Merge branch 'feature' of github.com:LangLazy/freqtrade into feature

.pre-commit-config.yaml

@@ -15,7 +15,7 @@ repos:
         additional_dependencies:
           - types-cachetools==5.3.0.0
           - types-filelock==3.2.7
-          - types-requests==2.28.11.8
+          - types-requests==2.28.11.12
           - types-tabulate==0.9.0.0
           - types-python-dateutil==2.8.19.6
         # stages: [push]

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.10.7-slim-bullseye as base
+FROM python:3.10.10-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

docker/Dockerfile.armhf

@@ -1,4 +1,4 @@
-FROM python:3.9.12-slim-bullseye as base
+FROM python:3.9.16-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

docs/developer.md

@@ -363,7 +363,7 @@ from pathlib import Path
 exchange = ccxt.binance({
     'apiKey': '<apikey>',
     'secret': '<secret>'
-    'options': {'defaultType': 'future'}
+    'options': {'defaultType': 'swap'}
     })
 _ = exchange.load_markets()
 

docs/freqai.md

@@ -4,7 +4,7 @@
 
 ## Introduction
 
-FreqAI is a software designed to automate a variety of tasks associated with training a predictive machine learning model to generate market forecasts given a set of input signals. In general, the FreqAI aims to be a sand-box for easily deploying robust machine-learning libraries on real-time data ([details])(#freqai-position-in-open-source-machine-learning-landscape).
+FreqAI is a software designed to automate a variety of tasks associated with training a predictive machine learning model to generate market forecasts given a set of input signals. In general, FreqAI aims to be a sand-box for easily deploying robust machine-learning libraries on real-time data ([details](#freqai-position-in-open-source-machine-learning-landscape)).
 
 Features include:
 

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.4.2
-mkdocs-material==9.0.11
+mkdocs-material==9.0.12
 mdx_truly_sane_lists==1.3
 pymdown-extensions==9.9.2
 jinja2==3.1.2

freqtrade/commands/trade_commands.py

@@ -1,4 +1,5 @@
 import logging
+import signal
 from typing import Any, Dict
 
 
@@ -12,15 +13,20 @@ def start_trading(args: Dict[str, Any]) -> int:
     # Import here to avoid loading worker module when it's not used
     from freqtrade.worker import Worker
 
+    def term_handler(signum, frame):
+        # Raise KeyboardInterrupt - so we can handle it in the same way as Ctrl-C
+        raise KeyboardInterrupt()
+
     # Create and run worker
     worker = None
     try:
+        signal.signal(signal.SIGTERM, term_handler)
         worker = Worker(args)
         worker.run()
     except Exception as e:
         logger.error(str(e))
         logger.exception("Fatal exception!")
-    except KeyboardInterrupt:
+    except (KeyboardInterrupt):
         logger.info('SIGINT received, aborting ...')
     finally:
         if worker:

freqtrade/constants.py

@@ -681,6 +681,7 @@ EntryExit = Literal['entry', 'exit']
 BuySell = Literal['buy', 'sell']
 MakerTaker = Literal['maker', 'taker']
 BidAsk = Literal['bid', 'ask']
+OBLiteral = Literal['asks', 'bids']
 
 Config = Dict[str, Any]
 IntOrInf = float

freqtrade/data/dataprovider.py

@@ -18,6 +18,7 @@ from freqtrade.data.history import load_pair_history
 from freqtrade.enums import CandleType, RPCMessageType, RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange, timeframe_to_seconds
+from freqtrade.exchange.types import OrderBook
 from freqtrade.misc import append_candles_to_dataframe
 from freqtrade.rpc import RPCManager
 from freqtrade.util import PeriodicCache
@@ -489,7 +490,7 @@ class DataProvider:
         except ExchangeError:
             return {}
 
-    def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
+    def orderbook(self, pair: str, maximum: int) -> OrderBook:
         """
         Fetch latest l2 orderbook data
         Warning: Does a network request - so use with common sense.

freqtrade/edge/edge_positioning.py

@@ -195,7 +195,7 @@ class Edge:
 
     def stake_amount(self, pair: str, free_capital: float,
                      total_capital: float, capital_in_trade: float) -> float:
-        stoploss = self.stoploss(pair)
+        stoploss = self.get_stoploss(pair)
         available_capital = (total_capital + capital_in_trade) * self._capital_ratio
         allowed_capital_at_risk = available_capital * self._allowed_risk
         max_position_size = abs(allowed_capital_at_risk / stoploss)
@@ -214,7 +214,7 @@ class Edge:
             )
         return round(position_size, 15)
 
-    def stoploss(self, pair: str) -> float:
+    def get_stoploss(self, pair: str) -> float:
         if pair in self._cached_pairs:
             return self._cached_pairs[pair].stoploss
         else:

freqtrade/exchange/exchange.py

@@ -21,7 +21,7 @@ from pandas import DataFrame, concat
 
 from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BidAsk,
                                  BuySell, Config, EntryExit, ListPairsWithTimeframes, MakerTaker,
-                                 PairWithTimeframe)
+                                 OBLiteral, PairWithTimeframe)
 from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
 from freqtrade.enums.pricetype import PriceType
@@ -37,7 +37,7 @@ from freqtrade.exchange.exchange_utils import (CcxtModuleType, amount_to_contrac
                                                price_to_precision, timeframe_to_minutes,
                                                timeframe_to_msecs, timeframe_to_next_date,
                                                timeframe_to_prev_date, timeframe_to_seconds)
-from freqtrade.exchange.types import OHLCVResponse, Ticker, Tickers
+from freqtrade.exchange.types import OHLCVResponse, OrderBook, Ticker, Tickers
 from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
                             safe_value_fallback2)
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@@ -860,10 +860,13 @@ class Exchange:
             dry_order["stopPrice"] = dry_order["price"]
             # Workaround to avoid filling stoploss orders immediately
             dry_order["ft_order_type"] = "stoploss"
+        orderbook: Optional[OrderBook] = None
+        if self.exchange_has('fetchL2OrderBook'):
+            orderbook = self.fetch_l2_order_book(pair, 20)
 
         if dry_order["type"] == "market" and not dry_order.get("ft_order_type"):
             # Update market order pricing
-            average = self.get_dry_market_fill_price(pair, side, amount, rate)
+            average = self.get_dry_market_fill_price(pair, side, amount, rate, orderbook)
             dry_order.update({
                 'average': average,
                 'filled': _amount,
@@ -873,7 +876,8 @@ class Exchange:
             # market orders will always incurr taker fees
             dry_order = self.add_dry_order_fee(pair, dry_order, 'taker')
 
-        dry_order = self.check_dry_limit_order_filled(dry_order, immediate=True)
+        dry_order = self.check_dry_limit_order_filled(
+            dry_order, immediate=True, orderbook=orderbook)
 
         self._dry_run_open_orders[dry_order["id"]] = dry_order
         # Copy order and close it - so the returned order is open unless it's a market order
@@ -895,20 +899,22 @@ class Exchange:
         })
         return dry_order
 
-    def get_dry_market_fill_price(self, pair: str, side: str, amount: float, rate: float) -> float:
+    def get_dry_market_fill_price(self, pair: str, side: str, amount: float, rate: float,
+                                  orderbook: Optional[OrderBook]) -> float:
         """
         Get the market order fill price based on orderbook interpolation
         """
         if self.exchange_has('fetchL2OrderBook'):
-            ob = self.fetch_l2_order_book(pair, 20)
+            if not orderbook:
-            ob_type = 'asks' if side == 'buy' else 'bids'
+                orderbook = self.fetch_l2_order_book(pair, 20)
+            ob_type: OBLiteral = 'asks' if side == 'buy' else 'bids'
             slippage = 0.05
             max_slippage_val = rate * ((1 + slippage) if side == 'buy' else (1 - slippage))
 
             remaining_amount = amount
             filled_amount = 0.0
             book_entry_price = 0.0
-            for book_entry in ob[ob_type]:
+            for book_entry in orderbook[ob_type]:
                 book_entry_price = book_entry[0]
                 book_entry_coin_volume = book_entry[1]
                 if remaining_amount > 0:
@@ -936,18 +942,20 @@ class Exchange:
 
         return rate
 
-    def _is_dry_limit_order_filled(self, pair: str, side: str, limit: float) -> bool:
+    def _is_dry_limit_order_filled(self, pair: str, side: str, limit: float,
+                                   orderbook: Optional[OrderBook] = None) -> bool:
         if not self.exchange_has('fetchL2OrderBook'):
             return True
-        ob = self.fetch_l2_order_book(pair, 1)
+        if not orderbook:
+            orderbook = self.fetch_l2_order_book(pair, 1)
         try:
             if side == 'buy':
-                price = ob['asks'][0][0]
+                price = orderbook['asks'][0][0]
                 logger.debug(f"{pair} checking dry buy-order: price={price}, limit={limit}")
                 if limit >= price:
                     return True
             else:
-                price = ob['bids'][0][0]
+                price = orderbook['bids'][0][0]
                 logger.debug(f"{pair} checking dry sell-order: price={price}, limit={limit}")
                 if limit <= price:
                     return True
@@ -957,7 +965,8 @@ class Exchange:
         return False
 
     def check_dry_limit_order_filled(
-            self, order: Dict[str, Any], immediate: bool = False) -> Dict[str, Any]:
+            self, order: Dict[str, Any], immediate: bool = False,
+            orderbook: Optional[OrderBook] = None) -> Dict[str, Any]:
         """
         Check dry-run limit order fill and update fee (if it filled).
         """
@@ -965,7 +974,7 @@ class Exchange:
                 and order['type'] in ["limit"]
                 and not order.get('ft_order_type')):
             pair = order['symbol']
-            if self._is_dry_limit_order_filled(pair, order['side'], order['price']):
+            if self._is_dry_limit_order_filled(pair, order['side'], order['price'], orderbook):
                 order.update({
                     'status': 'closed',
                     'filled': order['amount'],
@@ -1131,7 +1140,7 @@ class Exchange:
         return params
 
     @retrier(retries=0)
-    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict,
+    def create_stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict,
                         side: BuySell, leverage: float) -> Dict:
         """
         creates a stoploss order.
@@ -1511,7 +1520,7 @@ class Exchange:
         return result
 
     @retrier
-    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
+    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> OrderBook:
         """
         Get L2 order book from exchange.
         Can be limited to a certain amount (if supported).
@@ -1554,7 +1563,7 @@ class Exchange:
 
     def get_rate(self, pair: str, refresh: bool,
                  side: EntryExit, is_short: bool,
-                 order_book: Optional[dict] = None, ticker: Optional[Ticker] = None) -> float:
+                 order_book: Optional[OrderBook] = None, ticker: Optional[Ticker] = None) -> float:
         """
         Calculates bid/ask target
         bid rate - between current ask price and last price
@@ -1592,7 +1601,8 @@ class Exchange:
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
             try:
-                rate = order_book[f"{price_side}s"][order_book_top - 1][0]
+                obside: OBLiteral = 'bids' if price_side == 'bid' else 'asks'
+                rate = order_book[obside][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
                 logger.warning(
                     f"{pair} - {name} Price at location {order_book_top} from orderbook "

freqtrade/exchange/kraken.py

@@ -97,7 +97,7 @@ class Kraken(Exchange):
                 ))
 
     @retrier(retries=0)
-    def stoploss(self, pair: str, amount: float, stop_price: float,
+    def create_stoploss(self, pair: str, amount: float, stop_price: float,
                         order_types: Dict, side: BuySell, leverage: float) -> Dict:
         """
         Creates a stoploss market order.

freqtrade/exchange/types.py

@@ -15,6 +15,15 @@ class Ticker(TypedDict):
     # Several more - only listing required.
 
 
+class OrderBook(TypedDict):
+    symbol: str
+    bids: List[Tuple[float, float]]
+    asks: List[Tuple[float, float]]
+    timestamp: Optional[int]
+    datetime: Optional[str]
+    nonce: Optional[int]
+
+
 Tickers = Dict[str, Ticker]
 
 # pair, timeframe, candleType, OHLCV, drop last?,

freqtrade/freqai/freqai_interface.py

@@ -563,7 +563,13 @@ class IFreqaiModel(ABC):
         :return:
         :boolean: whether the model file exists or not.
         """
-        path_to_modelfile = Path(dk.data_path / f"{dk.model_filename}_model.joblib")
+        if self.dd.model_type == 'joblib':
+            file_type = ".joblib"
+        elif self.dd.model_type == 'keras':
+            file_type = ".h5"
+        elif 'stable_baselines' in self.dd.model_type or 'sb3_contrib' == self.dd.model_type:
+            file_type = ".zip"
+        path_to_modelfile = Path(dk.data_path / f"{dk.model_filename}_model.{file_type}")
         file_exists = path_to_modelfile.is_file()
         if file_exists:
             logger.info("Found model at %s", dk.data_path / dk.model_filename)

freqtrade/freqtradebot.py

@@ -1078,7 +1078,7 @@ class FreqtradeBot(LoggingMixin):
             datetime.now(timezone.utc),
             enter=enter,
             exit_=exit_,
-            force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
+            force_stoploss=self.edge.get_stoploss(trade.pair) if self.edge else 0
         )
         for should_exit in exits:
             if should_exit.exit_flag:
@@ -1098,7 +1098,7 @@ class FreqtradeBot(LoggingMixin):
         :return: True if the order succeeded, and False in case of problems.
         """
         try:
-            stoploss_order = self.exchange.stoploss(
+            stoploss_order = self.exchange.create_stoploss(
                 pair=trade.pair,
                 amount=trade.amount,
                 stop_price=stop_price,
@@ -1172,7 +1172,7 @@ class FreqtradeBot(LoggingMixin):
         if not stoploss_order:
             stop_price = trade.stoploss_or_liquidation
             if self.edge:
-                stoploss = self.edge.stoploss(pair=trade.pair)
+                stoploss = self.edge.get_stoploss(pair=trade.pair)
                 stop_price = (
                     trade.open_rate * (1 - stoploss) if trade.is_short
                     else trade.open_rate * (1 + stoploss)

freqtrade/strategy/hyper.py

@@ -163,7 +163,7 @@ class HyperStrategyMixin:
             else:
                 logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}')
 
-    def get_no_optimize_params(self):
+    def get_no_optimize_params(self) -> Dict[str, Dict]:
         """
         Returns list of Parameters that are not part of the current optimize job
         """
@@ -173,7 +173,7 @@ class HyperStrategyMixin:
             'protection': {},
         }
         for name, p in self.enumerate_parameters():
-            if not p.optimize or not p.in_space:
+            if p.category and (not p.optimize or not p.in_space):
                 params[p.category][name] = p.value
         return params
 

freqtrade/strategy/interface.py

@@ -1086,7 +1086,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         trade.adjust_min_max_rates(high or current_rate, low or current_rate)
 
-        stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
+        stoplossflag = self.ft_stoploss_reached(current_rate=current_rate, trade=trade,
                                                 current_time=current_time,
                                                 current_profit=current_profit,
                                                 force_stoploss=force_stoploss, low=low, high=high)
@@ -1156,13 +1156,12 @@ class IStrategy(ABC, HyperStrategyMixin):
 
         return exits
 
-    def stop_loss_reached(self, current_rate: float, trade: Trade,
+    def ft_stoploss_adjust(self, current_rate: float, trade: Trade,
                            current_time: datetime, current_profit: float,
                            force_stoploss: float, low: Optional[float] = None,
-                          high: Optional[float] = None) -> ExitCheckTuple:
+                           high: Optional[float] = None) -> None:
         """
-        Based on current profit of the trade and configured (trailing) stoploss,
+        Adjust stop-loss dynamically if configured to do so.
-        decides to exit or not
         :param current_profit: current profit as ratio
         :param low: Low value of this candle, only set in backtesting
         :param high: High value of this candle, only set in backtesting
@@ -1208,6 +1207,20 @@ class IStrategy(ABC, HyperStrategyMixin):
 
                 trade.adjust_stop_loss(bound or current_rate, stop_loss_value)
 
+    def ft_stoploss_reached(self, current_rate: float, trade: Trade,
+                            current_time: datetime, current_profit: float,
+                            force_stoploss: float, low: Optional[float] = None,
+                            high: Optional[float] = None) -> ExitCheckTuple:
+        """
+        Based on current profit of the trade and configured (trailing) stoploss,
+        decides to exit or not
+        :param current_profit: current profit as ratio
+        :param low: Low value of this candle, only set in backtesting
+        :param high: High value of this candle, only set in backtesting
+        """
+        self.ft_stoploss_adjust(current_rate, trade, current_time, current_profit,
+                                force_stoploss, low, high)
+
         sl_higher_long = (trade.stop_loss >= (low or current_rate) and not trade.is_short)
         sl_lower_short = (trade.stop_loss <= (high or current_rate) and trade.is_short)
         liq_higher_long = (trade.liquidation_price

requirements-dev.txt

@@ -9,7 +9,7 @@
 coveralls==3.3.1
 flake8==6.0.0
 flake8-tidy-imports==4.8.0
-mypy==0.991
+mypy==1.0.0
 pre-commit==3.0.4
 pytest==7.2.1
 pytest-asyncio==0.20.3
@@ -28,6 +28,6 @@ nbconvert==7.2.9
 # mypy types
 types-cachetools==5.3.0.0
 types-filelock==3.2.7
-types-requests==2.28.11.8
+types-requests==2.28.11.12
 types-tabulate==0.9.0.0
 types-python-dateutil==2.8.19.6

requirements-freqai.txt

@@ -8,4 +8,4 @@ joblib==1.2.0
 catboost==1.1.1; platform_machine != 'aarch64'
 lightgbm==3.3.5
 xgboost==1.7.3
-tensorboard==2.11.2
+tensorboard==2.12.0

requirements.txt

@@ -2,11 +2,11 @@ numpy==1.24.2
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==2.7.80
+ccxt==2.7.93
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==38.0.1; platform_machine == 'armv7l'
 cryptography==39.0.1; platform_machine != 'armv7l'
-aiohttp==3.8.3
+aiohttp==3.8.4
 SQLAlchemy==1.4.46
 python-telegram-bot==13.15
 arrow==1.2.3
@@ -30,17 +30,17 @@ py_find_1st==1.1.5
 # Load ticker files 30% faster
 python-rapidjson==1.9
 # Properly format api responses
-orjson==3.8.5
+orjson==3.8.6
 
 # Notify systemd
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.89.1
+fastapi==0.91.0
 pydantic==1.10.4
 uvicorn==0.20.0
 pyjwt==2.6.0
-aiofiles==22.1.0
+aiofiles==23.1.0
 psutil==5.9.4
 
 # Support for colorized terminal output

tests/edge/test_edge.py

@@ -139,7 +139,7 @@ def test_adjust(mocker, edge_conf):
     assert (edge.adjust(pairs) == ['E/F', 'C/D'])
 
 
-def test_stoploss(mocker, edge_conf):
+def test_edge_get_stoploss(mocker, edge_conf):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
@@ -150,10 +150,10 @@ def test_stoploss(mocker, edge_conf):
         }
     ))
 
-    assert edge.stoploss('E/F') == -0.01
+    assert edge.get_stoploss('E/F') == -0.01
 
 
-def test_nonexisting_stoploss(mocker, edge_conf):
+def test_nonexisting_get_stoploss(mocker, edge_conf):
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
@@ -162,7 +162,7 @@ def test_nonexisting_stoploss(mocker, edge_conf):
         }
     ))
 
-    assert edge.stoploss('N/O') == -0.1
+    assert edge.get_stoploss('N/O') == -0.1
 
 
 def test_edge_stake_amount(mocker, edge_conf):

tests/exchange/test_binance.py

@@ -20,7 +20,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
     (0.99, 220 * 1.01, "buy"),
     (0.98, 220 * 1.02, "buy"),
 ])
-def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode):
+def test_create_stoploss_order_binance(default_conf, mocker, limitratio, expected, side, trademode):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop_loss_limit' if trademode == TradingMode.SPOT else 'stop'
@@ -40,7 +40,7 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss(
+        order = exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
             stop_price=190,
@@ -54,7 +54,7 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side
     if limitratio is not None:
         order_types.update({'stoploss_on_exchange_limit_ratio': limitratio})
 
-    order = exchange.stoploss(
+    order = exchange.create_stoploss(
         pair='ETH/BTC',
         amount=1,
         stop_price=220,
@@ -82,7 +82,7 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(
+        exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
             stop_price=220,
@@ -94,7 +94,7 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(
+        exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
             stop_price=220,
@@ -104,12 +104,12 @@ def test_stoploss_order_binance(default_conf, mocker, limitratio, expected, side
         )
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "binance",
-                           "stoploss", "create_order", retries=1,
+                           "create_stoploss", "create_order", retries=1,
                            pair='ETH/BTC', amount=1, stop_price=220, order_types={},
                            side=side, leverage=1.0)
 
 
-def test_stoploss_order_dry_run_binance(default_conf, mocker):
+def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
     api_mock = MagicMock()
     order_type = 'stop_loss_limit'
     default_conf['dry_run'] = True
@@ -119,7 +119,7 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss(
+        order = exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
             stop_price=190,
@@ -130,7 +130,7 @@ def test_stoploss_order_dry_run_binance(default_conf, mocker):
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(
+    order = exchange.create_stoploss(
         pair='ETH/BTC',
         amount=1,
         stop_price=220,

tests/exchange/test_ccxt_compat.py

@@ -534,8 +534,7 @@ class TestCCXTExchange():
 
     def test_ccxt__async_get_candle_history(self, exchange: EXCHANGE_FIXTURE_TYPE):
         exc, exchangename = exchange
-        if exchangename in ('binanceus', 'bittrex'):
+        if exchangename in ('bittrex'):
-            # TODO: reenable binanceus test once downtime "ages out" (2023-02-06)
             # For some weired reason, this test returns random lengths for bittrex.
             pytest.skip("Exchange doesn't provide stable ohlcv history")
 

tests/exchange/test_exchange.py

@@ -3380,7 +3380,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
 def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, id='bittrex')
     with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
-        exchange.stoploss(
+        exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
             stop_price=220,
@@ -5318,7 +5318,7 @@ def test_stoploss_contract_size(mocker, default_conf, contract_size, order_amoun
     exchange.get_contract_size = MagicMock(return_value=contract_size)
 
     api_mock.create_order.reset_mock()
-    order = exchange.stoploss(
+    order = exchange.create_stoploss(
         pair='ETH/BTC',
         amount=100,
         stop_price=220,

tests/exchange/test_huobi.py

@@ -14,7 +14,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
     (0.99, 220 * 0.99, "sell"),
     (0.98, 220 * 0.98, "sell"),
 ])
-def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected, side):
+def test_create_stoploss_order_huobi(default_conf, mocker, limitratio, expected, side):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'stop-limit'
@@ -32,15 +32,15 @@ def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected, side):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+        order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss_on_exchange_limit_ratio': 1.05},
                                          side=side,
                                          leverage=1.0)
 
     api_mock.create_order.reset_mock()
     order_types = {} if limitratio is None else {'stoploss_on_exchange_limit_ratio': limitratio}
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types,
+    order = exchange.create_stoploss(
-                              side=side, leverage=1.0)
+        pair='ETH/BTC', amount=1, stop_price=220, order_types=order_types, side=side, leverage=1.0)
 
     assert 'id' in order
     assert 'info' in order
@@ -59,23 +59,23 @@ def test_stoploss_order_huobi(default_conf, mocker, limitratio, expected, side):
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+        exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
                                  order_types={},  side=side, leverage=1.0)
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+        exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
                                  order_types={},  side=side, leverage=1.0)
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "huobi",
-                           "stoploss", "create_order", retries=1,
+                           "create_stoploss", "create_order", retries=1,
                            pair='ETH/BTC', amount=1, stop_price=220, order_types={},
                            side=side, leverage=1.0)
 
 
-def test_stoploss_order_dry_run_huobi(default_conf, mocker):
+def test_create_stoploss_order_dry_run_huobi(default_conf, mocker):
     api_mock = MagicMock()
     order_type = 'stop-limit'
     default_conf['dry_run'] = True
@@ -85,13 +85,13 @@ def test_stoploss_order_dry_run_huobi(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'huobi')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+        order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss_on_exchange_limit_ratio': 1.05},
                                          side='sell', leverage=1.0)
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+    order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
                                      order_types={},  side='sell', leverage=1.0)
 
     assert 'id' in order

tests/exchange/test_kraken.py

@@ -179,7 +179,7 @@ def test_get_balances_prod(default_conf, mocker):
     ("sell", 217.8),
     ("buy", 222.2),
 ])
-def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice):
+def test_create_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
 
@@ -196,7 +196,7 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedpr
 
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
 
-    order = exchange.stoploss(
+    order = exchange.create_stoploss(
         pair='ETH/BTC',
         amount=1,
         stop_price=220,
@@ -230,7 +230,7 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedpr
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(
+        exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
             stop_price=220,
@@ -243,7 +243,7 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedpr
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("kraken Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
-        exchange.stoploss(
+        exchange.create_stoploss(
             pair='ETH/BTC',
             amount=1,
             stop_price=220,
@@ -253,13 +253,13 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedpr
         )
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kraken",
-                           "stoploss", "create_order", retries=1,
+                           "create_stoploss", "create_order", retries=1,
                            pair='ETH/BTC', amount=1, stop_price=220, order_types={},
                            side=side, leverage=1.0)
 
 
 @pytest.mark.parametrize('side', ['buy', 'sell'])
-def test_stoploss_order_dry_run_kraken(default_conf, mocker, side):
+def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
     api_mock = MagicMock()
     default_conf['dry_run'] = True
     mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
@@ -269,7 +269,7 @@ def test_stoploss_order_dry_run_kraken(default_conf, mocker, side):
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(
+    order = exchange.create_stoploss(
         pair='ETH/BTC',
         amount=1,
         stop_price=220,

tests/exchange/test_kucoin.py

@@ -15,7 +15,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
     (0.99, 220 * 0.99, "sell"),
     (0.98, 220 * 0.98, "sell"),
 ])
-def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, side, order_type):
+def test_create_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, side, order_type):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
 
@@ -32,7 +32,7 @@ def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, side,
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
     if order_type == 'limit':
         with pytest.raises(OperationalException):
-            order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+            order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                              order_types={
                                                  'stoploss': order_type,
                                                  'stoploss_on_exchange_limit_ratio': 1.05},
@@ -42,7 +42,7 @@ def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, side,
     order_types = {'stoploss': order_type}
     if limitratio is not None:
         order_types.update({'stoploss_on_exchange_limit_ratio': limitratio})
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+    order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
                                      order_types=order_types, side=side, leverage=1.0)
 
     assert 'id' in order
@@ -67,18 +67,18 @@ def test_stoploss_order_kucoin(default_conf, mocker, limitratio, expected, side,
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+        exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
                                  order_types={}, side=side, leverage=1.0)
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(
             side_effect=ccxt.InvalidOrder("kucoin Order would trigger immediately."))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
-        exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+        exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
                                  order_types={}, side=side, leverage=1.0)
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, "kucoin",
-                           "stoploss", "create_order", retries=1,
+                           "create_stoploss", "create_order", retries=1,
                            pair='ETH/BTC', amount=1, stop_price=220, order_types={},
                            side=side, leverage=1.0)
 
@@ -93,14 +93,14 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kucoin')
 
     with pytest.raises(OperationalException):
-        order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=190,
+        order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=190,
                                          order_types={'stoploss': 'limit',
                                                       'stoploss_on_exchange_limit_ratio': 1.05},
                                          side='sell', leverage=1.0)
 
     api_mock.create_order.reset_mock()
 
-    order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220,
+    order = exchange.create_stoploss(pair='ETH/BTC', amount=1, stop_price=220,
                                      order_types={}, side='sell', leverage=1.0)
 
     assert 'id' in order

tests/strategy/test_interface.py

@@ -452,7 +452,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
         (0.05, 0.9, ExitType.NONE, None, False, True, 0.09, 0.9, ExitType.NONE,
          lambda **kwargs: None),
     ])
-def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, liq, trailing, custom,
+def test_ft_stoploss_reached(default_conf, fee, profit, adjusted, expected, liq, trailing, custom,
                              profit2, adjusted2, expected2, custom_stop) -> None:
 
     strategy = StrategyResolver.load_strategy(default_conf)
@@ -477,7 +477,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, liq, t
 
     now = arrow.utcnow().datetime
     current_rate = trade.open_rate * (1 + profit)
-    sl_flag = strategy.stop_loss_reached(current_rate=current_rate, trade=trade,
+    sl_flag = strategy.ft_stoploss_reached(current_rate=current_rate, trade=trade,
                                            current_time=now, current_profit=profit,
                                            force_stoploss=0, high=None)
     assert isinstance(sl_flag, ExitCheckTuple)
@@ -489,7 +489,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, liq, t
     assert round(trade.stop_loss, 2) == adjusted
     current_rate2 = trade.open_rate * (1 + profit2)
 
-    sl_flag = strategy.stop_loss_reached(current_rate=current_rate2, trade=trade,
+    sl_flag = strategy.ft_stoploss_reached(current_rate=current_rate2, trade=trade,
                                            current_time=now, current_profit=profit2,
                                            force_stoploss=0, high=None)
     assert sl_flag.exit_type == expected2
@@ -579,7 +579,7 @@ def test_should_sell(default_conf, fee) -> None:
     assert res == [ExitCheckTuple(exit_type=ExitType.ROI)]
 
     strategy.min_roi_reached = MagicMock(return_value=True)
-    strategy.stop_loss_reached = MagicMock(
+    strategy.ft_stoploss_reached = MagicMock(
         return_value=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
 
     res = strategy.should_exit(trade, 1, now,
@@ -603,7 +603,7 @@ def test_should_sell(default_conf, fee) -> None:
         ExitCheckTuple(exit_type=ExitType.ROI),
         ]
 
-    strategy.stop_loss_reached = MagicMock(
+    strategy.ft_stoploss_reached = MagicMock(
             return_value=ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS))
     # Regular exit signal
     res = strategy.should_exit(trade, 1, now,

tests/test_freqtradebot.py

@@ -1070,7 +1070,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho
     mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
 
     stoploss = MagicMock(return_value={'id': 13434334})
-    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss)
 
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1109,7 +1109,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
             exit_order,
         ]),
         get_fee=fee,
-        stoploss=stoploss
+        create_stoploss=stoploss
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
@@ -1191,7 +1191,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     caplog.clear()
 
     mocker.patch(
-        'freqtrade.exchange.Exchange.stoploss',
+        'freqtrade.exchange.Exchange.create_stoploss',
         side_effect=ExchangeError()
     )
     trade.is_open = True
@@ -1205,7 +1205,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     stoploss.reset_mock()
     mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
                  side_effect=InvalidOrderException())
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Exchange.create_stoploss', stoploss)
     freqtrade.handle_stoploss_on_exchange(trade)
     assert stoploss.call_count == 1
 
@@ -1215,7 +1215,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     trade.is_open = False
     stoploss.reset_mock()
     mocker.patch('freqtrade.exchange.Exchange.fetch_order')
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Exchange.create_stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert stoploss.call_count == 0
 
@@ -1240,7 +1240,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order_with_result',
                  side_effect=InvalidOrderException())
     mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_cancelled)
-    mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Exchange.create_stoploss', stoploss)
     assert freqtrade.handle_stoploss_on_exchange(trade) is False
     assert trade.stoploss_order_id is None
     assert trade.is_open is False
@@ -1271,7 +1271,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog,
     mocker.patch.multiple(
         'freqtrade.exchange.Binance',
         fetch_stoploss_order=MagicMock(return_value={'status': 'canceled', 'id': 100}),
-        stoploss=MagicMock(side_effect=ExchangeError()),
+        create_stoploss=MagicMock(side_effect=ExchangeError()),
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
@@ -1315,7 +1315,7 @@ def test_create_stoploss_order_invalid_order(
     mocker.patch.multiple(
         'freqtrade.exchange.Binance',
         fetch_order=MagicMock(return_value={'status': 'canceled'}),
-        stoploss=MagicMock(side_effect=InvalidOrderException()),
+        create_stoploss=MagicMock(side_effect=InvalidOrderException()),
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
     patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
@@ -1367,7 +1367,7 @@ def test_create_stoploss_order_insufficient_funds(
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Binance',
-        stoploss=MagicMock(side_effect=InsufficientFundsError()),
+        create_stoploss=MagicMock(side_effect=InsufficientFundsError()),
     )
     patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -1417,7 +1417,7 @@ def test_handle_stoploss_on_exchange_trailing(
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Binance',
-        stoploss=stoploss,
+        create_stoploss=stoploss,
         stoploss_adjust=MagicMock(return_value=True),
     )
 
@@ -1478,7 +1478,7 @@ def test_handle_stoploss_on_exchange_trailing(
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
     mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
-    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
+    mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss_order_mock)
 
     # stoploss should not be updated as the interval is 60 seconds
     assert freqtrade.handle_trade(trade) is False
@@ -1542,7 +1542,7 @@ def test_handle_stoploss_on_exchange_trailing_error(
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Binance',
-        stoploss=stoploss,
+        create_stoploss=stoploss,
         stoploss_adjust=MagicMock(return_value=True),
     )
 
@@ -1593,7 +1593,7 @@ def test_handle_stoploss_on_exchange_trailing_error(
     trade.stoploss_last_update = arrow.utcnow().shift(minutes=-601).datetime
     caplog.clear()
     cancel_mock = mocker.patch("freqtrade.exchange.Binance.cancel_stoploss_order", MagicMock())
-    mocker.patch("freqtrade.exchange.Binance.stoploss", side_effect=ExchangeError())
+    mocker.patch("freqtrade.exchange.Binance.create_stoploss", side_effect=ExchangeError())
     freqtrade.handle_trailing_stoploss_on_exchange(trade, stoploss_order_hanging)
     assert cancel_mock.call_count == 1
     assert log_has_re(r"Could not create trailing stoploss order for pair ETH/USDT\..*", caplog)
@@ -1611,7 +1611,7 @@ def test_stoploss_on_exchange_price_rounding(
     adjust_mock = MagicMock(return_value=False)
     mocker.patch.multiple(
         'freqtrade.exchange.Binance',
-        stoploss=stoploss_mock,
+        create_stoploss=stoploss_mock,
         stoploss_adjust=adjust_mock,
         price_to_precision=price_mock,
     )
@@ -1650,7 +1650,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Binance',
-        stoploss=stoploss,
+        create_stoploss=stoploss,
         stoploss_adjust=MagicMock(return_value=True),
     )
 
@@ -1710,7 +1710,7 @@ def test_handle_stoploss_on_exchange_custom_stop(
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock(return_value={'id': 'so1'})
     mocker.patch('freqtrade.exchange.Binance.cancel_stoploss_order', cancel_order_mock)
-    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
+    mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss_order_mock)
 
     # stoploss should not be updated as the interval is 60 seconds
     assert freqtrade.handle_trade(trade) is False
@@ -1775,7 +1775,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde
             {'id': exit_order['id']},
         ]),
         get_fee=fee,
-        stoploss=stoploss,
+        create_stoploss=stoploss,
     )
 
     # enabling TSL
@@ -1827,7 +1827,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, limit_orde
     cancel_order_mock = MagicMock()
     stoploss_order_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock)
-    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss_order_mock)
+    mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss_order_mock)
 
     # price goes down 5%
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
@@ -3607,7 +3607,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
         get_fee=fee,
         amount_to_precision=lambda s, x, y: y,
         price_to_precision=lambda s, x, y: y,
-        stoploss=stoploss,
+        create_stoploss=stoploss,
         cancel_stoploss_order=cancel_order,
         _is_dry_limit_order_filled=MagicMock(side_effect=[True, False]),
     )
@@ -3668,7 +3668,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
         }
     })
 
-    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss)
 
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.order_types['stoploss_on_exchange'] = True
@@ -3902,7 +3902,7 @@ def test_exit_profit_only(
     if exit_type == ExitType.EXIT_SIGNAL.value:
         freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
     else:
-        freqtrade.strategy.stop_loss_reached = MagicMock(return_value=ExitCheckTuple(
+        freqtrade.strategy.ft_stoploss_reached = MagicMock(return_value=ExitCheckTuple(
             exit_type=ExitType.NONE))
     freqtrade.enter_positions()
 

tests/test_integration.py

@@ -56,7 +56,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
         [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]]
     )
     cancel_order_mock = MagicMock()
-    mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
+    mocker.patch('freqtrade.exchange.Binance.create_stoploss', stoploss)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,