merge

docs/data-download.md

@@ -374,6 +374,7 @@ usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                            [--data-format-ohlcv {json,jsongz,hdf5}]
                            [-p PAIRS [PAIRS ...]]
                            [--trading-mode {spot,margin,futures}]
+                           [--show-timerange]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -387,6 +388,8 @@ optional arguments:
                         separated.
   --trading-mode {spot,margin,futures}
                         Select Trading mode
+  --show-timerange      Show timerange available for available data. (May take
+                        a while to calculate).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

docs/strategy_analysis_example.md

@@ -14,7 +14,7 @@ from freqtrade.configuration import Configuration
 
 # Initialize empty configuration object
 config = Configuration.from_files([])
-# Optionally, use existing configuration file
+# Optionally (recommended), use existing configuration file
 # config = Configuration.from_files(["config.json"])
 
 # Define some constants
@@ -22,7 +22,7 @@ config["timeframe"] = "5m"
 # Name of the strategy class
 config["strategy"] = "SampleStrategy"
 # Location of the data
-data_location = Path(config['user_data_dir'], 'data', 'binance')
+data_location = config['datadir']
 # Pair to analyze - Only use one pair here
 pair = "BTC/USDT"
 ```

docs/utils.md

@@ -611,6 +611,26 @@ Common arguments:
 
 ```
 
+### Webserver mode - docker
+
+You can also use webserver mode via docker.
+Starting a one-off container requires the configuration of the port explicitly, as ports are not exposed by default.
+You can use `docker-compose run --rm -p 127.0.0.1:8080:8080 freqtrade webserver` to start a one-off container that'll be removed once you stop it. This assumes that port 8080 is still available and no other bot is running on that port.
+
+Alternatively, you can reconfigure the docker-compose file to have the command updated:
+
+``` yml
+    command: >
+      webserver
+      --config /freqtrade/user_data/config.json
+```
+
+You can now use `docker-compose up` to start the webserver.
+This assumes that the configuration has a webserver enabled and configured for docker (listening port = `0.0.0.0`).
+
+!!! Tip
+    Don't forget to reset the command back to the trade command if you want to start a live or dry-run bot. 
+
 ## Show previous Backtest results
 
 Allows you to show previous backtest results.

freqtrade/commands/arguments.py

@@ -69,7 +69,7 @@ ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "exchange", "tradin
 
 ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]
 
-ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode"]
+ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode", "show_timerange"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
                       "timerange", "download_trades", "exchange", "timeframes",

freqtrade/commands/cli_options.py

@@ -367,7 +367,7 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='BASE_CURRENCY',
     ),
     "trading_mode": Arg(
-        '--trading-mode',
+        '--trading-mode', '--tradingmode',
         help='Select Trading mode',
         choices=constants.TRADING_MODES,
     ),
@@ -434,6 +434,11 @@ AVAILABLE_CLI_OPTIONS = {
         help='Storage format for downloaded trades data. (default: `jsongz`).',
         choices=constants.AVAILABLE_DATAHANDLERS,
     ),
+    "show_timerange": Arg(
+        '--show-timerange',
+        help='Show timerange available for available data. (May take a while to calculate).',
+        action='store_true',
+    ),
     "exchange": Arg(
         '--exchange',
         help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '

freqtrade/commands/data_commands.py

@@ -5,6 +5,7 @@ from datetime import datetime, timedelta
 from typing import Any, Dict, List
 
 from freqtrade.configuration import TimeRange, setup_utils_configuration
+from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
 from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
@@ -177,17 +178,31 @@ def start_list_data(args: Dict[str, Any]) -> None:
         paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]
 
     print(f"Found {len(paircombs)} pair / timeframe combinations.")
-    groupedpair = defaultdict(list)
+    if not config.get('show_timerange'):
-    for pair, timeframe, candle_type in sorted(
+        groupedpair = defaultdict(list)
-        paircombs,
+        for pair, timeframe, candle_type in sorted(
-        key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
+            paircombs,
-    ):
+            key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
-        groupedpair[(pair, candle_type)].append(timeframe)
+        ):
+            groupedpair[(pair, candle_type)].append(timeframe)
 
-    if groupedpair:
+        if groupedpair:
+            print(tabulate([
+                (pair, ', '.join(timeframes), candle_type)
+                for (pair, candle_type), timeframes in groupedpair.items()
+            ],
+                headers=("Pair", "Timeframe", "Type"),
+                tablefmt='psql', stralign='right'))
+    else:
+        paircombs1 = [(
+            pair, timeframe, candle_type,
+            *dhc.ohlcv_data_min_max(pair, timeframe, candle_type)
+        ) for pair, timeframe, candle_type in paircombs]
         print(tabulate([
-            (pair, ', '.join(timeframes), candle_type)
+            (pair, timeframe, candle_type,
-            for (pair, candle_type), timeframes in groupedpair.items()
+                start.strftime(DATETIME_PRINT_FORMAT),
-        ],
+                end.strftime(DATETIME_PRINT_FORMAT))
-            headers=("Pair", "Timeframe", "Type"),
+            for pair, timeframe, candle_type, start, end in paircombs1
+            ],
+            headers=("Pair", "Timeframe", "Type", 'From', 'To'),
             tablefmt='psql', stralign='right'))

freqtrade/configuration/configuration.py

@@ -426,6 +426,9 @@ class Configuration:
         self._args_to_config(config, argname='dataformat_trades',
                              logstring='Using "{}" to store trades data.')
 
+        self._args_to_config(config, argname='show_timerange',
+                             logstring='Detected --show-timerange')
+
     def _process_data_options(self, config: Dict[str, Any]) -> None:
         self._args_to_config(config, argname='new_pairs_days',
                              logstring='Detected --new-pairs-days: {}')

freqtrade/data/history/hdf5datahandler.py

@@ -7,9 +7,8 @@ import numpy as np
 import pandas as pd
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS,
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
-                                 ListPairsWithTimeframes, TradeList)
+from freqtrade.enums import CandleType
-from freqtrade.enums import CandleType, TradingMode
 
 from .idatahandler import IDataHandler
 
@@ -21,29 +20,6 @@ class HDF5DataHandler(IDataHandler):
 
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
-    @classmethod
-    def ohlcv_get_available_data(
-            cls, datadir: Path, trading_mode: TradingMode) -> ListPairsWithTimeframes:
-        """
-        Returns a list of all pairs with ohlcv data available in this datadir
-        :param datadir: Directory to search for ohlcv files
-        :param trading_mode: trading-mode to be used
-        :return: List of Tuples of (pair, timeframe)
-        """
-        if trading_mode == TradingMode.FUTURES:
-            datadir = datadir.joinpath('futures')
-        _tmp = [
-            re.search(
-                cls._OHLCV_REGEX, p.name
-            ) for p in datadir.glob("*.h5")
-        ]
-        return [
-            (
-                cls.rebuild_pair_from_filename(match[1]),
-                cls.rebuild_timeframe_from_filename(match[2]),
-                CandleType.from_string(match[3])
-            ) for match in _tmp if match and len(match.groups()) > 1]
-
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> List[str]:
         """

freqtrade/data/history/history_utils.py

@@ -56,7 +56,7 @@ def load_pair_history(pair: str,
                                    fill_missing=fill_up_missing,
                                    drop_incomplete=drop_incomplete,
                                    startup_candles=startup_candles,
-                                   candle_type=candle_type
+                                   candle_type=candle_type,
                                    )
 
 
@@ -97,14 +97,15 @@ def load_data(datadir: Path,
                                  fill_up_missing=fill_up_missing,
                                  startup_candles=startup_candles,
                                  data_handler=data_handler,
-                                 candle_type=candle_type
+                                 candle_type=candle_type,
                                  )
         if not hist.empty:
             result[pair] = hist
         else:
             if candle_type is CandleType.FUNDING_RATE and user_futures_funding_rate is not None:
                 logger.warn(f"{pair} using user specified [{user_futures_funding_rate}]")
-                result[pair] = DataFrame(columns=["open", "close", "high", "low", "volume"])
+            elif candle_type not in (CandleType.SPOT, CandleType.FUTURES):
+                result[pair] = DataFrame(columns=["date", "open", "close", "high", "low", "volume"])
 
     if fail_without_data and not result:
         raise OperationalException("No data found. Terminating.")

freqtrade/data/history/idatahandler.py

@@ -9,7 +9,7 @@ from abc import ABC, abstractmethod
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import List, Optional, Type
+from typing import List, Optional, Tuple, Type
 
 from pandas import DataFrame
 
@@ -39,15 +39,26 @@ class IDataHandler(ABC):
         raise NotImplementedError()
 
     @classmethod
-    @abstractmethod
     def ohlcv_get_available_data(
             cls, datadir: Path, trading_mode: TradingMode) -> ListPairsWithTimeframes:
         """
         Returns a list of all pairs with ohlcv data available in this datadir
         :param datadir: Directory to search for ohlcv files
         :param trading_mode: trading-mode to be used
-        :return: List of Tuples of (pair, timeframe)
+        :return: List of Tuples of (pair, timeframe, CandleType)
         """
+        if trading_mode == TradingMode.FUTURES:
+            datadir = datadir.joinpath('futures')
+        _tmp = [
+            re.search(
+                cls._OHLCV_REGEX, p.name
+            ) for p in datadir.glob(f"*.{cls._get_file_extension()}")]
+        return [
+            (
+                cls.rebuild_pair_from_filename(match[1]),
+                cls.rebuild_timeframe_from_filename(match[2]),
+                CandleType.from_string(match[3])
+            ) for match in _tmp if match and len(match.groups()) > 1]
 
     @classmethod
     @abstractmethod
@@ -73,6 +84,18 @@ class IDataHandler(ABC):
         :return: None
         """
 
+    def ohlcv_data_min_max(self, pair: str, timeframe: str,
+                           candle_type: CandleType) -> Tuple[datetime, datetime]:
+        """
+        Returns the min and max timestamp for the given pair and timeframe.
+        :param pair: Pair to get min/max for
+        :param timeframe: Timeframe to get min/max for
+        :param candle_type: Any of the enum CandleType (must match trading mode!)
+        :return: (min, max)
+        """
+        data = self._ohlcv_load(pair, timeframe, None, candle_type)
+        return data.iloc[0]['date'].to_pydatetime(), data.iloc[-1]['date'].to_pydatetime()
+
     @abstractmethod
     def _ohlcv_load(self, pair: str, timeframe: str, timerange: Optional[TimeRange],
                     candle_type: CandleType

freqtrade/data/history/jsondatahandler.py

@@ -8,9 +8,9 @@ from pandas import DataFrame, read_json, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, ListPairsWithTimeframes, TradeList
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, TradeList
 from freqtrade.data.converter import trades_dict_to_list
-from freqtrade.enums import CandleType, TradingMode
+from freqtrade.enums import CandleType
 
 from .idatahandler import IDataHandler
 
@@ -23,28 +23,6 @@ class JsonDataHandler(IDataHandler):
     _use_zip = False
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
-    @classmethod
-    def ohlcv_get_available_data(
-            cls, datadir: Path, trading_mode: TradingMode) -> ListPairsWithTimeframes:
-        """
-        Returns a list of all pairs with ohlcv data available in this datadir
-        :param datadir: Directory to search for ohlcv files
-        :param trading_mode: trading-mode to be used
-        :return: List of Tuples of (pair, timeframe)
-        """
-        if trading_mode == 'futures':
-            datadir = datadir.joinpath('futures')
-        _tmp = [
-            re.search(
-                cls._OHLCV_REGEX, p.name
-            ) for p in datadir.glob(f"*.{cls._get_file_extension()}")]
-        return [
-            (
-                cls.rebuild_pair_from_filename(match[1]),
-                cls.rebuild_timeframe_from_filename(match[2]),
-                CandleType.from_string(match[3])
-            ) for match in _tmp if match and len(match.groups()) > 1]
-
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> List[str]:
         """

freqtrade/exchange/exchange.py

@@ -17,6 +17,7 @@ import ccxt
 import ccxt.async_support as ccxt_async
 from cachetools import TTLCache
 from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
+from dateutil import parser
 from pandas import DataFrame
 
 from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
@@ -30,7 +31,8 @@ from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGE
                                        EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
                                        SUPPORTED_EXCHANGES, remove_credentials, retrier,
                                        retrier_async)
-from freqtrade.misc import chunks, deep_merge_dicts, safe_value_fallback2
+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
 from freqtrade.util import FtPrecise
 
@@ -2207,6 +2209,7 @@ class Exchange:
 
     @retrier_async
     async def get_market_leverage_tiers(self, symbol: str) -> Tuple[str, List[Dict]]:
+        """ Leverage tiers per symbol """
         try:
             tier = await self._api_async.fetch_market_leverage_tiers(symbol)
             return symbol, tier
@@ -2238,12 +2241,21 @@ class Exchange:
 
                 tiers: Dict[str, List[Dict]] = {}
 
-                # Be verbose here, as this delays startup by ~1 minute.
+                tiers_cached = self.load_cached_leverage_tiers(self._config['stake_currency'])
-                logger.info(
+                if tiers_cached:
-                    f"Initializing leverage_tiers for {len(symbols)} markets. "
+                    tiers = tiers_cached
-                    "This will take about a minute.")
 
-                coros = [self.get_market_leverage_tiers(symbol) for symbol in sorted(symbols)]
+                coros = [
+                    self.get_market_leverage_tiers(symbol)
+                    for symbol in sorted(symbols) if symbol not in tiers]
+
+                # Be verbose here, as this delays startup by ~1 minute.
+                if coros:
+                    logger.info(
+                        f"Initializing leverage_tiers for {len(symbols)} markets. "
+                        "This will take about a minute.")
+                else:
+                    logger.info("Using cached leverage_tiers.")
 
                 async def gather_results():
                     return await asyncio.gather(*input_coro, return_exceptions=True)
@@ -2255,7 +2267,8 @@ class Exchange:
 
                     for symbol, res in results:
                         tiers[symbol] = res
-
+                if len(coros) > 0:
+                    self.cache_leverage_tiers(tiers, self._config['stake_currency'])
                 logger.info(f"Done initializing {len(symbols)} markets.")
 
                 return tiers
@@ -2264,6 +2277,30 @@ class Exchange:
         else:
             return {}
 
+    def cache_leverage_tiers(self, tiers: Dict[str, List[Dict]], stake_currency: str) -> None:
+
+        filename = self._config['datadir'] / "futures" / f"leverage_tiers_{stake_currency}.json"
+        if not filename.parent.is_dir():
+            filename.parent.mkdir(parents=True)
+        data = {
+            "updated": datetime.now(timezone.utc),
+            "data": tiers,
+        }
+        file_dump_json(filename, data)
+
+    def load_cached_leverage_tiers(self, stake_currency: str) -> Optional[Dict[str, List[Dict]]]:
+        filename = self._config['datadir'] / "futures" / f"leverage_tiers_{stake_currency}.json"
+        if filename.is_file():
+            tiers = file_load_json(filename)
+            updated = tiers.get('updated')
+            if updated:
+                updated_dt = parser.parse(updated)
+                if updated_dt < datetime.now(timezone.utc) - timedelta(days=1):
+                    logger.info("Cached leverage tiers are outdated. Will update.")
+                    return None
+            return tiers['data']
+        return None
+
     def fill_leverage_tiers(self) -> None:
         """
         Assigns property _leverage_tiers to a dictionary of information about the leverage
@@ -2377,7 +2414,8 @@ class Exchange:
             return
 
         try:
-            self._api.set_leverage(symbol=pair, leverage=leverage)
+            res = self._api.set_leverage(symbol=pair, leverage=leverage)
+            self._log_exchange_response('set_leverage', res)
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -2405,7 +2443,6 @@ class Exchange:
         if self.trading_mode in TradingMode.SPOT:
             return None
         elif (
-            self.margin_mode == MarginMode.ISOLATED and
             self.trading_mode == TradingMode.FUTURES
         ):
             wallet_balance = (amount * open_rate) / leverage
@@ -2421,7 +2458,7 @@ class Exchange:
             return isolated_liq
         else:
             raise OperationalException(
-                "Freqtrade only supports isolated futures for leverage trading")
+                "Freqtrade currently only supports futures for leverage trading.")
 
     def funding_fee_cutoff(self, open_date: datetime):
         """
@@ -2441,7 +2478,8 @@ class Exchange:
             return
 
         try:
-            self._api.set_margin_mode(margin_mode.value, pair, params)
+            res = self._api.set_margin_mode(margin_mode.value, pair, params)
+            self._log_exchange_response('set_margin_mode', res)
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -2599,7 +2637,7 @@ class Exchange:
         """
         if self.trading_mode == TradingMode.SPOT:
             return None
-        elif (self.trading_mode != TradingMode.FUTURES and self.margin_mode != MarginMode.ISOLATED):
+        elif (self.trading_mode != TradingMode.FUTURES):
             raise OperationalException(
                 f"{self.name} does not support {self.margin_mode.value} {self.trading_mode.value}")
 

freqtrade/exchange/gateio.py

@@ -34,6 +34,7 @@ class Gateio(Exchange):
 
     _ft_has_futures: Dict = {
         "needs_trading_fees": True,
+        "ohlcv_volume_currency": "base",
         "fee_cost_in_contracts": False,  # Set explicitly to false for clarity
         "order_props_in_contracts": ['amount', 'filled', 'remaining'],
     }

freqtrade/freqai/data_kitchen.py

@@ -511,7 +511,6 @@ class FreqaiDataKitchen:
         pairwise = pairwise.reshape(-1, 1)
         avg_mean_dist = pairwise[~np.isnan(pairwise)].mean()
 
-
         return avg_mean_dist
 
     def use_SVM_to_remove_outliers(self, predict: bool) -> None:

freqtrade/freqtradebot.py

@@ -418,7 +418,7 @@ class FreqtradeBot(LoggingMixin):
 
         whitelist = copy.deepcopy(self.active_pair_whitelist)
         if not whitelist:
-            logger.info("Active pair whitelist is empty.")
+            self.log_once("Active pair whitelist is empty.", logger.info)
             return trades_created
         # Remove pairs for currently opened trades from the whitelist
         for trade in Trade.get_open_trades():
@@ -427,8 +427,8 @@ class FreqtradeBot(LoggingMixin):
                 logger.debug('Ignoring %s in pair whitelist', trade.pair)
 
         if not whitelist:
-            logger.info("No currency pair in active pair whitelist, "
+            self.log_once("No currency pair in active pair whitelist, "
-                        "but checking to exit open trades.")
+                          "but checking to exit open trades.", logger.info)
             return trades_created
         if PairLocks.is_global_lock(side='*'):
             # This only checks for total locks (both sides).

freqtrade/optimize/backtesting.py

@@ -24,6 +24,7 @@ from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType
                              TradingMode)
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
+from freqtrade.exchange.exchange import amount_to_precision
 from freqtrade.mixins import LoggingMixin
 from freqtrade.optimize.backtest_caching import get_strategy_run_id
 from freqtrade.optimize.bt_progress import BTProgress
@@ -821,7 +822,15 @@ class Backtesting:
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             self.order_id_counter += 1
             base_currency = self.exchange.get_pair_base_currency(pair)
-            amount = round((stake_amount / propose_rate) * leverage, 8)
+            amount_p = (stake_amount / propose_rate) * leverage
+            amount = self.exchange._contracts_to_amount(
+                pair, amount_to_precision(
+                    self.exchange._amount_to_contracts(pair, amount_p),
+                    self.exchange.get_precision_amount(pair), self.precision_mode)
+                )
+            # Backcalculate actual stake amount.
+            stake_amount = amount * propose_rate / leverage
+
             is_short = (direction == 'short')
             # Necessary for Margin trading. Disabled until support is enabled.
             # interest_rate = self.exchange.get_interest_rate()

freqtrade/persistence/migrations.py

@@ -307,7 +307,9 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
     # Migrates both trades and orders table!
     # if ('orders' not in previous_tables
     # or not has_column(cols_orders, 'stop_price')):
+    migrating = False
     if not has_column(cols_trades, 'precision_mode'):
+        migrating = True
         logger.info(f"Running database migration for trades - "
                     f"backup: {table_back_name}, {order_table_bak_name}")
         migrate_trades_and_orders_table(
@@ -315,6 +317,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
             order_table_bak_name, cols_orders)
 
     if not has_column(cols_pairlocks, 'side'):
+        migrating = True
         logger.info(f"Running database migration for pairlocks - "
                     f"backup: {pairlock_table_bak_name}")
 
@@ -329,3 +332,6 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
 
     set_sqlite_to_wal(engine)
     fix_old_dry_orders(engine)
+
+    if migrating:
+        logger.info("Database migration finished.")

freqtrade/persistence/models.py

@@ -53,7 +53,7 @@ def init_db(db_url: str) -> None:
     # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
     # Scoped sessions proxy requests to the appropriate thread-local session.
     # We should use the scoped_session object - not a seperately initialized version
-    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=True))
+    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=False))
     Trade.query = Trade._session.query_property()
     Order.query = Trade._session.query_property()
     PairLock.query = Trade._session.query_property()

freqtrade/plugins/pairlist/PrecisionFilter.py

@@ -51,6 +51,11 @@ class PrecisionFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
+        if ticker.get('last', None) is None:
+            self.log_once(f"Removed {ticker['symbol']} from whitelist, because "
+                          "ticker['last'] is empty (Usually no trade in the last 24h).",
+                          logger.info)
+            return False
         stop_price = ticker['last'] * self._stoploss
 
         # Adjust stop-prices to precision

freqtrade/templates/strategy_analysis_example.ipynb

@@ -30,7 +30,7 @@
     "\n",
     "# Initialize empty configuration object\n",
     "config = Configuration.from_files([])\n",
-    "# Optionally, use existing configuration file\n",
+    "# Optionally (recommended), use existing configuration file\n",
     "# config = Configuration.from_files([\"config.json\"])\n",
     "\n",
     "# Define some constants\n",
@@ -38,7 +38,7 @@
     "# Name of the strategy class\n",
     "config[\"strategy\"] = \"SampleStrategy\"\n",
     "# Location of the data\n",
-    "data_location = Path(config['user_data_dir'], 'data', 'binance')\n",
+    "data_location = config['datadir']\n",
     "# Pair to analyze - Only use one pair here\n",
     "pair = \"BTC/USDT\""
    ]
@@ -365,7 +365,7 @@
  "metadata": {
   "file_extension": ".py",
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python 3.9.7 64-bit ('trade_397')",
    "language": "python",
    "name": "python3"
   },
@@ -379,7 +379,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.8.5"
+   "version": "3.9.7"
   },
   "mimetype": "text/x-python",
   "name": "python",
@@ -427,7 +427,12 @@
    ],
    "window_display": false
   },
-  "version": 3
+  "version": 3,
+  "vscode": {
+   "interpreter": {
+    "hash": "675f32a300d6d26767470181ad0b11dd4676bcce7ed1dd2ffe2fbc370c95fc7c"
+   }
+  }
  },
  "nbformat": 4,
  "nbformat_minor": 4

freqtrade/wallets.py

@@ -148,7 +148,7 @@ class Wallets:
                 # Position is not open ...
                 continue
             size = self._exchange._contracts_to_amount(symbol, position['contracts'])
-            collateral = position['collateral']
+            collateral = position['collateral'] or 0.0
             leverage = position['leverage']
             self._positions[symbol] = PositionWallet(
                 symbol, position=size,

tests/commands/test_commands.py

@@ -1430,6 +1430,27 @@ def test_start_list_data(testdatadir, capsys):
     assert "\n|      XRP/USDT |          1h |      futures |\n" in captured.out
     assert "\n|      XRP/USDT |      1h, 8h |         mark |\n" in captured.out
 
+    args = [
+        "list-data",
+        "--data-format-ohlcv",
+        "json",
+        "--pairs", "XRP/ETH",
+        "--datadir",
+        str(testdatadir),
+        "--show-timerange",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_list_data(pargs)
+    captured = capsys.readouterr()
+    assert "Found 2 pair / timeframe combinations." in captured.out
+    assert ("\n|    Pair |   Timeframe |   Type |                From |                  To |\n"
+            in captured.out)
+    assert "UNITTEST/BTC" not in captured.out
+    assert (
+            "\n| XRP/ETH |          1m |   spot | 2019-10-11 00:00:00 | 2019-10-13 11:19:00 |\n"
+            in captured.out)
+
 
 @pytest.mark.usefixtures("init_persistence")
 def test_show_trades(mocker, fee, capsys, caplog):

tests/exchange/test_ccxt_compat.py

@@ -137,6 +137,10 @@ def exchange_futures(request, exchange_conf, class_mocker):
             'freqtrade.exchange.binance.Binance.fill_leverage_tiers')
         class_mocker.patch('freqtrade.exchange.exchange.Exchange.fetch_trading_fees')
         class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init')
+        class_mocker.patch('freqtrade.exchange.exchange.Exchange.load_cached_leverage_tiers',
+                           return_value=None)
+        class_mocker.patch('freqtrade.exchange.exchange.Exchange.cache_leverage_tiers')
+
         exchange = ExchangeResolver.load_exchange(
             request.param, exchange_conf, validate=True, load_leverage_tiers=True)
 

tests/exchange/test_exchange.py

@@ -4791,6 +4791,20 @@ def test_load_leverage_tiers(mocker, default_conf, leverage_tiers, exchange_name
     )
 
 
+@pytest.mark.asyncio
+@pytest.mark.parametrize('exchange_name', EXCHANGES)
+async def test_get_market_leverage_tiers(mocker, default_conf, exchange_name):
+    default_conf['exchange']['name'] = exchange_name
+    await async_ccxt_exception(
+        mocker,
+        default_conf,
+        MagicMock(),
+        "get_market_leverage_tiers",
+        "fetch_market_leverage_tiers",
+        symbol='BTC/USDT:USDT'
+    )
+
+
 def test_parse_leverage_tier(mocker, default_conf):
     exchange = get_patched_exchange(mocker, default_conf)
 

tests/exchange/test_okx.py

@@ -1,4 +1,5 @@
 from datetime import datetime, timedelta, timezone
+from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
 import pytest
@@ -6,7 +7,7 @@ import pytest
 from freqtrade.enums import MarginMode, TradingMode
 from freqtrade.enums.candletype import CandleType
 from freqtrade.exchange.exchange import timeframe_to_minutes
-from tests.conftest import get_mock_coro, get_patched_exchange
+from tests.conftest import get_mock_coro, get_patched_exchange, log_has
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
@@ -267,7 +268,10 @@ def test_additional_exchange_init_okx(default_conf, mocker):
                            "additional_exchange_init", "fetch_accounts")
 
 
-def test_load_leverage_tiers_okx(default_conf, mocker, markets):
+def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog, time_machine):
+
+    default_conf['datadir'] = Path(tmpdir)
+    # fd_mock = mocker.patch('freqtrade.exchange.exchange.file_dump_json')
     api_mock = MagicMock()
     type(api_mock).has = PropertyMock(return_value={
         'fetchLeverageTiers': False,
@@ -455,3 +459,21 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets):
             },
         ],
     }
+    filename = (default_conf['datadir'] /
+                f"futures/leverage_tiers_{default_conf['stake_currency']}.json")
+    assert filename.is_file()
+
+    logmsg = 'Cached leverage tiers are outdated. Will update.'
+    assert not log_has(logmsg, caplog)
+
+    api_mock.fetch_market_leverage_tiers.reset_mock()
+
+    exchange.load_leverage_tiers()
+    assert not log_has(logmsg, caplog)
+
+    api_mock.fetch_market_leverage_tiers.call_count == 0
+    # 2 day passes ...
+    time_machine.move_to(datetime.now() + timedelta(days=2))
+    exchange.load_leverage_tiers()
+
+    assert log_has(logmsg, caplog)

tests/optimize/test_backtesting.py

@@ -559,7 +559,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
     default_conf_usdt['exchange']['pair_whitelist'] = ['.*']
     backtesting = Backtesting(default_conf_usdt)
     backtesting._set_strategy(backtesting.strategylist[0])
-    pair = 'UNITTEST/USDT:USDT'
+    pair = 'ETH/USDT:USDT'
     row = [
         pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
         0.001,  # Open

tests/optimize/test_backtesting_adjust_position.py

@@ -18,6 +18,7 @@ from tests.conftest import patch_exchange
 def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_exit_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch('freqtrade.optimize.backtesting.amount_to_precision', lambda x, y, z: round(x, 8))
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     patch_exchange(mocker)

tests/plugins/test_pairlist.py

@@ -366,6 +366,9 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC']),
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "PrecisionFilter"}],
+     "USDT", ['ETH/USDT', 'NANO/USDT']),
     # PriceFilter and VolumePairList
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.03}],

tests/plugins/test_protections.py

@@ -67,6 +67,8 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
         trade.close(open_rate * (2 - profit_rate if is_short else profit_rate))
         trade.exit_reason = exit_reason
 
+    Trade.query.session.add(trade)
+    Trade.commit()
     return trade
 
 
@@ -125,33 +127,33 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog, is_short):
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30, is_short=is_short,
-    ))
+    )
 
     assert not freqtrade.protections.global_stop()
     assert not log_has_re(message, caplog)
     caplog.clear()
     # This trade does not count, as it's closed too long ago
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'BCH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=250, min_ago_close=100, is_short=is_short,
-    ))
+    )
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=240, min_ago_close=30, is_short=is_short,
-    ))
+    )
     # 3 Trades closed - but the 2nd has been closed too long ago.
     assert not freqtrade.protections.global_stop()
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'LTC/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=180, min_ago_close=30, is_short=is_short,
-    ))
+    )
 
     assert freqtrade.protections.global_stop()
     assert log_has_re(message, caplog)
@@ -186,25 +188,25 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30, profit_rate=0.9, is_short=is_short
-    ))
+    )
 
     assert not freqtrade.protections.stop_per_pair(pair)
     assert not freqtrade.protections.global_stop()
     assert not log_has_re(message, caplog)
     caplog.clear()
     # This trade does not count, as it's closed too long ago
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=250, min_ago_close=100, profit_rate=0.9, is_short=is_short
-    ))
+    )
     # Trade does not count for per pair stop as it's the wrong pair.
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=240, min_ago_close=30, profit_rate=0.9, is_short=is_short
-    ))
+    )
     # 3 Trades closed - but the 2nd has been closed too long ago.
     assert not freqtrade.protections.stop_per_pair(pair)
     assert freqtrade.protections.global_stop() != only_per_pair
@@ -216,10 +218,10 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     caplog.clear()
 
     # Trade does not count potentially, as it's in the wrong direction
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=150, min_ago_close=25, profit_rate=0.9, is_short=not is_short
-    ))
+    )
     freqtrade.protections.stop_per_pair(pair)
     assert freqtrade.protections.global_stop() != only_per_pair
     assert PairLocks.is_pair_locked(pair, side=check_side) != (only_per_side and only_per_pair)
@@ -231,10 +233,10 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     caplog.clear()
 
     # 2nd Trade that counts with correct pair
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=180, min_ago_close=30, profit_rate=0.9, is_short=is_short
-    ))
+    )
 
     freqtrade.protections.stop_per_pair(pair)
     assert freqtrade.protections.global_stop() != only_per_pair
@@ -259,20 +261,20 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=30,
-    ))
+    )
 
     assert not freqtrade.protections.global_stop()
     assert freqtrade.protections.stop_per_pair('XRP/BTC')
     assert PairLocks.is_pair_locked('XRP/BTC')
     assert not PairLocks.is_global_lock()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'ETH/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
         min_ago_open=205, min_ago_close=35,
-    ))
+    )
 
     assert not freqtrade.protections.global_stop()
     assert not PairLocks.is_pair_locked('ETH/BTC')
@@ -300,10 +302,10 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
     assert not log_has_re(message, caplog)
     caplog.clear()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=800, min_ago_close=450, profit_rate=0.9,
-    ))
+    )
 
     Trade.commit()
     # Not locked with 1 trade
@@ -312,10 +314,10 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
     assert not PairLocks.is_pair_locked('XRP/BTC')
     assert not PairLocks.is_global_lock()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=200, min_ago_close=120, profit_rate=0.9,
-    ))
+    )
 
     Trade.commit()
     # Not locked with 1 trade (first trade is outside of lookback_period)
@@ -325,19 +327,19 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
     assert not PairLocks.is_global_lock()
 
     # Add positive trade
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
         min_ago_open=20, min_ago_close=10, profit_rate=1.15, is_short=True
-    ))
+    )
     Trade.commit()
     assert freqtrade.protections.stop_per_pair('XRP/BTC') != only_per_side
     assert not PairLocks.is_pair_locked('XRP/BTC', side='*')
     assert PairLocks.is_pair_locked('XRP/BTC', side='long') == only_per_side
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=110, min_ago_close=21, profit_rate=0.8,
-    ))
+    )
     Trade.commit()
 
     # Locks due to 2nd trade
@@ -365,36 +367,38 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
     caplog.clear()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
-    ))
+    )
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
-    ))
+    )
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'NEO/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
-    ))
+    )
+    Trade.commit()
     # No losing trade yet ... so max_drawdown will raise exception
     assert not freqtrade.protections.global_stop()
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=500, min_ago_close=400, profit_rate=0.9,
-    ))
+    )
     # Not locked with one trade
     assert not freqtrade.protections.global_stop()
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
     assert not PairLocks.is_pair_locked('XRP/BTC')
     assert not PairLocks.is_global_lock()
 
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
         min_ago_open=1200, min_ago_close=1100, profit_rate=0.5,
-    ))
+    )
+    Trade.commit()
 
     # Not locked with 1 trade (2nd trade is outside of lookback_period)
     assert not freqtrade.protections.global_stop()
@@ -404,20 +408,22 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
     assert not log_has_re(message, caplog)
 
     # Winning trade ... (should not lock, does not change drawdown!)
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
         min_ago_open=320, min_ago_close=410, profit_rate=1.5,
-    ))
+    )
+    Trade.commit()
     assert not freqtrade.protections.global_stop()
     assert not PairLocks.is_global_lock()
 
     caplog.clear()
 
     # Add additional negative trade, causing a loss of > 15%
-    Trade.query.session.add(generate_mock_trade(
+    generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
         min_ago_open=20, min_ago_close=10, profit_rate=0.8,
-    ))
+    )
+    Trade.commit()
     assert not freqtrade.protections.stop_per_pair('XRP/BTC')
     # local lock not supported
     assert not PairLocks.is_pair_locked('XRP/BTC')

tests/test_freqtradebot.py

@@ -677,6 +677,7 @@ def test_process_trade_no_whitelist_pair(default_conf_usdt, ticker_usdt, limit_b
         open_rate=0.001,
         exchange='binance',
     ))
+    Trade.commit()
 
     assert pair not in freqtrade.active_pair_whitelist
     freqtrade.process()
@@ -2414,6 +2415,7 @@ def test_manage_open_orders_entry_usercustom(
     open_trade.orders[0].side = 'sell' if is_short else 'buy'
     open_trade.orders[0].ft_order_side = 'sell' if is_short else 'buy'
     Trade.query.session.add(open_trade)
+    Trade.commit()
 
     # Ensure default is to return empty (so not mocked yet)
     freqtrade.manage_open_orders()
@@ -2472,6 +2474,7 @@ def test_manage_open_orders_entry(
 
     open_trade.is_short = is_short
     Trade.query.session.add(open_trade)
+    Trade.commit()
 
     freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
     freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
@@ -2509,6 +2512,7 @@ def test_adjust_entry_cancel(
 
     open_trade.is_short = is_short
     Trade.query.session.add(open_trade)
+    Trade.commit()
 
     # Timeout to not interfere
     freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
@@ -2549,6 +2553,7 @@ def test_adjust_entry_maintain_replace(
 
     open_trade.is_short = is_short
     Trade.query.session.add(open_trade)
+    Trade.commit()
 
     # Timeout to not interfere
     freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
@@ -2601,6 +2606,7 @@ def test_check_handle_cancelled_buy(
     open_trade.orders = []
     open_trade.is_short = is_short
     Trade.query.session.add(open_trade)
+    Trade.commit()
 
     # check it does cancel buy orders over the time limit
     freqtrade.manage_open_orders()
@@ -2631,6 +2637,7 @@ def test_manage_open_orders_buy_exception(
 
     open_trade.is_short = is_short
     Trade.query.session.add(open_trade)
+    Trade.commit()
 
     # check it does cancel buy orders over the time limit
     freqtrade.manage_open_orders()
@@ -2672,6 +2679,7 @@ def test_manage_open_orders_exit_usercustom(
     open_trade_usdt.is_open = False
 
     Trade.query.session.add(open_trade_usdt)
+    Trade.commit()
     # Ensure default is false
     freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
@@ -2754,6 +2762,7 @@ def test_manage_open_orders_exit(
     open_trade_usdt.is_short = is_short
 
     Trade.query.session.add(open_trade_usdt)
+    Trade.commit()
 
     freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
     freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
@@ -2794,6 +2803,7 @@ def test_check_handle_cancelled_exit(
     open_trade_usdt.is_short = is_short
 
     Trade.query.session.add(open_trade_usdt)
+    Trade.commit()
 
     # check it does cancel sell orders over the time limit
     freqtrade.manage_open_orders()
@@ -2830,6 +2840,7 @@ def test_manage_open_orders_partial(
     freqtrade = FreqtradeBot(default_conf_usdt)
     prior_stake = open_trade.stake_amount
     Trade.query.session.add(open_trade)
+    Trade.commit()
 
     # check it does cancel buy orders over the time limit
     # note this is for a partially-complete buy order
@@ -2874,6 +2885,7 @@ def test_manage_open_orders_partial_fee(
     open_trade.fee_open = fee()
     open_trade.fee_close = fee()
     Trade.query.session.add(open_trade)
+    Trade.commit()
     # cancelling a half-filled order should update the amount to the bought amount
     # and apply fees if necessary.
     freqtrade.manage_open_orders()
@@ -2923,6 +2935,7 @@ def test_manage_open_orders_partial_except(
     open_trade.fee_open = fee()
     open_trade.fee_close = fee()
     Trade.query.session.add(open_trade)
+    Trade.commit()
     # cancelling a half-filled order should update the amount to the bought amount
     # and apply fees if necessary.
     freqtrade.manage_open_orders()
@@ -2961,6 +2974,7 @@ def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade
     freqtrade = FreqtradeBot(default_conf_usdt)
 
     Trade.query.session.add(open_trade_usdt)
+    Trade.commit()
 
     caplog.clear()
     freqtrade.manage_open_orders()

tests/test_persistence.py

@@ -1387,6 +1387,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert log_has("trying trades_bak2", caplog)
     assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
                    caplog)
+    assert log_has("Database migration finished.", caplog)
     assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value(
         trade.amount, trade.open_rate)
     assert trade.close_profit_abs is None
@@ -1885,6 +1886,7 @@ def test_stoploss_reinitialization(default_conf, fee):
     assert trade.initial_stop_loss == 0.95
     assert trade.initial_stop_loss_pct == -0.05
     Trade.query.session.add(trade)
+    Trade.commit()
 
     # Lower stoploss
     Trade.stoploss_reinitialization(0.06)
@@ -1946,6 +1948,7 @@ def test_stoploss_reinitialization_leverage(default_conf, fee):
     assert trade.initial_stop_loss == 0.98
     assert trade.initial_stop_loss_pct == -0.1
     Trade.query.session.add(trade)
+    Trade.commit()
 
     # Lower stoploss
     Trade.stoploss_reinitialization(0.15)
@@ -2007,6 +2010,7 @@ def test_stoploss_reinitialization_short(default_conf, fee):
     assert trade.initial_stop_loss == 1.02
     assert trade.initial_stop_loss_pct == -0.1
     Trade.query.session.add(trade)
+    Trade.commit()
     # Lower stoploss
     Trade.stoploss_reinitialization(-0.15)
     trades = Trade.get_open_trades()