Merge branch 'freqtrade:develop' into RangeStabilityFilterMax

.devcontainer/devcontainer.json

@@ -1,11 +1,20 @@
 {
     "name": "freqtrade Develop",
-
+    "build": {
-    "dockerComposeFile": [
+        "dockerfile": "Dockerfile",
-        "docker-compose.yml"
+        "context": ".."
+    },
+    // Use 'forwardPorts' to make a list of ports inside the container available locally.
+    "forwardPorts": [
+        8080
     ],
+    "mounts": [
+        "source=freqtrade-bashhistory,target=/home/ftuser/commandhistory,type=volume"
+    ],
+    // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
+    "remoteUser": "ftuser",
 
-    "service": "ft_vscode",
+    "postCreateCommand": "freqtrade create-userdir --userdir user_data/",
 
     "workspaceFolder": "/freqtrade/",
 
@@ -25,20 +34,6 @@
         "ms-python.vscode-pylance",
         "davidanson.vscode-markdownlint",
         "ms-azuretools.vscode-docker",
+        "vscode-icons-team.vscode-icons",
     ],
-
-    // Use 'forwardPorts' to make a list of ports inside the container available locally.
-    // "forwardPorts": [],
-
-    // Uncomment the next line if you want start specific services in your Docker Compose config.
-    // "runServices": [],
-
-    // Uncomment the next line if you want to keep your containers running after VS Code shuts down.
-    // "shutdownAction": "none",
-
-    // Uncomment the next line to run commands after the container is created - for example installing curl.
-    // "postCreateCommand": "sudo apt-get update && apt-get install -y git",
-
-    // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
-    "remoteUser": "ftuser"
 }

.devcontainer/docker-compose.yml

@@ -1,24 +0,0 @@
----
-version: '3'
-services:
-  ft_vscode:
-    build:
-      context: ..
-      dockerfile: ".devcontainer/Dockerfile"
-    volumes:
-      # Allow git usage within container
-      - "${HOME}/.ssh:/home/ftuser/.ssh:ro"
-      - "${HOME}/.gitconfig:/home/ftuser/.gitconfig:ro"
-      - ..:/freqtrade:cached
-      # Persist bash-history
-      - freqtrade-vscode-server:/home/ftuser/.vscode-server
-      - freqtrade-bashhistory:/home/ftuser/commandhistory
-    # Expose API port
-    ports:
-      - "127.0.0.1:8080:8080"
-    command: /bin/sh -c "while sleep 1000; do :; done"
-
-
-volumes:
-  freqtrade-vscode-server:
-  freqtrade-bashhistory:

.github/workflows/ci.yml

@@ -79,13 +79,13 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
@@ -172,13 +172,13 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
@@ -239,13 +239,13 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config_bittrex.json.example config.json
+        cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
@@ -334,6 +334,7 @@ jobs:
     runs-on: ubuntu-20.04
 
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
+
     steps:
     - uses: actions/checkout@v2
 
@@ -411,3 +412,31 @@ jobs:
         channel: '#notifications'
         url: ${{ secrets.SLACK_WEBHOOK }}
 
+
+  deploy_arm:
+    needs: [ deploy ]
+    # Only run on 64bit machines
+    runs-on: [self-hosted, linux, ARM64]
+    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
+
+    steps:
+    - uses: actions/checkout@v2
+
+    - name: Extract branch name
+      shell: bash
+      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
+      id: extract_branch
+
+    - name: Dockerhub login
+      env:
+        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+        DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+      run: |
+        echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
+
+    - name: Build and test and push docker images
+      env:
+        IMAGE_NAME: freqtradeorg/freqtrade
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+      run: |
+        build_helpers/publish_docker_arm64.sh

.gitignore

@@ -95,3 +95,8 @@ target/
 
 #exceptions
 !*.gitkeep
+!config_examples/config_binance.example.json
+!config_examples/config_bittrex.example.json
+!config_examples/config_ftx.example.json
+!config_examples/config_full.example.json
+!config_examples/config_kraken.example.json

.travis.yml

@@ -26,12 +26,12 @@ jobs:
       # - coveralls || true
       name: pytest
     - script:
-      - cp config_bittrex.json.example config.json
+      - cp config_examples/config_bittrex.example.json config.json
       - freqtrade create-userdir --userdir user_data
       - freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
       name: backtest
     - script:
-      - cp config_bittrex.json.example config.json
+      - cp config_examples/config_bittrex.example.json config.json
       - freqtrade create-userdir --userdir user_data
       - freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --hyperopt-loss SharpeHyperOptLossDaily
       name: hyperopt

CONTRIBUTING.md

@@ -12,7 +12,7 @@ Few pointers for contributions:
 - New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
 - PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
 
-If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
+If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a Pull Request.
 
 ## Getting started
 

README.md

@@ -142,13 +142,9 @@ The project is currently setup in two main branches:
 
 ## Support
 
-### Help / Discord / Slack
+### Help / Discord
 
-For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
+For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join the Freqtrade [discord server](https://discord.gg/p7nuUNVfP7).
-
-Please check out our [discord server](https://discord.gg/p7nuUNVfP7).
-
-You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
 
 ### [Bugs / Issues](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue)
 
@@ -179,7 +175,7 @@ to understand the requirements before sending your pull-requests.
 Coding is not a necessity to contribute - maybe start with improving our documentation?
 Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
 
-**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) (please use the #dev channel for this). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
 **Important:** Always create your PR against the `develop` branch, not `stable`.
 

build_helpers/install_windows.ps1

@@ -6,10 +6,13 @@ python -m pip install --upgrade pip
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.20-cp37-cp37m-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.21-cp37-cp37m-win_amd64.whl
 }
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.20-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.21-cp38-cp38-win_amd64.whl
+}
+if ($pyv -eq '3.9') {
+    pip install build_helpers\TA_Lib-0.4.21-cp39-cp39-win_amd64.whl
 }
 
 pip install -r requirements-dev.txt

build_helpers/publish_docker_arm64.sh

@@ -0,0 +1,80 @@
+#!/bin/sh
+
+# Use BuildKit, otherwise building on ARM fails
+export DOCKER_BUILDKIT=1
+
+# Replace / with _ to create a valid tag
+TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+TAG_PLOT=${TAG}_plot
+TAG_PI="${TAG}_pi"
+
+TAG_ARM=${TAG}_arm
+TAG_PLOT_ARM=${TAG_PLOT}_arm
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+
+echo "Running for ${TAG}"
+
+# Add commit and commit_message to docker container
+echo "${GITHUB_SHA}" > freqtrade_commit
+
+if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
+    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
+    # Build regular image
+    docker build -t freqtrade:${TAG_ARM} .
+
+else
+    echo "event ${GITHUB_EVENT_NAME}: building with cache"
+    # Build regular image
+    docker pull ${IMAGE_NAME}:${TAG_ARM}
+    docker build --cache-from ${IMAGE_NAME}:${TAG_ARM} -t freqtrade:${TAG_ARM} .
+
+fi
+
+if [ $? -ne 0 ]; then
+    echo "failed building multiarch images"
+    return 1
+fi
+# Tag image for upload and next build step
+docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
+
+docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
+
+docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
+
+# Run backtest
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+
+if [ $? -ne 0 ]; then
+    echo "failed running backtest"
+    return 1
+fi
+
+docker images
+
+# docker push ${IMAGE_NAME}
+docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
+docker push ${CACHE_IMAGE}:$TAG_ARM
+
+# Create multi-arch image
+# Make sure that all images contained here are pushed to github first.
+# Otherwise installation might fail.
+echo "create manifests"
+
+docker manifest create --amend ${IMAGE_NAME}:${TAG} ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
+docker manifest push -p ${IMAGE_NAME}:${TAG}
+
+docker manifest create --amend ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM} ${CACHE_IMAGE}:${TAG_PLOT}
+docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}
+
+Tag as latest for develop builds
+if [ "${TAG}" = "develop" ]; then
+    docker tag ${IMAGE_NAME}:develop ${IMAGE_NAME}:latest
+    docker push ${IMAGE_NAME}:latest
+fi
+
+docker images
+
+if [ $? -ne 0 ]; then
+    echo "failed building image"
+    return 1
+fi

build_helpers/publish_docker_multi.sh

@@ -9,7 +9,8 @@ TAG_PI="${TAG}_pi"
 
 PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
-CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
 
 # Add commit and commit_message to docker container
 echo "${GITHUB_SHA}" > freqtrade_commit
@@ -45,14 +46,14 @@ if [ $? -ne 0 ]; then
     return 1
 fi
 # Tag image for upload and next build step
-docker tag freqtrade:$TAG ${IMAGE_NAME}:$TAG
+docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG
 
 docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
 
-docker tag freqtrade:$TAG_PLOT ${IMAGE_NAME}:$TAG_PLOT
+docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 
 # Run backtest
-docker run --rm -v $(pwd)/config_bittrex.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
+docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"
@@ -61,22 +62,9 @@ fi
 
 docker images
 
-docker push ${IMAGE_NAME}
+docker push ${CACHE_IMAGE}
-docker push ${IMAGE_NAME}:$TAG_PLOT
+docker push ${CACHE_IMAGE}:$TAG_PLOT
-docker push ${IMAGE_NAME}:$TAG
+docker push ${CACHE_IMAGE}:$TAG
-
-# Create multiarch image
-# Make sure that all images contained here are pushed to github first.
-# Otherwise installation might fail.
-
-docker manifest create freqtradeorg/freqtrade:${TAG} ${IMAGE_NAME}:${TAG} ${IMAGE_NAME}:${TAG_PI}
-docker manifest push freqtradeorg/freqtrade:${TAG}
-
-# Tag as latest for develop builds
-if [ "${TAG}" = "develop" ]; then
-    docker manifest create freqtradeorg/freqtrade:latest ${IMAGE_NAME}:${TAG} ${IMAGE_NAME}:${TAG_PI}
-    docker manifest push freqtradeorg/freqtrade:latest
-fi
 
 
 docker images

docs/configuration.md

@@ -52,6 +52,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `stake_currency` | **Required.** Crypto-currency used for trading. <br> **Datatype:** String
 | `stake_amount` | **Required.** Amount of crypto-currency your bot will use for each trade. Set it to `"unlimited"` to allow the bot to use all available balance. [More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float or `"unlimited"`.
 | `tradable_balance_ratio` | Ratio of the total account balance the bot is allowed to trade. [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.99` 99%).*<br> **Datatype:** Positive float between `0.1` and `1.0`.
+| `available_capital` | Available starting capital for the bot. Useful when running multiple bots on the same exchange account.[More information below](#configuring-amount-per-trade). <br> **Datatype:** Positive float.
 | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
@@ -164,7 +165,7 @@ Values set in the configuration file always overwrite values set in the strategy
 
 ### Configuring amount per trade
 
-There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#available-balance) as explained below.
+There are several methods to configure how much of the stake currency the bot will use to enter a trade. All methods respect the [available balance configuration](#tradable-balance) as explained below.
 
 #### Minimum trade stake
 
@@ -183,7 +184,7 @@ To limit this calculation in case of large stoploss values, the calculated minim
 !!! Warning
     Since the limits on exchanges are usually stable and are not updated often, some pairs can show pretty high minimum limits, simply because the price increased a lot since the last limit adjustment by the exchange.
 
-#### Available balance
+#### Tradable balance
 
 By default, the bot assumes that the `complete amount - 1%` is at it's disposal, and when using [dynamic stake amount](#dynamic-stake-amount), it will split the complete balance into `max_open_trades` buckets per trade.
 Freqtrade will reserve 1% for eventual fees when entering a trade and will therefore not touch that by default.
@@ -192,9 +193,25 @@ You can configure the "untouched" amount by using the `tradable_balance_ratio` s
 
 For example, if you have 10 ETH available in your wallet on the exchange and `tradable_balance_ratio=0.5` (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers this as available balance. The rest of the wallet is untouched by the trades.
 
+!!! Danger
+    This setting should **not** be used when running multiple bots on the same account. Please look at [Available Capital to the bot](#assign-available-capital) instead.
+
 !!! Warning
     The `tradable_balance_ratio` setting applies to the current balance (free balance + tied up in trades). Therefore, assuming the starting balance of 1000, a configuration with `tradable_balance_ratio=0.99` will not guarantee that 10 currency units will always remain available on the exchange. For example, the free amount may reduce to 5 units if the total balance is reduced to 500 (either by a losing streak, or by withdrawing balance).
 
+#### Assign available Capital
+
+To fully utilize compounding profits when using multiple bots on the same exchange account, you'll want to limit each bot to a certain starting balance.
+This can be accomplished by setting `available_capital` to the desired starting balance.
+
+Assuming your account has 10.000 USDT and you want to run 2 different strategies on this exchange.
+You'd set `available_capital=5000` - granting each bot an initial capital of 5000 USDT.
+The bot will then split this starting balance equally into `max_open_trades` buckets.
+Profitable trades will result in increased stake-sizes for this bot - without affecting stake-sizes of the other bot.
+
+!!! Warning "Incompatible with `tradable_balance_ratio`"
+    Setting this option will replace any configuration of `tradable_balance_ratio`.
+
 #### Amend last stake amount
 
 Assuming we have the tradable balance of 1000 USDT, `stake_amount=400`, and `max_open_trades=3`.
@@ -556,7 +573,7 @@ You should also make sure to read the [Exchanges](exchanges.md) section of the d
 
 To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
 
-An example for this can be found in `config_full.json.example`
+An example for this can be found in `config_examples/config_full.example.json`
 
 ``` json
 "ccxt_async_config": {

docs/developer.md

@@ -2,7 +2,7 @@
 
 This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running.
 
-All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/p7nuUNVfP7) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) where you can ask questions.
+All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/p7nuUNVfP7) where you can ask questions.
 
 ## Documentation
 

docs/faq.md

@@ -172,7 +172,7 @@ freqtrade hyperopt --hyperopt SampleHyperopt --hyperopt-loss SharpeHyperOptLossD
 
 ### Why does it take a long time to run hyperopt?
 
-* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) - or the Freqtrade [discord community](https://discord.gg/p7nuUNVfP7). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
+* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [discord community](https://discord.gg/p7nuUNVfP7). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
 
 * If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:
 

docs/includes/pairlists.md

@@ -23,6 +23,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
 * [`AgeFilter`](#agefilter)
+* [`OffsetFilter`](#offsetfilter)
 * [`PerformanceFilter`](#performancefilter)
 * [`PrecisionFilter`](#precisionfilter)
 * [`PriceFilter`](#pricefilter)
@@ -63,17 +64,56 @@ The `refresh_period` setting allows to define the period (in seconds), at which
 The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists.
 Filtering instances (not the first position in the list) will not apply any cache and will always use up-to-date data.
 
-`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
+`VolumePairList` is per default based on the ticker data from exchange, as reported by the ccxt library:
 
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
 ```json
-"pairlists": [{
+"pairlists": [
+    {
         "method": "VolumePairList",
         "number_assets": 20,
         "sort_key": "quoteVolume",
         "refresh_period": 1800
-}],
+    }
+],
+```
+
+`VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
+
+For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
+
+```json
+"pairlists": [
+    {
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "refresh_period": 86400,
+        "lookback_days": 7
+    }
+],
+```
+
+!!! Warning "Range look back and refresh period"
+    When used in conjunction with `lookback_days` and `lookback_timeframe` the `refresh_period` can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.
+
+!!! Warning "Performance implications when using lookback range"
+    If used in first position in combination with lookback, the computation of the range based volume can be time and resource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `VolumeFilter` to narrow the pairlist down for further range volume calculation.
+
+More sophisticated approach can be used, by using `lookback_timeframe` for candle size and `lookback_period` which specifies the amount of candles. This example will build the volume pairs based on a rolling period of 3 days of 1h candles:
+
+```json
+"pairlists": [
+    {
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "refresh_period": 3600,
+        "lookback_timeframe": "1h",
+        "lookback_period": 72
+    }
+],
 ```
 
 !!! Note
@@ -81,13 +121,39 @@ Filtering instances (not the first position in the list) will not apply any cach
 
 #### AgeFilter
 
-Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
+Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).
 
 When pairs are first listed on an exchange they can suffer huge price drops and volatility
 in the first few days while the pair goes through its price-discovery period. Bots can often
 be caught out buying before the pair has finished dropping in price.
 
-This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
+This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days and listed before `max_days_listed`.
+
+#### OffsetFilter
+
+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
+a larger pairlist on two bot instances.
+
+Example to remove the first 10 pairs from the pairlist:
+
+```json
+"pairlists": [
+    {
+        "method": "OffsetFilter",
+        "offset": 10
+    }
+],
+```
+
+!!! Warning
+    When `OffsetFilter` is used to split a larger pairlist among multiple bots in combination with `VolumeFilter` 
+    it can not be guaranteed that pairs won't overlap due to slightly different refresh intervals for the
+    `VolumeFilter`.
+
+!!! Note
+    An offset larger then the total length of the incoming pairlist will result in an empty pairlist.
 
 #### PerformanceFilter
 

docs/includes/protections.md

@@ -1,7 +1,7 @@
 ## Protections
 
 !!! Warning "Beta feature"
-    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord, Slack or via Github Issue.
+    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.
 
 Protections will protect your strategy from unexpected events and market conditions by temporarily stop trading for either one pair, or for all pairs.
 All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.

docs/index.md

@@ -73,13 +73,9 @@ Alternatively
 
 ## Support
 
-### Help / Discord / Slack
+### Help / Discord
 
-For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
+For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join the Freqtrade [discord server](https://discord.gg/p7nuUNVfP7).
-
-Please check out our [discord server](https://discord.gg/p7nuUNVfP7).
-
-You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
 
 ## Ready to try?
 

docs/requirements-docs.txt

@@ -1,4 +1,4 @@
-mkdocs==1.2.1
+mkdocs==1.2.2
-mkdocs-material==7.1.9
+mkdocs-material==7.1.11
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

docs/strategy-advanced.md

@@ -521,6 +521,39 @@ class AwesomeStrategy(IStrategy):
 
 ```
 
+### Stake size management
+
+It is possible to manage your risk by reducing or increasing stake amount when placing a new trade.
+
+```python
+class AwesomeStrategy(IStrategy):
+    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
+                            proposed_stake: float, min_stake: float, max_stake: float,
+                            **kwargs) -> float:
+
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
+        current_candle = dataframe.iloc[-1].squeeze()
+
+        if current_candle['fastk_rsi_1h'] > current_candle['fastd_rsi_1h']:
+            if self.config['stake_amount'] == 'unlimited':
+                # Use entire available wallet during favorable conditions when in compounding mode.
+                return max_stake
+            else:
+                # Compound profits during favorable conditions instead of using a static stake.
+                return self.wallets.get_total_stake_amount() / self.config['max_open_trades']
+
+        # Use default stake amount.
+        return proposed_stake
+```
+
+Freqtrade will fall back to the `proposed_stake` value should your code raise an exception. The exception itself will be logged.
+
+!!! Tip
+    You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed as the returned value will be clamped to supported range and this acton will be logged.
+
+!!! Tip
+    Returning `0` or `None` will prevent trades from being placed.
+
 ---
 
 ## Derived strategies

docs/strategy_analysis_example.md

@@ -148,13 +148,18 @@ import pandas as pd
 stats = load_backtest_stats(backtest_dir)
 strategy_stats = stats['strategy'][strategy]
 
+dates = []
+profits = []
+for date_profit in strategy_stats['daily_profit']:
+    dates.append(date_profit[0])
+    profits.append(date_profit[1])
+
 equity = 0
 equity_daily = []
-for dp in strategy_stats['daily_profit']:
+for daily_profit in profits:
     equity_daily.append(equity)
-    equity += float(dp)
+    equity += float(daily_profit)
 
-dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
 
 df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
 

docs/telegram-usage.md

@@ -245,10 +245,10 @@ current    max
 Return a summary of your profit/loss and performance.
 
 > **ROI:** Close trades  
->   ∙ `0.00485701 BTC (258.45%)`  
+>   ∙ `0.00485701 BTC (2.2%) (15.2 Σ%)`  
 >   ∙ `62.968 USD`  
 > **ROI:** All trades  
->   ∙ `0.00255280 BTC (143.43%)`  
+>   ∙ `0.00255280 BTC (1.5%) (6.43 Σ%)`  
 >   ∙ `33.095 EUR`  
 >  
 > **Total Trade Count:** `138`  
@@ -257,6 +257,10 @@ Return a summary of your profit/loss and performance.
 > **Avg. Duration:** `2:33:45`  
 > **Best Performing:** `PAY/BTC: 50.23%`  
 
+The relative profit of `1.2%` is the average profit per trade.  
+The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.
+Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
+
 ### /forcesell <trade_id>
 
 > **BITTREX:** Selling BTC/LTC with limit `0.01650000 (profit: ~-4.07%, -0.00008168)`

docs/utils.md

@@ -614,6 +614,48 @@ Show whitelist when using a [dynamic pairlist](plugins.md#pairlists).
 freqtrade test-pairlist --config config.json --quote USDT BTC
 ```
 
+## Webserver mode
+
+!!! Warning "Experimental"
+    Webserver mode is an experimental mode to increase backesting and strategy development productivity.
+    There may still be bugs - so if you happen to stumble across these, please report them as github issues, thanks.
+
+Run freqtrade in webserver mode.
+Freqtrade will start the webserver and allow FreqUI to start and control backtesting processes.
+This has the advantage that data will not be reloaded between backtesting runs (as long as timeframe and timerange remain identical).
+FreqUI will also show the backtesting results.
+
+```
+usage: freqtrade webserver [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                           [--userdir PATH] [-s NAME] [--strategy-path PATH]
+
+optional arguments:
+  -h, --help            show this help message and exit
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
+
+```
+
 ## List Hyperopt results
 
 You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` sub-command.

docs/windows_installation.md

@@ -23,7 +23,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.20‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version).
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.21-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
 
 Freqtrade provides these dependencies for the latest 2 Python versions (3.7 and 3.8) and for 64bit Windows.
 Other versions must be downloaded from the above link.

freqtrade/commands/__init__.py

@@ -20,3 +20,4 @@ from freqtrade.commands.optimize_commands import start_backtesting, start_edge,
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
 from freqtrade.commands.trade_commands import start_trading
+from freqtrade.commands.webserver_commands import start_webserver

freqtrade/commands/arguments.py

@@ -16,6 +16,8 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
 
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", "fee"]
 
+ARGS_WEBSERVER: List[str] = []
+
 ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee", "pairs"]
 
@@ -176,7 +178,8 @@ class Arguments:
                                         start_list_markets, start_list_strategies,
                                         start_list_timeframes, start_new_config, start_new_hyperopt,
                                         start_new_strategy, start_plot_dataframe, start_plot_profit,
-                                        start_show_trades, start_test_pairlist, start_trading)
+                                        start_show_trades, start_test_pairlist, start_trading,
+                                        start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
@@ -384,3 +387,9 @@ class Arguments:
         )
         plot_profit_cmd.set_defaults(func=start_plot_profit)
         self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
+
+        # Add webserver subcommand
+        webserver_cmd = subparsers.add_parser('webserver', help='Webserver module.',
+                                              parents=[_common_parser])
+        webserver_cmd.set_defaults(func=start_webserver)
+        self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)

freqtrade/commands/data_commands.py

@@ -48,7 +48,8 @@ def start_download_data(args: Dict[str, Any]) -> None:
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
     # Manual validations of relevant settings
-    exchange.validate_pairs(config['pairs'])
+    if not config['exchange'].get('skip_pair_validation', False):
+        exchange.validate_pairs(config['pairs'])
     expanded_pairs = expand_pairlist(config['pairs'], list(exchange.markets))
 
     logger.info(f"About to download pairs: {expanded_pairs}, "

freqtrade/commands/list_commands.py

@@ -14,7 +14,7 @@ from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import market_is_active, validate_exchanges
-from freqtrade.misc import plural
+from freqtrade.misc import parse_db_uri_for_logging, plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 
 
@@ -225,7 +225,7 @@ def start_show_trades(args: Dict[str, Any]) -> None:
     if 'db_url' not in config:
         raise OperationalException("--db-url is required for this command.")
 
-    logger.info(f'Using DB: "{config["db_url"]}"')
+    logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
     init_db(config['db_url'], clean_open_orders=False)
     tfilter = []
 

freqtrade/commands/webserver_commands.py

@@ -0,0 +1,15 @@
+from typing import Any, Dict
+
+from freqtrade.enums import RunMode
+
+
+def start_webserver(args: Dict[str, Any]) -> None:
+    """
+    Main entry point for webserver mode
+    """
+    from freqtrade.configuration import Configuration
+    from freqtrade.rpc.api_server import ApiServer
+
+    # Initialize configuration
+    config = Configuration(args, RunMode.WEBSERVER).get_config()
+    ApiServer(config, standalone=True)

freqtrade/configuration/configuration.py

@@ -15,7 +15,7 @@ from freqtrade.configuration.load_config import load_config_file, load_file
 from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
-from freqtrade.misc import deep_merge_dicts
+from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
 
 
 logger = logging.getLogger(__name__)
@@ -71,7 +71,7 @@ class Configuration:
 
             # Merge config options, overwriting old values
             config = deep_merge_dicts(load_config_file(path), config)
-
+        config['config_files'] = files
         # Normalize config
         if 'internals' not in config:
             config['internals'] = {}
@@ -144,7 +144,7 @@ class Configuration:
                 config['db_url'] = constants.DEFAULT_DB_PROD_URL
             logger.info('Dry run is disabled')
 
-        logger.info(f'Using DB: "{config["db_url"]}"')
+        logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
 
     def _process_common_options(self, config: Dict[str, Any]) -> None:
 

freqtrade/constants.py

@@ -26,9 +26,9 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                          'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
+                       'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
-                       'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
+                       'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
-                       'SpreadFilter', 'VolatilityFilter']
+                       'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
@@ -113,6 +113,10 @@ CONF_SCHEMA = {
             'maximum': 1,
             'default': 0.99
         },
+        'available_capital': {
+            'type': 'number',
+            'minimum': 0,
+        },
         'amend_last_stake_amount': {'type': 'boolean', 'default': False},
         'last_stake_amount_min_ratio': {
             'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5

freqtrade/enums/__init__.py

@@ -1,4 +1,5 @@
 # flake8: noqa: F401
+from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType

freqtrade/enums/backteststate.py

@@ -0,0 +1,15 @@
+from enum import Enum
+
+
+class BacktestState(Enum):
+    """
+    Bot application states
+    """
+    STARTUP = 1
+    DATALOAD = 2
+    ANALYZE = 3
+    CONVERT = 4
+    BACKTEST = 5
+
+    def __str__(self):
+        return f"{self.name.lower()}"

freqtrade/enums/runmode.py

@@ -14,6 +14,7 @@ class RunMode(Enum):
     UTIL_EXCHANGE = "util_exchange"
     UTIL_NO_EXCHANGE = "util_no_exchange"
     PLOT = "plot"
+    WEBSERVER = "webserver"
     OTHER = "other"
 
 

freqtrade/exchange/exchange.py

@@ -551,7 +551,7 @@ class Exchange:
         amount_reserve_percent = 1.0 + self._config.get('amount_reserve_percent',
                                                         DEFAULT_AMOUNT_RESERVE_PERCENT)
         amount_reserve_percent = (
-          amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
+            amount_reserve_percent / (1 - abs(stoploss)) if abs(stoploss) != 1 else 1.5
         )
         # it should not be more than 50%
         amount_reserve_percent = max(min(amount_reserve_percent, 1.5), 1)
@@ -999,94 +999,64 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def get_buy_rate(self, pair: str, refresh: bool) -> float:
+    def get_rate(self, pair: str, refresh: bool, side: str) -> float:
         """
-        Calculates bid target between current ask price and last price
+        Calculates bid/ask target
+        bid rate - between current ask price and last price
+        ask rate - either using ticker bid or first bid based on orderbook
+        or remain static in any other case since it's not updating.
         :param pair: Pair to get rate for
         :param refresh: allow cached data
+        :param side: "buy" or "sell"
         :return: float: Price
         :raises PricingError if orderbook price could not be determined.
         """
+        cache_rate: TTLCache = self._buy_rate_cache if side == "buy" else self._sell_rate_cache
+        [strat_name, name] = ['bid_strategy', 'Buy'] if side == "buy" else ['ask_strategy', 'Sell']
+
         if not refresh:
-            rate = self._buy_rate_cache.get(pair)
+            rate = cache_rate.get(pair)
             # Check if cache has been invalidated
             if rate:
-                logger.debug(f"Using cached buy rate for {pair}.")
+                logger.debug(f"Using cached {side} rate for {pair}.")
                 return rate
 
-        bid_strategy = self._config.get('bid_strategy', {})
+        conf_strategy = self._config.get(strat_name, {})
-        if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
 
-            order_book_top = bid_strategy.get('order_book_top', 1)
+        if conf_strategy.get('use_order_book', False) and ('use_order_book' in conf_strategy):
+
+            order_book_top = conf_strategy.get('order_book_top', 1)
             order_book = self.fetch_l2_order_book(pair, order_book_top)
             logger.debug('order_book %s', order_book)
             # top 1 = index 0
             try:
-                rate_from_l2 = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
+                rate = order_book[f"{conf_strategy['price_side']}s"][order_book_top - 1][0]
             except (IndexError, KeyError) as e:
                 logger.warning(
-                    "Buy Price from orderbook could not be determined."
+                    f"{name} Price at location {order_book_top} from orderbook could not be "
-                    f"Orderbook: {order_book}"
-                 )
-                raise PricingError from e
-            logger.info(f"Buy price from orderbook {bid_strategy['price_side'].capitalize()} side "
-                        f"- top {order_book_top} order book buy rate {rate_from_l2:.8f}")
-            used_rate = rate_from_l2
-        else:
-            logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
-            ticker = self.fetch_ticker(pair)
-            ticker_rate = ticker[bid_strategy['price_side']]
-            if ticker['last'] and ticker_rate > ticker['last']:
-                balance = bid_strategy['ask_last_balance']
-                ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
-            used_rate = ticker_rate
-
-        self._buy_rate_cache[pair] = used_rate
-
-        return used_rate
-
-    def get_sell_rate(self, pair: str, refresh: bool) -> float:
-        """
-        Get sell rate - either using ticker bid or first bid based on orderbook
-        or remain static in any other case since it's not updating.
-        :param pair: Pair to get rate for
-        :param refresh: allow cached data
-        :return: Bid rate
-        :raises PricingError if price could not be determined.
-        """
-        if not refresh:
-            rate = self._sell_rate_cache.get(pair)
-            # Check if cache has been invalidated
-            if rate:
-                logger.debug(f"Using cached sell rate for {pair}.")
-                return rate
-
-        ask_strategy = self._config.get('ask_strategy', {})
-        if ask_strategy.get('use_order_book', False):
-            logger.debug(
-                f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
-            )
-            order_book_top = ask_strategy.get('order_book_top', 1)
-            order_book = self.fetch_l2_order_book(pair, order_book_top)
-            try:
-                rate = order_book[f"{ask_strategy['price_side']}s"][order_book_top - 1][0]
-            except (IndexError, KeyError) as e:
-                logger.warning(
-                    f"Sell Price at location {order_book_top} from orderbook could not be "
                     f"determined. Orderbook: {order_book}"
                 )
                 raise PricingError from e
+
+            logger.info(f"{name} price from orderbook {conf_strategy['price_side'].capitalize()}"
+                        f"side - top {order_book_top} order book {side} rate {rate:.8f}")
         else:
+            logger.info(f"Using Last {conf_strategy['price_side'].capitalize()} / Last Price")
             ticker = self.fetch_ticker(pair)
-            ticker_rate = ticker[ask_strategy['price_side']]
+            ticker_rate = ticker[conf_strategy['price_side']]
-            if ticker['last'] and ticker_rate < ticker['last']:
+            if ticker['last']:
-                balance = ask_strategy.get('bid_last_balance', 0.0)
+                if side == 'buy' and ticker_rate > ticker['last']:
-                ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
+                    balance = conf_strategy['ask_last_balance']
+                    ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
+                elif side == 'sell' and ticker_rate < ticker['last']:
+                    balance = conf_strategy.get('bid_last_balance', 0.0)
+                    ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
             rate = ticker_rate
 
         if rate is None:
-            raise PricingError(f"Sell-Rate for {pair} was empty.")
+            raise PricingError(f"{name}-Rate for {pair} was empty.")
-        self._sell_rate_cache[pair] = rate
+        cache_rate[pair] = rate
+
         return rate
 
     # Fee handling
@@ -1318,8 +1288,8 @@ class Exchange:
                 self._pairs_last_refresh_time[(pair, timeframe)] = ticks[-1][0] // 1000
             # keeping parsed dataframe in cache
             ohlcv_df = ohlcv_to_dataframe(
-                    ticks, timeframe, pair=pair, fill_missing=True,
+                ticks, timeframe, pair=pair, fill_missing=True,
-                    drop_incomplete=self._ohlcv_partial_candle)
+                drop_incomplete=self._ohlcv_partial_candle)
             results_df[(pair, timeframe)] = ohlcv_df
             if cache:
                 self._klines[(pair, timeframe)] = ohlcv_df

freqtrade/freqtradebot.py

@@ -424,16 +424,10 @@ class FreqtradeBot(LoggingMixin):
 
         if buy and not sell:
             stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
-            if not stake_amount:
-                logger.debug(f"Stake amount is 0, ignoring possible trade for {pair}.")
-                return False
-
-            logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
-                        f"{stake_amount} ...")
 
             bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
             if ((bid_check_dom.get('enabled', False)) and
-                    (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
+               (bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
                 if self._check_depth_of_market_buy(pair, bid_check_dom):
                     return self.execute_buy(pair, stake_amount)
                 else:
@@ -481,20 +475,29 @@ class FreqtradeBot(LoggingMixin):
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.exchange.get_buy_rate(pair, True)
+            buy_limit_requested = self.exchange.get_rate(pair, refresh=True, side="buy")
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
 
         min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, buy_limit_requested,
                                                                    self.strategy.stoploss)
-        if min_stake_amount is not None and min_stake_amount > stake_amount:
+
-            logger.warning(
+        if not self.edge:
-                f"Can't open a new trade for {pair}: stake amount "
+            max_stake_amount = self.wallets.get_available_stake_amount()
-                f"is too small ({stake_amount} < {min_stake_amount})"
+            stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
-            )
+                                                 default_retval=stake_amount)(
+                pair=pair, current_time=datetime.now(timezone.utc),
+                current_rate=buy_limit_requested, proposed_stake=stake_amount,
+                min_stake=min_stake_amount, max_stake=max_stake_amount)
+        stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
+
+        if not stake_amount:
             return False
 
+        logger.info(f"Buy signal found: about create a new trade for {pair} with stake_amount: "
+                    f"{stake_amount} ...")
+
         amount = stake_amount / buy_limit_requested
         order_type = self.strategy.order_types['buy']
         if forcebuy:
@@ -606,7 +609,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Sends rpc notification when a buy cancel occurred.
         """
-        current_rate = self.exchange.get_buy_rate(trade.pair, False)
+        current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="buy")
 
         msg = {
             'trade_id': trade.id,
@@ -692,7 +695,7 @@ class FreqtradeBot(LoggingMixin):
             (buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
 
         logger.debug('checking sell')
-        sell_rate = self.exchange.get_sell_rate(trade.pair, True)
+        sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
         if self._check_and_execute_sell(trade, sell_rate, buy, sell):
             return True
 
@@ -1129,7 +1132,8 @@ class FreqtradeBot(LoggingMixin):
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
         # Use cached rates here - it was updated seconds ago.
-        current_rate = self.exchange.get_sell_rate(trade.pair, False) if not fill else None
+        current_rate = self.exchange.get_rate(
+            trade.pair, refresh=False, side="sell") if not fill else None
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
@@ -1174,7 +1178,7 @@ class FreqtradeBot(LoggingMixin):
 
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
-        current_rate = self.exchange.get_sell_rate(trade.pair, False)
+        current_rate = self.exchange.get_rate(trade.pair, refresh=False, side="sell")
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 

freqtrade/misc.py

@@ -8,6 +8,7 @@ from datetime import datetime
 from pathlib import Path
 from typing import Any, Iterator, List
 from typing.io import IO
+from urllib.parse import urlparse
 
 import rapidjson
 
@@ -214,3 +215,16 @@ def chunks(lst: List[Any], n: int) -> Iterator[List[Any]]:
     """
     for chunk in range(0, len(lst), n):
         yield (lst[chunk:chunk + n])
+
+
+def parse_db_uri_for_logging(uri: str):
+    """
+    Helper method to parse the DB URI and return the same DB URI with the password censored
+    if it contains it. Otherwise, return the DB URI unchanged
+    :param uri: DB URI to parse for logging
+    """
+    parsed_db_uri = urlparse(uri)
+    if not parsed_db_uri.netloc:  # No need for censoring as no password was provided
+        return uri
+    pwd = parsed_db_uri.netloc.split(':')[1].split('@')[0]
+    return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')

freqtrade/optimize/backtesting.py

@@ -17,10 +17,11 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import SellType
+from freqtrade.enums import BacktestState, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.mixins import LoggingMixin
+from freqtrade.optimize.bt_progress import BTProgress
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
                                                  store_backtest_stats)
 from freqtrade.persistence import LocalTrade, PairLocks, Trade
@@ -57,6 +58,7 @@ class Backtesting:
 
         LoggingMixin.show_output = False
         self.config = config
+        self.results: Optional[Dict[str, Any]] = None
 
         # Reset keys for backtesting
         remove_credentials(self.config)
@@ -116,6 +118,10 @@ class Backtesting:
 
         # Get maximum required startup period
         self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
+        self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
+
+        self.progress = BTProgress()
+        self.abort = False
 
     def __del__(self):
         LoggingMixin.show_output = True
@@ -128,6 +134,8 @@ class Backtesting:
         """
         self.strategy: IStrategy = strategy
         strategy.dp = self.dataprovider
+        # Attach Wallets to Strategy baseclass
+        IStrategy.wallets = self.wallets
         # Set stoploss_on_exchange to false for backtesting,
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
@@ -144,6 +152,8 @@ class Backtesting:
         Loads backtest data and returns the data combined with the timerange
         as tuple.
         """
+        self.progress.init_step(BacktestState.DATALOAD, 1)
+
         timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
@@ -167,6 +177,7 @@ class Backtesting:
         timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
                                             self.required_startup, min_date)
 
+        self.progress.set_new_value(1)
         return data, timerange
 
     def prepare_backtest(self, enable_protections):
@@ -181,6 +192,15 @@ class Backtesting:
         self.rejected_trades = 0
         self.dataprovider.clear_cache()
 
+    def check_abort(self):
+        """
+        Check if abort was requested, raise DependencyException if that's the case
+        Only applies to Interactive backtest mode (webserver mode)
+        """
+        if self.abort:
+            self.abort = False
+            raise DependencyException("Stop requested")
+
     def _get_ohlcv_as_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, Tuple]:
         """
         Helper function to convert a processed dataframes into lists for performance reasons.
@@ -191,8 +211,12 @@ class Backtesting:
         # and eventually change the constants for indexes at the top
         headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
         data: Dict = {}
+        self.progress.init_step(BacktestState.CONVERT, len(processed))
+
         # Create dict with data
         for pair, pair_data in processed.items():
+            self.check_abort()
+            self.progress.increment()
             if not pair_data.empty:
                 pair_data.loc[:, 'buy'] = 0  # cleanup if buy_signal is exist
                 pair_data.loc[:, 'sell'] = 0  # cleanup if sell_signal is exist
@@ -311,7 +335,18 @@ class Backtesting:
             stake_amount = self.wallets.get_trade_stake_amount(pair, None)
         except DependencyException:
             return None
-        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05)
+
+        min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05) or 0
+        max_stake_amount = self.wallets.get_available_stake_amount()
+
+        stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
+                                             default_retval=stake_amount)(
+            pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
+            proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
+        stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
+
+        if not stake_amount:
+            return None
 
         order_type = self.strategy.order_types['buy']
         time_in_force = self.strategy.order_time_in_force['sell']
@@ -403,10 +438,13 @@ class Backtesting:
         open_trades: Dict[str, List[LocalTrade]] = defaultdict(list)
         open_trade_count = 0
 
+        self.progress.init_step(BacktestState.BACKTEST, int(
+            (end_date - start_date) / timedelta(minutes=self.timeframe_min)))
+
         # Loop timerange and get candle for each pair at that point in time
         while tmp <= end_date:
             open_trade_count_start = open_trade_count
-
+            self.check_abort()
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 try:
@@ -462,6 +500,7 @@ class Backtesting:
                             self.protections.global_stop(tmp)
 
             # Move time one configured time_interval ahead.
+            self.progress.increment()
             tmp += timedelta(minutes=self.timeframe_min)
 
         trades += self.handle_left_open(open_trades, data=data)
@@ -477,6 +516,8 @@ class Backtesting:
         }
 
     def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
+        self.progress.init_step(BacktestState.ANALYZE, 0)
+
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
         backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
@@ -503,6 +544,7 @@ class Backtesting:
                 "No data left after adjusting for startup candles.")
 
         min_date, max_date = history.get_timerange(preprocessed)
+
         logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
                     f'({(max_date - min_date).days} days).')
@@ -537,11 +579,12 @@ class Backtesting:
         for strat in self.strategylist:
             min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
         if len(self.strategylist) > 0:
-            stats = generate_backtest_stats(data, self.all_results,
+
-                                            min_date=min_date, max_date=max_date)
+            self.results = generate_backtest_stats(data, self.all_results,
+                                                   min_date=min_date, max_date=max_date)
 
             if self.config.get('export', 'none') == 'trades':
-                store_backtest_stats(self.config['exportfilename'], stats)
+                store_backtest_stats(self.config['exportfilename'], self.results)
 
             # Show backtest results
-            show_backtest_results(self.config, stats)
+            show_backtest_results(self.config, self.results)

freqtrade/optimize/bt_progress.py

@@ -0,0 +1,33 @@
+from freqtrade.enums import BacktestState
+
+
+class BTProgress:
+    _action: BacktestState = BacktestState.STARTUP
+    _progress: float = 0
+    _max_steps: float = 0
+
+    def __init__(self):
+        pass
+
+    def init_step(self, action: BacktestState, max_steps: float):
+        self._action = action
+        self._max_steps = max_steps
+        self._proress = 0
+
+    def set_new_value(self, new_value: float):
+        self._progress = new_value
+
+    def increment(self):
+        self._progress += 1
+
+    @property
+    def progress(self):
+        """
+        Get progress as ratio, capped to be between 0 and 1 (to avoid small calculation errors).
+        """
+        return max(min(round(self._progress / self._max_steps, 5)
+                       if self._max_steps > 0 else 0, 1), 0)
+
+    @property
+    def action(self):
+        return str(self._action)

freqtrade/optimize/hyperopt_tools.py

@@ -75,7 +75,7 @@ class HyperoptTools():
             if fn:
                 HyperoptTools.export_params(params, strategy_name, fn.with_suffix('.json'))
             else:
-                logger.warn("Strategy not found, not exporting parameter file.")
+                logger.warning("Strategy not found, not exporting parameter file.")
 
     @staticmethod
     def has_space(config: Dict[str, Any], space: str) -> bool:

freqtrade/optimize/optimize_reports.py

@@ -272,7 +272,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     winning_days = sum(daily_profit > 0)
     draw_days = sum(daily_profit == 0)
     losing_days = sum(daily_profit < 0)
-    daily_profit_list = daily_profit.tolist()
+    daily_profit_list = [(str(idx.date()), val) for idx, val in daily_profit.iteritems()]
 
     return {
         'backtest_best_day': best_rel,
@@ -325,8 +325,9 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
                     key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
     worst_pair = min([pair for pair in pair_results if pair['key'] != 'TOTAL'],
                      key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
-    results['open_timestamp'] = results['open_date'].astype(int64) // 1e6
+    if not results.empty:
-    results['close_timestamp'] = results['close_date'].astype(int64) // 1e6
+        results['open_timestamp'] = results['open_date'].view(int64) // 1e6
+        results['close_timestamp'] = results['close_date'].view(int64) // 1e6
 
     backtest_days = (max_date - min_date).days
     strat_stats = {

freqtrade/persistence/models.py

@@ -801,6 +801,19 @@ class Trade(_DECL_BASE, LocalTrade):
                                  Trade.is_open.is_(False),
                                  ]).all()
 
+    @staticmethod
+    def get_total_closed_profit() -> float:
+        """
+        Retrieves total realized profit
+        """
+        if Trade.use_db:
+            total_profit = Trade.query.with_entities(
+                func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
+        else:
+            total_profit = sum(
+                t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
+        return total_profit or 0
+
     @staticmethod
     def total_open_trades_stakes() -> float:
         """

freqtrade/plugins/pairlist/AgeFilter.py

@@ -27,6 +27,7 @@ class AgeFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
+        self._max_days_listed = pairlistconfig.get('max_days_listed', None)
 
         if self._min_days_listed < 1:
             raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
@@ -34,6 +35,12 @@ class AgeFilter(IPairList):
             raise OperationalException("AgeFilter requires min_days_listed to not exceed "
                                        "exchange max request size "
                                        f"({exchange.ohlcv_candle_limit('1d')})")
+        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'):
+            raise OperationalException("AgeFilter requires max_days_listed to not exceed "
+                                       "exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit('1d')})")
 
     @property
     def needstickers(self) -> bool:
@@ -48,8 +55,13 @@ class AgeFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return (f"{self.name} - Filtering pairs with age less than "
+        return (
-                f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}.")
+            f"{self.name} - Filtering pairs with age less than "
+            f"{self._min_days_listed} {plural(self._min_days_listed, 'day')}"
+        ) + ((
+            " or more than "
+            f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
+        ) if self._max_days_listed else '')
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -61,10 +73,13 @@ class AgeFilter(IPairList):
         if not needed_pairs:
             return pairlist
 
-        since_ms = (arrow.utcnow()
+        since_days = -(
-                         .floor('day')
+            self._max_days_listed if self._max_days_listed else self._min_days_listed
-                         .shift(days=-self._min_days_listed - 1)
+        ) - 1
-                         .int_timestamp) * 1000
+        since_ms = int(arrow.utcnow()
+                       .floor('day')
+                       .shift(days=since_days)
+                       .float_timestamp) * 1000
         candles = self._exchange.refresh_latest_ohlcv(needed_pairs, since_ms=since_ms, cache=False)
         if self._enabled:
             for p in deepcopy(pairlist):
@@ -86,14 +101,22 @@ class AgeFilter(IPairList):
             return True
 
         if daily_candles is not None:
-            if len(daily_candles) >= self._min_days_listed:
+            if (
+                len(daily_candles) >= self._min_days_listed
+                and (not self._max_days_listed or len(daily_candles) <= self._max_days_listed)
+            ):
                 # We have fetched at least the minimum required number of daily candles
                 # Add to cache, store the time we last checked this symbol
                 self._symbolsChecked[pair] = arrow.utcnow().int_timestamp * 1000
                 return True
             else:
-                self.log_once(f"Removed {pair} from whitelist, because age "
+                self.log_once((
-                              f"{len(daily_candles)} is less than {self._min_days_listed} "
+                    f"Removed {pair} from whitelist, because age "
-                              f"{plural(self._min_days_listed, 'day')}", logger.info)
+                    f"{len(daily_candles)} is less than {self._min_days_listed} "
+                    f"{plural(self._min_days_listed, 'day')}"
+                ) + ((
+                    " or more than "
+                    f"{self._max_days_listed} {plural(self._max_days_listed, 'day')}"
+                ) if self._max_days_listed else ''), logger.info)
                 return False
         return False

freqtrade/plugins/pairlist/OffsetFilter.py

@@ -0,0 +1,54 @@
+"""
+Offset pair list filter
+"""
+import logging
+from typing import Any, Dict, List
+
+from freqtrade.exceptions import OperationalException
+from freqtrade.plugins.pairlist.IPairList import IPairList
+
+
+logger = logging.getLogger(__name__)
+
+
+class OffsetFilter(IPairList):
+
+    def __init__(self, exchange, pairlistmanager,
+                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 pairlist_pos: int) -> None:
+        super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
+
+        self._offset = pairlistconfig.get('offset', 0)
+
+        if self._offset < 0:
+            raise OperationalException("OffsetFilter requires offset to be >= 0")
+
+    @property
+    def needstickers(self) -> bool:
+        """
+        Boolean property defining if tickers are necessary.
+        If no Pairlist requires tickers, an empty Dict is passed
+        as tickers argument to filter_pairlist
+        """
+        return False
+
+    def short_desc(self) -> str:
+        """
+        Short whitelist method description - used for startup-messages
+        """
+        return f"{self.name} - Offseting pairs by {self._offset}."
+
+    def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
+        """
+        Filters and sorts pairlist and returns the whitelist again.
+        Called on each bot iteration - please use internal caching if necessary
+        :param pairlist: pairlist to filter or sort
+        :param tickers: Tickers (from exchange.get_tickers()). May be cached.
+        :return: new whitelist
+        """
+        if self._offset > len(pairlist):
+            self.log_once(f"Offset of {self._offset} is larger than " +
+                          f"pair count of {len(pairlist)}", logger.warning)
+        pairs = pairlist[self._offset:]
+        self.log_once(f"Searching {len(pairs)} pairs: {pairs}", logger.info)
+        return pairs

freqtrade/plugins/pairlist/VolumePairList.py

@@ -6,9 +6,12 @@ Provides dynamic pair list based on trade volumes
 import logging
 from typing import Any, Dict, List
 
+import arrow
 from cachetools.ttl import TTLCache
 
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.misc import format_ms_time
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -36,6 +39,35 @@ class VolumePairList(IPairList):
         self._min_value = self._pairlistconfig.get('min_value', 0)
         self._refresh_period = self._pairlistconfig.get('refresh_period', 1800)
         self._pair_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
+        self._lookback_days = self._pairlistconfig.get('lookback_days', 0)
+        self._lookback_timeframe = self._pairlistconfig.get('lookback_timeframe', '1d')
+        self._lookback_period = self._pairlistconfig.get('lookback_period', 0)
+
+        if (self._lookback_days > 0) & (self._lookback_period > 0):
+            raise OperationalException(
+                'Ambigous configuration: lookback_days and lookback_period both set in pairlist '
+                'config. Please set lookback_days only or lookback_period and lookback_timeframe '
+                'and restart the bot.'
+            )
+
+        # overwrite lookback timeframe and days when lookback_days is set
+        if self._lookback_days > 0:
+            self._lookback_timeframe = '1d'
+            self._lookback_period = self._lookback_days
+
+        # get timeframe in minutes and seconds
+        self._tf_in_min = timeframe_to_minutes(self._lookback_timeframe)
+        self._tf_in_sec = self._tf_in_min * 60
+
+        # wether to use range lookback or not
+        self._use_range = (self._tf_in_min > 0) & (self._lookback_period > 0)
+
+        if self._use_range & (self._refresh_period < self._tf_in_sec):
+            raise OperationalException(
+                f'Refresh period of {self._refresh_period} seconds is smaller than one '
+                f'timeframe of {self._lookback_timeframe}. Please adjust refresh_period '
+                f'to at least {self._tf_in_sec} and restart the bot.'
+            )
 
         if not self._exchange.exchange_has('fetchTickers'):
             raise OperationalException(
@@ -47,6 +79,13 @@ class VolumePairList(IPairList):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
 
+        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):
+            raise OperationalException("VolumeFilter requires lookback_period to not "
+                                       "exceed exchange max request size "
+                                       f"({exchange.ohlcv_candle_limit(self._lookback_timeframe)})")
+
     @property
     def needstickers(self) -> bool:
         """
@@ -78,7 +117,6 @@ class VolumePairList(IPairList):
             # Item found - no refresh necessary
             return pairlist
         else:
-
             # Use fresh pairlist
             # Check if pair quote currency equals to the stake currency.
             filtered_tickers = [
@@ -103,6 +141,60 @@ class VolumePairList(IPairList):
         # Use the incoming pairlist.
         filtered_tickers = [v for k, v in tickers.items() if k in pairlist]
 
+        # get lookback period in ms, for exchange ohlcv fetch
+        if self._use_range:
+            since_ms = int(arrow.utcnow()
+                           .floor('minute')
+                           .shift(minutes=-(self._lookback_period * self._tf_in_min)
+                                  - self._tf_in_min)
+                           .int_timestamp) * 1000
+
+            to_ms = int(arrow.utcnow()
+                        .floor('minute')
+                        .shift(minutes=-self._tf_in_min)
+                        .int_timestamp) * 1000
+
+            # todo: utc date output for starting date
+            self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: "
+                          f"{self._lookback_timeframe}, starting from {format_ms_time(since_ms)} "
+                          f"till {format_ms_time(to_ms)}", logger.info)
+            needed_pairs = [
+                (p, self._lookback_timeframe) for p in
+                [
+                    s['symbol'] for s in filtered_tickers
+                ] if p not in self._pair_cache
+            ]
+
+            # Get all candles
+            candles = {}
+            if needed_pairs:
+                candles = self._exchange.refresh_latest_ohlcv(
+                    needed_pairs, since_ms=since_ms, cache=False
+                )
+            for i, p in enumerate(filtered_tickers):
+                pair_candles = candles[
+                    (p['symbol'], self._lookback_timeframe)
+                ] if (p['symbol'], self._lookback_timeframe) in candles else None
+                # in case of candle data calculate typical price and quoteVolume for candle
+                if pair_candles is not None and not pair_candles.empty:
+                    pair_candles['typical_price'] = (pair_candles['high'] + pair_candles['low']
+                                                     + pair_candles['close']) / 3
+                    pair_candles['quoteVolume'] = (
+                        pair_candles['volume'] * pair_candles['typical_price']
+                    )
+
+                    # ensure that a rolling sum over the lookback_period is built
+                    # if pair_candles contains more candles than lookback_period
+                    quoteVolume = (pair_candles['quoteVolume']
+                                   .rolling(self._lookback_period)
+                                   .sum()
+                                   .iloc[-1])
+
+                    # replace quoteVolume with range quoteVolume sum calculated above
+                    filtered_tickers[i]['quoteVolume'] = quoteVolume
+                else:
+                    filtered_tickers[i]['quoteVolume'] = 0
+
         if self._min_value > 0:
             filtered_tickers = [
                     v for v in filtered_tickers if v[self._sort_key] > self._min_value]

freqtrade/rpc/api_server/api_backtest.py

@@ -0,0 +1,176 @@
+import asyncio
+import logging
+from copy import deepcopy
+
+from fastapi import APIRouter, BackgroundTasks, Depends
+
+from freqtrade.enums import BacktestState
+from freqtrade.exceptions import DependencyException
+from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
+from freqtrade.rpc.api_server.deps import get_config
+from freqtrade.rpc.api_server.webserver import ApiServer
+from freqtrade.rpc.rpc import RPCException
+
+
+logger = logging.getLogger(__name__)
+
+# Private API, protected by authentication
+router = APIRouter()
+
+
+@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
+                             config=Depends(get_config)):
+    """Start backtesting if not done so already"""
+    if ApiServer._bgtask_running:
+        raise RPCException('Bot Background task already running')
+
+    btconfig = deepcopy(config)
+    settings = dict(bt_settings)
+    # Pydantic models will contain all keys, but non-provided ones are None
+    for setting in settings.keys():
+        if settings[setting] is not None:
+            btconfig[setting] = settings[setting]
+
+    # Start backtesting
+    # Initialize backtesting object
+    def run_backtest():
+        from freqtrade.optimize.optimize_reports import generate_backtest_stats
+        from freqtrade.resolvers import StrategyResolver
+        asyncio.set_event_loop(asyncio.new_event_loop())
+        try:
+            # Reload strategy
+            lastconfig = ApiServer._bt_last_config
+            strat = StrategyResolver.load_strategy(btconfig)
+
+            if (
+                not ApiServer._bt
+                or lastconfig.get('timeframe') != strat.timeframe
+                or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
+            ):
+                from freqtrade.optimize.backtesting import Backtesting
+                ApiServer._bt = Backtesting(btconfig)
+
+            # Only reload data if timeframe or timerange changed.
+            if (
+                not ApiServer._bt_data
+                or not ApiServer._bt_timerange
+                or lastconfig.get('timerange') != btconfig['timerange']
+                or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
+                or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
+                or lastconfig.get('protections') != btconfig.get('protections', [])
+                or lastconfig.get('timeframe') != strat.timeframe
+            ):
+                lastconfig['timerange'] = btconfig['timerange']
+                lastconfig['protections'] = btconfig.get('protections', [])
+                lastconfig['enable_protections'] = btconfig.get('enable_protections')
+                lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
+                lastconfig['timeframe'] = strat.timeframe
+                ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
+
+            ApiServer._bt.abort = False
+            min_date, max_date = ApiServer._bt.backtest_one_strategy(
+                strat, ApiServer._bt_data, ApiServer._bt_timerange)
+            ApiServer._bt.results = generate_backtest_stats(
+                ApiServer._bt_data, ApiServer._bt.all_results,
+                min_date=min_date, max_date=max_date)
+            logger.info("Backtest finished.")
+
+        except DependencyException as e:
+            logger.info(f"Backtesting caused an error: {e}")
+            pass
+        finally:
+            ApiServer._bgtask_running = False
+
+    background_tasks.add_task(run_backtest)
+    ApiServer._bgtask_running = True
+
+    return {
+        "status": "running",
+        "running": True,
+        "progress": 0,
+        "step": str(BacktestState.STARTUP),
+        "status_msg": "Backtest started",
+    }
+
+
+@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_get_backtest():
+    """
+    Get backtesting result.
+    Returns Result after backtesting has been ran.
+    """
+    from freqtrade.persistence import LocalTrade
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
+            "progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
+            "trade_count": len(LocalTrade.trades),
+            "status_msg": "Backtest running",
+        }
+
+    if not ApiServer._bt:
+        return {
+            "status": "not_started",
+            "running": False,
+            "step": "",
+            "progress": 0,
+            "status_msg": "Backtest not yet executed"
+        }
+
+    return {
+        "status": "ended",
+        "running": False,
+        "status_msg": "Backtest ended",
+        "step": "finished",
+        "progress": 1,
+        "backtest_result": ApiServer._bt.results,
+    }
+
+
+@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_delete_backtest():
+    """Reset backtesting"""
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "step": "",
+            "progress": 0,
+            "status_msg": "Backtest running",
+        }
+    if ApiServer._bt:
+        del ApiServer._bt
+        ApiServer._bt = None
+        del ApiServer._bt_data
+        ApiServer._bt_data = None
+        logger.info("Backtesting reset")
+    return {
+        "status": "reset",
+        "running": False,
+        "step": "",
+        "progress": 0,
+        "status_msg": "Backtest reset",
+    }
+
+
+@router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_backtest_abort():
+    if not ApiServer._bgtask_running:
+        return {
+            "status": "not_running",
+            "running": False,
+            "step": "",
+            "progress": 0,
+            "status_msg": "Backtest ended",
+        }
+    ApiServer._bt.abort = True
+    return {
+        "status": "stopping",
+        "running": False,
+        "step": "",
+        "progress": 0,
+        "status_msg": "Backtest ended",
+    }

freqtrade/rpc/api_server/api_schemas.py

@@ -67,12 +67,16 @@ class Profit(BaseModel):
     profit_closed_ratio_mean: float
     profit_closed_percent_sum: float
     profit_closed_ratio_sum: float
+    profit_closed_percent: float
+    profit_closed_ratio: float
     profit_closed_fiat: float
     profit_all_coin: float
     profit_all_percent_mean: float
     profit_all_ratio_mean: float
     profit_all_percent_sum: float
     profit_all_ratio_sum: float
+    profit_all_percent: float
+    profit_all_ratio: float
     profit_all_fiat: float
     trade_count: int
     closed_trade_count: int
@@ -115,20 +119,21 @@ class ShowConfig(BaseModel):
     dry_run: bool
     stake_currency: str
     stake_amount: Union[float, str]
+    available_capital: Optional[float]
     stake_currency_decimals: int
     max_open_trades: int
     minimal_roi: Dict[str, Any]
-    stoploss: float
+    stoploss: Optional[float]
-    trailing_stop: bool
+    trailing_stop: Optional[bool]
     trailing_stop_positive: Optional[float]
     trailing_stop_positive_offset: Optional[float]
     trailing_only_offset_is_reached: Optional[bool]
     use_custom_stoploss: Optional[bool]
-    timeframe: str
+    timeframe: Optional[str]
     timeframe_ms: int
     timeframe_min: int
     exchange: str
-    strategy: str
+    strategy: Optional[str]
     forcebuy_enabled: bool
     ask_strategy: Dict[str, Any]
     bid_strategy: Dict[str, Any]
@@ -313,3 +318,24 @@ class PairHistory(BaseModel):
         json_encoders = {
             datetime: lambda v: v.strftime(DATETIME_PRINT_FORMAT),
         }
+
+
+class BacktestRequest(BaseModel):
+    strategy: str
+    timeframe: Optional[str]
+    timerange: Optional[str]
+    max_open_trades: Optional[int]
+    stake_amount: Optional[Union[float, str]]
+    enable_protections: bool
+    dry_run_wallet: Optional[float]
+
+
+class BacktestResponse(BaseModel):
+    status: str
+    running: bool
+    status_msg: str
+    step: str
+    progress: float
+    trade_count: Optional[float]
+    # TODO: Properly type backtestresult...
+    backtest_result: Optional[Dict[str, Any]]

freqtrade/rpc/api_server/api_v1.py

@@ -1,3 +1,4 @@
+import logging
 from copy import deepcopy
 from pathlib import Path
 from typing import List, Optional
@@ -22,6 +23,8 @@ from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
 
+logger = logging.getLogger(__name__)
+
 # Public API, requires no auth.
 router_public = APIRouter()
 # Private API, protected by authentication
@@ -249,7 +252,7 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
     pair_interval = sorted(pair_interval, key=lambda x: x[0])
 
     pairs = list({x[0] for x in pair_interval})
-
+    pairs.sort()
     result = {
         'length': len(pairs),
         'pairs': pairs,

freqtrade/rpc/api_server/webserver.py

@@ -8,6 +8,7 @@ from fastapi import Depends, FastAPI
 from fastapi.middleware.cors import CORSMiddleware
 from starlette.responses import JSONResponse
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
 from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
 
@@ -28,17 +29,37 @@ class FTJSONResponse(JSONResponse):
 
 class ApiServer(RPCHandler):
 
+    __instance = None
+    __initialized = False
+
     _rpc: RPC
+    # Backtesting type: Backtesting
+    _bt = None
+    _bt_data = None
+    _bt_timerange = None
+    _bt_last_config: Dict[str, Any] = {}
     _has_rpc: bool = False
+    _bgtask_running: bool = False
     _config: Dict[str, Any] = {}
 
-    def __init__(self, rpc: RPC, config: Dict[str, Any]) -> None:
+    def __new__(cls, *args, **kwargs):
-        super().__init__(rpc, config)
+        """
-        self._server = None
+        This class is a singleton.
+        We'll only have one instance of it around.
+        """
+        if ApiServer.__instance is None:
+            ApiServer.__instance = object.__new__(cls)
+            ApiServer.__initialized = False
+        return ApiServer.__instance
 
-        ApiServer._rpc = rpc
+    def __init__(self, config: Dict[str, Any], standalone: bool = False) -> None:
-        ApiServer._has_rpc = True
         ApiServer._config = config
+        if self.__initialized and (standalone or self._standalone):
+            return
+        self._standalone: bool = standalone
+        self._server = None
+        ApiServer.__initialized = True
+
         api_config = self._config['api_server']
 
         self.app = FastAPI(title="Freqtrade API",
@@ -50,12 +71,33 @@ class ApiServer(RPCHandler):
 
         self.start_api()
 
+    def add_rpc_handler(self, rpc: RPC):
+        """
+        Attach rpc handler
+        """
+        if not self._has_rpc:
+            ApiServer._rpc = rpc
+            ApiServer._has_rpc = True
+        else:
+            # This should not happen assuming we didn't mess up.
+            raise OperationalException('RPC Handler already attached.')
+
     def cleanup(self) -> None:
         """ Cleanup pending module resources """
-        if self._server:
+        ApiServer._has_rpc = False
+        del ApiServer._rpc
+        if self._server and not self._standalone:
             logger.info("Stopping API Server")
             self._server.cleanup()
 
+    @classmethod
+    def shutdown(cls):
+        cls.__initialized = False
+        del cls.__instance
+        cls.__instance = None
+        cls._has_rpc = False
+        cls._rpc = None
+
     def send_msg(self, msg: Dict[str, str]) -> None:
         pass
 
@@ -68,6 +110,7 @@ class ApiServer(RPCHandler):
 
     def configure_app(self, app: FastAPI, config):
         from freqtrade.rpc.api_server.api_auth import http_basic_or_jwt_token, router_login
+        from freqtrade.rpc.api_server.api_backtest import router as api_backtest
         from freqtrade.rpc.api_server.api_v1 import router as api_v1
         from freqtrade.rpc.api_server.api_v1 import router_public as api_v1_public
         from freqtrade.rpc.api_server.web_ui import router_ui
@@ -77,6 +120,9 @@ class ApiServer(RPCHandler):
         app.include_router(api_v1, prefix="/api/v1",
                            dependencies=[Depends(http_basic_or_jwt_token)],
                            )
+        app.include_router(api_backtest, prefix="/api/v1",
+                           dependencies=[Depends(http_basic_or_jwt_token)],
+                           )
         app.include_router(router_login, prefix="/api/v1", tags=["auth"])
         # UI Router MUST be last!
         app.include_router(router_ui, prefix='')
@@ -125,6 +171,9 @@ class ApiServer(RPCHandler):
                                   )
         try:
             self._server = UvicornServer(uvconfig)
-            self._server.run_in_thread()
+            if self._standalone:
+                self._server.run()
+            else:
+                self._server.run_in_thread()
         except Exception:
             logger.exception("Api server failed to start.")

freqtrade/rpc/rpc.py

@@ -106,6 +106,7 @@ class RPC:
             'stake_currency': config['stake_currency'],
             'stake_currency_decimals':  decimals_per_coin(config['stake_currency']),
             'stake_amount': config['stake_amount'],
+            'available_capital': config.get('available_capital'),
             'max_open_trades': (config['max_open_trades']
                                 if config['max_open_trades'] != float('inf') else -1),
             'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
@@ -118,9 +119,9 @@ class RPC:
             'bot_name': config.get('bot_name', 'freqtrade'),
             'timeframe': config.get('timeframe'),
             'timeframe_ms': timeframe_to_msecs(config['timeframe']
-                                               ) if 'timeframe' in config else '',
+                                               ) if 'timeframe' in config else 0,
             'timeframe_min': timeframe_to_minutes(config['timeframe']
-                                                  ) if 'timeframe' in config else '',
+                                                  ) if 'timeframe' in config else 0,
             'exchange': config['exchange']['name'],
             'strategy': config['strategy'],
             'forcebuy_enabled': config.get('forcebuy_enable', False),
@@ -153,7 +154,8 @@ class RPC:
                 # calculate profit and send message to user
                 if trade.is_open:
                     try:
-                        current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
+                        current_rate = self._freqtrade.exchange.get_rate(
+                            trade.pair, refresh=False, side="sell")
                     except (ExchangeError, PricingError):
                         current_rate = NAN
                 else:
@@ -212,7 +214,8 @@ class RPC:
             for trade in trades:
                 # calculate profit and send message to user
                 try:
-                    current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
+                    current_rate = self._freqtrade.exchange.get_rate(
+                        trade.pair, refresh=False, side="sell")
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 trade_percent = (100 * trade.calc_profit_ratio(current_rate))
@@ -271,10 +274,10 @@ class RPC:
                 'date': key,
                 'abs_profit': value["amount"],
                 'fiat_value': self._fiat_converter.convert_amount(
-                        value['amount'],
+                    value['amount'],
-                        stake_currency,
+                    stake_currency,
-                        fiat_display_currency
+                    fiat_display_currency
-                    ) if self._fiat_converter else 0,
+                ) if self._fiat_converter else 0,
                 'trade_count': value["trades"],
             }
             for key, value in profit_days.items()
@@ -371,7 +374,8 @@ class RPC:
             else:
                 # Get current rate
                 try:
-                    current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
+                    current_rate = self._freqtrade.exchange.get_rate(
+                        trade.pair, refresh=False, side="sell")
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
@@ -396,7 +400,12 @@ class RPC:
 
         profit_all_coin_sum = round(sum(profit_all_coin), 8)
         profit_all_ratio_mean = float(mean(profit_all_ratio) if profit_all_ratio else 0.0)
+        # Doing the sum is not right - overall profit needs to be based on initial capital
         profit_all_ratio_sum = sum(profit_all_ratio) if profit_all_ratio else 0.0
+        starting_balance = self._freqtrade.wallets.get_starting_balance()
+        profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
+        profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
+
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,
@@ -412,12 +421,16 @@ class RPC:
             'profit_closed_ratio_mean': profit_closed_ratio_mean,
             'profit_closed_percent_sum': round(profit_closed_ratio_sum * 100, 2),
             'profit_closed_ratio_sum': profit_closed_ratio_sum,
+            'profit_closed_ratio': profit_closed_ratio_fromstart,
+            'profit_closed_percent': round(profit_closed_ratio_fromstart * 100, 2),
             'profit_closed_fiat': profit_closed_fiat,
             'profit_all_coin': profit_all_coin_sum,
             'profit_all_percent_mean': round(profit_all_ratio_mean * 100, 2),
             'profit_all_ratio_mean': profit_all_ratio_mean,
             'profit_all_percent_sum': round(profit_all_ratio_sum * 100, 2),
             'profit_all_ratio_sum': profit_all_ratio_sum,
+            'profit_all_ratio': profit_all_ratio_fromstart,
+            'profit_all_percent': round(profit_all_ratio_fromstart * 100, 2),
             'profit_all_fiat': profit_all_fiat,
             'trade_count': len(trades),
             'closed_trade_count': len([t for t in trades if not t.is_open]),
@@ -541,7 +554,8 @@ class RPC:
 
             if not fully_canceled:
                 # Get current rate and execute sell
-                current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
+                current_rate = self._freqtrade.exchange.get_rate(
+                    trade.pair, refresh=False, side="sell")
                 sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
                 self._freqtrade.execute_sell(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
@@ -761,7 +775,7 @@ class RPC:
         sell_signals = 0
         if has_content:
 
-            dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].astype(int64) // 1000 // 1000
+            dataframe.loc[:, '__date_ts'] = dataframe.loc[:, 'date'].view(int64) // 1000 // 1000
             # Move open to seperate column when signal for easy plotting
             if 'buy' in dataframe.columns:
                 buy_mask = (dataframe['buy'] == 1)

freqtrade/rpc/rpc_manager.py

@@ -1,5 +1,5 @@
 """
-This module contains class to manage RPC communications (Telegram, Slack, ...)
+This module contains class to manage RPC communications (Telegram, API, ...)
 """
 import logging
 from typing import Any, Dict, List
@@ -13,7 +13,7 @@ logger = logging.getLogger(__name__)
 
 class RPCManager:
     """
-    Class to manage RPC objects (Telegram, Slack, ...)
+    Class to manage RPC objects (Telegram, API, ...)
     """
     def __init__(self, freqtrade) -> None:
         """ Initializes all enabled rpc modules """
@@ -36,15 +36,16 @@ class RPCManager:
         if config.get('api_server', {}).get('enabled', False):
             logger.info('Enabling rpc.api_server')
             from freqtrade.rpc.api_server import ApiServer
-
+            apiserver = ApiServer(config)
-            self.registered_modules.append(ApiServer(self._rpc, config))
+            apiserver.add_rpc_handler(self._rpc)
+            self.registered_modules.append(apiserver)
 
     def cleanup(self) -> None:
         """ Stops all enabled rpc modules """
         logger.info('Cleaning up rpc modules ...')
         while self.registered_modules:
             mod = self.registered_modules.pop()
-            logger.debug('Cleaning up rpc.%s ...', mod.name)
+            logger.info('Cleaning up rpc.%s ...', mod.name)
             mod.cleanup()
             del mod
 

freqtrade/rpc/telegram.py

@@ -494,11 +494,11 @@ class Telegram(RPCHandler):
             start_date)
         profit_closed_coin = stats['profit_closed_coin']
         profit_closed_percent_mean = stats['profit_closed_percent_mean']
-        profit_closed_percent_sum = stats['profit_closed_percent_sum']
+        profit_closed_percent = stats['profit_closed_percent']
         profit_closed_fiat = stats['profit_closed_fiat']
         profit_all_coin = stats['profit_all_coin']
         profit_all_percent_mean = stats['profit_all_percent_mean']
-        profit_all_percent_sum = stats['profit_all_percent_sum']
+        profit_all_percent = stats['profit_all_percent']
         profit_all_fiat = stats['profit_all_fiat']
         trade_count = stats['trade_count']
         first_trade_date = stats['first_trade_date']
@@ -514,7 +514,7 @@ class Telegram(RPCHandler):
                 markdown_msg = ("*ROI:* Closed trades\n"
                                 f"∙ `{round_coin_value(profit_closed_coin, stake_cur)} "
                                 f"({profit_closed_percent_mean:.2f}%) "
-                                f"({profit_closed_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
+                                f"({profit_closed_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
                                 f"∙ `{round_coin_value(profit_closed_fiat, fiat_disp_cur)}`\n")
             else:
                 markdown_msg = "`No closed trade` \n"
@@ -523,7 +523,7 @@ class Telegram(RPCHandler):
                 f"*ROI:* All trades\n"
                 f"∙ `{round_coin_value(profit_all_coin, stake_cur)} "
                 f"({profit_all_percent_mean:.2f}%) "
-                f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
+                f"({profit_all_percent} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
                 f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
                 f"*Total Trade Count:* `{trade_count}`\n"
                 f"*{'First Trade opened' if not timescale else 'Showing Profit since'}:* "
@@ -600,8 +600,8 @@ class Telegram(RPCHandler):
                 )
             total_dust_balance = 0
             total_dust_currencies = 0
-            curr_output = ''
             for curr in result['currencies']:
+                curr_output = ''
                 if curr['est_stake'] > balance_dust_level:
                     curr_output = (
                         f"*{curr['currency']}:*\n"

freqtrade/strategy/hyper.py

@@ -338,8 +338,8 @@ class HyperStrategyMixin(object):
         params = self.load_params_from_file()
         params = params.get('params', {})
         self._ft_params_from_file = params
-        buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', None))
+        buy_params = deep_merge_dicts(params.get('buy', {}), getattr(self, 'buy_params', {}))
-        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', None))
+        sell_params = deep_merge_dicts(params.get('sell', {}), getattr(self, 'sell_params', {}))
 
         self._load_params(buy_params, 'buy', hyperopt)
         self._load_params(sell_params, 'sell', hyperopt)

freqtrade/strategy/interface.py

@@ -304,6 +304,23 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return None
 
+    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
+                            proposed_stake: float, min_stake: float, max_stake: float,
+                            **kwargs) -> float:
+        """
+        Customize stake size for each new trade. This method is not called when edge module is
+        enabled.
+
+        :param pair: Pair that's currently analyzed
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param proposed_stake: A stake amount proposed by the bot.
+        :param min_stake: Minimal stake size allowed by exchange.
+        :param max_stake: Balance available for trading.
+        :return: A stake size, which is between min_stake and max_stake.
+        """
+        return proposed_stake
+
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.

freqtrade/templates/strategy_analysis_example.ipynb

@@ -215,13 +215,18 @@
     "stats = load_backtest_stats(backtest_dir)\n",
     "strategy_stats = stats['strategy'][strategy]\n",
     "\n",
+    "dates = []\n",
+    "profits = []\n",
+    "for date_profit in strategy_stats['daily_profit']:\n",
+    "    dates.append(date_profit[0])\n",
+    "    profits.append(date_profit[1])\n",
+    "\n",
     "equity = 0\n",
     "equity_daily = []\n",
-    "for dp in strategy_stats['daily_profit']:\n",
+    "for daily_profit in profits:\n",
     "    equity_daily.append(equity)\n",
-    "    equity += float(dp)\n",
+    "    equity += float(daily_profit)\n",
     "\n",
-    "dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
     "\n",
     "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
     "\n",

freqtrade/wallets.py

@@ -70,9 +70,7 @@ class Wallets:
         # If not backtesting...
         # TODO: potentially remove the ._log workaround to determine backtest mode.
         if self._log:
-            closed_trades = Trade.get_trades_proxy(is_open=False)
+            tot_profit = Trade.get_total_closed_profit()
-            tot_profit = sum(
-                [trade.close_profit_abs for trade in closed_trades if trade.close_profit_abs])
         else:
             tot_profit = LocalTrade.total_profit
         tot_in_trades = sum([trade.stake_amount for trade in open_trades])
@@ -131,7 +129,41 @@ class Wallets:
     def get_all_balances(self) -> Dict[str, Any]:
         return self._wallets
 
-    def _get_available_stake_amount(self, val_tied_up: float) -> float:
+    def get_starting_balance(self) -> float:
+        """
+        Retrieves starting balance - based on either available capital,
+        or by using current balance subtracting
+        """
+        if "available_capital" in self._config:
+            return self._config['available_capital']
+        else:
+            tot_profit = Trade.get_total_closed_profit()
+            open_stakes = Trade.total_open_trades_stakes()
+            available_balance = self.get_free(self._config['stake_currency'])
+            return available_balance - tot_profit + open_stakes
+
+    def get_total_stake_amount(self):
+        """
+        Return the total currently available balance in stake currency, including tied up stake and
+        respecting tradable_balance_ratio.
+        Calculated as
+        (<open_trade stakes> + free amount) * tradable_balance_ratio
+        """
+        val_tied_up = Trade.total_open_trades_stakes()
+        if "available_capital" in self._config:
+            starting_balance = self._config['available_capital']
+            tot_profit = Trade.get_total_closed_profit()
+            available_amount = starting_balance + tot_profit
+
+        else:
+            # Ensure <tradable_balance_ratio>% is used from the overall balance
+            # Otherwise we'd risk lowering stakes with each open trade.
+            # (tied up + current free) * ratio) - tied up
+            available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
+                                self._config['tradable_balance_ratio'])
+        return available_amount
+
+    def get_available_stake_amount(self) -> float:
         """
         Return the total currently available balance in stake currency,
         respecting tradable_balance_ratio.
@@ -139,12 +171,8 @@ class Wallets:
         (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
 
-        # Ensure <tradable_balance_ratio>% is used from the overall balance
+        free = self.get_free(self._config['stake_currency'])
-        # Otherwise we'd risk lowering stakes with each open trade.
+        return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
-        # (tied up + current free) * ratio) - tied up
-        available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
-                            self._config['tradable_balance_ratio']) - val_tied_up
-        return available_amount
 
     def _calculate_unlimited_stake_amount(self, available_amount: float,
                                           val_tied_up: float) -> float:
@@ -193,7 +221,7 @@ class Wallets:
         # Ensure wallets are uptodate.
         self.update()
         val_tied_up = Trade.total_open_trades_stakes()
-        available_amount = self._get_available_stake_amount(val_tied_up)
+        available_amount = self.get_available_stake_amount()
 
         if edge:
             stake_amount = edge.stake_amount(
@@ -209,3 +237,30 @@ class Wallets:
                     available_amount, val_tied_up)
 
         return self._check_available_stake_amount(stake_amount, available_amount)
+
+    def _validate_stake_amount(self, pair, stake_amount, min_stake_amount):
+        if not stake_amount:
+            logger.debug(f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.")
+            return 0
+
+        max_stake_amount = self.get_available_stake_amount()
+
+        if min_stake_amount > max_stake_amount:
+            if self._log:
+                logger.warning("Minimum stake amount > available balance.")
+            return 0
+        if min_stake_amount is not None and stake_amount < min_stake_amount:
+            stake_amount = min_stake_amount
+            if self._log:
+                logger.info(
+                    f"Stake amount for pair {pair} is too small "
+                    f"({stake_amount} < {min_stake_amount}), adjusting to {min_stake_amount}."
+                )
+        if stake_amount > max_stake_amount:
+            stake_amount = max_stake_amount
+            if self._log:
+                logger.info(
+                    f"Stake amount for pair {pair} is too big "
+                    f"({stake_amount} > {max_stake_amount}), adjusting to {max_stake_amount}."
+                )
+        return stake_amount

requirements-dev.txt

@@ -13,7 +13,7 @@ pytest-asyncio==0.15.1
 pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
-isort==5.9.1
+isort==5.9.2
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.1.0

requirements.txt

@@ -1,19 +1,19 @@
-numpy==1.21.0
+numpy==1.21.1
 pandas==1.3.0
 
-ccxt==1.52.40
+ccxt==1.53.25
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.20
+SQLAlchemy==1.4.21
 python-telegram-bot==13.7
 arrow==1.1.1
 cachetools==4.2.2
-requests==2.25.1
+requests==2.26.0
 urllib3==1.26.6
 wrapt==1.12.1
 jsonschema==3.2.0
-TA-Lib==0.4.20
+TA-Lib==0.4.21
 technical==1.3.0
 tabulate==0.8.9
 pycoingecko==2.2.0
@@ -39,5 +39,5 @@ aiofiles==0.7.0
 # Support for colorized terminal output
 colorama==0.4.4
 # Building config files interactively
-questionary==1.9.0
+questionary==1.10.0
 prompt-toolkit==3.0.19

setup.sh

@@ -4,8 +4,12 @@
 function check_installed_pip() {
    ${PYTHON} -m pip > /dev/null
    if [ $? -ne 0 ]; then
-        echo "pip not found (called as '${PYTHON} -m pip'). Please make sure that pip is available for ${PYTHON}."
+        echo "-----------------------------"
-        exit 1
+        echo "Installing Pip for ${PYTHON}"
+        echo "-----------------------------"
+        curl https://bootstrap.pypa.io/get-pip.py -o get-pip.py
+        ${PYTHON} get-pip.py
+        rm get-pip.py
    fi
 }
 
@@ -17,35 +21,19 @@ function check_installed_python() {
         exit 2
     fi
 
-    which python3.8
+    for v in 9 8 7
-    if [ $? -eq 0 ]; then
+    do
-        echo "using Python 3.8"
+        PYTHON="python3.${v}"
-        PYTHON=python3.8
+        which $PYTHON
-        check_installed_pip
+        if [ $? -eq 0 ]; then
-        return
+            echo "using ${PYTHON}"
-    fi
+            check_installed_pip
+            return
+        fi
+    done 
 
-    which python3.9
+    echo "No usable python found. Please make sure to have python3.7 or newer installed"
-    if [ $? -eq 0 ]; then
+    exit 1
-        echo "using Python 3.9"
-        PYTHON=python3.9
-        check_installed_pip
-        return
-    fi
-
-    which python3.7
-    if [ $? -eq 0 ]; then
-        echo "using Python 3.7"
-        PYTHON=python3.7
-        check_installed_pip
-        return
-    fi
-
-
-   if [ -z ${PYTHON} ]; then
-        echo "No usable python found. Please make sure to have python3.7 or newer installed"
-        exit 1
-   fi
 }
 
 function updateenv() {
@@ -122,6 +110,25 @@ function install_talib() {
     cd ..
 }
 
+function install_mac_newer_python_dependencies() {    
+    
+    if [ ! $(brew --prefix --installed hdf5 2>/dev/null) ]
+    then
+        echo "-------------------------"
+        echo "Installing hdf5"
+        echo "-------------------------"
+        brew install hdf5
+    fi
+
+    if [ ! $(brew --prefix --installed c-blosc 2>/dev/null) ]
+    then
+        echo "-------------------------"
+        echo "Installing c-blosc"
+        echo "-------------------------"
+        brew install c-blosc
+    fi    
+}
+
 # Install bot MacOS
 function install_macos() {
     if [ ! -x "$(command -v brew)" ]
@@ -131,14 +138,19 @@ function install_macos() {
         echo "-------------------------"
         /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
     fi
+    #Gets number after decimal in python version
+    version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g')
+    
+    if [[ $version -ge 9 ]]; then               #Checks if python version >= 3.9
+        install_mac_newer_python_dependencies
+    fi
     install_talib
-    test_and_fix_python_on_mac
 }
 
 # Install bot Debian_ubuntu
 function install_debian() {
     sudo apt-get update
-    sudo apt-get install -y build-essential autoconf libtool pkg-config make wget git libpython3-dev
+    sudo apt-get install -y build-essential autoconf libtool pkg-config make wget git $(echo lib${PYTHON}-dev ${PYTHON}-venv)
     install_talib
 }
 
@@ -189,19 +201,6 @@ function reset() {
     updateenv
 }
 
-function test_and_fix_python_on_mac() {
-
-    if ! [ -x "$(command -v python3.6)" ]
-    then
-        echo "-------------------------"
-        echo "Fixing Python"
-        echo "-------------------------"
-        echo "Python 3.6 is not linked in your system. Fixing it..."
-        brew link --overwrite python
-        echo
-    fi
-}
-
 function config() {
 
     echo "-------------------------"
@@ -240,12 +239,12 @@ function install() {
 }
 
 function plot() {
-echo "
+    echo "
------------------------------------------
+    -----------------------------------------
-Installing dependencies for Plotting scripts
+    Installing dependencies for Plotting scripts
------------------------------------------
+    -----------------------------------------
-"
+    "
-${PYTHON} -m pip install plotly --upgrade
+    ${PYTHON} -m pip install plotly --upgrade
 }
 
 function help() {

tests/commands/test_commands.py

@@ -13,7 +13,7 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
                                 start_list_data, start_list_exchanges, start_list_hyperopts,
                                 start_list_markets, start_list_strategies, start_list_timeframes,
                                 start_new_hyperopt, start_new_strategy, start_show_trades,
-                                start_test_pairlist, start_trading)
+                                start_test_pairlist, start_trading, start_webserver)
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
 from freqtrade.configuration import setup_utils_configuration
@@ -26,7 +26,7 @@ from tests.conftest_trades import MOCK_TRADE_COUNT
 
 def test_setup_utils_configuration():
     args = [
-        'list-exchanges', '--config', 'config_bittrex.json.example',
+        'list-exchanges', '--config', 'config_examples/config_bittrex.example.json',
     ]
 
     config = setup_utils_configuration(get_args(args), RunMode.OTHER)
@@ -45,7 +45,7 @@ def test_start_trading_fail(mocker, caplog):
     exitmock = mocker.patch("freqtrade.worker.Worker.exit", MagicMock())
     args = [
         'trade',
-        '-c', 'config_bittrex.json.example'
+        '-c', 'config_examples/config_bittrex.example.json'
     ]
     start_trading(get_args(args))
     assert exitmock.call_count == 1
@@ -58,6 +58,18 @@ def test_start_trading_fail(mocker, caplog):
     assert log_has('Fatal exception!', caplog)
 
 
+def test_start_webserver(mocker, caplog):
+
+    api_server_mock = mocker.patch("freqtrade.rpc.api_server.ApiServer", )
+
+    args = [
+        'webserver',
+        '-c', 'config_examples/config_bittrex.example.json'
+    ]
+    start_webserver(get_args(args))
+    assert api_server_mock.call_count == 1
+
+
 def test_list_exchanges(capsys):
 
     args = [
@@ -127,10 +139,10 @@ def test_list_timeframes(mocker, capsys):
                        match=r"This command requires a configured exchange.*"):
         start_list_timeframes(pargs)
 
-    # Test with --config config_bittrex.json.example
+    # Test with --config config_examples/config_bittrex.example.json
     args = [
         "list-timeframes",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
     ]
     start_list_timeframes(get_args(args))
     captured = capsys.readouterr()
@@ -174,7 +186,7 @@ def test_list_timeframes(mocker, capsys):
     # Test with --one-column
     args = [
         "list-timeframes",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--one-column",
     ]
     start_list_timeframes(get_args(args))
@@ -214,10 +226,10 @@ def test_list_markets(mocker, markets, capsys):
                        match=r"This command requires a configured exchange.*"):
         start_list_markets(pargs, False)
 
-    # Test with --config config_bittrex.json.example
+    # Test with --config config_examples/config_bittrex.example.json
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-list",
     ]
     start_list_markets(get_args(args), False)
@@ -244,7 +256,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test with --all: all markets
     args = [
         "list-markets", "--all",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-list",
     ]
     start_list_markets(get_args(args), False)
@@ -257,7 +269,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test list-pairs subcommand: active pairs
     args = [
         "list-pairs",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-list",
     ]
     start_list_markets(get_args(args), True)
@@ -269,7 +281,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test list-pairs subcommand with --all: all pairs
     args = [
         "list-pairs", "--all",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-list",
     ]
     start_list_markets(get_args(args), True)
@@ -282,7 +294,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=ETH, LTC
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "ETH", "LTC",
         "--print-list",
     ]
@@ -295,7 +307,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=LTC
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC",
         "--print-list",
     ]
@@ -308,7 +320,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, quote=USDT, USD
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--quote", "USDT", "USD",
         "--print-list",
     ]
@@ -321,7 +333,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, quote=USDT
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--quote", "USDT",
         "--print-list",
     ]
@@ -334,7 +346,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=LTC, quote=USDT
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "USDT",
         "--print-list",
     ]
@@ -347,7 +359,7 @@ def test_list_markets(mocker, markets, capsys):
     # active pairs, base=LTC, quote=USDT
     args = [
         "list-pairs",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "USD",
         "--print-list",
     ]
@@ -360,7 +372,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=LTC, quote=USDT, NONEXISTENT
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "USDT", "NONEXISTENT",
         "--print-list",
     ]
@@ -373,7 +385,7 @@ def test_list_markets(mocker, markets, capsys):
     # active markets, base=LTC, quote=NONEXISTENT
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "NONEXISTENT",
         "--print-list",
     ]
@@ -386,7 +398,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test tabular output
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
@@ -396,7 +408,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test tabular output, no markets found
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--base", "LTC", "--quote", "NONEXISTENT",
     ]
     start_list_markets(get_args(args), False)
@@ -408,7 +420,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test --print-json
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-json"
     ]
     start_list_markets(get_args(args), False)
@@ -420,7 +432,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test --print-csv
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--print-csv"
     ]
     start_list_markets(get_args(args), False)
@@ -432,7 +444,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test --one-column
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--one-column"
     ]
     start_list_markets(get_args(args), False)
@@ -444,7 +456,7 @@ def test_list_markets(mocker, markets, capsys):
     # Test --one-column
     args = [
         "list-markets",
-        '--config', 'config_bittrex.json.example',
+        '--config', 'config_examples/config_bittrex.example.json',
         "--one-column"
     ]
     with pytest.raises(OperationalException, match=r"Cannot get markets.*"):
@@ -887,7 +899,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
     patched_configuration_load_config_file(mocker, default_conf)
     args = [
         'test-pairlist',
-        '-c', 'config_bittrex.json.example'
+        '-c', 'config_examples/config_bittrex.example.json'
     ]
 
     start_test_pairlist(get_args(args))
@@ -901,7 +913,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 
     args = [
         'test-pairlist',
-        '-c', 'config_bittrex.json.example',
+        '-c', 'config_examples/config_bittrex.example.json',
         '--one-column',
     ]
     start_test_pairlist(get_args(args))
@@ -910,7 +922,7 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 
     args = [
         'test-pairlist',
-        '-c', 'config_bittrex.json.example',
+        '-c', 'config_examples/config_bittrex.example.json',
         '--print-json',
     ]
     start_test_pairlist(get_args(args))

tests/exchange/test_exchange.py

@@ -1783,14 +1783,14 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': ask, 'last': last, 'bid': bid})
 
-    assert exchange.get_buy_rate('ETH/BTC', True) == expected
+    assert exchange.get_rate('ETH/BTC', refresh=True, side="buy") == expected
     assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
 
-    assert exchange.get_buy_rate('ETH/BTC', False) == expected
+    assert exchange.get_rate('ETH/BTC', refresh=False, side="buy") == expected
     assert log_has("Using cached buy rate for ETH/BTC.", caplog)
     # Running a 2nd time with Refresh on!
     caplog.clear()
-    assert exchange.get_buy_rate('ETH/BTC', True) == expected
+    assert exchange.get_rate('ETH/BTC', refresh=True, side="buy") == expected
     assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
 
 
@@ -1825,12 +1825,12 @@ def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
 
     # Test regular mode
     exchange = get_patched_exchange(mocker, default_conf)
-    rate = exchange.get_sell_rate(pair, True)
+    rate = exchange.get_rate(pair, refresh=True, side="sell")
     assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
     assert rate == expected
     # Use caching
-    rate = exchange.get_sell_rate(pair, False)
+    rate = exchange.get_rate(pair, refresh=False, side="sell")
     assert rate == expected
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
@@ -1848,11 +1848,11 @@ def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, o
     pair = "ETH/BTC"
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
     exchange = get_patched_exchange(mocker, default_conf)
-    rate = exchange.get_sell_rate(pair, True)
+    rate = exchange.get_rate(pair, refresh=True, side="sell")
     assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
     assert isinstance(rate, float)
     assert rate == expected
-    rate = exchange.get_sell_rate(pair, False)
+    rate = exchange.get_rate(pair, refresh=False, side="sell")
     assert rate == expected
     assert log_has("Using cached sell rate for ETH/BTC.", caplog)
 
@@ -1868,7 +1868,7 @@ def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
                  return_value={'bids': [[]], 'asks': [[]]})
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError):
-        exchange.get_sell_rate(pair, True)
+        exchange.get_rate(pair, refresh=True, side="sell")
     assert log_has_re(r"Sell Price at location 1 from orderbook could not be determined\..*",
                       caplog)
 
@@ -1881,18 +1881,18 @@ def test_get_sell_rate_exception(default_conf, mocker, caplog):
                  return_value={'ask': None, 'bid': 0.12, 'last': None})
     exchange = get_patched_exchange(mocker, default_conf)
     with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
-        exchange.get_sell_rate(pair, True)
+        exchange.get_rate(pair, refresh=True, side="sell")
 
     exchange._config['ask_strategy']['price_side'] = 'bid'
-    assert exchange.get_sell_rate(pair, True) == 0.12
+    assert exchange.get_rate(pair, refresh=True, side="sell") == 0.12
     # Reverse sides
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
                  return_value={'ask': 0.13, 'bid': None, 'last': None})
     with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
-        exchange.get_sell_rate(pair, True)
+        exchange.get_rate(pair, refresh=True, side="sell")
 
     exchange._config['ask_strategy']['price_side'] = 'ask'
-    assert exchange.get_sell_rate(pair, True) == 0.13
+    assert exchange.get_rate(pair, refresh=True, side="sell") == 0.13
 
 
 def make_fetch_ohlcv_mock(data):
@@ -2203,7 +2203,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     ({'status': 'canceled', 'filled': 10.0}, False),
     ({'status': 'unknown', 'filled': 10.0}, False),
     ({'result': 'testest123'}, False),
-    ])
+])
 def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     assert exchange.check_order_canceled_empty(order) == result

tests/optimize/test_backtesting.py

@@ -346,6 +346,20 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
     assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
 
 
+def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
+    patch_exchange(mocker)
+    backtesting = Backtesting(default_conf)
+    backtesting.check_abort()
+
+    backtesting.abort = True
+
+    with pytest.raises(DependencyException, match="Stop requested"):
+        backtesting.check_abort()
+    # abort flag resets
+    assert backtesting.abort is False
+    assert backtesting.progress.progress == 0
+
+
 def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
@@ -496,6 +510,17 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
     trade = backtesting._enter_trade(pair, row=row)
     assert trade is not None
 
+    backtesting.strategy.custom_stake_amount = lambda **kwargs: 123.5
+    trade = backtesting._enter_trade(pair, row=row)
+    assert trade
+    assert trade.stake_amount == 123.5
+
+    # In case of error - use proposed stake
+    backtesting.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
+    trade = backtesting._enter_trade(pair, row=row)
+    assert trade
+    assert trade.stake_amount == 495
+
     # Stake-amount too high!
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)
 

tests/plugins/test_pairlist.py

@@ -79,7 +79,8 @@ def whitelist_conf_agefilter(default_conf):
         },
         {
             "method": "AgeFilter",
-            "min_days_listed": 2
+            "min_days_listed": 2,
+            "max_days_listed": 100
         }
     ]
     return default_conf
@@ -302,7 +303,7 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # No pair for ETH, all handlers
     ([{"method": "StaticPairList"},
       {"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 2},
+      {"method": "AgeFilter", "min_days_listed": 2, "max_days_listed": None},
       {"method": "PrecisionFilter"},
       {"method": "PriceFilter", "low_price_ratio": 0.03},
       {"method": "SpreadFilter", "max_spread_ratio": 0.005},
@@ -310,12 +311,24 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "ETH", []),
     # AgeFilter and VolumePairList (require 2 days only, all should pass age test)
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 2}],
+      {"method": "AgeFilter", "min_days_listed": 2, "max_days_listed": 100}],
      "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'XRP/BTC', 'HOT/BTC']),
     # AgeFilter and VolumePairList (require 10 days, all should fail age test)
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
-      {"method": "AgeFilter", "min_days_listed": 10}],
+      {"method": "AgeFilter", "min_days_listed": 10, "max_days_listed": None}],
      "BTC", []),
+    # AgeFilter and VolumePairList (all pair listed > 2, all should fail age test)
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 1, "max_days_listed": 2}],
+     "BTC", []),
+    # AgeFilter and VolumePairList LTC/BTC has 6 candles - removes all
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 4, "max_days_listed": 5}],
+     "BTC", []),
+    # AgeFilter and VolumePairList LTC/BTC has 6 candles - passes
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+      {"method": "AgeFilter", "min_days_listed": 4, "max_days_listed": 10}],
+     "BTC", ["LTC/BTC"]),
     # Precisionfilter and quote volume
     ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
       {"method": "PrecisionFilter"}],
@@ -417,7 +430,19 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     ([{"method": "StaticPairList"},
       {"method": "VolatilityFilter", "lookback_days": 3,
        "min_volatility": 0.002, "max_volatility": 0.004, "refresh_period": 1440}],
-     "BTC", ['ETH/BTC', 'TKN/BTC'])
+     "BTC", ['ETH/BTC', 'TKN/BTC']),
+    # VolumePairList with no offset = unchanged pairlist
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "OffsetFilter", "offset": 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 higher offset, than total pairlist
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "OffsetFilter", "offset": 100}],
+     "USDT", [])
 ])
 def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, tickers,
                                       ohlcv_history, pairlists, base_currency,
@@ -431,7 +456,7 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
     ohlcv_data = {
         ('ETH/BTC', '1d'): ohlcv_history,
         ('TKN/BTC', '1d'): ohlcv_history,
-        ('LTC/BTC', '1d'): ohlcv_history,
+        ('LTC/BTC', '1d'): ohlcv_history.append(ohlcv_history),
         ('XRP/BTC', '1d'): ohlcv_history,
         ('HOT/BTC', '1d'): ohlcv_history_high_vola,
     }
@@ -480,9 +505,13 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
 
         for pairlist in pairlists:
             if pairlist['method'] == 'AgeFilter' and pairlist['min_days_listed'] and \
-                    len(ohlcv_history) <= pairlist['min_days_listed']:
+                    len(ohlcv_history) < pairlist['min_days_listed']:
                 assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
                                   r'.* day.*', caplog)
+            if pairlist['method'] == 'AgeFilter' and pairlist['max_days_listed'] and \
+                    len(ohlcv_history) > pairlist['max_days_listed']:
+                assert log_has_re(r'^Removed .* from whitelist, because age .* is less than '
+                                  r'.* day.* or more than .* day', caplog)
             if pairlist['method'] == 'PrecisionFilter' and whitelist_result:
                 assert log_has_re(r'^Removed .* from whitelist, because stop price .* '
                                   r'would be <= stop limit.*', caplog)
@@ -507,6 +536,105 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
                 assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
 
 
+@pytest.mark.parametrize("pairlists,base_currency,volumefilter_result", [
+    # default refresh of 1800 to small for daily candle lookback
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_days": 1}],
+     "BTC", "default_refresh_too_short"),  # OperationalException expected
+    # ambigous configuration with lookback days and period
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_days": 1, "lookback_period": 1}],
+     "BTC", "lookback_days_and_period"),  # OperationalException expected
+    # negative lookback period
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1d", "lookback_period": -1}],
+     "BTC", "lookback_period_negative"),  # OperationalException expected
+    # lookback range exceedes exchange limit
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1m", "lookback_period": 2000, "refresh_period": 3600}],
+     "BTC", 'lookback_exceeds_exchange_request_size'),  # OperationalException expected
+    # expecing pairs as given
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
+     "BTC", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
+    # expecting pairs from default tickers, because 1h candles are not available
+    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
+       "lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
+     "BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
+])
+def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
+                              pairlists, base_currency, volumefilter_result, caplog) -> None:
+    whitelist_conf['pairlists'] = pairlists
+    whitelist_conf['stake_currency'] = base_currency
+
+    ohlcv_history_high_vola = ohlcv_history.copy()
+    ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
+
+    # create candles for medium overall volume with last candle high volume
+    ohlcv_history_medium_volume = ohlcv_history.copy()
+    ohlcv_history_medium_volume.loc[ohlcv_history_medium_volume.index == 2, 'volume'] = 5
+
+    # create candles for high volume with all candles high volume
+    ohlcv_history_high_volume = ohlcv_history.copy()
+    ohlcv_history_high_volume.loc[:, 'volume'] = 10
+
+    ohlcv_data = {
+        ('ETH/BTC', '1d'): ohlcv_history,
+        ('TKN/BTC', '1d'): ohlcv_history,
+        ('LTC/BTC', '1d'): ohlcv_history_medium_volume,
+        ('XRP/BTC', '1d'): ohlcv_history_high_vola,
+        ('HOT/BTC', '1d'): ohlcv_history_high_volume,
+    }
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+
+    if volumefilter_result == 'default_refresh_too_short':
+        with pytest.raises(OperationalException,
+                           match=r'Refresh period of [0-9]+ seconds is smaller than one timeframe '
+                                 r'of [0-9]+.*\. Please adjust refresh_period to at least [0-9]+ '
+                                 r'and restart the bot\.'):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+        return
+    elif volumefilter_result == 'lookback_days_and_period':
+        with pytest.raises(OperationalException,
+                           match=r'Ambigous configuration: lookback_days and lookback_period both '
+                                 r'set in pairlist config\..*'):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    elif volumefilter_result == 'lookback_period_negative':
+        with pytest.raises(OperationalException,
+                           match=r'VolumeFilter requires lookback_period to be >= 0'):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    elif volumefilter_result == 'lookback_exceeds_exchange_request_size':
+        with pytest.raises(OperationalException,
+                           match=r'VolumeFilter requires lookback_period to not exceed '
+                           r'exchange max request size \([0-9]+\)'):
+            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    else:
+        freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+        mocker.patch.multiple(
+            'freqtrade.exchange.Exchange',
+            get_tickers=tickers,
+            markets=PropertyMock(return_value=shitcoinmarkets)
+        )
+
+        # remove ohlcv when looback_timeframe != 1d
+        # to enforce fallback to ticker data
+        if 'lookback_timeframe' in pairlists[0]:
+            if pairlists[0]['lookback_timeframe'] != '1d':
+                ohlcv_data = []
+
+        mocker.patch.multiple(
+            'freqtrade.exchange.Exchange',
+            refresh_latest_ohlcv=MagicMock(return_value=ohlcv_data),
+        )
+
+        freqtrade.pairlists.refresh_pairlist()
+        whitelist = freqtrade.pairlists.whitelist
+
+        assert isinstance(whitelist, list)
+        assert whitelist == volumefilter_result
+
+
 def test_PrecisionFilter_error(mocker, whitelist_conf) -> None:
     whitelist_conf['pairlists'] = [{"method": "StaticPairList"}, {"method": "PrecisionFilter"}]
     del whitelist_conf['stoploss']
@@ -650,6 +778,22 @@ def test_agefilter_min_days_listed_too_small(mocker, default_conf, markets, tick
         get_patched_freqtradebot(mocker, default_conf)
 
 
+def test_agefilter_max_days_lower_than_min_days(mocker, default_conf, markets, tickers):
+    default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
+                                 {'method': 'AgeFilter', 'min_days_listed': 3,
+                                 "max_days_listed": 2}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          markets=PropertyMock(return_value=markets),
+                          exchange_has=MagicMock(return_value=True),
+                          get_tickers=tickers
+                          )
+
+    with pytest.raises(OperationalException,
+                       match=r'AgeFilter max_days_listed <= min_days_listed not permitted'):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
 def test_agefilter_min_days_listed_too_large(mocker, default_conf, markets, tickers):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'AgeFilter', 'min_days_listed': 99999}]
@@ -695,6 +839,18 @@ def test_agefilter_caching(mocker, markets, whitelist_conf_agefilter, tickers, o
     assert freqtrade.exchange.refresh_latest_ohlcv.call_count == previous_call_count + 1
 
 
+def test_OffsetFilter_error(mocker, whitelist_conf) -> None:
+    whitelist_conf['pairlists'] = (
+        [{"method": "StaticPairList"}, {"method": "OffsetFilter", "offset": -1}]
+    )
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+
+    with pytest.raises(OperationalException,
+                       match=r'OffsetFilter requires offset to be >= 0'):
+        PairListManager(MagicMock, whitelist_conf)
+
+
 def test_rangestabilityfilter_checks(mocker, default_conf, markets, tickers):
     default_conf['pairlists'] = [{'method': 'VolumePairList', 'number_assets': 10},
                                  {'method': 'RangeStabilityFilter', 'lookback_days': 99999}]

tests/rpc/test_rpc.py

@@ -109,7 +109,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'exchange': 'binance',
     }
 
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     results = rpc._rpc_trade_status()
     assert isnan(results[0]['current_profit'])
@@ -217,7 +217,7 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert '-0.41% (-0.06)' == result[0][3]
     assert '-0.06' == f'{fiat_profit_sum:.2f}'
 
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert 'instantly' == result[0][2]
@@ -427,7 +427,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert prec_satoshi(stats['best_rate'], 6.2)
 
     # Test non-available pair
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
     stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
     assert stats['trade_count'] == 2
@@ -886,7 +886,7 @@ def test_rpcforcebuy(mocker, default_conf, ticker, fee, limit_buy_order_open) ->
 
     # Test not buying
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    freqtradebot.config['stake_amount'] = 0.0000001
+    freqtradebot.config['stake_amount'] = 0
     patch_get_signal(freqtradebot, (True, False))
     rpc = RPC(freqtradebot)
     pair = 'TKN/BTC'

tests/rpc/test_rpc_apiserver.py

@@ -2,6 +2,7 @@
 Unit test file for rpc/api_server.py
 """
 
+import json
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import ANY, MagicMock, PropertyMock
@@ -16,7 +17,7 @@ from requests.auth import _basic_auth_str
 
 from freqtrade.__init__ import __version__
 from freqtrade.enums import RunMode, State
-from freqtrade.exceptions import ExchangeError
+from freqtrade.exceptions import DependencyException, ExchangeError, OperationalException
 from freqtrade.loggers import setup_logging, setup_logging_pre
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPC
@@ -48,9 +49,13 @@ def botclient(default_conf, mocker):
     ftbot = get_patched_freqtradebot(mocker, default_conf)
     rpc = RPC(ftbot)
     mocker.patch('freqtrade.rpc.api_server.ApiServer.start_api', MagicMock())
-    apiserver = ApiServer(rpc, default_conf)
+    try:
-    yield ftbot, TestClient(apiserver.app)
+        apiserver = ApiServer(default_conf)
-    # Cleanup ... ?
+        apiserver.add_rpc_handler(rpc)
+        yield ftbot, TestClient(apiserver.app)
+        # Cleanup ... ?
+    finally:
+        ApiServer.shutdown()
 
 
 def client_post(client, url, data={}):
@@ -235,8 +240,13 @@ def test_api__init__(default_conf, mocker):
                                         }})
     mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
     mocker.patch('freqtrade.rpc.api_server.webserver.ApiServer.start_api', MagicMock())
-    apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
+    apiserver = ApiServer(default_conf)
+    apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
     assert apiserver._config == default_conf
+    with pytest.raises(OperationalException, match="RPC Handler already attached."):
+        apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
+
+    ApiServer.shutdown()
 
 
 def test_api_UvicornServer(mocker):
@@ -298,15 +308,21 @@ def test_api_run(default_conf, mocker, caplog):
                                         }})
     mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
 
-    server_mock = MagicMock()
+    server_inst_mock = MagicMock()
+    server_inst_mock.run_in_thread = MagicMock()
+    server_inst_mock.run = MagicMock()
+    server_mock = MagicMock(return_value=server_inst_mock)
     mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer', server_mock)
 
-    apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
+    apiserver = ApiServer(default_conf)
+    apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
 
     assert server_mock.call_count == 1
     assert apiserver._config == default_conf
     apiserver.start_api()
     assert server_mock.call_count == 2
+    assert server_inst_mock.run_in_thread.call_count == 2
+    assert server_inst_mock.run.call_count == 0
     assert server_mock.call_args_list[0][0][0].host == "127.0.0.1"
     assert server_mock.call_args_list[0][0][0].port == 8080
     assert isinstance(server_mock.call_args_list[0][0][0].app, FastAPI)
@@ -325,6 +341,8 @@ def test_api_run(default_conf, mocker, caplog):
     apiserver.start_api()
 
     assert server_mock.call_count == 1
+    assert server_inst_mock.run_in_thread.call_count == 1
+    assert server_inst_mock.run.call_count == 0
     assert server_mock.call_args_list[0][0][0].host == "0.0.0.0"
     assert server_mock.call_args_list[0][0][0].port == 8089
     assert isinstance(server_mock.call_args_list[0][0][0].app, FastAPI)
@@ -338,12 +356,24 @@ def test_api_run(default_conf, mocker, caplog):
                    "Please make sure that this is intentional!", caplog)
     assert log_has_re("SECURITY WARNING - `jwt_secret_key` seems to be default.*", caplog)
 
+    server_mock.reset_mock()
+    apiserver._standalone = True
+    apiserver.start_api()
+    assert server_inst_mock.run_in_thread.call_count == 0
+    assert server_inst_mock.run.call_count == 1
+
+    apiserver1 = ApiServer(default_conf)
+    assert id(apiserver1) == id(apiserver)
+
+    apiserver._standalone = False
+
     # Test crashing API server
     caplog.clear()
     mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer',
                  MagicMock(side_effect=Exception))
     apiserver.start_api()
     assert log_has("Api server failed to start.", caplog)
+    ApiServer.shutdown()
 
 
 def test_api_cleanup(default_conf, mocker, caplog):
@@ -359,11 +389,13 @@ def test_api_cleanup(default_conf, mocker, caplog):
     server_mock.cleanup = MagicMock()
     mocker.patch('freqtrade.rpc.api_server.webserver.UvicornServer', server_mock)
 
-    apiserver = ApiServer(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
+    apiserver = ApiServer(default_conf)
+    apiserver.add_rpc_handler(RPC(get_patched_freqtradebot(mocker, default_conf)))
 
     apiserver.cleanup()
     assert apiserver._server.cleanup.call_count == 1
     assert log_has("Stopping API Server", caplog)
+    ApiServer.shutdown()
 
 
 def test_api_reloadconf(botclient):
@@ -677,12 +709,16 @@ def test_api_profit(botclient, mocker, ticker, fee, markets):
                          'profit_all_ratio_mean': -0.6641100666666667,
                          'profit_all_percent_sum': -398.47,
                          'profit_all_ratio_sum': -3.9846604,
+                         'profit_all_percent': -4.41,
+                         'profit_all_ratio': -0.044063014216106644,
                          'profit_closed_coin': 0.00073913,
                          'profit_closed_fiat': 9.124559849999999,
                          'profit_closed_ratio_mean': 0.0075,
                          'profit_closed_percent_mean': 0.75,
                          'profit_closed_ratio_sum': 0.015,
                          'profit_closed_percent_sum': 1.5,
+                         'profit_closed_ratio': 7.391275897987988e-07,
+                         'profit_closed_percent': 0.0,
                          'trade_count': 6,
                          'closed_trade_count': 2,
                          'winning_trades': 2,
@@ -843,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
         'exchange': 'binance',
     }
 
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate',
+    mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
 
     rc = client_get(client, f"{BASE_URI}/status")
@@ -1217,3 +1253,108 @@ def test_list_available_pairs(botclient):
     assert rc.json()['length'] == 1
     assert rc.json()['pairs'] == ['XRP/ETH']
     assert len(rc.json()['pair_interval']) == 1
+
+
+def test_api_backtesting(botclient, mocker, fee, caplog):
+    ftbot, client = botclient
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+
+    # Backtesting not started yet
+    rc = client_get(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+
+    result = rc.json()
+    assert result['status'] == 'not_started'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest not yet executed'
+    assert result['progress'] == 0
+
+    # Reset backtesting
+    rc = client_delete(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'reset'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest reset'
+
+    # start backtesting
+    data = {
+        "strategy": "DefaultStrategy",
+        "timeframe": "5m",
+        "timerange": "20180110-20180111",
+        "max_open_trades": 3,
+        "stake_amount": 100,
+        "dry_run_wallet": 1000,
+        "enable_protections": False
+    }
+    rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
+    assert_response(rc)
+    result = rc.json()
+
+    assert result['status'] == 'running'
+    assert result['progress'] == 0
+    assert result['running']
+    assert result['status_msg'] == 'Backtest started'
+
+    rc = client_get(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+
+    result = rc.json()
+    assert result['status'] == 'ended'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest ended'
+    assert result['progress'] == 1
+    assert result['backtest_result']
+
+    rc = client_get(client, f"{BASE_URI}/backtest/abort")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'not_running'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest ended'
+
+    # Simulate running backtest
+    ApiServer._bgtask_running = True
+    rc = client_get(client, f"{BASE_URI}/backtest/abort")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'stopping'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest ended'
+
+    # Get running backtest...
+    rc = client_get(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'running'
+    assert result['running']
+    assert result['step'] == "backtest"
+    assert result['status_msg'] == "Backtest running"
+
+    # Try delete with task still running
+    rc = client_delete(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+    result = rc.json()
+    assert result['status'] == 'running'
+
+    # Post to backtest that's still running
+    rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
+    assert_response(rc, 502)
+    result = rc.json()
+    assert 'Bot Background task already running' in result['error']
+
+    ApiServer._bgtask_running = False
+
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest_one_strategy',
+                 side_effect=DependencyException())
+    rc = client_post(client, f"{BASE_URI}/backtest", data=json.dumps(data))
+    assert log_has("Backtesting caused an error: ", caplog)
+
+    # Delete backtesting to avoid leakage since the backtest-object may stick around.
+    rc = client_delete(client, f"{BASE_URI}/backtest")
+    assert_response(rc)
+
+    result = rc.json()
+    assert result['status'] == 'reset'
+    assert not result['running']
+    assert result['status_msg'] == 'Backtest reset'

tests/rpc/test_rpc_manager.py

@@ -5,6 +5,7 @@ from unittest.mock import MagicMock
 
 from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPCManager
+from freqtrade.rpc.api_server.webserver import ApiServer
 from tests.conftest import get_patched_freqtradebot, log_has
 
 
@@ -190,3 +191,4 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
     assert len(rpc_manager.registered_modules) == 1
     assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]
     assert run_mock.call_count == 1
+    ApiServer.shutdown()

tests/rpc/test_rpc_telegram.py

@@ -452,7 +452,8 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     assert msg_mock.call_count == 1
     assert 'No closed trade' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `-0.00000500 BTC (-0.50%) (-0.5 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    mocker.patch('freqtrade.wallets.Wallets.get_starting_balance', return_value=0.01)
+    assert ('∙ `-0.00000500 BTC (-0.50%) (-0.0 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
     msg_mock.reset_mock()
 
@@ -466,11 +467,11 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     telegram._profit(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `0.00006217 BTC (6.20%) (6.2 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
     assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
 

tests/test_arguments.py

@@ -172,7 +172,7 @@ def test_download_data_options() -> None:
 def test_plot_dataframe_options() -> None:
     args = [
         'plot-dataframe',
-        '-c', 'config_bittrex.json.example',
+        '-c', 'config_examples/config_bittrex.example.json',
         '--indicators1', 'sma10', 'sma100',
         '--indicators2', 'macd', 'fastd', 'fastk',
         '--plot-limit', '30',

tests/test_configuration.py

@@ -28,7 +28,7 @@ from tests.conftest import log_has, log_has_re, patched_configuration_load_confi
 
 @pytest.fixture(scope="function")
 def all_conf():
-    config_file = Path(__file__).parents[1] / "config_full.json.example"
+    config_file = Path(__file__).parents[1] / "config_examples/config_full.example.json"
     conf = load_config_file(str(config_file))
     return conf
 

tests/test_freqtradebot.py

@@ -161,7 +161,7 @@ def test_get_trade_stake_amount(default_conf, ticker, mocker) -> None:
                         (True, 0.0022, 3, 0.5, [0.001, 0.001, 0.0]),
                         (True, 0.0027, 3, 0.5, [0.001, 0.001, 0.000673]),
                         (True, 0.0022, 3, 1, [0.001, 0.001, 0.0]),
-                        ])
+])
 def test_check_available_stake_amount(default_conf, ticker, mocker, fee, limit_buy_order_open,
                                       amend_last, wallet, max_open, lsamr, expected) -> None:
     patch_RPCManager(mocker)
@@ -397,7 +397,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, limit_buy_order_open,
 
 
 def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_order_open,
-                                             fee, mocker) -> None:
+                                             fee, mocker, caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     buy_mock = MagicMock(return_value=limit_buy_order_open)
@@ -413,6 +413,27 @@ def test_create_trade_too_small_stake_amount(default_conf, ticker, limit_buy_ord
 
     patch_get_signal(freqtrade)
 
+    assert freqtrade.create_trade('ETH/BTC')
+    assert log_has_re(r"Stake amount for pair .* is too small.*", caplog)
+
+
+def test_create_trade_zero_stake_amount(default_conf, ticker, limit_buy_order_open,
+                                        fee, mocker) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    buy_mock = MagicMock(return_value=limit_buy_order_open)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker,
+        buy=buy_mock,
+        get_fee=fee,
+    )
+
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.config['stake_amount'] = 0
+
+    patch_get_signal(freqtrade)
+
     assert not freqtrade.create_trade('ETH/BTC')
 
 
@@ -763,7 +784,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     buy_mm = MagicMock(return_value=limit_buy_order_open)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        get_buy_rate=buy_rate_mock,
+        get_rate=buy_rate_mock,
         fetch_ticker=MagicMock(return_value={
             'bid': 0.00001172,
             'ask': 0.00001173,
@@ -803,7 +824,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     limit_buy_order_open['id'] = '33'
     fix_price = 0.06
     assert freqtrade.execute_buy(pair, stake_amount, fix_price)
-    # Make sure get_buy_rate wasn't called again
+    # Make sure get_rate wasn't called again
     assert buy_rate_mock.call_count == 0
 
     assert buy_mm.call_count == 2
@@ -842,6 +863,24 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     assert trade.open_rate == 0.5
     assert trade.stake_amount == 40.495905365
 
+    # Test with custom stake
+    limit_buy_order['status'] = 'open'
+    limit_buy_order['id'] = '556'
+
+    freqtrade.strategy.custom_stake_amount = lambda **kwargs: 150.0
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[4]
+    assert trade
+    assert trade.stake_amount == 150
+
+    # Exception case
+    limit_buy_order['id'] = '557'
+    freqtrade.strategy.custom_stake_amount = lambda **kwargs: 20 / 0
+    assert freqtrade.execute_buy(pair, stake_amount)
+    trade = Trade.query.all()[5]
+    assert trade
+    assert trade.stake_amount == 2.0
+
     # In case of the order is rejected and not filled at all
     limit_buy_order['status'] = 'rejected'
     limit_buy_order['amount'] = 90.99181073
@@ -854,7 +893,7 @@ def test_execute_buy(mocker, default_conf, fee, limit_buy_order, limit_buy_order
     assert not freqtrade.execute_buy(pair, stake_amount)
 
     # Fail to get price...
-    mocker.patch('freqtrade.exchange.Exchange.get_buy_rate', MagicMock(return_value=0.0))
+    mocker.patch('freqtrade.exchange.Exchange.get_rate', MagicMock(return_value=0.0))
 
     with pytest.raises(PricingError, match="Could not determine buy price."):
         freqtrade.execute_buy(pair, stake_amount)
@@ -870,7 +909,7 @@ def test_execute_buy_confirm_error(mocker, default_conf, fee, limit_buy_order) -
             'last': 0.00001172
         }),
         buy=MagicMock(return_value=limit_buy_order),
-        get_buy_rate=MagicMock(return_value=0.11),
+        get_rate=MagicMock(return_value=0.11),
         get_min_pair_stake_amount=MagicMock(return_value=1),
         get_fee=fee,
     )
@@ -2474,7 +2513,7 @@ def test_handle_cancel_sell_limit(mocker, default_conf, fee) -> None:
         'freqtrade.exchange.Exchange',
         cancel_order=cancel_order_mock,
     )
-    mocker.patch('freqtrade.exchange.Exchange.get_sell_rate', return_value=0.245441)
+    mocker.patch('freqtrade.exchange.Exchange.get_rate', return_value=0.245441)
 
     freqtrade = FreqtradeBot(default_conf)
 
@@ -3917,7 +3956,7 @@ def test_order_book_depth_of_market_high_delta(default_conf, ticker, limit_buy_o
 
 def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     """
-    test if function get_buy_rate will return the order book price
+    test if function get_rate will return the order book price
     instead of the ask rate
     """
     patch_exchange(mocker)
@@ -3935,7 +3974,7 @@ def test_order_book_bid_strategy1(mocker, default_conf, order_book_l2) -> None:
     default_conf['telegram']['enabled'] = False
 
     freqtrade = FreqtradeBot(default_conf)
-    assert freqtrade.exchange.get_buy_rate('ETH/BTC', True) == 0.043935
+    assert freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy") == 0.043935
     assert ticker_mock.call_count == 0
 
 
@@ -3957,8 +3996,8 @@ def test_order_book_bid_strategy_exception(mocker, default_conf, caplog) -> None
     freqtrade = FreqtradeBot(default_conf)
     # orderbook shall be used even if tickers would be lower.
     with pytest.raises(PricingError):
-        freqtrade.exchange.get_buy_rate('ETH/BTC', refresh=True)
+        freqtrade.exchange.get_rate('ETH/BTC', refresh=True, side="buy")
-    assert log_has_re(r'Buy Price from orderbook could not be determined.', caplog)
+    assert log_has_re(r'Buy Price at location 1 from orderbook could not be determined.', caplog)
 
 
 def test_check_depth_of_market_buy(default_conf, mocker, order_book_l2) -> None:

tests/test_main.py

@@ -67,12 +67,12 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = ['trade', '-c', 'config_bittrex.json.example']
+    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config_bittrex.json.example ...', caplog)
+    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
     assert log_has('Fatal exception!', caplog)
 
 
@@ -85,12 +85,12 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.wallets.Wallets.update', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = ['trade', '-c', 'config_bittrex.json.example']
+    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config_bittrex.json.example ...', caplog)
+    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
     assert log_has('SIGINT received, aborting ...', caplog)
 
 
@@ -106,12 +106,12 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = ['trade', '-c', 'config_bittrex.json.example']
+    args = ['trade', '-c', 'config_examples/config_bittrex.example.json']
 
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config_bittrex.json.example ...', caplog)
+    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
     assert log_has('Oh snap!', caplog)
 
 
@@ -157,12 +157,16 @@ def test_main_reload_config(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = Arguments(['trade', '-c', 'config_bittrex.json.example']).get_parsed_arg()
+    args = Arguments([
+        'trade',
+        '-c',
+        'config_examples/config_bittrex.example.json'
+    ]).get_parsed_arg()
     worker = Worker(args=args, config=default_conf)
     with pytest.raises(SystemExit):
-        main(['trade', '-c', 'config_bittrex.json.example'])
+        main(['trade', '-c', 'config_examples/config_bittrex.example.json'])
 
-    assert log_has('Using config: config_bittrex.json.example ...', caplog)
+    assert log_has('Using config: config_examples/config_bittrex.example.json ...', caplog)
     assert worker_mock.call_count == 4
     assert reconfigure_mock.call_count == 1
     assert isinstance(worker.freqtrade, FreqtradeBot)
@@ -180,7 +184,11 @@ def test_reconfigure(mocker, default_conf) -> None:
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.init_db', MagicMock())
 
-    args = Arguments(['trade', '-c', 'config_bittrex.json.example']).get_parsed_arg()
+    args = Arguments([
+        'trade',
+        '-c',
+        'config_examples/config_bittrex.example.json'
+    ]).get_parsed_arg()
     worker = Worker(args=args, config=default_conf)
     freqtrade = worker.freqtrade
 

tests/test_misc.py

@@ -7,7 +7,7 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.misc import (decimals_per_coin, file_dump_json, file_load_json, format_ms_time,
-                            pair_to_filename, plural, render_template,
+                            pair_to_filename, parse_db_uri_for_logging, plural, render_template,
                             render_template_with_fallback, round_coin_value, safe_value_fallback,
                             safe_value_fallback2, shorten_date)
 
@@ -179,3 +179,18 @@ def test_render_template_fallback(mocker):
     )
     assert isinstance(val, str)
     assert 'if self.dp' in val
+
+
+def test_parse_db_uri_for_logging() -> None:
+    postgresql_conn_uri = "postgresql+psycopg2://scott123:scott123@host/dbname"
+    mariadb_conn_uri = "mariadb+mariadbconnector://app_user:Password123!@127.0.0.1:3306/company"
+    mysql_conn_uri = "mysql+pymysql://user:pass@some_mariadb/dbname?charset=utf8mb4"
+    sqlite_conn_uri = "sqlite:////freqtrade/user_data/tradesv3.sqlite"
+    censored_pwd = "*****"
+
+    def get_pwd(x): return x.split(':')[2].split('@')[0]
+
+    assert get_pwd(parse_db_uri_for_logging(postgresql_conn_uri)) == censored_pwd
+    assert get_pwd(parse_db_uri_for_logging(mariadb_conn_uri)) == censored_pwd
+    assert get_pwd(parse_db_uri_for_logging(mysql_conn_uri)) == censored_pwd
+    assert sqlite_conn_uri == parse_db_uri_for_logging(sqlite_conn_uri)

tests/test_persistence.py

@@ -1124,6 +1124,21 @@ def test_total_open_trades_stakes(fee, use_db):
     Trade.use_db = True
 
 
+@pytest.mark.usefixtures("init_persistence")
+@pytest.mark.parametrize('use_db', [True, False])
+def test_get_total_closed_profit(fee, use_db):
+
+    Trade.use_db = use_db
+    Trade.reset_trades()
+    res = Trade.get_total_closed_profit()
+    assert res == 0
+    create_mock_trades(fee, use_db)
+    res = Trade.get_total_closed_profit()
+    assert res == 0.000739127
+
+    Trade.use_db = True
+
+
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize('use_db', [True, False])
 def test_get_trades_proxy(fee, use_db):
@@ -1298,6 +1313,7 @@ def test_Trade_object_idem():
         'open_date',
         'get_best_pair',
         'get_overall_performance',
+        'get_total_closed_profit',
         'total_open_trades_stakes',
         'get_sold_trades_without_assigned_fees',
         'get_open_trades_without_assigned_fees',

tests/test_plotting.py

@@ -364,7 +364,7 @@ def test_start_plot_dataframe(mocker):
     aup = mocker.patch("freqtrade.plot.plotting.load_and_plot_trades", MagicMock())
     args = [
         "plot-dataframe",
-        "--config", "config_bittrex.json.example",
+        "--config", "config_examples/config_bittrex.example.json",
         "--pairs", "ETH/BTC"
     ]
     start_plot_dataframe(get_args(args))
@@ -408,7 +408,7 @@ def test_start_plot_profit(mocker):
     aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
     args = [
         "plot-profit",
-        "--config", "config_bittrex.json.example",
+        "--config", "config_examples/config_bittrex.example.json",
         "--pairs", "ETH/BTC"
     ]
     start_plot_profit(get_args(args))

tests/test_wallets.py

@@ -121,13 +121,19 @@ def test_get_trade_stake_amount_no_stake_amount(default_conf, mocker) -> None:
         freqtrade.wallets.get_trade_stake_amount('ETH/BTC')
 
 
-@pytest.mark.parametrize("balance_ratio,result1,result2", [
+@pytest.mark.parametrize("balance_ratio,capital,result1,result2", [
-                        (1, 50, 66.66666),
+                        (1,    None, 50, 66.66666),
-                        (0.99, 49.5, 66.0),
+                        (0.99, None, 49.5, 66.0),
-                        (0.50, 25, 33.3333),
+                        (0.50, None, 25, 33.3333),
+                        # Tests with capital ignore balance_ratio
+                        (1,    100, 50, 0.0),
+                        (0.99, 200, 50, 66.66666),
+                        (0.99, 150, 50, 50),
+                        (0.50, 50, 25, 0.0),
+                        (0.50, 10, 5, 0.0),
 ])
-def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, result1,
+def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_ratio, capital,
-                                                 result2, limit_buy_order_open,
+                                                 result1, result2, limit_buy_order_open,
                                                  fee, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -141,6 +147,8 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     conf['dry_run_wallet'] = 100
     conf['max_open_trades'] = 2
     conf['tradable_balance_ratio'] = balance_ratio
+    if capital is not None:
+        conf['available_capital'] = capital
 
     freqtrade = get_patched_freqtradebot(mocker, conf)
 
@@ -170,3 +178,49 @@ def test_get_trade_stake_amount_unlimited_amount(default_conf, ticker, balance_r
     freqtrade.config['max_open_trades'] = 0
     result = freqtrade.wallets.get_trade_stake_amount('NEO/USDT')
     assert result == 0
+
+
+@pytest.mark.parametrize('stake_amount,min_stake_amount,max_stake_amount,expected', [
+    (22, 11, 50, 22),
+    (100, 11, 500, 100),
+    (1000, 11, 500, 500),  # Above max-stake
+    (20, 15, 10, 0),  # Minimum stake > max-stake
+    (1, 11, 100, 11),  # Below min stake
+    (1, 15, 10, 0),  # Below min stake and min_stake > max_stake
+
+])
+def test__validate_stake_amount(mocker, default_conf,
+                                stake_amount, min_stake_amount, max_stake_amount, expected):
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    mocker.patch("freqtrade.wallets.Wallets.get_available_stake_amount",
+                 return_value=max_stake_amount)
+    res = freqtrade.wallets._validate_stake_amount('XRP/USDT', stake_amount, min_stake_amount)
+    assert res == expected
+
+
+@pytest.mark.parametrize('available_capital,closed_profit,open_stakes,free,expected', [
+    (None, 10, 100, 910, 1000),
+    (None, 0, 0, 2500, 2500),
+    (None, 500, 0, 2500, 2000),
+    (None, 500, 0, 2500, 2000),
+    (None, -70, 0, 1930, 2000),
+    # Only available balance matters when it's set.
+    (100, 0, 0, 0, 100),
+    (1000, 0, 2, 5, 1000),
+    (1235, 2250, 2, 5, 1235),
+    (1235, -2250, 2, 5, 1235),
+])
+def test_get_starting_balance(mocker, default_conf, available_capital, closed_profit,
+                              open_stakes, free, expected):
+    if available_capital:
+        default_conf['available_capital'] = available_capital
+    mocker.patch("freqtrade.persistence.models.Trade.get_total_closed_profit",
+                 return_value=closed_profit)
+    mocker.patch("freqtrade.persistence.models.Trade.total_open_trades_stakes",
+                 return_value=open_stakes)
+    mocker.patch("freqtrade.wallets.Wallets.get_free", return_value=free)
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    assert freqtrade.wallets.get_starting_balance() == expected