Merge upstream

.github/workflows/ci.yml

@@ -19,7 +19,7 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ ubuntu-18.04, ubuntu-20.04 ]
+        os: [ ubuntu-18.04, ubuntu-20.04, ubuntu-22.04 ]
         python-version: ["3.8", "3.9", "3.10"]
 
     steps:
@@ -70,7 +70,7 @@ jobs:
       if: matrix.python-version == '3.9'
 
     - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.8')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.9')
       env:
         # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@@ -157,24 +157,9 @@ jobs:
         pip install -e .
 
     - name: Tests
-      if: (runner.os != 'Linux' || matrix.python-version != '3.8')
       run: |
         pytest --random-order
 
-    - name: Tests (with cov)
-      if: (runner.os == 'Linux' && matrix.python-version == '3.8')
-      run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
-
-    - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.8')
-      env:
-        # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
-        COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
-      run: |
-        # Allow failure for coveralls
-        coveralls -v  || true
-
     - name: Backtesting
       run: |
         cp config_examples/config_bittrex.example.json config.json
@@ -273,7 +258,7 @@ jobs:
     - name: Set up Python
       uses: actions/setup-python@v3
       with:
-        python-version: 3.9
+        python-version: "3.10"
 
     - name: pre-commit dependencies
       run: |
@@ -292,7 +277,7 @@ jobs:
     - name: Set up Python
       uses: actions/setup-python@v3
       with:
-        python-version: 3.9
+        python-version: "3.10"
 
     - name: Documentation build
       run: |
@@ -358,7 +343,7 @@ jobs:
     - name: Set up Python
       uses: actions/setup-python@v3
       with:
-        python-version: 3.8
+        python-version: "3.9"
 
     - name: Extract branch name
       shell: bash

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.9.9-slim-bullseye as base
+FROM python:3.10.4-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

docker/Dockerfile.armhf

@@ -1,4 +1,4 @@
-FROM python:3.9.9-slim-bullseye as base
+FROM python:3.9.12-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

docs/backtesting.md

@@ -320,6 +320,9 @@ A backtesting result will look like that:
 | Avg. Duration Loser         | 6:55:00             |
 | Rejected Entry signals      | 3089                |
 | Entry/Exit Timeouts         | 0 / 0               |
+| Canceled Trade Entries      | 34                  |
+| Canceled Entry Orders       | 123                 |
+| Replaced Entry Orders       | 89                  |
 |                             |                     |
 | Min balance                 | 0.00945123 BTC      |
 | Max balance                 | 0.01846651 BTC      |
@@ -416,6 +419,9 @@ It contains some useful key metrics about performance of your strategy on backte
 | Avg. Duration Loser         | 6:55:00             |
 | Rejected Entry signals      | 3089                |
 | Entry/Exit Timeouts         | 0 / 0               |
+| Canceled Trade Entries      | 34                  |
+| Canceled Entry Orders       | 123                 |
+| Replaced Entry Orders       | 89                  |
 |                             |                     |
 | Min balance                 | 0.00945123 BTC      |
 | Max balance                 | 0.01846651 BTC      |
@@ -447,6 +453,9 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
 - `Rejected Entry signals`: Trade entry signals that could not be acted upon due to `max_open_trades` being reached.
 - `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used).
+- `Canceled Trade Entries`: Number of trades that have been canceled by user request via `adjust_entry_price`.
+- `Canceled Entry Orders`: Number of entry orders that have been canceled by user request via `adjust_entry_price`.
+- `Replaced Entry Orders`: Number of entry orders that have been replaced by user request via `adjust_entry_price`.
 - `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
 - `Max % of account underwater`: Maximum percentage your account has decreased from the top since the simulation started.
 Calculated as the maximum of `(Max Balance - Current Balance) / (Max Balance)`.

docs/includes/pairlists.md

@@ -160,17 +160,17 @@ This filter allows freqtrade to ignore pairs until they have been listed for at
 
 Offsets an incoming pairlist by a given `offset` value.
 
-As an example it can be used in conjunction with `VolumeFilter` to remove the top X volume pairs. Or to split
+As an example it can be used in conjunction with `VolumeFilter` to remove the top X volume pairs. Or to split a larger pairlist on two bot instances.
-a larger pairlist on two bot instances.
 
-Example to remove the first 10 pairs from the pairlist:
+Example to remove the first 10 pairs from the pairlist, and takes the next 20 (taking items 10-30 of the initial list):
 
 ```json
 "pairlists": [
     // ...
     {
         "method": "OffsetFilter",
-        "offset": 10
+        "offset": 10,
+        "number_assets": 20
     }
 ],
 ```

docs/requirements-docs.txt

@@ -1,5 +1,5 @@
 mkdocs==1.3.0
-mkdocs-material==8.2.14
+mkdocs-material==8.2.15
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.4
 jinja2==3.1.2

freqtrade/commands/data_commands.py

@@ -79,6 +79,12 @@ def start_download_data(args: Dict[str, Any]) -> None:
                 data_format_trades=config['dataformat_trades'],
             )
         else:
+            if not exchange._ft_has.get('ohlcv_has_history', True):
+                raise OperationalException(
+                    f"Historic klines not available for {exchange.name}. "
+                    "Please use `--dl-trades` instead for this exchange "
+                    "(will unfortunately take a long time)."
+                    )
             pairs_not_available = refresh_backtest_ohlcv_data(
                 exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
                 datadir=config['datadir'], timerange=timerange,

freqtrade/data/history/hdf5datahandler.py

@@ -40,7 +40,7 @@ class HDF5DataHandler(IDataHandler):
         return [
             (
                 cls.rebuild_pair_from_filename(match[1]),
-                match[2],
+                cls.rebuild_timeframe_from_filename(match[2]),
                 CandleType.from_string(match[3])
             ) for match in _tmp if match and len(match.groups()) > 1]
 
@@ -109,7 +109,11 @@ class HDF5DataHandler(IDataHandler):
         )
 
         if not filename.exists():
-            return pd.DataFrame(columns=self._columns)
+            # Fallback mode for 1M files
+            filename = self._pair_data_filename(
+                self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True)
+            if not filename.exists():
+                return pd.DataFrame(columns=self._columns)
         where = []
         if timerange:
             if timerange.starttype == 'date':

freqtrade/data/history/idatahandler.py

@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
 
 class IDataHandler(ABC):
 
-    _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+\S)\-?([a-zA-Z_]*)?(?=\.)'
+    _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'
 
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
@@ -193,10 +193,14 @@ class IDataHandler(ABC):
         datadir: Path,
         pair: str,
         timeframe: str,
-        candle_type: CandleType
+        candle_type: CandleType,
+        no_timeframe_modify: bool = False
     ) -> Path:
         pair_s = misc.pair_to_filename(pair)
         candle = ""
+        if not no_timeframe_modify:
+            timeframe = cls.timeframe_to_file(timeframe)
+
         if candle_type != CandleType.SPOT:
             datadir = datadir.joinpath('futures')
             candle = f"-{candle_type}"
@@ -210,6 +214,18 @@ class IDataHandler(ABC):
         filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
         return filename
 
+    @staticmethod
+    def timeframe_to_file(timeframe: str):
+        return timeframe.replace('M', 'Mo')
+
+    @staticmethod
+    def rebuild_timeframe_from_filename(timeframe: str) -> str:
+        """
+        converts timeframe from disk to file
+        Replaces mo with M (to avoid problems on case-insensitive filesystems)
+        """
+        return re.sub('1mo', '1M', timeframe, flags=re.IGNORECASE)
+
     @staticmethod
     def rebuild_pair_from_filename(pair: str) -> str:
         """

freqtrade/data/history/jsondatahandler.py

@@ -41,7 +41,7 @@ class JsonDataHandler(IDataHandler):
         return [
             (
                 cls.rebuild_pair_from_filename(match[1]),
-                match[2],
+                cls.rebuild_timeframe_from_filename(match[2]),
                 CandleType.from_string(match[3])
             ) for match in _tmp if match and len(match.groups()) > 1]
 
@@ -103,9 +103,14 @@ class JsonDataHandler(IDataHandler):
         :param candle_type: Any of the enum CandleType (must match trading mode!)
         :return: DataFrame with ohlcv data, or empty DataFrame
         """
-        filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type)
+        filename = self._pair_data_filename(
+            self._datadir, pair, timeframe, candle_type=candle_type)
         if not filename.exists():
-            return DataFrame(columns=self._columns)
+            # Fallback mode for 1M files
+            filename = self._pair_data_filename(
+                self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True)
+            if not filename.exists():
+                return DataFrame(columns=self._columns)
         try:
             pairdata = read_json(filename, orient='values')
             pairdata.columns = self._columns

freqtrade/exchange/exchange.py

@@ -16,8 +16,7 @@ import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
 from cachetools import TTLCache
-from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE,
+from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, Precise, decimal_to_precision
-                                            decimal_to_precision)
 from pandas import DataFrame
 
 from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
@@ -64,6 +63,7 @@ class Exchange:
         "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
+        "ohlcv_has_history": True,  # Some exchanges (Kraken) don't provide history via ohlcv
         "ohlcv_partial_candle": True,
         "ohlcv_require_since": False,
         # Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
@@ -308,12 +308,15 @@ class Exchange:
         if self.log_responses:
             logger.info(f"API {endpoint}: {response}")
 
-    def ohlcv_candle_limit(self, timeframe: str) -> int:
+    def ohlcv_candle_limit(
+            self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
         """
         Exchange ohlcv candle limit
         Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits
         per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
         :param timeframe: Timeframe to check
+        :param candle_type: Candle-type
+        :param since_ms: Starting timestamp
         :return: Candle limit as integer
         """
         return int(self._ft_has.get('ohlcv_candle_limit_per_timeframe', {}).get(
@@ -615,19 +618,28 @@ class Exchange:
         Checks if required startup_candles is more than ohlcv_candle_limit().
         Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
         """
-        candle_limit = self.ohlcv_candle_limit(timeframe)
+
+        candle_limit = self.ohlcv_candle_limit(
+            timeframe, self._config['candle_type_def'],
+            int(date_minus_candles(timeframe, startup_candles).timestamp() * 1000)
+            if timeframe else None)
         # Require one more candle - to account for the still open candle.
         candle_count = startup_candles + 1
         # Allow 5 calls to the exchange per pair
         required_candle_call_count = int(
             (candle_count / candle_limit) + (0 if candle_count % candle_limit == 0 else 1))
+        if self._ft_has['ohlcv_has_history']:
 
-        if required_candle_call_count > 5:
+            if required_candle_call_count > 5:
-            # Only allow 5 calls per pair to somewhat limit the impact
+                # Only allow 5 calls per pair to somewhat limit the impact
+                raise OperationalException(
+                    f"This strategy requires {startup_candles} candles to start, "
+                    "which is more than 5x "
+                    f"the amount of candles {self.name} provides for {timeframe}.")
+        elif required_candle_call_count > 1:
             raise OperationalException(
-                f"This strategy requires {startup_candles} candles to start, which is more than 5x "
+                f"This strategy requires {startup_candles} candles to start, which is more than "
                 f"the amount of candles {self.name} provides for {timeframe}.")
-
         if required_candle_call_count > 1:
             logger.warning(f"Using {required_candle_call_count} calls to get OHLCV. "
                            f"This can result in slower operations for the bot. Please check "
@@ -691,10 +703,11 @@ class Exchange:
             #                                    counting_mode=self.precisionMode,
             #                                    ))
             if self.precisionMode == TICK_SIZE:
-                precision = self.markets[pair]['precision']['price']
+                precision = Precise(str(self.markets[pair]['precision']['price']))
-                missing = price % precision
+                price_str = Precise(str(price))
-                if missing != 0:
+                missing = price_str % precision
-                    price = round(price - missing + precision, 10)
+                if not missing == Precise("0"):
+                    price = round(float(str(price_str - missing + precision)), 14)
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)
@@ -1444,6 +1457,23 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def _get_price_side(self, side: str, is_short: bool, conf_strategy: Dict) -> str:
+        price_side = conf_strategy['price_side']
+
+        if price_side in ('same', 'other'):
+            price_map = {
+                ('entry', 'long', 'same'): 'bid',
+                ('entry', 'long', 'other'): 'ask',
+                ('entry', 'short', 'same'): 'ask',
+                ('entry', 'short', 'other'): 'bid',
+                ('exit', 'long', 'same'): 'ask',
+                ('exit', 'long', 'other'): 'bid',
+                ('exit', 'short', 'same'): 'bid',
+                ('exit', 'short', 'other'): 'ask',
+            }
+            price_side = price_map[(side, 'short' if is_short else 'long', price_side)]
+        return price_side
+
     def get_rate(self, pair: str, refresh: bool,  # noqa: max-complexity: 13
                  side: EntryExit, is_short: bool,
                  order_book: Optional[dict] = None, ticker: Optional[dict] = None) -> float:
@@ -1471,20 +1501,7 @@ class Exchange:
 
         conf_strategy = self._config.get(strat_name, {})
 
-        price_side = conf_strategy['price_side']
+        price_side = self._get_price_side(side, is_short, conf_strategy)
-
-        if price_side in ('same', 'other'):
-            price_map = {
-                ('entry', 'long', 'same'): 'bid',
-                ('entry', 'long', 'other'): 'ask',
-                ('entry', 'short', 'same'): 'ask',
-                ('entry', 'short', 'other'): 'bid',
-                ('exit', 'long', 'same'): 'ask',
-                ('exit', 'long', 'other'): 'bid',
-                ('exit', 'short', 'same'): 'bid',
-                ('exit', 'short', 'other'): 'ask',
-            }
-            price_side = price_map[(side, 'short' if is_short else 'long', price_side)]
 
         price_side_word = price_side.capitalize()
 
@@ -1735,7 +1752,8 @@ class Exchange:
         :param candle_type: Any of the enum CandleType (must match trading mode!)
         """
 
-        one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
+        one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(
+            timeframe, candle_type, since_ms)
         logger.debug(
             "one_call: %s msecs (%s)",
             one_call,
@@ -1771,7 +1789,8 @@ class Exchange:
         if (not since_ms
                 and (self._ft_has["ohlcv_require_since"] or self.required_candle_call_count > 1)):
             # Multiple calls for one pair - to get more history
-            one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
+            one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(
+                timeframe, candle_type, since_ms)
             move_to = one_call * self.required_candle_call_count
             now = timeframe_to_next_date(timeframe)
             since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000)
@@ -1889,7 +1908,9 @@ class Exchange:
                 pair, timeframe, since_ms, s
             )
             params = deepcopy(self._ft_has.get('ohlcv_params', {}))
-            candle_limit = self.ohlcv_candle_limit(timeframe)
+            candle_limit = self.ohlcv_candle_limit(
+                timeframe, candle_type=candle_type, since_ms=since_ms)
+
             if candle_type != CandleType.SPOT:
                 params.update({'price': candle_type})
             if candle_type != CandleType.FUNDING_RATE:
@@ -2706,9 +2727,10 @@ def timeframe_to_msecs(timeframe: str) -> int:
 
 def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
     """
-    Use Timeframe and determine last possible candle.
+    Use Timeframe and determine the candle start date for this date.
+    Does not round when given a candle start date.
     :param timeframe: timeframe in string format (e.g. "5m")
-    :param date: date to use. Defaults to utcnow()
+    :param date: date to use. Defaults to now(utc)
     :returns: date of previous candle (with utc timezone)
     """
     if not date:
@@ -2723,7 +2745,7 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
     """
     Use Timeframe and determine next candle.
     :param timeframe: timeframe in string format (e.g. "5m")
-    :param date: date to use. Defaults to utcnow()
+    :param date: date to use. Defaults to now(utc)
     :returns: date of next candle (with utc timezone)
     """
     if not date:
@@ -2733,6 +2755,23 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
     return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
 
 
+def date_minus_candles(
+        timeframe: str, candle_count: int, date: Optional[datetime] = None) -> datetime:
+    """
+    subtract X candles from a date.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param candle_count: Amount of candles to subtract.
+    :param date: date to use. Defaults to now(utc)
+
+    """
+    if not date:
+        date = datetime.now(timezone.utc)
+
+    tf_min = timeframe_to_minutes(timeframe)
+    new_date = timeframe_to_prev_date(timeframe, date) - timedelta(minutes=tf_min * candle_count)
+    return new_date
+
+
 def market_is_active(market: Dict) -> bool:
     """
     Return True if the market is active.

freqtrade/exchange/kraken.py

@@ -23,6 +23,7 @@ class Kraken(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 720,
+        "ohlcv_has_history": False,
         "trades_pagination": "id",
         "trades_pagination_arg": "since",
         "mark_ohlcv_timeframe": "4h",

freqtrade/exchange/okx.py

@@ -1,13 +1,15 @@
 import logging
-from typing import Dict, List, Tuple
+from typing import Dict, List, Optional, Tuple
 
 import ccxt
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
+from freqtrade.enums.candletype import CandleType
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
+from freqtrade.exchange.exchange import date_minus_candles
 
 
 logger = logging.getLogger(__name__)
@@ -20,7 +22,7 @@ class Okx(Exchange):
     """
 
     _ft_has: Dict = {
-        "ohlcv_candle_limit": 100,
+        "ohlcv_candle_limit": 100,  # Warning, special case with data prior to X months
         "mark_ohlcv_timeframe": "4h",
         "funding_fee_timeframe": "8h",
     }
@@ -37,6 +39,27 @@ class Okx(Exchange):
 
     net_only = True
 
+    def ohlcv_candle_limit(
+            self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
+        """
+        Exchange ohlcv candle limit
+        OKX has the following behaviour:
+        * 300 candles for uptodate data
+        * 100 candles for historic data
+        * 100 candles for additional candles (not futures or spot).
+        :param timeframe: Timeframe to check
+        :param candle_type: Candle-type
+        :param since_ms: Starting timestamp
+        :return: Candle limit as integer
+        """
+        if (
+            candle_type in (CandleType.FUTURES, CandleType.SPOT) and
+            (not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000))
+        ):
+            return 300
+
+        return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
+
     @retrier
     def additional_exchange_init(self) -> None:
         """

freqtrade/freqtradebot.py

@@ -542,15 +542,7 @@ class FreqtradeBot(LoggingMixin):
 
         if stake_amount is not None and stake_amount > 0.0:
             # We should increase our position
-            if self.strategy.max_entry_position_adjustment > -1:
+            self.execute_entry(trade.pair, stake_amount, trade=trade, is_short=trade.is_short)
-                count_of_entries = trade.nr_of_successful_entries
-                if count_of_entries > self.strategy.max_entry_position_adjustment:
-                    logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
-                    return
-                else:
-                    logger.debug("Max adjustment entries is set to unlimited.")
-            self.execute_entry(trade.pair, stake_amount, None and current_entry_rate,
-                               trade=trade, is_short=trade.is_short)
 
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
@@ -608,6 +600,7 @@ class FreqtradeBot(LoggingMixin):
         ordertype: Optional[str] = None,
         enter_tag: Optional[str] = None,
         trade: Optional[Trade] = None,
+        order_adjust: bool = False
     ) -> bool:
         """
         Executes a limit buy for the given pair
@@ -623,7 +616,7 @@ class FreqtradeBot(LoggingMixin):
         pos_adjust = trade is not None
 
         enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
-            pair, price, stake_amount, trade_side, enter_tag, trade)
+            pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust)
 
         if not stake_amount:
             return False
@@ -768,23 +761,26 @@ class FreqtradeBot(LoggingMixin):
         self, pair: str, price: Optional[float], stake_amount: float,
         trade_side: LongShort,
         entry_tag: Optional[str],
-        trade: Optional[Trade]
+        trade: Optional[Trade],
+        order_adjust: bool,
     ) -> Tuple[float, float, float]:
 
         if price:
             enter_limit_requested = price
         else:
             # Calculate price
-            proposed_enter_rate = self.exchange.get_rate(
+            enter_limit_requested = self.exchange.get_rate(
                 pair, side='entry', is_short=(trade_side == 'short'), refresh=True)
+        if not order_adjust:
+            # Don't call custom_entry_price in order-adjust scenario
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=proposed_enter_rate)(
+                                                       default_retval=enter_limit_requested)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=proposed_enter_rate, entry_tag=entry_tag,
+                proposed_rate=enter_limit_requested, entry_tag=entry_tag,
                 side=trade_side,
             )
 
-            enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
+            enter_limit_requested = self.get_valid_price(custom_entry_price, enter_limit_requested)
 
         if not enter_limit_requested:
             raise PricingError('Could not determine entry price.')
@@ -1238,7 +1234,8 @@ class FreqtradeBot(LoggingMixin):
                         stake_amount=(order_obj.remaining * order_obj.price),
                         price=adjusted_entry_price,
                         trade=trade,
-                        is_short=trade.is_short
+                        is_short=trade.is_short,
+                        order_adjust=True,
                     )
 
     def cancel_all_open_orders(self) -> None:
@@ -1437,6 +1434,7 @@ class FreqtradeBot(LoggingMixin):
             open_date=trade.open_date_utc,
         )
         exit_type = 'exit'
+        exit_reason = exit_tag or exit_check.exit_reason
         if exit_check.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
             exit_type = 'stoploss'
 
@@ -1454,7 +1452,7 @@ class FreqtradeBot(LoggingMixin):
             pair=trade.pair, trade=trade,
             current_time=datetime.now(timezone.utc),
             proposed_rate=proposed_limit_rate, current_profit=current_profit,
-            exit_tag=exit_check.exit_reason)
+            exit_tag=exit_reason)
 
         limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 
@@ -1472,8 +1470,8 @@ class FreqtradeBot(LoggingMixin):
         if not sub_trade_amt and not strategy_safe_wrapper(
                 self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
-                time_in_force=time_in_force, exit_reason=exit_check.exit_reason,
+                time_in_force=time_in_force, exit_reason=exit_reason,
-                sell_reason=exit_check.exit_reason,  # sellreason -> compatibility
+                sell_reason=exit_reason,  # sellreason -> compatibility
                 current_time=datetime.now(timezone.utc)):
             logger.info(f"User requested abortion of exiting {trade.pair}")
             return False
@@ -1502,7 +1500,7 @@ class FreqtradeBot(LoggingMixin):
         trade.open_order_id = order['id']
         trade.exit_order_status = ''
         trade.close_rate_requested = limit
-        trade.exit_reason = exit_tag or exit_check.exit_reason
+        trade.exit_reason = exit_reason
 
         # Lock pair for one candle to prevent immediate re-trading
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),

freqtrade/optimize/backtesting.py

@@ -297,6 +297,9 @@ class Backtesting:
         self.rejected_trades = 0
         self.timedout_entry_orders = 0
         self.timedout_exit_orders = 0
+        self.canceled_trade_entries = 0
+        self.canceled_entry_orders = 0
+        self.replaced_entry_orders = 0
         self.dataprovider.clear_cache()
         if enable_protections:
             self._load_protections(self.strategy)
@@ -548,6 +551,7 @@ class Backtesting:
 
         if exit_.exit_flag:
             trade.close_date = exit_candle_time
+            exit_reason = exit_.exit_reason
 
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             try:
@@ -558,13 +562,23 @@ class Backtesting:
             current_profit = trade.calc_profit_ratio(close_rate)
             order_type = self.strategy.order_types['exit']
             if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT):
+                # Checks and adds an exit tag, after checking that the length of the
+                # row has the length for an exit tag column
+                if(
+                    len(row) > EXIT_TAG_IDX
+                    and row[EXIT_TAG_IDX] is not None
+                    and len(row[EXIT_TAG_IDX]) > 0
+                    and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
+                ):
+                    exit_reason = row[EXIT_TAG_IDX]
                 # Custom exit pricing only for exit-signals
                 if order_type == 'limit':
                     close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
                                                        default_retval=close_rate)(
                         pair=trade.pair, trade=trade,
                         current_time=exit_candle_time,
-                        proposed_rate=close_rate, current_profit=current_profit)
+                        proposed_rate=close_rate, current_profit=current_profit,
+                        exit_tag=exit_.exit_reason)
                     # We can't place orders lower than current low.
                     # freqtrade does not support this in live, and the order would fill immediately
                     if trade.is_short:
@@ -578,24 +592,36 @@ class Backtesting:
                     pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
                     rate=close_rate,
                     time_in_force=time_in_force,
-                    sell_reason=exit_.exit_reason,  # deprecated
+                    sell_reason=exit_reason,  # deprecated
-                    exit_reason=exit_.exit_reason,
+                    exit_reason=exit_reason,
                     current_time=exit_candle_time):
                 return None
 
-            trade.exit_reason = exit_.exit_reason
+            trade.exit_reason = exit_reason
 
-            # Checks and adds an exit tag, after checking that the length of the
+            self.order_id_counter += 1
-            # row has the length for an exit tag column
+            order = Order(
-            if(
+                id=self.order_id_counter,
-                len(row) > EXIT_TAG_IDX
+                ft_trade_id=trade.id,
-                and row[EXIT_TAG_IDX] is not None
+                order_date=exit_candle_time,
-                and len(row[EXIT_TAG_IDX]) > 0
+                order_update_date=exit_candle_time,
-                and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
+                ft_is_open=True,
-            ):
+                ft_pair=trade.pair,
-                trade.exit_reason = row[EXIT_TAG_IDX]
+                order_id=str(self.order_id_counter),
-
+                symbol=trade.pair,
-            return self._exit_trade(trade, row, close_rate)
+                ft_order_side=trade.exit_side,
+                side=trade.exit_side,
+                order_type=order_type,
+                status="open",
+                price=close_rate,
+                average=close_rate,
+                amount=trade.amount,
+                filled=0,
+                remaining=trade.amount,
+                cost=trade.amount * close_rate,
+            )
+            trade.orders.append(order)
+            return trade
 
         return None
 
@@ -831,11 +857,11 @@ class Backtesting:
                 remaining=amount,
                 cost=stake_amount + trade.fee_open,
             )
+            trade.orders.append(order)
             if pos_adjust and self._get_order_filled(order.price, row):
                 order.close_bt_order(current_time, trade)
             else:
                 trade.open_order_id = str(self.order_id_counter)
-            trade.orders.append(order)
             trade.recalc_trade_from_orders()
 
         return trade
@@ -903,6 +929,7 @@ class Backtesting:
                 return True
             elif self.check_order_replace(trade, order, current_time, row):
                 # delete trade due to user request
+                self.canceled_trade_entries += 1
                 return True
         # default maintain trade
         return False
@@ -952,6 +979,7 @@ class Backtesting:
                 return False
             else:
                 del trade.orders[trade.orders.index(order)]
+                self.canceled_entry_orders += 1
 
             # place new order if result was not None
             if requested_rate:
@@ -959,6 +987,7 @@ class Backtesting:
                                   requested_rate=requested_rate,
                                   requested_stake=(order.remaining * order.price),
                                   direction='short' if trade.is_short else 'long')
+                self.replaced_entry_orders += 1
             else:
                 # assumption: there can't be multiple open entry orders at any given time
                 return (trade.nr_of_successful_entries == 0)
@@ -1112,6 +1141,9 @@ class Backtesting:
             'rejected_signals': self.rejected_trades,
             'timedout_entry_orders': self.timedout_entry_orders,
             'timedout_exit_orders': self.timedout_exit_orders,
+            'canceled_trade_entries': self.canceled_trade_entries,
+            'canceled_entry_orders': self.canceled_entry_orders,
+            'replaced_entry_orders': self.replaced_entry_orders,
             'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
         }
 

freqtrade/optimize/optimize_reports.py

@@ -468,6 +468,9 @@ def generate_strategy_stats(pairlist: List[str],
         'rejected_signals': content['rejected_signals'],
         'timedout_entry_orders': content['timedout_entry_orders'],
         'timedout_exit_orders': content['timedout_exit_orders'],
+        'canceled_trade_entries': content['canceled_trade_entries'],
+        'canceled_entry_orders': content['canceled_entry_orders'],
+        'replaced_entry_orders': content['replaced_entry_orders'],
         'max_open_trades': max_open_trades,
         'max_open_trades_setting': (config['max_open_trades']
                                     if config['max_open_trades'] != float('inf') else -1),
@@ -753,6 +756,12 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Drawdown End', strat_results['drawdown_end']),
         ])
 
+        entry_adjustment_metrics = [
+            ('Canceled Trade Entries', strat_results.get('canceled_trade_entries', 'N/A')),
+            ('Canceled Entry Orders', strat_results.get('canceled_entry_orders', 'N/A')),
+            ('Replaced Entry Orders', strat_results.get('replaced_entry_orders', 'N/A')),
+        ] if strat_results.get('canceled_entry_orders', 0) > 0 else []
+
         # Newly added fields should be ignored if they are missing in strat_results. hyperopt-show
         # command stores these results and newer version of freqtrade must be able to handle old
         # results with missing new fields.
@@ -801,6 +810,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Entry/Exit Timeouts',
              f"{strat_results.get('timedout_entry_orders', 'N/A')} / "
              f"{strat_results.get('timedout_exit_orders', 'N/A')}"),
+            *entry_adjustment_metrics,
             ('', ''),  # Empty line to improve readability
 
             ('Min balance', round_coin_value(strat_results['csum_min'],

freqtrade/persistence/trade_model.py

@@ -155,6 +155,7 @@ class Order(_DECL_BASE):
                 and len(trade.select_filled_orders(trade.entry_side)) == 1):
             trade.open_rate = self.price
             trade.recalc_open_trade_value()
+            trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True)
 
     @staticmethod
     def update_orders(orders: List['Order'], order: Dict[str, Any]):
@@ -495,7 +496,7 @@ class LocalTrade():
         self.stoploss_last_update = datetime.utcnow()
 
     def adjust_stop_loss(self, current_price: float, stoploss: float,
-                         initial: bool = False) -> None:
+                         initial: bool = False, refresh: bool = False) -> None:
         """
         This adjusts the stop loss to it's most recently observed setting
         :param current_price: Current rate the asset is traded
@@ -506,6 +507,7 @@ class LocalTrade():
         if initial and not (self.stop_loss is None or self.stop_loss == 0):
             # Don't modify if called with initial and nothing to do
             return
+        refresh = True if refresh and self.nr_of_successful_entries == 1 else False
 
         leverage = self.leverage or 1.0
         if self.is_short:
@@ -520,8 +522,7 @@ class LocalTrade():
                 new_loss = max(self.liquidation_price, new_loss)
 
         # no stop loss assigned yet
-        if self.initial_stop_loss_pct is None:
+        if self.initial_stop_loss_pct is None or refresh:
-            logger.debug(f"{self.pair} - Assigning new stoploss...")
             self._set_stop_loss(new_loss, stoploss)
             self.initial_stop_loss = new_loss
             self.initial_stop_loss_pct = -1 * abs(stoploss)
@@ -704,7 +705,7 @@ class LocalTrade():
     def recalc_open_trade_value(self) -> None:
         """
         Recalculate open_trade_value.
-        Must be called whenever open_rate, fee_open or is_short is changed.
+        Must be called whenever open_rate, fee_open is changed.
         """
         self.open_trade_value = self._calc_open_trade_value()
 

freqtrade/plugins/pairlist/AgeFilter.py

@@ -32,18 +32,19 @@ class AgeFilter(IPairList):
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
         self._max_days_listed = pairlistconfig.get('max_days_listed', None)
 
+        candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
         if self._min_days_listed < 1:
             raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
-        if self._min_days_listed > exchange.ohlcv_candle_limit('1d'):
+        if self._min_days_listed > candle_limit:
             raise OperationalException("AgeFilter requires min_days_listed to not exceed "
                                        "exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
+                                       f"({candle_limit})")
         if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
             raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
-        if self._max_days_listed and self._max_days_listed > exchange.ohlcv_candle_limit('1d'):
+        if self._max_days_listed and self._max_days_listed > candle_limit:
             raise OperationalException("AgeFilter requires max_days_listed to not exceed "
                                        "exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
+                                       f"({candle_limit})")
 
     @property
     def needstickers(self) -> bool:

freqtrade/plugins/pairlist/OffsetFilter.py

@@ -19,6 +19,7 @@ class OffsetFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._offset = pairlistconfig.get('offset', 0)
+        self._number_pairs = pairlistconfig.get('number_assets', 0)
 
         if self._offset < 0:
             raise OperationalException("OffsetFilter requires offset to be >= 0")
@@ -36,7 +37,9 @@ class OffsetFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return f"{self.name} - Offseting pairs by {self._offset}."
+        if self._number_pairs:
+            return f"{self.name} - Taking {self._number_pairs} Pairs, starting from {self._offset}."
+        return f"{self.name} - Offsetting pairs by {self._offset}."
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -50,5 +53,9 @@ class OffsetFilter(IPairList):
             self.log_once(f"Offset of {self._offset} is larger than " +
                           f"pair count of {len(pairlist)}", logger.warning)
         pairs = pairlist[self._offset:]
+        if self._number_pairs:
+            pairs = pairs[:self._number_pairs]
+
         self.log_once(f"Searching {len(pairs)} pairs: {pairs}", logger.info)
+
         return pairs

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -38,12 +38,12 @@ class VolatilityFilter(IPairList):
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
 
+        candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
         if self._days < 1:
             raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit('1d'):
+        if self._days > candle_limit:
             raise OperationalException("VolatilityFilter requires lookback_days to not "
-                                       "exceed exchange max request size "
+                                       f"exceed exchange max request size ({candle_limit})")
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
 
     @property
     def needstickers(self) -> bool:

freqtrade/plugins/pairlist/VolumePairList.py

@@ -84,12 +84,13 @@ class VolumePairList(IPairList):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
 
+        candle_limit = exchange.ohlcv_candle_limit(
+            self._lookback_timeframe, self._config['candle_type_def'])
         if self._lookback_period < 0:
             raise OperationalException("VolumeFilter requires lookback_period to be >= 0")
-        if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe):
+        if self._lookback_period > candle_limit:
             raise OperationalException("VolumeFilter requires lookback_period to not "
-                                       "exceed exchange max request size "
+                                       f"exceed exchange max request size ({candle_limit})")
-                                       f"({exchange.ohlcv_candle_limit(self._lookback_timeframe)})")
 
     @property
     def needstickers(self) -> bool:

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -33,12 +33,12 @@ class RangeStabilityFilter(IPairList):
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
 
+        candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
         if self._days < 1:
             raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit('1d'):
+        if self._days > candle_limit:
             raise OperationalException("RangeStabilityFilter requires lookback_days to not "
-                                       "exceed exchange max request size "
+                                       f"exceed exchange max request size ({candle_limit})")
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
 
     @property
     def needstickers(self) -> bool:

freqtrade/rpc/telegram.py

@@ -1458,14 +1458,14 @@ class Telegram(RPCHandler):
                                  "Optionally takes a rate at which to sell "
                                  "(only applies to limit orders).` \n")
         message = (
-            "_BotControl_\n"
+            "_Bot Control_\n"
             "------------\n"
             "*/start:* `Starts the trader`\n"
             "*/stop:* Stops the trader\n"
             "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n"
             "*/forceexit <trade_id>|all:* `Instantly exits the given trade or all trades, "
             "regardless of profit`\n"
-            "*/fe <trade_id>|all:* `Alias to /forceexit`"
+            "*/fe <trade_id>|all:* `Alias to /forceexit`\n"
             f"{force_enter_text if self._config.get('force_entry_enable', False) else ''}"
             "*/delete <trade_id>:* `Instantly delete the given trade in the database`\n"
             "*/whitelist:* `Show current whitelist` \n"

requirements-dev.txt

@@ -6,7 +6,7 @@
 
 coveralls==3.3.1
 flake8==4.0.1
-flake8-tidy-imports==4.7.0
+flake8-tidy-imports==4.8.0
 mypy==0.950
 pre-commit==2.19.0
 pytest==7.1.2
@@ -16,7 +16,7 @@ pytest-mock==3.7.0
 pytest-random-order==1.0.4
 isort==5.10.1
 # For datetime mocking
-time-machine==2.6.0
+time-machine==2.7.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.5.0

requirements-hyperopt.txt

@@ -3,7 +3,7 @@
 
 # Required for hyperopt
 scipy==1.8.0
-scikit-learn==1.0.2
+scikit-learn==1.1.0
 scikit-optimize==0.9.0
-filelock==3.6.0
+filelock==3.7.0
 progressbar2==4.0.0

requirements-plot.txt

@@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.7.0
+plotly==5.8.0

requirements.txt

@@ -2,7 +2,7 @@ numpy==1.22.3
 pandas==1.4.2
 pandas-ta==0.3.14b
 
-ccxt==1.81.81
+ccxt==1.82.61
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==37.0.2
 aiohttp==3.8.1
@@ -34,9 +34,9 @@ orjson==3.6.8
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.76.0
+fastapi==0.78.0
 uvicorn==0.17.6
-pyjwt==2.3.0
+pyjwt==2.4.0
 aiofiles==0.8.0
 psutil==5.9.0
 

setup.cfg

@@ -32,7 +32,7 @@ tests_require =
     pytest-mock
 
 packages = find:
-python_requires = >=3.6
+python_requires = >=3.8
 
 [options.entry_points]
 console_scripts =

setup.py

@@ -42,7 +42,7 @@ setup(
     ],
     install_requires=[
         # from requirements.txt
-        'ccxt>=1.79.69',
+        'ccxt>=1.80.67',
         'SQLAlchemy',
         'python-telegram-bot>=13.4',
         'arrow>=0.17.0',

setup.sh

@@ -25,7 +25,7 @@ function check_installed_python() {
         exit 2
     fi
 
-    for v in 9 10 8
+    for v in 10 9 8
     do
         PYTHON="python3.${v}"
         which $PYTHON

tests/commands/test_commands.py

@@ -835,6 +835,23 @@ def test_download_data_trades(mocker, caplog):
         start_download_data(pargs)
 
 
+def test_download_data_data_invalid(mocker):
+    patch_exchange(mocker, id="kraken")
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
+    )
+    args = [
+        "download-data",
+        "--exchange", "kraken",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+        "--days", "20",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    with pytest.raises(OperationalException, match=r"Historic klines not available for .*"):
+        start_download_data(pargs)
+
+
 def test_start_convert_trades(mocker, caplog):
     convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
                                 MagicMock(return_value=[]))

tests/data/test_history.py

@@ -158,21 +158,22 @@ def test_testdata_path(testdatadir) -> None:
     assert str(Path('tests') / 'testdata') in str(testdatadir)
 
 
-@pytest.mark.parametrize("pair,expected_result,candle_type", [
+@pytest.mark.parametrize("pair,timeframe,expected_result,candle_type", [
-    ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-5m.json', ""),
+    ("ETH/BTC", "5m", "freqtrade/hello/world/ETH_BTC-5m.json", ""),
-    ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-5m.json', ""),
+    ("ETH/USDT", "1M", "freqtrade/hello/world/ETH_USDT-1Mo.json", ""),
-    ("ETHH20", 'freqtrade/hello/world/ETHH20-5m.json', ""),
+    ("Fabric Token/ETH", "5m", "freqtrade/hello/world/Fabric_Token_ETH-5m.json", ""),
-    (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-5m.json', ""),
+    ("ETHH20", "5m", "freqtrade/hello/world/ETHH20-5m.json", ""),
-    ("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-5m.json', ""),
+    (".XBTBON2H", "5m", "freqtrade/hello/world/_XBTBON2H-5m.json", ""),
-    ("ACC_OLD/BTC", 'freqtrade/hello/world/ACC_OLD_BTC-5m.json', ""),
+    ("ETHUSD.d", "5m", "freqtrade/hello/world/ETHUSD_d-5m.json", ""),
-    ("ETH/BTC", 'freqtrade/hello/world/futures/ETH_BTC-5m-mark.json', "mark"),
+    ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/ACC_OLD_BTC-5m.json", ""),
-    ("ACC_OLD/BTC", 'freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json', "index"),
+    ("ETH/BTC", "5m", "freqtrade/hello/world/futures/ETH_BTC-5m-mark.json", "mark"),
+    ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json", "index"),
 ])
-def test_json_pair_data_filename(pair, expected_result, candle_type):
+def test_json_pair_data_filename(pair, timeframe, expected_result, candle_type):
     fn = JsonDataHandler._pair_data_filename(
         Path('freqtrade/hello/world'),
         pair,
-        '5m',
+        timeframe,
         CandleType.from_string(candle_type)
     )
     assert isinstance(fn, Path)
@@ -180,7 +181,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type):
     fn = JsonGzDataHandler._pair_data_filename(
         Path('freqtrade/hello/world'),
         pair,
-        '5m',
+        timeframe,
         candle_type=CandleType.from_string(candle_type)
     )
     assert isinstance(fn, Path)

tests/exchange/test_ccxt_compat.py

@@ -13,6 +13,7 @@ import pytest
 
 from freqtrade.enums import CandleType
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
+from freqtrade.exchange.exchange import timeframe_to_msecs
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import get_default_conf_usdt
 
@@ -219,7 +220,7 @@ class TestCCXTExchange():
                     assert len(l2['asks']) == next_limit
                     assert len(l2['asks']) == next_limit
 
-    def test_fetch_ohlcv(self, exchange):
+    def test_ccxt_fetch_ohlcv(self, exchange):
         exchange, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
         timeframe = EXCHANGES[exchangename]['timeframe']
@@ -231,11 +232,44 @@ class TestCCXTExchange():
         assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
         # assert len(exchange.klines(pair_tf)) > 200
         # Assume 90% uptime ...
-        assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(timeframe) * 0.90
+        assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(
+            timeframe, CandleType.SPOT) * 0.90
         # Check if last-timeframe is within the last 2 intervals
         now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
         assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
 
+    def test_ccxt__async_get_candle_history(self, exchange):
+        exchange, exchangename = exchange
+        # For some weired reason, this test returns random lengths for bittrex.
+        if not exchange._ft_has['ohlcv_has_history'] or exchangename == 'bittrex':
+            return
+        pair = EXCHANGES[exchangename]['pair']
+        timeframe = EXCHANGES[exchangename]['timeframe']
+        candle_type = CandleType.SPOT
+        timeframe_ms = timeframe_to_msecs(timeframe)
+        now = timeframe_to_prev_date(
+                timeframe, datetime.now(timezone.utc))
+        for offset in (360, 120, 30, 10, 5, 2):
+            since = now - timedelta(days=offset)
+            since_ms = int(since.timestamp() * 1000)
+
+            res = exchange.loop.run_until_complete(exchange._async_get_candle_history(
+                pair=pair,
+                timeframe=timeframe,
+                since_ms=since_ms,
+                candle_type=candle_type
+            )
+            )
+            assert res
+            assert res[0] == pair
+            assert res[1] == timeframe
+            assert res[2] == candle_type
+            candles = res[3]
+            candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * 0.9
+            candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms
+            assert len(candles) >= min(candle_count, candle_count1)
+            assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
+
     def test_ccxt_fetch_funding_rate_history(self, exchange_futures):
         exchange, exchangename = exchange_futures
         if not exchange:

tests/exchange/test_ccxt_precise.py

@@ -0,0 +1,75 @@
+from ccxt import Precise
+
+
+ws = Precise('-1.123e-6')
+ws = Precise('-1.123e-6')
+xs = Precise('0.00000002')
+ys = Precise('69696900000')
+zs = Precise('0')
+
+
+def test_precise():
+    assert ys * xs == '1393.938'
+    assert xs * ys == '1393.938'
+
+    assert ys + xs == '69696900000.00000002'
+    assert xs + ys == '69696900000.00000002'
+    assert xs - ys == '-69696899999.99999998'
+    assert ys - xs == '69696899999.99999998'
+    assert xs / ys == '0'
+    assert ys / xs == '3484845000000000000'
+
+    assert ws * xs == '-0.00000000000002246'
+    assert xs * ws == '-0.00000000000002246'
+
+    assert ws + xs == '-0.000001103'
+    assert xs + ws == '-0.000001103'
+
+    assert xs - ws == '0.000001143'
+    assert ws - xs == '-0.000001143'
+
+    assert xs / ws == '-0.017809439002671415'
+    assert ws / xs == '-56.15'
+
+    assert zs * ws == '0'
+    assert zs * xs == '0'
+    assert zs * ys == '0'
+    assert ws * zs == '0'
+    assert xs * zs == '0'
+    assert ys * zs == '0'
+
+    assert zs + ws == '-0.000001123'
+    assert zs + xs == '0.00000002'
+    assert zs + ys == '69696900000'
+    assert ws + zs == '-0.000001123'
+    assert xs + zs == '0.00000002'
+    assert ys + zs == '69696900000'
+
+    assert abs(Precise('-500.1')) == '500.1'
+    assert abs(Precise('213')) == '213'
+
+    assert abs(Precise('-500.1')) == '500.1'
+    assert -Precise('213') == '-213'
+
+    assert Precise('10.1') % Precise('0.5') == '0.1'
+    assert Precise('5550') % Precise('120') == '30'
+
+    assert Precise('-0.0') == Precise('0')
+    assert Precise('5.534000') == Precise('5.5340')
+
+    assert min(Precise('-3.1415'), Precise('-2')) == '-3.1415'
+
+    assert max(Precise('3.1415'), Precise('-2')) == '3.1415'
+
+    assert Precise('2') > Precise('1.2345')
+    assert not Precise('-3.1415') > Precise('-2')
+    assert not Precise('3.1415') > Precise('3.1415')
+    assert Precise.string_gt('3.14150000000000000000001', '3.1415')
+
+    assert Precise('3.1415') >= Precise('3.1415')
+    assert Precise('3.14150000000000000000001') >= Precise('3.1415')
+
+    assert not Precise('3.1415') < Precise('3.1415')
+
+    assert Precise('3.1415') <= Precise('3.1415')
+    assert Precise('3.1415') <= Precise('3.14150000000000000000001')

tests/exchange/test_exchange.py

@@ -17,9 +17,9 @@ from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOr
 from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
                                        calculate_backoff, remove_credentials)
-from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes, timeframe_to_msecs,
+from freqtrade.exchange.exchange import (date_minus_candles, market_is_active, timeframe_to_minutes,
-                                         timeframe_to_next_date, timeframe_to_prev_date,
+                                         timeframe_to_msecs, timeframe_to_next_date,
-                                         timeframe_to_seconds)
+                                         timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re, num_log_has_re
 
@@ -356,6 +356,7 @@ def test_amount_to_precision(
     (234.53, 4, 0.5, 235.0),
     (0.891534, 4, 0.0001, 0.8916),
     (64968.89, 4, 0.01, 64968.89),
+    (0.000000003483, 4, 1e-12, 0.000000003483),
 
 ])
 def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
@@ -990,6 +991,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
 
 
 def test_validate_timeframes_not_in_config(default_conf, mocker):
+    # TODO: this test does not assert ...
     del default_conf["timeframe"]
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
@@ -1005,6 +1007,7 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     mocker.patch('freqtrade.exchange.Exchange.validate_pricing')
+    mocker.patch('freqtrade.exchange.Exchange.validate_required_startup_candles')
     Exchange(default_conf)
 
 
@@ -1135,6 +1138,13 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
     with pytest.raises(OperationalException, match=r'This strategy requires 6000.*'):
         Exchange(default_conf)
 
+    # Emulate kraken mode
+    ex._ft_has['ohlcv_has_history'] = False
+    with pytest.raises(OperationalException,
+                       match=r'This strategy requires 2500.*, '
+                             r'which is more than the amount.*'):
+        ex.validate_required_startup_candles(2500, '5m')
+
 
 def test_exchange_has(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf)
@@ -1926,7 +1936,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
 
-    since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
+    since = 5 * 60 * exchange.ohlcv_candle_limit('5m', CandleType.SPOT) * 1.8
     ret = exchange.get_historic_ohlcv(
         pair,
         "5m",
@@ -1992,7 +2002,7 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name, candle_ty
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
 
-    since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
+    since = 5 * 60 * exchange.ohlcv_candle_limit('5m', CandleType.SPOT) * 1.8
     ret = exchange.get_historic_ohlcv_as_df(
         pair,
         "5m",
@@ -2046,7 +2056,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
         )
     # Required candles
     candles = (end_ts - start_ts) / 300_000
-    exp = candles // exchange.ohlcv_candle_limit('5m') + 1
+    exp = candles // exchange.ohlcv_candle_limit('5m', CandleType.SPOT) + 1
 
     # Depending on the exchange, this should be called between 1 and 6 times.
     assert exchange._api_async.fetch_ohlcv.call_count == exp
@@ -3417,7 +3427,7 @@ def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
             expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
             # This should only run for bittrex
             assert exchange_name == 'bittrex'
-        assert exchange.ohlcv_candle_limit(timeframe) == expected
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == expected
 
 
 def test_timeframe_to_minutes():
@@ -3499,6 +3509,17 @@ def test_timeframe_to_next_date():
     assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
 
 
+def test_date_minus_candles():
+
+    date = datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)
+
+    assert date_minus_candles("5m", 3, date) == date - timedelta(minutes=15)
+    assert date_minus_candles("5m", 5, date) == date - timedelta(minutes=25)
+    assert date_minus_candles("1m", 6, date) == date - timedelta(minutes=6)
+    assert date_minus_candles("1h", 3, date) == date - timedelta(hours=3, minutes=25)
+    assert date_minus_candles("1h", 3) == timeframe_to_prev_date('1h') - timedelta(hours=3)
+
+
 @pytest.mark.parametrize(
     "market_symbol,base,quote,exchange,spot,margin,futures,trademode,add_dict,expected_result",
     [

tests/exchange/test_okx.py

@@ -1,12 +1,42 @@
+from datetime import datetime, timedelta, timezone
 from unittest.mock import MagicMock, PropertyMock
 
 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_patched_exchange
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
+def test_okx_ohlcv_candle_limit(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf, id='okx')
+    timeframes = ('1m', '5m', '1h')
+    start_time = int(datetime(2021, 1, 1, tzinfo=timezone.utc).timestamp() * 1000)
+
+    for timeframe in timeframes:
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == 300
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES) == 300
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE) == 100
+
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, start_time) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100
+        one_call = int((datetime.now(timezone.utc) - timedelta(
+            minutes=290 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
+
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300
+
+        one_call = int((datetime.now(timezone.utc) - timedelta(
+            minutes=320 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 100
+
+
 def test_get_maintenance_ratio_and_amt_okx(
     default_conf,
     mocker,

tests/optimize/test_backtest_detail.py

@@ -522,7 +522,7 @@ tc32 = BTContainer(data=[
     trailing_stop_positive=0.03,
     trades=[
         BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
-    ]
+]
 )
 
 # Test 33: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
@@ -662,7 +662,7 @@ tc41 = BTContainer(data=[
     custom_entry_price=4000,
     trades=[
         BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
-    ]
+]
 )
 
 # Test 42: Custom-entry-price around candle low
@@ -762,7 +762,7 @@ tc48 = BTContainer(data=[
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],  # Order readjust
     [3, 5100, 5100, 4650, 4750, 6172, 0, 1],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
-    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.087,
+    stop_loss=-0.2, roi={"0": 0.10}, profit_perc=-0.087,
     use_exit_signal=True, timeout=1000,
     custom_entry_price=4200, adjust_entry_price=5200,
     trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=False)]
@@ -777,7 +777,7 @@ tc49 = BTContainer(data=[
     [2, 4900, 5250, 4900, 5100, 6172, 0, 0, 0, 0],  # Order readjust
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 1],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
-    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.05,
+    stop_loss=-0.2, roi={"0": 0.10}, profit_perc=0.05,
     use_exit_signal=True, timeout=1000,
     custom_entry_price=5300, adjust_entry_price=5000,
     trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
@@ -811,6 +811,35 @@ tc51 = BTContainer(data=[
     trades=[]
 )
 
+# Test 52: Custom-entry-price below all candles - readjust order - stoploss
+tc52 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],  # Order readjust
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],  # stoploss hit?
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.03, roi={"0": 0.10}, profit_perc=-0.03,
+    use_exit_signal=True, timeout=1000,
+    custom_entry_price=4200, adjust_entry_price=5200,
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=False)]
+)
+
+
+# Test 53: Custom-entry-price short above all candles - readjust order - stoploss
+tc53 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
+    [1, 5000, 5200, 4951, 5000, 6172, 0, 0, 0, 0],  # enter trade (signal on last candle)
+    [2, 4900, 5250, 4900, 5100, 6172, 0, 0, 0, 0],  # Order readjust
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 1],  # stoploss hit?
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
+    stop_loss=-0.03, roi={"0": 0.10}, profit_perc=-0.03,
+    use_exit_signal=True, timeout=1000,
+    custom_entry_price=5300, adjust_entry_price=5000,
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=True)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -864,6 +893,8 @@ TESTS = [
     tc49,
     tc50,
     tc51,
+    tc52,
+    tc53,
 ]
 
 
@@ -933,3 +964,5 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
         assert res.is_short == trade.is_short
+    backtesting.cleanup()
+    del backtesting

tests/optimize/test_backtesting.py

@@ -1169,6 +1169,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'final_balance': 1000,
     })
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
@@ -1281,6 +1284,9 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         },
         {
@@ -1290,6 +1296,9 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         }
     ])
@@ -1432,6 +1441,9 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         },
         {
@@ -1441,6 +1453,9 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         }
     ])
@@ -1535,6 +1550,9 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         },
         {
@@ -1544,6 +1562,9 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         }
     ])
@@ -1607,6 +1628,9 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'final_balance': 1000,
     })
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',

tests/optimize/test_hyperopt.py

@@ -368,6 +368,9 @@ def test_hyperopt_format_results(hyperopt):
         'rejected_signals': 2,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'backtest_start_time': 1619718665,
         'backtest_end_time': 1619718665,
     }
@@ -438,6 +441,9 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'final_balance': 1000,
     }
 

tests/optimize/test_optimize_reports.py

@@ -87,6 +87,9 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'backtest_start_time': Arrow.utcnow().int_timestamp,
         'backtest_end_time': Arrow.utcnow().int_timestamp,
         'run_id': '123',
@@ -139,6 +142,9 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'backtest_start_time': Arrow.utcnow().int_timestamp,
         'backtest_end_time': Arrow.utcnow().int_timestamp,
         'run_id': '124',

tests/plugins/test_pairlist.py

@@ -470,12 +470,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC", ['ETH/BTC', 'TKN/BTC']),
     # VolumePairList with no offset = unchanged pairlist
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
-      {"method": "OffsetFilter", "offset": 0}],
+      {"method": "OffsetFilter", "offset": 0, "number_assets": 0}],
      "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
     # VolumePairList with offset = 2
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
       {"method": "OffsetFilter", "offset": 2}],
      "USDT", ['ADAHALF/USDT', 'ADADOUBLE/USDT']),
+    # VolumePairList with offset and limit
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "OffsetFilter", "offset": 1, "number_assets": 2}],
+     "USDT", ['NANO/USDT', 'ADAHALF/USDT']),
     # VolumePairList with higher offset, than total pairlist
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
       {"method": "OffsetFilter", "offset": 100}],
@@ -1152,6 +1156,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
      "0.01 and above 0.99 over the last days.'}]",
         None
      ),
+    ({"method": "OffsetFilter", "offset": 5, "number_assets": 10},
+     "[{'OffsetFilter': 'OffsetFilter - Taking 10 Pairs, starting from 5.'}]",
+     None
+     ),
 ])
 def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,
                           desc_expected, exception_expected):

tests/test_integration.py

@@ -372,11 +372,15 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     freqtrade.enter_positions()
 
     assert len(Trade.get_trades().all()) == 1
-    trade = Trade.get_trades().first()
+    trade: Trade = Trade.get_trades().first()
     assert len(trade.orders) == 1
     assert trade.open_order_id is not None
     assert pytest.approx(trade.stake_amount) == 60
     assert trade.open_rate == 1.96
+    assert trade.stop_loss_pct is None
+    assert trade.stop_loss == 0.0
+    assert trade.initial_stop_loss == 0.0
+    assert trade.initial_stop_loss_pct is None
     # No adjustment
     freqtrade.process()
     trade = Trade.get_trades().first()
@@ -392,6 +396,10 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     assert trade.open_order_id is not None
     # Open rate is not adjusted yet
     assert trade.open_rate == 1.96
+    assert trade.stop_loss_pct is None
+    assert trade.stop_loss == 0.0
+    assert trade.initial_stop_loss == 0.0
+    assert trade.initial_stop_loss_pct is None
 
     # Fill order
     mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
@@ -401,6 +409,10 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
     assert trade.open_order_id is None
     # Open rate is not adjusted yet
     assert trade.open_rate == 1.99
+    assert trade.stop_loss_pct == -0.1
+    assert trade.stop_loss == 1.99 * 0.9
+    assert trade.initial_stop_loss == 1.99 * 0.9
+    assert trade.initial_stop_loss_pct == -0.1
 
     # 2nd order - not filling
     freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120)