOpt,
+        if hyperopt:
-                                               object_name=hyperopt_name)
+            return hyperopt
-                if hyperopt:
+        raise OperationalException(
-                    logger.info("Using resolved hyperopt %s from '%s'", hyperopt_name, _path)
+            f"Impossible to load Hyperopt '{hyperopt_name}'. This class does not exist "
-                    return hyperopt
+            "or contains Python code errors."
-            except FileNotFoundError:
+        )
-                logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
+
-
+
-        raise ImportError(
+class HyperOptLossResolver(IResolver):
-            "Impossible to load Hyperopt '{}'. This class does not exist"
+    """
-            " or contains Python code errors".format(hyperopt_name)
+    This class contains all the logic to load custom hyperopt loss class
+    """
+
+    __slots__ = ['hyperoptloss']
+
+    def __init__(self, config: Optional[Dict] = None) -> None:
+        """
+        Load the custom class from config parameter
+        :param config: configuration dictionary or None
+        """
+        config = config or {}
+
+        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
+        hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
+        self.hyperoptloss = self._load_hyperoptloss(
+            hyperopt_name, extra_dir=config.get('hyperopt_path'))
+
+        # Assign ticker_interval to be used in hyperopt
+        self.hyperoptloss.__class__.ticker_interval = str(config['ticker_interval'])
+
+        if not hasattr(self.hyperoptloss, 'hyperopt_loss_function'):
+            raise OperationalException(
+                f"Found hyperopt {hyperopt_name} does not implement `hyperopt_loss_function`.")
+
+    def _load_hyperoptloss(
+            self, hyper_loss_name: str, extra_dir: Optional[str] = None) -> IHyperOptLoss:
+        """
+        Search and loads the specified hyperopt loss class.
+        :param hyper_loss_name: name of the module to import
+        :param extra_dir: additional directory to search for the given hyperopt
+        :return: HyperOptLoss instance or None
+        """
+        current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
+
+        abs_paths = [
+            Path.cwd().joinpath('user_data/hyperopts'),
+            current_path,
+        ]
+
+        if extra_dir:
+            # Add extra hyperopt directory on top of search paths
+            abs_paths.insert(0, Path(extra_dir).resolve())
+
+        hyperoptloss = self._load_object(paths=abs_paths, object_type=IHyperOptLoss,
+                                         object_name=hyper_loss_name)
+        if hyperoptloss:
+            return hyperoptloss
+
+        raise OperationalException(
+            f"Impossible to load HyperoptLoss '{hyper_loss_name}'. This class does not exist "
+            "or contains Python code errors."
         )

freqtrade/resolvers/iresolver.py

@@ -7,7 +7,7 @@ import importlib.util
 import inspect
 import logging
 from pathlib import Path
-from typing import Optional, Type, Any
+from typing import Any, List, Optional, Tuple, Type, Union
 
 logger = logging.getLogger(__name__)
 
@@ -45,7 +45,7 @@ class IResolver(object):
 
     @staticmethod
     def _search_object(directory: Path, object_type, object_name: str,
-                       kwargs: dict = {}) -> Optional[Any]:
+                       kwargs: dict = {}) -> Union[Tuple[Any, Path], Tuple[None, None]]:
         """
         Search for the objectname in the given directory
         :param directory: relative or absolute directory path
@@ -57,9 +57,33 @@ class IResolver(object):
             if not str(entry).endswith('.py'):
                 logger.debug('Ignoring %s', entry)
                 continue
+            module_path = Path.resolve(directory.joinpath(entry))
             obj = IResolver._get_valid_object(
-                object_type, Path.resolve(directory.joinpath(entry)), object_name
+                object_type, module_path, object_name
             )
             if obj:
-                return obj(**kwargs)
+                return (obj(**kwargs), module_path)
+        return (None, None)
+
+    @staticmethod
+    def _load_object(paths: List[Path], object_type, object_name: str,
+                     kwargs: dict = {}) -> Optional[Any]:
+        """
+        Try to load object from path list.
+        """
+
+        for _path in paths:
+            try:
+                (module, module_path) = IResolver._search_object(directory=_path,
+                                                                 object_type=object_type,
+                                                                 object_name=object_name,
+                                                                 kwargs=kwargs)
+                if module:
+                    logger.info(
+                        f"Using resolved {object_type.__name__.lower()[1:]} {object_name} "
+                        f"from '{module_path}'...")
+                    return module
+            except FileNotFoundError:
+                logger.warning('Path "%s" does not exist.', _path.resolve())
+
         return None

freqtrade/resolvers/pairlist_resolver.py

@@ -6,6 +6,7 @@ This module load custom hyperopts
 import logging
 from pathlib import Path
 
+from freqtrade import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import IResolver
 
@@ -38,22 +39,15 @@ class PairListResolver(IResolver):
         current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
 
         abs_paths = [
-            current_path.parent.parent.joinpath('user_data/pairlist'),
+            Path.cwd().joinpath('user_data/pairlist'),
             current_path,
         ]
 
-        for _path in abs_paths:
+        pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
-            try:
+                                     object_name=pairlist_name, kwargs=kwargs)
-                pairlist = self._search_object(directory=_path, object_type=IPairList,
+        if pairlist:
-                                               object_name=pairlist_name,
+            return pairlist
-                                               kwargs=kwargs)
+        raise OperationalException(
-                if pairlist:
+            f"Impossible to load Pairlist '{pairlist_name}'. This class does not exist "
-                    logger.info("Using resolved pairlist %s from '%s'", pairlist_name, _path)
+            "or contains Python code errors."
-                    return pairlist
-            except FileNotFoundError:
-                logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
-
-        raise ImportError(
-            "Impossible to load Pairlist '{}'. This class does not exist"
-            " or contains Python code errors".format(pairlist_name)
         )

freqtrade/resolvers/strategy_resolver.py

@@ -11,7 +11,7 @@ from inspect import getfullargspec
 from pathlib import Path
 from typing import Dict, Optional
 
-from freqtrade import constants
+from freqtrade import constants, OperationalException
 from freqtrade.resolvers import IResolver
 from freqtrade.strategy import import_strategy
 from freqtrade.strategy.interface import IStrategy
@@ -132,7 +132,7 @@ class StrategyResolver(IResolver):
             abs_paths.insert(0, Path(extra_dir).resolve())
 
         if ":" in strategy_name:
-            logger.info("loading base64 endocded strategy")
+            logger.info("loading base64 encoded strategy")
             strat = strategy_name.split(":")
 
             if len(strat) == 2:
@@ -147,25 +147,21 @@ class StrategyResolver(IResolver):
                 # register temp path with the bot
                 abs_paths.insert(0, temp.resolve())
 
-        for _path in abs_paths:
+        strategy = self._load_object(paths=abs_paths, object_type=IStrategy,
-            try:
+                                     object_name=strategy_name, kwargs={'config': config})
-                strategy = self._search_object(directory=_path, object_type=IStrategy,
+        if strategy:
-                                               object_name=strategy_name, kwargs={'config': config})
+            strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
-                if strategy:
+            strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
-                    logger.info("Using resolved strategy %s from '%s'", strategy_name, _path)
+            strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
-                    strategy._populate_fun_len = len(
-                        getfullargspec(strategy.populate_indicators).args)
-                    strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
-                    strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
-                    try:
-                        return import_strategy(strategy, config=config)
-                    except TypeError as e:
-                        logger.warning(
-                            f"Impossible to load strategy '{strategy}' from {_path}. Error: {e}")
-            except FileNotFoundError:
-                logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
 
-        raise ImportError(
+            try:
-            f"Impossible to load Strategy '{strategy_name}'. This class does not exist"
+                return import_strategy(strategy, config=config)
-            " or contains Python code errors"
+            except TypeError as e:
+                logger.warning(
+                    f"Impossible to load strategy '{strategy_name}'. "
+                    f"Error: {e}")
+
+        raise OperationalException(
+            f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
+            "or contains Python code errors."
         )

freqtrade/rpc/rpc.py

@@ -281,10 +281,11 @@ class RPC(object):
                 rate = 1.0
             else:
                 try:
-                    if coin in('USDT', 'USD', 'EUR'):
+                    pair = self._freqtrade.exchange.get_valid_pair_combination(coin, "BTC")
-                        rate = 1.0 / self._freqtrade.get_sell_rate('BTC/' + coin, False)
+                    if pair.startswith("BTC"):
+                        rate = 1.0 / self._freqtrade.get_sell_rate(pair, False)
                     else:
-                        rate = self._freqtrade.get_sell_rate(coin + '/BTC', False)
+                        rate = self._freqtrade.get_sell_rate(pair, False)
                 except (TemporaryError, DependencyException):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue
@@ -298,7 +299,10 @@ class RPC(object):
                 'est_btc': est_btc,
             })
         if total == 0.0:
-            raise RPCException('all balances are zero')
+            if self._freqtrade.config.get('dry_run', False):
+                raise RPCException('Running in Dry Run, balances are not available.')
+            else:
+                raise RPCException('All balances are zero.')
 
         symbol = fiat_display_currency
         value = self._fiat_converter.convert_amount(total, 'BTC',

freqtrade/rpc/telegram.py

@@ -217,7 +217,8 @@ class Telegram(RPC):
 
                     "*Open Order:* `{open_order}`" if r['open_order'] else ""
                 ]
-                messages.append("\n".join(filter(None, lines)).format(**r))
+                # Filter empty lines using list-comprehension
+                messages.append("\n".join([l for l in lines if l]).format(**r))
 
             for msg in messages:
                 self._send_msg(msg, bot=bot)

freqtrade/strategy/interface.py

@@ -6,7 +6,7 @@ import logging
 from abc import ABC, abstractmethod
 from datetime import datetime
 from enum import Enum
-from typing import Dict, List, NamedTuple, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple
 import warnings
 
 import arrow
@@ -347,23 +347,32 @@ class IStrategy(ABC):
 
         return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
 
+    def min_roi_reached_entry(self, trade_dur: int) -> Optional[float]:
+        """
+        Based on trade duration defines the ROI entry that may have been reached.
+        :param trade_dur: trade duration in minutes
+        :return: minimal ROI entry value or None if none proper ROI entry was found.
+        """
+        # Get highest entry in ROI dict where key <= trade-duration
+        roi_list = list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys()))
+        if not roi_list:
+            return None
+        roi_entry = max(roi_list)
+        return self.minimal_roi[roi_entry]
+
     def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
         """
-        Based an earlier trade and current price and ROI configuration, decides whether bot should
+        Based on trade duration, current price and ROI configuration, decides whether bot should
         sell. Requires current_profit to be in percent!!
         :return: True if bot should sell at current rate
         """
-
         # Check if time matches and current rate is above threshold
-        trade_dur = (current_time.timestamp() - trade.open_date.timestamp()) / 60
+        trade_dur = int((current_time.timestamp() - trade.open_date.timestamp()) // 60)
-
+        roi = self.min_roi_reached_entry(trade_dur)
-        # Get highest entry in ROI dict where key >= trade-duration
+        if roi is None:
-        roi_entry = max(list(filter(lambda x: trade_dur >= x, self.minimal_roi.keys())))
+            return False
-        threshold = self.minimal_roi[roi_entry]
+        else:
-        if current_profit > threshold:
+            return current_profit > roi
-            return True
-
-        return False
 
     def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
         """

freqtrade/tests/conftest.py

@@ -6,7 +6,6 @@ from copy import deepcopy
 from datetime import datetime
 from functools import reduce
 from pathlib import Path
-from typing import List
 from unittest.mock import MagicMock, PropertyMock
 
 import arrow
@@ -14,7 +13,7 @@ import pytest
 from telegram import Chat, Message, Update
 
 from freqtrade import constants, persistence
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.exchange import Exchange
@@ -22,6 +21,7 @@ from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.worker import Worker
 
+
 logging.getLogger('').setLevel(logging.INFO)
 
 
@@ -39,10 +39,17 @@ def log_has_re(line, logs):
                   False)
 
 
-def get_args(args) -> List[str]:
+def get_args(args):
     return Arguments(args, '').get_parsed_arg()
 
 
+def patched_configuration_load_config_file(mocker, config) -> None:
+    mocker.patch(
+        'freqtrade.configuration.configuration.Configuration._load_config_file',
+        lambda *args, **kwargs: config
+    )
+
+
 def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
@@ -227,7 +234,7 @@ def default_conf():
         },
         "initial_state": "running",
         "db_url": "sqlite://",
-        "loglevel": logging.DEBUG,
+        "verbosity": 3,
     }
     return configuration
 

freqtrade/tests/data/test_btanalysis.py

@@ -1,14 +1,18 @@
 from unittest.mock import MagicMock
 
-from arrow import Arrow
 import pytest
+from arrow import Arrow
 from pandas import DataFrame, to_datetime
 
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import Arguments, TimeRange
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
+                                       combine_tickers_with_mean,
+                                       create_cum_profit,
                                        extract_trades_of_period,
-                                       load_backtest_data, load_trades_from_db)
+                                       load_backtest_data, load_trades,
-from freqtrade.data.history import load_pair_history, make_testdata_path
+                                       load_trades_from_db)
+from freqtrade.data.history import (load_data, load_pair_history,
+                                    make_testdata_path)
 from freqtrade.tests.test_persistence import create_mock_trades
 
 
@@ -74,3 +78,52 @@ def test_extract_trades_of_period():
     assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime
     assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime
     assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime
+
+
+def test_load_trades(default_conf, mocker):
+    db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
+    bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
+
+    default_conf['trade_source'] = "DB"
+    load_trades(default_conf)
+
+    assert db_mock.call_count == 1
+    assert bt_mock.call_count == 0
+
+    db_mock.reset_mock()
+    bt_mock.reset_mock()
+    default_conf['trade_source'] = "file"
+    default_conf['exportfilename'] = "testfile.json"
+    load_trades(default_conf)
+
+    assert db_mock.call_count == 0
+    assert bt_mock.call_count == 1
+
+
+def test_combine_tickers_with_mean():
+    pairs = ["ETH/BTC", "XLM/BTC"]
+    tickers = load_data(datadir=None,
+                        pairs=pairs,
+                        ticker_interval='5m'
+                        )
+    df = combine_tickers_with_mean(tickers)
+    assert isinstance(df, DataFrame)
+    assert "ETH/BTC" in df.columns
+    assert "XLM/BTC" in df.columns
+    assert "mean" in df.columns
+
+
+def test_create_cum_profit():
+    filename = make_testdata_path(None) / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    timerange = Arguments.parse_timerange("20180110-20180112")
+
+    df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
+                           datadir=None, timerange=timerange)
+
+    cum_profits = create_cum_profit(df.set_index('date'),
+                                    bt_data[bt_data["pair"] == 'POWR/BTC'],
+                                    "cum_profits")
+    assert "cum_profits" in cum_profits.columns
+    assert cum_profits.iloc[0]['cum_profits'] == 0
+    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005

freqtrade/tests/data/test_history.py

@@ -12,7 +12,7 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade import OperationalException
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.history import (download_pair_history,
                                     load_cached_data_for_updating,

freqtrade/tests/exchange/test_exchange.py

@@ -33,13 +33,13 @@ def get_mock_coro(return_value):
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            fun, mock_ccxt_fun, **kwargs):
     with pytest.raises(TemporaryError):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
 
     with pytest.raises(OperationalException):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@@ -47,13 +47,13 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
 
 async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
     with pytest.raises(TemporaryError):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
 
     with pytest.raises(OperationalException):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@@ -256,13 +256,13 @@ def test__load_async_markets(default_conf, mocker, caplog):
 def test__load_markets(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
+    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     Exchange(default_conf)
-    assert log_has('Unable to initialize markets. Reason: ', caplog.record_tuples)
+    assert log_has('Unable to initialize markets. Reason: SomeError', caplog.record_tuples)
 
     expected_return = {'ETH/BTC': 'available'}
     api_mock = MagicMock()
@@ -305,7 +305,7 @@ def test__reload_markets_exception(default_conf, mocker, caplog):
     caplog.set_level(logging.DEBUG)
 
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError)
+    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError"))
     default_conf['exchange']['markets_refresh_interval'] = 10
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
 
@@ -396,6 +396,45 @@ def test_validate_timeframes_failed(default_conf, mocker):
         Exchange(default_conf)
 
 
+def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
+    default_conf["ticker_interval"] = "3m"
+    api_mock = MagicMock()
+    id_mock = PropertyMock(return_value='test_exchange')
+    type(api_mock).id = id_mock
+
+    # delete timeframes so magicmock does not autocreate it
+    del api_mock.timeframes
+
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    with pytest.raises(OperationalException,
+                       match=r'The ccxt library does not provide the list of timeframes '
+                             r'for the exchange ".*" and this exchange '
+                             r'is therefore not supported. *'):
+        Exchange(default_conf)
+
+
+def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
+    default_conf["ticker_interval"] = "3m"
+    api_mock = MagicMock()
+    id_mock = PropertyMock(return_value='test_exchange')
+    type(api_mock).id = id_mock
+
+    # delete timeframes so magicmock does not autocreate it
+    del api_mock.timeframes
+
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange._load_markets',
+                 MagicMock(return_value={'timeframes': None}))
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    with pytest.raises(OperationalException,
+                       match=r'The ccxt library does not provide the list of timeframes '
+                             r'for the exchange ".*" and this exchange '
+                             r'is therefore not supported. *'):
+        Exchange(default_conf)
+
+
 def test_validate_timeframes_not_in_config(default_conf, mocker):
     del default_conf["ticker_interval"]
     api_mock = MagicMock()
@@ -504,15 +543,17 @@ def test_dry_run_order(default_conf, mocker, side, exchange_name):
     ("buy"),
     ("sell")
 ])
-@pytest.mark.parametrize("ordertype,rate", [
+@pytest.mark.parametrize("ordertype,rate,marketprice", [
-    ("market", None),
+    ("market", None, None),
-    ("limit", 200),
+    ("market", 200, True),
-    ("stop_loss_limit", 200)
+    ("limit", 200, None),
+    ("stop_loss_limit", 200, None)
 ])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_create_order(default_conf, mocker, side, ordertype, rate, exchange_name):
+def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
+    api_mock.options = {} if not marketprice else {"createMarketBuyOrderRequiresPrice": True}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -553,6 +594,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
     time_in_force = 'gtc'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -592,25 +634,25 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
@@ -620,6 +662,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -680,6 +723,7 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -714,22 +758,22 @@ def test_sell_prod(default_conf, mocker, exchange_name):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
@@ -744,6 +788,7 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
             'foo': 'bar'
         }
     })
+    api_mock.options = {}
     default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
     mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
@@ -801,7 +846,7 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
     assert exchange.get_balance(currency='BTC') == 123.4
 
     with pytest.raises(OperationalException):
-        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
         exchange.get_balance(currency='BTC')
@@ -874,7 +919,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
                            "get_tickers", "fetch_tickers")
 
     with pytest.raises(OperationalException):
-        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
+        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_tickers()
 
@@ -893,7 +938,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
         'last': 0.0001,
     }
     api_mock.fetch_ticker = MagicMock(return_value=tick)
-    api_mock.markets = {'ETH/BTC': {}}
+    api_mock.markets = {'ETH/BTC': {'active': True}}
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
     # retrieve original ticker
     ticker = exchange.get_ticker(pair='ETH/BTC')
@@ -1056,7 +1101,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
 
     api_mock = MagicMock()
     with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
-        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m",
                                                  (arrow.utcnow().timestamp - 2000) * 1000)
@@ -1128,15 +1173,15 @@ def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
 def test_get_order_book_exception(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     with pytest.raises(OperationalException):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(TemporaryError):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(OperationalException):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
 
@@ -1249,7 +1294,7 @@ def test_cancel_order(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
 
     with pytest.raises(InvalidOrderException):
-        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.cancel_order(order_id='_', pair='TKN/BTC')
     assert api_mock.cancel_order.call_count == 1
@@ -1276,7 +1321,7 @@ def test_get_order(default_conf, mocker, exchange_name):
     assert exchange.get_order('X', 'TKN/BTC') == 456
 
     with pytest.raises(InvalidOrderException):
-        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
@@ -1392,22 +1437,22 @@ def test_stoploss_limit_order(default_conf, mocker):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
@@ -1438,10 +1483,11 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
 
 
 def test_merge_ft_has_dict(default_conf, mocker):
-    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock()))
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+                          _init_ccxt=MagicMock(return_value=MagicMock()),
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+                          _load_async_markets=MagicMock(),
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+                          validate_pairs=MagicMock(),
+                          validate_timeframes=MagicMock())
     ex = Exchange(default_conf)
     assert ex._ft_has == Exchange._ft_has_default
 
@@ -1462,3 +1508,18 @@ def test_merge_ft_has_dict(default_conf, mocker):
     assert ex._ft_has != Exchange._ft_has_default
     assert not ex._ft_has['stoploss_on_exchange']
     assert ex._ft_has['DeadBeef'] == 20
+
+
+def test_get_valid_pair_combination(default_conf, mocker, markets):
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          _init_ccxt=MagicMock(return_value=MagicMock()),
+                          _load_async_markets=MagicMock(),
+                          validate_pairs=MagicMock(),
+                          validate_timeframes=MagicMock(),
+                          markets=PropertyMock(return_value=markets))
+    ex = Exchange(default_conf)
+
+    assert ex.get_valid_pair_combination("ETH", "BTC") == "ETH/BTC"
+    assert ex.get_valid_pair_combination("BTC", "ETH") == "ETH/BTC"
+    with pytest.raises(DependencyException, match=r"Could not combine.* to get a valid pair."):
+        ex.get_valid_pair_combination("NOPAIR", "ETH")

freqtrade/tests/exchange/test_kraken.py

@@ -11,6 +11,7 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'limit'
     time_in_force = 'ioc'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -42,6 +43,7 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
     api_mock = MagicMock()
     order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {

freqtrade/tests/optimize/test_backtesting.py

@@ -1,6 +1,5 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
-import json
 import math
 import random
 from unittest.mock import MagicMock
@@ -11,7 +10,7 @@ import pytest
 from arrow import Arrow
 
 from freqtrade import DependencyException, constants
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import parse_ticker_dataframe
@@ -22,7 +21,8 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.strategy.interface import SellType
-from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
+                                      patched_configuration_load_config_file)
 
 
 def trim_dictlist(dict_list, num):
@@ -165,9 +165,7 @@ def _trend_alternate(dataframe=None, metadata=None):
 
 # Unit tests
 def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = [
         '--config', 'config.json',
@@ -183,7 +181,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -205,10 +203,11 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
 
 
 def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
+    mocker.patch(
-    ))
+        'freqtrade.configuration.configuration.create_datadir',
-    mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
+        lambda c, x: x
+    )
 
     args = [
         '--config', 'config.json',
@@ -235,7 +234,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert config['runmode'] == RunMode.BACKTEST
 
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -276,9 +275,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
 def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
     default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
 
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = [
         '--config', 'config.json',
@@ -295,9 +292,8 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock)
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
+
-    ))
     args = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
@@ -828,9 +824,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
     patch_exchange(mocker, api_mock)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock())
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = [
         '--config', 'config.json',
@@ -851,7 +845,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         'Parameter -l/--live detected ...',
         'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: -100 ...',
-        'Using data folder: freqtrade/tests/testdata ...',
+        'Using data directory: freqtrade/tests/testdata ...',
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
         'Live: Downloading data for all defined pairs ...',
@@ -880,9 +874,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
     gen_strattable_mock = MagicMock()
     mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
                  gen_strattable_mock)
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = [
         '--config', 'config.json',
@@ -910,7 +902,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
         'Parameter -l/--live detected ...',
         'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: -100 ...',
-        'Using data folder: freqtrade/tests/testdata ...',
+        'Using data directory: freqtrade/tests/testdata ...',
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
         'Live: Downloading data for all defined pairs ...',

freqtrade/tests/optimize/test_edge_cli.py

@@ -1,20 +1,18 @@
 # pragma pylint: disable=missing-docstring, C0103, C0330
 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
 
-import json
 from unittest.mock import MagicMock
 
 from freqtrade.edge import PairInfo
 from freqtrade.optimize import setup_configuration, start_edge
 from freqtrade.optimize.edge_cli import EdgeCli
 from freqtrade.state import RunMode
-from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
+                                      patched_configuration_load_config_file)
 
 
 def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = [
         '--config', 'config.json',
@@ -32,7 +30,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -46,10 +44,11 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
 
 
 def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, edge_conf)
-        read_data=json.dumps(edge_conf)
+    mocker.patch(
-    ))
+        'freqtrade.configuration.configuration.create_datadir',
-    mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
+        lambda c, x: x
+    )
 
     args = [
         '--config', 'config.json',
@@ -71,7 +70,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
     assert 'datadir' in config
     assert config['runmode'] == RunMode.EDGE
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -92,9 +91,8 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.edge_cli.EdgeCli.start', start_mock)
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, edge_conf)
-        read_data=json.dumps(edge_conf)
+
-    ))
     args = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',

freqtrade/tests/optimize/test_hyperopt.py

@@ -1,22 +1,27 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
-import json
 import os
 from datetime import datetime
 from unittest.mock import MagicMock
-from filelock import Timeout
 
 import pandas as pd
 import pytest
+from arrow import Arrow
+from filelock import Timeout
 
-from freqtrade import DependencyException
+from freqtrade import DependencyException, OperationalException
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
-from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
-from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE
 from freqtrade.optimize import setup_configuration, start_hyperopt
-from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
+from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
+from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
+from freqtrade.optimize.hyperopt import (HYPEROPT_LOCKFILE, TICKERDATA_PICKLE,
+                                         Hyperopt)
+from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver
 from freqtrade.state import RunMode
-from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
+                                      patch_exchange,
+                                      patched_configuration_load_config_file)
 
 
 @pytest.fixture(scope='function')
@@ -25,6 +30,21 @@ def hyperopt(default_conf, mocker):
     return Hyperopt(default_conf)
 
 
+@pytest.fixture(scope='function')
+def hyperopt_results():
+    return pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_abs': [0.2, 0.4, 0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+
 # Functions for recurrent object patching
 def create_trials(mocker, hyperopt) -> None:
     """
@@ -44,9 +64,7 @@ def create_trials(mocker, hyperopt) -> None:
 
 
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = [
         '--config', 'config.json',
@@ -61,7 +79,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -82,10 +100,11 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
 
 
 def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
+    mocker.patch(
-    ))
+        'freqtrade.configuration.configuration.create_datadir',
-    mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
+        lambda c, x: x
+    )
 
     args = [
         '--config', 'config.json',
@@ -111,7 +130,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     assert config['runmode'] == RunMode.HYPEROPT
 
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -148,11 +167,8 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
 
 
 def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
 
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     hyperopts = DefaultHyperOpts
     delattr(hyperopts, 'populate_buy_trend')
     delattr(hyperopts, 'populate_sell_trend')
@@ -170,12 +186,34 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     assert hasattr(x, "ticker_interval")
 
 
+def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
+    default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
+
+    with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
+        HyperOptResolver(default_conf, ).hyperopt
+
+
+def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
+
+    hl = DefaultHyperOptLoss
+    mocker.patch(
+        'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
+        MagicMock(return_value=hl)
+    )
+    x = HyperOptLossResolver(default_conf, ).hyperoptloss
+    assert hasattr(x, "hyperopt_loss_function")
+
+
+def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
+    default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
+
+    with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
+        HyperOptLossResolver(default_conf, ).hyperopt
+
+
 def test_start(mocker, default_conf, caplog) -> None:
     start_mock = MagicMock()
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
     patch_exchange(mocker)
 
@@ -198,10 +236,7 @@ def test_start(mocker, default_conf, caplog) -> None:
 
 
 def test_start_no_data(mocker, default_conf, caplog) -> None:
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock(return_value={}))
     mocker.patch(
         'freqtrade.optimize.hyperopt.get_timeframe',
@@ -226,10 +261,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
 
 def test_start_failure(mocker, default_conf, caplog) -> None:
     start_mock = MagicMock()
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
     patch_exchange(mocker)
 
@@ -250,10 +282,7 @@ def test_start_failure(mocker, default_conf, caplog) -> None:
 
 def test_start_filelock(mocker, default_conf, caplog) -> None:
     start_mock = MagicMock(side_effect=Timeout(HYPEROPT_LOCKFILE))
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
     patch_exchange(mocker)
 
@@ -270,26 +299,72 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
     )
 
 
-def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
+def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
-
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
-    correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
+    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
-    over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 20)
+    over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
-    under = hyperopt.calculate_loss(1, hyperopt.target_trades - 100, 20)
+    under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
     assert over > correct
     assert under > correct
 
 
-def test_loss_calculation_prefer_shorter_trades(hyperopt) -> None:
+def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results) -> None:
-    shorter = hyperopt.calculate_loss(1, 100, 20)
+    resultsb = hyperopt_results.copy()
-    longer = hyperopt.calculate_loss(1, 100, 30)
+    resultsb.loc[1, 'trade_duration'] = 20
+
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    longer = hl.hyperopt_loss_function(hyperopt_results, 100)
+    shorter = hl.hyperopt_loss_function(resultsb, 100)
     assert shorter < longer
 
 
-def test_loss_calculation_has_limited_profit(hyperopt) -> None:
+def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) -> None:
-    correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20)
+    results_over = hyperopt_results.copy()
-    over = hyperopt.calculate_loss(hyperopt.expected_max_profit * 2, hyperopt.target_trades, 20)
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
-    under = hyperopt.calculate_loss(hyperopt.expected_max_profit / 2, hyperopt.target_trades, 20)
+    results_under = hyperopt_results.copy()
-    assert over == correct
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
+    over = hl.hyperopt_loss_function(results_over, 600)
+    under = hl.hyperopt_loss_function(results_under, 600)
+    assert over < correct
+    assert under > correct
+
+
+def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
+    assert under > correct
+
+
+def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
     assert under > correct
 
 
@@ -387,6 +462,11 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
+    assert hasattr(hyperopt, "advise_sell")
+    assert hasattr(hyperopt, "advise_buy")
+    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hasattr(hyperopt, "position_stacking")
 
 
 def test_format_results(hyperopt):
@@ -484,7 +564,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
     )
     mocker.patch(
         'freqtrade.optimize.hyperopt.get_timeframe',
-        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+        MagicMock(return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
     )
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.hyperopt.load', MagicMock())
@@ -526,3 +606,36 @@ def test_generate_optimizer(mocker, default_conf) -> None:
     hyperopt = Hyperopt(default_conf)
     generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
     assert generate_optimizer_value == response_expected
+
+
+def test_clean_hyperopt(mocker, default_conf, caplog):
+    patch_exchange(mocker)
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1,
+                         })
+    mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
+    unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
+    Hyperopt(default_conf)
+
+    assert unlinkmock.call_count == 2
+    assert log_has(f"Removing `{TICKERDATA_PICKLE}`.", caplog.record_tuples)
+
+
+def test_continue_hyperopt(mocker, default_conf, caplog):
+    patch_exchange(mocker)
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1,
+                         'hyperopt_continue': True
+                         })
+    mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
+    unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
+    Hyperopt(default_conf)
+
+    assert unlinkmock.call_count == 0
+    assert log_has(f"Continuing on previous hyperopt results.", caplog.record_tuples)

freqtrade/tests/pairlist/test_pairlist.py

@@ -34,9 +34,9 @@ def whitelist_conf(default_conf):
 def test_load_pairlist_noexist(mocker, markets, default_conf):
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    with pytest.raises(ImportError,
+    with pytest.raises(OperationalException,
-                       match=r"Impossible to load Pairlist 'NonexistingPairList'."
+                       match=r"Impossible to load Pairlist 'NonexistingPairList'. "
-                             r" This class does not exist or contains Python code errors"):
+                             r"This class does not exist or contains Python code errors."):
         PairListResolver('NonexistingPairList', freqtradebot, default_conf).pairlist
 
 

freqtrade/tests/rpc/test_rpc.py

@@ -324,7 +324,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
     assert prec_satoshi(stats['best_rate'], 6.2)
 
 
-def test_rpc_balance_handle(default_conf, mocker):
+def test_rpc_balance_handle_error(default_conf, mocker):
     mock_balance = {
         'BTC': {
             'free': 10.0,
@@ -371,6 +371,72 @@ def test_rpc_balance_handle(default_conf, mocker):
     assert result['total'] == 12.0
 
 
+def test_rpc_balance_handle(default_conf, mocker):
+    mock_balance = {
+        'BTC': {
+            'free': 10.0,
+            'total': 12.0,
+            'used': 2.0,
+        },
+        'ETH': {
+            'free': 1.0,
+            'total': 5.0,
+            'used': 4.0,
+        },
+        'PAX': {
+            'free': 5.0,
+            'total': 10.0,
+            'used': 5.0,
+        }
+    }
+
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+    )
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=mock_balance),
+        get_ticker=MagicMock(
+            side_effect=lambda p, r: {'bid': 100} if p == "BTC/PAX" else {'bid': 0.01}),
+        get_valid_pair_combination=MagicMock(
+            side_effect=lambda a, b: f"{b}/{a}" if a == "PAX" else f"{a}/{b}")
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    rpc._fiat_converter = CryptoToFiatConverter()
+
+    result = rpc._rpc_balance(default_conf['fiat_display_currency'])
+    assert prec_satoshi(result['total'], 12.15)
+    assert prec_satoshi(result['value'], 182250)
+    assert 'USD' == result['symbol']
+    assert result['currencies'] == [
+        {'currency': 'BTC',
+            'available': 10.0,
+            'balance': 12.0,
+            'pending': 2.0,
+            'est_btc': 12.0,
+         },
+        {'available': 1.0,
+         'balance': 5.0,
+         'currency': 'ETH',
+         'est_btc': 0.05,
+         'pending': 4.0
+         },
+        {'available': 5.0,
+         'balance': 10.0,
+         'currency': 'PAX',
+         'est_btc': 0.1,
+         'pending': 5.0}
+    ]
+    assert result['total'] == 12.15
+
+
 def test_rpc_start(mocker, default_conf) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())

freqtrade/tests/rpc/test_rpc_apiserver.py

@@ -244,6 +244,8 @@ def test_api_balance(botclient, mocker, rpc_balance):
         }
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
+    mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
+                 side_effect=lambda a, b: f"{a}/{b}")
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -518,6 +518,8 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance) -> N
 
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
+    mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
+                 side_effect=lambda a, b: f"{a}/{b}")
 
     msg_mock = MagicMock()
     mocker.patch.multiple(
@@ -559,10 +561,32 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
 
     telegram = Telegram(freqtradebot)
 
+    freqtradebot.config['dry_run'] = False
     telegram._balance(bot=MagicMock(), update=update)
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1
-    assert 'all balances are zero' in result
+    assert 'All balances are zero.' in result
+
+
+def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
+
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+
+    telegram = Telegram(freqtradebot)
+
+    telegram._balance(bot=MagicMock(), update=update)
+    result = msg_mock.call_args_list[0][0][0]
+    assert msg_mock.call_count == 1
+    assert "Running in Dry Run, balances are not available." in result
 
 
 def test_balance_handle_too_large_response(default_conf, update, mocker) -> None:

freqtrade/tests/strategy/test_interface.py

@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
 import arrow
 from pandas import DataFrame
 
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.persistence import Trade
@@ -186,6 +186,39 @@ def test_min_roi_reached2(default_conf, fee) -> None:
         assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
 
 
+def test_min_roi_reached3(default_conf, fee) -> None:
+
+    # test for issue #1948
+    min_roi = {20: 0.07,
+               30: 0.05,
+               55: 0.30,
+               }
+    strategy = DefaultStrategy(default_conf)
+    strategy.minimal_roi = min_roi
+    trade = Trade(
+            pair='ETH/BTC',
+            stake_amount=0.001,
+            open_date=arrow.utcnow().shift(hours=-1).datetime,
+            fee_open=fee.return_value,
+            fee_close=fee.return_value,
+            exchange='bittrex',
+            open_rate=1,
+    )
+
+    assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
+    assert not strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
+
+    assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
+    assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime)
+
+    assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime)
+    assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime)
+
+    # Should not trigger with 20% profit since after 55 minutes only 30% is active.
+    assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime)
+    assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
+
+
 def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)

freqtrade/tests/strategy/test_strategy.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
 import logging
+import tempfile
 import warnings
 from base64 import urlsafe_b64encode
 from os import path
@@ -9,6 +10,7 @@ from unittest.mock import Mock
 import pytest
 from pandas import DataFrame
 
+from freqtrade import OperationalException
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy import import_strategy
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -43,22 +45,23 @@ def test_import_strategy(caplog):
 
 def test_search_strategy():
     default_config = {}
-    default_location = Path(__file__).parent.parent.joinpath('strategy').resolve()
+    default_location = Path(__file__).parent.parent.parent.joinpath('strategy').resolve()
-    assert isinstance(
+
-        StrategyResolver._search_object(
+    s, _ = StrategyResolver._search_object(
-            directory=default_location,
+        directory=default_location,
-            object_type=IStrategy,
+        object_type=IStrategy,
-            kwargs={'config': default_config},
+        kwargs={'config': default_config},
-            object_name='DefaultStrategy'
+        object_name='DefaultStrategy'
-        ),
-        IStrategy
     )
-    assert StrategyResolver._search_object(
+    assert isinstance(s, IStrategy)
+
+    s, _ = StrategyResolver._search_object(
         directory=default_location,
         object_type=IStrategy,
         kwargs={'config': default_config},
         object_name='NotFoundStrategy'
-    ) is None
+    )
+    assert s is None
 
 
 def test_load_strategy(result):
@@ -66,11 +69,15 @@ def test_load_strategy(result):
     assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
 
 
-def test_load_strategy_byte64(result):
+def test_load_strategy_base64(result, caplog):
-    with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
+    with open("user_data/strategies/test_strategy.py", "rb") as file:
-        encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8")
+        encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
     resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)})
     assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+    # Make sure strategy was loaded from base64 (using temp directory)!!
+    assert log_has_re(r"Using resolved strategy TestStrategy from '"
+                      + tempfile.gettempdir() + r"/.*/TestStrategy\.py'\.\.\.",
+                      caplog.record_tuples)
 
 
 def test_load_strategy_invalid_directory(result, caplog):
@@ -85,18 +92,18 @@ def test_load_strategy_invalid_directory(result, caplog):
 
 def test_load_not_found_strategy():
     strategy = StrategyResolver()
-    with pytest.raises(ImportError,
+    with pytest.raises(OperationalException,
-                       match=r"Impossible to load Strategy 'NotFoundStrategy'."
+                       match=r"Impossible to load Strategy 'NotFoundStrategy'. "
-                             r" This class does not exist or contains Python code errors"):
+                             r"This class does not exist or contains Python code errors."):
         strategy._load_strategy(strategy_name='NotFoundStrategy', config={})
 
 
 def test_load_staticmethod_importerror(mocker, caplog):
     mocker.patch("freqtrade.resolvers.strategy_resolver.import_strategy", Mock(
         side_effect=TypeError("can't pickle staticmethod objects")))
-    with pytest.raises(ImportError,
+    with pytest.raises(OperationalException,
-                       match=r"Impossible to load Strategy 'DefaultStrategy'."
+                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
-                             r" This class does not exist or contains Python code errors"):
+                             r"This class does not exist or contains Python code errors."):
         StrategyResolver()
     assert log_has_re(r".*Error: can't pickle staticmethod objects", caplog.record_tuples)
 
@@ -359,6 +366,7 @@ def test_strategy_override_use_sell_profit_only(caplog):
             ) in caplog.record_tuples
 
 
+@pytest.mark.filterwarnings("ignore:deprecated")
 def test_deprecate_populate_indicators(result):
     default_location = path.join(path.dirname(path.realpath(__file__)))
     resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',
@@ -391,6 +399,7 @@ def test_deprecate_populate_indicators(result):
             in str(w[-1].message)
 
 
+@pytest.mark.filterwarnings("ignore:deprecated")
 def test_call_deprecated_function(result, monkeypatch):
     default_location = path.join(path.dirname(path.realpath(__file__)))
     resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',

freqtrade/tests/test_arguments.py

@@ -3,7 +3,9 @@ import argparse
 
 import pytest
 
-from freqtrade.arguments import Arguments, TimeRange
+from freqtrade.configuration import Arguments, TimeRange
+from freqtrade.configuration.arguments import ARGS_DOWNLOADER, ARGS_PLOT_DATAFRAME
+from freqtrade.configuration.cli_options import check_int_positive
 
 
 # Parse common command-line-arguments. Used for all tools
@@ -18,7 +20,7 @@ def test_parse_args_defaults() -> None:
     assert args.config == ['config.json']
     assert args.strategy_path is None
     assert args.datadir is None
-    assert args.loglevel == 0
+    assert args.verbosity == 0
 
 
 def test_parse_args_config() -> None:
@@ -41,16 +43,16 @@ def test_parse_args_db_url() -> None:
 
 def test_parse_args_verbose() -> None:
     args = Arguments(['-v'], '').get_parsed_arg()
-    assert args.loglevel == 1
+    assert args.verbosity == 1
 
     args = Arguments(['--verbose'], '').get_parsed_arg()
-    assert args.loglevel == 1
+    assert args.verbosity == 1
 
 
 def test_common_scripts_options() -> None:
     arguments = Arguments(['-p', 'ETH/BTC'], '')
-    arguments.common_scripts_options()
+    arguments._build_args(ARGS_DOWNLOADER)
-    args = arguments.get_parsed_arg()
+    args = arguments._parse_args()
     assert args.pairs == 'ETH/BTC'
 
 
@@ -84,21 +86,6 @@ def test_parse_args_strategy_path_invalid() -> None:
         Arguments(['--strategy-path'], '').get_parsed_arg()
 
 
-def test_parse_args_dynamic_whitelist() -> None:
-    args = Arguments(['--dynamic-whitelist'], '').get_parsed_arg()
-    assert args.dynamic_whitelist == 20
-
-
-def test_parse_args_dynamic_whitelist_10() -> None:
-    args = Arguments(['--dynamic-whitelist', '10'], '').get_parsed_arg()
-    assert args.dynamic_whitelist == 10
-
-
-def test_parse_args_dynamic_whitelist_invalid_values() -> None:
-    with pytest.raises(SystemExit, match=r'2'):
-        Arguments(['--dynamic-whitelist', 'abc'], '').get_parsed_arg()
-
-
 def test_parse_timerange_incorrect() -> None:
     assert TimeRange(None, 'line', 0, -200) == Arguments.parse_timerange('-200')
     assert TimeRange('line', None, 200, 0) == Arguments.parse_timerange('200-')
@@ -145,7 +132,7 @@ def test_parse_args_backtesting_custom() -> None:
     call_args = Arguments(args, '').get_parsed_arg()
     assert call_args.config == ['test_conf.json']
     assert call_args.live is True
-    assert call_args.loglevel == 0
+    assert call_args.verbosity == 0
     assert call_args.subparser == 'backtesting'
     assert call_args.func is not None
     assert call_args.ticker_interval == '1m'
@@ -164,7 +151,7 @@ def test_parse_args_hyperopt_custom() -> None:
     call_args = Arguments(args, '').get_parsed_arg()
     assert call_args.config == ['test_conf.json']
     assert call_args.epochs == 20
-    assert call_args.loglevel == 0
+    assert call_args.verbosity == 0
     assert call_args.subparser == 'hyperopt'
     assert call_args.spaces == ['buy']
     assert call_args.func is not None
@@ -173,16 +160,15 @@ def test_parse_args_hyperopt_custom() -> None:
 def test_download_data_options() -> None:
     args = [
         '--pairs-file', 'file_with_pairs',
-        '--datadir', 'datadir/folder',
+        '--datadir', 'datadir/directory',
         '--days', '30',
         '--exchange', 'binance'
     ]
     arguments = Arguments(args, '')
-    arguments.common_options()
+    arguments._build_args(ARGS_DOWNLOADER)
-    arguments.download_data_options()
+    args = arguments._parse_args()
-    args = arguments.parse_args()
     assert args.pairs_file == 'file_with_pairs'
-    assert args.datadir == 'datadir/folder'
+    assert args.datadir == 'datadir/directory'
     assert args.days == 30
     assert args.exchange == 'binance'
 
@@ -195,9 +181,8 @@ def test_plot_dataframe_options() -> None:
         '-p', 'UNITTEST/BTC',
     ]
     arguments = Arguments(args, '')
-    arguments.common_scripts_options()
+    arguments._build_args(ARGS_PLOT_DATAFRAME)
-    arguments.plot_dataframe_options()
+    pargs = arguments._parse_args()
-    pargs = arguments.parse_args(True)
     assert pargs.indicators1 == "sma10,sma100"
     assert pargs.indicators2 == "macd,fastd,fastk"
     assert pargs.plot_limit == 30
@@ -205,19 +190,18 @@ def test_plot_dataframe_options() -> None:
 
 
 def test_check_int_positive() -> None:
-
+    assert check_int_positive("3") == 3
-    assert Arguments.check_int_positive("3") == 3
+    assert check_int_positive("1") == 1
-    assert Arguments.check_int_positive("1") == 1
+    assert check_int_positive("100") == 100
-    assert Arguments.check_int_positive("100") == 100
 
     with pytest.raises(argparse.ArgumentTypeError):
-        Arguments.check_int_positive("-2")
+        check_int_positive("-2")
 
     with pytest.raises(argparse.ArgumentTypeError):
-        Arguments.check_int_positive("0")
+        check_int_positive("0")
 
     with pytest.raises(argparse.ArgumentTypeError):
-        Arguments.check_int_positive("3.5")
+        check_int_positive("3.5")
 
     with pytest.raises(argparse.ArgumentTypeError):
-        Arguments.check_int_positive("DeadBeef")
+        check_int_positive("DeadBeef")

freqtrade/tests/test_configuration.py

@@ -1,21 +1,25 @@
 # pragma pylint: disable=missing-docstring, protected-access, invalid-name
-
 import json
 import logging
+import warnings
 from argparse import Namespace
 from copy import deepcopy
-from unittest.mock import MagicMock
 from pathlib import Path
+from unittest.mock import MagicMock
 
 import pytest
 from jsonschema import Draft4Validator, ValidationError, validate
 
 from freqtrade import OperationalException, constants
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments, Configuration
-from freqtrade.configuration import Configuration, set_loggers
+from freqtrade.configuration.check_exchange import check_exchange
+from freqtrade.configuration.create_datadir import create_datadir
+from freqtrade.configuration.json_schema import validate_config_schema
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
+from freqtrade.loggers import _set_loggers
 from freqtrade.state import RunMode
-from freqtrade.tests.conftest import log_has, log_has_re
+from freqtrade.tests.conftest import (log_has, log_has_re,
+                                      patched_configuration_load_config_file)
 
 
 @pytest.fixture(scope="function")
@@ -31,28 +35,25 @@ def test_load_config_invalid_pair(default_conf) -> None:
     default_conf['exchange']['pair_whitelist'].append('ETH-BTC')
 
     with pytest.raises(ValidationError, match=r'.*does not match.*'):
-        configuration = Configuration(Namespace())
+        validate_config_schema(default_conf)
-        configuration._validate_config_schema(default_conf)
 
 
 def test_load_config_missing_attributes(default_conf) -> None:
     default_conf.pop('exchange')
 
     with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
-        configuration = Configuration(Namespace())
+        validate_config_schema(default_conf)
-        configuration._validate_config_schema(default_conf)
 
 
 def test_load_config_incorrect_stake_amount(default_conf) -> None:
     default_conf['stake_amount'] = 'fake'
 
     with pytest.raises(ValidationError, match=r'.*\'fake\' does not match \'unlimited\'.*'):
-        configuration = Configuration(Namespace())
+        validate_config_schema(default_conf)
-        configuration._validate_config_schema(default_conf)
 
 
 def test_load_config_file(default_conf, mocker, caplog) -> None:
-    file_mock = mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    file_mock = mocker.patch('freqtrade.configuration.configuration.open', mocker.mock_open(
         read_data=json.dumps(default_conf)
     ))
 
@@ -62,11 +63,35 @@ def test_load_config_file(default_conf, mocker, caplog) -> None:
     assert validated_conf.items() >= default_conf.items()
 
 
+def test__args_to_config(caplog):
+
+    arg_list = ['--strategy-path', 'TestTest']
+    args = Arguments(arg_list, '').get_parsed_arg()
+    configuration = Configuration(args)
+    config = {}
+    with warnings.catch_warnings(record=True) as w:
+        # No warnings ...
+        configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef")
+        assert len(w) == 0
+        assert log_has("DeadBeef", caplog.record_tuples)
+        assert config['strategy_path'] == "TestTest"
+
+    configuration = Configuration(args)
+    config = {}
+    with warnings.catch_warnings(record=True) as w:
+        # Deprecation warnings!
+        configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef",
+                                      deprecated_msg="Going away soon!")
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "DEPRECATED: Going away soon!" in str(w[-1].message)
+        assert log_has("DeadBeef", caplog.record_tuples)
+        assert config['strategy_path'] == "TestTest"
+
+
 def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
     default_conf['max_open_trades'] = 0
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -88,7 +113,10 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
     config_files = [conf1, conf2]
 
     configsmock = MagicMock(side_effect=config_files)
-    mocker.patch('freqtrade.configuration.Configuration._load_config_file', configsmock)
+    mocker.patch(
+        'freqtrade.configuration.configuration.Configuration._load_config_file',
+        configsmock
+    )
 
     arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ]
     args = Arguments(arg_list, '').get_parsed_arg()
@@ -108,9 +136,7 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
 
 def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> None:
     default_conf['max_open_trades'] = -1
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -125,7 +151,7 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) ->
 
 def test_load_config_file_exception(mocker) -> None:
     mocker.patch(
-        'freqtrade.configuration.open',
+        'freqtrade.configuration.configuration.open',
         MagicMock(side_effect=FileNotFoundError('File not found'))
     )
     configuration = Configuration(Namespace())
@@ -135,9 +161,7 @@ def test_load_config_file_exception(mocker) -> None:
 
 
 def test_load_config(default_conf, mocker) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -149,11 +173,9 @@ def test_load_config(default_conf, mocker) -> None:
 
 
 def test_load_config_with_params(default_conf, mocker) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
+
-    ))
     arglist = [
-        '--dynamic-whitelist', '10',
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path',
         '--db-url', 'sqlite:///someurl',
@@ -162,8 +184,6 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
-    assert validated_conf.get('pairlist', {}).get('method') == 'VolumePairList'
-    assert validated_conf.get('pairlist', {}).get('config').get('number_assets') == 10
     assert validated_conf.get('strategy') == 'TestStrategy'
     assert validated_conf.get('strategy_path') == '/some/path'
     assert validated_conf.get('db_url') == 'sqlite:///someurl'
@@ -172,9 +192,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     conf = default_conf.copy()
     conf["dry_run"] = False
     conf["db_url"] = "sqlite:///path/to/db.sqlite"
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, conf)
-        read_data=json.dumps(conf)
-    ))
 
     arglist = [
         '--strategy', 'TestStrategy',
@@ -190,9 +208,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     conf = default_conf.copy()
     conf["dry_run"] = True
     conf["db_url"] = "sqlite:///path/to/db.sqlite"
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, conf)
-        read_data=json.dumps(conf)
-    ))
 
     arglist = [
         '--strategy', 'TestStrategy',
@@ -208,9 +224,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     conf = default_conf.copy()
     conf["dry_run"] = False
     del conf["db_url"]
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, conf)
-        read_data=json.dumps(conf)
-    ))
 
     arglist = [
         '--strategy', 'TestStrategy',
@@ -228,9 +242,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     conf = default_conf.copy()
     conf["dry_run"] = True
     conf["db_url"] = DEFAULT_DB_PROD_URL
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, conf)
-        read_data=json.dumps(conf)
-    ))
 
     arglist = [
         '--strategy', 'TestStrategy',
@@ -248,9 +260,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
         'strategy': 'CustomStrategy',
         'strategy_path': '/tmp/strategies',
     })
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -261,11 +271,9 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
 
 
 def test_show_info(default_conf, mocker, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
+
-    ))
     arglist = [
-        '--dynamic-whitelist', '10',
         '--strategy', 'TestStrategy',
         '--db-url', 'sqlite:///tmp/testdb',
     ]
@@ -274,21 +282,13 @@ def test_show_info(default_conf, mocker, caplog) -> None:
     configuration = Configuration(args)
     configuration.get_config()
 
-    assert log_has(
-        'Parameter --dynamic-whitelist has been deprecated, '
-        'and will be completely replaced by the whitelist dict in the future. '
-        'For now: using dynamically generated whitelist based on VolumePairList. '
-        '(not applicable with Backtesting and Hyperopt)',
-        caplog.record_tuples
-    )
     assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog.record_tuples)
     assert log_has('Dry run is enabled', caplog.record_tuples)
 
 
 def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
+
-    ))
     arglist = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
@@ -306,7 +306,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -326,10 +326,11 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
 
 
 def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
+    mocker.patch(
-    ))
+        'freqtrade.configuration.configuration.create_datadir',
-    mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
+        lambda c, x: x
+    )
 
     arglist = [
         '--config', 'config.json',
@@ -356,7 +357,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -392,9 +393,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
     """
     Test setup_configuration() function
     """
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     arglist = [
         '--config', 'config.json',
@@ -418,7 +417,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
+        'Using data directory: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -442,9 +441,8 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
 
 
 def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
+
-    ))
     arglist = [
         'hyperopt',
         '--epochs', '10',
@@ -468,25 +466,23 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
 
 
 def test_check_exchange(default_conf, caplog) -> None:
-    configuration = Configuration(Namespace())
-
     # Test an officially supported by Freqtrade team exchange
     default_conf.get('exchange').update({'name': 'BITTREX'})
-    assert configuration.check_exchange(default_conf)
+    assert check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
                       caplog.record_tuples)
     caplog.clear()
 
     # Test an officially supported by Freqtrade team exchange
     default_conf.get('exchange').update({'name': 'binance'})
-    assert configuration.check_exchange(default_conf)
+    assert check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
                       caplog.record_tuples)
     caplog.clear()
 
     # Test an available exchange, supported by ccxt
     default_conf.get('exchange').update({'name': 'kraken'})
-    assert configuration.check_exchange(default_conf)
+    assert check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
                       r"by the Freqtrade development team\. .*",
                       caplog.record_tuples)
@@ -494,7 +490,7 @@ def test_check_exchange(default_conf, caplog) -> None:
 
     # Test a 'bad' exchange, which known to have serious problems
     default_conf.get('exchange').update({'name': 'bitmex'})
-    assert not configuration.check_exchange(default_conf)
+    assert not check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is known to not work with the bot yet\. "
                       r"Use it only for development and testing purposes\.",
                       caplog.record_tuples)
@@ -502,7 +498,7 @@ def test_check_exchange(default_conf, caplog) -> None:
 
     # Test a 'bad' exchange with check_for_bad=False
     default_conf.get('exchange').update({'name': 'bitmex'})
-    assert configuration.check_exchange(default_conf, False)
+    assert check_exchange(default_conf, False)
     assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
                       r"by the Freqtrade development team\. .*",
                       caplog.record_tuples)
@@ -510,21 +506,20 @@ def test_check_exchange(default_conf, caplog) -> None:
 
     # Test an invalid exchange
     default_conf.get('exchange').update({'name': 'unknown_exchange'})
-    configuration.config = default_conf
 
     with pytest.raises(
         OperationalException,
         match=r'.*Exchange "unknown_exchange" is not supported by ccxt '
               r'and therefore not available for the bot.*'
     ):
-        configuration.check_exchange(default_conf)
+        check_exchange(default_conf)
 
 
 def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)))
+
     # Prevent setting loggers
-    mocker.patch('freqtrade.configuration.set_loggers', MagicMock)
+    mocker.patch('freqtrade.loggers._set_loggers', MagicMock)
     arglist = ['-vvv']
     args = Arguments(arglist, '').get_parsed_arg()
 
@@ -546,7 +541,7 @@ def test_set_loggers() -> None:
     previous_value2 = logging.getLogger('ccxt.base.exchange').level
     previous_value3 = logging.getLogger('telegram').level
 
-    set_loggers()
+    _set_loggers()
 
     value1 = logging.getLogger('requests').level
     assert previous_value1 is not value1
@@ -560,13 +555,13 @@ def test_set_loggers() -> None:
     assert previous_value3 is not value3
     assert value3 is logging.INFO
 
-    set_loggers(log_level=2)
+    _set_loggers(verbosity=2)
 
     assert logging.getLogger('requests').level is logging.DEBUG
     assert logging.getLogger('ccxt.base.exchange').level is logging.INFO
     assert logging.getLogger('telegram').level is logging.INFO
 
-    set_loggers(log_level=3)
+    _set_loggers(verbosity=3)
 
     assert logging.getLogger('requests').level is logging.DEBUG
     assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG
@@ -574,8 +569,7 @@ def test_set_loggers() -> None:
 
 
 def test_set_logfile(default_conf, mocker):
-    mocker.patch('freqtrade.configuration.open',
+    patched_configuration_load_config_file(mocker, default_conf)
-                 mocker.mock_open(read_data=json.dumps(default_conf)))
 
     arglist = [
         '--logfile', 'test_file.log',
@@ -592,9 +586,7 @@ def test_set_logfile(default_conf, mocker):
 
 def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
     default_conf['forcebuy_enable'] = True
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    patched_configuration_load_config_file(mocker, default_conf)
-        read_data=json.dumps(default_conf)
-    ))
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -608,13 +600,12 @@ def test_validate_default_conf(default_conf) -> None:
     validate(default_conf, constants.CONF_SCHEMA, Draft4Validator)
 
 
-def test__create_datadir(mocker, default_conf, caplog) -> None:
+def test_create_datadir(mocker, default_conf, caplog) -> None:
-    mocker.patch('os.path.isdir', MagicMock(return_value=False))
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
-    md = MagicMock()
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
-    mocker.patch('os.makedirs', md)
+
-    cfg = Configuration(Namespace())
+    create_datadir(default_conf, '/foo/bar')
-    cfg._create_datadir(default_conf, '/foo/bar')
+    assert md.call_args[1]['parents'] is True
-    assert md.call_args[0][0] == "/foo/bar"
     assert log_has('Created data directory: /foo/bar', caplog.record_tuples)
 
 
@@ -655,8 +646,7 @@ def test_load_config_default_exchange(all_conf) -> None:
 
     with pytest.raises(ValidationError,
                        match=r'\'exchange\' is a required property'):
-        configuration = Configuration(Namespace())
+        validate_config_schema(all_conf)
-        configuration._validate_config_schema(all_conf)
 
 
 def test_load_config_default_exchange_name(all_conf) -> None:
@@ -670,8 +660,7 @@ def test_load_config_default_exchange_name(all_conf) -> None:
 
     with pytest.raises(ValidationError,
                        match=r'\'name\' is a required property'):
-        configuration = Configuration(Namespace())
+        validate_config_schema(all_conf)
-        configuration._validate_config_schema(all_conf)
 
 
 @pytest.mark.parametrize("keys", [("exchange", "sandbox", False),
@@ -694,7 +683,6 @@ def test_load_config_default_subkeys(all_conf, keys) -> None:
 
     assert subkey not in all_conf[key]
 
-    configuration = Configuration(Namespace())
+    validate_config_schema(all_conf)
-    configuration._validate_config_schema(all_conf)
     assert subkey in all_conf[key]
     assert all_conf[key][subkey] == keys[2]

freqtrade/tests/test_freqtradebot.py

@@ -2,7 +2,6 @@
 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
 
 import logging
-import re
 import time
 from copy import deepcopy
 from unittest.mock import MagicMock, PropertyMock
@@ -1419,8 +1418,7 @@ def test_update_trade_state(mocker, default_conf, limit_buy_order, caplog) -> No
     # Assert we call handle_trade() if trade is feasible for execution
     freqtrade.update_trade_state(trade)
 
-    regexp = re.compile('Found open order for.*')
+    assert log_has_re('Found open order for.*', caplog.record_tuples)
-    assert filter(regexp.match, caplog.record_tuples)
 
 
 def test_update_trade_state_withorderdict(default_conf, trades_for_order, limit_buy_order, mocker):
@@ -1462,6 +1460,22 @@ def test_update_trade_state_exception(mocker, default_conf,
     assert log_has('Could not update trade amount: ', caplog.record_tuples)
 
 
+def test_update_trade_state_orderexception(mocker, default_conf, caplog) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.get_order',
+                 MagicMock(side_effect=InvalidOrderException))
+
+    trade = MagicMock()
+    trade.open_order_id = '123'
+    trade.open_fee = 0.001
+
+    # Test raise of OperationalException exception
+    grm_mock = mocker.patch("freqtrade.freqtradebot.FreqtradeBot.get_real_amount", MagicMock())
+    freqtrade.update_trade_state(trade)
+    assert grm_mock.call_count == 0
+    assert log_has(f'Unable to fetch order {trade.open_order_id}: ', caplog.record_tuples)
+
+
 def test_update_trade_state_sell(default_conf, trades_for_order, limit_sell_order, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
     # get_order should not be called!!
@@ -1941,14 +1955,11 @@ def test_check_handle_timedout_exception(default_conf, ticker, mocker, caplog) -
     )
 
     Trade.session.add(trade_buy)
-    regexp = re.compile(
-        'Cannot query order for Trade(id=1, pair=ETH/BTC, amount=90.99181073, '
-        'open_rate=0.00001099, open_since=10 hours ago) due to Traceback (most '
-        'recent call last):\n.*'
-    )
 
     freqtrade.check_handle_timedout()
-    assert filter(regexp.match, caplog.record_tuples)
+    assert log_has_re(r'Cannot query order for Trade\(id=1, pair=ETH/BTC, amount=90.99181073, '
+                      r'open_rate=0.00001099, open_since=10 hours ago\) due to Traceback \(most '
+                      r'recent call last\):\n.*', caplog.record_tuples)
 
 
 def test_handle_timedout_limit_buy(mocker, default_conf) -> None:
@@ -2886,6 +2897,30 @@ def test_get_real_amount_stake(default_conf, trades_for_order, buy_order_fee, mo
     assert freqtrade.get_real_amount(trade, buy_order_fee) == amount
 
 
+def test_get_real_amount_no_currency_in_fee(default_conf, trades_for_order, buy_order_fee, mocker):
+
+    limit_buy_order = deepcopy(buy_order_fee)
+    limit_buy_order['fee'] = {'cost': 0.004, 'currency': None}
+    trades_for_order[0]['fee']['currency'] = None
+
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=trades_for_order)
+    amount = sum(x['amount'] for x in trades_for_order)
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=amount,
+        exchange='binance',
+        open_rate=0.245441,
+        open_order_id="123456"
+    )
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+
+    # Amount does not change
+    assert freqtrade.get_real_amount(trade, limit_buy_order) == amount
+
+
 def test_get_real_amount_BNB(default_conf, trades_for_order, buy_order_fee, mocker):
     trades_for_order[0]['fee']['currency'] = 'BNB'
     trades_for_order[0]['fee']['cost'] = 0.00094518

freqtrade/tests/test_main.py

@@ -6,11 +6,12 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade import OperationalException
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.main import main
 from freqtrade.state import State
-from freqtrade.tests.conftest import log_has, patch_exchange
+from freqtrade.tests.conftest import (log_has, patch_exchange,
+                                      patched_configuration_load_config_file)
 from freqtrade.worker import Worker
 
 
@@ -27,7 +28,7 @@ def test_parse_args_backtesting(mocker) -> None:
     call_args = backtesting_mock.call_args[0][0]
     assert call_args.config == ['config.json']
     assert call_args.live is False
-    assert call_args.loglevel == 0
+    assert call_args.verbosity == 0
     assert call_args.subparser == 'backtesting'
     assert call_args.func is not None
     assert call_args.ticker_interval is None
@@ -41,7 +42,7 @@ def test_main_start_hyperopt(mocker) -> None:
     assert hyperopt_mock.call_count == 1
     call_args = hyperopt_mock.call_args[0][0]
     assert call_args.config == ['config.json']
-    assert call_args.loglevel == 0
+    assert call_args.verbosity == 0
     assert call_args.subparser == 'hyperopt'
     assert call_args.func is not None
 
@@ -50,10 +51,7 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
     mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=Exception))
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -70,10 +68,7 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
     mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=KeyboardInterrupt))
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -93,10 +88,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
         'freqtrade.worker.Worker._worker',
         MagicMock(side_effect=OperationalException('Oh snap!'))
     )
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -118,10 +110,7 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
                                          State.RUNNING,
                                          OperationalException("Oh snap!")])
     mocker.patch('freqtrade.worker.Worker._worker', worker_mock)
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     reconfigure_mock = mocker.patch('freqtrade.main.Worker._reconfigure', MagicMock())
 
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@@ -145,10 +134,7 @@ def test_reconfigure(mocker, default_conf) -> None:
         'freqtrade.worker.Worker._worker',
         MagicMock(side_effect=OperationalException('Oh snap!'))
     )
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, default_conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -159,10 +145,7 @@ def test_reconfigure(mocker, default_conf) -> None:
     # Renew mock to return modified data
     conf = deepcopy(default_conf)
     conf['stake_amount'] += 1
-    mocker.patch(
+    patched_configuration_load_config_file(mocker, conf)
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: conf
-    )
 
     worker._config = conf
     # reconfigure should return a new instance

freqtrade/tests/test_misc.py

@@ -4,10 +4,9 @@ import datetime
 from unittest.mock import MagicMock
 
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
+from freqtrade.data.history import pair_data_filename
-                            file_dump_json, file_load_json, format_ms_time, shorten_date)
+from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
-from freqtrade.data.history import load_tickerdata_file, pair_data_filename
+                            file_load_json, format_ms_time, shorten_date)
-from freqtrade.strategy.default_strategy import DefaultStrategy
 
 
 def test_shorten_date() -> None:
@@ -32,20 +31,6 @@ def test_datesarray_to_datetimearray(ticker_history_list):
     assert date_len == 2
 
 
-def test_common_datearray(default_conf) -> None:
-    strategy = DefaultStrategy(default_conf)
-    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", pair="UNITTEST/BTC",
-                                                         fill_missing=True)}
-    dataframes = strategy.tickerdata_to_dataframe(tickerlist)
-
-    dates = common_datearray(dataframes)
-
-    assert dates.size == dataframes['UNITTEST/BTC']['date'].size
-    assert dates[0] == dataframes['UNITTEST/BTC']['date'][0]
-    assert dates[-1] == dataframes['UNITTEST/BTC']['date'].iloc[-1]
-
-
 def test_file_dump_json(mocker) -> None:
     file_open = mocker.patch('freqtrade.misc.open', MagicMock())
     json_dump = mocker.patch('rapidjson.dump', MagicMock())

freqtrade/tests/test_plotting.py

@@ -1,31 +1,34 @@
 
+from copy import deepcopy
 from unittest.mock import MagicMock
 
-from plotly import tools
+import plotly.graph_objects as go
-import plotly.graph_objs as go
+from plotly.subplots import make_subplots
-from copy import deepcopy
 
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import Arguments, TimeRange
 from freqtrade.data import history
-from freqtrade.data.btanalysis import load_backtest_data
+from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
-from freqtrade.plot.plotting import (generate_graph, generate_plot_file,
+from freqtrade.plot.plotting import (add_indicators, add_profit,
-                                     generate_row, plot_trades)
+                                     generate_candlestick_graph,
+                                     generate_plot_filename,
+                                     generate_profit_graph, init_plotscript,
+                                     plot_trades, store_plot_file)
 from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.tests.conftest import log_has, log_has_re
 
 
 def fig_generating_mock(fig, *args, **kwargs):
-    """ Return Fig - used to mock generate_row and plot_trades"""
+    """ Return Fig - used to mock add_indicators and plot_trades"""
     return fig
 
 
 def find_trace_in_fig_data(data, search_string: str):
-    matches = filter(lambda x: x.name == search_string, data)
+    matches = (d for d in data if d.name == search_string)
     return next(matches)
 
 
 def generage_empty_figure():
-    return tools.make_subplots(
+    return make_subplots(
         rows=3,
         cols=1,
         shared_xaxes=True,
@@ -34,7 +37,27 @@ def generage_empty_figure():
     )
 
 
-def test_generate_row(default_conf, caplog):
+def test_init_plotscript(default_conf, mocker):
+    default_conf['timerange'] = "20180110-20180112"
+    default_conf['trade_source'] = "file"
+    default_conf['ticker_interval'] = "5m"
+    default_conf["datadir"] = history.make_testdata_path(None)
+    default_conf['exportfilename'] = str(
+        history.make_testdata_path(None) / "backtest-result_test.json")
+    ret = init_plotscript(default_conf)
+    assert "tickers" in ret
+    assert "trades" in ret
+    assert "pairs" in ret
+    assert "strategy" in ret
+
+    default_conf['pairs'] = "POWR/BTC,XLM/BTC"
+    ret = init_plotscript(default_conf)
+    assert "tickers" in ret
+    assert "POWR/BTC" in ret["tickers"]
+    assert "XLM/BTC" in ret["tickers"]
+
+
+def test_add_indicators(default_conf, caplog):
     pair = "UNITTEST/BTC"
     timerange = TimeRange(None, 'line', 0, -1000)
 
@@ -49,20 +72,20 @@ def test_generate_row(default_conf, caplog):
     fig = generage_empty_figure()
 
     # Row 1
-    fig1 = generate_row(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
+    fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
     figure = fig1.layout.figure
     ema10 = find_trace_in_fig_data(figure.data, "ema10")
     assert isinstance(ema10, go.Scatter)
     assert ema10.yaxis == "y"
 
-    fig2 = generate_row(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
+    fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
     figure = fig2.layout.figure
     macd = find_trace_in_fig_data(figure.data, "macd")
     assert isinstance(macd, go.Scatter)
     assert macd.yaxis == "y3"
 
     # No indicator found
-    fig3 = generate_row(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
+    fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
     assert fig == fig3
     assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples)
 
@@ -95,8 +118,8 @@ def test_plot_trades(caplog):
     assert trade_sell.marker.color == 'red'
 
 
-def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
+def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, caplog):
-    row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
+    row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
                             MagicMock(side_effect=fig_generating_mock))
     trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
                                MagicMock(side_effect=fig_generating_mock))
@@ -110,8 +133,8 @@ def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
 
     indicators1 = []
     indicators2 = []
-    fig = generate_graph(pair=pair, data=data, trades=None,
+    fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
-                         indicators1=indicators1, indicators2=indicators2)
+                                     indicators1=indicators1, indicators2=indicators2)
     assert isinstance(fig, go.Figure)
     assert fig.layout.title.text == pair
     figure = fig.layout.figure
@@ -131,8 +154,8 @@ def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
     assert log_has("No sell-signals found.", caplog.record_tuples)
 
 
-def test_generate_graph_no_trades(default_conf, mocker):
+def test_generate_candlestick_graph_no_trades(default_conf, mocker):
-    row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
+    row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
                             MagicMock(side_effect=fig_generating_mock))
     trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
                                MagicMock(side_effect=fig_generating_mock))
@@ -147,8 +170,8 @@ def test_generate_graph_no_trades(default_conf, mocker):
 
     indicators1 = []
     indicators2 = []
-    fig = generate_graph(pair=pair, data=data, trades=None,
+    fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
-                         indicators1=indicators1, indicators2=indicators2)
+                                     indicators1=indicators1, indicators2=indicators2)
     assert isinstance(fig, go.Figure)
     assert fig.layout.title.text == pair
     figure = fig.layout.figure
@@ -178,12 +201,68 @@ def test_generate_graph_no_trades(default_conf, mocker):
     assert trades_mock.call_count == 1
 
 
+def test_generate_Plot_filename():
+    fn = generate_plot_filename("UNITTEST/BTC", "5m")
+    assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
+
+
 def test_generate_plot_file(mocker, caplog):
     fig = generage_empty_figure()
     plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
-    generate_plot_file(fig, "UNITTEST/BTC", "5m")
+    store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html")
 
     assert plot_mock.call_count == 1
     assert plot_mock.call_args[0][0] == fig
     assert (plot_mock.call_args_list[0][1]['filename']
             == "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")
+
+
+def test_add_profit():
+    filename = history.make_testdata_path(None) / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    timerange = Arguments.parse_timerange("20180110-20180112")
+
+    df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
+                                   datadir=None, timerange=timerange)
+    fig = generage_empty_figure()
+
+    cum_profits = create_cum_profit(df.set_index('date'),
+                                    bt_data[bt_data["pair"] == 'POWR/BTC'],
+                                    "cum_profits")
+
+    fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
+    figure = fig1.layout.figure
+    profits = find_trace_in_fig_data(figure.data, "Profits")
+    assert isinstance(profits, go.Scattergl)
+    assert profits.yaxis == "y2"
+
+
+def test_generate_profit_graph():
+    filename = history.make_testdata_path(None) / "backtest-result_test.json"
+    trades = load_backtest_data(filename)
+    timerange = Arguments.parse_timerange("20180110-20180112")
+    pairs = ["POWR/BTC", "XLM/BTC"]
+
+    tickers = history.load_data(datadir=None,
+                                pairs=pairs,
+                                ticker_interval='5m',
+                                timerange=timerange
+                                )
+    trades = trades[trades['pair'].isin(pairs)]
+
+    fig = generate_profit_graph(pairs, tickers, trades)
+    assert isinstance(fig, go.Figure)
+
+    assert fig.layout.title.text == "Profit plot"
+    figure = fig.layout.figure
+    assert len(figure.data) == 4
+
+    avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
+    assert isinstance(avgclose, go.Scattergl)
+
+    profit = find_trace_in_fig_data(figure.data, "Profit")
+    assert isinstance(profit, go.Scattergl)
+
+    for pair in pairs:
+        profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
+        assert isinstance(profit_pair, go.Scattergl)

freqtrade/tests/test_talib.py

@@ -13,4 +13,4 @@ def test_talib_bollingerbands_near_zero_values():
         {'close': 0.00000014}
     ])
     bollinger = ta.BBANDS(inputs, matype=0, timeperiod=2)
-    assert (bollinger['upperband'][3] != bollinger['middleband'][3])
+    assert bollinger['upperband'][3] != bollinger['middleband'][3]

freqtrade/vendor/qtpylib/indicators.py

@@ -213,8 +213,7 @@ def atr(bars, window=14, exp=False):
     else:
         res = rolling_mean(tr, window)
 
-    res = pd.Series(res)
+    return pd.Series(res)
-    return (res.shift(1) * (window - 1) + res) / window
 
 
 # ---------------------------------------------
@@ -602,6 +601,14 @@ def pvt(bars):
              bars['close'].shift(1)) * bars['volume']
     return trend.cumsum()
 
+
+def chopiness(bars, window=14):
+    atrsum = true_range(bars).rolling(window).sum()
+    highs = bars['high'].rolling(window).max()
+    lows = bars['low'].rolling(window).min()
+    return 100 * np.log10(atrsum / (highs - lows)) / np.log10(window)
+
+
 # =============================================
 
 
@@ -629,6 +636,7 @@ PandasObject.rsi = rsi
 PandasObject.stoch = stoch
 PandasObject.zscore = zscore
 PandasObject.pvt = pvt
+PandasObject.chopiness = chopiness
 PandasObject.tdi = tdi
 PandasObject.true_range = true_range
 PandasObject.mid_price = mid_price

freqtrade/worker.py

@@ -128,6 +128,7 @@ class Worker(object):
         return result
 
     def _process(self) -> bool:
+        logger.debug("========================================")
         state_changed = False
         try:
             state_changed = self.freqtrade.process()

requirements-common.txt

@@ -1,9 +1,9 @@
 # requirements without requirements installable via conda
 # mainly used for Raspberry pi installs
-ccxt==1.18.805
+ccxt==1.18.992
-SQLAlchemy==1.3.5
+SQLAlchemy==1.3.6
 python-telegram-bot==11.1.0
-arrow==0.14.2
+arrow==0.14.3
 cachetools==3.1.1
 requests==2.22.0
 urllib3==1.24.2  # pyup: ignore
@@ -29,4 +29,4 @@ python-rapidjson==0.7.2
 sdnotify==0.3.2
 
 # Api server
-flask==1.0.3
+flask==1.1.1

requirements-dev.txt

@@ -2,12 +2,13 @@
 -r requirements.txt
 -r requirements-plot.txt
 
-flake8==3.7.7
+flake8==3.7.8
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==2.0.0
-pytest==4.6.3
+pytest==5.0.1
 pytest-mock==1.10.4
 pytest-asyncio==0.10.0
 pytest-cov==2.7.1
+pytest-random-order==1.0.4
 coveralls==1.8.1
-mypy==0.710
+mypy==0.720

requirements-plot.txt

@@ -1,5 +1,5 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==3.10.0
+plotly==4.0.0
 

requirements.txt

@@ -1,6 +1,6 @@
 # Load common requirements
 -r requirements-common.txt
 
-numpy==1.16.4
+numpy==1.17.0
-pandas==0.24.2
+pandas==0.25.0
 scipy==1.3.0

scripts/download_backtest_data.py

@@ -8,8 +8,10 @@ import sys
 from pathlib import Path
 from typing import Any, Dict, List
 
-from freqtrade.arguments import Arguments, TimeRange
+from freqtrade.configuration import Arguments, TimeRange
 from freqtrade.configuration import Configuration
+from freqtrade.configuration.arguments import ARGS_DOWNLOADER
+from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.data.history import download_pair_history
 from freqtrade.exchange import Exchange
 from freqtrade.misc import deep_merge_dicts
@@ -20,13 +22,12 @@ logger = logging.getLogger('download_backtest_data')
 
 DEFAULT_DL_PATH = 'user_data/data'
 
-arguments = Arguments(sys.argv[1:], 'Download backtest data')
-arguments.common_options()
-arguments.download_data_options()
-
 # Do not read the default config if config is not specified
 # in the command line options explicitely
-args = arguments.parse_args(no_default_config=True)
+arguments = Arguments(sys.argv[1:], 'Download backtest data',
+                      no_default_config=True)
+arguments._build_args(optionlist=ARGS_DOWNLOADER)
+args = arguments._parse_args()
 
 # Use bittrex as default exchange
 exchange_name = args.exchange or 'bittrex'
@@ -73,16 +74,16 @@ else:
     }
     timeframes = args.timeframes or ['1m', '5m']
 
-configuration._load_logging_config(config)
+configuration._process_logging_options(config)
 
 if args.config and args.exchange:
     logger.warning("The --exchange option is ignored, "
                    "using exchange settings from the configuration file.")
 
 # Check if the exchange set by the user is supported
-configuration.check_exchange(config)
+check_exchange(config)
 
-configuration._load_datadir_config(config)
+configuration._process_datadir_options(config)
 
 dl_path = Path(config['datadir'])
 

scripts/plot_dataframe.py

@@ -2,19 +2,7 @@
 """
 Script to display when the bot will buy on specific pair(s)
 
-Mandatory Cli parameters:
+Use `python plot_dataframe.py --help` to display the command line arguments
--p / --pairs: pair(s) to examine
-
-Option but recommended
--s / --strategy: strategy to use
-
-
-Optional Cli parameters
--d / --datadir: path to pair(s) backtest data
---timerange: specify what timerange of data to use.
--l / --live: Live, to download the latest ticker for the pair(s)
--db / --db-url: Show trades stored in database
-
 
 Indicators recommended
 Row 1: sma, ema3, ema5, ema10, ema50
@@ -26,18 +14,17 @@ Example of usage:
 """
 import logging
 import sys
-from pathlib import Path
 from typing import Any, Dict, List
 
 import pandas as pd
 
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
-from freqtrade.data import history
+from freqtrade.configuration.arguments import ARGS_PLOT_DATAFRAME
-from freqtrade.data.btanalysis import (extract_trades_of_period,
+from freqtrade.data.btanalysis import extract_trades_of_period
-                                       load_backtest_data, load_trades_from_db)
 from freqtrade.optimize import setup_configuration
-from freqtrade.plot.plotting import generate_graph, generate_plot_file
+from freqtrade.plot.plotting import (init_plotscript, generate_candlestick_graph,
-from freqtrade.resolvers import ExchangeResolver, StrategyResolver
+                                     store_plot_file,
+                                     generate_plot_filename)
 from freqtrade.state import RunMode
 
 logger = logging.getLogger(__name__)
@@ -68,52 +55,29 @@ def analyse_and_plot_pairs(config: Dict[str, Any]):
     -Generate plot files
     :return: None
     """
-    exchange = ExchangeResolver(config.get('exchange', {}).get('name'), config).exchange
+    plot_elements = init_plotscript(config)
-
+    trades = plot_elements['trades']
-    strategy = StrategyResolver(config).strategy
-    if "pairs" in config:
-        pairs = config["pairs"].split(',')
-    else:
-        pairs = config["exchange"]["pair_whitelist"]
-
-    # Set timerange to use
-    timerange = Arguments.parse_timerange(config["timerange"])
-    ticker_interval = strategy.ticker_interval
-
-    tickers = history.load_data(
-        datadir=Path(str(config.get("datadir"))),
-        pairs=pairs,
-        ticker_interval=config['ticker_interval'],
-        refresh_pairs=config.get('refresh_pairs', False),
-        timerange=timerange,
-        exchange=exchange,
-        live=config.get("live", False),
-    )
 
     pair_counter = 0
-    for pair, data in tickers.items():
+    for pair, data in plot_elements["tickers"].items():
         pair_counter += 1
         logger.info("analyse pair %s", pair)
         tickers = {}
         tickers[pair] = data
-        dataframe = generate_dataframe(strategy, tickers, pair)
+        dataframe = generate_dataframe(plot_elements["strategy"], tickers, pair)
-        if config["trade_source"] == "DB":
-            trades = load_trades_from_db(config["db_url"])
-        elif config["trade_source"] == "file":
-            trades = load_backtest_data(Path(config["exportfilename"]))
 
-        trades = trades.loc[trades['pair'] == pair]
+        trades_pair = trades.loc[trades['pair'] == pair]
-        trades = extract_trades_of_period(dataframe, trades)
+        trades_pair = extract_trades_of_period(dataframe, trades_pair)
 
-        fig = generate_graph(
+        fig = generate_candlestick_graph(
             pair=pair,
             data=dataframe,
-            trades=trades,
+            trades=trades_pair,
             indicators1=config["indicators1"].split(","),
             indicators2=config["indicators2"].split(",")
         )
 
-        generate_plot_file(fig, pair, ticker_interval)
+        store_plot_file(fig, generate_plot_filename(pair, config['ticker_interval']))
 
     logger.info('End of ploting process %s plots generated', pair_counter)
 
@@ -125,16 +89,11 @@ def plot_parse_args(args: List[str]) -> Dict[str, Any]:
     :return: args: Array with all arguments
     """
     arguments = Arguments(args, 'Graph dataframe')
-    arguments.common_options()
+    arguments._build_args(optionlist=ARGS_PLOT_DATAFRAME)
-    arguments.main_options()
+    parsed_args = arguments._parse_args()
-    arguments.common_optimize_options()
-    arguments.backtesting_options()
-    arguments.common_scripts_options()
-    arguments.plot_dataframe_options()
-    parsed_args = arguments.parse_args()
 
     # Load the configuration
-    config = setup_configuration(parsed_args, RunMode.BACKTEST)
+    config = setup_configuration(parsed_args, RunMode.OTHER)
     return config
 
 

scripts/plot_profit.py

@@ -2,217 +2,52 @@
 """
 Script to display profits
 
-Mandatory Cli parameters:
+Use `python plot_profit.py --help` to display the command line arguments
--p / --pair: pair to examine
-
-Optional Cli parameters
--c / --config: specify configuration file
--s / --strategy: strategy to use
--d / --datadir: path to pair backtest data
---timerange: specify what timerange of data to use
---export-filename: Specify where the backtest export is located.
 """
-import json
 import logging
 import sys
-from argparse import Namespace
+from typing import Any, Dict, List
-from pathlib import Path
-from typing import List, Optional
 
-import numpy as np
+from freqtrade.configuration import Arguments
-import plotly.graph_objs as go
+from freqtrade.configuration.arguments import ARGS_PLOT_PROFIT
-from plotly import tools
+from freqtrade.optimize import setup_configuration
-from plotly.offline import plot
+from freqtrade.plot.plotting import init_plotscript, generate_profit_graph, store_plot_file
-
-from freqtrade.arguments import Arguments
-from freqtrade.configuration import Configuration
-from freqtrade.data import history
-from freqtrade.exchange import timeframe_to_seconds
-from freqtrade.misc import common_datearray
-from freqtrade.resolvers import StrategyResolver
 from freqtrade.state import RunMode
 
-
 logger = logging.getLogger(__name__)
 
 
-# data:: [ pair,      profit-%,  enter,         exit,        time, duration]
+def plot_profit(config: Dict[str, Any]) -> None:
-# data:: ["ETH/BTC", 0.0023975, "1515598200", "1515602100", "2018-01-10 07:30:00+00:00", 65]
-def make_profit_array(data: List, px: int, min_date: int,
-                      interval: str,
-                      filter_pairs: Optional[List] = None) -> np.ndarray:
-    pg = np.zeros(px)
-    filter_pairs = filter_pairs or []
-    # Go through the trades
-    # and make an total profit
-    # array
-    for trade in data:
-        pair = trade[0]
-        if filter_pairs and pair not in filter_pairs:
-            continue
-        profit = trade[1]
-        trade_sell_time = int(trade[3])
-
-        ix = define_index(min_date, trade_sell_time, interval)
-        if ix < px:
-            logger.debug('[%s]: Add profit %s on %s', pair, profit, trade[4])
-            pg[ix] += profit
-
-    # rewrite the pg array to go from
-    # total profits at each timeframe
-    # to accumulated profits
-    pa = 0
-    for x in range(0, len(pg)):
-        p = pg[x]  # Get current total percent
-        pa += p  # Add to the accumulated percent
-        pg[x] = pa  # write back to save memory
-
-    return pg
-
-
-def plot_profit(args: Namespace) -> None:
     """
     Plots the total profit for all pairs.
     Note, the profit calculation isn't realistic.
     But should be somewhat proportional, and therefor useful
     in helping out to find a good algorithm.
     """
+    plot_elements = init_plotscript(config)
+    trades = plot_elements['trades']
+    # Filter trades to relevant pairs
+    trades = trades[trades['pair'].isin(plot_elements["pairs"])]
 
-    # We need to use the same pairs, same ticker_interval
+    # Create an average close price of all the pairs that were involved.
-    # and same timeperiod as used in backtesting
-    # to match the tickerdata against the profits-results
-    timerange = Arguments.parse_timerange(args.timerange)
-
-    config = Configuration(args, RunMode.OTHER).get_config()
-
-    # Init strategy
-    try:
-        strategy = StrategyResolver({'strategy': config.get('strategy')}).strategy
-
-    except AttributeError:
-        logger.critical(
-            'Impossible to load the strategy. Please check the file "user_data/strategies/%s.py"',
-            config.get('strategy')
-        )
-        exit(1)
-
-    # Load the profits results
-    try:
-        filename = args.exportfilename
-        with open(filename) as file:
-            data = json.load(file)
-    except FileNotFoundError:
-        logger.critical(
-            'File "backtest-result.json" not found. This script require backtesting '
-            'results to run.\nPlease run a backtesting with the parameter --export.')
-        exit(1)
-
-    # Take pairs from the cli otherwise switch to the pair in the config file
-    if args.pairs:
-        filter_pairs = args.pairs
-        filter_pairs = filter_pairs.split(',')
-    else:
-        filter_pairs = config['exchange']['pair_whitelist']
-
-    ticker_interval = strategy.ticker_interval
-    pairs = config['exchange']['pair_whitelist']
-
-    if filter_pairs:
-        pairs = list(set(pairs) & set(filter_pairs))
-        logger.info('Filter, keep pairs %s' % pairs)
-
-    tickers = history.load_data(
-        datadir=Path(str(config.get('datadir'))),
-        pairs=pairs,
-        ticker_interval=ticker_interval,
-        refresh_pairs=False,
-        timerange=timerange
-    )
-    dataframes = strategy.tickerdata_to_dataframe(tickers)
-
-    # NOTE: the dataframes are of unequal length,
-    # 'dates' is an merged date array of them all.
-
-    dates = common_datearray(dataframes)
-    min_date = int(min(dates).timestamp())
-    max_date = int(max(dates).timestamp())
-    num_iterations = define_index(min_date, max_date, ticker_interval) + 1
-
-    # Make an average close price of all the pairs that was involved.
     # this could be useful to gauge the overall market trend
-    # We are essentially saying:
+    fig = generate_profit_graph(plot_elements["pairs"], plot_elements["tickers"], trades)
-    #  array <- sum dataframes[*]['close'] / num_items dataframes
+    store_plot_file(fig, filename='freqtrade-profit-plot.html', auto_open=True)
-    #  FIX: there should be some onliner numpy/panda for this
-    avgclose = np.zeros(num_iterations)
-    num = 0
-    for pair, pair_data in dataframes.items():
-        close = pair_data['close']
-        maxprice = max(close)  # Normalize price to [0,1]
-        logger.info('Pair %s has length %s' % (pair, len(close)))
-        for x in range(0, len(close)):
-            avgclose[x] += close[x] / maxprice
-        # avgclose += close
-        num += 1
-    avgclose /= num
-
-    # make an profits-growth array
-    pg = make_profit_array(data, num_iterations, min_date, ticker_interval, filter_pairs)
-
-    #
-    # Plot the pairs average close prices, and total profit growth
-    #
-
-    avgclose = go.Scattergl(
-        x=dates,
-        y=avgclose,
-        name='Avg close price',
-    )
-
-    profit = go.Scattergl(
-        x=dates,
-        y=pg,
-        name='Profit',
-    )
-
-    fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
-
-    fig.append_trace(avgclose, 1, 1)
-    fig.append_trace(profit, 2, 1)
-
-    for pair in pairs:
-        pg = make_profit_array(data, num_iterations, min_date, ticker_interval, [pair])
-        pair_profit = go.Scattergl(
-            x=dates,
-            y=pg,
-            name=pair,
-        )
-        fig.append_trace(pair_profit, 3, 1)
-
-    plot(fig, filename=str(Path('user_data').joinpath('freqtrade-profit-plot.html')))
 
 
-def define_index(min_date: int, max_date: int, ticker_interval: str) -> int:
+def plot_parse_args(args: List[str]) -> Dict[str, Any]:
-    """
-    Return the index of a specific date
-    """
-    interval_seconds = timeframe_to_seconds(ticker_interval)
-    return int((max_date - min_date) / interval_seconds)
-
-
-def plot_parse_args(args: List[str]) -> Namespace:
     """
     Parse args passed to the script
     :param args: Cli arguments
     :return: args: Array with all arguments
     """
     arguments = Arguments(args, 'Graph profits')
-    arguments.common_options()
+    arguments._build_args(optionlist=ARGS_PLOT_PROFIT)
-    arguments.main_options()
+    parsed_args = arguments._parse_args()
-    arguments.common_optimize_options()
-    arguments.backtesting_options()
-    arguments.common_scripts_options()
 
-    return arguments.parse_args()
+    # Load the configuration
+    config = setup_configuration(parsed_args, RunMode.OTHER)
+    return config
 
 
 def main(sysargv: List[str]) -> None:

setup.sh

@@ -1,12 +1,21 @@
 #!/usr/bin/env bash
 #encoding=utf8
 
+function check_installed_pip() {
+   ${PYTHON} -m pip > /dev/null
+   if [ $? -ne 0 ]; then
+        echo "pip not found (called as '${PYTHON} -m pip'). Please make sure that pip is available for ${PYTHON}."
+        exit 1
+   fi
+}
+
 # Check which python version is installed
 function check_installed_python() {
     which python3.7
     if [ $? -eq 0 ]; then
         echo "using Python 3.7"
         PYTHON=python3.7
+        check_installed_pip
         return
     fi
 
@@ -14,6 +23,7 @@ function check_installed_python() {
     if [ $? -eq 0 ]; then
         echo "using Python 3.6"
         PYTHON=python3.6
+        check_installed_pip
         return
    fi
 
@@ -21,7 +31,6 @@ function check_installed_python() {
         echo "No usable python found. Please make sure to have python3.6 or python3.7 installed"
         exit 1
    fi
-
 }
 
 function updateenv() {
@@ -29,21 +38,21 @@ function updateenv() {
     echo "Updating your virtual env"
     echo "-------------------------"
     source .env/bin/activate
-    echo "pip3 install in-progress. Please wait..."
+    echo "pip install in-progress. Please wait..."
     # Install numpy first to have py_find_1st install clean
-    pip3 install --upgrade pip numpy
+    ${PYTHON} -m pip install --upgrade pip numpy
-    pip3 install --upgrade -r requirements.txt
+    ${PYTHON} -m pip install --upgrade -r requirements.txt
 
     read -p "Do you want to install dependencies for dev [y/N]? "
     if [[ $REPLY =~ ^[Yy]$ ]]
     then
-        pip3 install --upgrade -r requirements-dev.txt
+        ${PYTHON} -m pip install --upgrade -r requirements-dev.txt
     else
         echo "Dev dependencies ignored."
     fi
 
-    pip3 install --quiet -e .
+    ${PYTHON} -m pip install -e .
-    echo "pip3 install completed"
+    echo "pip install completed"
     echo
 }
 
@@ -74,16 +83,14 @@ function install_macos() {
         echo "-------------------------"
         /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
     fi
-    brew install python3 wget
     install_talib
     test_and_fix_python_on_mac
 }
 
 # Install bot Debian_ubuntu
 function install_debian() {
-    sudo add-apt-repository ppa:jonathonf/python-3.6
     sudo apt-get update
-    sudo apt-get install python3.6 python3.6-venv python3.6-dev build-essential autoconf libtool pkg-config make wget git
+    sudo apt-get install build-essential autoconf libtool pkg-config make wget git
     install_talib
 }
 
@@ -235,7 +242,7 @@ function install() {
     echo "-------------------------"
     echo "Run the bot !"
     echo "-------------------------"
-    echo "You can now use the bot by executing 'source .env/bin/activate; python freqtrade'."
+    echo "You can now use the bot by executing 'source .env/bin/activate; freqtrade'."
 }
 
 function plot() {
@@ -244,7 +251,7 @@ echo "
 Installing dependencies for Plotting scripts
 -----------------------------------------
 "
-pip install plotly --upgrade
+${PYTHON} -m pip install plotly --upgrade
 }
 
 function help() {

user_data/hyperopts/sample_hyperopt.py

@@ -1,18 +1,18 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
+from functools import reduce
+from math import exp
+from typing import Any, Callable, Dict, List
+from datetime import datetime
+
+import numpy as np# noqa F401
 import talib.abstract as ta
 from pandas import DataFrame
-from typing import Dict, Any, Callable, List
-from functools import reduce
-
-import numpy
 from skopt.space import Categorical, Dimension, Integer, Real
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
-class_name = 'SampleHyperOpts'
-
 
 # This class is a sample. Feel free to customize it.
 class SampleHyperOpts(IHyperOpt):

user_data/hyperopts/sample_hyperopt_loss.py

@@ -0,0 +1,47 @@
+from math import exp
+from datetime import datetime
+
+from pandas import DataFrame
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+# Define some constants:
+
+# set TARGET_TRADES to suit your number concurrent trades so its realistic
+# to the number of days
+TARGET_TRADES = 600
+# This is assumed to be expected avg profit * expected trade count.
+# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
+# self.expected_max_profit = 3.85
+# Check that the reported Σ% values do not exceed this!
+# Note, this is ratio. 3.85 stated above means 385Σ%.
+EXPECTED_MAX_PROFIT = 3.0
+
+# max average trade duration in minutes
+# if eval ends with higher value, we consider it a failed eval
+MAX_ACCEPTED_TRADE_DURATION = 300
+
+
+class SampleHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the default loss function for hyperopt
+    This is intended to give you some inspiration for your own loss function.
+
+    The Function needs to return a number (float) - which becomes for better backtest results.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results
+        """
+        total_profit = results.profit_percent.sum()
+        trade_duration = results.trade_duration.mean()
+
+        trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
+        profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
+        duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
+        result = trade_loss + profit_loss + duration_loss
+        return result